Fundamental Engineering Maths 5

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GU
Chapter 5: INTEGRALS
AM
Duong T. PHAM - EEIT2014
T.
PH
Fundamental Engineering Mathematics II for EEIT2014
D.
Vietnamese German University

Binh Duong Campus
November 7, 2014
1 / 77
Outline
Area problems
The fundamental theorems of calculus
Indefinite integrals and the net change theorem
The substitution rule
Integration by parts
Additional techniques of integration
Approximate integration
Improper integrals
D.
T.
PH
AM
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Area problems
y = f (x)
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x1
x2
x2
x3
x3
xi1 xi
xi
xi+1
Sn
xn1 b
xn
D.
x1
Si
S?
S3
T.
S2
PH
S1
AM
Rn = f (x1 ) x + f (x2 ) x + + f (xi ) x + + f (xn ) x

S = lim Rn
n
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Definite integrals
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Def: Let f : [a, b] R.

Divide [a, b] by x0 , x1 , . . . , xn into n equal subintervals of width (b a)/n
(a = x0 < x1 < . . . < xn1 < xn = b).
Let x1 , x2 , . . . , xn be any sample points (xi [xi1 , xi ])
PH
AM
The definite integral of f from a to b is

f (x) dx = lim
f (xi ) x
i=1
T.
n
X
if this limit exists. In this case, we say f is integrable on [a, b]

n
X
D.
The sum lim
f (xi ) x is called Riemann sum.
i=1
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Integrable functions
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Theorem:
If f is continuous on [a, b], then f is integrable on [a, b]
AM
If f is continuous on [a, b], except at a finite number of points, then

f is integrable on [a, b]
PH
Theorem: If f is integrable on [a, b], then

b
ba
n
f (xi ) x,
i=1
D.
where x =
T.
f (x) dx = lim
n
X
and xi = a + ix
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Definite Integrals
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Ex: Evaluate the Riemann sum for f (x) = x 3 6x taking the sample points to
be the right endpoints with a = 0, b = 3 and n = 6
R3
Evaluate 0 (x 3 6x) dx
AM
Ans:
PH
30
1
(a) For n = 6, the interval width is x = ba
n = 6 = 2 = 0.5, and the right
endpoints are x1 = 0.5, x2 = 1, x3 = 1.5, x4 = 2, x5 = 2.5, x6 = 3.
T.
The Riemann sum is

6

X
R6 =
f (xi ) x = x f (0.5) + f (1) + f (1.5) + f (2) + f (2.5) + f (3)
D.
i=1
1
= (2.875 5 5.625 4 + 0.625 + 9 ) = 3.9375
2
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Definite integrals
Ans:
R3
0
(x 3 6x) dx
0
3
n
23
n
(n1)3
n
x1
x2
xn1
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Ex: Evaluate
D.
T.
PH
AM
With n subintervals, x = n3 , and

3
3
3
x0 = 0, x1 = , x2 = 2 , . . . , xi = i , . . . , xn = 3.
n
n
n

Z 3
n
n
X
X
3i 3
3
(x 6x) dx = lim
f (xi ) x = lim
f
n
n
n n
0
i=1
i=1
"
#
3

n
n
3X
3i
3i
3 X 27i 3
18i
= lim
6
= lim
n n
n n
n
n
n3
n
i=1
i=1
"
#
"
#

n
n
2
81 X 3 54 X
81 n(n + 2)
54 n(n + 1)
= lim
i 2
i = lim
2
n n4
n n4
n
2
n
2
i=1
i=1
"
#
2

81
1
1
81
27
= lim
1+
27 1 +
=
27 =
n
4
n
n
4
4
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The Midpoint Rule

Midpoint Rule:
b
f (x) dx
a
n
X
f (xi ) x = x [f (
x1 ) + f (
x2 ) + + f (
xn )]
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i=1
where x =
ba
n
xi1 +xi
2
= midpoint of [xi1 , xi ].
Z 2
1
Ex: Use Midpoint Rule with n = 5 to approximate
dx
x
1
AM
and xi =
PH
Ans: x = (2 1)/5 = 0.2. The endpoints of the subintervals are

and x5 = 2.
T.
x0 = 1, x1 = 1.2, x2 = 1.4, x3 = 1.6, x4 = 1.8
The midpoints are x1 = 1.1, x2 = 1.3, x3 = 1.5, x4 = 1.7, x5 = 1.9.
D.
Applying the Midpoint Rule,

Z 2
1
dx 0.2[f (1.1) + f (1.3) + f (1.5) + f (1.7) + f (1.9)]
1 x
1
1
1
1
1
= 0.2 [
+
+
+
+
] 0.691908.
1.1 1.3 1.5 1.7 1.9
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Properties of Integrals
D.
T.
PH
AM
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Properties of Integrals:
Rb
Ra
1
f (x) dx = b f (x) dx
a
Ra
2
a f (x) dx = 0
Rb
3
a c dx = c(b a)
Rb
Rb
Rb
4
a [f (x) + g (x)] dx = a f (x) dx + a g (x) dx
Rb
Rb
5
a cf (x) dx = c a f (x) dx
Rb
Rb
Rb
6
a [f (x) g (x)] dx = a f (x) dx a g (x) dx
Rc
Rb
Rb
7
a f (x) dx + c f (x) dx = a f (x) dx
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Comparison properties:
Rb
f (x) dx 0,
Rb
Rb
If f (x) g (x) for a x b, then a f (x) dx a g (x) dx,
a
If m f (x) M for a x b, then
PH
If f (x) 0 for a x b, then
AM
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Comparison Properties
f (x) dx M(b a).
D.
T.
m(b a)
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Exercises
AM
5.2:
D.
T.
PH
14, 912 2122, 2728, 3540, 5254
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The fundamental theorem of calculus, part I: If f is continuous on [a, b], then

