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Further Integration Notes

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Further Integration Notes

Uploaded by

Glory Muindisi
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Advanced Higher Notes (Unit 2) Further Integration

Further Integration
Prerequisites: Integration by substitution; standard integrals; completing
the square; partial fractions.

Maths Applications: Solving differential equations.

Real-World Applications: Population growth.

Integrals of Inverse Trigonometric Functions

From the derivatives of the inverse trigonometric functions, we get some


more integrals for free.


dx
• = sin −1 x + C
1 − x2


dx
• − = cos−1 x + C
2
1 − x


dx
• = tan −1 x + C
1 + x2

Clearly, the first 2 integrals are very closely related. Using substitutions,
the above 3 integrals have general counterparts,


dx x 
• = sin −1   + C
a2 − x 2 a 


dx x 
• − = cos−1   + C
a2 − x 2 a 


dx 1 x 
• 2 2
= tan −1   + C
a + x a a 

The first and last of these tend to arise the most often.

M Patel (April 2012) 1 St. Machar Academy


Advanced Higher Notes (Unit 2) Further Integration

Example 1

1
Integrate .
9 − x2


dx x 
= sin −1   + C
9 − x2 3

Example 2

1
Integrate .
4 + 7x 2

∫ ∫
dx dx
2
=
4 + 7x 7(4 / 7 + x 2 )

∫(
1 dx
= 2
7 2
7 ) + x2

1 x 7 
= tan −1   + C
2 7  2 
 

Integrals of Rational Functions

Rational functions can be classed into many types, but the ones we will
study in this course generally involve polynomials of fairly low degrees.

We will use 3 general types of integrals in what follows.


1 1
• dx = ln px + q + C
px + q p


Df
• dx = ln f + C
f


dx 1 x 
• = tan −1   + C
a2 + x 2 a a 

M Patel (April 2012) 2 St. Machar Academy


Advanced Higher Notes (Unit 2) Further Integration

Constant Divided by a Linear

Example 3


4 dx
Find .
3 − 11x

This type of integral will always give some kind of natural logarithm. To
work out the integral, make the substitution u = 3 − 11x. Then du = −
11 dx. Hence,

∫ ∫
4 dx 4 du
= −
3 − 11x 11 u

4
= − ln u + C
11

4
= − ln 3 − 11x + C
11

After a little while, you should be able to do these in your head.

Constant Divided by a Linear Squared

Example 4


3 dx
Find .
(5 + 4x )2

This is a Higher integral. To do it using substitution, let u = 5 + 4 x.


Then du = 4 dx. Hence,

∫ ∫
3 dx 3
= u −2 du
(5 + 4x )2 4

3 −1
= − u + C
4

3
= − + C
4(5 + 4x )

M Patel (April 2012) 3 St. Machar Academy


Advanced Higher Notes (Unit 2) Further Integration

Constant Divided by an Irreducible Quadratic

Compare the following example with Example 8, which contains a quadratic


that is factorisable.

Example 5


7 dx
Find .
3x 2 + 4

First take out the 7 and then factorise out a 3 from the denominator to
get,

∫ ∫
7 dx dx
= 7
3x 2 + 4 3(x 2
+ 4 / 3)


7 dx
= 2
3 (x + 4 / 3)

This smells suspiciously like inverse tangent. Hence,

∫ ∫(
7 dx 7 dx
=
3x 2 + 4 3 2
2
3 ) + x2

7 x 3
= tan −1   + C
2 3  2 
 

Example 6


dx
Find 2
.
x + 4x + 7

This involves completing the square first,

∫ ∫
dx dx
2
=
x + 4x + 7 (x + 2)2 + 3

Making the substitution u = x + 2 gives (check !),

M Patel (April 2012) 4 St. Machar Academy


Advanced Higher Notes (Unit 2) Further Integration


dx 1 x + 2
2
= tan −1   + C
x + 4x + 7 3  3 

Simple Linear Divided by an Irreducible Symmetric Quadratic

By a ‘ simple linear ’ term, we mean a linear term without the constant


term. By an ‘ irreducible symmetric quadratic ’, we mean an irreducible
quadratic without the x term.

Example 7


5x dx
Find .
3x 2 + 4

These types can always be done by making a substitution (always the


denominator). So, let u = 3 x 2 + 4. Then du = 6x dx. Hence,

∫ ∫
5x dx 5 du
2
=
3x + 4 6 u

5
= ln u + C
6

5
= ln 3x 2 + 4 + C
6

General Linear Divided by an Irreducible Quadratic

This type is a combination of the above two.

