4 Calculus of functions of one variable

4.1 Functions, range, domain

A function is a rule that assigns a unique value f (x) to each value x in a given domain. The set of values taken by f (x) when x takes all possible values in the domain is the range of f .

4.1.1 Example f (x) = x2 for 1 < x 1

y 1 range of f y=f(x)

-1

O
domain of f

1 x

4.2 Some important functions

4.2.1 Exponential function
f (x) = exp x may be dened by df (x) = f (x) and f (0) = 1. dx

exp(x)

1 O
Exponential function is denoted by f (x) = ex for all real x.
2

or

exp x

It may also be written as an innite series exp x = ex = 1 + x + Two important properties are as x +, as x , exp x + (ex +) exp x 0 (ex 0). x2 x3 x4 + + + . 2! 3! 4!

The function f (x) = ex is just 1 ex as x +, as x , ex 0 ex + (exp(x) 0) (exp(x) +).

Note that exp(x) > 0 for all real x and ea+b = eaeb (ea)b = eab

exp(a + b) = exp(a) exp(b) (exp(a))b = exp(ab)

3

4.2.2 Hyperbolic functions

The hyperbolic sine function (sinh) and the hyperbolic cosine function (cosh) are dened by
x x sinh x = 1 2 (e e ) x x cosh x = 1 2 (e + e ).

10 5 0 -5 -10 -3 -2 -1 0 x 1 2 3 y=sinh x y=cosh x

Some key facts about these hyperbolic functions are: cosh(x) = cosh x and sinh(x) = sinh x: as x +, cosh x + and sinh x +. as x , cosh x + and sinh x . cosh2 x sinh2 x = 1.
4

The hyperbolic tangent function (tanh) is dened by tanh x =

1 y=tanh x 0

sinh x . cosh x

-1 -3 -2 -1 0 x 1 2 3

tanh(x) = tanh x : ie tanh x is an odd function. as x +, tanh x +1. as x , tanh x 1.

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4.2.3 Natural logarithm

For any real number x we may calculate y = ex. Similarly, for any y > 0 we may nd an x so that ex = y , in which case we write x = ln y The two statements x = ln y and y = ex are equivalent. They make sense only if y > 0. We say that ln (the natural logarithm) is the inverse of the exponential function. ln x is dened for x > 0 and has the usual properties of a logarithm: ln(x1x2) = ln x1 + ln x2 ln xa = a ln x exp(ln x) = x ln(exp x) = x for all x > 0 for all x
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(= loge y in some books)

4.3 Revision of dierentiation

Dierentiation is a measure of the rate of change of a function. It is one of the most powerful mathematical tools used by engineers because most physical laws are expressed as rates of change.

Example Newtons law of motion

rate of change of velocity = Force mass

Consider a curve y = f (x). The slope of the tangent at any point is the derivative of the function f (x) denoted by f (x) or df dx
7

slope of chord is
f(x 0+h)-f(x 0) h

f(x 0+h) tangent line at x 0 f(x 0)

O
x0 x 0 +h

As h 0, In other words

slope of chord slope of tangent.

f ( x0 + h ) f ( x 0 ) df (x0) = lim h0 dx h whenever this limit exists. f (x0 ) = Calculating f is dierentiation.

8

4.3.1 Rules for dierentiation

(i) Powers If f (x) = xn then f (x) = nxn1. Example: d 6 x = 6 x5 dx

(ii) Trigonometric functions

d sin x = cos x dx

d cos x = sin x dx

(iii) Exponential and logarithm functions

d x e = ex dx

1 d ln x = dx x
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(iv) Linearity d df dg (f + g ) = + dx dx dx d 2 d 2 d Example: (x + x) = (x ) + (x) = 2x + 1 dx dx dx If a is a constant, d (2x3) = 6x2 dx d df (af ) = a . dx dx

Example:

(v) Products of functions The product rule is df dg d (f g ) = g+ f dx dx dx

Example:

d 2 (x sin x) = 2x sin x + x2 cos x. dx

Here f = x2 and g = sin x.

