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Lists of integrals

Lists of integrals

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Integration is the basic operation in integral calculus. While differentiation has easy rules by which the derivative of

a complicated function can be found by differentiating its simpler component functions, integration does not, so tables of known integrals are often useful. This page lists some of the most common antiderivatives.

Historical development of integrals

A compilation of a list of integrals (Integraltafeln) and techniques of integral calculus was published by the German

mathematician Meyer Hirsch in 1810. These tables were republished in the United Kingdom in 1823. More extensive tables were compiled in 1858 by the Dutch mathematician David de Bierens de Haan. A new edition was published in 1862. These tables, which contain mainly integrals of elementary functions, remained in use until the middle of the 20th century. They were then replaced by the much more extensive tables of Gradshteyn and Ryzhik. In Gradshteyn and Ryzhik, integrals originating from the book by de Bierens are denoted by BI.

Not all closed-form expressions have closed-form antiderivatives; this study forms the subject of differential Galois theory, which was initially developed by Joseph Liouville in the 1830s and 1840s, leading to Liouville's theorem which classifies which expressions have closed form antiderivatives. A simple example of a function without a closed form antiderivative is e x 2, whose antiderivative is (up to constants) the error function.

Since 1968 there is the Risch algorithm for determining indefinite integrals that can be expressed in term of elementary functions, typically using a computer algebra system. Integrals that cannot be expressed using elementary functions can be manipulated symbolically using general functions such as the Meijer G-function.

Lists of integrals

More detail may be found on the following pages for the lists of integrals:

Gradshteyn, Ryzhik, Jeffrey, Zwillinger's Table of Integrals, Series, and Products contains a large collection of results. An even larger, multivolume table is the Integrals and Series by Prudnikov, Brychkov, and Marichev (with volumes 13 listing integrals and series of elementary and special functions, volume 45 are tables of Laplace transforms). More compact collections can be found in e.g. Brychkov, Marichev, Prudnikov's Tables of Indefinite Integrals, or as chapters in Zwillinger's CRC Standard Mathematical Tables and Formulae, Bronstein and Semendyayev's Handbook of Mathematics (Springer) and Oxford Users' Guide to Mathematics (Oxford Univ. Press), and other mathematical handbooks.

Other useful resources include Abramowitz and Stegun and the Bateman Manuscript Project. Both works contain many identities concerning specific integrals, which are organized with the most relevant topic instead of being collected into a separate table. Two volumes of the Bateman Manuscript are specific to integral transforms.

There are several web sites which have tables of integrals and integrals on demand. Wolfram Alpha can show results, and for some simpler expressions, also the intermediate steps of the integration. Wolfram Research also

Lists of integrals

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operates another online service, the Wolfram Mathematica Online Integrator [1] .

Integrals of simple functions

C is used for an arbitrary constant of integration that can only be determined if something about the value of the integral at some point is known. Thus each function has an infinite number of antiderivatives.

These formulas only state in another form the assertions in the table of derivatives.

Integrals with a singularity

When there is a singularity in the function being integrated such that the integral becomes undefined, i.e., it is not Lebesgue integrable, then C does not need to be the same on both sides of the singularity. The forms below normally assume the Cauchy principal value around a singularity in the value of C but this is not in general necessary. For instance in

there is a singularity at 0 and the integral becomes infinite there. If the integral above was used to give a definite integral between -1 and 1 the answer would be 0. This however is only the value assuming the Cauchy principal value for the integral around the singularity. If the integration was done in the complex plane the result would depend on the path around the origin, in this case the singularity contributes when using a path above the origin and for a path below the origin. A function on the real line could use a completely different value of C on either side of the origin as in:

Rational functions

These rational functions have a non-integrable singularity at 0 for a ≤ −1.

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Exponential functions

Logarithms

Trigonometric functions

(See Integral of the secant function. This result was a well-known conjecture in the 17th century.)

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Inverse trigonometric functions

Hyperbolic functions

Inverse hyperbolic functions

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Products of functions proportional to their second derivatives

Absolute value functions

Special functions

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Definite integrals lacking closed-form antiderivatives

There are some functions whose antiderivatives cannot be expressed in closed form. However, the values of the definite integrals of some of these functions over some common intervals can be calculated. A few useful integrals are given below.

for a > 0

for

a > 0, n is 1, 2, 3,

and !! is the double factorial.

when a > 0

for a > 0, n = 0, 1, 2,

(if n is an even integer and

)

(if

is an odd integer and

(for

integers

)

with

and

(for

real and

(for

integers with

and

(for

integers with

and

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)

(where

(where

is the Gamma function)

(where

is the modified Bessel function of the first kind)

,

and

, this is related to the probability density

function of the Student's t-distribution) The method of exhaustion provides a formula for the general case when no antiderivative exists:

attributed to Johann Bernoulli.

