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Integrals Vol. 1 The Indefinite Integral

[1] Integrals Vol. 1 The Indefinite Integral 1) An excellent supplementary text for all Mathematics, Engineering
[1] Integrals Vol. 1 The Indefinite Integral 1) An excellent supplementary text for all Mathematics, Engineering
[1] Integrals Vol. 1 The Indefinite Integral 1) An excellent supplementary text for all Mathematics, Engineering

1) An excellent supplementary text for all Mathematics, Engineering and Technology students, ideal for independent study

2) 120 fully worked illustrative examples and 235 graded problems

3) Evaluation techniques and methods and various applications

4) Odd numbered problems are provided with answers

5) Hints or detailed outlines are given for the more involved problems

Demetrios P. Kanoussis, Ph.D

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About the Author

Demetrios P. Kanoussis, Ph.D

Kalamos Attikis, Greece

Kanoussis, Ph.D Kalamos Attikis, Greece dkanoussis@gmail.com Dr. Kanoussis is a professional Electrical Engineer and

Dr. Kanoussis is a professional Electrical Engineer and Mathematician. He received his Ph.D degree in Engineering and his Master degree in Mathematics from Tennessee Technological University, U.S.A, and his Bachelor degree in Electrical Engineering from the National Technical University of Athens (N.T.U.A), Greece.

As a professional Electrical Engineer, Dr. Kanoussis has been actively involved in the design and in the implementation of various projects, mainly in the area of the Integrated Control Systems.

Regarding his teaching experience, Dr. Kanoussis has long teaching experience in the field of Applied Mathematics and Electrical Engineering.

His original scientific research and contribution, in Mathematics and Electrical Engineering, is published in various, high impact international journals.

Additionally to his professional activities, teaching and research, Demetrios P. Kanoussis is the author of several textbooks in Electrical Engineering and Applied Mathematics.

A complete list of Dr. Kanoussis textbooks in Mathematics and Engineering can be found in the Author’s page at Amazon Author Central (https://www.amazon.com/Demetrios-P.-

Kanoussis/e/B071GZ215Z)

[3]

Integrals Vol. 1 The Indefinite Integral

Copyright 2018,

Author: Demetrios P. Kanoussis.

All rights reserved. No part of this publication may be reproduced, distributed or transmitted in any form or by any means, electronic or mechanical, without the prior written permission of the author, except in the case of brief quotations and certain other noncommercial uses permitted by copyright law.

Inquires should be addressed directly to the author,

Demetrios P. Kanoussis

This e book is licensed for your personal use only. This e book may not be resold or given away to other people. If you would like to share this book with another person, please purchase an additional copy for each recipient.

Thank you for respecting the work of this author.

First edition: January 2018.

PREFACE

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When differentiating a function we find the derivative of the function. The theory of the derivatives and its applications in the investigation of the functions is covered in Differential Calculus. The fundamental problem of Integral Calculus is the inverse problem, i.e. given the derivative of a function to find the function. The solution of this inverse problem, (the integration of a given function), is of great importance in Mathematics, Physics and Engineering in general. However, this problem (integration) is more complicated as compared to the problem of differentiation. In very general terms we may say that integrals are classified as either Indefinite Integrals (functions) or as Definite Integrals (numbers). These two integrals are connected with the so called “The Fundamental Theorem of Calculus”. In this first volume we cover the Indefinite Integrals. The Definite Integrals will be studied in details, in a second volume, to appear soon.

This book was written to provide an essential assistance to students who are first being introduced to the fundamentals of Integrals and has been designed to be an excellent supplementary textbook for University and College students in all areas of Mathematics, Physics and Engineering.

The content of the book is divided into 19 chapters.

In Chapter 1 we introduce the concept of the Antiderivative Function (Indefinite Integral) of a given function, present some basic integrals and integration rules and give a physical meaning of the integration constant.

In Chapter 2 we concentrate on some simple integration techniques which will prove to be helpful when evaluating more complicated integrals.

In Chapter 3 we study the powerful “Integration by Parts” method and show how it applies in practice to evaluate some rather complicated integrals.

In Chapter 4 we study the universal “Substitution or Change of Variables” method which is widely used in the evaluation of integrals.

In Chapter 5 we present the main techniques and methods to evaluate integrals of rational functions with the aid of the Partial Fractions

[5]

Decomposition”. All cases are treated in details, i.e. simple roots, repeated roots and complex roots.

In

Chapter

6

we

study

the

evaluation

of

integrals

of

the

form

 

, or

.

In

Chapter

7

we

study

the

evaluation

of

the

integrals

of

the

form

 

.

In Chapter 8 we study the integral

an appropriate substitution (depending on the sign of

with the aid of , the coefficient of

).

In Chapter 9 we study the integration of the Binomial Differentials and show that these types of integrals are expressed in terms of elementary functions in three cases only, as shown by the prominent Russian Mathematician P. Chebyshef.

In Chapter 10 we examine the integration of Trigonometric functions of the

form

.

In Chapter 11 we give a brief but concise introduction to the Hyperbolic Functions (Hyperbolic functions, Identities, Derivatives, Inverse Hyperbolic Functions, etc.).

In Chapter 12 we concentrate on the integration of Hyperbolic functions of the

form

.

In Chapter 13 we evaluate various types of integrals using appropriate Trigonometric or Hyperbolic substitutions. Usually these substitutions provide

a more efficient method of evaluation, as compared to the classical techniques.

In Chapter 14 we examine some useful “reduction or recurrence formulas” and show how these formulas are applied in practice.

In Chapter 15 we examine some rather complicated integrals using a combination of general techniques and methods, aiming to sharpen the student’s abilities and skills in the evaluation of integrals.

