Skip to content

Business Mathematics and Statistics · Ch 7 — Integration

Integration by Parts

4

Integration by Parts

Some products cannot be integrated by any substitution because neither factor is (a constant multiple of) the derivative of the expression inside the other — a plain polynomial-times-exponential product such as x exx\,e^{x} is the standard example. Integration by parts handles exactly this class of product.

The formula

If uu and vv are both functions of xx, the product rule for differentiation, ddx(uv)=udvdx+vdudx\dfrac{d}{dx}(uv) = u\dfrac{dv}{dx}+v\dfrac{du}{dx}, rearranges (after integrating both sides) into the integration-by-parts formula:

∫u dv=uv−∫v du\int u\,dv = uv - \int v\,du

Choosing uu and dvdv

The usual guide for this chapter's problems is to let uu be the factor that gets SIMPLER when differentiated (a plain polynomial such as xx, whose derivative is just 11), and let dvdv be the remaining factor, which must itself be integrable using the standard formulas already covered. Choosing the two the wrong way round makes the resulting integral harder, not easier.

Worked pattern: ∫x ex dx\displaystyle\int x\,e^{x}\,dx

Let u=xu=x and dv=ex dxdv=e^{x}\,dx. Then du=dxdu=dx and v=exv=e^{x}. Substituting into the formula:

∫x ex dx=x ex−∫ex dx=x ex−ex+C=ex(x−1)+C\int x\,e^{x}\,dx = x\,e^{x} - \int e^{x}\,dx = x\,e^{x}-e^{x}+C = e^{x}(x-1)+C

Check by differentiating back: using the product rule, ddx[ex(x−1)]=ex(x−1)+ex(1)=ex(x−1+1)=x ex\dfrac{d}{dx}\big[e^{x}(x-1)\big] = e^{x}(x-1) + e^{x}(1) = e^{x}(x-1+1) = x\,e^{x} — exactly the original integrand.

Note

What would go wrong the other way round …

Definition 1Integration by Parts

∫u dv=uv−∫v du\int u\,dv = uv-\int v\,du, derived from the product rule for differentiation. uu is chosen as the factor that simplifies on differentiation; dvdv is the remaining factor, whic …