Fundamental Engineering Maths 5

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    D.T.

    PHAM

    -VGU

    Outline

    1 Area problems

    2 The fundamental theorems of calculus

    3 Indefinite integrals and the net change theorem

    4 The substitution rule

    5 Integration by parts

    6 Additional techniques of integration

    7 Approximate integration

    8 Improper integrals

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    D.T.

    PHAM

    -VGU

    Area problems

    x

    y

    y = f(x)

    a b

    S?

    x1 x2 x3 xi1 xi xi+1 xn1

    S1 S2 S3 Si Sn

    x1 x2 x3 xi1 xi xi+1 xn1

    x

    x1 x

    2 x

    3 x

    i x

    n

    Rn =f(x1 ) x+f(x

    2 ) x+ +f(xi ) x+ +f(xn ) x

    S= limn

    Rn

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    D.T.

    PHAM

    -VGU

    Definite integrals

    Def: Let f : [a, b]R.

    Divide [a, b] byx0, x1, . . . , xn into n equal subintervals of width (b a)/n(a= x0

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    D.T.

    PHAM

    -VGU

    Definite Integrals

    Ex: Evaluate the Riemann sum for f(x) =x3

    6xtaking the sample points to

    be the right endpoints with a= 0, b= 3 and n= 6

    Evaluate3

    0(x3 6x) dx

    Ans:

    (a) For n= 6, the interval width isx= ban = 306 = 12 =0.5, and the rightendpoints are x1 = 0.5, x2 = 1, x3 = 1.5, x4 = 2, x5 = 2.5, x6 = 3.

    The Riemann sum is

    R6 =

    6

    i=1

    f(xi) x= xf(0.5) +f(1) +f(1.5) +f(2) +f(2.5) +f(3)=

    1

    2(2.875 5 5.625 4 + 0.625 + 9 )= 3.9375

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    D.T.

    PHAM

    -VGU

    Definite integrals

    Ex: Evaluate3

    0(x3 6x) dx

    Ans: 0 3x1

    3n

    x2

    23n

    xn1

    (n1)3n

    With n subintervals, x= 3n

    , and

    x0 = 0, x1= 3

    n, x2 = 2

    3

    n, . . . , xi=i

    3

    n, . . . , xn = 3.

    30

    (x3 6x) dx= limnn

    i=1f(xi) x= limn

    ni=1

    f3i

    n3

    n

    = limn

    3

    n

    ni=1

    3i

    n

    3 6

    3i

    n

    = lim

    n3

    n

    ni=1

    27i3

    n3 18i

    n

    = limn

    81n4

    ni=1

    i3 54n2

    ni=1

    i

    = limn

    81n4

    n(n+ 2)

    2

    2 54n2

    n(n+ 1)2

    = limn

    81

    4

    1 +

    1

    n

    2 27

    1 +

    1

    n

    =

    81

    4 27= 27

    4

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    D.T.

    PHAM

    -VGU

    The Midpoint Rule

    Midpoint Rule:

    ba

    f(x) dxn

    i=1

    f(xi) x= x[f(x1) +f(x2) + +f(xn)]

    where x= ban

    and xi= xi1+xi

    2 = midpoint of [xi1, xi].

    Ex: Use Midpoint Rule with n= 5 to approximate 2

    1

    1

    xdx

    Ans: x= (2 1)/5 = 0.2. The endpoints of the subintervals arex0 = 1, x1 = 1.2, x2 = 1.4, x3 = 1.6, x4 = 1.8 and x5 = 2.

    The midpoints are x1 = 1.1, x2 = 1.3, x3 = 1.5, x4 = 1.7, x5 = 1.9.

    Applying the Midpoint Rule, 21

    1

    x dx 0.2[f(1.1) +f(1.3) +f(1.5) +f(1.7) +f(1.9)]

    = 0.2 [ 1

    1.1+

    1

    1.3+

    1

    1.5+

    1

    1.7+

    1

    1.9]

    0.691908.

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    PHAM

    -VGU

    Comparison Properties

    Comparison properties:

    1 Iff(x) 0 for a x b, thenb

    a f(x) dx 0,

    2 Iff(x)

    g(x) for a

    x

    b, then ba

    f(x) dx

    b

    a g(x) dx,

    3 Ifm f(x) M fora x b, then

    m(b a) ba

    f(x) dx M(b a).