References

• I.S. Gradshteyn (И.С. Градштейн), I.M. Ryzhik (И.М. Рыжик); Alan Jeffrey, Daniel Zwillinger, editors. Table of Integrals, Series, and Products, seventh edition. Academic Press, 2007. ISBN 978-0-12-373637-6. Errata. [2] (Several previous editions as well.)

• A.P. Prudnikov (А.П. Прудников), Yu.A. Brychkov (Ю.А. Брычков), O.I. Marichev (О.И. Маричев). Integrals and Series. First edition (Russian), volume 15, Nauka, 19811986. First edition (English, translated from the Russian by N.M. Queen), volume 15, Gordon & Breach Science Publishers/CRC Press, 19881992, ISBN 2-88124-097-6. Second revised edition (Russian), volume 13, Fiziko-Matematicheskaya Literatura, 2003.

• Yu.A. Brychkov (Ю.А. Брычков), Handbook of Special Functions: Derivatives, Integrals, Series and Other Formulas. Russian edition, Fiziko-Matematicheskaya Literatura, 2006. English edition, Chapman & Hall/CRC Press, 2008, ISBN 1-58488-956-X.

• Daniel Zwillinger. CRC Standard Mathematical Tables and Formulae, 31st edition. Chapman & Hall/CRC Press, 2002. ISBN 1-58488-291-3. (Many earlier editions as well.)

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Historical

• Meyer Hirsch, Integraltafeln, oder, Sammlung von Integralformeln [3] (Duncker und Humblot, Berlin, 1810)

• Meyer Hirsch, Integral Tables, Or, A Collection of Integral Formulae [4] (Baynes and son, London, 1823) [English translation of Integraltafeln]

• David Bierens de Haan, Nouvelles Tables d'Intégrales définies [5] (Engels, Leiden, 1862)

• Benjamin O. Pierce A short table of integrals - revised edition [6] (Ginn & co., Boston, 1899)

Tables of integrals

• S.O.S. Mathematics: Tables and Formulas [7] (warning: may serve popunders)

• Paul's Online Math Notes [8]

• A. Dieckmann, Table of Integrals (Elliptic Functions, Square Roots, Inverse Tangents and More Exotic Functions): Indefinite Integrals [9] Definite Integrals [10]

• Math Major: A Table of Integrals [11]

• O'Brien, Francis J. Jr. Integrals [12] Derived integrals of exponential and logarithmic functions

• Rule-based Mathematics [13] Precisely defined indefinite integration rules covering a wide class of integrands

Derivations

• V. H. Moll, The Integrals in Gradshteyn and Ryzhik [14]

Online service

• Integration examples for Wolfram Alpha [15]

Open source programs

• wxmaxima gui for Symbolic and numeric resolution of many mathematical problems [16]

References

Article Sources and Contributors

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Article Sources and Contributors

Lists of integrals Source: http://en.wikipedia.org/w/index.php?oldid=465622541 Contributors: 00Ragora00, Akikidis, Albert D. Rich, Amazins490, AngrySaki, ArnoldReinhold, Asmeurer, BANZ111, BananaFiend, BehzadAhmadi, Bilboq, Brutha, CWenger, Ciphers, Cícero, DJPhoenix719, DavidWBrooks, Deineka, DerHexer, Dmcq, Doctormatt, Dogcow, Doraemonpaul, Dpb2104, Drahmedov, Dysprosia, Euty, FerrousTigrus, Fieldday-sunday, Fredrik, Giftlite, Giulio.orru, Gloriphobia, Happy-melon, IDGC, Icairns, Imperial Monarch, Itai, Itu, Ivan Štambuk, JNW, Jaisenberg, Jimp, Jj137, John Vandenberg, Jon R W, Jwillbur, KSmrq, Kantorghor, Kilonum, LachlanA, LeaveSleaves, Legendre17, Lesonyrra, Linas, LizardJr8, Lzur, Macrakis, MathFacts, Michael Hardy, MrOllie, Msablic, Muro de Aguas, NNemec, Nbarth, New Math, NewEnglandYankee, NickFr, NinjaCross, Oleg Alexandrov, Perelaar, Phatsphere, Physman, Physmanir, Pimvantend, Pokipsy76, Pschemp, Qmtead, RobHar, Salih, Salix alba, Schneelocke, Scythe33, ShakataGaNai, Sseyler, Stpasha, TStein, TakuyaMurata, Template namespace initialisation script, Tetzcatlipoca, The Transhumanist, Tkreuz, Unyoyega, VasilievVV, Vedantm, Waabu, Wile E. Heresiarch, Willking1979, Xanthoxyl, Yeungchunk, Ylai, Zmoney918, 242 anonymous edits