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(vi) Quotient of functions d f dx g dg 1 df gf = 2 g dx dx

Example:

d sin x x cos x sin x = dx x x2

Here f = sin x and g = x (vii) Composition: function of a function If f (x) = F (u(x)) then dF du df = dx du dx

Example: dierentiate f (x) = cos(x2) Here u(x) = x2 and F (u) = cos u so that f (x) = F (u(x)) = cos(x2) Thus df = sin u 2x = 2x sin(x2) dx
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Example: dierentiate ln(cos x) Here u(x) = cos x and F (u) = ln u Thus df 1 sin x = ( sin x) = = tan x dx u cos x

Example: dierentiate sin 3x Here u(x) = 3x and F (u) = sin u Thus df = cos u 3 = 3 cos 3x dx

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4.4 Stationary points

An important application of calculus is to nd where a function is a maximum or a minimum.

f(a)=0

x=a
When these occur the slope of the tangent to the curve is zero, f (x) = 0. The condition f (x) = 0 alone however does not guarantee a minimum or a maximum. In general we say that if f (a) = 0 then x = a is a stationary point. We classify them into the most common types, maxima, minima and points of inection.
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local maximum f decreases as x moves away from x = a, so f (x) f (a) for all x near a.

f(a)=0

f(x)>0

x=a

f(x)<0

Since f (x) is a decreasing function of x near x = a,

the derivative of f (x) is negative.

Therefore f (a) = 0 and f (a) < 0 implies that x = a is a local maximum.

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local minimum f increases as x moves away from x = a, so f (x) f (a) for all x near a.

f(x)<0

x=a

f(x)>0

f(a)=0
Here f (x) is an increasing function of x. Therefore f (a) = 0 and f (a) > 0 implies that x = a is a local minimum.
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point of inection
x=a f(x)>0

f (x) steadily increases (or decreases) as x passes through the stationary point.
f(x)>0

f(a)=0

OR
f(x)<0 x=a f(a)=0

f(x)<0

If f (a) = f (a) = 0 and f (a) = 0 then x = a is a point of inection.

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Example
Find and classify the stationary points of the function f (x) = 4x3 x4

Find stationary points: f (x) = 12x2 4x3 = 4x2(3 x) so f (x) = 0 when x=0 or x=3

and these are the stationary points. Classify stationary points: f (x) = 24x 12x2 f (3) = 36 < 0, so x = 3 is a local maximum. , so we need f (0) in this case. f (0) = 0 f (x) = 24 24x f (0) = 24 = 0 and so x = 0 is point of inection.
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4.5 Taylor series

The expansion x2 x3 + + 2! 3! is an example of a Taylor series. These enable us to approximate a given function f (x) using a series which is often easier to calculate. Among other uses they help us to ex = 1 + x +

Calculate complicated functions using only simple arithmetic operations (addition, multiplication etc.), useful in numerical work.

Find useful analytical approximations which work for x near a given value (for example, ex 1 + x for x near 0). Understand the behaviour of a function near a stationary point.
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4.5.1 Strategy
Suppose we know information about f (x) only at the point x = 0. How can we nd out about f for other values of x? Could try approximating the function by polynomials and match f (0), f (0), f (0) etc. Note: f (x) is the second derivative of f , i.e., d2f (x) d df (x) = f (x) = dx2 dx dx

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Example
For x near 0, approximate f (x) = cos x by a quadratic g ( x ) = a 0 + a 1 x + a 2 x2 .
y

y=cos x y=a0 +a 1 x+a2 x2 x

Match f (0) = g (0):

f (0) = 1

g (0) = 1

a0 = 1

Match f (0) = g (0): f (0) = sin 0 = 0 g (0) = 0 a1 = 0 (because g (x) = a1 + 2a2x)

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Match f (0) = g (0): f (0) = cos 0 = 1 g (0) = 1 1 a2 = 2 because g (x) = 2a2 So for x near 0, 1 cos x 1 x2 2 where means is approximately equal to. Check x 0.4 0.2 0.1 cos x 0.921061 0.980066 0.995004
2 11 2x

0.920 0.980 0.995

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4.5.2 General case

Any function f (x) can be written as an innite Maclaurin series f (x) = a 0 + a 1 x + a 2 x2 + a 3 x3 + where a0 = f (0) 1 dnf an = n! dxn x=0

n! = n factorial = n(n 1)(n 2) . . . 3.2.1 Expect series to be useful when x is small in magnitude. Often successive terms in series decrease rapidly. For practical purposes we use only a nite number of terms in the series.
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We may expand about any point x = a to give a Taylor series f (x) = f (a) + (x a)f (a) 1 + (x a )2 f (a ) 2! 1 + (x a )3 f (a ) 3! 1 + + (x a)nf (n)(a) + , n! a generalisation of a Maclaurin series. An alternative form of Taylor series is given by setting x = a + h (with h small) f (a + h) = f (a) + hf (a) + + + 1 2 h f (a ) 2!