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    PHAM

    -VGU

    Exercises

    5.2:

    14, 912 2122, 2728, 3540, 5254

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    D.T.

    PHAM

    -VGU

    The fundamental theorems of calculus

    The fundamental theorem of calculus, part I:Iffis continuous on [a, b], thenthe function gdefined by

    g(x) =

    xa

    f(x) dx, a x b

    is continuous on [a, b] and differentiable on (a, b) and g(x) =f(x).

    Proof: Let x and x+h in (a, b) (Suppose h> 0) . Then

    g(x+h) g(x) = x+ha

    f(x) dx xa

    f(x) dx=

    x+hx

    f(x) dx.

    So, g(x+h) g(x)h

    = 1h

    x+hx

    f(x) dx. Since f is continuous on [x, x+h], by

    the extreme value theorem, there are u, v [x, x+h] such that

    f(u) = min{f(y) :y [x, x+h]} and f(v) = max{f(y) :y [x, x+h]}

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    PHAM

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    The fundamental theorems of calculus

    (continuing with the proof) We have m

    f(y)

    M forx

    y

    x+h. Hence,

    f(u)h x+hx

    f(x) dx f(v)h f(u) 1h

    x+hx

    f(x) dx f(v)

    f(u) g(x+h) g(x)h

    f(v) ()

    When h 0, since u, v [x, x+h], we have u x, v x. Note that f iscontinuous on [a, b], thus f(u) f(x) and f(v) f(x). This together with()yields

    limh0

    g(x+h) g(x)h

    =f(x).

    This means that g(x) is differentiable (and then continuous) at x (a, b) andg(x) =f(x).The cases x=a and x=bcan be proved in the same manner, using one-sidedlimits.

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    PHAM

    -VGU

    The fundamental theorems of calculus

    The fundamental theorem of calculus, part II: If f is continuous on [a, b],

    then ba

    f(x) dx=F(b) F(a)

    where F is any antiderivative off.

    Proof: Denote g(x) =xa f(x) dx. By part 1, g(x) =f(x). It means that g is

    another antiderivative off. Thus g(x) =F(x) +C for some constant C. Then

    F(b) F(a) = [g(b) C] [g(a) C] =g(b) g(a)

    = ba

    f(

    x)

    dx

    a

    a

    f(

    x)

    dx

    =

    ba

    f(x) dx

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    D.T.

    PHAM

    -VGU

    The fundamental theorems of calculus

    Ex: Evaluate 3

    1ex

    dx

    Ans: The function f(x) =ex is continuous everywhere and itsantiderivative is F(x) =ex. Thus

    3

    1exdx=e3 e1

    Remark: People usually the notation

    F(x)ba

    =F(b) F(a)

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    Th f d l h f l l

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    PHAM

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    The fundamental theorems of calculus

    Ex: Find the area under the parabola y=x2 from 0 to 1

    Ans:

    y

    0 x1

    A

    The area

    A=

    10

    x2 dx= x3

    3

    10

    =1

    3

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    I d fi it i t l

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    PHAM

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    Indefinite integrals

    Notation: we denote

    f(x) dx=F(x) to indicate that F =f.

    Ex: We can write x2 dx= x3

    3

    +C as d

    dxx

    3

    3

    +C =x2

    Ex:

    sec2 x dx= ? tan x+C

    because

    d

    dx(tan x+C) = sec

    2

    x

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    I d fi it I t l

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    PHAM

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    Indefinite Integrals

    Indefinite integral table:

    (i) cf(x) dx=c f(x) dx(ii)

    [f(x) +g(x)] dx=

    f(x) dx+

    g(x) dx

    (iii)

    k dx=kx+c

    (iv) xn dx= xn+1

    n+1+c (n = 1)

    (v)

    1x

    dx= ln |x| +c(vi)

    ex dx=ex +c

    (vii)

    ax dx= e

    x

    ln a+c

    (viii)

    sin x dx= cos x+c(ix)

    cos x dx= sin x+c

    (x)

    sec2 x dx= tan x+c (xi)

    csc2 x dx= cot x+c(xii) 11+x2 dx= tan1 x+c (xiii) 11x2 dx= sin

    1 x+c

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    Indefinite Integrals

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    D.T.

