Contents / Calculus / Techniques of Integration
Chapter 5
Techniques of Integration
Integration by parts, trigonometric integrals and substitutions, partial fractions, improper integrals, and choosing a strategy.
Introduction
Differentiation is mechanical. The product rule, the quotient rule and the chain rule let you differentiate any expression built from the standard functions, and the answer is again built from the standard functions. Integration has no such guarantee. There is no product rule for integrals, no chain rule, and the antiderivative of a harmless-looking function such as cannot be written down in terms of elementary functions at all.
What there is instead is a collection of techniques, each of which converts one recognisable shape of integrand into something the basic table can handle. Integration by parts deals with products. Trigonometric integrals and trigonometric substitution deal with powers of trigonometric functions and with square roots of quadratics. Partial fractions deal with rational functions. Rationalising substitutions deal with roots of linear expressions. The chapter closes with improper integrals, where the interval is infinite or the integrand blows up, and with a strategy for deciding, when you meet an integral in the wild, which technique to reach for first.
Everything rests on the table from the Integrals chapter: powers, , , the six trigonometric derivatives read backwards, and , together with the substitution rule. Each technique below is a way of transforming an integral until it lands in that table.
5.1Integration by parts
Theorem 5.1 (Integration by parts). If and are differentiable and and are continuous, then
In the shorthand , , , this reads
Proof. The product rule says . Integrating both sides,
and moving the first integral to the other side gives the formula. The constant of integration is absorbed into the remaining indefinite integral.∎
Corollary 5.2 (Integration by parts for definite integrals). Under the same hypotheses on ,
The formula does not compute the integral; it trades it for a different one, , plus the boundary term . The trade is worthwhile exactly when is easier than , and that depends entirely on how you split the integrand. Two things change between the two integrals: is replaced by its derivative , and is replaced by its antiderivative . So the ideal is something that gets simpler when differentiated, and the ideal is something you can integrate without getting more complicated.
Polynomials get simpler under differentiation: becomes , and after three rounds becomes a constant. Logarithms and inverse trigonometric functions get dramatically simpler: becomes , becomes , both algebraic. Exponentials and , do not get simpler under differentiation, but they do not get worse under integration either, which makes them ideal for . The mnemonic LIATE orders the families by how much they want to be .
Method 5.3 (Integration by parts with LIATE).
- Write the integrand as a product , where includes . To choose , take the factor that comes first in the list Logarithmic, Inverse trigonometric, Algebraic, Trigonometric, Exponential. Everything else is .
- Compute by differentiating and by integrating . Do not add a constant to ; any antiderivative works, and the simplest is best.
- Write and evaluate the new integral. If it needs parts again, keep the same roles: whatever was differentiated stays on the differentiating side.
- Check by differentiating your answer; the product rule should return the original integrand.
LIATE is a heuristic, not a theorem, and it has limits. It assumes can actually be integrated: in the exponential has no elementary antiderivative, so is useless. The right split is and , because by substitution. When the integrand contains a single function, as in or , the missing factor is , and parts works because is algebraic.
Intuition. Take and think of the derivative as a burden that one of the two factors must carry. On its own, is not the derivative of anything obvious. Parts moves the burden: differentiate the (it becomes , which is as light as a factor gets) and integrate the (it stays , no heavier). The price is the boundary term , and what remains is the light integral . The total is . The burden was moved onto the factor that could carry it.
Example 5.4 (A polynomial times an exponential). Compute .
Solution.
- The factors are algebraic () and exponential (). By LIATE, and .
- Then and .
- The formula gives
- Check: differentiating by the product rule gives , and differentiating gives . The sum is , as required.
Example 5.5 (A single function: the trick). Compute .
Solution.
- There is only one factor, an inverse trigonometric function, which wants to be . Take and .
- Then and .
- By parts,
- The remaining integral is a substitution: with , , it equals . No absolute value is needed because .
- So .
- Check: the derivative of is , and the derivative of is . They combine to .
The same move handles and : in each case is algebraic and the leftover integral is elementary.
Example 5.6 (Parts applied twice). Compute .
Solution.
- Take (algebraic beats trigonometric) and , so and .
- First application:
- The new integral still has a polynomial factor, but of lower degree. Apply parts again with , , so , :
- Substituting back,
- Check: differentiate. From comes ; from comes ; from comes . Everything cancels except .
When the polynomial factor has degree , parts must be applied times, always differentiating the polynomial. The tabular method organises the bookkeeping: list the successive derivatives of the polynomial in one column (, , , ) and the successive antiderivatives of the other factor in a second column (, , , ), then multiply diagonally with alternating signs . For the example above this produces , the same answer in one line.
Example 5.7 (The boomerang: an exponential times a trigonometric function). Compute .