Example 8


5x + 7 dx
Find .
3x 2 + 4

This can be split up as,

M Patel (April 2012) 5 St. Machar Academy


Advanced Higher Notes (Unit 2) Further Integration

∫ ∫ ∫
5x + 7 dx 5x dx 7 dx
= +
3x 2 + 4 3x 2 + 4 3x 2 + 4

5 7 x 3
= ln 3x 2 + 4 + tan −1   + C
6 2 3  2 
 

using Examples 5 and 7.

Integration by Partial Fractions

Rational functions involving the use of partial fractions can be integrated


using the above examples and the following reminders as a guide (the
arrow means ‘ integrates to give ’).

1 1
• → ln px + q + C
px + q p

1 1 1
• → − + C
( px + q )2 p px + q

1 1 x + a 
• → tan −1   + C
(x + a )2 + b 2 b  b 

In the last case above, the quadratic is irreducible.

Example 9


x dx
Find 2
.
x − 12x + 36

Factorising the denominator and using partial fractions gives,

∫ ∫
x dx x dx
2
=
x − 12x + 36 (x − 6)2


 1 6 
=  +  dx
x − 6 (x − 6)2 

Splitting up the integral and integrating each bit gives,

M Patel (April 2012) 6 St. Machar Academy


Advanced Higher Notes (Unit 2) Further Integration


x dx 6
2
= ln x − 6 − + C
x − 12x + 36 x − 6

Example 10


4
Evaluate 2
dx.
(x + 2x + 5)(x + 1)
0

Performing partial fractions (check !) on the integrand results in,

2 2
 
∫ ∫
4 1 (x + 1)
2
dx =  − 2  dx
(x + 1)(x + 2x + 5)  (x + 1) (x + 2x + 5) 
0 0

2
= ln (x + 1) − 1
2 ln (x 2 + 2x + 5) 
0

2
  x + 1 
= ln   
  x + 2x + 5  
2
0

 3   1 
= ln   − ln  
 13   5

3 5 
= ln  
 13 
 

Example 11

2 3


x − 7
Evaluate dx.
x2 + 4
2

First split up the integral as,

2 3 2 3 2 3

∫ ∫ ∫
x − 7 x 7
dx = dx − dx
x2 + 4 x 2
+ 4 2
x + 4
2 2 2

M Patel (April 2012) 7 St. Machar Academy


Advanced Higher Notes (Unit 2) Further Integration

The first integral will give a natural logarithm (use a simple substitution if
you can’t see this straight away) while the second will give an inverse
tangent,

2 3


x − 7 2 3

2
dx =  1 2 ln (x 2 + 4) − 7
2 tan −1 (x / 2) 
x + 4 2
2

= ( 1
2 ln 16 − 7
2 tan −1 3 ) − ( 1
2 ln 8 − 7
2 tan −1 1 )
Collecting the logarithm terms together and remembering exact values
for tangent gives,

 16  7π 7π
= ln   −   +  
 8  23 24
 


= ln 2 −
24

Always leave answers as exact values, unless told do to otherwise.


Remember that definite integrals can be approximated very accurately
using a graphics calculator; use this to check if your answer is reasonable.

Integration by Parts

A product of functions can sometimes be integrated using the following.

Theorem (Integration by Parts):

A product of 2 functions of the variable x can be integrated


(indefinitely) by using the Integration by Parts Formula,

∫ u (D v ) dx = uv −
∫ (D u ) v dx
The formula for integrating by parts in definite form is,

b b

∫ u (D v ) dx ∫ (D u ) v dx
b
= u v  −
a
a a

M Patel (April 2012) 8 St. Machar Academy


Advanced Higher Notes (Unit 2) Further Integration

Notice that one function, u, is to be differentiated while the other


function, Dv, is to be integrated. How do we decide which one to
differentiate ? The general rule of thumb is, ‘ to make the integral on the
RHS of the Integration by Parts Formula simpler ’. If this integral ends
up being more difficult, then the wrong choice has been made.

Common forms often arise; these, and others, are summarised in the
table below (n ∈ ℕ and b, r ∈ ℝ, a ∈ ℝ ∖ {0}).

Integrand u (Differentiate) D v (Integrate)


n ( ax + b )
x e xn e (ax + b )
x n
sin (ax + b ) xn sin (ax + b )
x n
cos (ax + b ) xn cos (ax + b )
x r ln ax ln ax xr
x ax + b x ax + b

The first 3 in the above table are fairly common. Normally, n = 1. The
case n = 2 sometimes arises and will be dealt with in the next subsection.

Example 12

Integrate x sin 4x.

