Danial Jeelani: https://diplomaticfellow.github.

io/ May, 2024

1 Indefinite Integration

xn+1
Z
⇒ xn dx = + C, n ̸= −1
n+1
(ax + b)n+1
Z
⇒ (ax + b)n dx = + C, n ̸= −1
a(n + 1)
Z
dx
⇒ = ln |x| + C
x
Z
dx 1
⇒ = ln |ax + b| + C
ax + b a
Z Z
x x 1
⇒ e dx = e + C, epx+q dx = epx+q + C
p
ax apx+q
Z Z
⇒ ax dx = + C, apx+q dx = +C
ln |a| p ln |a|
Z Z
1
⇒ sin(x) dx = − cos(x) + C, sin(ax + b) dx = − cos(ax + b) + C
a
Z Z
1
⇒ cos(x) dx = sin(x) + C, cos(ax + b) dx = sin(ax + b) + C
a
Z Z
1
⇒ sec2 (x) dx = tan(x) + C, sec2 (ax + b) dx = tan(ax + b) + C
a
Z Z
2 1
⇒ cosec (x) dx = − cot(x) + C, cosec2 (ax + b) dx = − cot(ax + b) + C
a
Z Z
1
⇒ sec(x) tan(x) dx = sec(x) + C, sec(ax + b) tan(ax + b) dx = sec(ax + b) + C
a
Z Z
1
⇒ cosec(x) cot(x) dx = − cosec(x) + C, cosec(ax + b) cot(ax + b) dx = − cosec(ax + b) + C
a
Z Z
dx −1 dx −1 x
 
⇒ √ = sin (x) + C, √ = sin +C
1 − x2 a2 − x2 a
Z Z
dx −1 dx 1 −1 x
 
⇒ = tan (x) + C, = tan +C
1 + x2 a2 + x2 a a
Z Z
dx dx 1 x
⇒ √ = sec−1 (x) + C, √ = sec−1 +C
|x| x2 − 1 |x| x2 − a2 a a
Z
⇒ tan(x) dx = ln | sec(x)| + C
Z
⇒ cot(x) dx = ln | sin(x)| + C
   
x−a
Z Z
dx 1 dx 1 a+x
⇒ dx = ln + C, dx = ln +C
(x2 − a2 ) 2a x+a 2 2
(a − x ) 2a a−x

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Z πx
⇒ sec(x) dx = ln | sec(x) + tan(x)| + C = ln | tan |+C
+
4 2
Z x
⇒ cosec(x) dx = ln | cosec(x) − cot(x)| + C = ln tan +C
2
Z
dx p
⇒ √ = ln x + x2 + 2a2 + C
2a2 + x2
Z
dx p
⇒ √ = ln x + x2 − a2 + C
2
x −a 2
Z
an xn + an−1 xn−1 + · · · + a1 x + a0 eαx dx = eαx Bn xn + Bn−1 xn−1 + · · · + B1 x + B0 + C



⇒

a2
Z p
xp 2 p
⇒ x2 + a2 dx = x + a2 + ln x + x2 + a2 + C
2 2
Z
⇒ ex (f (x) + f ′ (x)) dx = ex f (x) + C
Z
⇒ (xf ′ (x) + f (x)) dx = x · f (x) dx + C
Z
f (x) A B C
⇒ dx = + +
(x − 1)(x − 2)(x − 3) x−1 x−2 x−3
Z
f (x) A B C D E F
⇒ dx = + + + + +
(x − 1)2 (x − 2)3 (x + 7) x − 1 (x − 1)2 x − 2 (x − 2)2 (x − 2)3 x+7
Z
f (x) A Bx + C
⇒ dx = + 2
(x − 1)(x2 + 9) x−1 x +9
x−1
Z
f (x) A B
⇒ 2 2
dx = + 2
+ 2
(x − 2) (x + 9) x − 2 (x − 2) x +9
Z 2
x − (x2 − 1)
Z
dx
⇒ = dx
x3 + 1 (x3 + 1)
Z
dx
⇒ √ ⇒ px + q = t2
(ax + b) px + q
Z
dx
⇒ √ ⇒ px + q = t2
(ax2 + bx + c) px + q
Z
dx 1
⇒ p ⇒ ax + b =
2
(ax + b) px + qx + r t
A · dx B · dx
Z Z Z
dx
⇒ p ⇒ p + p
2
a(x − α)(x − β) px + qx + r 2
(x − α) px + qx + r (x − β) px2 + qx + r
Z
dx 1
⇒ 2
√ ⇒x−α=
(x − α) px + q t
Z
dx 1
⇒ p ⇒x=
2 2
(ax + b) px + qx + r t

2 Definite Integration
Fundamental Theorem of Calculus
Let f (x) be continuous on [a, b], and F ′ (x) = f (x). Then:
Z b
⇒ f (x) dx = F (b) − F (a)
a

Riemann Sum

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n      Z b
X b−a b−a
⇒ lim f a + (r − 1) = f (x) dx
n→∞
r=1
n n a