1 n (n) h f (a ) + n!

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4.5.3 Example
Find the Taylor series of f (x) = cos x about x = /2. Take a = 2 in general formula.

f (x) = sin x f (x) = cos x f (x) = sin x (x )3 2 So f (x) = (x 2 ) + ... 3!

f ( 2) = 0 f ( 2) = 1

f ( 2 ) = 1

f ( 2) = 0

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4.5.4 Example
Find the Taylor series for ex about the point: (a) x = 0 (a) a0 = f (0) = e0 = 1 a1 = f (0) = e0 = 1
1 0 1 a2 = 1 2 f (0) = 2 e = 2 1 0 1 a3 = 1 6 f (0) = 6 e = 6

(b) x = 1.

f (x) = ex f (x) = ex f (x) = ex

So 1 1 f ( x) = 1 + x + x 2 + x 3 + 2 6 (The same expansion as was used to dene ex earlier.)

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(b) f (x) = ex = f (1) + (x 1)f (1) 1 + (x 1)2f (1) 2 1 + (x 1)3f (1) + 6 Since all derivatives of exp x are exp x itself, f (1) = e1 = e and 1 f (x) = e + (x 1)e + (x 1)2e 2 1 + (x 1)3e + 6 1 = e 1 + (x 1) + (x 1)2 2 1 + (x 1)3 + 6
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f (1) = e1 = e, etc

4.5.5 Taylor series at a stationary point

If f (x) has a stationary point at x = a, then f (a) = 0 and the Taylor series begins 1 f (x) = f (a) + f (a)(x a)2 + 2 If f (a) > 0 then the quadratic part makes the function increase going away from x = a and we have a minimum. If f (a) < 0 then the function decreases going away from x = a and we have a maximum. If f (a) = 0 we must include higher order terms to determine what happens.

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4.6 Limits
Consider the function f (x) = 1 x1 for x = 1
f(x) -> + oo

f(x)

f (x) is not dened at x = 1, but it clearly tends to as x approaches the value 1 from below, and + as x approaches the value 1 from above.

f(x) -> -oo

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In other words f f We write:

x1

as x 1 as x 1+

lim f (x) =

and
x1+

lim f (x) = +

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4.6.1 Example
Even when the function is well behaved, it may not be possible simply to insert the value of x into the formula given for f (x). Consider the example f (x) = sin x . x

sin 0 sin x is meaningless, but we can nd (on a calculator) for 0 x nonzero values of x that approach 0: Clearly x 0.1 0.01 0.001 sin x x 0.998 . . . 0.99998 . . . 0.9999998 . . .
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It appears that

sin x approaches 1 as x 0. Therefore x sin x = 1. x0+ x lim

We get the same result if x approaches 0 from the negative side (or from below). Where the limits from above and below are the same we write simply sin x = 1. x0 x lim

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4.6.2 lH opitals rule

A systematic way of dealing with functions like lH opitals rule. Suppose lim f (x) = 0 and lim g (x) = 0.
xa xa

sin x is provided by x

If f (x) = L, xa g (x) lim where L is any real number or , then f (x) = L. xa g (x) lim

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4.6.3 Examples
(i) Find lim sin x x0 x
x0 x0

Here f (x) = sin x, g (x) = x and a = 0. Since lim f (x) = lim g (x) = 0, we can apply lH opitals rule. This says that if we can nd L = lim then f (x) =L x0 g (x) lim Here f (x) = cos x and g (x) = 1 and so L = lim sin x =1 x0 x
33

f (x) x0 g (x)

cos x 1 = =1 x0 1 1

Therefore lim

(ii) Find L = lim

sin x x x0 x3

Here f (x) = sin x x and g (x) = x3, which both tend to 0 as x 0 Calculating f (x) g (x) for small x gives: x 0.1 0.01 0.001 Since f (x) = cos x 1 then, by lH opitals rule, L = lim cos x 1 x0 3x2
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f (x) g (x) 0.16658 . . . 0.1666658 . . . 0.166666658 . . .