the function g defined by
Z x
g (x) =
f (x) dx, a x b
a
AM
is continuous on [a, b] and differentiable on (a, b) and g 0 (x) = f (x).
Z
g (x + h) g (x) =
PH
Proof: Let x and x + h in (a, b) ( Suppose h > 0) . Then

x+h
f (x) dx
T.
Z
f (x) dx =
x+h
f (x) dx.
x
D.
Z
g (x + h) g (x)
1 x+h
So,
=
f (x) dx. Since f is continuous on [x, x + h], by
h
h x
the extreme value theorem, there are u, v [x, x + h] such that
f (u) = min{f (y ) : y [x, x + h]} and f (v ) = max{f (y ) : y [x, x + h]}
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AM
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(continuing with the proof) We have m f (y ) M for x y x + h. Hence,

Z x+h
Z
1 x+h
f (u)h
f (x) dx f (v )h f (u)
f (x) dx f (v )
h x
x
g (x + h) g (x)
f (u)
f (v ) (?)
h
T.
PH
When h 0, since u, v [x, x + h], we have u x, v x. Note that f is

continuous on [a, b], thus f (u) f (x) and f (v ) f (x). This together with (?)
yields
g (x + h) g (x)
lim
= f (x).
h0
h
D.
This means that g (x) is differentiable ( and then continuous ) at x (a, b) and
g 0 (x) = f (x).
The cases x = a and x = b can be proved in the same manner, using one-sided
limits.
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Rx
Ex: Find the derivative of g (x) = 0 1 + x 2 dx
Ans: Since f (t) = 1 + t 2 is continuous, Part 1 of the Fundamental

theorem of calculus gives
g 0 (x) = f (x) = 1 + x 2 .
AM
d R x2
sin x dx
dx 1
Ans: Denote u(x) = x 2 . Using the chain rule,
Z
1
u(x)
d
sin x dx =
du
D.
d
dx
T.
PH
Ex: Find
Z

sin x dx
du
dx
d
= sin u (x 2 ) = sin(x 2 ) 2x
dx
= 2x sin x 2
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The fundamental theorem of calculus, part II: If f is continuous on [a, b],

then
Z b
f (x) dx = F (b) F (a)
a
AM
where F is any antiderivative of f .
PH
Rx
Proof: Denote g (x) = a f (x) dx. By part 1, g 0 (x) = f (x). It means that g is
another antiderivative of f . Thus g (x) = F (x) + C for some constant C . Then
D.
T.
F (b) F (a) = [g (b) C ] [g (a) C ] = g (b) g (a)

Z b
Z a
=
f (x) dx
f (x) dx
a
a
b
f (x) dx
a
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Ex: Evaluate
e x dx
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Z
1
AM
Ans: The function f (x) = e x is continuous everywhere and its

antiderivative is F (x) = e x . Thus
3
e x dx = e 3 e 1
PH
T.
Remark: People usually the notation
D.
b

F (x) = F (b) F (a)
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Ex: Find the area under the parabola y = x 2 from 0 to 1
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Ans:
AM
PH
T.
D.
The area
A=
0
x 2 dx =
x 3 1 1
=
3 0 3
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AM
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The fundamental theorems of calculus: Suppose f is continuous on

[a, b].
Rx
0
1 If g (x) =
a f (t) dt, then g (x) = f (x)
R
b
2 If F 0 = f , then
a f (x) dx = F (b) F (a).
D.
T.
PH
Remark: We note that the two above statements can be written as

follows:
Z x
d
f (t) dt = f (x)
dx a
Z b
F 0 (x) dx = F (b) F (a).
a
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Exercises
AM
5.3:
D.
T.
PH
2, 4, 718, 1930, 4142, 5356
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Notation: we denote
as
d
dx
x3
+C
3
= x2
sec2 x dx = ? tan x + C
d
(tan x + C ) = sec2 x
dx
D.
because
T.
Z
Ex:
x3
x dx =
+C
3
2
PH
Ex: We can write
f (x) dx = F (x) to indicate that F 0 = f .
AM
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Indefinite integrals
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Indefinite Integrals
D.
T.
PH
AM
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Indefinite integral table:

R
R
(i) cf (x) dx = c f (x) dx
R
R
R
(ii) [f (x) + g (x)] dx = f (x) dx + g (x) dx
R
(iii) k dx = kx + c
R
n+1
(iv) x n dx = xn+1 + c (n 6= 1)
R 1
(v)
x dx = ln |x| + c
R x
(vi) e dx = e x + c
R
x
(vii) ax dx = lne a + c
R
(viii) sin x dx = cos x + c
R
(ix) cos x dx = sin x + c
R
R
(xi)
csc2 x dx = cot x + c
(x) sec2 x dx = tan x + c
R 1
R 1
1
1
(xii)
x +c
(xiii)
x +c
1+x 2 dx = tan
1x 2 dx = sin
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Indefinite Integrals
Ex: Evaluate
1
2t 2 + t 2 t 1
dt
t2
Ans:
PH
Z 9

2t 2 + t 2 t 1
2
dt
=
2
+
t
t
dt
t2
1
9

2 3/2
1
= 2t + t + t
3
D.
T.
AM
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R3
Ex: Evaluate 1 (x 3 6x) dx
3

