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CALCULUS II

Spring 2011

LECTURE 1
Harry McLaughlin
revised 1/22/11

edited by

This lecture provides examples of trigonometric, logarithmic and


exponential integrals. It introduces

cos2 (x) dx, cos3 (x) dx, etc.


R R

tan2 (x) dx, tan3 (x) dx, etc.
R R

sin2 (x) cos2 (x) dx, sin3 (x) cos3 (x) dx, etc.
R R

sin2 (x) cos3 (x) dx, etc.
R

• the notion of integration by parts
R
• ln (x) dx
R
• x cos (x) dx
• xex dx
R

• x2 ex dx
R

• cos−1 (x) dx.


R

1
Recall

We recall from previous calculus experience

• the integration technique called u-substitution


Z u(d) Z d
f (u) du = f (u(t))u0 (t) dt
u(c) c

• the integral formulas

R
sin (x) dx = − cos (x) + C, −∞ < x < ∞

R
cos (x) dx = sin (x) + C, −∞ < x < ∞

tan (x) dx = − ln (cos (x)) + C, − π2 < x < π


R
2

sec2 (x) dx = tan (x) + C, − π2 < x < π2 .


R

ex dx = ex + C, −∞ < x < ∞.
R

End of Recall

2
Introduction

To date we have investigated integrals of the six main trigonometric func-


tions, sin (x), cos (x), etc. and the exponential function ex .

Of interest, now, are integrals of functions of the form, e.g., sin3 (x) and
sin3 (x) cos2 (x). Further, the integral of the natural logarithmic function,
ln (x), remains to be investigated. Functions of the form x sin (x), xex and
ln (x) can be integrated using the method of integration by parts. We at-
tend to these matters in this lectures. Lectures 2 and 3 deal with additional
functions not mentioned here.

One might think that there are an infinite number of function types whose
integrals are interesting. So why are these notes focused on a select few? One
answer is that, with regard to pencil-and-paper calculations, the integrations
selected for these notes comprise most of what one is likely to encounter. It
is true that in practice most occurring integrals are sufficiently involved that
there is no hope for a pencil-and-paper evaluation. Instead one routinely
uses numerical schemes.

However, pencil-and-paper integrations are possible frequently enough that


they are worth studying (independently of numerical schemes).

To help anchor all of this one notesRthat there is no known closed form
expression for the indefinite integral sin (x2 ) dx; for example the definite
R1
integral 0 sin (x2 ) dx must be computed numerically.

Before launching our study of further integration techniques we review the


fundamental theorem of calculus – all pencil-and-paper integrations use this
theorem.

Fundamental Theorem of Calculus

3
The fundamental theorem of calculus says that the definite integral of the
derivative of a real-valued function is completely determined by the func-
tion’s values at the end points of the interval. We give a precise statement.

Theorem. Fundamental Theorem of Calculus. Let a and b denote


real numbers with a < b. Let f denote a real-valued function defined and
continuous on [a, b] and differentiable (a, b). If f 0 is Riemann integrable on
[a, b] then1
Z b
f 0 (x) dx = f (b) − f (a).
a

That’s it, in all of its elegance!

It says that if one needs to integrate, from a to b, a function g(x), i.e.


Rb
a g(x) dx, then:

1. think of g(x) as the derivative of some (other) function: g(x) = f 0 (x)


and

2. evaluate that (other) function at two points: f (a) and f (b); then sub-
tract. This is sometimes written
Z b
f 0 (x) dx = f (x)|ba = f (b) − f (a).
a

Proof of the Fundamental Theorem of Calculus. Let n denote a positive


integer and a = x0 < x1 < · · · < xn = b. By the mean value theorem
for derivatives, there exists ξi ∈ (xi−1 , xi ), 1 ≤ i ≤ n, such that
n
X
f (b) − f (a) = f 0 (ξi )(xi − xi−1 ).
i=1

Since the left hand side of this equation is independent of both n,


and the choice of the xi 0 s, so too is the right hand side. Since f 0 is
1
Even though f 0 (a) and f 0 (b) may not be defined, one can arbitrarily assign values
to f 0 (a) and f 0 (b) and note that the integrability of f 0 is independent of the assignment.
(Clearly the the value of the integral is independent of the assignment.)