Differentiate the x and integrate the sin 4x. Set out the working as
follows, remembering that u and v are functions of x and that D u
means u ′ (x) and similarly for v.

u (x) = x , v (x) =

u ′ (x) = , v ′ (x) = sin 4x

Now differentiate u and integrate v ′ to get,

1
u (x) = x , v (x) = − cos 4x
4


d
dx

M Patel (April 2012) 9 St. Machar Academy


Advanced Higher Notes (Unit 2) Further Integration

u ′ (x) = 1 , v ′ (x) = sin 4x

Only the bottom right function (v ′ ) from the above four is not used in
the Integration by Parts Formula,

 1 
∫ ∫ cos 4x
1
x sin 4x dx = x  − cos 4x  + dx
 4  4

x 1 1 
= − cos 4x +  sin 4x  + C
4 44 

x 1
= − cos 4x + sin 4x + C
4 16

It can be checked without too much effort that this alleged answer is
correct by differentiating it and showing that the result is x sin 4x.

Example 13

1
Integrate x 2
ln 3x.

The relevant bits and pieces are,

2 32
u (x) = ln 3x , v (x) = x
3

1 1
u ′ (x) = , v ′ (x) = x 2

Putting these ingredients into the Integration by Parts recipe yields,

∫ ∫
1 2 32 2 3
x 2
ln 3x dx = x ln 3x − x −1 x 2
dx
3 3


2 32 2 1
= x ln 3x − x 2
dx
3 3

2 32 2  2 32 
= x ln 3x −  x  + C
3 3 3 

M Patel (April 2012) 10 St. Machar Academy


Advanced Higher Notes (Unit 2) Further Integration

2 32 4 32
= x ln 3x − x + C
3 9

Repeated Integration by Parts

Sometimes the Integration by Parts procedure has to be repeated to get


the answer. The process may have to be repeated more than once.
However, normally in this course, only one repetition has to be performed.

Example 14

Integrate x 2 cos 3x.

1
u (x) = x 2 , v (x) = sin 3x
3

u ′ (x) = 2x , v ′ (x) = cos 3x

1 
∫ ∫ x sin 3x
2
x 2 cos 3x dx = x 2  sin 3x  − dx
3  3

The integral on the RHS needs to be integrated by parts. Be careful with


letters here (maybe choose uppercase),

1
U (x) = x , V (x) = − cos 3x
3

U ′ (x) = 1 , V ′ (x) = sin 3x

Check (very similar to Example 11) that,


x 1
x sin 3x dx = − cos 3x + sin 3x
3 9

The constant of integration is not important here; just put it in after the
very last integration step in the whole calculation.

Putting this back into the original equation gives,

M Patel (April 2012) 11 St. Machar Academy


Advanced Higher Notes (Unit 2) Further Integration

 x 

x2 2 1
x 2 cos 3x dx = sin 3x −  − cos 3x + sin 3x  + C
3 3  3 9 

∫ 2 x2 2x 2
x cos 3x dx = sin 3x + cos 3x − sin 3x + C
3 9 27

The Hidden Function

When there only appears to be one function, there are, in fact, always
two. The secret function is the constant function 1, which is always to be
integrated.

Example 15

Evaluate
∫ ln x dx.

Write this as,

∫ 1 . ln x dx

u (x) = ln x , v (x) = x

1
u ′ (x) = , v ′ (x) = 1
x

∫ ln x dx = x ln x −
∫ x −1 x dx

= x ln x −
∫ 1 dx

= x ln x − x + C

Example 16


8

Evaluate sin −1 4x dx correct to 6 d. p.


0

M Patel (April 2012) 12 St. Machar Academy


Advanced Higher Notes (Unit 2) Further Integration

1 1

∫ ∫
8 8
−1
sin 4x dx = 1 . sin −1 4x dx
0 0
−1
u (x) = sin 4x , v (x) = x

4
u ′ (x) = , v ′ (x) = 1
1 − 16x 2

1 1

∫ ∫
8 8
1
4x
−1
4x dx = x sin −1
4x 
8
sin − dx
0 2
0 0 1 − 16x

The integral on the RHS can be handled by a substitution of the form p =


1 − 16 x 2 . Hence, dp = − 32 x dx. Then (check !),

1 1

∫ ∫
8
1
1
4x dx = x sin 4x 
−1 −1 8 − 12
sin − p dp
0
0 8 3
4

1 1 1  1
= sin −1   − 0 − 2 p 
8 2 8  34

1 π 1
=  
8 6

8
(
2 − 3 )
π 3 1
= + −
48 8 4

= 0 · 031 956 (to 6 d. p.)

Cyclic Integrals

If, in the course of Integration by Parts, the same integral appears after
integrating, an equation for the unknown integral is solved.

Example 17

Find
∫ e 2x sin 3x dx.

M Patel (April 2012) 13 St. Machar Academy


Advanced Higher Notes (Unit 2) Further Integration

Denote the integral by I.

Which function do we differentiate ? Let’s try differentiating the


exponential,
1
u (x) = e 2x , v (x) = − cos 3x
3

u ′ (x) = 2 e 2x , v ′ (x) = sin 3x


1 2x 2
I = − e cos 3x + e 2x cos 3x dx
3 3

The integral on the RHS does not look any easier than the original one; so,
we use Integration by Parts on this integral. Since we chose to
differentiate the exponential before, we do this again (see what happens
if we choose to integrate the exponential at this stage).

