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CALCULUS II MATH 166 SPRING 2015 (COHEN) LECTURE NOTES

Remark 0.1. Much of this set of lecture notes is adapted from a combination of Rogawskis Calculus
Early Transcendentals and Briggs and Cochrans Calculus, and many of the examples used appear
previously in these texts.
For the purposes of this class, we will regard calculus as the study of limits and limit processes.
Without yet formally recalling the definition of a limit, lets recall the main ways in which one applies
the concept in an introductory Calculus I course (which the student should have recently taken).

Super-Brief Calculus I Review.

The Derivative. Given a function f and a point x, we wish to compute the instantaneous rate of
change of f at x. Geometrically, we may identify this instantaneous rate of change with the slope of
the line tangent to the graph of f at the point x. How can we compute such a thing? The process
is achieved in just two major steps: a geometric approximation step and then a limit step.
y2 y1
to compute the average rate of change between x and any
x2 x1
other nearby point, which we denote x + h. Since the function f determines the y-values at x
and x + h, the formula we obtain is the familiar difference quotient below:

(1) Use the slope formula

f (x + h) f (x)
h
If we take the distance h to be a very small number, then this slope should be a very close
approximation to the slope we hope to compute. Indeed, in general a smaller choice of h should
lead to a closer approximation.
(2) Since step (1) gives us an infinite family of arbitrarily close approximations to the slope of the
tangent line, the natural final step is to let h shrink to 0, i.e. compute the limit as h 0 of our
approximations. So we obtain the formula
f 0 (x) = lim

h0

f (x + h) f (x)
h

When it exists, we call this value f 0 (x) the derivative of f at x, and it is precisely the slope of
the tangent line we seek.
The Definite Integral. Now, given a function f and two points a and b with a < b, we wish to
compute the area under the curve of f , bounded by the lines x = a and x = b. Again we proceed
by a geometric approximation step, and then a limit step. The student should observe the analogy
between this process and the one above for computing the derivative!
(1) First we consider any positive integer n, and we subdivide the interval [a, b] into n equal pieces,
indexed by the endpoints a = x0 < x1 < x2 < ... < xk < ... < xn = b. The width of each piece
[xk1 , xk ] is x = xk xk1 = ba
n . From each piece [xk1 , xk ], we select any test point xk , and
we imagine drawing a rectangle with base [xk1 , xk ], and height determined by the test point
f (xk ). The area of this rectangle is obviously (height)(width)= f (xk ) x. Adding together
the area of each of the n rectangles, we obtain the Riemann sum:
1

CALCULUS II MATH 166 SPRING 2015 (COHEN) LECTURE NOTES


n
X

f (xk ) x

k=1

This Riemann sum gives the approximate area of the region bounded by the curve of f . It is easy
to see that, in most cases, choosing a finer mesh, i.e. subdividing [a, b] into more, smaller pieces,
will yield a closer approximation to the actual area. In other words, choosing larger values of n
(equivalently, smaller values of x) should lead to a closer approximation to the area we hope
to compute.
(2) Now, again, step (1) yields for us an infinite family of arbitrarily close approximations to the
true area under the curve. So again we take a limit, this time as n , or equivalently, as
x 0. We get the formula for the definite integral of f from a to b:
Rb
a

f (x)dx = lim

n
X

f (xk ) x

k=1

This integral, when it exists, is the area under the curve of f bounded by x = a and x = b, as
desired.
The two processes above should have been the main focus of the readers Calculus I course, together
with the following remarkable theorem:
Theorem 1.1 (The Fundamental Theorem of Calculus). Let f be any continuous function and let a be
any point. Define the area function A of f (centered at a) by the rule
A(x) =

Rb
a

f (t)dt

Stated informally, A is the function which takes a real number x for input, and for output computes
the definite integral of f between the (non-variable) point a and the input x, i.e. gives the area under
the curve of f between a and x. Then the following two statements hold:
(1) A0 (x) = f (x); and
(2)

Rb
a

f (x)dx = F (b) F (a), where F is any antiderivative of f .

