Integration By Parts

Z Z
f 0(x)g(x) dx = f (x)g(x) − f (x)g 0(x) dx

0
Proof: f (x)g(x) = f 0(x)g(x) + f (x)g 0(x)
Z Z
f (x)g(x) = f 0(x)g(x) dx + f (x)g 0(x) dx

It’s easier to use u = g(x) v = f (x)

du = g 0(x)dx dv = f 0(x)dx

Z Z
in the mnemonic u dv = uv − v du
 Z Z
u dv = uv − v du

Z
To Integrate xexdx : let u = x dv = exdx

du = dx v = ex ,
Z Z Z
xexdx = x · exdx = x · ex − ex · dx
Z
= xex − exdx = xex − ex + C.
 On the other hand, if we let u = ex dv = xdx
x2
du = exdx v= ,
2
we get
2
x x2
Z Z
xexdx = ex − exdx,
2 2

which is worse.

Remember: The objective here is to replace a difficult integral

with an easier integral.
 Z
To integrate x ln x dx:
Z Z
u · dv = u ·v − v · du
2
x x2 1
Z Z
ln x · xdx = ln x · − · dx
2 2 x
x2 x
Z
= ln x − dx
2 2
x2 x2
= ln x − + C.
2 4

Note that ln x is chosen to be the u-function

because ln x is easier to differentiate than to integrate.
 Z
To Integrate eax cos bx dx, let u = eax dv = cos bx dx

ax sin bx
du = ae dx v= ,
b
Z Z
u ·dv = u
·v − v · du,

sin bx sin bx
Z   Z  
ax ax
e · cos bx dx = e · − · aeaxdx,
b b

yielding
1 ax a
Z Z
ax
e cos bx dx = e sin bx − eax sin bx dx.
b b
 Z
To Integrate eax sin bx dx, let u = eax dv = sin bx dx

ax cos bx
du = ae dx v=− ,
b
Z Z
u ·dv = u
·v − v · du,

cos bx cos bx
Z   Z  
ax ax
e · sin bx dx = e · − − − · aeaxdx,
b b

yielding
1 ax a
Z Z
ax
e sin bx dx = − e cos bx + eax cos bx dx.
b b
 1 a
Z Z
ax ax
e cos bx dx = e sin bx − eax sin bx dx
b b
1 ax a 1
= e sin bx − − eax cos bx
b b bZ
a

+ eax cos bx dx ,
Z b
b2 eax cos bx dx = beax sin bx + aeax cos bx
Z
− a2 eax cos bx dx,
Z
(a2 + b2) eax cos bx dx = beax sin bx + aeax cos bx,

ax


e a cos bx + b sin bx
Z
ax
e cos bx dx = + C.
a2 + b2
 1 a
Z Z
ax ax
e sin bx dx = − e cos bx + eax cos bx dx
b b
1 ax a 1
= − e cos bx + eax sin bx
b b b Z
a

− eax sin bx dx
Z b
b2 eax sin bx dx = −beax cos bx + aeax sin bx
Z
− a2 eax sin bx dx,
Z
(a2 + b2) eax sin bx dx = − beax cos bx + aeax sin bx,

ax


e a sin bx − b cos bx
Z
ax
e sin bx dx = + C.
a2 + b2
 Z Z
Alternatively, we have eax cos bx dx + i eax sin bx dx
Z Z
ax
eaxeibx dx


= e cos bx + i sin bx dx =

e(a+ib)x (a − ib)
Z
(a+ib)x
= e dx = ·
(a + ib) (a − ib)

eax


cos bx + i sin bx (a − ib)
=
a2 − (ib)2
ax


e a cos bx + ia sin bx − ib cos bx + b sin bx
=
a2 + b2
eax ax



a cos bx + b sin bx e a sin bx − b cos bx
= 2 2
+ i
a +b a2 + b2
 Z
To Integrate x sin 4x dx, let u = x dv = sin 4x dx
1
du = dx v = − cos 4x,
4
Z Z
u·dv = u·v − v · du,

1 1
Z   Z  
x· sin 4x dx = x · − cos 4x − − cos 4x · dx,
4 4

yielding
x 1
Z Z
x sin 4x dx = − cos 4x + cos 4x dx,
4 4
x 1
= − cos 4x + sin 4x + C.
4 16
 Z
To Integrate x5x dx, let u = x dv = 5x dx
5x
du = dx v= ,
ln 5
Z Z
u·dv = u·v − v · du,

