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MTH 252

Integral Calculus
Chapter 8 Principles of
Integral Evaluation

Section 8.1 An Overview of
Integration Methods
Copyright 2005 by Ron Wallace, all rights reserved.
Four Approaches to Integration
1. Recognition
Review list on pages 511-512
2. Computer Algebra Systems (CAS)
Examples: Mathematica, Maple, Derive
Problems: Cant solve some and others give
unnecessary complicated answers.
3. Tables
See inside front & back covers
Problem: Not exhaustive
4. Transformation Methods
Change to something recognizable.
Examples: Substitution & Algebraic Equivalence
The topic of this chapter!
Also, for definite
integrals, numerical
approximation
methods.
Transformation Methods
Substitution
Integration by Parts
Trigonometric Integrals
Powers of Trigonometric Functions
Trigonometric Substitutions
Partial Fractions
All of these attempt to change the integral into
something that can be integrated by recognition.
Many problems
will require the
use of two or
more of these
methods!
MTH 252
Integral Calculus
Chapter 8 Principles of
Integral Evaluation

Section 8.2 Integration by Parts
Copyright 2005 by Ron Wallace, all rights reserved.
Review: The Product Rule
| |
( ) ( ) '( ) ( ) ( ) '( )
d
f x g x f x g x f x g x
dx
= +
Example:
2
tan
d
x x
dx
( =

2 2
2 tan sec x x x x = +
| |
2 2
tan tan
d d
x x x x
dx dx
( +

Integration Equivalent
| |
( ) ( ) '( ) ( ) ( ) '( )
d
f x g x f x g x f x g x
dx
= +
| |
( ) ( ) '( ) ( ) ( ) '( ) f x g x f x g x f x g x dx = +
}
( ) ( ) '( ) ( ) ( ) '( ) f x g x f x g x dx f x g x dx = +
} }
( ) '( ) ( ) ( ) '( ) ( ) f x g x dx f x g x f x g x dx =
} }
Integration Equivalent
( ) '( ) ( ) ( ) '( ) ( ) f x g x dx f x g x f x g x dx =
} }
Let ( ) and '( ) u f x dv g x dx = =
d '( ) and '( ) ( ) u f x dx v g x dx g x = = =
}
u dv uv v du =
} }
Integration by Parts
( ) ( ) f x g x d v u x d =
} }
u dv
= u dv uv v du
} }
'( )
( )
du f x dx
v g x dx
=
=
}
NOTE: f(x) or g(x) can be equal to 1 (but not both).
Example
2x
xe dx
}
= u dv uv v du
} }
2

x
u x dv e dx = =
2
1

2
x
du dx v e = =
2 2
1 1
2 2
x x
xe e dx =
}
2 2
1 1
2 4
x x
xe e c = +
Choosing u & dv
In general
u should be such that du is simpler
dv should (must) be easy to integrate
= u dv uv v du
} }
Previous Example:
2x
xe dx
}
2

x
u e dv xdx = =
2 2 2 2
1
2
x x
x e x e dx =
}
2 2
1
2
2
x
du e dx v x = =
This made the
problem MORE
difficult!
Repeated
Integration by Parts
= u dv uv v du
} }
Sometimes the resulting integral is integrated by the same method!
Example:
2
cos x x dx
}
2
cos u x dv x dx = =
2 sin du x dx v x = =
2
sin 2 sin x x x x dx =
}
sin u x dv x dx = =
cos du dx v x = =
2
sin 2 cos cos x x x x x dx
(
=

}
2
sin 2 cos 2sin x x x x x c = + +
Circular Repeated
Integration by Parts
= u dv uv v du
} }
Example:
cos
x
e x dx
}
cos
x
u e dv x dx = =
sin
x
du e dx v x = =
sin sin
x x
e x e x dx =
}
sin
x
u e dv x dx = =
cos
x
du e dx v x = =
cos dx sin cos cos
x x x x
e x e x e x e x dx = +
} }
2 cos dx sin cos
x x x
e x e x e x = +
}
sin cos
cos dx
2
x x
x
e x e x
e x c
+
= +
}
MTH 252
Integral Calculus
Chapter 8 Principles of
Integral Evaluation