So, again informally, the FTC (Fundamental Theorem of Calculus) may be read as: (1) The definite
integral function of f is an antiderivative of f ; and (2) any antiderivative of f also computes the definite
integral of f . In other words, integration and antidifferentiation are essentially the same thing. So the
(perhaps) seemingly unrelated geometric processes of taking the derivative and computing the definite
integral are inverse processes of one another.
Overall, there are two major goals for this course. The first is to develop a toolbox of more advanced
integration skills, and use them for both purely mathematical and applied problems. The second major
goal of the course is to develop new fundamental applications of the limit process, especially the
development of infinite sequences and series. We begin with developing our integration techniques.

Integration by parts.

At this point in our development of the calculus, the student should recognize that our differentiation
techniques (chain rule, product rule, quotient rule, etc.) give us a tremendous amount of power to compute derivatives, but that our integration techniques are comparatively lacking. So far the only major
integration tool we have developed is the substitution rule, which one should think of as a reverse chain
rule. We now wish to expand the number of integration tools at our disposal by introducing a reverse

CALCULUS II MATH 166 SPRING 2015 (COHEN) LECTURE NOTES

product rule.
So consider a pair of differentiable functions u(x) and v(x). The product rule tells us that
d
dx u(x)v(x)

= u0 (x)v(x) + u(x)v 0 (x)

and hence
u(x)v 0 (x) =

d
dx u(x)v(x)

v(x)u0 (x)

Now we antidifferentiate both sides (and invoke the Fundamental Theorem of Calculus) to obtain an
integration rule, which we call integration by parts:
R

u(x)v 0 (x)dx = u(x)v(x) =

v(x)u0 (x)dx

Note that in the above expression we need not include any +C term, since there is an indefinite integral on both sides of the equation. We may also write the rule for integration by parts in the following
memorable compact fashion, by using just a slight abuse of notation:
R

udv = uv

vdu

Example 2.1. Compute the following antiderivatives using integration by parts.


R
(1) R xex dx
(2) x sin xdx
Solution to part (a). We see that the integrand xex is a product of two functions (x and ex ). We need
to choose an appropriate u and dv to apply integration by parts. There is no hard and fast rule for how
to choose this, but a general guideline is that we should choose u to be whichever function becomes
simpler when we derive it. Since x derives to 1 (a simpler function), we choose
u = x and dv = ex dx.
Deriving u and integrating

dv
dx ,

we get
du = 1 dx and v = ex .

Plugging in u and v into the integration by parts formula, we get

xex dx = xex

ex dx

= xex ex .

It may be necessary to use integration by parts more than one time, as the following examples
illustrate.
Example 2.2. Compute the following antiderivatives.
R
(1) R x2 ex dx
(2) e2x sin xdx

CALCULUS II MATH 166 SPRING 2015 (COHEN) LECTURE NOTES

The next example shows a trick for evaluating tough integration by parts integrals, that comes up
fairly frequently in practice.
R
Example 2.3. Compute ex cos xdx.
Solution. First the student should notice why the problem is tougher than usual. Normally when we
apply integration by parts, we want to choose u to be whichever function becomes simpler when we
derive it. But in this case the derivative of ex is ex , which is not any simpler, and the derivative of cos x
is sin x, which is also not any simpler! So the usual strategy for integration by parts actually will not
be enough in and of itself. To compute this integral, we use integration by parts twice, and then a clever
trick at the end to finish the problem.
To start, we choose u = ex and dv = cos xdx. This gives du = ex dx and v = sin xdx. So applying
integration by parts, we get
ex cos xdx = ex sin x

ex sin xdx.

Now we apply integration by parts to the integral on the right-hand side above. Taking u = ex and
dv = sin x, we get du = ex dx and v = cos x, so

e cos xdx = e sin x

ex sin xdx

Z
= ex sin x [ex cos x + ex cos xdx]
Z
x
x
= e sin x + e cos x ex cos xdx.