[6]

In Chapter 16 we discuss some general remarks and draw some important conclusions, regarding the possibility of expressing the integral of a given function, in closed form, in terms of other elementary functions.

In Chapter 17 we study the connection between the Indefinite Integrals and the Areas of curvilinear trapezoids and show how areas are evaluated in terms of Integrals.

In Chapter 18 we evaluate volumes of solids of revolution with the aid of Integrals.

In Chapter 19 we give a brief introduction of some elementary forms of Differential Equations and show how to solve such a differential equation with the aid of integrals.

The text includes more than 120 illustrative worked out examples and 235 graded problems to be solved. The examples and the problems are designed to help the students to develop a solid background in the evaluation of Integrals, to broaden their knowledge and sharpen their analytical skills and finally to prepare them to pursue successful studies in more advanced courses

in Mathematics.

A brief hint or a detailed outline in solving more involved problems is often

given.

Finally answers to odd-numbered problems are also provided so that the students can check their progress and understanding of the material studied.

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Table of Contents

 

CHAPTER 1: The Antiderivative Function

 

9

1-1

The Derivative Concept

 

9

1-2

The Antiderivative of a Function

 

15

1-3

Some Basic Integrals

 

18

1-4

Some Simple Integration Rules

 

22

1-5

Determination of the Constant of Integration

 

26

 

CHAPTER 2: Some Simple Integration Techniques

 

33

 

CHAPTER 3: Integration by Parts

 

36

 

CHAPTER 4: The Substitution (Change of Variables) Method

40

 

CHAPTER 5: Integration of Rational Functions

 

49

 

CHAPTER

6:

Evaluation

of

or

66

 

CHAPTER 7: Evaluation of

 

70

 

CHAPTER 8: Evaluation of

 

73

 

CHAPTER 9: Integrals of Binomial Differentials

 

77

 

CHAPTER

10:

Integrating

Trigonometric

Functions

82

 

CHAPTER 11: The Hyperbolic Functions

 

92

 

CHAPTER

12:

Integrating

Hyperbolic

Functions

101

 

CHAPTER 13: Trigonometric and Hyperbolic Substitutions

109

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CHAPTER 14 : Reduction Formulas

116

CHAPTER 15: Miscellaneous Examples and Problems

122

CHAPTER 16: Some General Remarks and Conclusions

130

CHAPTER

17: Indefinite Integrals and Areas (An Introductory

132

Approach)

CHAPTER 18: Indefinite Integrals and Volumes of Revolution

145

CHAPTER 19: Some Simple Types of Differential Equations

152

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CHAPTER 1: The Antiderivative Function

1-1) The Derivative Concept.

Let

be a function well defined and continuous within some given

interval of the independent variable

function

is defined as

. As it is known, the derivative of the

The derivative concept is one of the most important concepts in Mathematics, with applications embracing virtually all branches of Science and Engineering.

The rules of differentiation (i.e. the derivative of the sum, the product, the quotient of functions, etc), are assumed to be known to the reader of this book.

The differential of a function

is defined as

The following properties of the differential (easily proved), will be frequently used in our subsequent analysis:

Let now

be a a function of

, and let us further assume that

dependes on a third variable

function of

, i.e.

, i.e.

. This means that

. The differential

is eventually a

[10]

Equation (1-6) expresses the invariance of the form of the differential of a function.

Differential calculus deals with the problem of finding the derivative of a given function and the investigation of functions in general (graph, max-min, inflection points, etc) with the aid of the derivatives.

Example 1-1-1

Find the derivative of the function

.

Solution

 

Example 1-1-2

 

Find the derivative of the function

Solution

 

Example 1-1-3

 

Find the derivative of the function

.

Solution

 

If we set

, then

, where

 

.

The derivative

(

) is therefore,

Example 1-1-4

 

Find the derivative of

 

.

Solution

 

If we set

, then

where

.

The derivative of

Example 1-1-5

with respect to

[11]

is,

If

find

.

Solution

 

If we set

, the

where

. The derivative

is

Example 1-1-6

, the where . The derivative is Example 1-1-6 Find the derivative of the function Solution

Find the derivative of the function

Solution

Example 1-1-6 Find the derivative of the function Solution . Example 1-1-7 (Logarithmic differentiation) If find

.

Example 1-1-7 (Logarithmic differentiation)

If

find the derivative

.

Solution

Example 1-1-8

Find the limit

.

Solution

 

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This limit is of the indeterminate form

. For the proper evaluation of this

limit, we have to apply the De L’Hospital rule:

Let

This indeterminate form can be evaluated with the aid of the De L’Hospital rule, i.e.

since

, and finally, from equation (*)

Example 1-1-9

Show that the function

Solution

.

equation (*) Example 1-1-9 Show that the function Solution . satisfies the Differential equation Example 1-1-10

satisfies the Differential equation

Example 1-1-10 (Implicit differentiation)

Using implicit differentiation find the derivative

by the equation

Solution

.

of the function defined

The given equation defines

in terms of

, implicitly. This means that we

may consider

as a function of

, which identically satisfies the given

equation, i.e.

[13]

Taking the derivatives of both sides of the given identity with respect to get,

PROBLEMS

, we

1-1-1) Find the derivatives of the following functions:

(Answer:

)

1-1-2) Find the derivatives of the following functions:

1-1-3) Find the derivatives of the following functions:

(Answer:

)

1-1-4) Find the derivatives of the following functions:

1-1-5) Find the derivatives of the following functions:

(Answer:

Find the derivatives of the following functions: ( Answer: ) 1-1-6) Find the derivatives of the

)

1-1-6) Find the derivatives of the following functions:

1-1-7) Find the

(Answer:

[14]

derivative of the following functions:

1-1-8) Use logarithmic differentiation (see Example 1-1-7) to show that

1-1-9) Find the second derivative of the function

.

that

for all

(Answer:

)

, and show

1-1-10) Making use of the De L’Hospital rule, (see Example 1-1-8) show that,

1-1-11) Find the derivative of

(Answer:

)

1-1-12) If

show that

.

