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Techniques of Integration
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 1 of 58
Chapter Outline
Integration by Substitution
Integration by Parts
Evaluation of Definite Integrals
Approximation of Definite Integrals
Some Applications of the Integral
Improper Integrals
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 2 of 58
§ 9.1
Integration by Substitution
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 3 of 58
Section Outline
Differentiation and Integration Formulas
Integration by Substitution
Using Integration by Substitution
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 4 of 58
Differentiation & Integration Formulas
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 5 of 58
Integration by Substitution
If u = g(x), then
f g x g x dx f u du.
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 6 of 58
Using Integration by Substitution
EXAMPLE
x x 1 dx
6
2
2x 3
SOLUTION
Let u = x2 + 2x + 3, so that du
d 2
dx
x 2 x 3 dx 2 x 2 dx . That is,
1
du 2 x 1 dx. Therefore, du x 1 dx. And so we have
2
x 2
2 x 3
6
x 1 dx u 6 1
2 du Rewrite in terms of u.
1 6
2 u du Bring the factor 1/2 outside.
1 u7
C Integrate.
2 7
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 7 of 58
Using Integration by Substitution
CONTINUE
D
x 2
2x 1
7
C Replace u with x2 + 2x + 3.
14
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 8 of 58
Using Integration by Substitution
EXAMPLE
SOLUTION
d 1
Let u = 1/x + 2, so that du 2 dx x 2 dx . Therefore, du x 2 dx.
dx x
And so we have
5 5
2 1 1 2
x
x 2 dx x x dx
2 Rearrange factors.
u 5 du Rewrite in terms of u.
u6
C Integrate.
6
1 / x 2
6
C Rewrite u as 1/x + 2.
6
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 9 of 58
Using Integration by Substitution
EXAMPLE
sin 2 x e
cos 2 x
dx
SOLUTION
d 1
Let u = cos2x, so that du cos 2 x dx 2 sin 2 xdx . Therefore, du sin 2 xdx.
dx 2
And so we have
sin 2 x e cos 2 x
dx e cos 2 x
sin 2 x dx Rearrange factors.
eu du Rewrite in terms of u.
eu C Integrate.
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 10 of 58
§ 9.2
Integration by Parts
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 11 of 58
Section Outline
Integration by Parts
Using Integration by Parts
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 12 of 58
Integration by Parts
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 13 of 58
Using Integration by Parts
EXAMPLE
Evaluate.
x 2 x 3 dx
3
SOLUTION
Our calculations can be set up as follows:
f x x g x 2 x 3
3
Differentiate Integrate
1
f x 1 G x 2 x 3 4 .
8
Then
1
x 2 x 3 dx x
3
2 x 3 4 1 1 2 x 3 4 dx
8 8
1 1
x 2 x 3 2 x 3 dx
4 4
8 8
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 14 of 58
Using Integration by Parts
CONTINUE
D
1 1 1
x 2 x 3 2 x 3 C
4 5
8 8 10
1 1
x 2 x 3 2 x 3 C.
4 5
8 80
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 15 of 58
Using Integration by Parts
EXAMPLE
Evaluate.
e dx
2 x
x
SOLUTION
Our calculations can be set up as follows:
f x x2 g x e x
f x 2 x G x e x .
Then
2 x 2 x x
x e dx x e 2 x e dx.
Notice that the resultant integral cannot yet be solved using conventional
methods. Therefore, we will attempt to use integration by parts again.
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 16 of 58
Using Integration by Parts
CONTINUE
D
Our calculations can be set up as follows:
f x 2x g x e x
f x 2 G x e x .
Then
dx
x x x
2 x e dx 2 x e 2 e
2 x e x 2e x C.
Therefore, we have
x 2 x
e dx x 2
e x
2 x e x
dx x 2 x
e 2 xe x
2e x
C
x 2 e x 2 xe x 2e x C.
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 17 of 58
Using Integration by Parts
EXAMPLE
Evaluate.
x sin 8 x dx
SOLUTION
Our calculations can be set up as follows:
f x x g x sin 8 x
1
f x 1 G x cos 8 x.
8
Then
1 1
x sin 8 x dx x
8
cos 8 x
8
cos 8 x 1 dx
1 1
x cos 8 x cos 8 x dx
8 8
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 18 of 58
Using Integration by Parts
CONTINUE
D
1 1 1
x cos 8 x sin 8 x C
8 8 8
1 1
x cos 8 x sin 8 x C.