g (x) = 3x2

But lim cos x 1 = 0 and lim 3x2 = 0, so we must apply lH opitals rule again, to give
x0 x0

L = lim

x0

sin x 6x

Again,
x0

lim sin x = 0

and
x0

lim 6x = 0

so we apply lH opitals rule a further time to give L = lim

x0

cos x 1 = 6 6

Agrees with 0.16666 . . . from calculator.

4.6.4 Taylor series and lH opitals rule

The function sin x has a Taylor series x3 x3 + = x + . sin x = x 3! 6 Then sin x x x3 / 6 + x2 = =1 + x x 6 approaches 1 as x approaches 0. Similarly sin x x x x3 / 6 + x 1 = = + x3 x3 6 approaches 1/6. lH opitals rule can be understood in particular examples by examining the Taylor series for f (x) and g (x).
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Example Let f (a) = g(a) = 0 and suppose g (a) = 0. Then

0 + ( x a )f (a ) + 1 ( x a )2 f ( a ) + f (x) 2 = 2 g (x) 0 + ( x a )g (a ) + 1 2 (x a ) g (a ) + f (a ) + 1 2 (x a )f (a ) + g (a ) + 1 2 (x a )g (a ) +

approaches

f (a ) as x approaches a. g (a )

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4.7 Curve sketching 4.7.1 Hints on curve sketching

To sketch the curve y = f (x), it is helpful to try the following. 1. Look for easily calculated points such as x = 0 and y = 0, the intercept points on the y - and x- axes, respectively. 2. Find and classify the stationary points of the function. 3. Find limiting behaviour as x . For example, you might nd horizontal asymptotes such as in the curve y = ex, which approaches the x axis as x since ex 0. 4. See if there are vertical asymptotes where y for some nite value of x. 5. Look for regions where the curve is not dened. For example, the curve y = ex cannot enter the lower half plane because ex > 0 for all x.
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6. See if there are any simple symmetries. For example, if f (x) is an even function of x (so that f (x) = f (x)), then (x, y ) lies on the curve whenever (x, y ) does. In this case the sketch should be symmetric about the y -axis. Similarly, if f (x) is an odd function of x (so that f (x) = f (x)), then (x, y ) lies on the curve whenever (x, y ) does. In this case the sketch should centro-symmetric, i.e., symmetric with respect to reection through the origin.

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4.7.2 Example
Sketch the curve y = x4 2x2 1. Special values. y (0) = 0 so the curve goes through the origin. 2. Stationary points. f (x) = 4x3 4x = 4x(x2 1) = 0 when x = 0 or x = 1, so these are the stationary points. f (x) = 12x2 4 is negative when x = 0, so this is a local maximum, and positive when x = 1, so these are minima. The coordinates in the x y plane of these stationary points are maximum: (0, 0) minima: (1, 1).
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3. Limiting behaviour as x y = x4 2x2 x4 4. Vertical asymptotes There are none in this case. 5. Regions where curve is not dened. There are no really obvious excluded regions in this case although completing the square x4 2x2 = x4 2x2 + 1 1 = (x2 1)2 1 does show that the value of the function cannot fall below y = 1. 6. Symmetries The function f (x) = x4 2x2 is even, so the graph is symmetric with respect to reection about the y axis.
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as x .

Result:

(0,0)

(1,1)

(1,1)

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4.8 NewtonRaphson iteration

A numerical technique for nding solutions (or roots) of an equation f (x) = 0. Suppose we want to nd values of x for which x = cos x. Let X be one such value.

y=x

y=cos x

x
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x = cos x f (x) = 0, where

f(x)

X
f (x) = x cos x

As a rst guess at X try x0 = 0.7. Since f (0.7) = 0.0648 0, this is a reasonable guess. To improve on this, suppose X = x0 + , where is small.