    PHAM

    -VGU

    Indefinite Integrals

    Ex: Evaluate 3

    1(x3 6x) dx

    Ans:

    3

    1

    (x3 6x) dx= x44 3x2

    31

    =

    81

    4 27

    1

    4 3

    = 6.75

    Ex: Evaluate 9

    1

    2t2 +t2

    t 1t2

    dt

    Ans: 91

    2t2 +t2

    t 1t2

    dt=

    91

    2 +

    t t2

    dt

    = 2t+2

    3 t3/2

    +t1

    9

    1

    = 324

    9

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    The net change theorem

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    D.T.

    PHAM

    -VGU

    The net change theorem

    Let y=F(x). Then F represents the rate of change ofy=F(x) w.r.t. x.

    F(b) F(a)is the change in y when xchanges from a to b.

    The net change theorem: The integral of a rate of change is the net change:

    ba

    F(x) dx=F(b) F(a)

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    Some applications

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    Some applications

    IfV(t)is the volume of water in a reservoir at time t, then its derivativeV(t)is the rate at which water flows into the reservoir at time t. So t2

    t1

    V(t) dt=V(t2) V(t1)

    is the change in amount of water in the reservoir between t1 and t2.

    If[C](t)is the concentration of the product of a chemical reaction at timet, then the rate of reaction is the derivative d[C]/dt. So

    t2t1

    d[C]

    dt dt= [C](t2) [C](t1)is the change in the concentration of[C]from time t1 to time t2.

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    Some applications

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    Some applications

    If the mass of a rod measured from the left end to a point x is m(x), then

    the linear density (x) =m(x). So ba

    (x) dx=m(b) m(a)

    is the mass of the segment of the rod that lies between x=a and x=b.

    If the rate of growth of a population is dn/dt, then

    t2

    t1

    dn

    dt dt=n(t2) n(t1)

    is the net change in population during the time period from t1 to t2. (Thepopulation increases when births happen and decreases when deaths occur.The net change takes into account both births and deaths.)

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    Exercises

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    PHAM

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    Exercises

    5.4: 110, 2130, 48, 4952

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    The substitution rule

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    PHAM

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    The substitution rule

    The substitution rule: Ifu=g(x)is a differentiable function whose range is aninterval I and f is continuous on I, then

    f(g(x)) g(x) dx=

    f(u)du

    Proof: Suppose that F is an antiderivative off, i.e., F=f. Then the chain rule

    ddx

    [F(g(x))] =F(g(x)) g(x).

    This implies

    F(g(x)) g(x) dx=F(g(x)) +C.

    Using u=g(x), we obtain F(g(x)) g(x) dx=F(u) +C=

    F(u) du=

    f(u) du

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    The substitution rule

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    PHAM

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    The substitution rule

    Ex: Find x3 cos(x4 + 2) dxAns: We use a change of variables u=x4 + 2. Then du= 4x3 dx. Thusx3 dx= du4 . Using the change of variables, we obtain

    x

    3

    cos(x

    4

    + 2) dx=

    cos u

    du

    4

    =1

    4

    cos u du

    =1

    4

    sin u+C

    =1

    4sin(x4 + 2) +C.

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    The substitution rule

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    PHAM

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    The substitution rule

    Ex: Find 2x+ 1 dxAns: We use a change of variables u= 2x+ 1. Then du= 2 dx. Thusdx= du2 . Using the change of variables, we obtain

    2

    x+ 1

    dx=udu

    2

    =1

    2

    u du

    =1

    2

    2

    3

    u32 +C

    =1

    3(2x+ 1)

    32 +C.

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    The substitution rule for definite integrals

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    PHAM

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    The substitution rule for definite integrals

    The substitution rule for definite integrals: Ifg is continuous on [a, b] andf is continuous on the range ofu=g(x), then

    ba

    f(g(x)) g(x) dx=

    g(b)g(a)

    f(u) du

    Proof: Let Fbe an antiderivative off. Then

    d

    dxF(g(x)) =F(g(x)) g(x) =f(g(x)) g(x).

    Fundamental Theorem for Calculus (part 2) gives

    b

    a

    f(g(x)) g(x) dx=F(g(b)) F(g(a)).

    Since F=f, using Fund. Theo. for Cal. (II) again, we have g(b)g(a)

    f(u) du= F(u)|g(b)g(a) =F(g(b)) F(g(a)).