8 64
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 19 of 58
§ 9.3
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 20 of 58
Section Outline
The Definite Integral
Evaluating Definite Integrals
Change of Limits Rule
Finding the Area Under a Curve
Integration by Parts and Definite Integrals
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 21 of 58
The Definite Integral
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 22 of 58
Evaluating Definite Integrals
EXAMPLE
Evaluate. 1 1
0 1 2 x 4 dx
SOLUTION
First let u = 1 + 2x and therefore du = 2dx. So, we
have 1 1 1
1 2 x 4
dx 4
du
u 2
1 4
2 u du
u 3
C
6
1 2x
3
C.
6
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 23 of 58
Evaluating Definite Integrals
CONTINUE
D
Consequently,
1 1 1 2 x 3 1
0 1 2 x 4 dx
6 0
1 2 1
3
1 2 0
3
6 6
1 1
6 33 6 13
1 1 26 13
.
162 6 162 81
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 24 of 58
Change of Limits Rule
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 25 of 58
Using the Change of Limits Rule
EXAMPLE
1 3 4
2 1
u du
3
1 u 3 1 1 26 13
.
2 3 1 6 33 6 13 162 81
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 26 of 58
Finding the Area Under a Curve
EXAMPLE
SOLUTION
To find the area of the shaded region, we will integrate the given function. But
we must know what our limits of integration will be. Therefore, we must
determine the three x-intercepts of the function.
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 27 of 58
Finding the Area Under a Curve
CONTINUE
D
0 x 9 x2 Replace y with 0 to find the
x-intercepts.
x0 9 x2 0 Set each factor equal to 0.
x0 9 x2 0 Solve for x.
x 3
Therefore, the left-most region (above the x-axis) starts at x = -3 and ends at
x = 0. The right-most region (below the x-axis) starts at x = 0 and ends at x = 3.
So, to find the area in the shaded regions, we will use the following.
0 3
3
x 9 x 2 dx 0
x 9 x 2 dx .
Now let’s find an antiderivative for both integrals. We will use u = 9 – x2 and
du = -2xdx.
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 28 of 58
Finding the Area Under a Curve
CONTINUE
D 1
dx
2
x 9 x u du
2
1 12
2 u du
1 2 32 1
u C u3 2 C
2 3 3
1
3
9 x2 32
C
3 0
1
3
9 02 32
1
3
9 3
2
32
1
3
9 32 32
1
3
9 02 32
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 29 of 58
Finding the Area Under a Curve
CONTINUE
D
1 32 1
9 9 9 3 2 1 9 9 3 2 1 9 3 2
3 3 3 3
1 32 1 32 1 32 1 32
9 0 0 9
3 3 3 3
1 1 1 1
27 0 0 27
3 3 3 3
90 09
9 9 18
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 30 of 58
Integration by Parts & Definite Integrals
EXAMPLE
Evaluate.
e
ln x dx
1
SOLUTION
To solve this integral, we will need integration by parts. Our calculations can
be set up as follows:
f x ln x g x 1
1
f x G x x.
x
Then
1
ln x dx x ln x x x
dx
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 31 of 58
Integration by Parts & Definite Integrals
CONTINUE
D
x ln x 1dx
x ln x x C.
Therefore, we have
ln x dx x ln x x 1
e
e
1
e ln e e 1 ln 1 1
e 1 e 1 0 1
0
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 32 of 58
§ 9.4
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 33 of 58
Section Outline
The Midpoint Rule
The Trapezoidal Rule
Simpson’s Rule
Error Analysis
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 34 of 58
The Midpoint Rule
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 35 of 58
Using the Midpoint Rule
EXAMPLE
4
1
3
2 x 3 dx; n3
SOLUTION
2 1.5 3 3 3 3
2 2.5 3 2 3.5 3 1 72.
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 36 of 58
The Trapezoidal Rule
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 37 of 58
Using the Trapezoidal Rule
EXAMPLE
4
1
3
2 x 3 dx; n3
SOLUTION
2 1 3 3
2 2 2 3 2 2 3 3 2 4 3
3 3 3
12 90.