Z 3

x4
81
1
Ans:
3
2
(x 6x) dx =
3x =
27
3 = 6.75
4
4
4
1
1
4
= 32
9
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The net change theorem
Let y = F (x). Then F 0 represents the rate of change of y = F (x) w.r.t. x.
AM
F (b) F (a) is the change in y when x changes from a to b.
F 0 (x) dx = F (b) F (a)
T.
PH
The net change theorem: The integral of a rate of change is the net change:
D.
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Some applications
t2
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If V (t) is the volume of water in a reservoir at time t, then its derivative

V 0 (t) is the rate at which water flows into the reservoir at time t. So
V 0 (t) dt = V (t2 ) V (t1 )
AM
t1
PH
is the change in amount of water in the reservoir between t1 and t2 .
T.
If [C ](t) is the concentration of the product of a chemical reaction at time

t, then the rate of reaction is the derivative d[C ]/dt. So
D.
t2
t1
d[C ]
dt = [C ](t2 ) [C ](t1 )
dt
is the change in the concentration of [C ] from time t1 to time t2 .
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Some applications
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If the mass of a rod measured from the left end to a point x is m(x), then
the linear density (x) = m0 (x). So
b
(x) dx = m(b) m(a)
AM
is the mass of the segment of the rod that lies between x = a and x = b.
PH
If the rate of growth of a population is dn/dt, then

t2
T.
D.
t1
dn
dt = n(t2 ) n(t1 )
dt
is the net change in population during the time period from t1 to t2 . (The
population increases when births happen and decreases when deaths occur.
The net change takes into account both births and deaths.)
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D.
T.
PH
5.4: 110, 2130, 48, 4952
AM
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Exercises
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The substitution rule: If u = g (x) is a differentiable function whose range is an

interval I and f is continuous on I , then
Z
Z
f (g (x)) g 0 (x) dx = f (u)du
AM
Proof: Suppose that F is an antiderivative of f , i.e., F 0 = f . Then the chain rule
PH
d
[F (g (x))] = F 0 (g (x)) g 0 (x).
dx
This implies
F 0 (g (x)) g 0 (x) dx = F (g (x)) + C .
T.
D.
Using u = g (x), we obtain

Z
Z
Z
F 0 (g (x)) g 0 (x) dx = F (u) + C = F 0 (u) du = f (u) du
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R
x 3 cos(x 4 + 2) dx
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Ex: Find
D.
T.
PH
AM
Ans: We use a change of variables u = x 4 + 2. Then du = 4x 3 dx. Thus

x 3 dx = du
4 . Using the change of variables, we obtain
Z
Z
du
3
4
x cos(x + 2) dx = cos u
4
Z
1
=
cos u du
4
1
= sin u + C
4
1
= sin(x 4 + 2) + C .
4
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R
2x + 1 dx
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Ex: Find
D.
T.
PH
AM
Ans: We use a change of variables u = 2x + 1. Then du = 2 dx. Thus

dx = du
2 . Using the change of variables, we obtain
Z
Z
du
2x + 1 dx =
u
2
Z
1
=
u du
2
12 3
=
u2 + C
23
3
1
= (2x + 1) 2 + C .
3
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The substitution rule for definite integrals

The substitution rule for definite integrals: If g 0 is continuous on [a, b] and
f is continuous on the range of u = g (x), then
b
g (b)
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f (g (x)) g 0 (x) dx =
f (u) du
g (a)
D.
a
0
T.
PH
AM
Proof: Let F be an antiderivative of f . Then

d
F (g (x)) = F 0 (g (x)) g 0 (x) = f (g (x)) g 0 (x).
dx
Fundamental Theorem for Calculus (part 2) gives
Z b
f (g (x)) g 0 (x) dx = F (g (b)) F (g (a)).
Since F = f , using Fund. Theo. for Cal. (II) again, we have
Z g (b)
g (b)
f (u) du = F (u)|g (a) = F (g (b)) F (g (a)).
g (a)
Comparing the two above equalities yielding the conclusion.

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The substitution rule for definite integrals

Z
Ex: Evaluate
dx
(3 5x)2
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D.
T.
PH
AM
Ans: Denote u = 3 5x. Then du = 5 dx = dx = du

5 .
The endpoints are u(1) = 2, u(2) = 7. Applying the substitution rule, we
obtain
Z 2
Z
Z 7 du
5
dx
1 7 du
=
=
2
u2
5 2 u 2
1 (3 5x)
2

7
7
1
1
1 1
=
=
5
u 2
5 u 2

1
1 1
=
+
5
7 2
1
=
14
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Integrals of symmetric functions
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Integrals of symmetric functions: Let f be a continuous funtion on [a, a].

