Mathematics in economics Lecture 6 Mgr. Jiří Mazurek, Ph.D. Mathematics in Economics/PMAT Lecture 6 Integration of rational functions – continued Problem 2 • • 1. Solve: . Solution: It is a case 2, the root x = -1 is of the order 3. Partial fraction decomposition: After a rearrangment we yield: Lecture 6 Integration of rational functions Problem 2 - cont • • 1. By clearing the denominator and solving the equation: A = 1, B = 4, C = -2, D = 5. The division: And integration: Lecture 6 Integration of rational functions Problem 3 • • 1. Solve: . Solution: It is the case 3. Therefore, the partial fraction decomposition is: Solving the equality of numerators yields: And, finally: Lecture 6 Integration per partes • • 1. Per partes method (integration by parts) is used for integration of a product of two functions. Let u(x) and v(x) be two functions. Then, we obtain: The last formula is “per partes“ formula. Lecture 6 Integration per partes - Problem 1 • • 1. Solve: . Solution: Note: a choice of u and v´ is important. An incorrect choice leads to a growing difficulty of a problem. Lecture 6 Integration per partes - Problem 2 • • 1. Solve: . Solution: Note: a choice of u and v´ is important. An incorrect choice (v´ = lnx) leads to a growing difficulty of a problem. Lecture 6 Integration per partes - Problem 3 • • 1. Solve: . Solution: Note: a choice of u and v´ is important. An incorrect choice (v´ = x) leads to a growing difficulty of a problem. Lecture 6 Integration per partes - Problem 4 • • 1. Solve: . Solution: we will use a trick – let u = arctgx and v´ = 1: Lecture 6 Problems to solve 1 (Assignment 8) • • 1. Find: Lecture 6 Integration by a substitution • • 1. We use a substitution typically in the following cases: • When an integrand contains an internal function. • • When na integrand contains lnx or exp(x). • • When an integrand contains goniometric functions. • • When an integrand contains square roots. • Lecture 6 Integration by a substitution – Problem 1 • • 1. Find: Solution: A note: We substitute not only an integrand, but also dx! Lecture 6 Integration by a substitution – Problem 2 and 3 • • 1. Find: Solution: Find: Solution: Lecture 6 Integration by a substitution – Problem 4 and 5 • • 1. Find: Solution: Find: Solution: Lecture 6 Integration by a substitution – Problem 6 and 7 • • 1. Find: Solution: Find: Solution: Lecture 6 Integration of goniometric functions • • 1. Useful identities: Lecture 6 A universal goniometric substitution • • 1. Lecture 6 Integration of goniometric functions - Problems 1 and 2 • • 1. Find: Solution: Find: Solution: Lecture 6 Integration of goniometric functions - Problems 3 and 4 • • 1. Find: Solution: Find: Solution: Lecture 6 Integration of irrational functions – Problem 1 • • 1. Usually, we substitute (square roots). Find: . Solution: Lecture 6 Integration of irrational functions – Problem 2 • • 1. Find: Solution: A note: see also Euler´s subtitutions. Lecture 6 Integration of irrational functions – Problem 3 • • 1. Find: Solution: in the process of integration, we use goniometric Substitution as well! Lecture 6 Problems to solve - 1 • • 1. Find: Lecture 6 Problems to solve - 2 • • 1. Find: Lecture 6 Thank you for your attention! • • 1.