Solution.
- Neither factor simplifies under differentiation, so LIATE puts (trigonometric) and . Then and . Call the integral :
- Apply parts to the new integral with the same roles, , , , :
- The original integral has come back. Substitute it into step 1:
- This is an equation for . Solve it: , so
- Check: the derivative of is .
The trick works because after two rounds the trigonometric factor returns to itself up to sign, and the sign is what makes the equation solvable. Had it returned with a plus sign, the two sides would cancel to . It is essential to keep the same roles in both rounds: if in step 2 you take instead, you simply undo step 1.
Example 5.8 (A definite integral by parts). Evaluate .
Solution.
- Take , , so and .
- The definite form of the theorem gives
- The boundary term is .
- For the remaining integral substitute , ; the limits become and :
- Therefore
- Sanity check: on we have , so the integral should slightly exceed . It does.
Pitfall. The formula is , with a minus sign. Dropping it is the most common error, and it is invisible until you check by differentiating. A second trap is choosing to be something you cannot integrate: or are always wrong choices, because would be harder than what you started with.
Remark (A false paradox). Apply parts to with , , so , :
which seems to say . The resolution is that an indefinite integral is a family of functions, not a single one, and the two occurrences of carry different constants. The equation says , which is true. It is the same reason the boomerang trick must be written with a single named and solved as an equation, with added only at the very end.
5.2Reduction formulas
A reduction formula expresses in terms of or . Applied repeatedly it grinds any power down to a base case, and it is derived once, by parts, rather than rediscovered every time. Two derivations are given in full; the others follow the same pattern.
Theorem 5.9 (Reduction formula for powers of sine). For every integer ,
Proof. Write and integrate by parts with , , so that and :
Replace by in the last integral. It splits into , and the second piece is times the integral we started with. Moving it to the left,
and dividing by gives the formula.∎
Theorem 5.10 (Reduction formula for powers of secant). For every integer ,
Proof. Write and take , , so and :
Replace by . The integral becomes , so
Divide by .∎
The pattern in both proofs is the same: peel off one or two factors to serve as , differentiate what is left, use a Pythagorean identity to express the new integrand in terms of the original power and a lower power, and solve for the original integral. The remaining standard formulas come from the same recipe.
Proposition 5.11 (Further reduction formulas). For integers (for and , ):
The cosine formula is the sine proof with the roles of and exchanged. The tangent formula needs no parts at all: write and substitute in the first piece. The last two are single applications of parts with or and or .
Intuition. A reduction formula is a staircase. To compute you do not need six flights of cleverness, only the same step three times: leads to , which leads to , which leads to . Each step costs one term of the form and one rational factor. For the definite integral over even those terms vanish, because and , and the whole computation is a product of fractions.
Example 5.12 (Wallis integrals). Let . Show that for and compute .
Solution.
- Apply the sine reduction formula between and . The boundary term is
so .
- The base cases are and .
- Then and .
- Sanity check: on , so should be smaller than . Indeed .
In general and . These are the Wallis integrals; the ratio gives Wallis's infinite product for .
Example 5.13 (A power of the logarithm). Compute .
Solution.
- The reduction formula with gives .
- With it gives .
- Combining, .
- Check: the derivative of is ; of is ; of is . The sum is .
Example 5.14 (A power of the tangent). Compute .
Solution.
- With : .
- With : .
- So .
- Check: , and , so this is . Subtracting and adding leaves .
Pitfall. Each formula has a floor. The sine, cosine, secant and tangent formulas all need ; the base cases , , and must be known separately. In a definite integral the boundary term must be evaluated at every step, not only at the end; it happened to vanish in the Wallis example because of the specific limits and .
5.3Trigonometric integrals
Products of powers of trigonometric functions integrate by a fixed playbook: use an identity to arrange the integrand as (a function of ) times , then substitute. Which identity, and which , is decided by the parities of the exponents. The three identities that do all the work are
Method 5.15 (Integrals of ).
- If is odd, save one factor of for , convert the remaining even power with , and substitute .
- If is odd, save one factor of , convert the rest with , and substitute (remember ).
- If both are odd, either route works.
- If both are even, use the half-angle identities to halve the degree, expand, and repeat on any remaining even powers. Products such as become .
Method 5.16 (Integrals of ).
- If is even and , save one factor of for , convert the remaining with , and substitute .
- If is odd, save one factor of for , convert the remaining with , and substitute .
- If is even and is odd, no substitution fits. Convert all the tangents with and integrate the resulting powers of with the secant reduction formula, whose base cases are and below.
The reason the odd cases are easy is that an odd power always has one factor to spare after the rest have been paired into squares, and that spare factor is exactly the derivative of the other function. The even case has no factor to spare, which is why it needs the half-angle identities instead.
