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Integrationbyparts
FromWikipedia,thefreeencyclopedia Mainpage Contents Featuredcontent Currentevents Randomarticle DonatetoWikipedia WikimediaShop Interaction Help AboutWikipedia Communityportal Recentchanges ContactWikipedia Toolbox Print/export Languages Bosanski Catal esky Deutsch Espaol Franais BahasaIndonesia slenska Italiano Lietuvi Nederlands Polski Portugus Shqip Slovenina lnski Srpskohrvatski/ Svenska Editlinks Contents[hide] 1Theorem 1.1Productoftwofunctions 1.2Productofmanyfunctions 2Visualization 3Applicationtofindantiderivatives 3.1Strategy 3.2Examples 3.3LIATErule 4Applicationsinpuremathematics 4.1Useinspecialfunctions 4.2Useinharmonicanalysis 4.3Useinoperatortheory 4.4Otherapplications 5Recursiveintegrationbyparts 5.1Tabularintegrationbyparts 6Higherdimensions 7Seealso 8Notes 9References 10Externallinks

Incalculus,andmoregenerallyinmathematicalanalysis,integrationbypartsisatheoremthatrelatestheintegralofa productoffunctionstotheintegraloftheirderivativeandantiderivative.Itisfrequentlyusedtotransformtheantiderivativeofa productoffunctionsintoanantiderivativeforwhichasolutioncanbemoreeasilyfound.Therulecanbederivedinoneline simplybyintegratingtheproductruleofdifferentiation. Ifu=u(x),v=v(x),andthedifferentials du=u'(x)dxanddv=v'(x)dx,thenintegrationbypartsstatesthat

Calculus
Fundamentaltheorem Limitsoffunctions Continuity Meanvaluetheorem Rolle'stheorem Differentialcalculus Integralcalculus
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ormorecompactly:

MoregeneralformulationsofintegrationbypartsexistfortheRiemannStieltjesintegralandLebesgueStieltjesintegral. Onecanalsoformulateadiscreteanalogueforsequences,calledsummationbyparts.

Listsofintegrals Definitions AntiderivativeIntegralImproperintegral RiemannintegralLebesgueintegration Contourintegral Integrationby partsdiscscylindricalshellssubstitution trigonometricsubstitutionpartialfractions changingorderreductionformulae Series Vectorcalculus Multivariablecalculus Specializedcalculi
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v t e

Theorem

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Productoftwofunctions

Thetheoremcanbederivedasfollows.Supposeu(x)andv(x)aretwocontinuouslydifferentiablefunctions.Theproductrulestates(inLeibniznotation):

Integratingbothsideswithrespecttox,overaninterval axb :

thenapplyingthefundamentaltheoremofcalculus,

givestheformulaforintegrationbyparts:

Sinceduanddvaredifferentialsofafunctionofonevariablex,

Theoriginalintegraluvdxcontainsv(derivativeofv)inordertoapplythetheorem,v(antiderivativeofv)mustbefound,andthentheresultingintegralvudxmustbe evaluated.

Productofmanyfunctions

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Integratingtheproductruleforthreemultipliedfunctions,u(x),v(x),w(x),givesasimilarresult:

Ingeneralfornfactors

whichleadsto

wheretheproductisofallfunctionsexceptfortheonedifferentiatedinthesameterm.

Visualization

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Defineaparametriccurveby(x,y)=(f (t ),g(t )).Assumingthatthecurveislocallyonetoone,wecandefine

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Theareaoftheblueregionis

Similarly,theareaoftheredregionis

ThetotalareaA1+A2isequaltotheareaofthebiggerrectangle,x2y2,minustheareaofthesmallerone,x1y1:
Graphicalinterpretationofthetheorem.Thepictured curveisparametrizedbythevariablet.

Assumingthecurveissmoothwithinaneighborhood,thisgeneralizestoindefiniteintegrals:

Rearranging:

Thusintegrationbypartsmaybethoughtofasderivingtheareaoftheblueregionfromthetotalareaandthatoftheredregion. Thisvisualisationalsoexplainswhyintegrationbypartsmayhelpfindtheintegralofaninversefunctionf 1(x)whentheintegralofthefunctionf (xv)isknown.Indeed,the functionsx(y)andy(x)areinverses,andtheintegralxdymaybecalculatedasabovefromknowingtheintegralydx.