Now we have applied integration by parts twice,


R x and at first glance it seems we have not made any
progress: we started out wanting
to
compute
e cos xdx, and on the right-hand side above we have
R
gotten an expression involving ex cos xdx, the very thing we are wanting to compute!
R
While this initially seems frustrating, in fact it is good news that we have ex cos xdx appearing on
both sides of the equation.
R Now we can be clever and just use algebra to finish the problem. Take the
equality above, and add ex cos xdx to both sides to get:
R

ex cos xdx +

ex cos xdx = ex sin x + ex cos x.

Collecting like terms, we get


2

ex cos xdx = ex sin x + ex cos x.

Now we simply divide by 2 to find the value of


R

ex cos xdx!

ex cos xdx = 21 (ex sin x + ex cos x).




General Strategy for Integrals of the Form eax sin(bx)dx or eax cos(bx)dx: (1) First use integration by parts twice in a row. This should give you an expression which has the integral you started
with appearing on both the left- and the right-hand sides of the equality. Then (2) use algebra to solve
R

CALCULUS II MATH 166 SPRING 2015 (COHEN) LECTURE NOTES

for the integral.


The Fundamental Theorem of Calculus also implies that we may use integration by parts to compute
definite integrals, using the following rule.
Rb
a

u(x)v 0 (x)dx = [u(x)v(x)]ba

Rb
a

v(x)u0 (x)dx

Example 2.4. Compute the following definite integrals.


R2
(1) 1 ln xdx
R /2
(2) 0 x cos 2xdx

Trigonometric Integrals.

In the next few examples we will make use of the following well-known trigonometric identities, called
respectively the Pythagorean identity and the half-angle formulas.
sin2 x + cos2 x = 1
sin2 x = 21 (1 cos 2x)
cos2 x = 12 (1 + cos 2x)
Example 3.1. Evaluate the following integrals.
R
(1) R cos5 xdx
(2) R sin3 x cos4 xdx.
(3) sin4 xdx
R
General Strategy for Evaluating Integrals of the Form sinn cosm xdx: If n is odd use substitution rule with u = cos x and if m is odd use substitution rule with u = sin x. If both n and m are even,
resort to the half-angle formulas (this is usually a bit longer).
Example 3.2. Evaluate the following integrals.
R
(1) R sin4 x cos2 xdx
(2) sin3 x cos2 xdx
The student can see from the above examples that evaluating integrals involving powers of trigonometric functions often involves using identities to reduce the exponents involved to lower, more manageable
levels. Of course, this process can tend to become tedious when dealing with large exponents. For this
purpose, we introduce the following reduction formulas which the student may use at will from now on:
R

sinn xdx =

cosn xdx =

sinn1 x cos x n 1 R
+
sinn2 xdx
n
n

cosn1 x sin x n 1 R
+
cosn2 xdx
n
n

tann xdx =

secn xdx =

tann1 x R
tann2 xdx
n1

secn2 x tan x n 2 R
+
secn2 xdx
n1
n1

CALCULUS II MATH 166 SPRING 2015 (COHEN) LECTURE NOTES

The above will more than suffice for our purposes. The student can consult Rogawski Section 7.2 for
a much more complete list of reduction formulas.
Deriving the Reduction Formula
For Sine. Suppose n is a positive integer greater than or equal to 2,
R
and we want to compute sinn xdx. Our strategy is to split off one copy of sine to get
R

sinn xdx =

sinn1 x sin xdx,

and use integration by parts. Taking u = sinn1 x and dv = sin xdx, we get du = (n 1) sinn2 x cos x
(by the chain rule) and v = cos xdx. So integration by parts yields
R

R
sinn xdx = sinn1 x cos x + (n 1) sinn2 x cos2 xdx.

Next we note that cos2 x = 1 sin2 x, and substituting above, we have

n1

sinn2 x(1 sin2 x)dx


Z
Z
= sinn1 x cos x + (n 1) sinn2 xdx (n 1) sinn2 x sin2 xdx
Z
Z
n1
n2
= sin
x cos x + (n 1) sin
xdx (n 1) sinn xdx.

sin xdx = sin

x cos x + (n 1)

R
Now since we have our desired integral sinn dx appearing on both sides of the equality above, we
can use our trick from before and solve for it algebraically. We have
R

R
R
R
sinn xdx + (n 1) sinn xdx = n sinn xdx = sinn1 x cos x + (n 1) sinn2 xdx

and therefore
R

sinn xdx = n1 sinn1 x cos x +

n1
n

sinn2 xdx

which is exactly the reduction formula we sought.

