Integration by reduction formulae

Last updated

In integral calculus, integration by reduction formulae is a method relying on recurrence relations. It is used when an expression containing an integer parameter, usually in the form of powers of elementary functions, or products of transcendental functions and polynomials of arbitrary degree, can't be integrated directly. But using other methods of integration a reduction formula can be set up to obtain the integral of the same or similar expression with a lower integer parameter, progressively simplifying the integral until it can be evaluated. [1] This method of integration is one of the earliest used.

Contents

How to find the reduction formula

The reduction formula can be derived using any of the common methods of integration, like integration by substitution, integration by parts, integration by trigonometric substitution, integration by partial fractions, etc. The main idea is to express an integral involving an integer parameter (e.g. power) of a function, represented by In, in terms of an integral that involves a lower value of the parameter (lower power) of that function, for example In-1 or In-2. This makes the reduction formula a type of recurrence relation. In other words, the reduction formula expresses the integral

in terms of

where

How to compute the integral

To compute the integral, we set n to its value and use the reduction formula to express it in terms of the (n – 1) or (n – 2) integral. The lower index integral can be used to calculate the higher index ones; the process is continued repeatedly until we reach a point where the function to be integrated can be computed, usually when its index is 0 or 1. Then we back-substitute the previous results until we have computed In. [2]

Examples

Below are examples of the procedure.

Cosine integral

Typically, integrals like

can be evaluated by a reduction formula.

[?]
cos
n
[?]
(
x
)
d
x
{\displaystyle \int \cos ^{n}(x)\,{\text{d}}x\!}
, for n = 1, 2 ... 30 Cos to the n.png
, for n = 1, 2 ... 30

Start by setting:

Now re-write as:

Integrating by this substitution:

Now integrating by parts:

solving for In:

so the reduction formula is:

To supplement the example, the above can be used to evaluate the integral for (say) n = 5;

Calculating lower indices:

back-substituting:

where C is a constant.

Exponential integral

Another typical example is:

Start by setting:

Integrating by substitution:

Now integrating by parts:

shifting indices back by 1 (so n + 1n, nn – 1):

solving for In:

so the reduction formula is:

An alternative way in which the derivation could be done starts by substituting .

Integration by substitution:

Now integrating by parts:

which gives the reduction formula when substituting back:

which is equivalent to:

Another alternative way in which the derivation could be done by integrating by parts:

Remember:

which gives the reduction formula when substituting back:

which is equivalent to:

Tables of integral reduction formulas

Rational functions

The following integrals [3] contain:

IntegralReduction formula
IntegralReduction formula

IntegralReduction formula
IntegralReduction formula
IntegralReduction formula
IntegralReduction formula
IntegralReduction formula

note that by the laws of indices:

Transcendental functions

The following integrals [4] contain:

IntegralReduction formula

the formulae can be combined to obtain separate equations in In:

and Jn:

IntegralReduction formula
IntegralReduction formula

Related Research Articles

<span class="mw-page-title-main">Antiderivative</span> Concept in calculus

In calculus, an antiderivative, inverse derivative, primitive function, primitive integral or indefinite integral of a function f is a differentiable function F whose derivative is equal to the original function f. This can be stated symbolically as F' = f. The process of solving for antiderivatives is called antidifferentiation, and its opposite operation is called differentiation, which is the process of finding a derivative. Antiderivatives are often denoted by capital Roman letters such as F and G.

In elementary algebra, the binomial theorem (or binomial expansion) describes the algebraic expansion of powers of a binomial. According to the theorem, it is possible to expand the polynomial (x + y)n into a sum involving terms of the form axbyc, where the exponents b and c are nonnegative integers with b + c = n, and the coefficient a of each term is a specific positive integer depending on n and b. For example, for n = 4,

Lambert <i>W</i> function Multivalued function in mathematics

In mathematics, the Lambert W function, also called the omega function or product logarithm, is a multivalued function, namely the branches of the converse relation of the function f(w) = wew, where w is any complex number and ew is the exponential function. The function is named after Johann Lambert, who considered a related problem in 1758. Building on Lambert's work, Leonhard Euler described the W function per se in 1783.

