Comprehensive Integration Techniques
1 Basic Techniques
1.1 Substitution Method
Method: Substitute u = g(x), then du = g ′ (x) dx.
Example:
Z Z
1 1
sin(3x) dx =⇒ u = 3x, du = 3 dx =⇒ sin(u) du = − cos(3x) + C (1)
3 3
1.2 Integration by Parts
Formula: Z Z
u dv = u v − v du (2)
Example:
Z Z Z
x ex dx =⇒ u = x, dv = ex dx =⇒ x ex dx = x ex − ex dx = x ex − ex + C (3)
1.3 Partial Fraction Decomposition
Applicable to: Rational functions.
Example: Z Z
2x + 3 A B
dx = + dx (4)
(x + 1)(x + 2) x+1 x+2
2 Intermediate Techniques
2.1 Trigonometric Integrals
Example:
1 − cos(2x)
Z Z
2 x sin(2x)
sin (x) dx = dx = − +C (5)
2 2 4
2.2 Trigonometric Substitution
√ √ √
Applicable to: Integrals involving a2 − x2 , a2 + x2 , or x2 − a2 .
Example: Z
dx
√ =⇒ x = a sin(θ), dx = a cos(θ) dθ (6)
a 2 − x2
2.3 Integration of Rational Functions
P (x)
Using the form: Q(x) .
Example:
x2 + 1
Z
dx (7)
x3 + 3x
1
2.4 Integration of Exponential and Logarithmic Functions
Example: Z Z
3x 1 1
e dx = e3x + C, dx = ln |x| + C (8)
3 x
3 Advanced Techniques
3.1 Improper Integrals
Definition: An integral with infinite limits or integrand discontinuities.
Example: Z ∞ ∞
1 1
dx = − =1 (9)
1 x2 x 1
3.2 Gamma and Beta Functions
Gamma Function: Z ∞
Γ(n) = xn−1 e−x dx (10)
0
Beta Function: Z 1
B(x, y) = tx−1 (1 − t)y−1 dt (11)
0
3.3 Laplace Transforms
Definition: Z ∞
L{f (t)} = e−st f (t) dt (12)
0
3.4 Fourier Transforms
Definition: Z ∞
F{f (t)} = f (t) e−iωt dt (13)
−∞
3.5 Residue Theorem (Complex Integration)
Applicable to: Contour integrals in the complex plane.
Formula: I X
f (z) dz = 2πi Res(f, zk ) (14)
γ
3.6 Feynman’s Trick (Differentiation under the Integral Sign)
Method: Differentiate the parameterized integral with respect to a parameter.
Example: Z ∞ −ax
e − e−bx
I(a) = dx (15)
0 x