Proposition 5.17 (The four basic trigonometric integrals).
Proof. For the first, write and substitute , : the integral is . The cotangent is the same with .
For the secant, multiply and divide by :
The numerator is exactly the derivative of the denominator, since . With the integral is . The cosecant formula comes from the same trick with , whose derivative is .∎
The secant formula is famous for being unguessable; the multiplication by looks like a conjuring trick. It is worth knowing that the result can also be reached honestly, by writing , substituting and using partial fractions on ; that route gives , which is the same function.
Proposition 5.18 (The integral of secant cubed).
Proof. Integrate by parts with , , so and :
The last integral is . Writing for this is the boomerang equation , so .∎
This is the case of the secant reduction formula, and it appears whenever a trigonometric substitution meets , so it is worth knowing by heart.
Proposition 5.19 (Product-to-sum identities).
Proof. Add and subtract the angle-sum formulas. For instance and ; adding them and halving gives the first identity. The other two come from the two cosine formulas .∎
These identities turn a product with different frequencies, such as , into a sum of single sines and cosines that integrate term by term. They are also the reason the functions and are orthogonal on , the fact underlying Fourier series.
Intuition. Think of an odd power as having a spare part. In , four of the five sines pair up into , which the identity rewrites in terms of ; the fifth sine is left over, and it is exactly what needs. With there is no spare part: every factor is locked in a square, so the substitution has nothing to grab, and you must use half-angles to lower the degree by brute force.
Example 5.20 (An odd power of sine). Compute .
Solution.
- The power of is odd. Save one factor: .
- Substitute , :
- Back in : .
- Check the first term: , and the pattern continues; the derivative of the whole is .
Example 5.21 (Both powers even). Evaluate .
Solution.
- Both exponents are even, so no substitution is available. First shrink the product: , so .
- Half-angle again: , so the integrand is .
- Integrate:
- Sanity check: averages over a whole number of periods, so the integrand averages over , and is right.
Example 5.22 (Tangent and secant, two routes). Compute .
Solution.
- The power of is even, so save and convert the rest: . With , :
- The power of is also odd, so a second route exists. Save : . With , :
- The two answers look different but differ by a constant. Writing with , the second is , which is the first answer minus . Both are correct.
Example 5.23 (Even tangent, odd secant). Compute .
Solution.
- Neither substitution applies: saving leaves , and saving leaves , an odd leftover the identity cannot convert.
- Convert the tangent instead: .
- Both pieces are known:
- Check: differentiate to get , and differentiate to get . Since , the total is .
Example 5.24 (Different frequencies). Compute .
Solution.
- This is a product of a sine and a cosine with different arguments; no power trick applies. Use the product-to-sum identity with , :
- Integrate term by term:
- Check: the derivative is , which the identity says equals .
Pitfall. is not . The power rule applies to , and has no attached. The even case always goes through the half-angle identity: . The same error in the other direction is trying to use half-angles on , which works but is far longer than saving one sine and substituting.
5.4Trigonometric substitution
No algebraic manipulation removes the square root from , or . What does remove it is the substitution rule run backwards: instead of replacing an expression in by a new variable , replace itself by a trigonometric function of a new angle , chosen so that a Pythagorean identity turns the radicand into a perfect square.
Method 5.25 (Trigonometric substitution).
- For : put with . Then and .
- For : put with . Then and .
- For : put with when (and when ). Then and .
- Substitute for , and the root, integrate the resulting trigonometric integral, and convert back to with a reference triangle. For a definite integral, convert the limits to instead and never return to .
- If the quadratic under the root is not in one of the three forms, complete the square first and substitute to bring it into one.
Proposition 5.26 (Why the root disappears). With and ,
because on that interval. The other two cases are identical with and ; the stated ranges of are exactly those on which , respectively , so that the absolute value can be dropped.
The range of is not decoration. It makes the substitution one-to-one, so that can be recovered from as , or, for , , and it fixes the sign of the root. Without it would be and every subsequent line would need a case split.
The reference triangle is the tool for converting back. For , draw a right triangle with an acute angle , label the opposite side and the hypotenuse , so that ; the Pythagorean theorem gives the adjacent side , and every trigonometric function of can now be read off. For the opposite side is and the adjacent side is , with hypotenuse . For the hypotenuse is and the adjacent side is , with opposite side .
Intuition. A point on the circle has , and that square root is awkward to work with. But the same point is , and there is no square root anywhere: the circle's own coordinate system does the algebra for you. Trigonometric substitution is nothing more than switching to that coordinate system. The substitution says: measure position on the circle by an angle, and the root becomes the plain coordinate .