4
Riemnann integrable it must be that the Riemann sums on the right
hand side are all be equal to the integral of f 0 . That is,
n
X Z b
f 0 (ξi )(xi − xi−1 ) = f 0 (x) dx
i=1 a

for all positive integers, n and all choices of the xi 0 s. Thus,


Z b
f (b) − f (a) = f 0 (x) dx.
a
This completes the proof.

Before going on we try to capture the statement and proof of the fundamen-
tal theorem of calculus in a thumb nail sketch:
n
X n
X Z b
f (b) − f (a) = [f (xi ) − f (xi−1 )] = f 0 (ξi )∆xi = f 0 (x) dx.
i=1 i=1 a

Here, the first equality is just an identity, the second equality follows from
the mean value theorem, and the last equality follows from the definition of
the Riemann integral.

Since this theorem has been used extensively in our study of the integral,
we don’t offer more examples at this point.

Integration of Trigonometric Functions

The reader is advised that in the following we are able to lean heavily on the
“computational tricks” of our predecessors. They have reduced our problem-
solving from days to minutes.

Powers of Sines and Cosines. Rather than trying to identify a “com-


plicated” general approach to integrating powers of trigonometric functions
we illustrate key ideas through examples.

The first example is familiar.

5
EXAMPLE. Evaluate the integral
Z π
2
cos (x) dx.
0

Solution. Using the fundamental theorem of calucus one writes


Z π Z π
2 2 d
cos (x) dx = sin (x) dx
0 0 dx
π
= sin (x)|02
= 1−0
= 1.

Thus
R π
2
0 cos (x) dx = 1.

The next example transforms the problem of computing the integral of


cos2 (x) into that of cos (2x).

EXAMPLE. Evaluate the integral


Z π
2
cos2 (x) dx.
0

Solution. One writes


Z π
2
cos2 (x) dx cos (x + y) = cos (x) cos (y)
0 − sin (x) sin (y)
Z π2   2 2
1 cos (2x) cos (2x) = cos (x) − sin (x)
= + dx 2
= 2 cos (x) − 1
0 2 2
2 1 cos (2x)
Z π2 cos (x) = +
x π2 cos (2x) 2 2
= + dx
2 0 0 2
π
π sin (2x) 2
= +
4 4 0
π sin (π) sin (0)
= + −
4 4 4
π
= .
4

6
Thus
π
cos2 (x) dx = π4 .
R 2
0

Having successfully integrated cos (x) and cos2 (x) one asks about the inte-
grals of cos3 (x), cos4 (x), etc. The next two examples deal with this question
in the guise of sin3 (x) and sin4 (x). They uncover what is needed to inte-
grate higher powers of the sine and cosine functions. However we don’t dig
deeper than the two examples.

EXAMPLE. Evaluate the integral


Z π
2
sin3 (x) dx.
0

Solution. Using the fact that sin2 (x) + cos2 (x) = 1 one writes
Z π Z π
2 2
sin3 (x) dx = sin2 (x) sin (x) dx
0 0
Z π
2
= (1 − cos2 (x)) sin (x) dx
0
Z π
2
= (sin (x) − cos2 (x) sin (x)) dx
0
Z π Z π
2 2 d
= sin (x) dx + cos2 (x) cos (x) dx
0 0 dx
3
π
π cos (x) 2
= − cos (x)|02 +
3
0
1
= −(0 − 1) + (0 − )
3
1
= 1−
3
2
= .
3
Thus
π
sin3 (x) dx = 32 .
R 2
0

