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Overview

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 ∫xcos⁡x dx\displaystyle\int x\cos x\,dx. Or, try solving ∫xsec⁡2x dx\displaystyle\int x\sec^2 x\,dx.

As you can see, these are integrals of products of two completely different functions — xx and cos⁡x\cos x, or xx and sec⁡2x\sec^2 x. 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)f(x) and g(x)g(x), we can substitute f(x)f(x) with uu and g(x) dxg(x)\,dx with dvdv. Then, by utilizing the formula for the derivative of a product in differential notation:

d(uv)=u dv+v dud(uv) = u\,dv + v\,du
u dv=d(uv)−v duu\,dv = d(uv) - v\,du
∫u dv=∫d(uv)−∫v du\int u\,dv = \int d(uv) - \int v\,du
∫u dv=uv−∫v du\boxed{\int u\,dv = uv - \int v\,du}

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 ∫v du\displaystyle\int v\,du is easier than calculating ∫u dv\displaystyle\int u\,dv.

Example 1: Solve ∫xln⁡(x) dx\displaystyle\int x\ln(x)\,dx

Solution:

u=ln⁡(x),dv=x dx  ⟹  du=1x dx,v=x22u = \ln(x), \quad dv = x\,dx \implies du = \frac{1}{x}\,dx, \quad v = \frac{x^2}{2}

Then:

∫xln⁡(x) dx=x22ln⁡(x)−∫x22⋅1x dx=x22ln⁡(x)−∫x2 dx=x22 ⁣(ln⁡(x)−12)\int x\ln(x)\,dx = \frac{x^2}{2}\ln(x) - \int \frac{x^2}{2} \cdot \frac{1}{x}\,dx = \frac{x^2}{2}\ln(x) - \int \frac{x}{2}\,dx = \frac{x^2}{2}\!\left(\ln(x) - \frac{1}{2}\right)

The tricky part in applying integration by parts is how to select uu and dvdv so that finding the value will be easy. When u dvu\,dv is complex, this is especially tricky, as finding the proper uu and dvdv by trial and error takes a lot of time. With practice, one can find proper uu and dvdv easily and faster.

Before applying the rule, keep in mind that:

  • We need to be able to compute the integral of dvdv.
  • We need to be able to integrate v duv\,du.

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 uu-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 ∫xnex dx\displaystyle\int x^n e^x\,dx

Solution:

u=xn,dv=ex dx  ⟹  du=nxn−1 dx,v=exu = x^n, \quad dv = e^x\,dx \implies du = nx^{n-1}\,dx, \quad v = e^x

Then:

∫xnex dx=xnex−n∫exxn−1 dx\int x^n e^x\,dx = x^n e^x - n\int e^x x^{n-1}\,dx

The power of xx became xn−1x^{n-1}, which means if we continue applying integration by parts, the term xnx^n will eventually become x0x^0. So we can write:

∫xnex dx=xnex−nxn−1en−1+n(n−1)xn−2en−2−n(n−1)(n−2)xn−3en−3−⋯\int x^n e^x\,dx = x^n e^x - nx^{n-1}e^{n-1} + n(n-1)x^{n-2}e^{n-2} - n(n-1)(n-2)x^{n-3}e^{n-3} - \cdots

Note that we continue this until the powers of xx and ee go to zero.

Example 3 — Reduction Formula: Another cool example is the reduction of An=∫sin⁡nx dxA_n = \displaystyle\int \sin^n x\,dx:

u=sin⁡n−1x,dv=sin⁡x dx  ⟹  du=(n−1)sin⁡n−2xcos⁡x dx,v=−cos⁡xu = \sin^{n-1} x, \quad dv = \sin x\,dx \implies du = (n-1)\sin^{n-2}x\cos x\,dx, \quad v = -\cos x

Therefore:

An=−sin⁡n−1xcos⁡x+(n−1)∫cos⁡2x sin⁡n−2x dxA_n = -\sin^{n-1}x\cos x + (n-1)\int \cos^2 x\,\sin^{n-2}x\,dx

Now substituting cos⁡2x\cos^2 x with 1−sin⁡2x1 - \sin^2 x:

An=−sin⁡n−1xcos⁡x+(n−1)∫sin⁡n−2x dx−(n−1)∫sin⁡nx dxA_n = -\sin^{n-1}x\cos x + (n-1)\int \sin^{n-2}x\,dx - (n-1)\int \sin^n x\,dx
An=−sin⁡n−1xcos⁡x+(n−1)An−2−(n−1)AnA_n = -\sin^{n-1}x\cos x + (n-1)A_{n-2} - (n-1)A_n
nAn=−sin⁡n−1xcos⁡x+(n−1)An−2nA_n = -\sin^{n-1}x\cos x + (n-1)A_{n-2}

The index of AA becomes smaller each time, so we can lower the index until it becomes 00 or 11. If nn is odd, we use A1=−cos⁡xA_1 = -\cos x. Otherwise, A0=xA_0 = x. We could solve the problem by utilizing half-angle formulas, but when nn is large, this becomes cumbersome.

2. Problems

Problem 1. Prove:

(a)

∫ln⁡(x)n dx=xln⁡(x)n−n∫ln⁡(x)n−1 dx\int \ln(x)^n\,dx = x\ln(x)^n - n\int \ln(x)^{n-1}\,dx

(b)

∫ln⁡(x)5 dx\int \ln(x)^5\,dx

Problem 2. Integrate

∫x3(x2+5)2 dx\int \frac{x^3}{(x^2 + 5)^2}\,dx

Problem 3. Integrate

∫x75+3x4 dx\int x^7\sqrt{5 + 3x^4}\,dx

3. Solutions

Problem 1(a):

u=ln⁡(x)n,dv=dx  ⟹  du=nxln⁡(x)n−1 dx,v=xu = \ln(x)^n, \quad dv = dx \implies du = \frac{n}{x}\ln(x)^{n-1}\,dx, \quad v = x

So:

∫ln⁡(x)n dx=xln⁡(x)n−n∫ln⁡(x)n−1 dx\int \ln(x)^n\,dx = x\ln(x)^n - n\int \ln(x)^{n-1}\,dx

Problem 1(b): Put n=5n = 5 in the formula:

∫ln⁡(x)5 dx=xln⁡(x)5−5∫ln⁡(x)4 dx\int \ln(x)^5\,dx = x\ln(x)^5 - 5\int \ln(x)^4\,dx

Problem 2: Separate x2x^2 and x(x2+5)2 dx\dfrac{x}{(x^2+5)^2}\,dx:

u=x2,dv=x(x2+5)2 dx  ⟹  du=2x dx,v=−12(x2+5)u = x^2, \quad dv = \frac{x}{(x^2 + 5)^2}\,dx \implies du = 2x\,dx, \quad v = \frac{-1}{2(x^2 + 5)}

Therefore:

∫x3(x2+5)2 dx=−x22(x2+5)+∫x dxx2+5\int \frac{x^3}{(x^2 + 5)^2}\,dx = -\frac{x^2}{2(x^2 + 5)} + \int \frac{x\,dx}{x^2 + 5}

By uu-substitution on the second term:

=−x22(x2+5)+12ln⁡∣x2+5∣+C= -\frac{x^2}{2(x^2 + 5)} + \frac{1}{2}\ln|x^2 + 5| + C

Problem 3:

u=x4,dv=x35+3x4 dx  ⟹  du=4x3 dx,v=118(5+3x4)3/2u = x^4, \quad dv = x^3\sqrt{5 + 3x^4}\,dx \implies du = 4x^3\,dx, \quad v = \frac{1}{18}(5 + 3x^4)^{3/2}

Therefore:

∫x75+3x4 dx=x418(5+3x4)3/2−29∫(5+3x4)3/2(x3) dx\int x^7\sqrt{5 + 3x^4}\,dx = \frac{x^4}{18}(5 + 3x^4)^{3/2} - \frac{2}{9}\int (5 + 3x^4)^{3/2}(x^3)\,dx

Solving the second term by uu-substitution:

=x418(5+3x4)3/2−29⋅112⋅(5+3x4)5/25/2+C= \frac{x^4}{18}(5 + 3x^4)^{3/2} - \frac{2}{9} \cdot \frac{1}{12} \cdot \frac{(5 + 3x^4)^{5/2}}{5/2} + C
=x418(5+3x4)3/2−1135(5+3x4)5/2+C= \frac{x^4}{18}(5 + 3x^4)^{3/2} - \frac{1}{135}(5 + 3x^4)^{5/2} + C
StatusSourceProblem NameDifficultyTags
AIMEVery Hard
Show TagsCombinatorics, Recursion

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