Example 5.27 (The pattern with a reference triangle). Compute .
Solution.
- The root is with . Put , , .
- Substitute everything:
- Use : the integral is .
- Convert back. From , the reference triangle has opposite side , hypotenuse and adjacent side , so ; and . Hence
- Check: differentiating by the quotient rule gives , and differentiating gives . The sum is .
Example 5.28 (The pattern). Compute .
Solution.
- Put , , .
- Substitute:
- With , , this is .
- Reference triangle for : opposite , adjacent , hypotenuse , so . Therefore
- Sanity check at large : the integrand behaves like , whose antiderivative behaves like ; and , a constant. Two antiderivatives may differ by a constant, so this is consistent only if , and indeed gives .
Example 5.29 (The pattern and a logarithm). Show that for ,
Solution.
- Put with , so and .
- Substitute:
- From the reference triangle with hypotenuse and adjacent side , and , so
- The term is a constant and is absorbed into .
- Check: with , .
The companion formula comes from in the same way. Both are worth memorising, as is
which is followed by .
Example 5.30 (Completing the square first). Compute .
Solution.
- The radicand is not in standard form. Complete the square: .
- Substitute , so and :
- Now put , , :
- Convert back: and , so the integral is , that is,
- Check: the derivative of is , and the derivative of is . The sum is .
Example 5.31 (A definite integral with converted limits). Evaluate .
Solution.
- Put , , .
- Convert the limits: gives , so ; gives , so . Both lie in the allowed range.
- The integral becomes
- Sanity check: the graph of on is a quarter of the circle of radius , whose area is .
Pitfall. Three things are forgotten most often. The differential: becomes , not . The limits: in a definite integral they must be converted to or the answer must be converted back to before the limits are used, never a mixture. And the sign for in the secant case: with the range the identity still holds, but the reference triangle must be read with care; the safest route is to substitute and reduce to the case .
5.5Partial fractions
A rational function is a quotient of polynomials, . Integrating one is an algebra problem followed by a short list of standard integrals: break the fraction into a sum of simpler fractions, each with a denominator that is a power of a linear or an irreducible quadratic factor of , and integrate the pieces separately. The algebra is called partial fraction decomposition.
Definition 5.32 (Proper rational function). The rational function is proper if . If , polynomial long division writes
with a polynomial and , so that the remainder fraction is proper.
Theorem 5.33 (Partial fraction decomposition). Every real polynomial factors into linear factors and irreducible quadratic factors with . If is proper, it can be written uniquely as a sum of terms determined by the factors of :
- Each non-repeated linear factor contributes .
- Each repeated linear factor contributes .
- Each non-repeated irreducible quadratic factor contributes .
- Each repeated irreducible quadratic factor contributes .
The factorisation statement is the real form of the fundamental theorem of algebra, and the existence and uniqueness of the decomposition is a theorem of algebra whose proof does not belong to calculus. What calculus needs is the shape of the answer, and the theorem gives exactly that: it tells you how many unknown constants to write down and where. The numerator over a quadratic factor is linear, , because a proper fraction over a quadratic has degree at most one on top; the numerator over a linear factor is a constant for the same reason.
Proposition 5.34 (The cover-up method). If with , then in the decomposition of the coefficient of is
that is, the value at of the original fraction with the factor covered up.
Proof. Multiply the decomposition by . The left side becomes , the first term becomes , and every other term still carries a factor in its numerator, because their denominators do not contain . Now let : the other terms vanish and .∎
The cover-up method produces every coefficient over a non-repeated linear factor instantly, and the top coefficient over a repeated factor by the same argument (cover up ). The remaining coefficients are found by clearing denominators and comparing coefficients of powers of , or by substituting further convenient values of .
Method 5.35 (Integrating a rational function).
- If the fraction is improper, divide first. The polynomial part integrates by the power rule.
- Factor the denominator completely into linear and irreducible quadratic factors.
- Write the decomposition with unknown coefficients, following the four cases of the theorem.
- Find the coefficients: cover-up for the simple linear ones, then clear denominators and compare coefficients or substitute values for the rest.
- Integrate each piece: ; for ; and for a quadratic piece complete the square, split the numerator into a multiple of the derivative of the denominator plus a constant, and use together with .
The quadratic piece deserves one worked line. To integrate , note that the derivative of the denominator is , so and
The logarithm needs no absolute value because an irreducible quadratic is never zero, hence always positive.
Intuition. Adding fractions is easy: . Partial fractions is that computation run in reverse. Somebody has handed you the combined fraction, and you are recovering the simple pieces it was built from, because each simple piece is something you know how to integrate and the combined fraction is not.
Example 5.36 (Distinct linear factors). Compute .
Solution.