Section 8.3 Trigonometric
Integrals
Copyright 2005 by Ron Wallace, all rights reserved.
Odd Powers of SIN & COS
sin
n
x dx
}
1
sin sin
n
x x dx

=
}
n > 2 is a positive odd integer
n - 1 is a positive even integer
( )
1
2
2
1 cos sin
n
x x dx

=
}
( )
1
2
2
sin sin
n
x x dx

=
}
cos
sin
u x
du x dx
=
=
( )
1
2
2
1
n
u du

=
}
Multiply out the
polynomial, integrate,
and substitute back.
Odd Powers of SIN & COS
cos
n
x dx
}
1
cos cos
n
x x dx

=
}
n > 2 is a positive odd integer
n - 1 is a positive even integer
( )
1
2
2
1 sin cos
n
x x dx

=
}
( )
1
2
2
cos cos
n
x x dx

=
}
sin
cos
u x
du x dx
=
=
( )
1
2
2
1
n
u du

=
}
Multiply out the
polynomial, integrate,
and substitute back.
Odd Powers of SIN & COS
sin cos
m n
n x dx
}
1
sin cos cos
m n
x x x dx

=
}
m is a positive integer
n is a positive odd integer
n - 1 is a positive
even integer
( )
1
2
2
sin 1 sin cos
n
m
x x x dx

=
}
( )
1
2
2
sin cos cos
n
m
x x x dx

=
}
sin
cos
u x
du x dx
=
=
( )
1
2
2
1
n
m
u u du

=
}
Multiply out the
polynomial, integrate,
and substitute back.
Odd Powers of SIN & COS
sin cos
m n
n x dx
}
1
sin cos sin
m n
x x x dx

=
}
m is a positive odd integer
n is a positive integer
m - 1 is a positive
even integer
( )
1
2
2
1 cos cos sin
m
n
x x x dx

=
}
( )
1
2
2
sin cos sin
m
n
x x x dx

=
}
cos
sin
u x
du x dx
=
=
( )
1
2
2
1
m
n
u u du

=
}
Multiply out the
polynomial, integrate,
and substitute back.
Powers of SIN & COS
sin cos
m n
n x dx
}
NOTE: m & n are non-negative integers.
| | | |
Since: sin cos & cos sin
d d
x x x x
dx dx
= =
1. If n is odd, put one of the cosines w/ dx, change
the remaining cosines to sines, and let u = sin x.
2. If m is odd, put one of the sines w/ dx, change
the remaining sines to cosines, and let u = cos x.
3. All other cases use some other method.
2 2
1 sin cos x x =
2 2
1 cos sin x x =
Powers of TAN & SEC
tan sec
m n
n x dx
}
For what values of m & n can the
same approach be used?
[NOTE: m & n are non-negative integers.]
| | | |
2
Hint: tan sec & sec sec tan
d d
x x x x x
dx dx
= =
1. If m is odd and n > 0, put one of the tangents and
one of the secants w/ dx, change the remaining
tangents to secants, and let u = sec x.
2. If n is even and n > 0, put two of the secants w/
dx, change the remaining secants to tangents, and
let u = tan x.
3. All other cases use some other method.
2 2
1 tan sec x x + =
2 2
sec 1 tan x x =
Even Powers of SIN & COS
sin cos
m n
n x dx
}
m and n are BOTH non-negative
even integers.
Remember the half-angle formulas:
1 cos
cos
2 2
u u +
=
1 cos
sin
2 2
u u
=
1 cos2
cos
2
x
x
+
=
1 cos 2
sin
2
x
x

=
Let 2x u =
2
1 cos2
cos
2
x
x
+
=
2
1 cos2
sin
2
x
x

=
Square both sides.
1.Use the trigonometric identities
2.Multiply everything out.
3.Integrate each term, one at a time.
Even Powers of SIN & COS
sin cos
m n
n x dx
}
m and n are BOTH non-negative
even integers.
( )
2
1
cos 1 cos2
2
x x = +
( )
2
1
sin 1 cos2
2
x x =
Memorize this one!
Powers of SEC
sec x dx
}
sec tan
sec
sec tan
x x
x dx
x x
+
| |
=
|
+
\ .
}
2
sec sec tan

sec tan
x x x
dx
x x
+
=
+
}
Let sec tan u x x = +
2
sec tan sec du x x x = +
1
ln du u c
u
= = +
}
ln sec tan x x c = + +
Powers of SEC
sec
n
x dx
}
2 2
sec sec
n
u x dv x dx

