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I have asked several questions on the site regarding this topic already, but I can't seem to grasp this at all. Consider the following example:

$$ h(x) = e^{2x} \sin x$$

We have to find the integral. I rewrote this to the form:

$$e^{2x} \sin x \space dx = d( -\cos x e^{2x}) - (-\cos x \dfrac{1}{2} e^{2x} \space dx)$$

I continued this:

$$e^{2x} \sin x \space dx = d( -\cos x e^{2x}) - d (- \sin \space x \dfrac{1}{2} e^{2x}) - (- \sin x \dfrac{1}{4}e^{2x} \space dx)$$

I subtracted the last term with the term on the LHS:

$$\dfrac{3}{4} (e^{2x} \sin x) \space dx = d( -\cos x e^{2x}) - d (- \sin \space x \dfrac{1}{2} e^{2x})$$

Apparently this is totally wrong but I have no idea what I did wrong or how it should be done otherwise. Can anyone help me find my errors? And perhaps give some tips?

tomtit
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    When you say "this it totally wrong", what exactly do you mean? You look like you have the right terms there but with some incorrect coefficients. I'll post an answer shortly. – Alex Wertheim Jun 01 '13 at 17:29
  • See my related answer here. I also discuss standard usage of the "$d$" notation, which you seem to use differently. – Cameron Buie Jun 01 '13 at 20:08
  • you have mixed up the functions. At the beginning you should have either $e^{2x} \sin x dx=d(-\cos x e^{2x}) -(-2 e^{2x} \cos x dx)$ or $e^{2x} \sin x dx=d(\sin x e^{2x}/2)- (\cos x e^{2x}/2 dx)$ – Maesumi Jun 01 '13 at 21:15

5 Answers5

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I've never properly learned the notations with du and dx and dy/dx and such. Does du mean u'?

If you have a function $u(x)$ of the single variable $x$, the differential $du$ can be seen as the product of the derivative of $u(x)$ with the differential $dx$ of the independent variable, i.e. $du=u'(x)\ dx$.

For a detailed explanation of the notation see this answer.

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The integration by parts corresponds to the following rule:

$$ \begin{equation*} \int u(x)v^{\prime }(x)\ dx=u(x)v(x)-\int u^{\prime }(x)v(x)\ dx. \end{equation*} $$

We can select the functions $u(x),v(x)$ by using the LIATE rule as in my answer to your second last question or the techniques explained in the answers to your last question LIATE / ILATE rule. We get$^1$:

$$\int e^{2x}\sin x\,dx=\frac{1}{2}e^{2x}\sin x-\int \frac{1}{2}e^{2x}\cos x\,dx$$

and

$$\int \frac{1}{2}e^{2x}\cos x\,dx=\frac{1}{4}e^{2x}\cos x+\frac{1}{4}\int e^{2x}\sin x\,dx.$$

Consequently,

$$\begin{eqnarray*} I &=&\int e^{2x}\sin x\,dx=\frac{1}{2}e^{2x}\sin x-\int \frac{1}{2} e^{2x}\cos x\,dx \\ &=&\frac{1}{2}e^{2x}\sin x-\frac{1}{4}e^{2x}\cos x-\frac{1}{4}\int e^{2x}\sin x\,dx \\ &=&\frac{1}{2}e^{2x}\sin x-\frac{1}{4}e^{2x}\cos x-\frac{1}{4}I. \end{eqnarray*} $$

Solving for $I$ we thus get $$ \begin{eqnarray*} \left( 1+\frac{1}{4}\right) I &=&\frac{1}{2}e^{2x}\sin x-\frac{1}{4} e^{2x}\cos x \\ I &=&\frac{4}{5}\left( \frac{1}{2}\sin x-\frac{1}{4}\cos x\right) e^{2x}. \end{eqnarray*} $$

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$^1$ The first integral can be evaluated as follows. If $u(x)=\sin x$ and $v^{\prime }(x)=e^{2x}$, then $u^{\prime }(x)=\cos x$ and $v(x)=\frac{1}{2}e^{2x}$. The integration by parts yields

$$\int \underset{u(x)}{\underbrace{\sin x}}\,\cdot\underset{v^{\prime }(x)}{\underbrace{e^{2x}}}\ dx=\underset{u(x)}{\underbrace{\sin x}}\,\cdot\underset{v(x)}{\underbrace{\frac{1}{2}e^{2x}}}-\int \underset{u^{\prime }(x)}{\underbrace{\cos x}}\cdot\underset{v(x)}{\,\underbrace{\frac{1}{2}e^{2x}}}\ dx.$$

Remark. As can be seen in AWertheim's answer the opposite selection $u(x)=e^{2x}$ and $v^{\prime }(x)=\sin x$ works too.