1-1-13) Using implicit differentiation (see Example 1-1-10), find the

derivatives of the functions formulas:

(Answer:

defined implicitly by the following

)

1-1-14) Show that :

1-1-15) Assuming that

[15]

, show that

.

Then differentiate both sides to evaluate the sum

.

Taking the derivative one more time, evaluate

.

(Answer:

)

1-2) The Antiderivative of a Function.

An antiderivative (or primitive) of a given function continuous within some interval, is another function

is the original function

, i.e.

, well defined and whose derivative

In other words, the functions

domain of definition of

.

and

are identically equal within the

As an example, let

. For which function does

, since

serve as its

. We note that the

derivative? Obviously,

function

possesses other antiderivatives, as well. For example,

possesses other antiderivatives, as well. For example, and in general , where is an arbitrary constant

and in general

, where

is an arbitrary constant, are also

antiderivatives of the function the derivative of the constant vanishes.

, since in the differentiation process

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Let us consider another example. The antiderivative of

is an arbitrary constant, since

, where

is

We are thus led to the following simple, and easily proved Theorem.

Theorem 1-2-1

Any two antiderivatives of a given function differ by an arbitrary constant.

Proof:

Let

and

be any two antiderivatives of

. Then,

where

is an arbitrary constant, and this completes the proof.

Note 1: For the physical meaning of the arbitrary constant the antiderivative, see Section 1-5.

, appearing in

Note 2: If we know one antiderivative

of

, then we know all the

antiderivatives of

, since any other antiderivative will be

.

The general form of all the antiderivatives of a given function

is called

the indefinite integral of the function

, and is denoted by the symbol

. The

is the integral sign,

is the integrand and

element of integration. In symbols:

is the

In terms of this new notation,

Equation (1-2-2) implies that,

[17]

We note that the signs of integration cancel each other out.

and differentiation

mutually

The main problem in integral calculus is to find a function when the derivative of the function is given, or in other words to find the integral of a given function. Why this is such an important problem, in Mathematics, Physics and Engineering in general, will be justified in Chapters 17 and 18.

We emphasize that the integration of a function is much more complicated than the problem of differentiation. The reader should work as many problems as possible, starting with the simplest integrals and gradually proceed to the more complicated ones, in order to acquire the necessary experience and skills in computing integrals.

Example 1-2-1

Find all antiderivatives of the function

.

Solution

 

Since

we conclude that

.

Example 1-2-2

Find all antiderivatives of the function

.

Solution

 

Since

we conclude that

Example 1-2-3

Find all the antiderivatives of the function

.

[18]

Solution

 

Since

, we conclude that

Example 1-2-4

Find all the antiderivatives of the function

.

Solution

 

Since

, we conclude that

PROBLEMS

1-2-1) Find all the antiderivatives of the functions

(Answer:

)

.

1-2-2) Find all the antiderivatives of the functions

.

1-2-3) Find all the antiderivatives of the functions

.

(Answer:

)

1-3) Some Basic Indefinite Integrals.

The following basic integrals follow directly from the corresponding differentiation formulas. Each one of them is easily checked by differentiation.

[19]
[19]

[19]

[20]

Note (*): In Formula (*) the independent variable

can vary in any interval,

not containing the point

not defined at

, since in such an interval the integrant

. Thus the given formula applies for either

or

is

.

Note (**): For the definition of the hyperbolic functions and various related properties, see Chapter 11.

Several times the evaluation of an integral reduces to one of the basic integrals shown above. The reader is encouraged to memorize the basic, fundamental integrals.

Example 1-3-1

Find the integral of

Solution

.

Application of equation (1), with

Example 1-3-2

Find the integral of

yields,

.

Solution

The given function

use equation (1) with

Example 1-3-3

Find the integral of

Solution

can be written as

.

.

, and we may

[21]

The given function can be written as equation (1) with

.

Example 1-3-4

Find the integral of

Solution

, and we may now use

.

1-3-4 Find the integral of Solution , and we may now use . PROBLEMS 1-3-1) Find
1-3-4 Find the integral of Solution , and we may now use . PROBLEMS 1-3-1) Find
1-3-4 Find the integral of Solution , and we may now use . PROBLEMS 1-3-1) Find
1-3-4 Find the integral of Solution , and we may now use . PROBLEMS 1-3-1) Find

PROBLEMS

1-3-1) Find the integral of the functions

(Answer:

1-3-1) Find the integral of the functions ( Answer: 1-3-2) Find the integral of Hint: Apply

1-3-2) Find the integral of

Hint: Apply equation (6) with

.

1-3-3) Find the integral of the functions

)

.

1-3-2) Find the integral of Hint: Apply equation (6) with . 1-3-3) Find the integral of

(Answer:

1-3-2) Find the integral of Hint: Apply equation (6) with . 1-3-3) Find the integral of

)1-3-2) Find the integral of Hint: Apply equation (6) with . 1-3-3) Find the integral of

[22]

1-4) Some Simple Integration Rules.

Theorem 1-4-1 (On integrating a sum of functions)

Let

be

functions well defined and

continuous within some interval. Then,

Proof:

Taking the derivative of the right side we have,

and this according to the definition implies that

and the proof is completed.

Theorem 1-4-2 (On taking a constant outside the integral sign)

If

is any constant factor, then

Proof:

The derivative that

, and this implies , and this completes the proof.