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Then, using Taylors series: 1 f (X ) = f (x0) + f (x0) + 2f (x0) + 2 0 f (x0) + f (x0) f (x0 ) f (x0 ) f (x 0 ) X x0 f ( x0 ) So we should expect x1 = x 0 f ( x0 ) f (x0 )

to be a better approximation to X than x0. We nd x1 = 0 . 7 0.7 cos 0.7 = 0.7394. 1 + sin 0.7

By calculation, f (x1) = 0.0006. Compare this with f (x0) = 0.0648.

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The NewtonRaphson scheme

To solve f (x) = 0. Step 1 Take x0 = initial guess for root of equation. Ensure that f (x0) 0 so that x0 is a reasonable guess at the root. Step 2 Generate the sequence of numbers x1, x2, x3 and so on using the formula f (x n ) n = 0, 1, 2, . . . xn+1 = xn f (xn ) Stop iterating when the xn have converged to given accuracy. Step 3 (Important!) Check that f (xN ) 0, where xN is the nal iteration.
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4.8.1 Example
Obtain the roots of x = 2 sin 2x
y 2 y=x

/4 -X X

/2 x

y=2sin2x

Clearly x = 0 is a root, and there are roots at X , with Take f (x) = x 2 sin 2x, so f (X ) = 0. Step 1 Since X 1, take x0 = 1 as initial guess. f (x0) = 0.8.

<X< . 4 2

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Step 2 Use the NewtonRaphson iteration step xn+1 = xn Here f (x) = 1 4 cos 2x. Then xn+1 = xn n 0 1 2 3 4 5 xn 1 1.30721 . . . 1.23967 . . . 1.2372917 . . . 1.2372884 . . . 1.2372884 . . . f (x n ) 0.818 . . . 0.301 . . . 0.0098 . . . 0.000013 . . . 0.27 1010 0.1 1021 xn 2 sin 2xn 1 4 cos 2xn f (xn ) 2.664 . . . 4.457 . . . 4.154 . . . 4.143 . . . 4.143 . . . f (x n ) f ( xn )

X = 1.2373(4DP)

Step 3 By recording values of f (xn) in the table we can check f (xn) 0. Roots of x = 2 sin 2x are thus x = 0, x = 1.2373 (4DP) and x = 1.2373 (4DP).
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4.9 Integration
Integration and dierentiation are inverse operations, i.e., one undoes the other. The indenite integral of a function f (x) is denoted by f (x) d x This should satisfy d dx Note: for any constant c, d dx f (x) d x + c f (x) d x = f (x)
x

or by

f (t) dt

d dx d = dx = f (x) =

f (x) dx + f (x) dx

d (c) dx

Therefore indenite integrals always include an arbitrary constant of integration. Conversely df dx = f (x) + c dx
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4.9.1 Examples
ex dx = ex + c (since sin x dx = cos x + c (since 1 = ln x + c x (since d 1 ln x = ). dx x
49

d x e = ex). dx

d cos x = sin x). dx

4.9.2 Denite integrals

The denite integral of a function g (x) in the range a x b is denoted by
b a

g (x) d x

If g (x) = then
b a b df a dx

df dx

g (x) dx =

dx = f (b) f (a)

Notation: f (b) f (a) = [f (x)]b a

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4.9.3 Examples

1 0 1

ex dx =

1 d 0 dx

(ex) dx = [ex]1 0 =e1

Therefore
0

ex dx = e 1

/2 0

cos x dx =

(sin x) dx dx /2 = [sin x]0 = sin sin 0 2

0

/2 d

/2

Therefore
0

cos x dx = 1

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2 dx 1 2 dx 1

1 dx = [ln x]2 1 = ln 2 ln 1 = ln 2

2 d

(ln x) dx

Therefore

= ln 2

By denition d +1 ) dx = x+1 + c (x dx But d +1 ) dx = (x dx Therefore x dx = x+1 +c +1 ( + 1)x dx

52

x1/2 dx =
4 0

2 3/2 +c x 3

x1/2 dx =

2 3/2 4 x 3 0 2 3/2 = 0 4 3 16 2 8= = 3 3

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4.10 Area and integration

Approximate the area under a smooth curve using a large number of narrow rectangles.

y y=f(x)

y=f(x)

A = f (xn)xn

xn x n

Area under step curve =

f (xn)xn.

As the rectangles get more numerous and more narrow, the area of the step curve approaches the area under the smooth curve.
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The limiting value is denoted

n

f (xn)xn

b a

f (x) dx.