7
EXAMPLE. Evaluate the integral
Z π
2
sin4 (x) dx.
0

Solution. Using the identity sin2 (x) + cos2 (x) = 1 one writes

Z π
4
sin4 (x) dx cos (x + y) = cos (x) cos (y)
0 − sin (x) sin (y)
Z π 2 2
4 cos (2x) = cos (x) − sin (x)
= sin2 (x) sin2 (x) dx 2
= 1 − 2 sin (x)
0
π 2 1 cos (2x)
Z 4
sin (x) = −
2 2 2 2
= (1 − cos (x)) sin (x) dx
0
π
Z 4 sin (x + y) = sin (x) cos (y)
= (sin2 (x) − cos2 (x) sin2 (x)) dx + cos (x) sin (y)
0 sin (2x) = 2 sin (x) cos (x)
Z π4 
1 cos (2x) sin2 (2x)

sin2 (2x) 2 2
= cos (x) sin (x)
= − − dx 4
0 2 2 4
π Z π 
π sin (2x) 4 1 4 1 cos (4x)
= − − − dx
8 4 0 4 0 2 2
  Z π
π 1 π 1 4
= − −0 − + cos (4x) dx
8 4 32 8 0
    π
π 1 1 1 sin (4x) 4
= 1− − +
8 4 4 8 4 0
3 1 1
= π − + (0 − 0)
32 4 8
3 1
= π− .
32 4

Thus
π
3
sin4 (x) dx = − 14 .
R 2
0 32 π

Powers of Tangents and Cotangents. We investigate the integrals of


tan (x), tan2 (x), tan3 (x) and tan4 (x), leaving powers of the cotangent func-
tion to the worksheets.

The next example is familiar.

8
EXAMPLE. Evaluate the integral
Z π
4
tan (x) dx.
0

Solution. One writes


Z π Z π
4 4 sin (x)
tan (x) dx = dx
0 0 cos (x)
Z π
4 1 d
= − cos (x) dx
0 cos (x) dx
π
= − ln (cos (x))|04
   
1
= − ln √ − ln(1)
2
 
1
= − ln √ +0
2

= ln ( 2).

Thus
R π
4

0 tan (x) dx = ln ( 2).
This can also be written
π
1
R 4
0 tan (x) dx = 2 ln (2).

The next example explores the integral of tan2 (x). The technique differs
from that of the integral of cos2 (x).

EXAMPLE. Evaluate the integral


Z π
4
tan2 (x) dx.
0

Solution. Using the identity tan2 (x) = sec2 (x) − 1 one writes
Z π Z π
4 4
2
tan (x) dx = (sec2 (x) − 1) dx
0 0

9
π π
= tan (x)|04 −
4
π
= 1−0−
4
π
= 1− .
4
Thus
π
tan2 (x) dx = 1 − π4 .
R 4
0

The next two examples deal with integrals of tan3 (x) and tan4 (x).

EXAMPLE. Evaluate the integral


Z π
4
tan3 (x) dx.
0

Solution. Using the identity tan2 (x) = sec2 (x) − 1 one writes
Z π Z π
4 4
3
tan (x) dx = tan (x) tan2 (x) dx
0 0
Z π
4
= tan (x)(sec2 (x) − 1) dx
0
Z π Z π
4 d 4
= tan (x) tan (x) dx − tan (x) dx
0 dx 0
2
π
tan (x) 4 π
4
= + ln (cos (x))| 0
2
0
 
1 1
= − 0 + ln √ − ln (1)
2 2
1 √
= − ln ( 2) − 0
2
1 √
= − ln ( 2).
2
Thus
π
1

tan3 (x) dx =
R 4
0 2 − ln ( 2).

10
This can also be written
π
tan3 (x) dx = 12 (1 − ln (2)).
R 4
0

EXAMPLE. Evaluate the integral


Z π
4
tan4 (x) dx.
0

Solution. Using twice the identity tan2 (x) = sec2 (x) − 1 one
writes
Z π Z π
4 4
4
tan (x) dx = tan2 (x) tan2 (x) dx
0 0
Z π
4
= tan2 (x)(sec2 (x) − 1) dx
0
Z π Z π
4 d
2
4
= tan (x) tan (x) dx − tan2 (x) dx
0 dx 0
π Z π
tan3 (x) 4 4
= − (sec2 (x) − 1) dx
3
0 0
1 π π
= − 0 − tan (x)|04 + x|04
3
1 π
= − (1 − 0) + − 0
3 4
π 2
= − .
4 3
Thus
π
π
tan4 (x) dx = − 23 .
R 4
0 4

This completes our investigation of integrals of powers of sin (x), cos (x),
tan (x) and cot (x). (Powers of sec (x) and csc (x) are left to a later lecture.)

Products of Powers of Sines and Cosines. In this section we deal with


integrals of products of powers of sine and cosine functions.

11
In the middle of one of the computations above we were able to write
Z π Z π
4 4 sin2 (2x)
2 2
sin (x) cos (x) dx = dx
0 0 4
Z π 
1 4 1 cos (4x)
= − dx
4 0 2 2
π
π sin (4x) 4
= −
32 32 0
π
= .
32
This leads naturally to the next example where we increase the powers of
sin (x) and cos (x) from two to three.

EXAMPLE. Evaluate the integral


Z π
2
cos3 (x) sin3 (x) dx.
0
Solution. One writes
Z π
2
cos3 (x) sin3 (x) dx
0 sin (x + y) = sin (x) cos (y)
π
Z + cos (x) sin (y)
1 2
= sin3 (2x) dx sin (2x) = 2 sin (x) cos (x)
8 0 3 3 1 3
π cos (x) sin (x) = sin (2x)
8
Z
1 2
2
= sin (2x) sin (2x) dx
8 0
Z π
1 2
1 − cos2 (2x) sin (2x) dx

=
8 0
Z π Z π  
1 2 1 2 2 d cos (2x)
= sin (2x) dx + cos (2x) dx
8 0 8 0 dx 2
π2 π
1 1 cos3 (2x) 2
= − cos (2x) +
16 0 16 3
0
1 1
= − [−1 − 1] + [−1 − 1]
16 48
1 1
= −
8 24
1
=
12

12
Thus
π
1
cos3 (x) sin3 (x) dx =
R 2
0 12 .

There is an alternate computation for the previous example. We introduce


it next since it helps getting started with the example following it.

EXAMPLE. Evaluate (again) the integral


Z π
2
cos3 (x) sin3 (x) dx.
0

Solution. One writes


Z π Z π
2 2
3 3
cos (x) sin (x) dx = cos3 (x) sin2 (x) sin (x) dx
0 0
Z π
2
= cos3 (x)(1 − cos2 (x)) sin (x) dx
0
Z π
2 d
= − (cos3 (x) − cos5 (x)) cos (x) dx
0 dx

cos4 (x) cos6 (x) 2

= − −
4 6 0
   
1 1
= − 0− − 0−
4 6
 
1 1
= − − +
4 6
 
2
= − −
24
1
= .
12
Thus
π
1
cos3 (x) sin3 (x) dx =
R 2
0 12 .

Fortunately we obtained the same answer in both computations!

13
The above examples don’t treat integrals of the form sinm (x) cosn (x) dx
R

where the non-negative integers m and n are distinct. We include the next
example to provide light on that case.

EXAMPLE. Evaluate the integral


Z π
2
sin2 (x) cos3 (x) dx.
0

Solution. One writes


Z π Z π
2 2
2 3
sin (x) cos (x) dx = sin2 (x) cos2 (x) cos (x) dx
0 0
Z π
2
= sin2 (x)(1 − sin2 (x)) cos (x) dx
0
Z π Z π
2 2
= sin2 (x) cos (x) dx − sin4 (x) cos (x) dx
0 0
Z π
2 d
= sin2 (x) sin (x) dx
0 dx
Z π
2 d
− sin4 (x) sin (x) dx
0 dx
π π
sin3 (x) 2 sin5 (x) 2

= −
3 0 5 0
1 1
= −
3 5
2
= .
15
Thus
π
2
sin2 (x) cos3 (x) dx =
R 2
0 15 .

This ends one phase of the investigation of integrals of powers of trigono-


metric functions. (We still have to worry about powers of sec (x) and csc (x).)

We pause to look back and ask: What makes the previous computations
successful? For answers: here is a first cut.