Example 1-4-1

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Find the integral of the following functions:

Solution

Note: Each time we integrate a function, an arbitrary constant of integration is introduced. In that sense, for example, the first integral (equation (1)), should be,

However, since

are arbitrary constants of integration, their sum

.

is replaced by another arbitrary constant

[24]

For this reason when we integrate a sum of functions, we perform all the indicated integrations and then add one arbitrary constant of integration at the end.

Example 1-4-2

Find the integral of the function

Solution

Example 1-4-3

Find the integral of the function

Solution

Example 1-4-3 Find the integral of the function Solution (See basic integrals in Section 1-3). Example
Example 1-4-3 Find the integral of the function Solution (See basic integrals in Section 1-3). Example
Example 1-4-3 Find the integral of the function Solution (See basic integrals in Section 1-3). Example

(See basic integrals in Section 1-3).

Example 1-4-4

Find the integral of the function

integral of the function Solution (See basic integrals in Section 1-3). Example 1-4-4 Find the integral
integral of the function Solution (See basic integrals in Section 1-3). Example 1-4-4 Find the integral

.

Solution

Solution [25] (See basic integrals in Section 1-3). Example 1-4-5 Find the integral of the function
Solution [25] (See basic integrals in Section 1-3). Example 1-4-5 Find the integral of the function
Solution [25] (See basic integrals in Section 1-3). Example 1-4-5 Find the integral of the function

[25]

Solution [25] (See basic integrals in Section 1-3). Example 1-4-5 Find the integral of the function

(See basic integrals in Section 1-3).

Example 1-4-5

Find the integral of the function

Solution

(See basic integrals in Section 1-3).

PROBLEMS

1-4-1) Find the integral of the functions

in Section 1-3). PROBLEMS 1-4-1) Find the integral of the functions ( Answer: ) 1-4-2) Verify

(Answer:

)

1-4-2) Verify directly that

.

[26]

Hint: It suffices to show that the derivative of the right side is equal to the integrand.

1-4-3) Verify directly that

Hint: It suffices to show that the derivative of the right side is equal to the integrand.

1-4-4) Find the integral of the function

1-4-5) Evaluate the

(Answer:

1-4-6) Evaluate the

)

Hint: See basic integrals in Section 1-3.

1-4-7) If

and

are two functions of

.

, show the general formula

and then, based on this formula evaluate

(Answer:

)

1-4-8) Evaluate the integral

.

.

1-5) Determination of the Constant of Integration.

Let

be an antiderivartive (indefinite integral) of

. As

we have already mentioned,

constant

integration constant

is determined up to an arbitrary additive

. In order to completely determine

we need to determine the

, and this can be achieved if we know one value of

[27]

corresponding to a value of the independent variable

corresponding to Examples.

, i.e. if we know

. The situation is illustrated with the aid of a few

Example 1-5-1

Find the antiderivative of

Solution

Any antiderivative (indefinite integral) of

which vanishes at

.

will be of the form,

By assumption

, and this is actually the condition for the

determination of the constant

, i.e.

The antiderivative of

which vanishes at

is

.

Example 1-5-2

Find the antiderivative of

which at

assumes the

value

Solution

.

Any antiderivative of

By assumption determined, i.e.

The antiderivative of

will be of the form,

and from this condition the constant

which is equal to

when

is

is

[28]

Example 1-5-3 (A Physics Problem)

Let us consider a particle of mass

moving on a straight line

as shown

in Fig. 1-5-1. Let also

respectively. The distance

time

as the equation of motion of the particle. From Physics courses we know that

the speed of the particle

and

be the origin and the unit vector of the

axis

of the particle from the origin is a function of the

from

, i.e. the function

is known

. This time dependence of

is,

while the acceleration of the particle

is,

where the primes denote differentiation with respect to the time

.

Equation (*) implies that the distance traveled is a first antiderivative of the speed, while equation (**) implies that the distance is a second antiderivative of the acceleration.

the distance is a second antiderivative of the acceleration. Fig. 1-5-1: Motion of a particle on

Fig. 1-5-1: Motion of a particle on a straight line.

In summary:

[29]

1) When the equation of motion of a particle moving on a straight line

is given, then its instantaneous speed

is the first derivative

and its instantaneous acceleration or the same, the second derivative

is the first derivative of the speed

.

2) Regarding the inverse problem, where the speed

is given as a

function of time, then the distance travelled is an antiderivative of

if the acceleration

travelled is a second antiderivative of the acceleration.

is given as a function of time then the distance

, while

Example 1-5-4

The equation of motion of a particle moving on an axis

is given by the

equation

. Find its speed

and acceleration

at the

time instants

and

.

Solution

 

1) The speed

is

At

,

2) The acceleration

is

.

, while at

,

The acceleration in this case does not depend on time, and therefore,

Example 1-5-5

.

If the equation of motion is

show that the acceleration of the

particle is negative and proportional to the third power of the speed.

Solution

and this completes the proof.

Example 1-5-6

[30]

Given that the speed of a particle moving on a straight line is

determine the equation of motion, assuming that

.

Solution

 

The

is an antiderivative of the speed, i.e.

and since

 

, ad finally,

Example 1-5-7

The acceleration of a particle moving on a straight line is

,

(

). Assuming that at

and

, find

the speed of the particle as a function of time and its equation of motion.

Solution

 

The speed

is an antiderivative of the acceleration, i.e.

and since

, and finally,

[31]

Similarly, the

is an antiderivative of

, i.e.

and since

, and finally,

1-5-1) Find the antiderivative of

(Answer:

, and finally, 1-5-1) Find the antiderivative of ( Answer: 1-5-2) Find the antiderivative of .

