NOT FINISHED: WILL BE FURTHER EDITED SUBSEQUENTLY.
It can be very difficult, or sometimes even impossible, to integrate a product. For example, ∫xsinxdx has no elementary antiderivative.
There are two general methods to integrate ∫f(x)g(x)dx for two functions f and g. Method 2 deals with various substitutions one can make to simplify an integral, which are too complicated to be displayed here.
Method 1: Integration by parts.
If either of f or g has an easy antiderivative (e.g. sinx, cosx, x2), and the other function has an easy derivative (e.g. arctanx, x10, lnx), then consider integrating as in the following formula:
∫udv = uv−∫vdu.
Example 1: Integrate f(x)=lnx.
Solution 1: x has an easy antiderivative, and lnx has an easy derivative.
∫lnxdx=xlnx−∫xd(lnx)=xlnx−∫x∗x1dx=xlnx−x+C.
Exercise 1. Integrate f(x)=arctanx. (Hint: Use integration by parts to transform the integral into one you know how to solve.)
Example 2: Integrate f(x)=x2sinx.
Solution 2: This example will demonstrate that multiple integrations by parts can successfully integrate an function.
∫x2sinxdx=∫−x2d(cosx)=−x2cosx+∫cosxd(x2)=−x2cosx+∫2xcosxdx.
∫xcosxdx=∫xd(sinx)=xsinx−∫sinxdx=xsinx+cosx+C.
Substituting the result of the second integral into the first expression gives
∫x2sinxdx=−x2cosx+2xsinx+2cosx+C.
Exercise 2. Verify that the derivative of −x2cosx+2xsinx+2cosx+C equals x2sinx.
Exercise 3. Integrate the function f(x)=exsinx using integration by parts. (Hint: Set the integral expression equal to an arbitrary variable I.)
Exercise 4. Integrate the function f(x)=x2014e2x, using sigma (sum) notation if necessary.
Exercise 5. Integrate the function f(x)=x2lnx. Generalize to f(x)=xnlnx.
Exercise 6. Find the area of the region in the interval [−1,1] of f(x)=arcsinx, using the convention that areas under the x-axis have negative area.