14
π
cos2 (x) dx we used the identity
R
• For the example 2
0
1 cos (2x)
cos2 (x) = + .
2 2
π
sin3 (x) dx we wrote
R
• For the example 2
0
sin (x) = sin2 (x) sin (x)
3

= (1 − cos2 (x)) sin (x)


d
= −(1 − cos2 (x)) cos (x).
dx
π
sin4 (x) dx we wrote
R
• For the example 2
0
sin4 (x) = sin2 (x) sin2 (x)
= (1 − cos2 (x)) sin2 (x)
= sin2 (x) − cos2 (x) sin2 (x)
1 cos (2x) sin2 (2x)
 
= − −
2 2 4
   
1 cos 2x 1 1 cos (4x)
= − − − .
2 2 4 2 2
π
tan2 (x) dx we wrote
R
• For the example 4
0
tan2 (x) = sec2 (x) − 1.
π
tan3 (x) dx we wrote
R
• For the example 0
4

tan (x) = tan (x) tan2 (x)


3

= tan (x)(sec2 (x) − 1)


d
= tan (x) tan (x) − tan (x).
dx
π
tan4 (x) dx we wrote
R
• For the example 4
0
tan4 (x) = tan2 (x) tan2 (x)
= tan2 (x)(sec2 (x) − 1)
d
= tan2 (x) tan (x) − tan2 (x)
dx
d
= tan2 (x) tan (x) − (sec2 (x) − 1).
dx

15
π
cos3 (x) sin3 (x) dx we wrote
R
• For the example 2
0

1
cos3 (x) sin3 (x) = sin3 (2x)
8
1
= sin2 (2x) sin (2x)
8
1
= (1 − cos2 (2x)) sin (2x)
8  
1 1 2 d cos (2x)
= sin (2x) + cos (2x)
8 8 dx 2

and in the alternate version we wrote

cos3 (x) sin3 (x) = cos3 (x) sin2 (x) sin (x)
= cos3 (x)(1 − cos2 (x)) sin (x)
d
= −(cos3 (x) − cos5 (x)) cos (x).
dx

π
sin2 (x) cos3 (x) dx we wrote
R
• For the example 2
0

sin2 (x) cos3 (x) = sin2 (x) cos2 (x) cos (x)
= sin2 (x)(1 − sin2 (x)) cos (x)
= sin2 (x) cos (x) − sin4 (x) cos (x)
d d
= sin2 (x) sin (x) − sin4 (x) sin (x).
dx dx

In the next lecture, we investigate, still further, trigonometric integrals. In


particular we investigate Z
sec3 x dx

which seems to occur more than it share of the time in modeling problems.

We also calculate a value of


Z 1
sin (2πx) cos (3πx) dx.
0

Integrals of this type play a central role in the study of Fourier series.

16
But before going to the next lecture we introduce the idea of integration by
parts.

Integration by Parts

One recalls that the product of two differentiable real-valued functions, each
defined on the same interval, is differentiable. Further, the accompanying
product rule is
(u(x)v(x))0 = u(x)v 0 (x) + v(x)u0 (x).
“Computing” the indefinite integral on each side and rearranging gives
Z Z
u(x)v (x) dx = u(x)v(x) − v(x)u0 (x) dx
0

where we have replaced (u(x)v(x))0 dx by u(x)v(x).


R

This is the so-called integration by parts formula. It is stated carefully in


the next theorem.

Theorem. Integration by Parts. Let u and v denote real-valued differen-


tiable functions each defined on a non-degenerate real interval, I. Further
assume that there exists an antiderivative of the function v(x)u0 (x), that is,
0 0
R R
v(x)u (x) dx exists. Then u(x)v (x) dx exists and
Z Z
u(x)v (x) dx = u(x)v(x) − v(x)u0 (x) dx, x ∈ I.
0

This is one form of the integration by parts formula – the indefinite integral
form. It is sometimes written
Z Z
u dv = uv − v du

which is good for recall. (Later we have a look at the inherent notational
ambiguity.)

17
Proof. Using the fact that the product of two differentiable real-valued
functions is differentiable and using the product rule one writes
d
[u(x)v(x)] = u(x)v 0 (x) + v(x)u0 (x), x ∈ I.
dx
Thus
d
u(x)v 0 (x) = [u(x)v(x)] − v(x)u0 (x), x ∈ I.
dx
R d
Since Rthe indefinite integral, dx [u(x)v(x)] dx, exists by definition and
since v(x)u0 (x) dx exists by hypothesis, the indefinite integral of the
right-hand side of the equation exists. Hence the indefinite integral of
the left-hand side exists. Thus
Z Z
u(x)v 0 (x) dx = u(x)v(x) − v(x)u0 (x) dx, x ∈ I.