5x 5x
Z Z
x·5x dx = x · − · dx,
ln 5 ln 5
5x 1
Z Z
x
x 5 dx = x − 5x dx,
ln 5 ln 5
5x 1 5x
Z
x 5x dx = x − · ,
ln 5 ln 5 ln 5
5x 5x
Z
x 5x dx = x − + C.
ln 5 (ln 5)2
 Z
To Integrate x25x dx, let u = x2 dv = 5x dx
5x
du = 2xdx v= ,
ln 5
Z Z
u ·dv = u ·v − v · du,
x
5 5x
Z Z
x2·5x dx = x2 · − · 2x dx,
ln 5 ln 5
5x 2
Z Z
2 x 2
x 5 dx = x − x5x dx,
ln 5 ln 5
x x x
5 2 5 5
Z  
2 x 2
x 5 dx = x − x − ,
ln 5 ln 5 ln 5 (ln 5)2
x
5 5x 5x
Z
x2 5x dx = x 2
− 2x +2 + C.
ln 5 (ln 5)2 (ln 5)3
 Z π Z π
2 2
In = sinnx dx = sinn−1x sin x dx
0 0
Z π
2
= sinn−1x (− cos x)0 dx
0
  π2
= − sinn−1x cos x ( which equals 0 if n ≥ 2)
0
Z π
2
+ (n − 1) sinn−2x cos x cos x dx
0
Z π
2
= 0 + (n − 1) sinn−2x (1 − sin2x) dx
0
Z π Z π
2 2
= (n − 1) sinn−2x dx − (n − 1) sinnx dx
0 0

In = (n − 1)In−2 − (n − 1)In
 Z π
2
For In = sinnx dx,
0

we have In = (n − 1)In−2 − (n − 1)In ,

nIn = (n − 1)In−2 ,

n−1
so that In = In−2 , for n ≥ 2 ,
n
n−1 n−3 (n − 1)(n − 3)
In = In−4 = In−4 ,
n n−2 n(n − 2)
for n ≥ 4 ,

(n − 1)(n − 3)(n − 5)
In = In−6 , for n ≥ 6 , etc.
n(n − 2)(n − 4)
 π π
π
Z Z
2 2
0
I0 = sin x dx = dx =
0 0 2
1 1 π
I2 = I0 = ·
2 2 2
3 3 1 π
I4 = I2 = · ·
4 4 2 2
5 5 3 1 π
I6 = I4 = · · · Wallis Products
6 6 4 2 2
2k − 1 2k − 3 5 3 1 π
I2k = · ··· · · ·
2k 2k − 2 6 4 2 2
(2k)(2k − 1)(2k − 2)(2k − 3) · ·6 · 5 · 4 · 3 · 2 · 1 π
I2k =
2 ·
(2k)(2k − 2) · · · 6 · 4 · 2 2
Z π
2
2k (2k)! π (2k)!
I2k = sin x dx =
2 · =
2 · π.
0 2k · k! 2 22k+1 · k!
 Z π   π2
2
I1 = sin1x dx = − cos x = −0 − (−1) = 1,
0 0
2 2 2
I3 = I1 = ·1 =
3 3 3
4 4 2
I5 = I3 = · Wallis Products
5 5 3
6 6 4 2
I7 = I5 = · ·
7 7 5 3
2k 2k − 2 6 4 2
I2k+1 = · ··· · ·
2k + 1 2k − 1 7 5 3

2
(2k)(2k − 2) · · · 6 · 4 · 2
I2k+1 =
(2k + 1)(2k)(2k − 1)(2k − 2) · ·6 · 5 · 4 · 3 · 2 · 1
Z π k

2 2k

2
2
2k+1 2 · k! 2 · k!
I2k+1 = sin x dx = = .
0 (2k + 1)! (2k + 1)!
The Integration By Parts Procedure

Z Z
f 0(x)g(x) dx = f (x)g(x) − f (x)g 0(x) dx

would also be valid

even if the functions f and g were only piecewise differentiable
and piecewise continuous,
as long as their product f (x)g(x) were continuous.

