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3 - Integration Formulae

The document provides a comprehensive overview of integration, including definitions, theorems, and various methods such as substitution and integration by parts. It lists elementary formulae for indefinite integrals and outlines properties and algorithms for evaluating definite integrals. Additionally, it discusses the uniqueness theorem and the inverse property of indefinite integrals.

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0% found this document useful (0 votes)
55 views4 pages

3 - Integration Formulae

The document provides a comprehensive overview of integration, including definitions, theorems, and various methods such as substitution and integration by parts. It lists elementary formulae for indefinite integrals and outlines properties and algorithms for evaluating definite integrals. Additionally, it discusses the uniqueness theorem and the inverse property of indefinite integrals.

Uploaded by

ktprashant7
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

PGDBA WORKSHOP 3

INTEGRATION

List of Formulae & Concepts


INTEGRATION
? Definition: A function F(x) is called an antiderivative of the function f(x), if the derivative F '(x)
= f(x).

? Uniqueness Theorem: If F and G are two antiderivatives of f on some interval I i.e.,


F'(x) = G'(x) = f(x) for all x in I, then there exists a constant c such that F(x) = G(x) = c for all x in
I.
As a consequence of this theorem, we will usually add the constant c to an integral.
The expression F(x) + c is the indefinite integral of the function f(x). It is denoted by ò f (x ) dx
and is given by, ò f ( x ) dx = F(x) + c, if F'(x) = f(x) where F(x) is an antiderivative of the function
f(x), c is an arbitrary constant called as the constant of integration. Here, ò is the integral sign,
x is the value of integration, f(x) is the integrand and dx is the differential of x.

? Inverse Property of Indefinite Integrals:


d
1.
dx
ò f(x) dx = f(x)
2. ò g¢(x) dx = g(x) + c

? Some Elementary Formulae on Indefinite Integrals:


1. ò kf (x) dx = k ò f ( x ) dx ; k is a constant 2. ò [f (x) ± g(x)] dx = ò f (x) dx ± ò g(x) dx
x n +1
ò òx
-1
3. x n dx = + c 4. dx = log e x + c
n +1

ax
ò e dx = ex + c òa
x
x
5. 6. dx = +c
log e a

7. ò sin x dx = –cosx + c 8. ò cos x dx = sinx + c

9. ò sec x dx = tanx + c 10. ò cosec x dx = –cotx + c


2 2

11. ò sec [Link] x dx = secx + c 12. ò cosec [Link] x dx = –cosecx + c

13. ò tan x dx = log sec x + c = –log cos x + c 14. ò cot x dx = log sin x + c

15. ò sec x dx = log sec x + tan x + c 16. ò cosec x dx = log cosec x - cotx + c

æp xö æxö
= log tanç + ÷ + c = log tanç ÷ + c
è4 2ø è2ø

1 –1 æ x ö -1 dx æxö
17. ò 2
a - x
dx = sin ç ÷ + c
2 èaø
18. ò 2
a - x 2
= cos –1 ç ÷ + c
èaø

1 1 æxö -1 1 æxö
19. òa 2
+ x 2
dx =
a
tan–1 ç ÷ + c
èaø
20. òa 2
+ x 2
dx =
a
cot–1 ç ÷ + c
èaø
1 1 æxö 1 1 æxö
21. òx 2
x - a 2
dx =
a
sec -1 ç ÷ + c
èaø
22. ò- x x - a 2 2
dx =
a
cosec -1 ç ÷ + c
èaø
dx dx
23. ò 2
x + a 2
= log x + x 2 + a 2 + c 24. ò x -a2 2
= log x + x 2 - a 2 + c

dx 1 a + x dx 1 x -a
25. òa 2
- x2
=
2a
log
a - x
+ c 26. òx 2
- a 2
=
2 a
log
x + a
+ c

27. ò a 2 - x 2 dx 28. ò x 2 + a 2 dx

x a2 - x2 a2 æxö x x2 + a2 a2
= + sin -1 ç ÷ + c = + log x + x2 + a2 + c
2 2 èaø 2 2