    Comparing the two above equalities yielding the conclusion.Duong T. PHAM - EEIT2014 November 7, 2014 30 / 77

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    Integrals of symmetric functions

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    g y

    Integrals of symmetric functions: Let fbe a continuous funtion on[a, a].1 Iff is even (f(

    x) =f(x)), then aaf(x) dx= 2 a0 f(x) dx

    2 Iff is odd (f(x) = f(x)), then aaf(x) dx= 0.Proof:

    1 (f is even). We have aaf(x) dx= 0

    a

    f(x) dx+ a0 f(x) dx.Denote u(x) = x. Then du= dx and u(a) =a, u(0) = 0.Noting that f(u) =f(u) and using substitution rule, we obtain

    0

    a

    f(x) dx= 0

    a

    f(u)(du) = 0

    a

    f(u)du= 0

    a

    f(u)du

    =

    a0

    f(u)du=

    a0

    f(x)dx.

    Hence,

    a

    af(x)dx= 2

    a

    0 f(x)dx

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    Exercises

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    5.5: 115, 5160, 7374, 77, 86.

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    Integration by parts

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    g y p

    The product gives

    ddx[f(x)g(x)] =f(x) g(x) +f(x)g(x).

    Then

    [f(x) g(x) +f(x)g(x)] dx=f(x)g(x)

    Integration by parts: f(x)g(x) dx=f(x)g(x)

    f(x)g(x) dx

    Remark: Another form of the integration by parts is u dv=uv

    v du

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    Integration by parts

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    g y p

    Ex: Evaluate xsin x dxAns: Let u(x) =x and v(x) = sin x. Then u(x) = 1 and v(x) = cos x.Hence,

    xsin x dx=u(x)v(x) v(x)u(x) dx

    =x( cos x)

    ( cos x) dx

    =

    xcos x+ cos x dx= xcos x+ sin x+C.

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    Integration by parts

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    Ex: Evaluate

    ln x dx

    Ans: Denote u= ln x and dv=dx. Then du= dx

    x and v=x.

    Integration by parts gives ln x dx=xln x

    x

    dx

    x

    =xln x

    dx

    =xln x x+C

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    Integration by parts

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    Ex: Evaluate

    t2etdt

    Ans: Denote u=t2 and dv=et

    dt. Then du= 2t dt and v=et

    .Integration by parts gives

    t2etdt=t2et

    2tetdt=t2et 2

    tetdt.

    Denote u=t and dv=etdt. Then du=dt and v=et. Applyingintegration by parts again yields

    tetdt=tet etdt=tet et +C.Hence,

    t2etdt=t2et 2(tet et +C) =t2et 2tet + 2et +C1

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    Integration by parts

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    Integration by parts:

    b

    a

    u dv=uvba

    b

    a

    v du

    Ex: Evaluate

    /20

    ex sin x dx

    Ans: Denote u=ex and dv= sin x. Then du=ex dx and v=

    cos x. We have /2

    0

    ex sin x dx= ex cos x/2

    0 /2

    0

    ex( cos x)dx= 1 + /2

    0

    ex cos x dx

    Denote u=ex and dv= cos x. Then du=ex dx and v= sin x. Thus

    /2

    0

    ex cos x dx=ex sin x/20

    /2

    0

    ex sin x dx=e/2

    /2

    0

    ex sin x dx

    Hence,/2

    0 ex sin x dx= 1 +e/2 /2

    0 ex sin x dx. This implies

    /2

    0

    ex sin x dx=1 +e/2

    2

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    Exercises

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    7.1: 120, 3338, 4445,

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    sinm x cos2k+1 x dx

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    Ex: Evaluate

    sin2 x cos3 x dx

    Ans: Noting thatcos2 x= 1

    sin2 x, sin2 xcos3 xdx=

    sin2 xcos2 x cos xdx=

    sin2 x(1 sin2 x) cos xdx.

    Denote t= sin x. Then dt=cos xdx and sin2 xcos3 xdx=

    t2(1 t2) dt=

    (t2 t4)dt= t3

    3 + t

    5

    5 +C

    =sin3 x

    3 +

    sin5 x

    5 +C

    sinmxcos2k+1x dx=

    sinmxcos2kxcos xdx=

    sinmx(1 sin2x)k cos xdx

    =

    tm(1 t2)k dt (by substitution t= sin x)