Applicationtofindantiderivatives
Strategy
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Integrationbypartsisaheuristicratherthanapurelymechanicalprocessforsolvingintegralsgivenasinglefunctiontointegrate,thetypicalstrategyistocarefully separateitintoaproductoftwofunctionsu(x)v(x)suchthattheintegralproducedbytheintegrationbypartsformulaiseasiertoevaluatethantheoriginalone.The followingformisusefulinillustratingthebeststrategytotake:

Notethatontherighthandside,uisdifferentiatedandvisintegratedconsequentlyitisusefultochooseuasafunctionthatsimplifieswhendifferentiated,and/orto choosevasafunctionthatsimplifieswhenintegrated.Asasimpleexample,consider:

Sincethederivativeoflnxis1/x,wemake(lnx)partofusincetheantiderivativeof1/x2is1/x,wemake(1/x2)partofv.Theformulanowyields:

Theantiderivativeof1/x2canbefoundwiththepowerruleandis1/x. Alternatively,wemaychooseuandvsuchthattheproductu'(vdx)simplifiesduetocancellation.Forexample,supposewewishtointegrate:

Ifwechooseu(x)=ln|sinx|andv(x)=sec2x,thenudifferentiatesto1/tanxusingthechainruleandvintegratestotanxsotheformulagives:

Theintegrandsimplifiesto1,sotheantiderivativeisx.Findingasimplifyingcombinationfrequentlyinvolvesexperimentation. Insomeapplications,itmaynotbenecessarytoensurethattheintegralproducedbyintegrationbypartshasasimpleformforexample,innumericalanalysis,itmay sufficethatithassmallmagnitudeandsocontributesonlyasmallerrorterm.Someotherspecialtechniquesaredemonstratedintheexamplesbelow.

Examples

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Polynomialsandtrigonometricfunctions Inordertocalculate

let:

then:

whereCisanarbitraryconstantofintegration. Forhigherpowersofxintheform

repeatedlyusingintegrationbypartscanevaluateintegralssuchastheseeachapplicationofthetheoremlowersthepowerofxbyone. Exponentialsandtrigonometricfunctions Anexamplecommonlyusedtoexaminetheworkingsofintegrationbypartsis

HiQPdfEvaluation05/10/2013 Here,integrationbypartsisperformedtwice.Firstlet

then:

Now,toevaluatetheremainingintegral,weuseintegrationbypartsagain,with:

Then:

Puttingthesetogether,

Thesameintegralshowsuponbothsidesofthisequation.Theintegralcansimplybeaddedtobothsidestoget

whichrearrangesto:

whereagainC(andC'=C/2)isanarbitraryconstantofintegration. Asimilarmethodisusedtofindtheintegralofsecantcubed. Functionsmultipliedbyunity Twootherwellknownexamplesarewhenintegrationbypartsisappliedtoafunctionexpressedasaproductof1anditself.Thisworksifthederivativeofthefunctionis known,andtheintegralofthisderivativetimesxisalsoknown. Thefirstexampleisln(x)dx.Wewritethisas:

Let:

then:

whereCistheconstantofintegration. Thesecondexampleistheinversetangentfunctionarctan(x):

Rewritethisas

Nowlet:

then

usingacombinationoftheinversechainrulemethodandthenaturallogarithmintegralcondition.

LIATErule

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AruleofthumbproposedbyHerbertKasubeofBradleyUniversityadvisesthatwhicheverfunctioncomesfirstinthefollowinglistshouldbeu: [1] LLogarithmicfunctions:lnx,logb x,etc. I Inversetrigonometricfunctions:arctanx,arcsecx,etc. AAlgebraicfunctions:x2,3x50,etc. TTrigonometricfunctions:sinx,tanx,etc. EExponentialfunctions:ex ,19x ,etc. Thefunctionwhichistobedviswhichevercomeslastinthelist:functionsloweronthelisthaveeasierantiderivativesthanthefunctionsabovethem.Theruleis sometimeswrittenas"DETAIL"whereDstandsfordv. TodemonstratetheLIATErule,considertheintegral

FollowingtheLIATErule,u=xanddv=cosxdx,hencedu=dxandv=sinx,whichmakestheintegralbecome

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whichequals

Ingeneral,onetriestochooseuanddvsuchthatduissimplerthanuanddviseasytointegrate.Ifinsteadcosxwaschosenasuandxasdv,wewouldhavethe integral

which,afterrecursiveapplicationoftheintegrationbypartsformula,wouldclearlyresultinaninfiniterecursionandleadnowhere. Althoughausefulruleofthumb,thereareexceptionstotheLIATErule.Acommonalternativeistoconsidertherulesinthe"ILATE"orderinstead.Also,insomecases, polynomialtermsneedtobesplitinnontrivialways.Forexample,tointegrate

onewouldset

sothat

Then

Finally,thisresultsin

Applicationsinpuremathematics

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Integrationbypartsisoftenusedasatooltoprovetheoremsinmathematicalanalysis.Thissectiongivesafewofexamples.

Useinspecialfunctions

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Thegammafunctionisanexampleofaspecialfunction,definedasanimproperintegral.Integrationbypartsillustratesittobeanextensionofthethefactorial:

yieldingthefamousidentity

Forintegerz ,applyingthisformularepeatedlygivesthefactorial(denotedbythe!):

Useinharmonicanalysis

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Integrationbypartsisoftenusedinharmonicanalysis,particularlyFourieranalysis,toshowthatquicklyoscillatingintegralswithsufficientlysmoothintegrandsdecay quickly.Themostcommonexampleofthisisitsuseinshowingthatthedecayoffunction'sFouriertransformdependsonthesmoothnessofthatfunction,asdescribed below. Fouriertransformofderivative Iff isak timescontinuouslydifferentiablefunctionandallderivativesuptothek thonedecaytozeroatinfinity,thenitsFouriertransformsatisfies

wheref (k )isthek thderivativeoff .(TheexactconstantontherightdependsontheconventionoftheFouriertransformused.)Thisisprovedbynotingthat

sousingintegrationbypartsontheFouriertransformofthederivativeweget

Applyingthisinductivelygivestheresultforgeneralk .AsimilarmethodcanbeusedtofindtheLaplacetransformofaderivativeofafunction. DecayofFouriertransform TheaboveresulttellsusaboutthedecayoftheFouriertransform,sinceitfollowsthatiff andf (k )areintegrablethen ,where .

Inotherwords,iff satisfiestheseconditionsthenitsFouriertransformdecaysatinfinityatleastasquicklyas1/||k .Inparticular,ifk 2thentheFouriertransformis integrable.

Theproofusesthefact,whichisimmediatefromthedefinitionoftheFouriertransform,that

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Usingthesameideaontheequalitystatedatthestartofthissubsectiongives

Summingthesetwoinequalitiesandthendividingby1+|2k |givesthestatedinequality.

Useinoperatortheory

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Oneuseofintegrationbypartsinoperatortheoryisthatitshowsthatthe(whereistheLaplaceoperator)isapositiveoperatoronL2(seeLpspace).Iff issmooth andcompactlysupportedthen,usingintegrationbyparts,wehave

Otherapplications

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FordeterminingboundaryconditionsinSturmLiouvilletheory DerivingtheEulerLagrangeequationinthecalculusofvariations

Recursiveintegrationbyparts

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Integrationbypartscanoftenbeappliedrecursivelyonthevdutermtoprovidethefollowingformula

Here,uisthefirstderivativeofuanduisthesecondderivative.Further,u(n)isanotationtodescribeitsnthderivativewithrespecttotheindependentvariable.Another notationapprovedinthecalculustheoryhasbeenadopted:

Therearen+1integrals. Notethattheintegrandabove(uv)differsfromthepreviousequation.Thedvfactorhasbeenwrittenasvpurelyforconvenience. Theabovementionedformisconvenientbecauseitcanbeevaluatedbydifferentiatingthefirsttermandintegratingthesecond(withasignreversaleachtime),starting outwithuv1.Itisveryusefulespeciallyincaseswhenu(k +1)becomeszeroforsomek +1.Hence,theintegralevaluationcanstoponcetheu(k )termhasbeen reached.

