Integration by parts via iterated integrals

by TwoPi

(Another installment of an occasional series, featuring obfuscated proofs of elementary results. Previously: Using calculus to generate the quadratic formula. )

When faced with a challenging integration problem, sometimes some ingenuity is called for. What follows is a technique that I vividly remember teaching in the late 1980s in a multivariable calculus course, which probably means this can be found in the 5th or 6th edition of Thomas and Finney. (I don’t have a copy of that book anymore, so I can’t readily check.)

We’ll start with an example: find $\int_{1}^4 \ln (x) \; dx$ .

If you don’t know the antiderivative of the natural logarithm function, what to do? Well, if you know its derivative, you might replace $\ln(x)$ with $\int_1^x \frac1t \; dt$ . If we make that substitution, we arrive at the double integral $\int_1^4 \; \int_1^x \frac{1}{t} \; dt \; dx$ .

Next, we interchange the order of integration.

Graphing the region in the x,t plane, we see that the double integral can be rewritten as:

$\int_1^4 \; \int_1^x \; \frac1t \; dt \; dx \; = \; \int_1^4 \int_t^4 \frac1t \; dx \; dt$

This works out well, as now the inner antiderivative is simple. We get

$\int_1^4 \int_t^4 \frac{1}{t} \; dx \; dt \; = \; \int_1^4 \frac{4-t}{t} \; dt$

which simplifies to

$\int_1^4 \frac{4}{t} - 1 \; dt = ( 4 \ln(4) - 4 ) - (4 \ln(1) - 1) = 4 \ln(4) - 3$ .

I remember doing several examples like this for my students (as they’d been assigned as homework exercises), and thought it rather odd that every example in the text was one that could just as easily have been done using integration by parts.

And indeed, one can use this interated integral argument in place of integration by parts for any definite integral:

Consider $\int_a^b f(x) g'(x) \; dx$ . If we replace $f(x)$ by $\int_{f^{-1}(0)}^x f'(t) \; dt$ , we find that

$\int_a^b f(x) g'(x) \; dx = \int_a^b \int_{f^{-1}(0)}^x \; f'(t) g'(x) \; dt \; dx$

Interchanging the order of integration is a bit tricky:

In general we end up with the sum of two iterated integrals:

$\int_{f^{-1}(0)}^a \int_a^b f'(t) g'(x) \;dx\;dt + \int_a^b \int_t^b f'(t) g'(x) \; dx\; dt$

The first integral yields

$\int_{f^{-1}(0)}^a f'(t) (g(b)-g(a)) \; dt = f(a)(g(b)-g(a))$ .

The second integral yields

$\int_a^b f'(t) (g(b) - g(t)) \; dt = g(b)(f(b)-f(a)) - \int_a^b f'(t) g(t) dt$ .

Adding these two answers gives the final result:

$\int_a^b f(x) g'(x) dx = f(b)g(b) - f(a)g(a) - \int_a^b f'(t) g(t) dt$

which is the same as the integration by parts formula:

$\int_a^b f(x) g'(x) dx = \left. f(x)g(x) \right|_a^b - \int_a^b f'(x) g(x) dx$

Tags: mathematics made difficult

This entry was posted on October 22, 2008 at 4:56 pm and is filed under Miscellaneous. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.

2 Responses to “Integration by parts via iterated integrals”

Using calculus to generate the quadratic formula « 360 Says:
October 22, 2008 at 4:58 pm | Reply
[…] Using Fubini’s Theorem to prove Integration by Parts Possibly related posts: (automatically generated)A Question of StyleLesson 6 – Algebra Problems: […]
42nd Carnival of Mathematics — The Endeavour Says:
October 24, 2008 at 4:58 pm | Reply
[…] TwoPi at the 360 blog presents two fun articles using advanced techniques to prove elementary results, Using calculus to derive the quadratic equation and Integration by parts via iterated integrals. […]

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Integration by parts via iterated integrals

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