Partial fractions can be integrated using just a few techniques. We consider three kinds of terms:
Linear power bottom
To integrate terms like this:
If then use log:
If then use power rule:
Quadratic bottom, constant top
We have a formula for simple irreducible quadratics:
This formula should be memorized!
Quadratic bottom, linear top
To integrate terms like this:
Break into separate terms:
Then:
First term with in top:
Second term lacking in top:
Extra - Completing the square when “no real roots”
To integrate terms with more general quadratics, like this:
we need , i.e. “no real roots” of the quadratic. If that holds, then we can complete the square and substitute as follows.
Look what happens when completing the square:
Notice that is equivalent to the condition . Create a new label . So this condition means and we can safely define .
Then a -substitution simplifies the equation like this:
The quadratic formula shows that the condition is equivalent to the condition “no real roots.” (In our case . If we had , we could divide out this and change the others.)
So we see that “no real roots” is equivalent to the condition that the denominator can be converted to the format with some constant .
At this point, to compute the integral, do trig sub with and :
04 Illustration
Example - Repeated quadratic, linear tops
10 - Partial fractions - repeated quadratic, linear tops
Compute the integral:
Solution
Compute the partial fraction decomposition.
Check that numerator degree is lower than denominator.
Factor denominator completely. (No real roots.)
Write generic PFD:
Notice “linear over quadratic” in first term.
Notice repeated factor: sum with incrementing powers up to 2.
The Trapezoid Rule is a technique to approximate the area under a curve as the sum of areas of thin trapezoids whose top corners lie on the curve.
The tops of the trapezoids are lines that approximate the curve. They are determined as lines that agree with the curve at two points.
Trapezoid rule - area formula
Given a function and a partition of the range labeled by (with and ), the Trapezoid Rule determines the area formula:
Notice the pattern in s and see how this formula comes about:
The area of one trapezoid is . All vertical values (excepting the endpoints and ) are represented in two trapezoids, so their contribution is doubled.
Extra - Trapezoid rule - error bound
The error of the Trapezoid Rule approximation is bounded by this formula:
Here is any number satisfying for .
The Midpoint Rule is a technique to approximate the area under a curve as the sum of areas of thin rectangles whose top midpoints lies on the curve.
The very same formula also represents the areas of trapezoids whose top midpoints lie on the curve and whose top line is tangent to the curve:
The reason they are equal is simple: when pivoting the top line on the ‘attached’ midpoint, the area of the trapezoid does not change.
Midpoint Rule - area formula
Given a function and a partition of the range labeled by (with and ), the Midpoint Rule determines the area formula:
Here each is the midpoint of the interval . It can be given by the formula .
Extra - Midpoint Rule - error bound
The error of the Midpoint Rule approximation is bounded by this formula:
Here is any number satisfying for .
Notice that has an error bound that is of the bound for . This does not mean that always has a smaller error than . It means that without calculating the error, simply plugging numbers into the error bound formulas, we obtain a smaller bound for than for . This is about our knowledge of the error, not the reality of the error.
06 Theory
It turns out that the Midpoint Rule and the Trapezoid Rule tend to differ from the exact integral in opposite directions, and the Midpoint Rule tends to be twice as accurate. Therefore we may improve on both of them by constructing a weighted average of the formulas. This is called Simpson’s Rule.
Simpson’s Rule - defining formula
Simpson’s Rule is given by the weighted sum of the Trapezoid and Midpoint Rules:
Simpson’s Rule - computing formula
Given a function and a partition of the range labeled by (with and ), Simpson’s Rule determines the area formula:
Note the pattern for Simpson’s Rule: 1, 4, 2, 4, 2, 4, 2, , 1
Simpson’s Rule - error bound
The error of Simpson’s Rule approximation is bounded by this formula:
Here is any number satisfying for .
Simpson’s Rule “Parabola Rule”
The formula of Simpson’s Rule can also be explained or defined geometrically: it is the formula giving the sum of areas under small parabolas that meet the curve in three points.
There is a unique parabola passing through any three points with differing -values:
These may be pieced together to form an approximation to the curve:
The area under the parabola through , , and is given by this formula:
This formula may be verified using basic calculus (area under a parabola) and a lot of algebra. (Ambitious students should derive it.)
The area under the parabola through , , and is given by a similar formula:
The Simpson’s Rule formula is the sum of all these formulas! So the s in Simpson’s come from duplication of endpoint terms as the “rectangular” regions are stacked end-to-end.
07 Illustration
Example - Simpson’s Rule on the Gaussian Distribution
11 - Simpson’s Rule on the Gaussian distribution
The function is very important for probability and statistics, but it cannot be integrated analytically.
Apply Simpson’s Rule to approximate the integral:
with and . What error bound is guaranteed for this approximation?
Solution
We need a table of values of and :
These can be plugged into the Simpson Rule formula to obtain our desired approximation:
To find the error bound we need to find the smallest number we can manage for .
Take four derivatives and simplify:
On the interval , this function is maximized at . Use that for the optimal :
Finally we plug this into the error bound formula: