Integration by Parts - Bruce E. Shapiro
Integration by Parts - Bruce E. Shapiro
Integration by Parts - Bruce E. Shapiro
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Topic 6<br />
<strong>Integration</strong> <strong>by</strong> <strong>Parts</strong><br />
<strong>Integration</strong> <strong>by</strong> parts turns the product rule into a rule for integration. Recall<br />
that from the product rule we had:<br />
(uv) ′ = uv ′ + u ′ v (6.1)<br />
Rearranging and writing this in the Leibniz notation<br />
u dv<br />
dx = d(uv)<br />
dx<br />
− v du<br />
dx<br />
Multiply both sides <strong>by</strong> the differential dx gives:<br />
Cancelling the dx everywhere,<br />
(6.2)<br />
u dv d(uv)<br />
dx =<br />
dx dx<br />
dx − v du dx (6.3)<br />
dx<br />
udv = d(uv) − vdu (6.4)<br />
Integrate both sides of the equation:<br />
∫ ∫ ∫<br />
udv = d(uv) −<br />
vdu (6.5)<br />
The first term is the integral of an exact differential, so we arrive at the<br />
following result.<br />
<strong>Integration</strong> <strong>by</strong> <strong>Parts</strong> Formula<br />
∫<br />
∫<br />
udv = uv −<br />
vdu (6.6)<br />
« 2012. Last revised: February 26, 2013 Page 15
Math 150A TOPIC 6. INTEGRATION BY PARTS<br />
∫<br />
Example 6.1<br />
x sin x dx<br />
Let<br />
u = x =⇒ dv = dx (6.7a)<br />
∫<br />
dv = sin x =⇒ v = sin xdx = − cos x (6.7b)<br />
Then<br />
∫<br />
∫<br />
x sin x dx = uv − v du<br />
∫<br />
= (x)(− cos x) −<br />
(6.8a)<br />
(− cos x)dx (6.8b)<br />
= −x cos x + sin x + C (6.8c)<br />
∫<br />
An analogous formula holds for x cos x:<br />
∫<br />
x cos x dx = cos x + x sin x + C (6.9)<br />
∫<br />
Example 6.2 xe x dx<br />
Let<br />
Then<br />
u = x =⇒ du = dx (6.10a)<br />
dv = e x dx =⇒ v = e x (6.10b)<br />
∫<br />
∫<br />
xe x dx = (x)(e x ) − (e x )dx (6.11a)<br />
∫<br />
Example 6.3<br />
Let<br />
ln x dx<br />
= xe x − e x + C (6.11b)<br />
Then<br />
∫<br />
u = ln x<br />
=⇒ du = dx x<br />
(6.12a)<br />
dv = dx =⇒ v = x (6.12b)<br />
∫<br />
ln x dx = x ln x −<br />
( ) dx<br />
x = x ln x − x + C (6.13)<br />
x<br />
Page 16 « 2012. Last revised: February 26, 2013
TOPIC 6. INTEGRATION BY PARTS Math 150A<br />
When there are limits of integration we apply them at each step of the<br />
formula.<br />
Example 6.4<br />
∫ 2<br />
1<br />
x ln x dx Let<br />
u = ln x<br />
=⇒ du = dx x<br />
(6.14a)<br />
dv = xdx =⇒ v = 1 2 x2 (6.14b)<br />
Then<br />
∫ 2<br />
1<br />
( )∣ 1 ∣∣∣<br />
2<br />
x ln x dx = (ln x)<br />
x x2<br />
= 2 ln 2 − 1 2<br />
∫ 2<br />
1<br />
= ln 2 2 − 1 4 x2 ∣ ∣∣∣<br />
2<br />
1<br />
1<br />
−<br />
xdx<br />
∫ 2<br />
1<br />
( 1<br />
2 x2 ) ( dx<br />
x<br />
= ln 4 − 1 4 × 4 + 1 4 × 1 = ln 4 − 3 4<br />
)<br />
(6.15a)<br />
(6.15b)<br />
(6.15c)<br />
(6.15d)<br />
Sometimes integration <strong>by</strong> parts will return the original function to be integration,<br />
but reversed in sign, or multiplied <strong>by</strong> a constant. When this<br />
happens, one can write an algebraic equation for the result, as illustrated<br />
in the following example.<br />
∫<br />
Example 6.5 e x sin x dx Let<br />
u = e x =⇒ du = e x dx (6.16a)<br />
dv = sin x dx =⇒ v = − cos x (6.16b)<br />
Then<br />
∫<br />
uv− ∫ vdu<br />
{ }} ∫ {<br />
e x sin x dx = −e x cos x + e x cos x dx (6.17)<br />
The second integral on the right doesn’t look any better than what we<br />