Example 3.3. Evaluate sec6 xdx.


Our last two problems are substitution rule problems.
R
Example 3.4. Find tan xdx.
R
R sin x
Solution. Rewrite tan xdx =
cos x dx, and use the substitution rule with u = cos x.
du = sin xdx, and so

sin x
dx
cos x
Z
1
=
dx
u
= ln |u| + C.

tan xdx =

We have

CALCULUS II MATH 166 SPRING 2015 (COHEN) LECTURE NOTES

Unsubstituting u, we get
R

tan xdx = ln | cos x| + C = ln | sec x| + C.




Example 3.5. Find

sec xdx.

sec x+tan x
Solution. There is a clever trick to computing this integral. First we multiply the integrand by sec
x+tan x ,
which is a form of 1 and thus doesnt change the value. Then we use substitution rule with u =
sec x + tan x, so du = (sec x tan x + sec2 x)dx. Writing everything out:

sec x + tan x
)dx
sec x + tan x
Z
sec x tan x + sec2 x
=
dx
sec x + tan x
Z
1
du
=
u
= ln |u| + C.

sec xdx =

sec x(

Unsubstituting u yields
R

sec xdx = ln | sec x + tan x| + C.




Trigonometric Substitutions

The main trick we will develop in this section is basedon the following idea: Suppose we are trying to
evaluate an integral which involves a term of the form a2 x2 , where a is some positive real number.
For this term to make sense, we must have x2 a2 and hence a x a. So 1 xa 1, and hence
we may set = arcsin xa . In other words, we may write x = a sin for some angle . Then if we make
p
p

a change of variable, we may write a2 x2 = a2 a2 sin2 = a 1 sin2 = a| cos |. In other


words, by substituting a trigonometric function into some expression, it may become possible to simplify
the original expression using our familiar trigonometric identities. Well use this idea for the next few
examples.
R
Example 4.1. Evaluate (16x12 )3/2 dx.
Solution. We follow the basic idea outlined in the proof above, and we introduce a change of variable
by letting
x = 4 sin .
Taking derivatives, we have
dx = 4 cos d.
Now we apply the substitution rule:

CALCULUS II MATH 166 SPRING 2015 (COHEN) LECTURE NOTES

1
dx =
(16 x2 )3/2

Z
Z

=
Z
=
Z
=
Z
=
Z
=
=

1
4 cos d
(16 (4 sin )2 )3/2
1
4 cos d
(16(1 sin2 ))3/2
1
4 cos d
163/2 (cos2 )3/2
1
4 cos d
64 cos3
1
d
16 cos2
1
sec2 d
16

1
tan + C.
16

Now to finish the problem all we need to do is unsubstitute , but this takes a moments thought.
Remember we initially introduced the variable by substituting x = 4 sin . Rewrite this as sin = x4 .
Sketch a picture of a triangle with angle : you can draw one that has opposite side length x and
hypotenuse 4 (because
sine measures opposite over hypotenuse). On this triangle, the adjacent side

length must be 16 x2 , by the Pythagorean theorem. So from the picture, one easily computes
x
tan = 16x
. From here, we can unsubstitute to solve the problem:
2
R

1
dx
(16x2 )3/2

1
16

tan + C =

x
16 16x2

+ C.


Example 4.2. Use integration to compute the area of a perfect circle of radius r.
Fact 4.3. The following are all equivalent forms of the Pythagorean trigonometric identity (Why?):
sin2 x = 1 cos2 x
cos2 x = 1 sin2 x
sec2 x = tan2 x + 1
tan2 x = sec2 x 1
General Strategy for Evaluating Integrals Using a Trigonometric Substitution: First identify
whether or not a straightforward u-substitution is a better idea. If not, then
(1) if you see a term of the form a2 x2 for some number a, try x = a sin .
(2) if you see a term of the form x2 + a2 for some number a, try x = a tan .
(3) if you see a term of the form a2 x2 for some number a, try x = a sec .

