This page reviews some common techniques for evaluating integrals that are useful in physics.
Basic Integrals
Before discussing integration techniques, it's useful to recall some basic integrals:
Substitution (u-Substitution)
Substitution is the integration counterpart to the chain rule in differentiation. It allows us to simplify integrals by making a change of variables. The idea is to identify a part of the integrand whose derivative also appears in the integrand.
If we can write an integral in the form $\int f(g(x))g'(x) \, dx$, then we can make the substitution $u = g(x)$ to obtain:
After integrating with respect to $u$, we substitute back $u = g(x)$.
Notice that the derivative of $x^2 + 1$ is $2x$, which appears in the integrand. Let $u = x^2 + 1$, so that $du = 2x \, dx$:
Notice that the derivative of $x^2$ is $2x$. Let $u = x^2$, so that $du = 2x \, dx$, or $x \, dx = \frac{du}{2}$:
Let $u = 1 - x^2$, so that $du = -2x \, dx$, or $x \, dx = -\frac{du}{2}$:
Integration by Parts
Integration by parts is the integration counterpart to the product rule in differentiation. It's particularly useful when the integrand is a product of two functions where one function becomes simpler when differentiated and the other becomes manageable when integrated.
where $u$ and $v$ are functions of the integration variable. The choice of $u$ and $dv$ is crucial for success. A common mnemonic is LIATE (Logarithmic, Inverse trigonometric, Algebraic, Trigonometric, Exponential) to help choose $u$: the function that is earlier in this list should be chosen for $u$ while $v$ should be the function that is later.
Let $u = x$ and $dv = e^x \, dx$. Then $du = dx$ and $v = e^x$:
Let $u = x$ and $dv = \sin(x) \, dx$. Then $du = dx$ and $v = -\cos(x)$:
This requires a clever choice: let $u = \ln(x)$ and $dv = dx$. Then $du = \frac{1}{x} \, dx$ and $v = x$:
Trigonometric Substitution
Trigonometric substitution is useful for integrals involving expressions like $\sqrt{a^2 - x^2}$, $\sqrt{x^2 - a^2}$, or $\sqrt{x^2 + a^2}$. The key is to use trigonometric identities to simplify the square root.
- For $\sqrt{a^2 - x^2}$: use $x = a\sin(\theta)$
- For $\sqrt{a^2 + x^2}$: use $x = a\tan(\theta)$
- For $\sqrt{x^2 - a^2}$: use $x = a\sec(\theta)$
Let $x = \sin(\theta)$, so that $dx = \cos(\theta) \, d\theta$. Then $\sqrt{1 - x^2} = \sqrt{1 - \sin^2(\theta)} = \cos(\theta)$:
Let $x = \tan(\theta)$, so that $dx = \sec^2(\theta) \, d\theta$:
Partial Fractions
Partial fractions is a technique for integrating rational functions (ratios of polynomials). The idea is to decompose a complex rational function into simpler fractions that can be integrated individually.
For a rational function $\frac{P(x)}{Q(x)}$ where the degree of $P(x)$ is less than the degree of $Q(x)$, we decompose it into a sum of simpler fractions. The form depends on the factorization of $Q(x)$:
- For a linear factor $(ax + b)$: $\frac{A}{ax + b}$
- For a repeated linear factor $(ax + b)^n$: $\frac{A_1}{ax + b} + \frac{A_2}{(ax + b)^2} + \cdots + \frac{A_n}{(ax + b)^n}$
- For an irreducible quadratic factor $(ax^2 + bx + c)$: $\frac{Ax + B}{ax^2 + bx + c}$
Factor the denominator: $x^2 - 1 = (x - 1)(x + 1)$. Decompose:
Multiply both sides by $(x - 1)(x + 1)$:
Solving: $A = \frac{1}{2}$, $B = -\frac{1}{2}$. Therefore:
Combining Techniques
Many integrals require the application of multiple techniques. The key is to recognize which technique to apply first and work systematically through the problem.
First, use substitution: let $u = x^2$, so that $du = 2x \, dx$, or $x \, dx = \frac{du}{2}$. Notice that $x^3 = x^2 \cdot x$, so $x^3 \, dx = x^2 \cdot x \, dx = u \cdot \frac{du}{2}$:
Now use integration by parts with $v = u$ and $dw = e^u \, du$, so $dv = du$ and $w = e^u$:
Use integration by parts twice. Let $u = e^x$ and $dv = \sin(x) \, dx$, so $du = e^x \, dx$ and $v = -\cos(x)$:
Apply integration by parts again to $\int e^x \cos(x) \, dx$ with $u = e^x$ and $dv = \cos(x) \, dx$, so $du = e^x \, dx$ and $v = \sin(x)$:
Substituting back:
Definite Integrals
When evaluating definite integrals using substitution or other techniques, we can either:
- Evaluate the indefinite integral and then apply the limits, or
- Change the limits of integration when making the substitution and evaluate the new integral directly.
Use substitution: let $u = x^2 + 1$, so that $du = 2x \, dx$, or $x \, dx = \frac{du}{2}$. When $x = 0$, $u = 1$; when $x = 2$, $u = 5$:
- Substitution: Use when you can identify $u = g(x)$ such that $g'(x)$ appears in the integrand: $\int f(g(x))g'(x) \, dx = \int f(u) \, du$
- Integration by Parts: $\int u \, dv = uv - \int v \, du$; choose $u$ using LIATE (Logarithmic, Inverse trigonometric, Algebraic, Trigonometric, Exponential)
- Trigonometric Substitution: Use for integrals involving $\sqrt{a^2 - x^2}$, $\sqrt{a^2 + x^2}$, or $\sqrt{x^2 - a^2}$
- Partial Fractions: Decompose rational functions into simpler fractions that can be integrated individually
- Many integrals require combining multiple techniques—start with the technique that simplifies the integral most
- For definite integrals, either evaluate the indefinite integral first or change the limits with the substitution