= =
sec ln sec tan x dx x x c = + +
}
n > 2 and a
positive integer
2
sec tan x dx x c = +
}
Use Integration by Parts
( )
2
2 sec tan tan
n
du n x x dx v x

= =
2 2 2
sec sec tan ( 2) sec tan
n n n
x dx x x n x x dx

=
} }
( )
2 2 2
sec sec tan ( 2) sec sec 1
n n n
x dx x x n x x dx

=
} }
2 2
sec sec tan ( 2) sec ( 2) sec
n n n n
x dx x x n x dx n x dx

= +
} } }
2 2
( 1) sec sec tan ( 2) sec
n n n
n x dx x x n x dx

= +
} }
Powers of SEC
sec
n
x dx
}
2 2
sec sec
n
u x dv x dx

= =
sec ln sec tan x dx x x c = + +
}
n > 2 and a
positive integer
2
sec tan x dx x c = +
}
Use Integration by Parts
( )
2
2 sec tan tan
n
du n x x dx v x

= =
2 2
( 1) sec sec tan ( 2) sec
n n n
n x dx x x n x dx

= +
} }
2 2
1 2
sec sec tan sec
1 1
n n n
n
x dx x x x dx
n n

= +

} }
This kind of identity is called a Reduction Formula.
No! You do NOT need to memorize this one. Just use it.
Memorize this one too!
Powers of TAN
tan x dx
}
sin

cos
x
dx
x
| |
=
|
\ .
}
Let cos u x =
sin du x dx =
1
ln du u c
u
= = +
}
ln sec x c = +
ln cos x c = +
Powers of TAN
tan ln sec x dx x c = +
}
tan
n
x dx
}
n > 1 and a positive integer
1. If n is even, change to secants using
2. If n is odd,
a. Put sec x tan x w/ dx as follows
b. Convert all tangents (except the one w/ dx) to secants.
c. Use the substitution, u = sec x
2 2
tan sec 1 x x =
1
tan
tan sec tan
sec
n
n
x
x dx x x dx
x

=
} }
FYI: More Reduction Formulas
2 2
1 2
sec sec tan sec
1 1
n n n
n
x dx x x x dx
n n

= +

} }
1 2
1
tan tan tan
1
n n n
x dx x x dx
n

=

} }
1 2
1 1
sin sin cos sin
n n n
n
x dx x x x dx
n n

= +
} }
1 2
1 1
cos cos sin cos
n n n
n
x dx x x x dx
n n

= +
} }
One more note
1 1 sin
Consider: ln
2 1 sin
d x
dx x
+ (
| |
|
(

\ .

( ) ( )( )
( )
2
1 sin cos 1 sin cos
1 1 sin
2 1 sin
1 sin
x x x x
x
x
x
| |
+

| |
= |
|
|
+
\ .
\ .
( )
1 1 2cos
2 1 sin 1 sin
x
x x
| |
| |
=
|
|
|
+
\ .
\ .
( )
2
cos
1 sin
x
x
=

sec x =
1 1 sin
Therefore: sec ln
2 1 sin
x
x dx c
x
+
| |
= +
|

\ .
}
An equivalent form to the other solution.
MTH 252
Integral Calculus
Chapter 8 Principles of
Integral Evaluation

Section 8.4 Trigonometric
Substitutions
Copyright 2005 by Ron Wallace, all rights reserved.
Derivative Reminders
1
2
1
sin
1
d
x
dx
x

