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Copyright
Copyright (C) 2013 Frédéric Wang
Permission is granted to copy, distribute and/or modify this document
under the terms of the GNU Free Documentation License, Version 1.3
or any later version published by the Free Software Foundation;
with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts.
A copy of the license is included in the section entitled "GNU
Free Documentation License".
Basic Integration
Ideas
If is a primitive of then ,
provided the integrand and integral have no singularities on the path of
integration. As a consequence, we can use a table of derivatives:
| Function | Derivative |
Linearity | | |
Leibniz rule | | |
Reciprocal rule | | |
Chain Rule | | |
Inverse function rule | | |
Elementary power rule | | |
Generalized power rule | | |
Exponential | | |
Logarithm | | |
Sine | | |
Cosine | | |
Tangent | | |
Examples
Using linearity and elementary power rule:
Using linearity and sine/cosine:
Using Leibniz rule, Chain rule and Exponential/Power:
Using the inverse function rule and tangent:
Using linearity, reciprocal rule and logarithm:
Using the power rules and chain rule:
Integration by Substitution
Idea
Do a substitution to simplify an integral. We have
and
: this is the chain rule!
Example 1
Let , then we get
We find the same result as
Example 2
Consider
Let , so
Example 3
Consider
Let , :
Example 4
Consider
Let and so . We have
We have on
and so
Example 5
Consider
We first write
Now doing the substitution ,
we get
But we have already met this integral in the basic methods:
Example 6
Consider
We do the substitution . We have
, and
. Also, we have
and so
and finally
Integration by parts
Idea
Given a two function we have
this is Leibniz rule!
Example 1
Consider
We consider and that is
and . The integral
can be written and hence we get
We now consider the second integral can be written
and hence
We now recognize in the last integral and so
Finally,
Example 2
We let and . Hence
and . The integration
by parts gives:
The integral can be written
Finally
Example 3
Consider
We do an integration by parts with and
:
We repeat a similar integration by parts on the remaining integral:
We note that we found the initial integral . We get:
Finally,
Integration by Partial Fraction Decomposition
Idea
Given a rational function , write its partial fraction
decomposition and integrate each term.
Example 1
Clearly, we have and is a trivial root of the second factor so we can
factor it by and obtain:
Hence we search a decomposition of
for some constants . We have
Finally,
Example 2
The denominator can be written
. Evaluating the
second factor at we don't find any trivial roots. Hence we try
to convert it to a depressed quartic by setting .
We find .
The discriminant of is so we have the decomposition
in irreducible factors:
We now try to find such that
From the two last equalities, we immediately get and . Finally,
We have
hence
Example 3
By polynomial long division we find that
and so
The integral of the first term is:
First we search trivial roots for the denominator.
If we evaluate at we find respectively
. So we can factor by . We get
The polynomial is irreducible on because its
discrimant is . Hence we search a decomposition of
for some constants . We have
So
The integral of the two first terms is easy to compute:
The last term can be split into two parts:
We have
and
Finally we get
Alternatively, we can write
where are the complex roots of
. We have
We have
After simplification, we get
as we already found above.
Contour Integration
Idea
Consider contour integral along paths in complex
plane to deduce integral along the real line.
Example 1
Consider the integral
Write , . The integral becomes
where is the unit circle traversed counterclockwise.
has two
singularities inside that circle: and .
Hence the integral is the times the sum
of the residues of at these points:
Hence
Example 2
We want to know the value of the integral
For that purpose, we introduce the function
We note that is the integrand above. We also note that
the
poles of are . By choosing the right contour, one can
show that
We have
Hence
Finally