Ra
Ra
1 If f is even (f (x) = f (x)), then
f (x) dx = 2 0 f (x) dx
a
Ra
2 If f is odd (f (x) = f (x)), then
f (x) dx = 0.
a
Proof:
Ra
f (x) dx + 0 f (x) dx.
Denote u(x) = x. Then du = dx and u(a) = a, u(0) = 0.
Ra
f (x) dx =
R0
AM
(f is even). We have
PH
Noting that f (u) = f (u) and using substitution rule, we obtain

0
Z 0
Z 0
f (u)(du) =
f (u)du =
f (u)du
a
a
a
Z a
Z a
=
f (u)du =
f (x)dx.
Z
f (x) dx =
D.
T.
Hence,
Ra
a
f (x)dx = 2
Ra
0
f (x)dx
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AM
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Exercises
D.
T.
PH
5.5: 115, 5160, 7374, 77, 86.
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The product gives
[f 0 (x) g (x) + f (x)g 0 (x)] dx = f (x)g (x)
AM
Then
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d
[f (x)g (x)] = f 0 (x) g (x) + f (x)g 0 (x).
dx
D.
T.
PH
Integration by parts:
Z
Z
0
f (x)g (x) dx = f (x)g (x) f 0 (x)g (x) dx
Remark: Another form of the integration by parts is
Z
Z
u dv = uv v du
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R
x sin x dx
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Ex: Evaluate
D.
T.
PH
AM
Ans: Let u(x) = x and v 0 (x) = sin x. Then u 0 (x) = 1 and v (x) = cos x.
Hence,
Z
Z
x sin x dx = u(x)v (x) v (x)u 0 (x) dx
Z
= x( cos x) ( cos x) dx
Z
= x cos x + cos x dx
= x cos x + sin x + C .
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ln x dx
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Ex: Evaluate
D.
T.
PH
AM
dx
Ans: Denote u = ln x and dv = dx. Then du =
and v = x.
x
Integration by parts gives
Z
Z
dx
ln x dx = x ln x x
x
Z
= x ln x dx
= x ln x x + C
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Ex: Evaluate
t 2 e t dt
AM
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Ans: Denote u = t 2 and dv = e t dt. Then du = 2t dt and v = e t .

Integration by parts gives
Z
Z
Z
2 t
2 t
t
2 t
t e dt = t e 2te dt = t e 2 te t dt.
Hence,Z
D.
T.
PH
Denote u = t and dv = e t dt. Then du = dt and v = e t . Applying

integration by parts again yields
Z
Z
t
t
te dt = te e t dt = te t e t + C .
t 2 e t dt = t 2 e t 2(te t e t + C ) = t 2 e t 2te t + 2e t + C1
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Integration by parts:
b
b Z

u dv = uv
a
Z
Ex: Evaluate
v du
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/2
e x sin x dx
PH
AM
Ans: Denote u = e x and dv = sin x. Then du = e x dx and v = cos x. We have

Z /2
Z /2
/2 Z /2

x
x
x
e ( cos x)dx = 1 +
e x cos x dx
e sin x dx = e cos x
0
Denote u = e and dv = cos x. Then du = e x dx and v = sin x. Thus

Z /2
Z /2
/2 Z /2

x
x
/2
x
e sin x dx = e
e cos x dx = e sin x
e x sin x dx
0
Hence,
R /2
0
D.
T.
/2
e sin x dx = 1 + e
Z /2
0
R /2
0
e sin x dx. This implies
e x sin x dx =
1 + e /2
2
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AM
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Exercises
D.
T.
PH
7.1: 120, 3338, 4445,
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sinm x cos2k+1 x dx
Ex: Evaluate
sin2 x cos3 x dx
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GU
Ans: Noting that cos2 x = 1 sin2 x,

Z
Z
Z
2
2
3
2
sin x cos x dx = sin x cos x cos x dx = sin2 x (1 sin2 x) cos x dx.
D.
T.
PH
AM
Denote t = sin x. Then dt = cos xdx and

Z
Z
Z
t3
t5
+
+C
sin2 x cos3 x dx = t 2 (1 t 2 ) dt = (t 2 t 4 )dt =
3
5
sin3 x
sin5 x
=
+
+C
3
5
sinmx cos2k+1x dx =
Z
Z
=
sinmx cos2kx cos x dx =

t m (1 t 2 )k dt
sinmx (1 sin2x)k cos x dx
(by substitution t = sin x)

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sin2k+1 x cosm x dx
Z
Ex: Evaluate
sin3 x cos2 x dx
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GU
Ans: Noting that sin2 x = 1 cos2 x, we have

Z
Z
Z
sin3 x cos2 x dx = sin2 x cos2 x sin x dx = (1 cos2 x) cos2 x sin x dx.
2k+1
sin
D.
T.
PH
AM
Denote t = cos x. Then dt = sin x dx and thus

3

Z
Z
Z
t
t5
3
2
2 2
2
4
sin x cos x dx = (1 t )t dt = (t t )dt =
+C
3
5
3

cos x
cos5 x
=
+C
3
5
2k
sin x cos x sinxdx = (1 cos2x)k cosmx sinxdx

Z
= (1 t 2 )k t m dt (denote t = cos x)
x cos x dx =
November 7, 2014
41 / 77
sin2m x cos2n x dx
Z
Ex: Evaluate
sin2 x dx
Ans: Applying the following identity
1 cos 2x
2
AM
sin2 x =
-V
GU
1
sin x dx =
2
sin2mx cos2nx dx =
1
(1 cos 2x)dx =
2
sin 2x
x
+C
2
D.
T.
PH
to obtain
Z
1 cos 2x
2
m
1 + cos 2x
2
n
dx
November 7, 2014
42 / 77
tanm x sec2k x dx
Z
tan3 x sec4 x dx
-V
GU
Ex: Evaluate
2k
tan x sec
PH
D.
tan x sec x dx =
t4
t6
tan4 x
tan6 x
+
+C =
+
+C
4
6
4
6
T.
AM
x
= sec2 x. We have
Ans: Note that 1 + tan2 x = sec 2 x and d tan
dx
Z
Z
Z
tan3 x sec4 x dx = tan3 x(1 + tan2 x) sec2 x dx = t 3 (1 + t 2 )dt
2k2
x sec xdx=
t m (1 + t 2 )k1 dt
tanmx (1+ tan2x)k1 sec2xdx
(denote t = tan x)
November 7, 2014
43 / 77
tan2k+1 x secn x dx
Z
tan3 x sec3 x dx
-V
GU
Ex: Evaluate
2k+1
tan
x sec x dx =
T.
PH
AM
Ans: Denote u = sec x. Then du = sec x tan x dx.

