Sometimes we need to find integrals of functions which are products of two different functions. For example, take your time and think how one can integrate ∫xcosxdx. Or, try solving ∫xsec2xdx.
As you can see, these are integrals of products of two completely different functions — x and cosx, or x and sec2x. In this chapter, you will learn how to integrate these types of integrals.
1. Integration by Parts
When we need to find the integral of a product of two functions f(x) and g(x), we can substitute f(x) with u and g(x)dx with dv. Then, by utilizing the formula for the derivative of a product in differential notation:
d(uv)=udv+vdu
udv=d(uv)−vdu
∫udv=∫d(uv)−∫vdu
∫udv=uv−∫vdu
This is the Integration by Parts formula. It comes to a rescue when the product of two different functions needs to be integrated and calculating ∫vdu is easier than calculating ∫udv.
The tricky part in applying integration by parts is how to select u and dv so that finding the value will be easy. When udv is complex, this is especially tricky, as finding the proper u and dv by trial and error takes a lot of time. With practice, one can find proper u and dv easily and faster.
Before applying the rule, keep in mind that:
We need to be able to compute the integral of dv.
We need to be able to integrate vdu.
If it is known that one of these will fail, we can select other values and avoid wasting time. It is also possible that the integral may be solved more easily by u-substitution — testing other integration methods before resorting to integration by parts is usually advised.
Sometimes, one can apply integration by parts several times in succession:
Example 2: Find ∫xnexdx
Solution:
u=xn,dv=exdx⟹du=nxn−1dx,v=ex
Then:
∫xnexdx=xnex−n∫exxn−1dx
The power of x became xn−1, which means if we continue applying integration by parts, the term xn will eventually become x0. So we can write:
Note that we continue this until the powers of x and e go to zero.
Example 3 — Reduction Formula: Another cool example is the reduction of An=∫sinnxdx:
u=sinn−1x,dv=sinxdx⟹du=(n−1)sinn−2xcosxdx,v=−cosx
Therefore:
An=−sinn−1xcosx+(n−1)∫cos2xsinn−2xdx
Now substituting cos2x with 1−sin2x:
An=−sinn−1xcosx+(n−1)∫sinn−2xdx−(n−1)∫sinnxdx
An=−sinn−1xcosx+(n−1)An−2−(n−1)An
nAn=−sinn−1xcosx+(n−1)An−2
The index of A becomes smaller each time, so we can lower the index until it becomes 0 or 1. If n is odd, we use A1=−cosx. Otherwise, A0=x. We could solve the problem by utilizing half-angle formulas, but when n is large, this becomes cumbersome.