- The fraction is proper (). Factor the denominator: .
- Write .
- Cover-up. For , cover and set : . For , cover and set : .
- Integrate:
- Check by recombining: .
Example 5.37 (An improper fraction: divide first). Compute .
Solution.
- The numerator has degree and the denominator degree , so divide. Long division gives , so
- The remainder fraction has a linear denominator and needs no further decomposition.
- Integrate term by term:
- Check the division: , and adding the remainder gives .
Example 5.38 (A repeated linear factor). Compute .
Solution.
- The fraction is proper. The factor is repeated, so the decomposition has three terms:
- Cover-up gives the two coefficients it can reach. Covering and setting : . Covering and setting : .
- For , clear denominators: . The coefficient of on the right is , and on the left it is , so .
- Verify at : the left side is ; the right side is .
- Integrate:
- The last term comes from ; it is an algebraic term, not a logarithm, and forgetting it is the characteristic error of the repeated case.
Example 5.39 (An irreducible quadratic factor). Compute .
Solution.
- Factor: , and does not factor over the reals.
- The decomposition is
- Cover-up for : set with covered, .
- Clear denominators: . Comparing coefficients: gives , and .
- Integrate. Split the quadratic piece into a logarithm part and an arctangent part:
- Check at : the original fraction is ; the decomposition gives .
Example 5.40 (A repeated irreducible quadratic: setting it up). Write out the decomposition of and determine its coefficients.
Solution.
- The denominator has a simple linear factor and a repeated irreducible quadratic , so the form is
- Cover-up for : .
- Clear denominators and expand:
- Compare coefficients. : , so . : . : , so . : , so . Constant: , consistent.
- The decomposition is
- Each piece is now standard: the first is , the second splits into , and the third is by the substitution . Had the last numerator contained a constant term, the integral would have required the substitution and reduced to .
Pitfall. Three set-up errors account for most wrong answers. Not dividing first when the fraction is improper: the decomposition theorem is false for improper fractions, and the unknown coefficients will have no solution. Writing only for a repeated factor: the theorem requires a term for every power from up to . Writing instead of : the numerator over a quadratic is linear, and dropping the loses the logarithmic part of the answer.
5.6Rationalising substitutions
Partial fractions handle rational functions, and a large class of integrands can be made rational by a substitution that removes a root. If the integrand contains for a simple , the substitution replaces the root by the plain variable , and when is linear, and become polynomials in .
Method 5.41 (Rationalising substitution).
- If the integrand contains a single root , put , so and .
- If it contains several roots of the same expression, and say, put where is the least common multiple of and ; every root is then an integer power of .
- The result is a rational function of . Integrate it by partial fractions (after long division if it is improper) and substitute back.
Intuition. The obstacle in is the root, not the . Rename the root: call it . Then is , which is a polynomial, and is , also a polynomial, and suddenly every part of the integrand is built from with the four arithmetic operations. Partial fractions can take it from there. The substitution does not make the integral smaller; it makes it rational, which is the one kind of integral this chapter can always finish.
Example 5.42 (A square root of a linear expression). Compute .
Solution.
- Put , so and .
- Substitute:
- The fraction is improper. Dividing, , and by partial fractions (cover-up: and ).
- Integrate:
- Back in :
- Sanity check: for large the integrand is about , whose antiderivative matches the leading term ; the logarithm tends to .
Example 5.43 (A root in the denominator). Compute .
Solution.
- Put , so and .
- The integral becomes , an improper rational function. Divide: .
- Integrate: .
- Back in : . The absolute value is unnecessary since .
- Check: the derivative is .
Example 5.44 (Two different roots). Compute .
Solution.
- The roots have indices and , with least common multiple . Put , so , , and .
- Substitute:
- Divide: , so .
- Integrate:
- Back in :
- Sanity check: for large the integrand is about and the answer's leading term is , as it should be.
Remark (The substitution ). A rational function of and can also be rationalised. With one has
so any integrand built rationally from and becomes a rational function of . For instance becomes . The substitution always works, and is usually the last resort because the resulting rational function can be unpleasant.
Pitfall. After substituting , every must go, including the one hiding in . Writing with and still present is the standard half-finished substitution, and it cannot be integrated. Express and in terms of before doing anything else.
5.7Strategy for integration
Each technique so far came with its own recognisable shape. In practice the shape is not announced, and the skill being tested is deciding which technique to try. That decision starts from the table of standard forms, since every technique is a way of transforming an integral into one of them.
Each formula carries an implicit . The last row is where trigonometric substitution and partial fractions deliver their results, and knowing those four outright saves redoing the substitution every time.
Method 5.45 (The four-step strategy).