1-5-2) Find the antiderivative of

.

1-5-3) Find the antiderivative of

when

.

(Answer:

of . 1-5-3) Find the antiderivative of when . ( Answer: PROBLEMS ) which vanishes at

PROBLEMS

)

which vanishes at

.

which vanishes at

which takes the value

)

1-5-4) Find the antiderivative of

.

, which vanishes at

1-5-5) The equation of motion of a particle moving on an axis

is given by

the equation

(Answer:

. Find its speed

and acceleration

at

the time instants

and

.

)

1-5-6) Given that the speed of a particle moving on a straight line is determine the equation of motion, assuming that

.

1-5-7) The acceleration of a particle moving on a straight line is

,

(

). Assuming that at

and

[32]

, find the speed of the particle as a function of time and its equation of motion.

(Answer:

1-5-8) Find the antiderivative of

when

.

1-5-9) Find the antiderivative of

(Answer:

)

1-5-10) Find the antiderivative of

)

which takes the value

which vanishes at

which vanishes at

CHAPTER 2:

[33]

Some Simple Integration Techniques

Integration, as a rule, is much more complicated operation that differentiation. While all elementary functions (i.e. polynomials, rational functions, trigonometric and hyperbolic functions, exponential functions, logarithmic functions, etc) are differentiated according to well defined rules and formulas, the integration of such functions is extremely more complicated. Usually it requires much experience and practice to find the indefinite integral i.e. to integrate a given function.

Hereunder we consider some simple cases, intended to help the reader to acquire such experience.

Proof:

Since

, equation (2-1)

follows immediately.

Proof:

Since

, equation (2-2)

follows immediately.

Equation (2-2) is valid for all values of have:

, except

. For

we

Proof:

Since

, equation (2-3) follows immediately.

Example 2-1

[34]

Find the integral

 

.

Solution

 

If

, then

and equation (2-1) yields

Example 2-2

 

Find the integral

Solution

.

(application of equation (2-2) with

Example 2-3

Find the integral

Solution

.

Example 2-4

Find the integral

Solution

.

and

).

[35]

(application of equation (2-3) with

Example 2-5

Find the integral

Solution

.

2-1) Find the integral

(Answer:

)

PROBLEMS

.

).

2-2) Find the integral

 

.

2-3) Evaluate the integral

(Answer:

)

2-4) Evaluate the integral

 

.

Hint: Note that

.

2-5) Evaluate the integral

.

(Answer:

)

Hint:

 

, etc.

CHAPTER 3:

[36]

Integration by Parts

The integration by parts is based on formula (1-5). Assuming that

and

are two functions of the independent variable the product of the two functions is:

, then the differential of

Integration of both sides of equation (3-1) yields,

In deriving equation (3-2) we have used the fact that

, (see

equation (1-4)). Equation (3-2) might be helpful in cases where the integral

integral

is easily evaluated. In this case, equation (3-2) yields the value of the .

The following examples clarify the integration by parts method.

Example 3-1

Find

.

Solution

We may apply the formula for integration by parts, with

(

)

and

, to obtain,

,

Example 3-2

Find

.

Solution

Since formula yields,

, application of the integration by parts

[37]

Example 3-3

Find

.

Solution

Since

, application of the integration by parts

formula yields,

Sometimes the “to be evaluated integral” reappears on the other side with a different coefficient. This leads to an equation for the sought for integral. The following example clarifies the situation.

Example 3-4

Find

.

Solution

In our case, let

Application of the integration by parts formula yields,

[38]

[38] We note that the sought for integral reappears on the right side, with a different

We note that the sought for integral

reappears on the right side, with a

different sign, and this forms an equation for

, which easily yields,

For an alternative method of evaluation, see Example 4-1.

Some problems require repeated integration by parts. One classic example is the evaluation of the integral, in the next example.

Example 3-5

 

Evaluate

, where

are constants.

Solution

 

and this is an equation for the sought for integral we get,

Note: Similarly we may show that

. Solving equation (*) for

[39]

For the evaluation of

see Problem 3-9.

For the evaluation of the integrals Complex Numbers, see Problem 15-33.

and

simultaneously, with the aid of

PROBLEMS

Apply integration by parts to evaluate the following integrals:

3-1)

(Answer:

)

3-2)

Show that

3-3)

(Answer:

)

3-4)

Hint: Note that

3-5)

(Answer:

)

3-6)

3-7)

(Answer:

)

3-8)

3-9) Show that

CHAPTER 4:

[40]

The Substitution (Change of Variables) Method

The substitution is a very general and powerful method to evaluate indefinite integrals. Suppose that we want to evaluate the integral . This integral can be reduced to another integral, if we set

The original integral reduces to the following,

The integration in equation (4-2) is with respect to

choice of

(4-2) possible. Once

use of equation (4-1) to go back to the original variable

. A proper (suitable)

, could perhaps make the evaluation of the integral

has been evaluated, (

now is a function of

.

in equation ), we make

The following examples clarify the situation.

Note: Even though the substitution method is in general a powerful method, there are no rules to indicate which substitution is good and works in each case. Experience and practice (and sometimes luck) will eventually help the reader to choose the substitution which is proper for the evaluation of a given integral.

Example 4-1

Find

.

Solution

Since the square root numbers,

and we may therefore set ,

should have a meaning within the set of real

and in this case,

The integral

[41]

, in terms of the new variable

is,

or in terms of the original variable

,

(

),

which is identical to the result found in Example 3-4.