In calculus, integration by substitution, also known as u-substitution, reverse chain rule or change of variables, is a method for evaluating integrals and antiderivatives. It is the counterpart to the chain rule for differentiation, and can loosely be thought of as using the chain rule "backwards."

Integration is the basic operation in integral calculus. While differentiation has straightforward rules by which the derivative of a complicated function can be found by differentiating its simpler component functions, integration does not, so tables of known integrals are often useful. This page lists some of the most common antiderivatives.

<span class="mw-page-title-main">Path integral formulation</span> Formulation of quantum mechanics

The path integral formulation is a description in quantum mechanics that generalizes the stationary action principle of classical mechanics. It replaces the classical notion of a single, unique classical trajectory for a system with a sum, or functional integral, over an infinity of quantum-mechanically possible trajectories to compute a quantum amplitude.

<span class="mw-page-title-main">Gaussian integral</span> Integral of the Gaussian function, equal to sqrt(π)

The Gaussian integral, also known as the Euler–Poisson integral, is the integral of the Gaussian function over the entire real line. Named after the German mathematician Carl Friedrich Gauss, the integral is

<span class="mw-page-title-main">Sinc function</span> Special mathematical function defined as sin(x)/x

In mathematics, physics and engineering, the sinc function, denoted by sinc(x), has two forms, normalized and unnormalized.

The integral of secant cubed is a frequent and challenging indefinite integral of elementary calculus:

In the 1760s, Johann Heinrich Lambert was the first to prove that the number π is irrational, meaning it cannot be expressed as a fraction , where and are both integers. In the 19th century, Charles Hermite found a proof that requires no prerequisite knowledge beyond basic calculus. Three simplifications of Hermite's proof are due to Mary Cartwright, Ivan Niven, and Nicolas Bourbaki. Another proof, which is a simplification of Lambert's proof, is due to Miklós Laczkovich. Many of these are proofs by contradiction.

<span class="mw-page-title-main">Weierstrass transform</span> "Smoothing" integral transform

In mathematics, the Weierstrass transform of a function f : RR, named after Karl Weierstrass, is a "smoothed" version of f(x) obtained by averaging the values of f, weighted with a Gaussian centered at x.

The fundamental theorem of calculus is a theorem that links the concept of differentiating a function with the concept of integrating a function. The two operations are inverses of each other apart from a constant value which depends on where one starts to compute area.

Volume of an <i>n</i>-ball Size of a mathematical ball

In geometry, a ball is a region in a space comprising all points within a fixed distance, called the radius, from a given point; that is, it is the region enclosed by a sphere or hypersphere. An n-ball is a ball in an n-dimensional Euclidean space. The volume of a n-ball is the Lebesgue measure of this ball, which generalizes to any dimension the usual volume of a ball in 3-dimensional space. The volume of a n-ball of radius R is where is the volume of the unit n-ball, the n-ball of radius 1.

In integral calculus, the tangent half-angle substitution is a change of variables used for evaluating integrals, which converts a rational function of trigonometric functions of into an ordinary rational function of by setting . This is the one-dimensional stereographic projection of the unit circle parametrized by angle measure onto the real line. The general transformation formula is:

References

  1. Mathematical methods for physics and engineering, K.F. Riley, M.P. Hobson, S.J. Bence, Cambridge University Press, 2010, ISBN   978-0-521-86153-3
  2. Further Elementary Analysis, R.I. Porter, G. Bell & Sons Ltd, 1978, ISBN   0-7135-1594-5
  3. http://www.sosmath.com/tables/tables.html -> Indefinite integrals list
  4. http://www.sosmath.com/tables/tables.html -> Indefinite integrals list

Bibliography