The next example illustrates the “power” of the integration by parts formula.

EXAMPLE. Express the anti-derivatives of the function x cos (x), −∞ <


x < ∞ in terms of elementary functions.

Solution. Making the identification u(x) = x, −∞ < x < ∞


and v(x) = sin (x), −∞ < x < ∞ in the integration by parts
formula one obtains
Z Z
d
x cos (x) dx = x sin (x) dx
dx
Z
d
= x sin (x) − sin (x) x dx
dx
Z
= x sin (x) − sin (x) · 1 dx
= x sin (x) + cos (x) + C, −∞ < x < ∞.

Thus
R
x cos (x) dx = x sin (x) + cos (x) + C, −∞ < x < ∞.

The integration by parts formula has a definite integral form. It is given in


the next theorem.

18
Theorem. Integration by Parts. Let u and v denote real-valued differen-
tiable functions each defined on a non-degenerate real interval, [a, b]. Fur-
Rb Rb
ther assume that two of the three integrals a v(x)u0 (x) dx, a u(x)v 0 (x) dx,
Rb d
a dx [u(x)v(x)] dx exist. Then all three exist and
Z b Z b
0
u(x)v (x) dx = u(x)v(x)|ba − v(x)u0 (x)dx.
a a

This is another form of the integration by parts formula – the definite integral
form. It is sometimes written
Z b Z b
b
u dv = uv|a − v du.
a a

Proof. Using the fact that the product of two differentiable real-valued
functions is differentiable and using the product rule one writes
d
[u(x)v(x)] = u(x)v 0 (x) + v(x)u0 (x), x ∈ [a, b].
dx
Since the definite integrals of two of these three functions exist, it fol-
lows that all three definite integrals exist.
Rb d
Using the fact that a dx
[u(x)v(x)] dx = u(x)v(x)|ba one obtains
Z b Z b
0
u(x)v (x) dx = u(x)v(x)|ba − v(x)u0 (x) dx.
a a

The next example deals with the definite integral form of the previous ex-
ample.

EXAMPLE. Evaluate the integral


Z π
2
x cos (x) dx.
0

Solution. Making the identification u(x) = x, 0 ≤ x ≤ π2 and


v(x) = sin (x), 0 ≤ x ≤ π2 in the integration by parts formula,
one obtains
Z π Z π
2 2 d
x cos (x) dx = x sin (x) dx
0 0 dx
Z π
π 2 d
= x sin (x)|0 −
2
sin (x) x dx
0 dx

19
π  Z π
2
= −0 − sin (x) · 1 dx
2 0
π π
= + cos (x)|02
2
π
= + (0 − 1)
2
π
= − 1.
2
Thus
π
π
R
0
2
x cos (x) dx = 2 − 1.

As noted above, the definite integral form of the integration by parts formula
is sometimes written as
Z b Z b
u dv = uv|ba − v du.
a a

This is a good way to remember the formula, Rbut it needs to be read not-
b
too-literally. In most contexts, the expression a u dv is taken to mean the
definite integral of a function u(v), a ≤ v ≤ b. However, in the context of in-
Rb Rb d
tegration by parts the expression a u dv is taken to mean a u(x) dx v(x) dx.

In words, one says: the integral of u dee v is u v minus the inte-


gral of v dee u.

The next example fills a hole in our so-far-generated list of anti-derivatives


of transcendental functions. (Recall that we routinely use the fact that an
anti-derivative of ex is ex . However, in these notes, we have not yet found
an explicit form for an antiderivative of ln (x).)

The computation of the example uses a “trick”, namely writing


Z Z Z
d
ln (x) dx = ln (x) · 1 dx = ln (x) x dx.
dx
Luckily we are agian able to draw on the insights of earlier mathematicians.

20
EXAMPLE. Evaluate the indefinite integral
Z
ln (x) dx, 0 < x < ∞.

Solution. Using the integration by parts formula


Z Z
u dv = uv − v du

and making the identification u(x) = ln (x), 0 < x and v(x) =


x, 0 < x one writes
Z Z
ln (x) dx = ln (x) · 1 dx
Z
d
= ln (x) x dx
dx
Z
d
= x ln (x) − x ln (x) dx
dx
Z
= x ln (x) − dx
= x ln (x) − x + C.