started with; nevertheless, we can continue, integrating <strong>by</strong> parts a second<br />
time, with:<br />
u = e x =⇒ du = e x dx (6.18a)<br />
dv = cos x dx =⇒ v = sin x (6.18b)<br />
« 2012. Last revised: February 26, 2013 Page 17
Math 150A TOPIC 6. INTEGRATION BY PARTS<br />
Then<br />
∫<br />
uv− ∫ vdu<br />
{(<br />
∫}} ){<br />
e x sin x dx = −e x cos x + e x sin x − e x sin x dx<br />
(6.19)<br />
∫<br />
The term with e x sin x dx appears on both sides of the equation, but<br />
with different signs. We can add this to both sides of the equation and<br />
divide <strong>by</strong> two to get the following:<br />
∫<br />
e x sin x dx = 1 2 ex (sin x − cos x) (6.20)<br />
A common trick is to combine the method of “u-substitution” with the<br />
method of integration <strong>by</strong> parts, as in the following example.<br />
∫<br />
Example 6.6 cos √ x dx We first make the substitution z = √ x, so that<br />
dz =<br />
dx<br />
2 √ x . Then since dx = 2√ xdz = 2zdz, we have<br />
∫<br />
cos √ ∫<br />
x dx = 2 z cos z dz<br />
Example 6.7<br />
(6.21a)<br />
= 2 (cos z + z sin z) + C <strong>by</strong> equation 6.9 (6.21b)<br />
= 2 cos √ x + 2 √ x sin √ x + C (6.21c)<br />
∫ √ π<br />
0<br />
∫ √ π<br />
0<br />
x 3 sin(x 2 )dx First substitute z = x 2 , so that<br />
x 3 sin(x 2 )dx =<br />
= 1 2<br />
∫ π<br />
0<br />
∫ π<br />
0<br />
z 3/2 sin z<br />
z sin z dz<br />
dz<br />
2 √ z<br />
The last integral is exactly like the integral in example 6.1, so that<br />
(6.22a)<br />
(6.22b)<br />
∫ √ π<br />
x 3 sin(x 2 )dx = 1 ∣ ∣∣∣<br />
π<br />
2 (−z cos z + sin z) = π 2<br />
0<br />
0<br />
(6.22c)<br />
Page 18 « 2012. Last revised: February 26, 2013
TOPIC 6. INTEGRATION BY PARTS Math 150A<br />
Some of the formulas that we have derived using integration <strong>by</strong> parts in this<br />
section arise so frequently that it is helpful to jot them down in a separate<br />
table. (Some of these formulas are derived in the exercises.)<br />
∫<br />
1. x sin x dx = sin x − x cos x<br />
∫<br />
2. x cos x dx = cos x + x sin x<br />
∫<br />
3. xe x dx = e x (x − 1)<br />
∫<br />
4. x 2 e x dx = e x (2 − 2x + x 2 )<br />
∫<br />
5. ln x dx = x ln x − x<br />
6.<br />
7.<br />
8.<br />
9.<br />
∫<br />
∫<br />
∫<br />
∫<br />
x ln x dx = x2<br />
2<br />
(<br />
ln x − 1 )<br />
2<br />
sin −1 x dx = √ 1 − x 2 + x sin −1 x<br />
cos −1 x dx = − √ 1 − x 2 + x cos −1 x<br />
tan −1 x dx = x tan −1 x − ln √ 1 + x 2<br />
« 2012. Last revised: February 26, 2013 Page 19
Math 150A TOPIC 6. INTEGRATION BY PARTS<br />
Exercises.<br />
Use integration <strong>by</strong> parts to solve the following integrals.<br />
∫<br />
6.1. tan −1 x dx<br />
∫<br />
6.2. x tan −1 x dx<br />
∫<br />
6.3. sin −1 (3x) dx<br />
∫<br />
6.4. t 2 e t dt<br />
6.5.<br />
6.6.<br />
6.7.<br />
6.8.<br />
6.9.<br />
6.10.<br />
6.11.<br />
∫ ln x<br />
√ x<br />
dx<br />
∫<br />
∫<br />
∫<br />
∫<br />
∫<br />
∫<br />
e x cos x dx<br />
x2 x dx<br />
x ln(2x) dx<br />
x 2 ln(5x) dx<br />
x 3 (x 2 + 7) 3/2 dx<br />
x 5<br />
√<br />
x3 + 5 dx<br />
Make a substitution then use integration <strong>by</strong> parts to solve the following<br />
integrals.<br />
∫<br />
6.12. (ln(3x)) 2 dx)<br />
∫<br />
6.13. ln √ x dx<br />
∫<br />
6.14. cos ln x dx<br />
∫<br />
6.15. e x sin −1 e x dx<br />
Page 20 « 2012. Last revised: February 26, 2013