29. ò x 2 - a 2 dx

x x2 - a2 a2
= - log x + x2 - a2 + c
2 2

? Methods of Integration:
Integration by the Method of Substitution: The method of evaluating an integral by reducing
it to standard form by a proper substitution is called integrating by substitution.
For e.g., We know that I = ò sin x dx = cos x + c
Now, if we have the integration of the form I = ò sin [f(x)] f ' (x) dx
Then we have to solve this integration by the method of substitution.
Let f(x) = t Þ f'(x) dx = dt
\ I = ò sin t · dt = cos t + c
Thus, to evaluate integrals of the form ò f [g(x)] g¢(x) dx , we substitute g(x) = t and g'(x)dx =
dt.
It reduces the above integral to ò f (t) dt .
Once the evaluation is done, we substitute back the value of t.
Integration by Parts: If the integral function is the product of two functions, then we evaluate the
integral by the method of integration by parts.

Rule for Integration by Parts:


ì df ü
If f and g are two functions of x then, ò fg dx = f ò g dx – ò í ò g dx ý dx i.e.,
î dx þ
the integral of the product of two functions
= (First function) × (Integral of the second function) – Integral of {(Differentiation of the
first function) × (Integral of the second function)}

To Choose the First and Second Function:


We can choose the first function which comes first in the word ILATE, where
I - stands for the inverse trignometric functions,
L - stands for the logarithmic functions,
A - stands for the algebraic functions,
T - stands for the trignometric functions, and
E - stands for the exponential functions.

Method of Splitting into Partial Fractions: In this method, we integrate an integral which is of
f(x)
the form I = ò g(x) dx , where g(x) = (x – a)(x – b)(x – c) ... and f(x) is the polynomial of degree
less than the degree of g(x).
? Definite Integrals:
dF( x )
Let F(x) be an antiderivative function of f(x) defined on [a, b] i.e., = f(x) .
dx
b
Then, the definite integral of f(x) over [a, b] is denoted by ò f ( x ) dx and is defined as
a
b
F(b) – F(a) i.e., ò f ( x ) dx = F(b) – F(a) .
a

The numbers a and b are called the limits of integration, a is called the lower limit and b is called
the upper limit. The interval [a, b] is called the interval of integration.
2
2 é 3x 3
2 ù
For e.g., ò (3x + 2) dx = ê + 2x ú
1 ë 3 û1

3
[ ]
2
= x + 2x 1 = 2 3 + 2(2) – (1 3 +2(1)) = 8 + 4 – 1 – 2 = 9
x1
Note: ò f ( x ) dx is read as “the integral of f(x) from x 1 to x2”.
x2
b
The definite integral ò f ( x ) dx of a continuous function f(x) defined on an interval [a, b] can be
a

evaluated using the following algorithm:


1. First step is to find the indefinite integral ò f (x ) dx . Let this be F(x). There is no need to keep
the constant term of integration.
2. Evaluate F(b) and F(a).
3. Calculate F(b) – F(a).
b
After the third step, we get a number which is the value of the definite integral ò f ( x ) dx .
a

? Properties of Definite Integrals:


b b
1. ò f ( x ) dx = ò f(t) dt
a a
b a
2. ò f ( x ) dx = – ò f(t) dt
a b
b c b
3. ò f ( x ) dx = ò f(x) dx + ò f(x) dx ; where a < c < b
a a c

b c1 c2 b
In general, ò f ( x ) dx = ò f(x) dx + ò f(x) dx + ... + ò f(x) dx where a < c 1 < c2 < ... < c n < b
a a c1 cn

a a
4. ò f ( x ) dx = ò f (a – x ) dx
0 0
b b
5. ò f ( x ) dx = ò f (a + b – x ) dx
a a
b b
6. ò f ( x ) dx = 2 ò f ( x ) dx ; if f(x) is an even function.
–b 0

= 0; if f(x) is an odd function.

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