This explains the notation used for integrals. We can see why the area is an integral as follows. Let F (x) = area under curve between a and x.

y=f(x)

Then, if x is small, the area between x and x + x is

F (x + x) F (x) f (x)x.

Letting x tend to 0 gives F (x) = f (x).

x x+x

The derivative of the area is f (x) and therefore the integral of f (x) is the area.
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Remarks Area is counted as positive above the x-axis and negative below. Variables of denite integration are arbitrary:
b a

f (x) dx =

b a

f (t) dt =

b a

f ( ) d

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4.10.1 Example

Area between two curves

Calculate the area between the curves y = f 1 ( x ) = 2 x2 and y = f 2 (x) = x

y 2 y=f 2 (x)

Q A
-2 1 x

-2 y=f1 (x)
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First nd the crossing points P and Q. The curves cross when f 1 (x) = f 2 (x) i.e., when x = 2 x2 x = 1 or 2

Since f1(x) f2(x) between P and Q, A = = =

1 2 1 2

(f1(x) f2(x)) dx 2 x2 x dx

1 1 1 2x x3 x2 3 2 2 1 1 8 4 = 2 4 + 3 2 3 2 9 = 2
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4.11 Application of integration: dierential equations.

Suppose we are given the equation dy = y2 dx and asked to nd y . The function on the right is not known so a straightforward integration y= does not solve the problem. This is an example of a rst order dierential equation, for which the general form is dy = F (x, y ). dx Such equations are often dicult to solve, but one type is easily dealt with.
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y 2dx

4.11.1 Separable dierential equations

A rst-order dierential equation is called separable if it is of the form dy = f (x)g (y ). dx The function F (x, y ) separates into a product of a function of x and a function of y . We can solve by rearranging as follows 1 dy = f (x). g (y ) dx Hence 1 dy = g (y ) f (x)dx + c,

remembering to include an arbitrary constant of integration c.

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4.11.2 Example
Find y such that dy = ky, dx where k is a constant. Rearranging gives 1 dy = y kdx + c

ln y = kx + c. Hence y = ekx+c = ecekx = Aekx, where A = ec is an arbitrary constant.

61

4.11.3 Example
Find y such that dy + xy 2 = 0. dx Rearranging gives dy = xy 2 dx 1 dy = y2 xdx + c

1 1 = x2 + c y 2

2 . x2 + A where A = 2c is an arbitrary constant. y =

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4.11.4 Example
Solve dy + xy 2 = 0. dx y (1) = 1. Depending on the physical context, such a condition might be termed a boundary condition or an initial condition. We know from the previous example that the general solution satises 2 y= 2 x +A We now choose A so that the condition y (1) = 1 holds. 2 =1 1+A and 2 . y= 2 x +1
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subject to

A=1

4.11.5 Example
Newtons law of cooling states that the rate at which the temperature of a cooling object falls is proportional to dierence in temperature between the object and the surrounding environment. That is, dT = k(T T0). dt Let u = T T0. Then du = ku. dt 1 du = u kdt + c

Rearranging gives

ln u = kt + c u = Aekt where A = ec is an arbitrary constant.

64

Suppose the initial condition u = u0 when t = 0

is given. Then we determine A using u0 = u(t = 0) = Aek0 = A. Therefore u(t) = u0ekt.

65

Techniques for integration

4.12 Integration by substitution
We can dierentiate a function of a function using the chain rule. For example d sin(x2) = cos(x2) 2x dx This example tells us how to do the following integral. 2x cos(x2) dx = d sin(x2) dx dx = sin(x2) + c

The method of substitution gives us a systematic way of trying to reverse the chain rule when we have a function of a function in an integral.
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4.12.1 Example
Find I= Step 1 Let w(x) = 5x 1 Step 2 Then dw =5 dx and so 1 5 dw = dx Step 3 The integral is then I= Step 4 Finally I= (5x 1)4 +c 20
67

(5x 1)3 dx

w3

1 1 4 1 1 dw = w4 + c = w +c 5 5 4 20

4.12.2 Example
Find I= Step 1 Let w(x) = sin x + 1 Step 2 Then dw = cos x dx and so dw = cos x dx Step 3 The integral is now I = = w dw = w1/2 dw cos x sin x + 1 dx

