Integrals and summation notation

Lecture of Wednesday September 9

Some important integrals

R
kdx = kx + c
n+1
xn dx = xn+1 + c (n 6= −1)
R

dx
= ln |x| + c
R
x
e dx = ex + c
x
R
x
ax dx = lna a + c (a > 0, a 6= −1)
R

sin xdx = − cos x + c

R
R
cos xdx = sin x + c
1
dx = − cot x + c
R
sin2 x
R 1
cos2 x
dx = tan x + c
R 1
√
1−x2
dx = arcsin x + c
R 1
2 dx = arctan x + c
R 1+x
1
x2 +a2
dx = a1 arctan xa + c

Linearity of integrals

Z Z Z
(af (x) + bg(x))dx = a f (x)dx + b g(x)dx a, b, c ∈ R

Exercises
Compute the following indefinite integrals:
Z
(3x2 − 2x + 1)dx (Sol : F (x) = x3 − x2 + x + c, c ∈ R)
Z
(2x5 − 2 cos x + 11)dx (Sol : F (x) = 1/3x6 − 2 sin x + 11x + c, c ∈ R)
Z
x5 + x4 + 1 x4 x3 1
dx (Sol : F (x) = + − + c, c ∈ R)
x2 4 3 x
Z √
1
 √
2 3 √
x + √ dx (Sol : F (x) = x + 2 x + c, c ∈ R)
x 3

1
 Integration by substitution

Z Z
0
f (g(x))g (x)dx = f (t)dt

The following are straightforward applications of the previous formula.

f (x)n+1
f (x)n · f 0 (x)dx = + c (n 6= −1)
R
n+1
R f 0 (x)
f (x)
dx = ln |f (x)| + c
· f 0 (x)dx
R f (x)
e = ef (x) + c
f (x)
0
· f (x)dx = aln a + c (a > 0, a 6= −1)
R f (x)
a
sin f (x) · f 0 (x)dx = − cos f (x) + c
R

cos x · f 0 (x)dx = sin f (x) + c

R

f 0 (x)
dx = − cot f (x) +
R
sin2 f (x)
c
R f 0 (x)
cos2 f (x)
dx = tan f (x) + c
f 0 (x)
√
R
dx = arcsin f (x) + c
1−f (x)2
R f 0 (x)
1+f (x)2
dx = arctan f (x) + c
0
f (x)
dx = a1 arctan f (x)
R
f (x)2 +a2 a
+ c

Exercises
Compute the following indefinite integrals:
Z
3x2 1
dx (Sol : F (x) = − ln | − 2x3 + 1| + c, c ∈ R)
−2x3 + 1 2
Z
1
(sin x)5 cos xdx (Sol : F (x) = (sin x)6 + c, c ∈ R)
6
Z
cos log x
dx (Sol : F (x) = sin log x + c, c ∈ R)
x
Z
(5 + sin x)e5x−cos x dx (Sol : F (x) = e5x−cos x + c, c ∈ R)
Z
4 1 x4
x3 · 2x dx (Sol : F (x) = 2 + c, c ∈ R)
4 ln 2

2
 Integrals of Rational Functions

A rational function has the form

Z
A(x)
dx
B(x)

where A(x) and B(x) are polynomials. A rational function is called proper if the degree
of the numerator is less than the degree of the denominator, and improper otherwise.

1. Substitution Z
x2 − 2x
dx
x3 − 3x2 + 1

2. Polynomial Division If the degree of A(x) is greater than or equal to the degree
of B(x) then we divide the denominator into the numerator to write the integrand
as a polynomial plus a proper rational functions.
Z
x3 − 4 Z Z
3x − 2
2
dx = (x + 1)dx + 2
dx
x −x−2 x −x−2

3
3. Partial fraction expansion The idea of partial fraction expansion is to take a
proper rational function and express it as the sum of simpler rational functions.
This is just the reverse of ordinary addition of rationals. For istance, we know
that
5 2 5(x + 1) − 2(x − 3) 3x + 11
− = = 2
x−3 x+1 (x − 3)(x + 1) x − 2x − 3
What we want to do now is turn this around: that is start with the right-hand side
of this equation (a proper rational function) and somehow split it up to obtain
the left-hand side (a sum of simpler rational functions). This can be accomplished
step by step as follows:
• Factor the denominator x2 − 2x − 3 = (x − 3)(x + 1)
• Expand using undetermined coefficients: A, B, C, ...:
3x + 11 A B
= +
(x − 3)(x + 1) x−3 x+1