( =


1
2
1
tan
1
d
x
dx x

( =

+
1
2
1
sinh
1
d
x
dx
x

( =

+
1
2
1
cosh
1
d
x
dx
x

( =


1
2
1
tanh
1
d
x
dx x

( =


Equivalent Integrals
1
2
1
sin
1
dx x c
x

= +

}
1
2
1
tan
1
dx x c
x

= +
+
}
1
2
1
sinh
1
dx x c
x

= +
+
}
1
2
1
cosh
1
dx x c
x

= +

}
1
2
1
tanh
1
dx x c
x

= +

}
Radicals in Integrals
2 2
a x
2 2
a x +
2 2
x a
If an integral
contains one of
these expressions,
what substitution
can be used to get
rid of the radical?
Radicals in Integrals
2 2
a x
Let: sin , - 2 2 x a u t u t = s s
2 2 2 2 2
sin a x a a u =
( )
2 2 2 2
1 sin a x a u =
2 2 2 2
cos a x a u =
2 2
cos a x a u =
cos dx a d u u =
1
sin
x
a
u

=
Example
3 2
5 x x dx
}
2
1
5sin
5 cos
5 5 cos
sin
5
x
dx d
x
x
u
u u
u
u

=
=
=
=
( ) ( )( )
3
5sin 5 cos 5 cos d u u u u =
}
3 2
25 5 sin cos d u u u =
}
cos
sin
u
du d
u
u u
=
=
( )
2 2
25 5 1 u u du =
}
3 5
25 5
3 5
u u
c
| |
= +
|
\ .
3 5
1 1
cos sin cos sin
5 5
25 5
3 5
x x
c

| |
| | | |
| | | |
|
| | | |
\ . \ . | \ . \ .
= +
|
|
|
\ .
( ) ( )
3 5
2 2
5 5
25 5
15 5 125 5
x x
c
| |

|
= +
|
|
\ .
( ) ( )
3 5
2 2
5 5
5
3 25
x x
c
| |

|
= +
|
|
\ .
( )
( )
2 2 4
1
5 50 5 3
15
x x x c = + +
Radicals in Integrals
2 2
a x
sin
cos
x a
dx a d
u
u u
=
=
2 2
1
cos
sin
a x a
x
a
u
u

=
=
2 2
a x +
2
tan
sec
x a
dx a d
u
u u
=
=
2 2
1
sec
tan
a x a
x
a
u
u

+ =
=
2 2
x a
sec
sec tan
x a
dx a d
u
u u u
=
=
2 2
1
tan
sec
x a a
x
a
u
u

=
=
Radicals in Integrals
2 2
a x
2
tanh
sech
x a
dx a d
u
u u
=
=
2 2
1
sech
tanh
a x a
x
a
u
u

=
=
2 2
a x +
sinh
cosh
x a
dx a d
u
u u
=
=
2 2
1
cosh
sinh
a x a
x
a
u
u

+ =
=
2 2
x a
cosh
sinh
x a
dx a d
u
u u
=
=
2 2
1
sinh
cosh
x a a
x
a
u
u

=
=
Hyperbolic
Function Option
Integrals w/ Quadratics
Complete the square and then make a simple substitution.
Example:
2
3 24 1 x x
( )
2
3 8 1 x x =
( )
2 2 2
3 8 4 1 3(4) x x = +
( )
2
3 4 49 x =
2
3 49 u =
Let 4

u x
du dx
=
=
Let 3
3
r u
dr du
=
=
2
49 r =
MTH 252
Integral Calculus
Chapter 8 Principles of
Integral Evaluation

Section 8.5 Integrating Rational
Functions by
Partial Fractions
Copyright 2006 by Ron Wallace, all rights reserved.
Review:
Addition/Subtraction of Fractions
a c ad bc
b d bd

=
Note: The equation works both ways!
Problem:
Find two fractions whose sum/difference
is equal to a third given fraction.
The product of the denominators of the
two fractions will be the denominator of
the given fraction.
Example:
Find two fractions whose
sum or difference is:
11
35
Denominator = 35
Possibilities for the other two denominators are:
1 & 35 and 5 & 7
ad bc a c
bd b d

