Appendix C
Table of Integrals
Indefinite Integrals
General Integration Properties
- IfdFdx(x)=f(x), then
∫
f(x)dx=F(x) +C
- If
∫
f(x)dx=F(x) +C, then the substitutionx=g(u)gives
∫
f(g(u))g′(u)du=F(g(u)) +C
For example, if
∫ dx
x^2 +β^2 =
1
βtan
− 1 x
β+C, then
∫ du
(u+α)^2 +β^2 =
1
βtan
− 1 u+α
β +C
- Integration by parts. Ifv 1 (x) =
∫
v(x)dx, then
∫
u(x)v(x)dx=u(x)v 1 (x)−
∫
u′(x)v 1 (x)dx
- Repeated integration by parts or generalized integration by parts.
Ifv 1 (x) =
∫
v(x)dx, v 2 (x) =
∫
v 1 (x)dx,... , vn(x) =
∫
vn− 1 (x)dx, then
∫
u(x)v(x)dx=uv 1 −u′v 2 +u′′v 3 −u′′′v 4 +···+ (−1)n−^1 un−^1 vn+ (−1)n
∫
u(n)(x)vn(x)dx
- Iff−^1 (x)is the inverse function off(x)and if
∫
f(x)dxis known, then
∫
f−^1 (x)dx=zf(z)−
∫
f(z)dz, where z=f−^1 (x)
- Fundamental theorem of calculus.
∫If the indefinite integral off(x)is known, say
f(x)dx=F(x) +C, then the definite integral
∫b
a
dA=
∫b
a
f(x)dx=F(x)]ba=F(b)−F(a)
represents the area bounded by the x-axis, the curve
y = f(x)and the linesx=aandx=b.
- Inequalities.
(i) Iff(x)≤g(x)for allx∈(a, b), then
∫b
a
f(x)dx≤
∫b
a
g(x)dx
(ii) If|f(x)≤M|for allx∈(a, b)and
∫b
af(x)dxexists, then
∣∣
∣∣
∣
∫b
a
f(x)dx
∣∣
∣∣
∣≤
∫b
a
f(x)dx≤M(b−a)
Appendix C