• Solve for the coefficients: A, B, C, ...:

3x + 11 A(x + 1) + B(x − 3) (A + B)x + (A − 3B)
= =
(x − 3)(x + 1) (x − 3)(x + 1) (x − 3)(x + 1)
so we find A and B solving the following system:
(
A+B =3
A − 3B = 11
so (
A=5
B = −2
• Sobstitute A, B, C, ... into the expansion:
3x + 11 5 2
= −
(x − 3)(x + 1) x−3 x+1

Z
3x + 11 Z
5 Z
2
dx = dx − dx
(x − 3)(x + 1) x−3 x+1

4
 Exercises
Compute the following integrals:
Z
2x − 3
dx (Sol : F (x) = ln |x2 − 3x + 2| + c, c ∈ R)
x2 − 3x + 2
Z
1 1
dx (Sol : F (x) = − + c, c ∈ R)
x2
− 2x + 1 x−1
1 1  x − 2 
Z  
dx (Sol : F (x) = ln  + c, c ∈ R)
x2 − 4 4 x + 2
Z
3x 3 3
dx (Sol : F (x) = x + ln |2x − 1| + c, c ∈ R)
2x − 1 2 4
Z
2x − 5
dx (Sol : F (x) = 2x − ln |x − 2| + c, c ∈ R)
x−2
1 1  x 
Z  
dx (Soluzione : F (x) = ln  + c, c ∈ R)
x(a − x) a a − x

5
 Integration by parts

Let f (x) and g(x) be the antiderivative of f 0 (x) and g 0 (x) respectively, then:
Z Z
0
f (x)g (x)dx = f (x)g(x) − f 0 (x)g(x)dx

At first sight, this formula does not look at all helpful. The pointRis, therefore, to choose
f and g so that is easier to find f 0 (x)g(x)dx than it is to find f (x)g 0 (x)dx.
R

Exercises
Compute the following integrals:
Z
x sin xdx (Sol : F (x) = −x cos x + sin x + c, c ∈ R)
Z
xex dx (Sol : F (x) = ex (x − 1) + c, c ∈ R)
Z
1
xe3x dx (Sol : F (x) = e3x (3x − 1) + c, c ∈ R)
9
Z
ln xdx (Sol : F (x) = x ln x − 1 + c, c ∈ R)
Z
x ln xdx (Sol : F (x) = x ln x − x + c, c ∈ R)

6
 Fundamental theorem of calculus

Let F (x) be an antiderivative of f (x), then the definite integral of f (x) is given by
the following formula (known as fundamental theorem of calculus):
Z b
f (x)dx = F (x)|ba = F (b) − F (a)
a

Exercises
compute the following integrals:
Z 2
4
(x2 − 3x + 1)dx (Sol : I = − )
0 3
Z 1
e2 − 1
(ex + e−x )dx (Sol : I = )
0 e
Z π
π
sin 2xdx (Sol : I = −1)
2
Z 4 √ 23
( x + 1)dx (Sol : I = )
1 3
Z 2
1
(x − 1)3 dx (Sol : I = )
1 4

7
 Summation notation

The following properties of the sigma notation are helpful when manipulating sums:
n
X n
X n
X
(αak + βbk ) = α ak + β bk , (Linearity)
k=1 k=1 k=1

n1
X n1
X 0 −1
nX
ak = ak − ak a ∈ R,
k=n0 k=0 k=0
n1
X nX
1 +t

ak+t = ah (Changing the index)

k=n0 h=n0 +t
n
X n
X
a = na and a = (n + 1)a a ∈ R,
k=1 k=0
n
1 − an+1
ak =
X
(Geometric progression)
k=0 1−a
n
X n(n + 1)
k= ,
k=1 2

Exercises
Compute the following sum:
P3 1−2k+1
• k=0 5k
.
P10
• k=0 3k.
P13
• k=4 6.
P10 32k−2
• k=3 23k+3
P15
• k=1 2(5k + 3).
Pt−1 t−s−1
• s=0 (−1)2 .
Pt−1  t−s−1
1
• s=0 (−s) 2
.