=
11
35 5 7
A B
= +
11 7 5 A B = +
Many solutions, including:
3 & -2 and 1 & 4/5
Rational Functions
Any function of the form,
where
are polynomials.
( )
( )
( )
P x
f x
Q x
=
( ) and ( ) P x Q x
Fundamental Theorem of Algebra
Every polynomial equation of degree n
with complex coefficients has n roots in
the complex numbers.
Each real root r, gives a factor (x-r).
Each complex root o+|i has a companion root
o-|i. These give a factor: (ax
2
+bx+c).
Hence, every polynomial can be written as
a product of linear & quadratic factors.
Some Easy Integrals
of Rational Functions
5
3
dx
x
}
5ln 3 x c = +
5
2 3
dx
x
}
Let u=2x-3
du=2dx
5 1 5
ln 2 3
2 2
du x c
u
= = +
}
4
3
x
dx
x
}
12
4 4 12ln 3
3
dx x x c
x
= + = + +

}
4 5
3
x
dx
x
+

}
17
4 4 17ln 3
3
dx x x c
x
= + = + +

}
Linear
Denominator
7
5
(2 3)
dx
x
}
7 6 6
5 5 5 5
2 2 12 12 7
1
(2 3) du u du u c x c
u

= = = + = +
} }
Let u=2x-3
du=2dx
Partial
Fractions
( )
( )
P x
dx
Q x
}
where Q(x) is a product
of linear factors &
deg(P(x)) < deg(Q(x))
2 5
(3 1)( 4)
x
x x
+
+ (3 1) ( 4)
A B
x x
= +
+
2 5 ( 4) (3 1) ( 3 ) ( 4 ) x A x B x A B x A B + = + + = + + +
2 3
5 4
A B
A B
= +
= +
2 5 1 1 1
ln 3 1 ln 4
(3 1)( 4) 3 1 4 3
x
dx dx x x c
x x x x
+
= + = + + +
+ +
} }
Solve this system
for A & B.
A=-1, B=1
This method can be extended to any
number of distinct linear factors.
Partial
Fractions
( )
( )
P x
dx
Q x
}
where Q(x) is a product
of linear factors &
deg(P(x)) < deg(Q(x))
2
4 1
(2 3)
x
x

+ (2 3) (2 3)
A B
x x
= +
+ +
4 1 (2 3) 2 (3 ) x A x B Ax A B = + + = + +
4 2
1 3
A
A B
=
= +
2 2
4 1 2 7 7
ln 2 3
(2 3) 2 3 (2 3) 2(2 3)
x
dx dx x c
x x x x

= + = + + +
+ + + +
} }
Solve this system
for A & B.
A=2, B=-7
This method can be extended to any power of the denominator
and can be combined with the previous method.
Repeated
Linear Factors
2
(2 3) (2 3)
A B
x x
= +
+ +
More Easy Integrals
of Rational Functions
2
3
4 7
dx
x x +
}
Quadratic
Denominator
2
1
3
( 2) 3
dx
x
=
+
}
Let u=x-2
du=dx
2
1
3
3
du
u
=
+
}
Finish using trig substitutions.
2
3 11
4 7
x
dx
x x
+
+
} 2 2
3 2 4 17
2 4 7 4 7
x
dx dx
x x x x

= +
+ +
} }
2
3
2
ln 4 7 x x +
Just like the
one above!
3 11 _____(2 4) _____ 11 x x + = + +
3
2 6
2
4 7
d
x x
dx
(
+ =

More Easy Integrals
of Rational Functions
Quadratic
Denominator
Complete the
square & trig
substitution.
2 5
3 11
( 4 7)
x
dx
x x
+
+
}
2 5 2 5
3 2 4 17
2 ( 4 7) ( 4 7)
x
dx dx
x x x x

= +
+ +
} }
Let u = x
2
- 4x + 7
du = 2x 4 dx
5 4
2 4
3 3
2 8
3
( 4 7)
8
u du u c
x x c