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 38 of 58
Simpson’s Rule
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 39 of 58
Using Simpson’s Rule
EXAMPLE
4
1
3
2 x 3 dx; n3
SOLUTION
2 1 3 3 3 3 3 3 3
3 1
4 2 1.5 3 2 2 2 3 4 2 2.5 3 2 2 3 3 4 2 3.5 3 2 4 3 78.
6
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 40 of 58
Error Analysis
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 41 of 58
Using Error Analysis
EXAMPLE
Obtain a bound on the error of using the midpoint rule with n = 3 to approximate
4
1
3
2 x 3 dx; n3
SOLUTION
f x 48 x 72.
48 4 72 120,
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 42 of 58
Using Error Analysis
CONTINUE
D
so we may take A = 120 in the preceding theorem. The error of approximation
using the midpoint rule is at most
120 4 1 120 3
3 3
15.
24 3
2
24 9
NOTE: We have hitherto determined that the exact value of this integral is 78
and that the midpoint approximation for it (using n = 3) is 72. Therefore, this
approximation was in error by 78 – 72 = 6. Our result in this exercise says that
our midpoint approximation error should be no greater than 15. Since 6 is no
greater than 15, this result suggests that our midpoint approximation was done
correctly.
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 43 of 58
§ 9.5
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 44 of 58
Section Outline
The Riemann Sum
Interest Compounded Continuously
Continuous Stream of Income
Population in a Ring
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 45 of 58
The Riemann Sum
Δx = (b – a)/n, t1, t2, …., tn are selected points from a partition [a, b].
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 46 of 58
Interest Compounded Continuously
A Pe rt
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 47 of 58
Continuous Stream of Income
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 48 of 58
Continuous Stream of Income
EXAMPLE
Find the present value of a stream of earnings generated over the next 2 years
at the rate of 50 + 7t thousand dollars per year at time t, assuming a 10%
interest rate.
SOLUTION
and then evaluate the first integral directly and the second using integration by
parts. Upon doing this, we have
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 49 of 58
Continuous Stream of Income
CONTINUE
D 2
0
0.10 t
50 7t e dt 500e 70te 700e
0.1t 0.1t
0.1t
2
0
1200e 0.1t
70te 0.1t 2
0
.
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 50 of 58
Population in a Ring
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 51 of 58
Population in a Ring
EXAMPLE
Using the theorem above, we have D(t) = 60e-0.4t, a = 0 and b = 5. So, we have
5 5
2t 60e dt 120te 0.4t .
0.4 t
0 0
300 5 e 0.45 750e 0.45 300 0 e 0.40 750e 0.40
2250e 2 750 1400 people.
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 52 of 58
§ 9.6
Improper Integrals
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 53 of 58
Section Outline
Improper Integrals
Evaluating Improper Integrals
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 54 of 58
Improper Integrals
Definition Example
Improper Integral: A
tool used to calculate
the area of a region that
extends infinitely far to
the right or left along
the x-axis. Used when
a limit of integration
takes on a value of ∞ or
-∞.
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 55 of 58
Evaluating Improper Integrals
EXAMPLE
SOLUTION
b
b 1 1 1 1
x 2 1 dx x 3 x b 3 b 03 0 b3 b
0
3 0 3 3 3
1 3
As b → ∞, b b approaches ∞, so the integral is divergent. Therefore, there
3
is no solution.
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 56 of 58
Evaluating Improper Integrals
EXAMPLE
SOLUTION
b
x
2
32
dx 2 2 x 1 2 b
4 4 4
4
1 1
b 1 b
4
As b → ∞, approaches 0, so the integral is convergent. Therefore,
b
2 b 2 4
1 x3 2
dx
b 1 x 3 2
lim dx lim
b
b
4 4.
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 57 of 58
Evaluating Improper Integrals
EXAMPLE
SOLUTION
0
0 0 1 4x 1 40 1 4b 1 1 4b
b b
e
4x 4x
e dx lim e dx lim
b 4
e lim
b 4
e e lim
b 4 b 4
4
1 1 4b
As b → -∞, e approaches 0 so that e approaches 1/4. Thus the
4b
4 4
improper integral converges and has value 1/4.
© 2010 Pearson Education Inc. Goldstein/Schneider/Lay/Asmar, CALCULUS AND ITS APPLICATIONS, 12e– Slide 58 of 58