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Let $P=\int e^{ax}\cos(bx)dx$ and $Q=\int e^{ax}\sin(bx)dx$ $$P+iQ=\int e^{ax}\cdot e^{ibx}dx=\int e^{(a+ib)x}dx$$

$$P+iQ=\frac{1}{a+ib}e^{(a+ib)x}+C=\frac{ae^{ax}\cos bx+be^{ax}\sin bx +i(ae^{ax}\sin bx -be^{ax}\cos bx)}{a^{2}+b^{2}}+C$$

$$P=\frac{e^{ax}(a\cos bx+b\sin bx)}{a^{2}+b^{2}}+C$$

$$Q=\frac{e^{ax}(a\sin bx-b\cos bx )}{a^{2}+b^{2}}+C$$

In the given question a=2 and b=1.

$$\int e^{2x}\sin x\textrm{ d}x=\frac{1}{5}(-e^{2x}\cos x + 2e^{2x}\sin x) + C$$

Shaswata
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We apply repeated integration by parts, making sure to be careful with the terms.

Let $u = e^{2x}$ and $dv = \sin x dx$. Then $du = 2e^{2x}$ and $v = -\cos x$, and we see:

$$\int e^{2x}\sin x dx = -e^{2x}\cos x + 2\int e^{2x}\cos x dx$$

We apply integration by parts again here on the integral on the right hand side.

Let $u = e^{2x}$ and $dv = \cos x dx$. Then $du = 2e^{2x}$ and $v = \sin x$, and we see:

$$\int e^{2x}\sin x dx = -e^{2x}\cos x + 2[e^{2x}\sin x - 2\int e^{2x}\sin x dx]$$

Rearranging carefully, we see:

$$5\int e^{2x}\sin x dx = -e^{2x}\cos x + 2e^{2x}\sin x$$

or

$$\int e^{2x}\sin x dx = \frac{1}{5}[-e^{2x}\cos x + 2e^{2x}\sin x] + C$$

accounting for an appropriate constant of integration.

Alex Wertheim
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  • I don't see where the 2 comes from – tomtit Jun 01 '13 at 17:47
  • @tomtit, which 2 are you talking about? There are many here. If you're referring to differentiating $u$ with respect to $x$, then that's the chain rule: $\frac{d}{dx}e^{2x} = 2e^{2x}$. – Alex Wertheim Jun 01 '13 at 18:04
  • I believe you did the opposite of what I did.. – tomtit Jun 01 '13 at 19:17
  • @tomtit yes, in the sense that I chose to differentiate $e^{2x}$ (i.e., I chose it as my $u$) and you chose to differentiate $\sin x$. However, it does not matter what you pick to be $u$ and $v$, i.e., if you go through the method I've outlined here and choose $u = \sin x$ and $dv = e^{2x}dx$, you will get the same thing. – Alex Wertheim Jun 01 '13 at 19:51
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Your instructor/book is using non-traditional notation.

What students usually find easy is to proceed as follows, using the mnemonic $$\int u\,dv=uv-\int v\,du.$$

Let $u=e^{2x}$ and let $dv=\sin x\,dx$. Then $du=2e^{2x}\,dx$ and $v=-\cos x$. It is helpful to put this in a little table, like $$\begin{align} &u=e^{2x} \qquad &dv= \sin x\,dx\\ &du=2e^{2x}\,dx &v=-\cos x \end{align} $$ Our integral is then $$-e^{2x}\cos x+\int 2e^{2x}\cos x\,dx.$$ Now continue as in the answer to your previous question.