= = +
= + +
}
2
( 1) ( 2 3)
A B
x x x
= +
+ +
2
( 1) ( 2 3)
A Bx C
x x x
+
= +
+ +
Partial
Fractions
( )
( )
P x
dx
Q x
}
where Q(x) is a product of a
linear factor & a quadratic
factor & deg(P(x)) < deg(Q(x))
2
2
4 3
( 1)( 2 3)
x x
x x x
+
+ +
2 2
4 3 ( ) (2 ) (3 ) x x A B x A B C x A C + = + + + +
4
1 2
3 3
A B
A B C
A C
= +
= +
=
2
2 2
4 3 3 1 3
( 1)( 2 3) 1 2 3
x x x
dx dx dx
x x x x x x
+
= +
+ + + +
} } }
Solve this system
for A, B, & C.
A=1, B=3, C=0
This method can be extended to any
number of distinct linear & quadratic factors.
Partial
Fractions
( )
( )
P x
dx
Q x
}
where Q(x) is a product
of quadratic factors &
deg(P(x)) < deg(Q(x))
2 2
( )
(3 2)
P x
x x +
and proceed as before!
All of these methods can be combined and extended to handle
any rational function where you can factor the denominator
into a product of linear and quadratic factors.
Repeated
Quadratic Factors
2 2 2
(3 2) (3 2)
Ax B Cx D
x x x x
+ +
= +
+ +
Partial
Fractions
( )
( )
P x
dx
Q x
}
where Q(x) is a product
of quadratic factors &
deg(P(x)) < deg(Q(x))
5 3
4 3 3
3 2

( 1)( 1)( 1)
x x x
dx
x x x
+
+
}
Example
( )
( )
P x
dx
Q x
}
where deg(P(x)) deg(Q(x))
Simplify using long division of polynomials.
Example:
3
4 3 5
2 1
x x
dx
x
+

}
3 2
2 1 4 0 3 5 x x x x + +
2
2x
3 2
4 2 x x
2
2 3 x x
x +
2
2x x
2 5 x +
1
2 1 x +
4
4

2 1 x
+

2
4
2
2 1
x dx xdx dx dx
x
= + +

} } } }
MTH 252
Integral Calculus
Chapter 8 Principles of
Integral Evaluation

Section 8.7 Numerical Integration;
Simpsons Rule
Copyright 2006 by Ron Wallace, all rights reserved.
Reminder:
Definition of a Definite Integral
*
max 0
1
( ) lim ( )
k
k
n
b
k
a x
k
f x dx f x x
A
=
= A

}
where
0 1 2,
0
1
{ , , ..., }
,

n
n
k k
P x x x x
x a x b
x x

=
= =
<
*
1
1
[ , ]
k k k
k k k
x x x
x x x

e
A =
Since any sequence of partitions may be used
provided max Ax
k
0, using regular partitions
Equivalent Definition
of a Definite Integral
*
1
( ) lim ( )
k
n
b
a n
k
f x dx f x x

=
= A

}
where
*
1
[ , ]
k
k k k
b a
x
n
x a k x
x x x

A =
= + A
e
Natural choices for x
k
*
include:
left endpoint = x
k-1

right endpoint = x
k

midpoint = (x
k-1
+x
k
)/2
Midpoint Approximation
of a Definite Integral
where
*
1
2
k
k k
k k
b a
x
n
x a k x
x x
x m

A =
= + A
+
= =
1
1
2
1
k
x
a k
m x k

+ =

+ A >

a b m
1
m
2
m
3
m
4

}

=
A ~
b
a
n
k
k
x x f dx x f
1
*
) ( ) (

=
A =
n
k
k
x f x
1
*
) (
Midpoint Approximation
of a Definite Integral
5
2
1
1 4x x dx ( +
}
Example!
Approximate w/ n = 4
5 1
1
4
x

A = =
( )
( )
( )
( )
1 1
2 2
3 3
4 4
1.5 4.75
2.5 4.75
3.5 2.75
4.5 1.25
m f m
m f m
m f m
m f m
= =
= =
= =
= =
11
1 11 11 ~ - =
Trapezoid Approximation
of a Definite Integral
| |
1
1
( ) ( ) ( )
2
n
b
k k
a
k
x
f x dx f x f x

=
A
~ +

}
where
k
b a
x
n
x a k x

A =
= + A
( )
1 2
1
2
T
A h B B = +
1
1
( ) 2 ( ) ( )
2
n
k
k
x
f a f x f b

=
A (
= + +
(

Trapezoid Approximation
of a Definite Integral
5
2
1
1 4x x dx ( +
}
Example!
Approximate w/ n = 4
5 1
1
4
x