Z
Z
Z
3
3
2
2
tan x sec x dx = tan x sec x secxtanx dx = (1 sec2x) sec2x secx tanx dx
Z
u3
u5
sec3 x
sec5 x
= (1 u 2 )u 2 du =
+C =
+C
3
5
3
5
D.
=
Z
=
tan2kx secn1x secx tan xdx
(1 sec2x)k secn1x secx tanxdx

(1 t 2 )k t n1 dt
(denote t = sec x)
November 7, 2014
44 / 77
AM
-V
GU
Exercises
D.
T.
PH
7.2: 130
November 7, 2014
45 / 77
Trigonometric substitution
-V
GU
9 x2
dx
x2
Ans: Denote x = 3 sin . Then dx = 3 cos d. We then have
Z
Z p
Z
9 x2
9 9 sin2
3 cos
dx
3
cos
d
3 cos d
=
=
2
2
2
x
9
sin
9
sin
Z
Z
= cot2 d = (csc2 1) d
T.
PH
AM
Ex: Evaluate
D.
= cot + C
November 7, 2014
46 / 77
Expression
x = a tan , 2 < < 2
AM
a2 + x 2
x = a sec , 0 <
< 3
2
x 2 a2
or
Identity
1 sin2 = cos2
1 + tan2 = sec2
sec2 1 = tan2
D.
x = a sin , 2 2
PH
a2 x 2
T.
Substitution
-V
GU
November 7, 2014
47 / 77
Z
Ex: Evaluate
0
/4
dx
(x 2 + 4) x 2 + 4
Ans: Denote x = 2 tan . Then dx =

Z
T.
PH
Z
2 d
1 1
d
=
2 + 4)3 cos2
2 + 1)3 cos2
4
(
4
tan
(
tan
0
0
Z
Z
1 1
d
1 1
=
=
cos d
4 0 q 1 3
4 0
2
cos
cos2
dx =
( x 2 + 4)3
d. We then have
AM
/4
2
cos2
-V
GU
1
1
sin |0
4
sin
=
4
D.
November 7, 2014
48 / 77
AM
-V
GU
Exercises
D.
T.
PH
7.3: 120, 3132, 4142
November 7, 2014
49 / 77
Integration of rational functions

Z
P(x)
dx, where P and Q are polynomials
Q(x)
Step 1: If deg(P) > deg(Q), then divide P by Q to obtain
x 3 +x
dx =
x1
Z
x 2 +x+2+
2
x1
dx =
PH
Ex:
Z
x3
x2
+
+ 2x + 2 ln |x 1| + C
3
2
T.
Step 2: Factorize Q(x):
deg(R) < deg(Q)
AM
P(x)
R(x)
= S(x) +
,
Q(x)
Q(x)
-V
GU
Evaluate
2.1: If Q(x) = (a1 x + b1 ) (ak x + bk ) has no reapeated factor, then write
D.
R(x)
A1
Ak
=
+ +
Q(x)
a1 x + b1 )
ak x + bk )
Z
Ex: Evaluate
x 2 + 2x 1
dx
2x 3 + 3x 2 2x
November 7, 2014
50 / 77
Integration of rational fucntions

Z
x 2 + 2x 1
dx. We have 2x 3 + 3x 2 2x = x(2x 1)(x + 2). Then
2x 3 + 3x 2 2x
-V
GU
Ex:
x 2 + 2x 1
A1
A2
A3
=
+
+
x
2x 3 + 3x 2 2x
x
2x 1 x + 2
= x 2 + 2x 1 = A1 (2x 1)(x + 2) + A2 x(x + 2) + A3 x(2x 1) x
x
x 2 + 2x 1
dx =
2x 3 + 3x 2 2x
D.
Hence Z
T.
PH
AM
x 2 + 2x 1 = (2A1 + A2 + 2A3 )x 2 + (3A1 + 2A2 A3 )x 2A1
2A1 + A2 + 2A3 = 1
A1 = 2
= 3A1 + 2A2 A3 = 2 = A2 = 15
1
A3 = 10
2A1 = 1
Z

1
1
1
+
dx
2x
2(2x 1) 10(x + 2)
1
1
1
= ln |x| + ln |2x 1|
ln |x + 2| + C
2
4
10
November 7, 2014
51 / 77
-V
GU
2.2: Q has repeated factors, i.e., Q(x) = (a1 x + b1 )r (a2 x + b2 ) (ak x + bk ).