 

Example 4-2

 

Find

Solution

 

If we set new variable

, then , the original integral becomes,

, and in terms of the

 

Example 4-3

 

Find

Solution

 

If we set becomes,

 

, then

and

The original integral

 

and in terms of the original variable

,

[42]

Example 4-4

 

Find

Solution

 

Let

. Then

, and therefore,

Example 4-5

 

Find

Solution

 

If we set

then

and

. The original integral

becomes,

If we set then and . The original integral becomes, and in terms of the original

and in terms of the original variable

,

integral becomes, and in terms of the original variable , Example 4-6 (Alternative Solution of Example
integral becomes, and in terms of the original variable , Example 4-6 (Alternative Solution of Example

Example 4-6 (Alternative Solution of Example 4-5)

Find the integral . In this case,

in Example 4-5, making use of the substitution , and

case, in Example 4-5, making use of the substitution , and The substitution method can be

The substitution method can be used to evaluate integrals of the form

[43]

First of all we note that any trinomial equivalently as,

can be written

or if we define the discriminant

of the trinomial as

(For a proof see Problem 4-1).

Example 4-7

Evaluate the integral

Solution

 

Let

.Then

,

If we now make the substitution

becomes,

We now consider three cases:

Ifmake the substitution becomes, We now consider three cases: becomes, we may set The integral and

becomes,

we may set

The integral

and the integral

in equation (***)

[44]

and if we further set

, and therefore

or if we go back to the original variable

,

, and therefore or if we go back to the original variable , (Recall that by

(Recall that by assumption

back to the original variable , (Recall that by assumption ). If , then If we

).

If, then

, then

Ifwe may set , and the integral in equation (***)

we may set

, and the integral in equation (***)

becomes,

and if we set

the integral takes the form

(***) becomes, and if we set the integral takes the form (see equation 911) in Section

(see equation 911) in Section 1-3), and going back to the original variable

In summary:

set the integral takes the form (see equation 911) in Section 1-3), and going back to

,

Example 4-8 Evaluate the integral Solution [45] . In this case, according to the analysis
Example 4-8 Evaluate the integral Solution [45] . In this case, according to the analysis

Example 4-8

Evaluate the integral

Solution

[45]

Example 4-8 Evaluate the integral Solution [45] . In this case, according to the analysis performed

.

In this case, according to the analysis performed in the previous Example,

according to the analysis performed in the previous Example, , so Example 4-9   Find .

, so

Example 4-9

 

Find

.

Solution

 

and if we set

 

, and

Example 4-10

 

Find

.

Solution

 

[46]

In deriving equation (*) we have used the easily proved trigonometric

identity,

(for a proof see Problem 4-2).

To find the first integral in equation (*), we set

and therefore,

Also the second integral in (*) has been evaluated in Example 4-9, and finally

4-1) Show that any trinomial of

PROBLEMS

can be expressed as

4-2) Show the fundamental trigonometric identity

Evaluate the following integrals:

4-3)

[47]

4-4)

Hint: Set

,

4-5)

(Answer:

)

Hint:

. Set

and note that

 

and that

etc.

4-6)

4-7)

(Answer:

)

Hint: Set

. The integral in terms of the new variable , which can be evaluated as shown in Example 3-5.

becomes

4-8)

Hint: Set

, etc.

4-9)

(Answer:

)

4-10)

Hint: Set

.

4-11) If

,

and

are constants, show that

[48]

[48] Hint: Setting the integral in terms of the variable becomes,
[48] Hint: Setting the integral in terms of the variable becomes,

Hint: Setting

the integral in terms of the variable

becomes,

CHAPTER 5:

[49]

Integration of Rational Functions

A rational function is an algebraic expression of the form

where

and

are polynomials in

.

For example the following expressions are all rational expressions.

On the other hand, the following expressions are not rational expressions.

In equation (5-1), assume that the degree of the numerator

is

and

that the degree of the denominator

is

. If

, then the division of

by

results in a polynomial

in the quotient and in a

polynomial

of degree not higher than

in the remainder, and

therefore

Suppose now that we want to evaluate the integral

In equation (5-3) the integration of the polynomial

is not difficult, and

therefore the problem reduces to the integration of rational function

i.e.

to evaluate the integral

less than the degree of the denominator. The suitable method to evaluate this

integral is the decomposition of

, where now the degree of the numerator is

into partial fractions. The partial fraction

decomposition of

courses.

[50]

is assumed to be known to the reader from Algebra

The following examples illustrate the application of this method in practice.

We shall consider all three cases that may appear:

1) The denominator

has real simple roots,

2) The denominator

has real multiple roots and

3) The denominator

has complex roots.

CASE 1: Simple Real Roots.

Example 5-1

Evaluate the integral

.

Solution

The integrand is a rational function of

, and the denominator has three

simple roots,

less than the degree of the denominator (3), the integrand can be decomposed

into partial fractions, i.e. we can determine three constants that

. Since the degree of the numerator (2) is

and

, such

and clearing this equation we obtain the equivalent relation

Equation (**) is an identity for

, and should be true for all values of

and

. The

so that (**) is an

problem thus reduces to determine the constants

identity. One possible method (not the most efficient one) is to carry out the

calculations in the right side of (**) and then equate the coefficients of like

in both sides of the equation. Doing so we obtain:

powers of

[51]

and this should be true for all values of

, provided that

Solving this system for

and

from equation (*) we have,

we get,

, and

where

is the arbitrary constant of integration.

Note: An alternative method to determine the constants

and

.

Since equation (**) is an identity for

, it should be true for all values of

,

i.e. it should be true for

and

and

as well.

For

we obtain,

, i.e.

and

.

For

we obtain,

and therefore

.

Finally for

we obtain

and

.

Obviously the second method is more efficient as compared to the first method.