Integration Examples

Z π Z π
2 2
⇒ sin(x) dx = 1 = cos(x) dx
0 0
Z π Z π
2 π 2
⇒ sin2 (x) dx = = cos2 (x) dx
0 4 0
Z π Z π
2 2 2
⇒ sin3 (x) dx = = cos3 (x) dx
0 3 0
Z π Z π
2
4 3π 2
⇒ sin (x) dx = = cos4 (x) dx
0 16 0
Z π Z π
2 2 π
⇒ log(sin(x)) dx = log(cos(x)) dx = − log(2)
0 0 2
Z π Z π
2 2
⇒ log(tan(x)) dx = log(cot(x)) dx = 0
0 0
Z π Z π
2 2 π
⇒ log(csc(x)) dx = log(sec(x)) dx = log(2)
0 0 2
Z b Z a
⇒ f (x) dx = − f (x) dx
a b
Z b Z b
⇒ f (x) dx = f (t) dt
a a
Z b Z c Z b
⇒ f (x) dx = f (x) dx + f (x) dx
a a c
Z b Z −a
⇒ f (x) dx = f (−x) dx
a −b
Z b Z b+c
⇒ f (x) dx = f (x − c) dx
a a+c
Z b Z b−c
⇒ f (x) dx = f (x + c) dx
a a−c
Z b Z b
⇒ f (x) dx = f (a + b − x) dx
a a
b
Z b Z k
⇒ f (x) dx = k f (kx) dx
a
a k
Z b Z bk
1 x
⇒ f (x) dx = f dx
k k
Zaa Z a
ak

⇒ f (x) dx = f (a − x) dx
0 0

Even and Odd Functions

(
Z a
0, if f (x) is odd
⇒ f (x) dx = Ra
−a 2 0 f (x) dx, if f (x) is even

King’s Rule

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Z b Z b
⇒ f (x) dx = f (a + b − x) dx
a a

Queen’s Rule

Z 2a Z a
⇒ f (x) dx = (f (x) + f (2a − x)) dx
0 0

( R 2a Ra
If f (2a − x) = f (x), ⇒ 0 f (x) dx = 2 0 f (x) dx
R 2a
If f (2a − x) = −f (x), ⇒ 0 f (x) dx = 0

Periodic Properties of Definite Integrals

Let f (x) be periodic with period T :

Z nT Z T
⇒ f (x) dx = n f (x) dx, n∈I
0 0
Z n2 T Z T
⇒ f (x) dx = (n2 − n1 ) f (x) dx, n1 , n2 ∈ I
n1 T 0
Z a+T Z T
⇒ f (x) dx = f (x) dx, a∈R
a 0
Z a+nT Z T
⇒ f (x) dx = n f (x) dx, a ∈ R, n ∈ I
a 0

Derivative of Integrals (Leibnitz/Newton’s Rule)

!
Z h(x)
d
⇒ f (t) dt = h′ (x)f (h(x)) − g ′ (x)f (g(x))
dx g(x)

Advanced Properties and Integral Inequalities

!
Z b Z b
d ∂
⇒ f (t, x) dt = f (t, x) dt, a, b are constants
dx a a ∂x
r2 Z limn→∞ n2 r
X 1 r
⇒ lim f = f (x) dx
n→∞
r=r
n n r
limn→∞ n1
1

Inequalities

If f (x) < g(x) < h(x) for every x ∈ [a, b]:

Z b Z b Z b
⇒ f (x) dx < g(x) dx < h(x) dx
a a a

If f (x) ≥ 0 or f (x) ≤ 0 for every x ∈ [a, b]:

Z b Z b
⇒ f (x) dx ≤ |f (x)| dx, a<b
a a

Cauchy’s Inequality

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If f and g are continuous in [a, b], then:

!2 ! Z !
Z b Z b b
2 2
⇒ f (t)g(t) dt ≤ f (t) dt g (t) dt
a a a

f (t)
If g(t) is a constant.

Reduction Formulas
Z
⇒ sinn (x) dx (Reduction Formula)
n−1
Z
1 n−1
In = − sin (x) cos(x) + sinn−2 (x) dx
n n
Z
⇒ cosn (x) dx
n−1
Z
1 n−1
In = cos (x) sin(x) + cosn−2 (x) dx
n n
Z
⇒ xn eax dx
xn eax
Z
n
In = − xn−1 eax dx
a a
Gamma Function Γ(x)

The Gamma function is defined by:

Z ∞
⇒ Γ(x) = tx−1 e−t dt, x>0
0
⇒ Γ(n) = (n − 1)! for natural numbers n
⇒ Γ(x + 1) = xΓ(x)

Beta Function B(x, y)

The Beta function is defined by:

Z 1
Γ(x)Γ(y)
⇒ B(x, y) = tx−1 (1 − t)y−1 dt =
0 Γ(x + y)
Matrix Representation of Definite Integrals

For matrix-based integration, consider the integral of functions that can be represented as vectors or matrices:
Z b
⇒ A dx = A(b) − A(a) where A is a matrix-valued function.
a

For example, for a 2x2 matrix:

Rb Rb !
  Z b
a(x) b(x) a(x) dx b(x) dx
A(x) = , A(x) dx = Rab a
Rb .
c(x) d(x) a c(x) dx d(x) dx
a a

Feynman’s Technique for Differentiating under the Integral Sign

Feynman’s technique is used to differentiate an integral with respect to a parameter:

Z b(x) ! Z b(x)
d d d ∂
⇒ f (t, x) dt = f (b(x), x) b(x) − f (a(x), x) a(x) + f (t, x) dt
dx a(x) dx dx a(x) ∂x

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Frullani’s Theorem

Frullani’s theorem is used for integrals of the form:

Z ∞  
f (ax) − f (bx) b
⇒ dx = (f (0) − f (∞)) ln
0 x a

This theorem is applicable when f (x) approaches limits at 0 and infinity.