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DEF 1: Let f(x) be a given function. If there is a differentiable function F(x) such that
d
F x = f x then F(x) is called an Anti derivative or Primitive of f(x).
dx
DEF 2: If F(x) is an anti derivative of f(x), then the expression F(x) + C is called indefinite
integral of f(x) and is denoted by
f x dx = F x + C ,
Where f(x) is called Integrand and F(x) is called an integral. x is the variable of
integration and C is an arbitrary constant of integration but usually omitted in practice.
NOTE:
Theorem:
If F(x) and G(x) are two anti derivatives of f(x), then F(x) G(x) = A constant.
Proof:
F x = f x
and
G x = f x
Consider F(x) G(x) = H(x), then
d
F x G x H x
dx
F x G x H x
f x f x
H x
H x 0
Showing that H(x) is constant.
Hence, F(x) G(x) = A constant
RULE OF INTEGRATION:
i.
f x f x dx
f x
n+1
n+1
, n 1
f x
ii.
f x dx
= ln f x
x
x
sin 1 or cos1
a
a
a2 x2
dx
1
1 x
1 x
a 2 + x 2 a tan a or cot a
i.
ii.
iii.
iv.
v.
vi.
vii.
viii.
dx
dx
1
1
x
x
sec 1 or csc 1
a
a
a
a
x a
2
x + a2 x2
x
sinh 1 or ln
a
a
a2 + x2
x + x2 a2
x
cos h or ln
a
a
x2 a2
a 2 x 2 dx
x a2 x2
a2
x
sin 1
2
2
a
x 2 a 2 dx
x x2 a2
a2 x + x2 a2
ln
2
2
a
x 2 a 2 dx
x x2 a2
a 2 x + x2 a 2
ln
2
2
a
dx
dx
cotx dx = ln sinx
tanx dx = ln cosx or ln sec x
iii.
iv.
INTEGRATION BY SUBSTITUTION:
The evaluation of certain integrals becomes easy if we change the variable of integration
by some suitable substitution. Suppose, we have to evaluate
f x dx ;
2
f x dx = f g z g z dz
The substitution x = g(z) is to be such that the transformed integral on the RHS of the
1 x
dx
1 x
ii.
sin 1 x
dx
1 x2
iii.
x logx.log logx
iv.
i.
dx
dx
v.
vi.
vii.
secx cosecx
dx
log tanx
e x 1 + x
cos x e dx
2
et
e2 t +3et + 2 dt
5
2
viii.
x
a 2 x 7 dx
ix.
a sinx + b cosx
x.
a + b tanx dx
xi.
xii.
dx
secx
dx
sinx + cosx
sinx
sin x a dx
[Hint: Put x = z ]
[Hint: Put a = r cos, b = r sin ]
[Hint: Put a = r cos, b = r sin ]
[Hint: Use the preceding one]
xiii.
dx
sin x a sin x b
sinx
dx
sin x a sin x b
sin a b
1
dx
sin a b sin x a sin x b
sin x b x a
1
dx
sin a b
sin x a sin x b
1
cot x a cot x b dx
sin a b
1
ln sin x a ln sin x b
sin a b
sin x a
1
ln
sin a b sin x b
INTEGRATION BY PARTS:
If u and v be two functions of x, then
du
u v dx = u v dx dx v dx dx
Evaluate:
1
a+x
dx
i.
sin
ii.
x sinx dx
x log x dx
sin x dx
iii.
iv.
v.
sin 1 x cos 1 x
sin 1 x cos1 x dx
tan z
2
sin 1
2a tanz sec z dz
sec z
2a z tanz sec 2 z dz
tan 2 z
tan 2 z
2a z
dz
2
2
a z tan 2 z a tan 2 z dz
a z tan 2 z a sec 2 z 1 dz
a z tan 2 z a tan z + a z
x
=x tan 1
a
a
x
x + a tan 1
a
x
x
a tan 1
a
a
ax
SOL (v):
We have
sin 1 x cos 1 x
sin 1 x cos1 x dx
2 cos 1 x
2
dx ;
2
4
x cos 1 x dx
1
1
sin
x
cos
x
2
(A)
4
1
cos 1 x dx 2 2x 1 cos 1 x + 2 x x 2
1
2 2x 1 cos 1 x + 2 x x 2
z
2 x
1 tan
1 tan 2
2
2 tan
x
2
2 1 z
x 1 z2
2
i.