Example 4.4. Evaluate

x2
dx.
(4x)5/2

Example 4.5. Evaluate

1
(1+x2 )2 dx.

Example 4.6. Evaluate

R
x2

1
dx.
x2 9

CALCULUS II MATH 166 SPRING 2015 (COHEN) LECTURE NOTES

Integration of Rational Functions by the Method of Partial Fractions.


Z

Example 5.1. Evaluate

3x
dx.
x2 + 2x 8

Solution. The key to evaluating this integral is knowing that every rational function may be rewritten
as a partial fraction expansion. Note that the denominator x2 + 2x 8 in the integrand above factors
into (x + 4)(x 2). Then it is possible to find two real numbers A and B for which
3x
A
B
3x
=
=
+
.
x2 + 2x 8
(x + 4)(x 2)
x+4 x2
The only trick is to find just what the values of A and B should be. To find the values of A and B,
multiply both sides of the equation above by (x + 4)(x 2) to clear all denominators. Then combine
like terms:

3x = A(x 2) + B(x + 4)
= Ax 2A + Bx + 4B
= (A + B)x + (2A + 4B)

Now we have obtained the equality 3x = (A + B)x + (2A + 4B); it follows that we must have
3 = A + B and 0 = 2A + 4B. So we have a system of two equations in two variables; now we may
resort to our algebra techniques! If we carefully solve the given system, we should get A = 2 and B = 1.
Thus we may convert our original integral into the following, much easier problem:

Z
Z
3x
2
1
dx
=
dx
+
dx
2
x + 2x 8
x+4
x2
= 2 ln |x + 4| + ln |x 2| + C.


3x + 7x 2
dx.
x3 x2 2x

5x2 3x + 2
dx.
x3 2x2

Example 5.2. Evaluate


Example 5.3. Evaluate

Note: The same techniques we have used above will work for the last example above, if we keep track
of one important detail: Notice that the denominator x3 2x2 factors into x2 (x 2). Since x appears
as a factor with multiplicity 2; we must represent x twice in the partial fraction expansion: once as an
x term, and once as an x2 term. In other words, we will be able to find a partial fraction expansion of
the form
A
B
5x2 3x + 2
C
= + 2+
,
2
x (x 2)
x
x
x2
for some real numbers A, B, and C. Otherwise we may proceed as usual.
Z
7x2 13x + 13
Example 5.4. Evaluate
dx.
(x 2)(x2 2x + 3)
Note: To solve the above, we must again keep track of an important detail. Notice that the polynomial
x2 2x + 3 which appears in the denominator is an irreducible quadratic, i.e. it cannot be factored
into binomials with real coefficients. We may still find a partial fraction expansion for the integrand,

10

CALCULUS II MATH 166 SPRING 2015 (COHEN) LECTURE NOTES

but it will take the form


7x2 13x + 13
A
Bx + C
=
+ 2
,
2
(x 2)(x 2x + 3)
x 2 x 2x + 3
where A, B, and C are some real numbers. A similar principle holds whenever an irreducible quadratic
appears in the denominator of a rational expression. These integrals can in general be challenging to
compute, and may involve both the method of completing the square (from the students previous algebra
course) and the use of the arctangent function. The following fact from a previous course will be helpful
to remember:
Z
1
u
1
du = arctan + C
Fact 5.5.
u2 + a2
a
a
Z
z+1
Example 5.6. Evaluate
dz.
z(z 2 + 4)
Z
4x
Example 5.7. Evaluate
dx.
x(x2 + 2)2
Z 4
x 5x3 + 9x2 3x + 5
Example 5.8. Evaluate
dx.
x2 5x + 6

Improper Integrals.