- Simplify the integrand. Multiply out, cancel, use trigonometric identities (, products into sums, ), rationalise, or split a fraction whose numerator is a sum. Many integrals are only hard as written.
- Look for an obvious substitution. Is there a function whose derivative appears as a factor, up to a constant? If so, probably finishes the job.
- Classify by form. A rational function calls for partial fractions after long division. A product of a polynomial with , , , or an inverse trigonometric function calls for parts, as does a lone or . Powers of trigonometric functions call for the parity rules. A root of a quadratic calls for trigonometric substitution after completing the square; a root of a linear expression calls for a rationalising substitution.
- Try again. Substitute and then integrate by parts; manipulate the integrand by multiplying by a conjugate or by in disguise; relate the integral to one already done; or combine two methods. Most integrals that resist the first three steps yield to a chain of two techniques.
Method 5.46 (Which technique first).
- Is it in the table, or in the table after one algebraic rewrite? Done.
- Is there a factor that is the derivative of something inside? Substitute.
- Is it ? Divide if improper, then partial fractions.
- Is it a product of two functions from different families, or a lone logarithm or inverse trigonometric function? Parts.
- Is it or , or a product of sines and cosines of different frequencies? Parity rules or product-to-sum.
- Does it contain , or , possibly after completing the square? Trigonometric substitution.
- Does it contain , or is it rational in and ? Rationalise with or .
- None of the above? Rewrite the integrand and start from step 1, or suspect that no elementary antiderivative exists.
Intuition. Faced with , a student who has memorised the six techniques as six separate boxes sees nothing: it is not a product of a polynomial and an exponential, there is no square root, it is not rational. The strategy says to start by rewriting. Since , the integrand is , and now step 5 lights up: odd power of tangent, save . The technique was always the right one; the integrand simply had not been written in the form that reveals it.
Example 5.47 (Rewrite, then classify). Compute .
Solution.
- Step 1, simplify: .
- Step 3, classify: an odd power of tangent with a power of secant. Save and convert the remaining :
- With , , this is .
- So .
- Check: the derivative is .
Example 5.48 (Substitution followed by parts). Compute .
Solution.
- No step-1 rewrite helps and no factor is the derivative of . Step 4: try a substitution anyway to remove the root, , , :
- This is a polynomial times an exponential: parts with as the polynomial factor (rename to avoid a clash: differentiate , integrate ):
- Back in : .
- Check: differentiating by the product and chain rules gives .
Example 5.49 (Rationalise the integrand). Compute .
Solution.
- The root of a quotient of linear expressions fits no pattern directly. Step 4: multiply inside the root by to make the denominator a difference of squares:
- Split the fraction: .
- The first piece is in the table; the second is a substitution with :
- Check: the derivative is , which is the rewritten integrand.
Example 5.50 (Multiply by a conjugate). Compute .
Solution.
- A rational function of ; the substitution would work but is heavy. Step 4: multiply numerator and denominator by :
- Both terms are in the table:
- Check: the derivative of is .
- The half-angle identity gives the same integral as ; the two answers agree because .
Remark (Can every function be integrated?). The Fundamental Theorem guarantees that every continuous has an antiderivative, namely . The question is whether can be written as an elementary function, one built from polynomials, roots, exponentials, logarithms, trigonometric functions and their inverses by arithmetic and composition. For
the answer is no: Liouville proved in the 1830s that these antiderivatives are not elementary, and no technique, however clever, will produce a formula. Their antiderivatives are nonetheless perfectly good functions with their own names and tables; is the error function of statistics. When a method fails on such an integrand, the failure is not yours. Notice that a single extra factor can change everything: is elementary because the is the derivative of the exponent.
Remark (Tables and computer algebra). Tables of integrals list a few hundred forms with parameters, such as . Using one is itself a substitution problem: you must bring your integral into the table's shape, with the right and , and remember the factor from . Computer algebra systems do the same thing at scale, and their answers deserve two checks. First, the form may differ from yours by a constant or by an identity: a system may return where you found , or where you found a logarithm. Second, systems routinely omit and the absolute value in , and may return an expression valid only on part of the domain. Differentiating the output is the universal check, and the strategy in this section is what lets you read the output critically.
5.8Improper integrals
The definite integral was defined for a bounded function on a bounded interval. Two natural extensions relax those conditions: the interval may reach to infinity, or the function may blow up at a point of the interval. In both cases the integral is defined as a limit of ordinary integrals, and the new question is whether the limit exists.
Definition 5.51 (Improper integrals of Type 1: infinite intervals).
- If exists for every , then
provided the limit exists as a finite number.
- If exists for every , then , provided the limit exists.
An improper integral is called convergent if the limit exists and divergent otherwise.
- If both and converge, then
and the value does not depend on the choice of .