A = =
1 1
2 2
3 3
1 ( ) 4
2 ( ) 5
3 ( ) 4
4 ( ) 1
5 ( ) 4
a f a
x f x
x f x
x f x
b f b
= =
= =
= =
= =
= =
4+2(10)-4 = 20
1
20 10
2
~ - =
10
Simpsons Rule
(x+h, y
3
)
x x+h x-h
(x-h, y
1
)
(x, y
2
)
y
1
= f(x-h)
y
2
= f(x)
y
3
= f(x+h)
Three non-linear
points determine a
unique parabola.
f(x)
p(x) =ax
2
+bx+c
Simpsons Rule
x x+h x-h
(x+h, y
3
)
(x-h, y
1
)
(x, y
2
)
y
1
= f(x-h)
y
2
= f(x)
y
3
= f(x+h)
Three non-linear
points determine a
unique parabola.
p(x) =ax
2
+bx+c
h -h
(0, y
2
)
(h, y
3
)
(-h, y
1
)
3
2
2
2
1
2
0 0
y c bh ah
y c b a
y c bh ah
= + +
= + +
= +
3 2
2
2
1 2
2

y y bh ah
y c
y y bh ah
= + +
=
= +
Simpsons Rule
y
1
= f(x-h)
y
2
= f(x)
y
3
= f(x+h)
Three non-linear
points determine a
unique parabola.
p(x) =ax
2
+bx+c
(0, y
2
)
x h -h
(h, y
3
)
(-h, y
1
)
| | c ah
h
dx x p
h
h
6 2
3
) (
2
+ =
}

2
3 1 2
2

2 2
y c
y y y ah
=
+ = +
2
2
3 2 1
2
2
y c
h
y y y
a
=
+
=
| |
3 2 1
4
3
) ( y y y
h
dx x p
h
h
+ + =
}

Simpsons Rule
(x
3
, y
3
)
x
2
x
3
x
1

(x
1
, y
1
)
(x
2
, y
2
)
f(x)
p(x) =ax
2
+bx+c
| | ) ( ) ( 4 ) (
3
) (
3 2 1
3
1
x f x f x f
h
dx x f
x
x
+ + ~
}
Simpsons Rule
]
[
) ( ) ( 4 ) ( 2
) ( 4 ) ( 2 ) ( 4 ) (
3
) (
1 2
3 2 1 0
n n n
b
a
x f x f x f
x f x f x f x f
x
dx x f
+ + + - - -
+ + + +
A
~

}
) (x f
a
b
1
x
2
x
2 n
x
1 n
x
- - -
( )
x k a x
n a b x
even n
x b
x a
k
n
A + =
= A
=
=
is
0
Simpsons Rule
Approximation
5
2
1
1 4x x dx ( +
}
Example!
Approximate w/ n = 4
5 1
1
4
x

A = =
1 1
2 2
3 3
1 ( ) 4
2 ( ) 5
3 ( ) 4
4 ( ) 1
5 ( ) 4
a f a
x f x
x f x
x f x
b f b
= =
= =
= =
= =
= =
4+4(6)+2(4)-4 = 32
6
3
2
10 32
3
1
= - ~
Error Estimation
] , [ over ) ( max
] , [ over ) ( ' ' max
) 4 (
4
2
b a x f K
b a x f K
=
=
Let
( )
2
2
2
2
3
) (
24
1
24
) (
x K a b
n
K a b
E
M
A =

s
Midpoint Method:
( )
2
2
2
2
3
) (
12
1
12
) (
x K a b
n
K a b
E
T
A =

s
Trapezoid Method:
( ) ( )
4
4
4
4
5
180
1
180
) (
x K a b
n
K a b
E
S
A =

s
Simpsons Rule:
What happens when
you double the
number of intervals?
Error Estimation
Example!
5
2
1
1 4x x dx ( +
}
Approximated w/ n = 4
3
1
) 4 ( 24
2 4
24
) (
2
3
2
2
3
=
-
=

s
n
K a b
E
M Midpoint Method ~ 11
0
) 4 ( 180
0 4
180
) (
4
5
4
4
5
=
-
=

s
n
K a b
E
S Simpsons Rule ~ 10-2/3
0 0 ) (
2 2 ) ( ' '
4
) 4 (
2
= =
= =
K x f
K x f
Trapezoid Method ~ 10
3
2
) 4 ( 12
2 4
12
) (
2
3
2
2
3
=
-
=