1 sin x dx
ii.
1 cos x dx
iii.
2 cos x dx
iv.
2 cos x dx
v.
tan x sin x dx
SOL (i):
1 sin x
2 cos x
cos x
1
Put z tan
x
1
2 dz
, then dz = sec2 x dx dx =
2
2
1 z2
x
2 2z
And sin x =
x 1 z2
1 tan 2
2
2 tan
So, we have
1
2
dz
2z 1 z2
1
2
1 z
1
2
1 z 2z
dz 2
dz
z 1
z 1
2
x
1 tan
2
When the integrand involves rational function with irreducible quadratic poly.
x2 + 1
x 4 + x 2 + 1 dx
1
x 4 + 1 dx
x4
x 4 + 2x 2 + 1 dx
iv.
x2 + 1
x 4 x 2 + 1 dx
Dividing both the numerator and denominator by x 2 , we get
SOL (i):
1+
I=
1
x2
1
x + 1+ 2
x
dx
(1)
1
1
1
z , then 1 2 dx = dz and x 2 2 z 2 2
x
x
x
Put x
tan
tan
z2 + 3 3
3
3
3
TYPE II:
dx
linear
linear
FORM:
Evaluate:
dx
i.
x + 2
ii.
2x + 3
iii.
1 2x
iv.
SOL (i):
x+3
dx
x+5
dx
4x + 1
x4
x 1 x + 2 dx
Put
x + 3 z or x + 3 = z 2 x + 2 z 2 1and dx = 2z dz
Therefore,
I=
2 z dz
dz
z 1
2 2
2 ln
2ln
2
z 1
1 z
z 1
x 3 1
x 3 1
TYPE III:
f x
FORM:
Quadratic
linear
dx
Evaluate:
i.
x
dx
2x + 2 x 1
ii.
x
dx
4x + 5 x + 2
SOL (i):
Put
x 1 z or x 1= z 2
dx = 2 z dz
2
x = z 2 1 x 2 2x + 2 = x 1 1 z 4 1
From (1);
Therefore,
1 +
1 + z 2z dz
1+z
z
I=
2
dz 2
dz
1
z z 1
z 1
z
2
(2)
z2
1
1
1
I = 2
dt
2
t
tan 1
t +2
2
2
2
z2 1
2 tan 1
2z
x 1 1
2 tan 1
2 x 1
x2
2 tan 1
2x 2
TYPE IV:
linear
FORM:
dx
Quadratic
Evaluate:
dx
i.
ii.
x 1
iii.
x + 1
iv.
SOL (i):
x2 + a2
dx
x2 + 1
dx
x 2 1
x 2 2x +3
x + 2
x2 1
Put x
dx
1
1
then dx = 2
z
z
Therefore,
1
dz
2
z
I
1 1
+ a2
z z2
1
a
dz
1+ a 2 z 2
dz
1
+ z2
a2
z
1
sinh 1
a
1
a
1
a
sinh 1
a
x
10
TYPE V:
dx
Pure quadratic
Pure quadratic
FORM:
Evaluate:
dx
i.
ii.
iii.
1 x
iv.
1 2x
v.
2x
SOL (i):
1 x 2 + 1
dx
x2 + 1
dx
2
1 x2
dx
2
1 x2
dx
3x +1 3x 2 2x +1
Put x
1
1
then dx = 2
z
z
Therefore,
1
dz
z2
I
1
1
2 1 2 + 1
z
z
z dz
1 z
2
1 z2
(1)
1 z 2 t in (1)
Now put
Then
1 + z 2 t 2 1 z2 2 t 2
2 z dz 2t dt
11
t dt
t 2 t2
dt
2 t2
1
2 2
1
2 2
ln
ln
2t
2 t
2 1 z2
2 1 z2
1
x2
1
2 1 2
x
2 1
1
2 2
1
2 2
ln
ln
2 x x 2 1
2 x x 2 1
dx
x3x
i.
ii.
iii.