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    sin2m x cos2n x dx

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    Ex: Evaluate sin2 x dxAns: Applying the following identity

    sin2 x=1 cos2x

    2

    to obtain sin2x dx=

    1

    2

    (1 cos2x)dx= 1

    2

    xsin2x

    2 +C

    sin2mxcos2nx dx=

    1 cos2x

    2

    m 1 + cos 2x2

    ndx

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    tanm x sec2k x dx

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    Ex: Evaluate tan3 x sec4 x dxAns: Note that 1 + tan2 x=sec2x and dtan x

    dx = sec2 x. We have

    tan3 x sec4 x dx=

    tan3 x(1 + tan2 x)sec2 x dx=

    t3(1 +t2)dt

    = t4

    4 + t

    6

    6 +C=tan

    4 x4

    +tan6 x

    6 +C

    tanmx sec2kx dx= tanmx sec2k2xsec2xdx= tanmx(1+ tan2x)k1 sec2xdx=

    tm(1 +t2)k1 dt (denote t= tan x)

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    tan2k+1 x secn x dx

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    D.T.

    PHAM

    -VGU

    Ex: Evaluate tan3 x sec3 x dx

    Ans: Denote u= sec x. Then du= sec x tan x dx. tan3x sec3x dx=

    tan2xsec2x secxtanxdx=

    (1 sec2x)sec2x secxtanx dx

    = (1 u2)u2 du= u3

    3 u5

    5 +C=

    sec3 x

    3 sec5 x

    5 +C

    tan2k+1x secnx dx=

    tan2kx secn1xsecx tan xdx

    =

    (1 sec2x)k secn1x secxtanxdx

    =

    (1 t2)ktn1 dt (denote t= sec x)

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    Exercises

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    D.

    T.PHAM

    -VGU

    7.2: 130

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    Trigonometric substitution

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    D.

    T.PHAM

    -VGUEx: Evaluate

    9 x2x2

    dx

    Ans: Denote x= 3 sin . Then dx= 3 cos d. We then have

    9

    x2

    x2 dx=

    9 9sin2

    9sin2 3cos d=

    3cos 9sin2 3cos d

    =

    cot2 d=

    (csc2 1) d

    = cot

    +C

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    Trigonometric substitution

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    D.

    T.PHA

    M-VGU

    Expression Substitution Identity

    a2 x2 x=a sin , 2 2 1 sin2 = cos2

    a2 +x2 x=a tan , 2 < < 2 1+tan2 = sec2

    x2 a2 x=a sec , 0 deg(Q), then divide P byQ to obtain

    P(x)

    Q(x)=S(x) +

    R(x)

    Q(x), deg(R)< deg(Q)

    Ex:

    x3+xx1 dx=

    x2+x+2+

    2

    x1

    dx= x3

    3 +x2

    2 + 2x+ 2 ln |x 1| +C

    Step 2: Factorize Q(x):

    2.1: IfQ(x) = (a1x+b1) (akx+bk) has no reapeated factor, then write

    R(x)Q(x)

    = A1a1x+b1)

    + + Akakx+bk)

    Ex: Evaluate

    x2 + 2x 12x3 + 3x2 2xdx

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    Integration of rational fucntions

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    D.

    T.PHA

    M-VGU

    Ex:

    x2 + 2x 12x3 + 3x2 2xdx. We have2x

    3 + 3x2 2x=x(2x 1)(x+ 2). Then

    x2 + 2x 12x3 + 3x2 2x =

    A1

    x +

    A2

    2x 1+ A3

    x+ 2 x

    = x2 + 2x 1 =A1(2x 1)(x+ 2) +A2x(x+ 2) +A3x(2x 1) x x2 + 2x 1 = (2A1+A2+ 2A3)x2 + (3A1+ 2A2 A3)x 2A1 x

    =

    2A1+A2+ 2A3 = 1

    3A1+ 2A2 A3 = 22A1 = 1

    =

    A1 = 12A2 =

    15

    A3 = 110Hence

    x

    2

    + 2x 12x3 + 3x2 2xdx=

    12x

    + 12(2x 1) 110(x+ 2)

    dx

    =1

    2ln |x| +1

    4ln |2x 1| 1

    10ln |x+ 2| +C

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    Integration of rational functions

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    D.

    T.PHA

    M-VGUHence

    4x

    (x

    1)2(x+ 1)

    dx= 1

    x

    1

    + 2

    (x

    1)2

    1x+ 1 dx

    =A ln |x 1| Bx 1+Cln |x+ 1| +K,

    where K is a constant.

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    Exercises

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    D.

    T.PHA

    M-VGU

    7.4 16, odd numbers from 738, 3940

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    Why we need approximate integration

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    D.

