Solutions for few advanced integrals

Exercise 1.1. Consider the integral ∫ ∞

M 3 · x 5 · 2−x dx
0

Solution: We rewrite 2−x  e −x ln(2) such that

∫ ∞
3 · x 5 · e −x ln(2) dx
0

Let u  x ln(2) then x  ln(2)

u
. Now find the derivative du  (x ln(2))0  ln(2)dx or dx  ln(2) du
then the integral
is ∫ ∞  5 ∫ ∞ ∫ ∞
u −u 1 3 · e −u · u 5 3
3· ·e · du  6
du  6
· e −u · u 5 du
0 ln(2) ln(2) 0 ln(2) ln(2) 0
Note that the last integral is the gamma distribution, so
∫ ∞
e −u · u 5 du  Γ(6)  5!
0

Therefore ∫ ∞
3 3 3 360
M · e −u · u 5 du  · 5!  · 120 
ln(2)6 0 ln(2)6 ln(2) 6 ln(2)6

Exercise 1.2. Consider the integral ∫

e tan(x) dx

Solution: Let t  tan(x) then x  arctan(t) the derivative of x is

1
dx  (arctan(t))0  dt
t2 +1
So the integral can be rewritten to ∫
1
et dt
t2 +1
1 1
Note that t 2 +1
is the same as (t+i)(t−i)
so
∫
1
et dt
(t + i)(t − i)
We will convert this to the partial fraction form such that

ie t ie t et et
∫   ∫   ∫  
i i i
e t
− dt  − dt  − dt
2(t + i) 2(t − i) 2(t + i) 2(t − i) 2 t+i t−i
ew
∫
Note: w dw  Ei(w).
et et
∫ ∫
i i
dt − dt
2 t+i 2 t−i
Let u 1  t + i ⇐⇒ t  u 1 − i then du1  dt and u2  t − i ⇐⇒ t  u 2 + i then du2  dt such that

e u1 −i e u2 +i ie −i e u1 ie i e u2 e ie −i ie i
∫ ∫ ∫ ∫
i i
du 1 − du 2  du1 − du 2  Ei(u 1 ) − Ei(u 2 )
2 u1 2 u2 2 u1 2 u2 2 2
We substitute t back
ie −i ie i
Ei(t + i) − Ei(t − i)
2 2
We substitute x back and we add a constant C
ie −i ie i
Ei(tan(x) + i) − Ei(tan(x) − i) + C
2 2

1
Exercise 1.3. Consider the integral ∫ ∞
6
E e −x dx
−∞
√6
Solution: We rewrite the integral. Let x  t then dx  1
6t 5/6
dt thus
∫ ∞ ∫ ∞ ∫ ∞
−t 1 1 −t − 56 1 1
2 e · 5/6 dt  e ·t dt  e −t · t 6 −1 dt
0 6t 3 0 3 0

This is also known as the gamma integral.

∫ ∞  
1 −t 1 1 1
e ·t 6 −1 dt  Γ
3 0 3 6

Therefore, ∫ ∞  
−x 6 1 1
E  e dx  Γ ≈ 1.855438667
−∞ 3 6

Exercise 1.4. Consider the integral

∫ 1√
1 − x 5 dx
0
1
Solution: Let t  then x  t . Computing the derivative we get dx 
x5 5 1
5t 4/5
dt and we do a substitution. Note
we don’t need to change bounds. (Think about it).
∫ 1√ ∫ 1√ ∫ 1 √
∫ 1
1 1 − 45 1 1 3
1− x 5 dx  1 − t 4/5 dt  t 1 − tdt  t 5 −1 (1 − t) 2 −1 dt
0 0 5t 5 0 5 0

This is also known as the Beta function, so we have

∫ 1  
1 1 3 1 1 3
t 5 −1 (1 − t) 2 −1 dt  B , ≈ 0.89552
5 0 5 5 2

Exercise 1.5. Consider the integral ∫ ∞

3
3e −x dx
0
√3
Solution: We rewrite the integral. Let x  t then dx  1
3t 2/3
dt thus
∫ ∞ ∫ ∞ ∫ ∞
−t 1 −t − 23 1
3 e · 2/3 dt  e ·t dt  e −t · t 3 −1 dt
0 3t 0 0

This is also known as the gamma integral, so the answer is:

∫ ∞  
−t 1 1
e ·t 3 −1 dt  Γ ≈ 2.678938537
0 3

Exercise 1.6. Consider the integral

ln(x) + 2
∫
dx
ln(x ln(x) + x)
Solution: We do a substitution. Let t  x ln(x) + x then dt  ln(x) + 2dx ⇐⇒ dx  1
ln(x)+2
dt. This implies

ln(x) + 2 ln(x) + 2
∫ ∫ ∫
1 1
dx  dt  dt
ln(x ln(x) + x) ln(t) ln(x) + 2 ln(t)
∫x
We use the fact that 1
2 ln(s)
ds Li(x) + k hence

1
dt  Li(t) + k
ln(t)

2
We substitute back and obtain
ln(x) + 2
∫
dx  Li(x ln(x) + x) + k
ln(x ln(x) + x)

If we compute this in Maple, we will obtain an answer with Ei(x) and ln(x), i.e.

Ei(ln(x ln(x) + x)) + k

but it is still the same.