1
U (x) = e 2x , V (x) = sin 3x
3

U ′ (x) = 2 e 2x , V ′ (x) = cos 3x

∫ ∫
1 2x 2
e 2x cos 3x dx = e sin 3x − e 2x sin 3x dx
3 3

1 2x 2
= e sin 3x − I
3 3

Putting this back into the main equation gives (remembering the
constant),

1 2x 2  1 2x 2 
I = − e cos 3x +  e sin 3x − I + C
3 3 3 3 

This is an algebraic equation in which we have to make I the subject,

1 2x 2 2x 4
I = − e cos 3x + e sin 3x − I + C
3 9 9

13 1 2 2x
I = − e 2x cos 3x + e sin 3x + C
9 3 9

M Patel (April 2012) 14 St. Machar Academy


Advanced Higher Notes (Unit 2) Further Integration

3 2x 2 2x
I = − e cos 3x + e sin 3x + C
13 13

Reduction Formulae

Definition:

A reduction formula is a formula involving integrals where the integrand


contains an expression raised to a natural number power.

The original integral in a reduction formula is normally written In . In this


course, In will usually be expressed in terms of either In −1 or In −2 (not
both). A reduction formula is somewhat akin to a recurrence relation.
Reduction formulae are used to work out the original integral for various
values of n.

Example 18

Obtain a reduction formula for In =


∫x n
e 2x dx and hence find I 0 , I1

and I 2 .

1 2x
u (x) = x n , v (x) = e
2

u ′ (x) = n x n −1 , v ′ (x) = e 2x

1 n 2x n
In =
2
x e −
2 ∫x n −1
e 2x dx

1 n 2x n
In = x e − In −1
2 2

This is the desired reduction formula. Clearly,

1 2x
I0 = e + C
2

Using the reduction formula then gives,

M Patel (April 2012) 15 St. Machar Academy


Advanced Higher Notes (Unit 2) Further Integration

1 1
I1 = x e 2x − I
2 2 0

1 1  1 2x 
I1 = x e 2x −  e + C
2 2 2 

1 1 2x
I1 = x e 2x − e + D
2 4

where the constant has been relabelled (D ≡ − C/2). Also,

1 2 2x
I2 = x e − I1
2

1 2 2x 1 1 2x 
I2 = x e −  x e 2x − e + D
2 2 4 

1 2 2x 1 1 2x
I2 = x e − x e 2x + e + E
2 2 4

where again the constant has been relabeled (E ≡ − D).

Differential Equations

Differential equations were introduced in Higher. The types studied


there are very special cases of a more general class of differential
equations.

Separable Differential Equations

Definition:

A separable differential equation is one that can be written in the form,

dy
= f (x) g (y)
dx

To solve a separable differential equation, any expression involving x


must be written on one side of the equation and any expression involving y
on the other. The differentials dx and dy play an important part here.

M Patel (April 2012) 16 St. Machar Academy


Advanced Higher Notes (Unit 2) Further Integration

First, the equation is separated out as,

1
dy = f (x) dx
g (y)

Then each side is integrated with respect to the relevant variable,

∫ ∫
1
dy = f (x) dx
g (y)

Once each side has been integrated, the equation is rearranged for y in
terms of x.

In Higher, the case where g (y) ≡ 1 was studied.

Example 19

dy
Find the general solution of = 3y.
dx

dy
= 3y
dx

∫ ∫
1
dy = 3 dx
y

ln y = 3x + C

y = e 3x +C

We have 2 situations to consider. If y > 0, then,

y = A e 3x

where the identification A ≡ e C has been made. Note that A > 0. If y <
0, then,

y = − A e 3x

M Patel (April 2012) 17 St. Machar Academy


Advanced Higher Notes (Unit 2) Further Integration

There are thus 2 families of solutions. In most applications, the first one
arises most often.

Example 20

Obtain the particular solution of the differential equation


dP 3π π
= − sin y cos 2 3P given that P = when y = .
dy 4 2

dP
= − sin y cos 2 3P
dy

∫ ∫
1
dP = − sin y dy
cos2 3P

Remembering the definition of secant,

∫ sec2 3P dP = −
∫ sin y dy

1
tan 3P = cos y + C
3

Using the initial conditions to work out the constant of integration gives,

1 9π π
tan = cos + C
3 4 2

1
.1 = 0 + C
3

1
C =
3

Putting this back and solving for P (not y !) gives,

tan 3P = 3 cos y + 1

1
P = tan −1 (1 + 3 cos y)
3

M Patel (April 2012) 18 St. Machar Academy

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