    T.PHA

    M-VGU

    Many integrals can not be computed exactly, e.g., 10

    ex2

    dx

    11

    1 +x3 dx

    Many integrals arising from science and real life do not have a closedintegrands.

    = Approximate integration

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    Error of Midpoint rule

    Error bound for Midpoint rule: Suppose that |f (x)| K for a x b

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    D.

    T.PHA

    M-VGU

    Error bound for Midpoint rule: Suppose that|f (x)| K for a x b.Then

    En

    M K(b

    a)3

    24n2

    Ex: Approximate

    21

    1

    xdxby Midpoint method with n= 5.

    x1 2x1 x2 x3 x4

    n= 5= x= 215 = 0.2 and x0 = 1,x1 = 1.2, x2 = 1.4, x3 = 1.6, x4 = 1.8, x5 = 2

    The midpoints: x1 = 1.1, x2 = 1.3, x

    3 = 1.5,

    x4 = 1.7, x5 = 1.9

    Mn =5

    i=1

    f(xi )x= 0.2 ( 1

    1.1+

    1

    1.3+

    1

    1.5+

    1

    1.7+

    1

    1.9) = 0.691907885715935

    Meanwhile, 21 1xdx= ln 2=EnM= 0.001239294844010

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    Error of Midpoint rule

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    D.

    T.PHA

    M-VGU

    We applied the Midpoint rule for different divisions:

    n Mn EnM

    5 0.691907885715935 0.001239294844010

    10 0.692835360409960 3.118201499850981e 0420 0.693069098225587 7.808233435824263e 0540 0.693127651979310 1.952858063514196e 0580 0.693142297914324 4.882645621484549e 06

    200 0.693146399314218 7.812457272216022e

    07

    1000 0.693147149309952 3.124999337078549e 08

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    Error of Trapezoidal rule

    Error bound for Trapezoidal rule: Suppose that |f (x)| K for a x b

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    D.

    T.PHA

    M-VGU

    Error bound for Trapezoidal rule: Suppose that|f (x)| K for a x b.Then

    E

    n

    T :=

    b

    a f(x)dx Tn , EnM K(b

    a)3

    12n2

    Ex: Approximate

    21

    1

    xdxby Trapezoidal method with n= 5.

    x1 2x1 x

    2 x

    3 x

    4

    n= 5= x= 215 = 0.2 and x0 = 1,x1 = 1.2, x2 = 1.4, x3 = 1.6, x4 = 1.8, x5 = 2

    Tn = x

    2 (f(1) + 2f(1.2) + 2f(1.4) + 2f(1.6) +2f(1.8) +f(2))

    Tn =0.2

    2

    1

    1+ 2

    1

    1.2+ 2

    1

    1.4+ 2

    1

    1.6+ 2

    1

    1.8+f(2)

    = 0.695634920634921

    Meanwhile, 21 1xdx= ln 2=EnT = 0.002487740074976

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    Error of Trapezoidal rule

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    D.

    T.PHA

    M-VGU

    We applied the Trapezoidal rule for different divisions:

    n Tn EnT

    5 0.695634920634921 0.002487740074976

    10 0.693771403175428 0.00062422261548320 0.693303381792694 0.000156201232749

    40 0.693186240009141 0.000039059449195

    80 0.693156945994225 0.000009765434280

    200 0.693148743055062 0.000001562495117

    1000 0.693147243059937 0.000000062499992

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    Simpson Rule

    y f ( )

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    D.

    T.PHA

    M-VGU

    y

    x

    y = f(x)

    a bx1 x2 x3 x4 x5x0 = = x6

    P0P1

    P2

    P3

    P4

    P5

    P6

    Simpson rule: Let n be even.

    b

    a

    f(x)dx Sn =x3

    (f(x0) + 4f(x1) + 2f(x2) + 4f(x3) +. . .

    +2f(xn2) + 4f(xn1) +f(xn))

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    Simpson rule

    Error bound for Simpson rule: Suppose thatf(4)(x) K for a x b

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    D.