Thus an antiderivative of ln (x), x > 0 is given by


R
ln (x) dx = x ln (x) − x + C, 0 < x < ∞.

In words,
the integral of ellen x is: x ellen x minus x.

Armed Rwith the integration by parts formula we are able to tackle the in-
tegral, xex dx. (It is known how to integrate x and how to integrate ex
separately; this example shows how to integrate their product.)

EXAMPLE. Evaluate the integral


Z 1
xex dx.
0

21
Solution. Using the integration by parts formula
Z b Z b
udv = uv|ba − vdu
a a

one writes
Z 1 Z 1
x d x
xe dx = e dx x
0 0 dx
Z 1
x 1 d
= xe |0 − ex x dx
0 dx
Z 1
= (e − 0) − ex · 1 dx
0
= e − ex |10
= e − (e − 1)
= 1.

Thus
R1
0 xex dx = 1.

Rb
Above we were able to evaluate a xex dx. Having done that one wonders if
Rb
there is a pencil-and-paper approach to evaluating a xn ex dx, n = 2, 3, · · ·.
The next example uncovers the core idea in such calculations.

EXAMPLE. Evaluate the integral


Z 1
x2 ex dx.
0

Solution. Using the integration by parts formula


Z b Z b
b
udv = uv|a − vdu
a a

twice, one writes


Z 1 Z 1
2 x d x
x e dx = x2 e dx
0 0 dx

22
Z 1
= x2 ex |10 − ex 2x dx
0
1 Z
d
= (e − 0) − 2 x ex dx
0 dx
 Z 1 
x 1 x
= e − 2 xe |0 − e · 1 dx
0
= e − 2 e − 0 − ex |10
 

= e − 2[e − (e − 1)]
= e−2·1
= e − 2.

Thus
R1
0 x2 ex dx = e − 2.

Finally, the next example shows the role of integration by parts in comput-
ing integrals of inverse trig functions. Although it is just one example; it
tells the whole story. Practice integrating other inverse trig functions is left
to the worksheets.

EXAMPLE. Evaluate the indefinite integral


Z
cos−1 (y) dy, −∞ < y < ∞.

Solution. Using the integration by parts formula and recalling


that
d −1
cos−1 (y) = p , −1 < y < 1
dy 1 − y2
one obtains, for −1 < y < 1,
Z Z
−1
cos (y) dy = cos−1 (y) · 1 dy
Z
d
= cos−1 (y) y dy
dy
−y
Z
−1
= y cos (y) − p dy
1 − y2

23
Z
−1 1 1 d
= y cos (y) − p (1 − y 2 ) dy
2 1 − y dy
2

1 p
= y cos−1 (y) − · 2 1 − y 2 + C
2
p
−1
= y cos (y) − 1 − y 2 + C.

Thus
p
cos−1 (y) dy = y cos−1 (y) −
R
1 − y 2 + C, −1 < y < 1.
R1
The definite integral −1 cos−1 (y) dy is dealt with in
one of the worksheets. The fundamental theorem of
calculus can be employed here even though the deriva-
tive of cos−1 (y) does not exist at y = ±1. Some care
with the reasoning is needed.

Experience shows that integrals of the form

• xn sin (x) dx
R

• xn cos (x) dx
R

• xn ex dx
R

• xn ln (x) dx
R

• xn cos−1 (x) dx
R

• xn sin−1 (x) dx
R

• xn tan−1 (x) dx
R

• etc.

“scream” for integration by parts.

Looking Back. We have successfully evaluated the following integrals


R
• cos (x) dx
cos2 (x) dx
R

sin3 (x) dx
R

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sin4 (x) dx
R

R
• tan (x) dx
tan2 (x) dx
R

tan3 (x) dx
R

tan4 (x) dx
R

sin2 (x) cos2 (x) dx
R

sin3 (x) cos3 (x) dx
R

sin2 (x) cos3 (x) dx
R

R
• x cos (x) dx
R
• ln (x) dx
xex dx
R

x2 ex dx
R

cos−1 (x) dx.
R

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