André Nicolas
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  • I already feared that I had to deviate from the book's method. What I already don't understand is why your last answer has an integral sign and a dx. Isn't that an overkill? Aren't those for the same purpose? – tomtit Jun 01 '13 at 17:53
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    It is not overkill, it is the absolutely standard notation for the integral. In principle the $dx$ could be dispensed with, sort of. You will not find a respectable introduction to calculus that does that. – André Nicolas Jun 01 '13 at 17:59
  • Hmm, that's clear. Just a question: Has there ever been a serious attempt to change the notation of calculus to something 'better'? Because Leibniz' method seems to me very, very bad. I have never encountered anything like it in math, and it is the only reason I thoroughly dislike calculus (unlike for example linear algebra) – tomtit Jun 01 '13 at 18:02
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    The Leibniz notation can serve as a useful mnemonic for calculations. And yes, there have been many attempts, partly successful. Lagrange helped popularize $f'$. The problem with introducing a new notation is that there are two possibilities (i) no one much will pay attention, and then your students will have difficulty communicating or, even worse (ii) the notation will get some popularity, and then we will be saddled with one more notation. – André Nicolas Jun 01 '13 at 18:08
  • By the way, does the instructor call it partial integration? Everyone else (in English) calls it integration by parts. – André Nicolas Jun 01 '13 at 18:14
  • I live in the Netherlands, here it is called 'partieel integreren', so I assumed it would be called partial integration (just like partial derivatives) – tomtit Jun 01 '13 at 18:25
  • @tomtit If you go to the Wikipedia and search for the English version of the entry Partiële integratie you find Integration by parts. – Américo Tavares Jun 01 '13 at 19:36
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Here is how I approach this rather confusing topic, with a slightly different notation.

Let's define down as $f^\downarrow =f'$ and up as $f^\uparrow=\int f$ and

similarly double down as $f^{\downarrow\downarrow} =f''$ and double up as $f^{\uparrow\uparrow}=\int\int f$ and so on.

Now to do one round of integration by parts use

$\int f g = f g^{\uparrow} - \int (f^\downarrow g^\uparrow)$

To do two rounds use

$\int f g =f g^{\uparrow} - f^\downarrow g^{\uparrow\uparrow}+ \int (f^{\downarrow\downarrow} g^{\uparrow\uparrow})$

in simple applications $f$ is a polynomial so its down is a simpler polynomial.

You notice in each term the number of up moves is one more than down moves.

Also in the first and last integrals the number of ups and downs are equal, and the integral itself counts as one up.

To do three rounds use

$\int f g =f g^{\uparrow} - f^\downarrow g^{\uparrow\uparrow}+ f^{\downarrow\downarrow}g^{\uparrow\uparrow\uparrow}- \int (f^{\downarrow\downarrow\downarrow} g^{\uparrow\uparrow\uparrow})$.

For example to do $\int x^3 e^{2x}dx$ we notice that the fourth (and subsequent) derivatives of $x^3$ will be zero so we go that far and get a convenient zero in the last integral

$\int x^3 e^{2x} = (x^3) (e^{2x})^{\uparrow} -(x^3)^\downarrow (e^{2x})^{\uparrow\uparrow}+ (x^3)^{\downarrow\downarrow}(e^{2x})^{\uparrow\uparrow\uparrow}-(x^3)^{\downarrow\downarrow\downarrow} (e^{2x})^{\uparrow\uparrow\uparrow\uparrow}+\int (x^3)^{\downarrow\downarrow\downarrow\downarrow} (e^{2x})^{\uparrow\uparrow\uparrow\uparrow}$

$\int x^3 e^{2x} =(x^3) (e^{2x}/2)-(3x^2)(e^{2x}/4)+(6x)(e^{2x}/8)-(6)(e^{2x}/16)+C$

Now, in your example you are dealing with a tricky integral where you go so far on the right until the integral looks like the original one, just differing by a constant multiple. At which point you stop and bring the right integral to left, hence completing the circle so to speak. Here is how it goes: for cosine two rounds of either up or down brings us back to cosine so we use

$\int e^{ax} \cos bx = (e^{ax}) (\cos bx)^{\uparrow} - (e^{ax})^\downarrow (\cos bx)^{\uparrow\uparrow}+ \int (e^{ax})^{\downarrow\downarrow} (\cos bx)^{\uparrow\uparrow}$

$\int e^{ax} \cos bx = (e^{ax}) (\sin bx /b) - (a e^{ax}) (-\cos bx /b^2)+ \int (a^2e^{ax}) (-\cos bx /b^2)$

Now you bring the last integral to the left and factor it (postpone the constant to the last step)

$(1+a^2/b^2)\int e^{ax} \cos bx = 1/b e^{ax}\sin bx + a/b^2 e^{ax}\cos bx $

Now clean up to get

$\int e^{ax} \cos bx = e^{ax}(b\sin bx + a \cos bx)/(a^2+b^2) +C $

Maesumi
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