Tabularintegrationbyparts

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Whiletheaforementionedrecursivedefinitioniscorrect,itisoftentedioustorememberandimplement.Amucheasiervisualrepresentationofthisprocessisoften taughttostudentsandisdubbedeither"thetabularmethod",[2]"theStandandDelivermethod",[3]"rapidrepeatedintegration"or"thetictactoemethod".Thismethod worksbestwhenoneofthetwofunctionsintheproductisapolynomial,thatis,afterdifferentiatingitseveraltimesoneobtainszero.Itmayalsobeextendedtoworkfor functionsthatwillrepeatthemselves. Forexample,considertheintegral

Letu=x3.Beginwiththisfunctionandlistinacolumnallthesubsequentderivativesuntilzeroisreached.Secondly,beginwiththefunctionv(inthiscasecos(x))and listeachintegralofvuntilthesizeofthecolumnisthesameasthatofu.Theresultshouldappearasfollows. Derivativesofu(ColumnA) Integralsofv(ColumnB)

Nowsimplypairthe1stentryofcolumnAwiththe2ndentryofcolumnB,the2ndentryofcolumnAwiththe3rdentryofcolumnB,etc...withalternatingsigns (beginningwiththepositivesign).Dosountilfurtherpairingleadstosumsofzeros.Theresultisthefollowing(noticethealternatingsignsineachterm):

Which,withsimplification,leadstotheresult

Withproperunderstandingofthetabularmethod,itcanbeextended.Consider

Derivativesofu(ColumnA) Integralsofv(ColumnB)

Inthiscaseinthelaststepitisnecessarytointegratetheproductofthetwobottomcellsobtaining:

whichleadsto

andyieldstheresult:

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Higherdimensions

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Theformulaforintegrationbypartscanbeextendedtofunctionsofseveralvariables.Insteadofanintervaloneneedstointegrateoveranndimensionalset.Also,one replacesthederivativewithapartialderivative. Morespecifically,supposeisanopenboundedsubsetofnwithapiecewisesmoothboundary.Ifuandvaretwocontinuouslydifferentiablefunctionsontheclosure of,thentheformulaforintegrationbypartsis

where istheoutwardunitsurfacenormalto,i isitsithcomponent,andirangesfrom1ton. Byreplacingvintheaboveformulawithvi andsummingoverigivesthevectorformula

wherevisavectorvaluedfunctionwithcomponentsv1,...,vn. Settinguequaltotheconstantfunction1intheaboveformulagivesthedivergencetheorem

For

where

,onegets

whichisthefirstGreen'sidentity. Theregularityrequirementsofthetheoremcanberelaxed.Forinstance,theboundaryneedonlybeLipschitzcontinuous.Inthefirstformulaabove,onlyu,v H1() isnecessary(whereH1isaSobolevspace)theotherformulashavesimilarlyrelaxedrequirements.

Seealso

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IntegrationbypartsfortheLebesgueStieltjesintegral Integrationbypartsforsemimartingales,involvingtheirquadraticcovariation. Integrationbysubstitution

Notes

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.

1. ^Kasube,HerbertE.(1983)."ATechniqueforIntegrationbyParts".TheAmericanMathematicalMonthly90(3):210211.doi:10.2307/2975556 .JSTOR2975556 2. ^Khattri,SanjayK.(2008)."FOURIERSERIESANDLAPLACETRANSFORMTHROUGHTABULARINTEGRATION" .TheTeachingofMathematicsXI(2):97103. 3. ^Horowitz,David(1990)."TabularIntegrationbyParts" .TheCollegeMathematicsJournal21(4):307311.doi:10.2307/2686368 .JSTOR2686368 .

References

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Evans,LawrenceC.(1998).PartialDifferentialEquations.Providence,RhodeIsland:AmericanMathematicalSociety.ISBN0821807722. Arbogast,ToddJerryBona(2005).MethodsofAppliedMathematics (Pdu). Horowitz,David(September1990)."TabularIntegrationbyParts".TheCollegeMathematicsJournal 21(4):307311.doi:10.2307/2686368 .JSTOR2686368 .

Externallinks

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TheWikibookCalculushasa pageonthetopicof: Integrationbyparts

Hazewinkel,Michiel,ed.(2001),"Integrationbyparts" ,EncyclopediaofMathematics,Springer,ISBN9781556080104 IntegrationbyPartsFromMathWorld

Categories: Integralcalculus

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