2 3/2 +c w 3

Step 4 Finally, I =

2 (sin x + 1)3/2 + c 3
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4.12.3 Example
Find I=
/2 0

cos x

sin x + 1 dx

Use the previous example. w(x) = sin x + 1 and so x = 0 corresponds to w = 1 x = /2 corresponds to w = 2

Thus I=
2 1

w dw =

2 3/2 2 2 3/2 w = 2 1 3 3 1

( 1.219)
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4.12.4 Example
Find I= Step 1 Let w = 1 + x2 Step 2 Then dw = 2x dx because dw = 2x, dx i.e., 1 dw = x dx 2 dw 1 = ln |w| + c w 2 x dx 1 + x2

Step 3 The integral is then I= Step 4 Finally I= 1 ln(1 + x2) + c 2

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1 2

4.12.5 Example
Find I= Use the previous example. w(x) = 1 + x2 and so x = 1 corresponds to w = 2 x = 2 corresponds to w = 5 x dx 1 1 + x2
2

Thus I=
5 1 ln w 2 2 2w 2 1 1 = ln 5 ln 2 2 2 1 5 ln = 2 2 5 dw

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4.12.6 Example
Find I=
1 0

(1 x2) dx

Try a trigonometrical substitution x = sin w Then dx = cos w dw because dx = cos w dw

x = 0 corresponds to w = 0 x = 1 corresponds to w = /2 Thus I = =

0
72

/2 0 /2

(1 sin2 w) cos w dw

cos2 w dw

But cos(2w) = 2 cos2 w 1 and so cos2 w = 1 1 cos(2w) + 2 2

Hence I = 1 1 dw cos(2w) + 2 2 0 1 w /2 sin(2w) + = 4 2 0 1 = (0 0) sin + 4 4 = 4

/2

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4.13 Integration by parts

This technique reverses the product rule for dierentiation: d dv du (uv ) = u + v dx dx dx Integrate this to give d (uv ) dx = dx i.e., uv = or u dv dx = uv dx du v dx dx u dv dx + dx du v dx dx u dv dx + dx du v dx dx

For denite integrals

b a

b du dv dx = [uv ]b v dx a dx a dx
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4.13.1 Example
1

Find
0

xex dx

Choose u=x so that du =1 dx Then

1 0

dv = e x dx v = ex

xex dx =

0 0 1 1 = xex ex 0 0 1 1 = e (e 1)

xex

(ex) dx

= 1 2e1 0.2642
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4.13.2 Example
Find I = Use u with ln x dx dv dx = uv dx u du v dx dx

dv = ln x dx du 1 dv = 1. Then = and v = x and so Set u = ln x and dx dx x 1 I = x ln x x dx + const x = x ln x dx + const = x ln x x + const Finally ln x dx = x(ln x 1) + const (Check by dierentiating.)
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4.13.3 Example
Find I (x) = Choose u = ex I= ex sin x dx. du dv = sin x so that = ex and v = cos x dx dx ex cos x dx

and

ex sin x dx = ex cos x +

Using integration by parts again we set u = ex so that du = ex and v = sin x dx I = I = 2I = I = ex cos x + ex sin x ex(sin x cos x) I + c ex(sin x cos x) + c 1 x e (sin x cos x) + c1 2 ex sin x dx and dv = cos x dx

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4.13.4 Example
Find I = x2 cos 4x dx dv du 1 = cos 4x so that = 2x and v = sin 4x. dx dx 4

Set u = x2 and

Then integration by parts yields I = 2x x2 sin 4x sin 4x dx 4 4 1 x2 sin 4x x sin 4x dx = 4 2

(4.1)

We must now tackle set

x sin 4x dx. Use integration by parts again: now u=x and dv = sin 4x dx

so that

du 1 = 1 and v = cos 4x. dx 4

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x 1 x sin 4x dx = cos 4x + 1 cos 4x dx 4 4 1 x sin 4x + c = cos 4x + 4 16 By substituting (4.2) into (4.1) we nd I to be x2 1 1 x sin 4x sin 4x + c cos 4x + 4 2 4 16 or x 1 x2 sin 4x + cos 4x sin 4x + c1 4 8 32

(4.2)

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