s
n
K a b
E
T
Determining the
Number of Intervals (n)
5
2
1
1 4x x dx ( +
}
Find n so that the midpoint
method will have an error
less than 10
-4
.
2
2
3
24
) (
n
K a b
E
M

s
4
2
3
10
24
2 ) 4 (

s
-
=
n
4
2
0 1
3
32

s
n
4
2
0 1
32
3
>
n
7 . 666 , 106
3
32
0,000 1
2
= - > n
26.5 3 > n
MTH 252
Integral Calculus
Chapter 8 Principles of
Integral Evaluation

Section 8.8 Improper Integrals
Copyright 2006 by Ron Wallace, all rights reserved.
Definite Integrals
) ( ) ( ) (

a F b F dx x f
b
a
=
}
where
) ( ) ( ' x f x F =
Assumptions?
f(x) is continuous over [a,b]
But what if
f(x) is only continuous over (a,b]
f(x) is only continuous over [a,b)
f(x) is only continuous over (a,b)
f(x) is not continuous at ce(a,b)
a =
b =
Improper
Integrals
Improper Integrals
Examples
}
1
0
ln dx x
}

+
3
0
2

1
2
dx
x
x
}

1

1
dx
x
Not continuous at x=0.
Not continuous at x=1.
Upper limit is infinite.
Improper Integral
over an Open Interval
a b
}
b
a
dx x f ) (
}
k
a
dx x f ) (
} }

=
k
a
b k
b
a
dx x f dx x f ) ( lim ) (
f(x) is not
continuous
at b.
If f(x) is not continuous at a then
If f(x) is not continuous at a & b
and a < c < b then
} } +

=
b
k
a k
b
a
dx x f dx x f ) ( lim ) (
} } }
+ =
c
a
b
c
b
a
dx x f dx x f dx x f ) ( ) ( ) (
Improper Integrals
Example
}
1
0
ln dx x Not continuous at x=0.
} +

=
1
k
0
ln lim dx x
k
| | ) ln ( ) 1 ( lim
0
k k k
k
=
+

Integration by Parts!
k
k
k
1
ln
lim 1
0
+

=
( ) 1 lim 1
0
= =
+

k
k
LHpitals Rule
Improper Integral
over an Infinite Interval
}

a
dx x f ) (
}

=
k
a k
dx x f ) ( lim
k
} }

=
b
k k
b
dx x f dx x f ) ( lim ) (
} } }


+ =
c
c
dx x f dx x f dx x f ) ( ) ( ) (
Improper Integrals
Example
}

1

1
dx
x
Upper limit is infinite.
}

=
k
k
dx
x
1

1
lim
] [ 2 2 lim =

k
k
=
k
k
x
1
2
1
2 lim
(

=

Divergent!
Improper Integrals
with a Point of Discontinuity
}
b
a
dx x f ) (
} }
+ =
b
c
c
a
dx x f dx x f ) ( ) (
Improper Integrals
Example
}

+
3
0
2

1
2
dx
x
x
Not continuous at x=1.
} }

+
+

+
=
3
1
2
1
0
2

1
2

1
2
dx
x
x
dx
x
x
c x x dx
x
x
+ + =

+
}
1 ln
2
1
1 ln
2
3
1
2
2
|
.
|

\
|
+
|
.
|

\
|

+
|
.
|

\
|
+ =
+

1 ln
2
1
1 ln
2
3
lim 4 ln
2
1
2 ln
2
3

0 1 ln
2
1
1 ln
2
3
lim
1
1
k k
k k
k
k
Divergent!
Improper Integrals
Example
}

+
3
0
2

1
2
dx
x
x
Not continuous at x=1.
c x x dx
x
x
+ + =

+
}
1 ln
2
1
1 ln
2
3
1
2
2
Warning!
|
.
|

\
|

|
.
|

\
|
= 1 ln
2
1
1 ln
2
3
4 ln
2
1
2 ln
2
3
2 ln
2
1
=
This is not correct why?
f(x) is NOT continuous over [0,3].

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