SOL (i):
dx
x
dx
x 23 x
3
1
6
Put z x or z 6 x then dx = 6z 5 dz
So, we have
I=
6 z 5 dz
z5
z3
6 3 2 dz 6
dz
z z
z 1
z6 3 z6
1
z 2 z 1
dz
z 1
12
2 z 3 3 z 2 6 z 6 ln z 1
1
2x 2 3x 3 6x 6 6 ln x 3 1
INTEGRATION OF TRIGONOMETRIC FUNCTIONS:
To evaluate the integrals sin n x dx and cos n x dx where n is a positive integer.
CASE I:
When n is odd;
Put cos x = z in sin n x dx and sin x = z in cos n x dx
Example:
Evaluate: I = cos5 x dx
1 2 z 2 z 4 dz
2 3 z5
= z z
3
5
2
1
3
5
sin x sin x sin x
3
5
CASE II:
i.
Let I =
sin
sin n 2 x dx
n
13
Let I =
n 1
n2
n 1
n2
n 1
n2
n 1
n2
n 1
n2
cos n 2 x dx
The above integral is named as reduction formula for cosine function. Similarly, we can find
out the reduction formulae for the remaining.
Example:
Evaluate: sin 6 x dx
SOL:
4
sin x dx
sin
x dx
cosx sin 5 x 5
sin 4 x dx
6
6
(1)
cosx sin 3 x 3
sin 2 x dx
4
4
cosx sin x 1
sin 0 x dx
2
2
cosx sin x x
2
2
Therefore,
cosx sin 3 x 3
3
cosx sin x x
4
8
8
14
6
sin x dx =
15
Such that
a x 0 x 1 x 2 . . . x n 1 x n b
x 0 , x1 , x1 , x 2 , x 2 , x3 , ..., x n
, x n
x
x0 / a
x1 x 2
xr
x r 1 x n / b
th
The r subinterval [xr 1, xr] and its length x r x r 1 will both be denoted by xr. The norm
(or mesh) of P, written P, is defined as
P =
max
1 r n
xr
x1 x 0 f c1 x 2 x1 f c2 ... x n x n1 f cn x r x r 1 f cr xr f cr
r =1
r =1
is called the Riemann Sum of f corresponding to the partition P of [a, b]. We denote this sum by
S(P, f). The limit of S(P, f), if it exists, as the number of subintervals associated with the
16
partition P tends to infinity and P 0, is called the definite integral of f over [a, b] and is
symbolically written as
b
f x dx or
a f
In this case f is said to be Integrable over [a, b]. The numbers a and bare called lower and
upper limits of integration.
3
Example 1: Evaluate
0 2x 1 dx
by definition.
x r
3 0 3
; r = 1, 2, 3, . . . , n
n
n
3 6 9
3 n 1 3n
P 0, , , , . . . ,
,
3
n
n
n n n
Then,
3 3 6
0, n , n , n ,
3 n 1 3n
6 9
n , n , . . . , n , n
th
The number cr is any element of the r subinterval [ xr 1, xr]. We take the right end
point xr = cr, r = 1, 2, 3, . . ., n. Then
S(P, f) = S(P, 2x 1)
n
xr f cr
r =1
17
3 3 3 6 3 9
3 3n
f f f . . . f
n n n n n n
n n
3 3 3 6 3 9
3 3n
= 2 1 2 1 2 1 . . . 2 1
n n n n n n
n n
3 3
2 1 2 3 . . . n n
n n
3 3 n n +1
2
n
n n
2
9 n +1
n
S P, f
0 2x 1 dx nlim
lim S P, 2x 1
n
9 n 1
lim
3 9 3 6
n
n
e
Example 2: Compute a
dx
by definition.