Justification: f (x)g(x) would still be

the continuous piecewise antiderivative of f 0(x)g(x)+f (x)g 0(x):
Z
f (x)g(x) = f 0(x)g(x) + f (x)g 0(x) dx.
Example: 
−1,


 if x < 0
For σ(x) = 0, if x = 0 , the sign function,


 1,

if x > 0
Z π π Z π
σ(x) cos x dx = σ(x) sin x − 0 · sin x dx

−π −π −π

is valid because σ(x) sin x is continuous.

Z 0 Z π
To Check: − cos x dx + cos x dx = 0 − 0,
−π 0

− sin 0 + sin (−π) + sin π − sin 0 = 0.

On the other hand, this is a bad example:
Z π π Z π
σ(x) sin x dx 6= σ(x) cos x + 0 · cos x dx

−π −π −π

because σ(x) cos x is not continuous at x = 0.

To Check:
Z 0 Z π
− sin x dx + sin x dx
−π 0
= cos 0 − cos (−π) − cos π + cos 0
= 1 − (−1) − (−1) + 1 = 4,
while σ(π) cos π − σ(−π) cos (−π) + 0
= 1 · (−1) − (−1) · (−1) = −1 − 1 = −2.
Repeated Integration by Parts

Z b n
X b−
(n+1) k (k) (n−k)

f (x)g (x) dx = (−1) f (x)g (x)
a k=0 a+
Z b
+ (−1)n+1 f (n+1)(x)g(x) dx
a

is valid if both of the functions f and g

are (k + 1)-times piecewise differentiable,

n
X
and if the sum (−1)k f (k)(x)g (n−k)(x) is continuous.
k=0
The Repeated Integration by Parts formula comes from

n
d X
(−1)k f (k)(x)g (n−k)(x)
dx k=0
Xn
= (−1)k f (k+1)(x)g (n−k)(x) + (−1)k f (k)(x)g (n−k+1)(x)
k=0
Xn n
X
= (−1)k f (k+1)(x)g (n−k)(x) + (−1)j f (j)(x)g (n−j+1)(x)
k=0 j=0

substituting j = k + 1, − j + 1 = −k,
n
X n−1
X
= (−1)k f (k+1)(x)g (n−k)(x) + (−1)k+1f (k+1)g (n−k)(x)
k=0 k=−1
= (−1)nf (n+1)(x)g (0)(x) + (−1)0f (0)(x)g (n+1)(x)
= (−1)nf (n+1)(x)g(x) + f (x)g (n+1)(x)
An Important Family of Antiderivatives
Z
1 dx = x + C,
x2
Z
x dx = + C,
 n 0 Z 2 2!
x nx n−1
x x3
= dx = + C,
n! n(n − 1)! 2! 3!
 n 0 Z 3
x x n−1
x x4
= dx = + C,
n! (n − 1)! 3! 4!
Z 4
x x5
dx = + C,
4! 5!
.........
xn−1 xn
Z
dx = + C,
(n − 1)! n!
.........
 (b − t)n
For g(t) = , we have
n!
(b − t)n−1(−1)
g 0(t) = ,
(n − 1)!
(b − t)n−2(−1)2
g (2)(t) = ,
(n − 2)!
...
(b − t)n−k (−1)k
g (k)(t) = ,
(n − k)!
...
n−(n−1) n−1 1 n−1
(b − t) (−1) (b − t) (−1)
g (n−1)(t) =
= ,
n − (n − 1) ! 1!
n−n n 0 n
(b − t) (−1) (b − t) (−1)
g (n)(t) = = = (−1)n ,
(n − n)! 0!
g (n+1)(t) = 0.
 Z b n
X b−
(n+1) k (k) (n−k)

f (t)g (t) dt = (−1) f (t)g (t)
a k=0 a+
Z b
+ (−1)n+1 f (n+1)(t)g(t) dt
a
(b − t)n
becomes, when used with g(t) = ,
n!
b n k n−k b
(b − t) (−1)
Z X
k (k)
f (t) · 0 dt = (−1) f (t) 
a k=0
k! 
a
b (b − t)n
Z
+(−1)n+1 f (n+1)(t) dt,
a n!
n k
(b − a) b (b − t)n
X Z
f (b) = f (k)(a) + f (n+1)(t) dt.
k=0
k! a n!
(Taylor Polynomial) (Integral Remainder)