    T.PHA

    M-VGU

    Error bound for Simpson rule: Suppose that f (x) K for a x b.Then

    EnS

    K(b

    a)5

    180n4

    Ex: Approximate

    21

    1

    xdxby Simpson rule with n= 10.

    x1 2

    n= 10= x= 2

    110 = 0.1 and

    x0 = 1, x1 = 1.1, x2 = 1.2, x3 = 1.3,

    x4 = 1.4, x5 = 1.5, x6 = 1.6, x7 = 1.7,x8 = 1.8, x9 = 1.9, x10 = 2

    S10 =0.1

    3

    1

    1+

    4

    1.1+

    2

    1.2+

    4

    1.3+

    2

    1.4+

    4

    1.5+

    2

    1.6+

    4

    1.7+

    2

    1.8+

    4

    1.9+

    1

    2

    = 0.693150230688930 = E10S = 0.000003050128985

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    Simpson rule

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    D.

    T.PHA

    M-VGU

    We applied the Simpson rule for different divisions:

    n Sn EnS

    10 0.693150230688930 0.000003050128985

    20 0.693147374665116 0.00000019410517140 0.693147192747956 0.000000012188011

    80 0.693147181322587 0.000000000762642

    200 0.693147180579475 0.000000000019530

    1000 0.693147180559975 0.000000000000030

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    Exercises

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    D.T

    .PHA

    M-VGU

    7.7: 712, 21, 22

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    Improper integrals of type I

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    D.T

    .PHA

    M-VGU

    Ex: Determine the convergence of 1

    1

    xdx

    Ans: By definition, we have

    1

    1

    xdx = lim

    t t

    1

    1

    xdx = lim

    tln

    |x

    | t

    1

    = limt

    (ln |t| ln1)= lim

    tln |t|

    =

    .

    Hence, the

    11x

    dx is divergent (not convergent).

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    Improper integrals of type I

    E E l t

    0xd

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    D.T

    .PHA

    M-VGU

    Ex: Evaluate

    xexdx

    Ans: By definition, we have

    0

    xexdx= limt

    0

    t

    xexdx.

    Denote u=x and dv=exdx. Then du=dx and v=ex. Integration byparts gives

    0

    t

    xexdx=xex0t

    0

    t

    exdx= tet ex0t

    = tet 1 et

    Hence,

    0

    xexdx= limt

    (tet 1 et) = limt

    (tet) 1 limt

    et

    = 1

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    Improper integrals of type II

    1

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    D.T

    .PHA

    M-VGU

    Ex: Determine the convergence of

    1

    1

    xpdx

    Ans: When p= 1, the integral is divergent (see previous example). when p= 1,by definition, we have

    1

    1

    xpdx= lim

    t t

    1

    xpdx = limt

    xp+1

    p+ 1

    t

    1

    = limt

    t1p

    1 p 11 p

    = 1

    1 p limt t1p 1

    1 p

    =

    11p ifp>1 ifp1divergent () ifp 1

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    Improper integrals of type II

    Improper integrals of type II:

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    D.T

    .PHA

    M-VGU

    1 Let f : [a, b) R be continuous and f be discontinuous at b. Then b

    a

    f(x)dx := limtb

    t

    a

    f(x)dx

    provided that the limit exists.

    2 Let f : (a, b]R be continuous and f be discontinuous at a. Then

    ba

    f(x)dx := limta+

    bt

    f(x)dx

    provided that the limit exists.

    3 Iff has a discontinuity at c, where a

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    D.T

    .PHA

    M-VGU

    Ex: Evaluate

    21

    x

    2

    dx

    Ans: We first note that 1x2 is discontinuous at 2. By definition, we have

    5

    2

    1x

    2

    dx= limt

    2+

    5

    t

    1x

    2

    dx

    = limt2+

    2

    x 25t

    = limt2+

    2

    3 2t 2

    = 2

    3.

    Hence,

    52

    1x 2 dx= 2

    3

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    Comparison test for improper integrals

    C i Th L f d b i f i i h 0 f ( )

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    D.T

    .PHA

    M-VGU

    Comparison Theorem: Let f and gbe continuous functions with 0 f(x)g(x) for x

    a.

    Ifa

    g(x) dx is convergent thena

    f(x) dx is convergent.

    Ifa

    f(x) dx is divergent thena

    g(x) dx is divergent.

    Ex: Determine whether the integral

    1

    dx

    x2 ex is convergent?

    Ans: When x 1, ex >1 and hence,1

    x2 ex 1

    x2.

    Since

    1

    1

    x2dx is convergent (? ), by Comparison Theorem,

    1

    dx

    x2ex is

    convergent.

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    Exercises

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    D.T

    .PHA

    M-VGU

    7.8: 12, 3, 530, 55, 5759, 75

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