Example 5-2

Evaluate

[52]

Solution

We note that the degree of the numerator is less than the degree of the denominator and that the denominator has simple roots, The integrand is therefore decomposed into partial fractions,

.

where the constants

and

are to be determined so that equation (*) is

an identity, i.e. remains valid for all values of

. Applying the method

developed in the previous Example, we obtain , and CASE 2: Multiple real roots. Example
developed in the previous Example, we obtain
, and
CASE 2: Multiple real roots.
Example 5-3
Evaluate the integral
Solution
In this example the integrand is the rational function
. The
denominator has one simple root
and a double real root
. The

integrand therefore can be decomposed into partial fractions as follows:

where the constants

and

the following equivalent equation,

are to be determined. Equation (*) implies

Equation (**) is an identity for

[53]

, i.e. it must be valid for all values of

.

For

we obtain

, i.e.

.

For

we obtain

, i.e.

.

To find

we may apply equation (**) for a value of

different than

and

, let us for example apply for

, and in this case we obtain,

Note 1: Having found

and

we may take the derivatives of both sides of

equation (**) to obtain the new identity,

and setting

we get

the first method.

, same value as found with

Note 2: Another possible method to determine

and

would be to

equate the coefficients of like powers of

in equation (**). Let the reader find

and

with this method.

In summary, using the partial fractions decomposition, we find that

and therefore,

Example 5-4

Find the integral

Solution

[54]

.

The integrand is a rational function of

, i.e. is the quotient of two

polynomials, and since the degree of the numerator (2) is less than the degree

of the denominator (4) we may apply partial fractions decomposition to express the integrand as

which in turn implies the following equivalent identity:

The constants

and

may be determined by any one of the methods

quoted in the previous example, for example to equate the coefficients of like

powers of

of the constants see Problem 5-1. Doing so we find,

, or apply equation (**) for

etc. For the evaluation

and

, and therefore,

and the integral

is

CASE 3: Complex roots.

[55]

Let us now consider the case where the denominator has complex roots, in addition to real roots that may exist. The general approach is still the decomposition of the integrand into partial fractions, as shown in the following Example.

Example 5-5

Find the integral

.

Solution

The integrand in this case is a rational function, the degree of the numerator (0) is less than the degree of the denominator (5), and the denominator has a

double real root (

( ) which are the roots of the equation

fractions decomposition the integrand may be written as,

), a single real root (

) and two complex roots . Applying partial

(For the last term in the equation (*) see Note at the end of this example).

Equation (*) implies the following equivalent identity,

The constants (**) is valid for all values of

Problem 5-2. The constants are found to be

and

and

are determined from the requirement that

. For the evaluation of these constants see

, and therefore

and the integral

is

[56]

Note: The last term in equation (*) results from the combination of the two

simple fractions corresponding to the simple complex roots

other words the term

i.e.

of

. In

would be decomposed into two simple fractions,

and if we define

and

last term in equation (*) is fully justified.

Example 5-6

Find the integral

Solution

.

The denominator is written as,

, then the presence of the

and we see that it has two simple real roots

, and therefore,

complex roots

and two

Equation (*) implies the following equivalent identity,

from which the constants

and

can be determined easily,

[57]

and finally

The integral

is

Example 5-7

Find the integral

Solution

This integral is similar to the integral of the previous example, except for the sigh in the denominator. As we will see this slight change in the sign results in a much more complicated integral, as compared to the previous one.

First of all we note that the denominator, in this case has no real roots at all,

all the roots are complex. Indeed, from is one of the four fourth roots of the number i.e. the four roots are given by the formula,

or

, we see that

,

[58]
[58]

where by

in general we denote the complex conjugate of

then

).

, (i.e. if

According to the partial fractions expansion, the integrand

In order to find the constants

and

, we may for example clear the

equation (**) and then equate the coefficients of like powers of

sides. However, here we present another method, which yields the desired

coefficients faster, and with fewer computations. From

, in both

and taking the limits of both sides as

we get,

However the left side limit is of the form

with the aid of the De L’ Hospital Rule, i.e.

and can therefore be evaluated

Since

is a root of

and similarly we find

,

[59]

Summarizing our so far results and taking into consideration equation (**) we have,

We can further simplify equation (******) if we consider equations (*), since

equation (******) if we consider equations (*), since The contribution to the integral from these two

The contribution to the integral

from these two terms will be,

[60]
[60]

Quite similarly, combining the second and the third term in equation (******) and taking into consideration equation (*), we find the contribution

to the integral

from the first and the fourth term (already found), we finally find,

from these two terms, which when added to the contribution

from these two terms, which when added to the contribution We see that the evaluation of
from these two terms, which when added to the contribution We see that the evaluation of

We see that the evaluation of

is quite involved. We suggest the reader to

complete in details all the missing calculations and verify thus the final result.

For an alternative evaluation of the integral

Example 5-8

Find

.

Solution

see Problem 5-3.

Since the degree of the numerator (3) is greater than the degree of the

denominator (2), we first have to perform the division of

by

,

The integral

is

[61]

Therefore the evaluation of

reduces to the evaluation of

However the integrand in this case is a rational function of

, where the

.

degree of the numerator (1) is less than the degree of the denominator (2),

and the integrand can therefore be decomposed into the sum of partial fractions, i.e.

from which one easily finds

From (**) and (***) we find,

Example 5-9

Find

.

, and

Solution

[62]

Since the degree of the numerator (6) is greater than the degree of the

denominator (2) we must first divide the

Example 5-10

Find the integral

.

by

,

Solution

 

Since

, the integral

is written equivalently as

(integration by parts), or since

The evaluation of

is therefore reduced to the evaluation of

.