We write
AM
A1
R(x)
Ar
Bk
B2
=
+ +
+ +
+
Q(x)
a1 x + b1
(a1 x + b1 )r
a2 x + b2
ak x + bk
Z
4x
Ex: Evaluate
dx. We write
(x 1)2 (x + 1)
PH
4x
A
B
C
=
+
+
(x 1)2 (x + 1)
x 1 (x 1)2
x +1
T.
= 4x = A(x 1)(x + 1) + B(x + 1) + C (x 1)2
x
x
D.
4x = (A + C )x + (B 2C )x + (A + B + C ) x
A + C = 0
A = 1
= B 2C = 4
= B = 2
A + B + C = 0
C = 1
November 7, 2014
52 / 77
Hence
Z
PH
D.
where K is a constant.
AM

1
2
1
+
dx
x 1 (x 1)2
x +1
B
= A ln |x 1|
+ C ln |x + 1| + K ,
x 1
4x
dx =
(x 1)2 (x + 1)
T.
-V
GU
November 7, 2014
53 / 77
-V
GU
2.3: If Q(x) = (a0 x 2 + b0 x + c0 )(a1 x + b1 ) (ak x + bk ), where b02 4a0 c0 < 0,

then we write
AM
B1 x + C1
R(x)
A1
Ak
=
+
+ +
2
Q(x)
a0 x + b0 + c0
a1 x + b1
ak x + bk
T.
PH
2.3: If Q(x) = (a0 x 2 + b0 x + c0 )r (a1 x + b1 ) (ak x + bk ), where

b02 4a0 c0 < 0, then we write
D.
R(x)
Br x + Cr
A1
Ak
B1 x + C1
+ +
+
+ +
=
Q(x)
a0 x 2 + b0 + c0
(a0 x 2 + b0 + c0 )r
a1 x + b1
ak x + bk
November 7, 2014
54 / 77
AM
-V
GU
Exercises
D.
T.
PH
7.4 16, odd numbers from 738, 3940
November 7, 2014
55 / 77
-V
GU
Why we need approximate integration
Many integrals can not be computed exactly, e.g.,

Z 1
Z 1p
x2
1 + x 3 dx
e dx
AM
T.
PH
Many integrals arising from science and real life do not have a closed
integrands.
D.
= Approximate integration
November 7, 2014
56 / 77
Midpoint Rule
y
y = f (x)
Rb
a
f (x)dx?
-V
GU
xi = a + i x where x =
Rb
Pn
f (x)dx i=1 f (xi ) x,
a
ba
n
where xi [xi1 , xi ]
x2
x3
x4
x5
x6
x2 x3 x4 x5 x6 x7
Midpoint rule:
Z
Midpoint rule: xi =
PH
x1
xi1 +xi
2
T.
x1
b =x7
AM
How to choose xi ?
x0 = a

n
X
xi1 + xi
x
f
2
i=1
Z

b

:=
f (x)dx Mn
a

D.
f (x)dx Mn =
The error:
n
EM
November 7, 2014
57 / 77
Error of Midpoint rule
Z
Ex: Approximate
1
dx by Midpoint method with n = 5.
x
AM
-V
GU
Error bound for Midpoint rule: Suppose that |f 00 (x)| K for a x b.

Then
K (b a)3
n
EM
24n2
PH
n = 5 = x = 21
5 = 0.2 and x0 = 1,
x1 = 1.2, x2 = 1.4, x3 = 1.6, x4 = 1.8, x5 = 2
Mn =
5
X
T.
D.
1 x x x x
1
2
3
4
f (xi )x = 0.2 (
i=1
Meanwhile,
The midpoints: x1 = 1.1, x2 = 1.3, x3 = 1.5,

x4 = 1.7, x5 = 1.9
R2
1
dx
1 x
1
1
1
1
1
+
+
+
+
) = 0.691907885715935
1.1 1.3 1.5 1.7 1.9
n
= 0.001239294844010
= ln 2 = EM
November 7, 2014
58 / 77
Error of Midpoint rule
n
EM
0.001239294844010
3.118201499850981e 04
7.808233435824263e 05
1.952858063514196e 05
4.882645621484549e 06
7.812457272216022e 07
3.124999337078549e 08
T.
PH
AM
Mn
0.691907885715935
0.692835360409960
0.693069098225587
0.693127651979310
0.693142297914324
0.693146399314218
0.693147149309952
D.
n
5
10
20
40
80
200
1000
-V
GU
We applied the Midpoint rule for different divisions:
November 7, 2014
59 / 77
Trapezoidal Rule
y
y = f (x)
x1
x2
x3
x4
x5
x6
b =x7
x1 x2 x3 x4 x5 x6 x7
i=1
Trapezoidal rule:
Z
f (xi1 ) x
T.
Pn
x0 = a
x1
x2
x3
x4
x5
x6
b =x7
x1 x2 x3 x4 x5 x6 x7
xi = xi , Rn =
Pn
i=1
f (xi ) x
D.
xi = xi1 , Ln =
PH
x0 = a
AM
-V
GU
y = f (x)
f (x)dx Tn =
a
L n + Rn
x
=
(f (x0 ) + 2f (x1 ) + . . . + 2f (xn1 ) + f (xn ))
2
2
November 7, 2014
60 / 77
Error of Trapezoidal rule
Z
Ex: Approximate
1
dx by Trapezoidal method with n = 5.
x
AM
-V
GU
Error bound for Trapezoidal rule: Suppose that |f 00 (x)| K for a x b.