Example 6.1. Let b be any real number greater than 1. Compute the following integrals.
Rb
(1) 1 1dx
(2)

Rb

1
dx
1 x2

Solution. We have
Z

1dx = [x]b1

=b1

and
Z
1

1
1
dx = [ ]b1
x2
x
1
=1 .
b

Let us consider the geometric meanings of the expressions we have computed above. If we sketch the
Rb
picture, the first integral 1 1dx may be interpreted as the area of the box with the x-axis for a base,
the line x = 1 for a left side, the line y = 1 for a top side, and the line x = b for a right side. If we
allow b to grow large, i.e. we allow the right side of the box to slide further right, the integral confirms
our intuition that the area of the box becomes larger and larger. It grows unboundedly, i.e. we have
Z b
lim
1dx = lim (b 1) = .
b

Rb
On the other hand, the second integral 1 x12 dx = 1 1b behaves remarkably differently. If we compute
the area bounded above by the graph of x12 between, say, 1 and 2, we get 1 12 = 12 . If we compute from
1 to 3 we get 32 ; if we compute from 1 to 4 we get 34 , and so on. In general the area is increasing, which

CALCULUS II MATH 166 SPRING 2015 (COHEN) LECTURE NOTES

11

confirms our intuition. But what happens as b becomes very large? Notice that no matter how large b
is, the area 1 1b will never exceed 1, i.e. the area does not grow unboundedly as in the previous example.
Thus the region bounded by the curve x12 , the x-axis, and the line x = 1 is infinitely long but has
Z b
1
1
dx = lim 1 = 1, we say that the region has area 1.
finite area. Since lim
b 1 x2
b
b
This is our first glimpse at a phenomenon that we will consider extensively during our sequences/series
unit later in the semester: that of an infinite process which yields a finite result.

Definition 6.2. Let f be a continuous function. We define improper integrals with infinite bounds
of integration as below, provided the given limits exist:
Z
Z b
f (x)dx = lim
f (x)dx for any real number a;
b

f (x)dx for any real number b;

f (x)dx = lim

f (x)dx + lim

f (x)dx = lim

f (x)dx for any real number c.


c

If the limit exists and is finite, then we say the integral converges. If the limit does not exist, or is
equal to or , then we say the integral diverges.
Example 6.3. Evaluate each integral.
R
(1) 0 e3x dx
(2)

(3)

1
1+x2 dx

x1 dx

Example 6.4. Let R be the region bounded by the graph of y = x1 and the x-axis, to the right of the
line x = 1.
(1) What is the volume of the solid generated when R is revolved about the x-axis?
(2) What is the volume of the solid generated when R is revolved about the y-axis?
R
Example 6.5. Compute 0 xex dx.
We may also define improper integrals for functions with vertical asymptotes, as we see in the next
example.
R1
Example 6.6. What should the value of 0 1x dx be?
Definition 6.7. Let f be a function continuous at x 6= p and with a vertical asymptote at x = p. Define
the improper integrals (with unbounded integrand) as follows:
Z p
Z c
f (x)dx = lim
f (x)dx for a < p;
cp

Z
f (x)dx = lim

dp+

Z
a

Z
f (x)dx = lim
cp

f (x)dx for p < b;


d

Z
f (x)dx + lim+
dp

f (x)dx for a < p < b.


d

Again, we say the integral converges if the limit exists and is finite; otherwise we say the integral
diverges.

12

CALCULUS II MATH 166 SPRING 2015 (COHEN) LECTURE NOTES

Example 6.8. Compute

R3
3

1
dx.
9x2

Example 6.9. State whether the following integrals converge or diverge. If they converge, give the
value of the integral. (Be careful!)
R1 1
(1) 1 x1/3
dx
(2)

R1

1
dx
1 x3

R
Example 6.10.
(1) Determine for what values of p the integral 1 x1p dx converges or diverges.
R1 1
(2) Determine for what values of p the integral 0 xp dx converges or diverges.
Theorem 6.11. Let p > 0. Then
(1) if p > 1,

(2) if p < 1,

(3) if p = 1, both

R1

1
xp dx

1
xp dx

diverges but

R
1

1
p1

1
xp dx

but

and

1
dx
0 xp

R1

R1

diverges.

1
dx
0 xp

1
dx
0 xp

p
1p .

diverge.

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