,

The integrand can be decomposed into partial fractions as follows,

The constants

and therefore,

and

are easily determined to be

,

[63]

PROBLEMS

5-1) In Example 5-4 determine the four constants equation (*).

and

appearing in

5-2) In Example 5-5 determine the five constants in equation (**).

and

appearing

5-3) Evaluate the integral in Example 5-7, using an alternative method, based on the following Hint.

Hint:

, then expand the integrand

since the quadratic factors have complex roots (Why?), determine the

constants

and

, etc.

5-4) Decompose into partial fractions the following rational fractions,

5-5) Find the integral

(Answer:

5-6) Find the integral

)

.

.

[64]

5-7)

Find the integral

(Answer:

.

)

Hint: You may apply partial fractions decomposition, or you may make the

substitution

. (The second method is easier).

5-8) Find the integral

.

5-9) Find the integral

(Answer:

5-10) Find the integral

5-11) Find the integral

(Answer:

Hint:

5-12) Find the integral

, etc.

)

.

.

.

.

Hint: You may either apply partial fractions decomposition, or make the

substitution

.

5-13) Show that

Hint: See Problem 5-3.The integrand is

[65]

5-14) Show that

5-15) Show that

Hint: The integrand is

CHAPTER 6:

Evaluation of

[66]

or

A) In this integral the expression

with respect to

and the radicals of

is a rational function

appearing in it.

Let us call

the least common multiple of the integers

all the quantities

. In this case

will be integers. The proper substitution in this case is

This substitution reduces the original integral to the following one:

which is an integral of a rational function of the variable

and is evaluated

according to the method developed in Chapter 5. In the final result we

substitute

by

to obtain our answer in terms of the original variable

.

B) A similar method applies when all the radicands are equal to one and the

same linear fraction

. In this case we make the substitution

and the integral becomes an integral of a rational function of

.

Note that in both cases, the idea is to make a substitution such that we get rid of the radicals.

The following Examples clarify the method.

[67]

Example 6-1

Evaluate the integral

.[67] Example 6-1 Evaluate the integral Solution In this integral, and the proper substitution is ,

Solution

In this integral,

and the proper substitution is

,

integral with respect to the new variable

becomes,

, and the

and this is the integral of a rational function of

, and can be evaluated

according to the methods developed in Chapter 5, i.e. apply partial fractions

expansion, etc. However there is an easier method to find the integral, that is

to set

. In terms of the

variable,

or equivalently, after a few simplifications,

Example 6-2

Evaluate the integral

Solution

simplifications, Example 6-2 Evaluate the integral Solution . The suitable substitution which eliminates the radicals, is

.

The suitable substitution which eliminates the radicals, is

In terms of the new variable

[68]

, the integral becomes

or in terms of the original variable

(

Example 6-3

Evaluate the integral

Solution

.

),

In order to get rid of the radical, let us make the substitution

In terms of the new variable

6-1) Find the integral

(Answer:

6-2) Find the integral

Hint: Set

the integral becomes,

PROBLEMS

.

.

)

, etc.

( Answer: 6-2) Find the integral Hint: Set the integral becomes, PROBLEMS . . ) ,

(Answer:

6-4) Find the integral

[69]

.( Answer: 6-4) Find the integral [69] ) Hint: Set , etc. 6-5) Find the integral

)

Hint: Set

, etc.

6-5) Find the integral

 
6-5) Find the integral   .

.

(Answer:

)

Hint: Set

, etc.

6-6) Find the integral

 

.

Hint: Set

, etc.

CHAPTER 7:

Evaluation of

In this integral the expression

arguments,

and

.

[70]

In order to get rid of the radical we set

is a rational function of its

The original integral thus reduces to an integral of a rational function of and is evaluated according to the theory developed in Chapter 5.

The following Examples clarify the method.

Example 7-1

Evaluate the integral

Solution

We set integral becomes

.

, and in terms of the new variable

and since

,

(integration by parts), and finally,

, the

Example 7-2

Find the integral

Solution

.

[71]

In order to get rid of the radical, we set

In terms of the new variable

the integral becomes,

(see Example 7-1), and therefore,

and in terms of the original variable

,

Example 7-3

Find the integral

Solution

.

This is an integral of a rational function of of the radical, we set,

and

. In order to get rid

In terms of the new variable

the integral

becomes,

[72]

PROBLEMS

Evaluate the following integrals:

7-1)

(Answer:

)

7-2)

7-3)

(Answer:

)

7-4)

7-5)

(Answer:

)

7-6)

Hint: Set

.

CHAPTER 8:

Evaluation of

In this integral the expression

[73]

is a rational function of

its arguments

and

.We consider two cases:

 

CASE 1:

 

We set

By means of the substitution (*), the original variable

is expressed

rationally in terms of the new variable

. Indeed from equation (*) we have,

of the new variable . Indeed from equation (*) we have, and consequently is expressed rationally

and consequently

is expressed rationally in terms of

. The original

integral therefore is transformed to an integral of a rational function of is evaluated according to the theory developed in chapter 5.

, and

CASE 2:

In this case the trinomial

must have two real roots

and

, should lie between the two roots, (otherwise the quantity

and the variable

should have no real meaning within the set of real numbers).

We set

In this case,

In equation (***) the term

[74]

(since by assumption

) and also

since

the term

. Setting now

the integral becomes an integral of a rational function of

.

For an alternative method of evaluation, see Chapter 13, Example 13-5, (Hyperbolic and Trigonometric substitutions).

Example 8-1

Evaluate the integral

substitutions). Example 8-1 Evaluate the integral . Solution Since , and , we set (according to

.

Solution

Since

, and

, we set

(according to

the equation (**)), and therefore,

In terms of the new variable

the integral

becomes,