Then
Z

b

K (b a)3

n
ETn :=
f (x)dx Tn , EM
a

12n2
PH
n = 5 = x = 21
5 = 0.2 and x0 = 1,
x1 = 1.2, x2 = 1.4, x3 = 1.6, x4 = 1.8, x5 = 2
0.2
Tn =
2
Meanwhile,
R2
D.
1 x x x x
1
2
3
4
T.
Tn = x
2 (f (1) + 2f (1.2) + 2f (1.4) + 2f (1.6) +
2f (1.8) + f (2))
1
1
1
1
1
+2
+2
+2
+2
+ f (2)
1
1.2
1.4
1.6
1.8
1
dx
1 x

= 0.695634920634921
= ln 2 = ETn = 0.002487740074976
November 7, 2014
61 / 77
Error of Trapezoidal rule
T.
PH
AM
Tn
0.695634920634921
0.693771403175428
0.693303381792694
0.693186240009141
0.693156945994225
0.693148743055062
0.693147243059937
D.
n
5
10
20
40
80
200
1000
-V
GU
We applied the Trapezoidal rule for different divisions:
ETn
0.002487740074976
0.000624222615483
0.000156201232749
0.000039059449195
0.000009765434280
0.000001562495117
0.000000062499992
November 7, 2014
62 / 77
Simpson Rule
y
y = f (x)
P1
P5
P2
-V
GU
P0
P4
x1
x2
x3
x4
x5
b = x6
T.
x0 = a
PH
AM
P3
P6
D.
Simpson rule: Let n be even .

f (x)dx Sn =
a
x
(f (x0 ) + 4f (x1 ) + 2f (x2 ) + 4f (x3 ) + . . .
3
+2f (xn2 ) + 4f (xn1 ) + f (xn ))
November 7, 2014
63 / 77
Simpson rule
Ex: Approximate
1
dx by Simpson rule with n = 10.
x
AM
-V
GU

Error bound for Simpson rule: Suppose that f (4) (x) K for a x b.
Then
K (b a)5
ESn
180n4
21
10
= 0.1 and
PH
n = 10 = x =
x0 = 1, x1 = 1.1, x2 = 1.2, x3 = 1.3,
S10
0.1
=
3
D.
T.
x4 = 1.4, x5 = 1.5, x6 = 1.6, x7 = 1.7,

x8 = 1.8, x9 = 1.9, x10 = 2
4
2
4
2
4
2
4
2
4
1
1
+
+
+
+
+
+
+
+
+
+
1 1.1 1.2 1.3 1.4 1.5 1.6 1.7 1.8 1.9 2
= 0.693150230688930 = ES10 = 0.000003050128985

November 7, 2014
64 / 77
Simpson rule
T.
PH
AM
Sn
0.693150230688930
0.693147374665116
0.693147192747956
0.693147181322587
0.693147180579475
0.693147180559975
D.
n
10
20
40
80
200
1000
-V
GU
We applied the Simpson rule for different divisions:
ESn
0.000003050128985
0.000000194105171
0.000000012188011
0.000000000762642
0.000000000019530
0.000000000000030
November 7, 2014
65 / 77
AM
-V
GU
Exercises
D.
T.
PH
7.7: 712, 21, 22
November 7, 2014
66 / 77
Improper integral of type I

Rt
?1
y = 12
A(t) =
AM
t
Z
We define:
1
T.
t

1
1
1
1
dx
=
=
1
=
lim
A(t)
=
lim
1
=1
t
t
x2
x 1
t
t
D.
Z
A(t) =
PH
A(t)
1
1
dx
x2
-V
GU
1
dx := lim
t
x2
Z
1
1
dx
x2
November 7, 2014
67 / 77
Improper integral of type I
-V
GU
Improper integrals of type I:

Rt
1 If
f (x)dx exists for all t a, then
a
t
f (x)dx := lim
AM
PH
provided that the limit exists.

Rb
If t f (x)dx exists for all t b, then
f (x)dx
f (x)dx := lim
T.

R
Ra
If a f (x)dx and f (x)dx are convergent then
D.
f (x)dx
t
Z
f (x)dx :=
f (x)dx +
a
f (x)dx
November 7, 2014
68 / 77
Improper integrals of type I
Ex: Determine the convergence of

1
1
dx
x
-V
GU
PH
AM
Ans: By definition, we have

Z t
Z
t
1
1

dx = lim
dx = lim ln |x|
t
t
x
x
1
1
1
= lim (ln |t| ln 1)
t
= lim ln |t|
T.
Hence, the
R
1
D.
= .
1
x dx
is divergent (not convergent).
November 7, 2014
69 / 77
Improper integrals of type I

Z
xe x dx
Ex: Evaluate
Ans: By definition, we have
-V
GU
xe dx = lim
t t
xe x dx.
D.
Hence,
Z 0
T.
PH
AM
Denote u = x and dv = e x dx. Then du = dx and v = e x . Integration by

parts gives
Z 0
0 Z 0
0

x
x
xe dx = xe
e x dx = te t e x = te t 1 e t
xe x dx = lim (te t 1 e t ) = lim (te t ) 1 lim e t

t
= 1
November 7, 2014
70 / 77
Improper integrals of type II
Z
Ex: Determine the convergence of
-V
GU
1
dx
xp
D.
T.
PH
AM
Ans: When p = 1, the integral is divergent (see previous example). when p 6= 1,

by definition, we have
Z t
Z
x p+1 t
1
p
=
lim
x
dx
=
lim
dx

t 1
t p + 1 1
xp
1
1p

t
1
1
1
= lim
=
lim t 1p
t 1 p
1p
1 p t
1p
(
1
1p
if p > 1
=
if p < 1
Z
Hence,
1
1
dx
xp
is
(
1
convergent ( 1p
)
divergent ()
if p > 1
if p 1
November 7, 2014
71 / 77

Improper integrals of type II:
Let f : [a, b) R be continuous and f be discontinuous at b. Then
-V
GU
f (x)dx := lim
AM
Let f : (a, b] R be continuous and f be discontinuous at a. Then

Z
f (x)dx := lim+
ta
f (x)dx
t
T.
PH
f (x)dx
tb
D.

