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Mathematics and Statistics · Ch 5 — Integration

Standard Integrals and Rules of Integration

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Standard Integrals and Rules of Integration

This section fixes the basic toolkit of standard integrals and the two rules that let them be combined. Each standard result is simply a known derivative read backwards, so each can be confirmed by differentiating its right-hand side.

Rules of integration (linearity)

Integration is linear — the integral of a sum is the sum of the integrals, and a constant multiplier can be pulled outside the integral sign:

∫[a f(x)+b g(x)] dx=a∫f(x) dx+b∫g(x) dx.\int \big[a\,f(x) + b\,g(x)\big]\,dx = a\int f(x)\,dx + b\int g(x)\,dx.

This is exactly what lets a multi-term expression be integrated one term at a time.

The standard integrals

#IntegralResultCondition
1∫xn dx\displaystyle\int x^{n}\,dxxn+1n+1+c\dfrac{x^{n+1}}{n+1}+cn≠−1n \ne -1
2∫1x dx\displaystyle\int \frac{1}{x}\,dxlog⁡∣x∣+c\log\lvert x\rvert+cx≠0x \ne 0
3∫ex dx\displaystyle\int e^{x}\,dxex+ce^{x}+c—
4∫ax dx\displaystyle\int a^{x}\,dxaxlog⁡a+c\dfrac{a^{x}}{\log a}+ca>0, a≠1a>0,\ a\ne 1
5∫k dx\displaystyle\int k\,dxkx+ckx+ckk constant
Note

Why formula 1 excludes n=−1n=-1

Substituting n=−1n=-1 into xn+1n+1\dfrac{x^{n+1}}{n+1} gives x00\dfrac{x^{0}}{0}, which is undefined (division by zero). That case is exactly what formula 2 covers separately, since ∫x−1 dx=∫1x dx=log⁡∣x∣+c\displaystyle\int x^{-1}\,dx = \int \frac{1}{x}\,dx = \log\lvert x\rvert+c.

Verifying formula 4 by differentiation …

Definition 1Linearity of Integration

∫[a f(x)+b g(x)] dx=a ⁣∫f(x) dx+b ⁣∫g(x) dx\displaystyle\int\big[a\,f(x)+b\,g(x)\big]\,dx = a\!\int f(x)\,dx + b\!\int g(x)\,dx — a sum can be integrated term by term, and a constant factor can be mov …

Definition 2Basic Standard Integrals

∫xndx=xn+1n+1+c (n≠−1)\int x^{n}dx=\frac{x^{n+1}}{n+1}+c\ (n\ne-1); ∫1xdx=log⁡∣x∣+c\int\frac{1}{x}dx=\log|x|+c; ∫exdx=ex+c\int e^{x}dx=e^{x}+c; $\int a^{x}dx=\frac{a^{x}}{\log a …