Calculus - Integration

分部積分法是種積分的技巧常應用於微積分數學與數值分析之中。它是由微分乘法定則微積分基本定理推導而來的。其基本思路是將不易求得結果的積分形式,轉化為等價的但易於求出結果的積分形式。

規則


\(u = u(x)\)\(du = u'(x)dx\)\(v = v(x)\)\(dv = v'(x)dx\) , 那分部積分就可以寫為:

\[ \int_a^b u(x)v'(x)dx=[u(x)v(x)]_a^b-\int_a^b u'(x)v(x)dx \]

\[ \Leftrightarrow u(b)v(b)-u(a)v(a)-\int_a^b u'(x)v(x)dx \]

或是以更常見的簡寫:

\[ \int u \; dv = uv - \int v \; du \]

定理


假設 \(u(x)\)\(v(x)\) 是兩個連續可導函數 (continuously differentiable functions). 由乘法定理 (product rule) 可知(用來布尼茲表示法 Leibniz's notation):

\(\frac{d}{dx} ( u(x) \cdot v(x) ) = \frac{d(u(x))}{dx}\cdot v(x) + u(x)\cdot \frac{d(v(x))}{dx}\)

對兩側求不定積分:

\(uv = \int (\frac{d(u(x))}{dx}\cdot v(x) + u(x)\cdot \frac{d(v(x))}{dx})dx\)

\(\Leftrightarrow \int d(u(x))\cdot v(x) + \int u(x)\cdot d(v(x))\)

\(\Rightarrow \int u \; dv = uv - \int v \; du\)

常用的分部積分


\(\int \ln(x) dx = x\ln(x) - x + C\)

\(\int \ln(x)dx\)

\(u = \ln(x)\)\(dv = dx\) , 則 \(du = \frac{1}{x} dx\)\(v = x\)

帶入:

\(\int \ln(x) dx = \ln(x) \cdot x - \int x\cdot \frac{1}{x}dx\)

\(\Leftrightarrow \ln(x)\cdot x - \int(1)dx\)

\(\Leftrightarrow \ln(x)\cdot x - x + C\)

\(\int \log (x) dx = x\cdot \log (x) - \frac{x}{\ln 10} + C\)

\(u = \log (x)\)\(dv = dx\)

\(du= d(\log (x)) \Leftrightarrow d(\frac{\ln x}{\ln 10})\)

<乘法定理>: 上微下不微 + 下微上不微

\(\Leftrightarrow d(ln x)\cdot \frac{1}{\ln 10} + \ln x\cdot d(\ln 10)\)

\(\Leftrightarrow \frac{1}{x}\cdot \frac{1}{\ln 10} + \ln x \cdot 0\)

\(\Leftrightarrow \frac{1}{x\ln 10}\)

接著 \(v = x\)

\(\int \log x dx = \log x \cdot x - \int x \cdot \frac{1}{x \ln 10} dx\)

\(\Leftrightarrow x\cdot \log x - \int \frac{1}{\ln 10} dx\)

\(\Leftrightarrow x\cdot \log x - x\cdot\frac{1}{\ln 10} + C\)

參考


Wiki - 分部積分法

Math2.org Math Tables: Integral ln(x)

Derivative of Log X