ba
n
Then
S(P, f) = S(P, e x)
= x ea + ea x ea 2x . . . ea n x
= x ea 1+ ex e 2x . . . e n x
x ea
1 e n x
1 ex
18
1x
ex
;
1x
e x
ea 1 e n x
ea 1 e b a
n x b a
a e
dx lim e a 1 eb a
x 0
1x
ex
x
ea 1 eb a lim
e a eb
x 0 1 ex
1 eb ea
sin x cos n 1 x n 1
cosn 2 x dx
n
n
Hence evaluate,
In
cos
x dx
SOL:
Let I =
n 1
n2
n 1
n2
n 1
n2
n 1
n2
n 1
n2
cos n 2 x dx
19
Now
n 1
n 1
n 1
cos
n 2
x dx
cos
n2
x dx
Therefore, we have
n 1
I n 2
n
n 3
In 2
I n4
n2
In
2
I1 , if n is odd
3
1
I2 I0 , if n is even
2
n 1 n 3 n 5
n . n 2 . n 4 . .
Hence,
In
n 1. n 3 . n 5 . .
n n 2 n 4
I3
Now
I1
2
I1
3
1
. I0
2
when n is odd
when n is even
cos x dx = sin x 0 2 1
0
and
I0
cos
0
x dx = x 0 2
Thus,
2
n 1 n 3 n 5
.
.
...
n n 2 n 4
3
n
0 cos x dx = n 1 n 3 n 5 1
.
.
... .
n n 2 n 4
2 2
when n is odd
when n is even
20
Similarly, we have
cos x sin n 1 x n 1
sin n 2 x dx
n
n
n
sin x dx =
and
2
n 1 n 3 n 5
.
.
...
n n2 n4
3
n
0 sin x dx = n 1 n 3 n 5 1
.
.
... .
n n 2 n 4
2 2
when n is odd
when n is even
Prove that:
n
x m + 1 lnx
n
n 1
x
lnx
dx
x m lnx dx
m 1
m 1
m
Hence calculate;
1
3
m
x lnx dx
ii
x lnx
m
dx
NUMERICAL INTEGRATON
In this section, we will discuss two methods:
(i)
Trapezoidal Rule
(ii)
Simpsons Rule
Trapezoidal Rule:
a f x dx
b a 1
1
f x 0 f x1 f x 2 . . . f x n
n 2
2
Question 1:
SOL:
I x 2 1 dx
0
21
40
1
Length of each subinterval = 4
Now the function values corresponding to each point are given below:
xn
f (xn)
0 1 1.00000
1 1 1.41421
4 1 2.23607
9 1 3.16228
4
4
16 1 4.12311
Substituting into the trapezoidal rule, we get
1
1
dx
1 x
ln 2
SOL:
7
8
9
10
11
, x 2 , x3 , x 4 , x5 , x 6 2
6
6
6
6
6
2 1 1
Now the function values corresponding to each point are given below:
xn
1
7
6
8
6
9
6
10
6
11
6
2
1
2
3
4
5
6
f (xn)
1
0.85714
0.75000
0.66666
0.60000
0.54545
0.50000
22
1
0.50000 0.85714 0.75000 0.66666 0.60000 0.54545 0.25000 0.69487
6
dx
1+ x
0
Simpsons Rule:
a f x dx
ba
f x 0 4 f x1 2 f x 2 4 f x1 2 f x 2 . . . f x n
3n
dx
1+ x
1
1
3
, x2 , x3 , x 4 1
4
2
4
n
xn
1
1
0
4
16
1
f (xn)
17
Substituting into the Simpsons rule, we get
1
dx
1 x
0
2
1
2
4
5
3
3
4
16
25
4
1
1
1
64 8 64 1
1
1
9.4247059 0.78539 0.7854
12
17 5 25 2 12
1
dx
1+ x
0
23
f x, y dx dy = f x, y dy dx
f1 x
a
(A)
f2 x
f1 x
a F x dx
Over the constant limits a to b and get the value of the double integral given in (A).
ii.
f x, y dx dy = f x, y dx dy
1 y
c
(B)
2 y
f x, y dx
1 y
c y dy
24
If however, the limits for both the variables are constant, the integration
can be performed by taking any one of the variables as the first variable and substituting
its limits in the result obtained from the integrations.