Definition 5.52 (Improper integrals of Type 2: unbounded integrands).
- If is continuous on and unbounded near , then
provided the limit exists as a finite number.
- If is continuous on and unbounded near , then , provided the limit exists.
- If is unbounded near an interior point of and both and converge, then . If either piece diverges, so does .
The definitions say the same thing twice: stop short of the trouble, integrate, and let the stopping point approach the trouble. For Type 1 the trouble is at infinity, for Type 2 at a finite point where has a vertical asymptote. The third clause in each definition is the important one: an integral with two problems, or a problem in the middle, must be split into pieces each of which has a single problem at one end, and every piece must converge separately. A limit taken symmetrically, such as , is not the definition and can give a finite answer where the improper integral diverges.
Theorem 5.53 (The -integral at infinity).
Proof. For ,
If then , so as and the limit is . If then , so and the integral diverges. For , , so it diverges as well.∎
Theorem 5.54 (The -integral at zero).
Proof. For ,
If then as and the limit is . If then and the integral diverges. For , .∎
The two theorems are mirror images. Near infinity the integrand must decay faster than ; near zero it must blow up more slowly than . The borderline fails at both ends, because is unbounded in both directions. These are the benchmarks against which every other improper integral is measured in the next section.
Intuition. Paint an infinitely long strip of width starting at . With , painting up to uses litres: up to that is litres, and no matter how far you go you never need a full litre. With the same job uses litres: litres by , by , and the number keeps growing, slowly but without bound. Both strips get thinner and thinner. Only one of them has a finite total area.
Example 5.55 (A limit that needs L'Hôpital). Evaluate .
Solution.
- This is Type 1 with the infinite end on the left: compute and let .
- By parts, , so
- As , while , an indeterminate product. Write it as and apply L'Hôpital's Rule: .
- So .
- Sanity check: the integrand is negative on and the exponential crushes the linear factor, so a finite negative answer is expected.
Example 5.56 (Both ends infinite). Evaluate .
Solution.
- Split at : the integral is , and both must converge.
- as .
- as .
- Both converge, so .
- Sanity check: the integrand is at most and decays like , so a finite total is expected, and is a plausible area under a bump of height and width a few units.
Example 5.57 (Type 2 at an endpoint). Evaluate .
Solution.
- The integrand is unbounded as , so this is Type 2 with the trouble at the left endpoint: compute and let .
- .
- As the second term tends to , so the integral converges and equals .
- Sanity check: with this is , a -integral at zero with , which converges.
Example 5.58 (Type 2 that diverges). Determine whether converges.
Solution.
- as , so compute and let .
- .
- As , both and tend to , so the logarithm tends to .
- The integral diverges.
- Sanity check: near , , a singularity, which is the divergent borderline.
Example 5.59 (The trap: a singularity in the middle). Evaluate if it converges.
Solution.
- A student who does not look at the integrand writes . This is wrong: the integrand has a vertical asymptote at , inside the interval, and the Fundamental Theorem does not apply across a discontinuity.
- By the definition, split at and test each piece. The left piece is
- One piece diverges, so diverges. There is no need to examine the right piece.
- The value obtained by ignoring the singularity is meaningless: the same careless method gives , a negative area for a positive function.
Example 5.60 (A logarithmic singularity). Evaluate .
Solution.
- as , so compute and let .
- By parts, , so
- directly, and by L'Hôpital's Rule applied to , as in the Limits chapter.
- So .
- Sanity check: the region lies below the axis, and its area is finite because blows up only logarithmically, far more slowly than any power .
Pitfall. Always look at the integrand on the whole interval before applying the Fundamental Theorem. A denominator that vanishes inside , a or or that reaches its asymptote, a negative power of on an interval containing : each makes the integral improper, and each must be split at the bad point. And never replace by : the latter is for by symmetry, but diverges, so diverges.
5.9Comparison theorem for improper integrals
Often it is impossible to find an antiderivative, so the limit in the definition cannot be computed, yet the question of convergence can still be settled by comparing with an integral that is understood. For non-negative integrands the principle is simple: a smaller function cannot enclose more area than a larger one.
Theorem 5.61 (Comparison theorem). Let and be continuous with for all .
- If converges, then converges, and .
- If diverges, then diverges.
The same statements hold for Type 2 integrals on or with the inequality assumed on that interval.
Proof. Let . Because , is an increasing function of . Because , , so is bounded above by a fixed number. An increasing function that is bounded above has a finite limit as ; this is the completeness property of the real numbers, whose proof belongs to real analysis. That limit is , and the inequality is inherited from .
