Академический Документы
Профессиональный Документы
Культура Документы
In calculus, and more generally in mathematical analysis, integration by parts is a rule that
transforms the integral of products of functions into other (ideally simpler) integrals. The rule
arises from the product rule of differentiation.
If u = f(x), v = g(x), and the differentials du = f '(x) dx and dv = g'(x) dx, then the product rule in
its simplest form is:
Rule
Suppose f(x) and g(x) are two continuously differentiable functions. The product rule states
Rearranging terms
From the above one can derive the integration by parts rule, which states that, given an interval
with endpoints a and b,
The rule is shown to be true by using the product rule for derivatives and the fundamental
theorem of calculus. Thus
1
In the traditional calculus curriculum, the rule is often stated using indefinite integrals in the
form
or, if u = f(x), v = g(x) and the differentials du = f (x) dx and dv = g(x) dx, then it is in the form
most often seen:
This formula can be interpreted to mean that the area under the graph of a function u(v) is the
same as the area of the rectangle u v minus the area above the graph.
The original integral contains the derivative of g; in order to be able to apply the rule, the
antiderivative g must be found, and then the resulting integral g f dx must be evaluated.
One can also formulate a discrete analogue for sequences, called summation by parts.
An alternative notation has the advantage that the factors of the original expression are identified
as f and g:
Strategy
Integration by parts is a heuristic rather than a purely mechanical process for solving integrals;
given a single function to integrate, the typical strategy is to carefully separate it into a product of
two functions (x)g(x) such that the integral produced by the integration by parts formula is
easier to evaluate than the original one. The following form is useful in illustrating the best
strategy to take:
Note that on the right-hand side, is differentiated and g is integrated; consequently it is useful
to choose as a function that simplifies when differentiated, and/or to choose g as a function that
simplifies when integrated. As a simple example, consider:
Since ln x simplifies to 1/x when differentiated, we make this part of ; since 1/x2 simplifies to
1/x when integrated, we make this part of g. The formula now yields:
The remaining integral of 1/x2 can be completed with the power rule and is 1/x.
simplifies due to
If we choose (x) = ln(sin x) and g(x) = 1/(cos x)2, then differentiates to 1/tan x using the chain
rule and g integrates to tan x; so the formula gives:
In some applications, it may not be necessary to ensure that the integral produced by integration
by parts has a simple form; for example, in numerical analysis, it may suffice that it has small
magnitude and so contributes only a small error term. Some other special techniques are
demonstrated in the examples below.
Examples
Integrals with powers of x or ex
In order to calculate:
Let:
Then:
can be computed in the same fashion: each application of the rule lowers the power of x by one.
An unusual example commonly used to examine the workings of integration by parts is
and
Then:
Now, to evaluate the remaining integral, we use integration by parts again, with:
Then:
The same integral shows up on both sides of this equation. The integral can simply be added to
both sides to get
Integration over the triangular area can be done using vertical or horizontal strips as the first step.
This is an overhead view, looking down the z-axis onto the x-y plane. The sloped line is the
curve y = x.
The above formulation includes the technique of interchange of the order of integration, which is
not usually viewed in this manner. Consider the iterated integral:
In the order written above, the strip of width dx is integrated first over the y-direction (a strip of
width dx in the x direction is integrated with respect to the y variable across the y direction) as
shown in the left panel of the figure, which is inconvenient especially when function h(y) is not
easily integrated. The integral can be reduced to a single integration by reversing the order of
integration as shown in the right panel of the figure. To accomplish this interchange of variables,
the strip of width dy is first integrated from the line x = y to the limit x = z, and then the result is
integrated from y = a to y = z, resulting in:
This result can be seen to be an example of the above formula for integration by parts, repeated
below:
Substitute:
and
However, exchange of the order of integration has the merit that it generates the function f in a
natural manner.
More examples
Two other well-known examples are when integration by parts is applied to a function expressed
as a product of 1 and itself. This works if the derivative of the function is known, and the integral
of this derivative times x is also known.
The first example is ln(x) dx. We write this as:
Let:
Then:
Now let:
Then
using a combination of the inverse chain rule method and the natural logarithm integral
condition.
Here is an example:
LIATE rule
A rule of thumb proposed by Herbert Kasube of Bradley University advises that whichever
function comes first in the following list should be u:[1]
L: Logarithmic functions: lnx, logx, etc.
I: Inverse trigonometric functions: arctan x, arcsec x, etc.
A: Algebraic functions: ,
, etc.
T: Trigonometric functions: sin x, tan x, etc.
E: Exponential functions: ,
, etc.
The function which is to be dv is whichever comes last in the list: functions lower on the list
have easier antiderivatives than the functions above them. The rule is sometimes written as
"DETAIL", where D stands for dv.
To demonstrate the LIATE rule, consider the integral
Following the LIATE rule, u = x and dv = cos x dx , hence du = dx and v = sin x , which makes
the integral become
which equals
In general, one tries to choose u and dv such that du is simpler than u and dv is easy to integrate.
If instead cos x was chosen as u and x as dv, we would have the integral
which, after recursive application of the integration by parts formula, would clearly result in an
infinite recursion and lead nowhere.
Although a useful rule of thumb, there are exceptions to the LIATE rule. A common alternative is
to consider the rules in the "ILATE" order instead. Also, in some cases, polynomial terms need to
be split in non-trivial ways. For example, to integrate
we would set
This results in
Let u = x3. Begin with this function and list in a column all the subsequent derivatives until zero
is reached. Secondly, begin with the function v (in this case cos(x)) and list each integral of v
until the size of the column is the same as that of u. The result should appear as follows.
Derivatives of u (Column A)
Integrals of v (Column B)
10
Now simply pair the 1st entry of column A with the 2nd entry of column B, the 2nd entry of
column A with the 3rd entry of column B, etc... with alternating signs (beginning with the
positive sign). Do so until further pairing is impossible. The result is the following (notice the
alternating signs in each term):
Derivatives of u (Column A)
Integrals of v (Column B)
In this case in the last step it is necessary to integrate the product of the two bottom cells
obtaining:
which leads to
11
Higher dimensions
The formula for integration by parts can be extended to functions of several variables. Instead of
an interval one needs to integrate over a n-dimensional set. Also, one replaces the derivative with
a partial derivative.
More specifically, suppose is an open bounded subset of
with a piecewise smooth
boundary . If u and v are two continuously differentiable functions on the closure of , then the
formula for integration by parts is
where is the outward unit surface normal to , is its i-th component, and i ranges from 1 to n.
We can obtain the most general form of the integration by parts by replacing v in the above
formula with vi and summing over i gives the vector formula
, one gets
12