2 1
y 2 dy dx
0 0
2
1
2 2
y3
2
2
x y dy dx x y 3 dx
SOL: 0 0
0
0
8
2
8
2 8 10
= 2x 2 dx = x 3 x
3
3
3 0 3 3 3
0
Example 2: Evaluate:
1 x
i.
4xy dy dx
0 0
4 2
ii.
y cos x
0
dx dy
1
2 1
y2
iii.
dy dx
iv.
Let the region D be bounded by the parabola x2 + 9y = 36 and the straight line 2x
0 2x
+ 3y = 12. Evaluate
a x 2 y dy dx
D
b x 2 y dx dy
D
We have,
6
36 x 2
9
36 x 2
1
2 2
D x y dy dx 0 122x x y dy dx 2 0 x y 12932x dx
2
25
1
1
16 4
x 3 x + x 3 dx
20 3 3
81
32 81
2
74
35
35
We have,
4 3 4y
x
D
y dy dx
0
x 2 y dx dy
3
8 2y
3 4y
1
x 3 y 3
dy
30
8 2 y
4
9 4 4 y 4 y
0
3
2
9
dy 64y 48y 2 12y 3 y 4 dy
80
5
36 4 y 2 dy 9 4 y 2 dy
0
0
4
9
64y 48y 2 12y3 y 4 dy
8 0
4
5
7
72
y5
18
9
= 4 y 2 4 y 2 32y 2 16y3 3y 4
5
5 0
0 5
0 8
74
2
35
TRIPLE INTEGRAL:
A triple integral may be defined in the same way as a double integral, that is, as the limit
of the sum over a region in space.
Example:
Evaluate:
3 2 1
i.
x y z dz dy dx
0 0 0
4 4 x 4 x y
dz dy dx
ii.
iii.
1 , y = 1,
z = 2, z = 4.
26
SOL (iii):
We have
3 1 4
3 1
2
y2z 2
3
x
y
+
y
z
dv
3
x
y
+
y
z
dz
dy
dx
3
x
y
z
+
dy dx
S
1 1
2 2
1 1 2
2
3 1
3 2x 2 y + 6y 2 dy dx
1 1
3
3 x 2 y 2 + 2y3 dx 12 dx
1
1
12x 1 24
Disc Method
ii.
Washer Method
iii.
Shell Method
i.
Disc Method:
(a) About x axis: The volume of the solid generated by revolving about the x axis
the region between the x axis and the graph of the continuous function y = R(x),
a x b is
b
V R x dx
a
27
V R y dy
c
R y dy
2
2
2 y 2 dy
2
2
4 y 4 4y 2 dy
y5 4
4y y3
5 3
ii.
64 2
15
Washer Method: If we revolve to generate the solid does not border on or cross the
axis of revolution, the solid has a hole in it. The cross sections perpendiculars to the
axis of revolution are washers instead of disc. The dimensions of typical washer are
Outer radius:
R(x)
and
28
dx .
Example 1: The region bounded by the curve x 2 + 1 = y and the line y = x + 3 is revolved
about the x axis to generate the solid. Find the volume of the solid.
Example 2: Find the volume of the solid generated by revolving the area bounded by the
parabola y 2 = 8x and its latus rectum x = 2 about the y - axis.
SOL: Here we divide the area by horizontal strips. When an approximating rectangle is
revolved about the y axis, it generates a washer whose volume is
Volume of ECDF Volume of EPBF
2
2 y x 2 y 4 x 2 y
= 4 x 2 dy
4
= 2 4 x 2 dy
0
y4
128
= 2 4
dy =
64
5
0
29
iii.
Shell Method:
(a) About the y axis:
Example 1: The region bounded by the curve y = x , the x axis and the line x = 4 is
revolved about the y axis to generate a solid. Find the volume of the solid.
4
SOL:
3
2
2 5 128
Required volume = 2x x dx = 2 x dx = 2 x 2
5
5 0
0
0
Example 2: The region bounded by the curve y = x , the x axis and the line x = 4 is
revolved about the x axis to generate a solid. Find the volume of the solid.
2
SOL:
y4
Required volume = 2y 4 y dy = 2 4y y dy = 2 2y 2 8
4 0
0
0
2
30