Part 2 is the contrapositive of part 1: if converged, part 1 would force to converge too.∎
The hypothesis cannot be dropped. Without it, need not be increasing and a bounded could oscillate forever. The direction of the conclusions is the thing to get right: a convergent big integral squeezes a small one into convergence; a divergent small integral pushes a big one into divergence. The other two combinations tell you nothing: if the small integral converges, the big one may do either, and if the big one diverges, the small one may do either.
Corollary 5.62 (Absolute convergence). If is continuous on and converges, then converges.
Proof. The function satisfies , so converges by comparison with . Then is a difference of two convergent integrals.∎
Proposition 5.63 (Limit comparison). Let be continuous and positive for , with where . Then and either both converge or both diverge.
Proof. For all large , say , the ratio lies between and , so . Comparison on in each direction gives the claim, and the integrals over are finite and do not affect convergence.∎
Intuition. You want to know whether is finite, and you cannot integrate . But for you have , so , and is an easy number. The graph of lies entirely under a curve whose total area is , so the area under is finite and at most . You never learn its exact value from this argument, but you learn the only thing the question asked.
Example 5.64 (Convergence by comparison). Show that converges.
Solution.
- There is no elementary antiderivative, so the definition cannot be applied directly.
- For , , hence and .
- The larger integral converges: .
- By part 1 of the comparison theorem, converges, with value at most .
- Consequently also converges; the first piece is an ordinary integral. Its exact value, , is found by a double integral in the chapter on multiple integrals.
Example 5.65 (Divergence by comparison). Show that diverges.
Solution.
- Since , the integrand satisfies for .
- The smaller integral diverges, being the -integral with .
- By part 2 of the comparison theorem, diverges.
- Sanity check: the integrand tends to at infinity, which is exactly the borderline that fails; the extra only adds area.
Example 5.66 (Absolute convergence with an oscillating integrand). Show that converges.
Solution.
- The integrand changes sign, so the comparison theorem does not apply to it directly.
- Its absolute value satisfies , and converges.
- By comparison, converges, and by the corollary converges.
- Sanity check: the value is bounded in absolute value by ; numerically it is about .
Example 5.67 (Comparison for a Type 2 integral). Show that converges and find an upper bound for it.
Solution.
- The trouble is at , where blows up. On , , so .
- The larger integral is a -integral at zero with : .
- By comparison the given integral converges and .
- Sanity check: the same comparison from below, , gives a lower bound of ; the true value, about , sits between.
Pitfall. Comparison decides convergence, not value. Writing because is wrong; the correct statement is . And the inequality must point the right way: bounding below by proves nothing, since a convergent small integral says nothing about the big one. To prove convergence you need a larger function with a convergent integral; to prove divergence, a smaller function with a divergent integral.
Summary (Which form, which method).
- A product of families (, , a lone or ): parts, , choosing by LIATE; for a high power, the reduction formulas for , , , , , .
- : odd , save and put ; odd , save and put ; both even, half-angle identities. : even , save , ; odd , save , ; otherwise reduce to and . Different frequencies: product-to-sum.
- , , (after completing the square): , , on the stated ranges, which fix the sign of the root; convert back with a reference triangle.
- : divide if improper, factor , decompose by the four cases (repeated and irreducible-quadratic factors included), find coefficients by cover-up, integrate with and .
- : rationalises; several roots, with .
- An infinite limit or an unbounded integrand: define by a one-sided limit, split so each piece has a single problem, and compare against (converges iff ) or (converges iff ). Comparison needs .
- Dropping the minus sign in , or choosing to be something you cannot integrate, such as or .
- Switching the roles of and in the second round of a repeated integration by parts. That undoes the first round and returns you to the start.
- Writing . Even powers of sine and cosine need the half-angle identities; there is no to attach the power rule to.
- Applying a reduction formula below its floor: the sine and secant formulas need , and the base cases , , must be known on their own.
- Forgetting to replace in a trigonometric substitution, or mixing -limits with a -antiderivative in a definite integral.
- Attempting partial fractions on an improper rational function without dividing first. The decomposition does not exist until .
- Omitting the lower powers of a repeated factor (, not just ), or writing a constant instead of over an irreducible quadratic.
- Leaving or behind after a rationalising substitution. Every occurrence of , including the one in , must be expressed in terms of .
- Treating an improper integral as an ordinary one. Integrating across with the Fundamental Theorem gives a finite number that means nothing; the integral diverges.
- Evaluating as . The definition requires each half to converge on its own.
- Concluding from convergent and that converges, or from divergent that diverges. The comparison theorem runs in one direction only.
- Reporting the bound from a comparison as the value of the integral. Comparison proves that a limit exists; it does not compute it.
- Forgetting the absolute value in and the in an indefinite integral, both of which computer algebra systems also routinely drop.