Rc
If f has a discontinuity at c, where a < c < b and both a f (x)dx and
Rb
f (x)dx are convergent, then we define
c
Z b
Z c
Z b
f (x)dx :=
f (x)dx +
f (x)dx
a
c
November 7, 2014
72 / 77
1
dx
x 2
Ans: We first note that

Z
is discontinuous at 2. By definition, we have
1
dx = lim+
t2
x 2
1
dx
x
2
t

5

= lim+ 2 x 2
t2
t

= lim+ 2 3 2 t 2
t2
= 2 3.
D.
T.
PH
1
x2
-V
GU
AM
Z
Ex: Evaluate
Z
Hence,
2
1
dx = 2 3
x 2
November 7, 2014
73 / 77

1
Z
Ex: Evaluate
ln x dx
0
t0
-V
GU
Ans: Note that ln x is not defined at 0. By definition, we have

Z 1
Z 1
ln x dx = lim+
ln x dx.
t
D.
LHopital rule: lim+ t ln t = lim+

t0
T.
PH
AM
Denote u = ln x and dv = dx. Then du = dx

x and v = x. Integration by
parts gives
Z 1
1 Z 1
1

ln x dx = x ln x
dx = t ln t x = t ln t 1 + t
t0
ln t
1/t
= lim+
= lim+ (t) = 0
1/t
t0 1/t 2
t0
Hence,
Z 1
ln x dx = lim+ (t ln t 1 + t) = lim+ (t ln t) 1 + lim+ t = 1
0
t0
t0
t0
November 7, 2014
74 / 77
D.
T.
PH
AM
-V
GU
November 7, 2014
75 / 77
Comparison test for improper integrals
AM
-V
GU
Comparison Theorem: Let f and g be continuous functions with 0 f (x)

g (x) for x a.
R
R
If a g (x) dx is convergent then a f (x) dx is convergent.
R
R
If a f (x) dx is divergent then a g (x) dx is divergent.
Z
Ex: Determine whether the integral
PH
dx
is convergent?
x 2 ex
D.
T.
Ans: When x 1, e > 1 and hence,
1
1
2.
x
e
x
x2
R 1
R dx
Since 1
dx is convergent ( ? ), by Comparison Theorem, 1
is
2
x
x 2e x
convergent.
November 7, 2014
76 / 77
AM
-V
GU
Exercises
D.
T.
PH
7.8: 12, 3, 530, 55, 5759, 75
November 7, 2014
77 / 77

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Duong T. PHAM - EEIT2014

Fundamental Engineering Mathematics II for EEIT2014

Vietnamese German University

Duong T. PHAM - EEIT2014

The fundamental theorems of calculus

Indefinite integrals and the net change theorem

The substitution rule

Additional techniques of integration

Duong T. PHAM - EEIT2014

Rn = f (x1 ) x + f (x2 ) x + + f (xi ) x + + f (xn ) x

Duong T. PHAM - EEIT2014

Def: Let f : [a, b] R.

The definite integral of f from a to b is

if this limit exists. In this case, we say f is integrable on [a, b]

The sum lim

Duong T. PHAM - EEIT2014

f (xi ) x is called Riemann sum.

If f is continuous on [a, b], except at a finite number of points, then

Theorem: If f is integrable on [a, b], then

Duong T. PHAM - EEIT2014

The Riemann sum is

Duong T. PHAM - EEIT2014

With n subintervals, x = n3 , and

The Midpoint Rule

Ans: x = (2 1)/5 = 0.2. The endpoints of the subintervals are

x0 = 1, x1 = 1.2, x2 = 1.4, x3 = 1.6, x4 = 1.8

The midpoints are x1 = 1.1, x2 = 1.3, x3 = 1.5, x4 = 1.7, x5 = 1.9.

Applying the Midpoint Rule,

Duong T. PHAM - EEIT2014

If m f (x) M for a x b, then

If f (x) 0 for a x b, then

f (x) dx M(b a).

Duong T. PHAM - EEIT2014

14, 912 2122, 2728, 3540, 5254

Duong T. PHAM - EEIT2014

The fundamental theorems of calculus

The fundamental theorem of calculus, part I: If f is continuous on [a, b], then

is continuous on [a, b] and differentiable on (a, b) and g 0 (x) = f (x).

Proof: Let x and x + h in (a, b) ( Suppose h > 0) . Then

The fundamental theorems of calculus

(continuing with the proof) We have m f (y ) M for x y x + h. Hence,

When h 0, since u, v [x, x + h], we have u x, v x. Note that f is

Duong T. PHAM - EEIT2014

The fundamental theorems of calculus

Ans: Since f (t) = 1 + t 2 is continuous, Part 1 of the Fundamental

Duong T. PHAM - EEIT2014

The fundamental theorems of calculus

The fundamental theorem of calculus, part II: If f is continuous on [a, b],

where F is any antiderivative of f .

F (b) F (a) = [g (b) C ] [g (a) C ] = g (b) g (a)

Duong T. PHAM - EEIT2014

The fundamental theorems of calculus

Ans: The function f (x) = e x is continuous everywhere and its

Remark: People usually the notation

Duong T. PHAM - EEIT2014

The fundamental theorems of calculus

Duong T. PHAM - EEIT2014

The fundamental theorems of calculus

The fundamental theorems of calculus: Suppose f is continuous on

Remark: We note that the two above statements can be written as

Duong T. PHAM - EEIT2014

2, 4, 718, 1930, 4142, 5356

Duong T. PHAM - EEIT2014