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Integration by parts

Mathematical method in calculus

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The integration by parts formula states: ∫abu(x)v′(x)dx=[u(x)v(x)]ab−∫abu′(x)v(x)dx=u(b)v(b)−u(a)v(a)−∫abu′(x)v(x)dx.

Or, letting u=u(x) and du=u′(x)dx while v=v(x) and dv=v′(x)dx, the formula can be written more compactly: ∫udv=uv−∫vdu.

The former expression is written as a definite integral and the latter is written as an indefinite integral. Applying the appropriate limits to the latter expression should yield the former, but the latter is not necessarily equivalent to the former.

Mathematician Brook Taylor discovered integration by parts, first publishing the idea in 1715. More general formulations of integration by parts exist for the Riemann–Stieltjes and Lebesgue–Stieltjes integrals. The discrete analogue for sequences is called summation by parts.

Theorem

Product of two functions

The theorem can be derived as follows. For two continuously differentiable functions u(x) and v(x), the product rule states:

(u(x)v(x))′=u′(x)v(x)+u(x)v′(x).

Integrating both sides with respect to x,

∫(u(x)v(x))′dx=∫u′(x)v(x)dx+∫u(x)v′(x)dx,

and noting that an indefinite integral is an antiderivative gives

u(x)v(x)=∫u′(x)v(x)dx+∫u(x)v′(x)dx,

where we neglect writing the constant of integration. This yields the formula for integration by parts:

∫u(x)v′(x)dx=u(x)v(x)−∫u′(x)v(x)dx,

or in terms of the differentials du=u′(x)dx, dv=v′(x)dx,

∫u(x)dv=u(x)v(x)−∫v(x)du.

This is to be understood as an equality of functions with an unspecified constant added to each side. Taking the difference of each side between two values x=a and x=b and applying the fundamental theorem of calculus gives the definite integral version: ∫abu(x)v′(x)dx=u(b)v(b)−u(a)v(a)−∫abu′(x)v(x)dx. The original integral ∫uv′dx contains the derivative v'; to apply the theorem, one must find v, the antiderivative of v', then evaluate the resulting integral ∫vu′dx.

Validity for less smooth functions

It is not necessary for u and v to be continuously differentiable. Integration by parts works if u is absolutely continuous and the function designated v′ is Lebesgue integrable (but not necessarily continuous). (If v′ has a point of discontinuity then its antiderivative v may not have a derivative at that point.)

If the interval of integration is not compact, then it is not necessary for u to be absolutely continuous in the whole interval or for v′ to be Lebesgue integrable in the interval, as a couple of examples (in which u and v are continuous and continuously differentiable) will show. For instance, if

u(x)=ex/x2,v′(x)=e−x

u is not absolutely continuous on the interval [1, ∞), but nevertheless:

∫1∞u(x)v′(x)dx=[u(x)v(x)]1∞−∫1∞u′(x)v(x)dx

so long as [u(x)v(x)]1∞ is taken to mean the limit of u(L)v(L)−u(1)v(1) as L→∞ and so long as the two terms on the right-hand side are finite. This is only true if we choose v(x)=−e−x. Similarly, if

u(x)=e−x,v′(x)=x−1sin⁡(x)

v′ is not Lebesgue integrable on the interval [1, ∞), but nevertheless

∫1∞u(x)v′(x)dx=[u(x)v(x)]1∞−∫1∞u′(x)v(x)dx with the same interpretation.

One can also easily come up with similar examples in which u and v are not continuously differentiable.

Further, if f(x) is a function of bounded variation on the segment [a,b], and φ(x) is differentiable on [a,b], then

∫abf(x)φ′(x)dx=−∫−∞∞φ~(x)d(χ~[a,b](x)f~(x)),

where d(χ[a,b](x)f~(x)) denotes the signed measure corresponding to the function of bounded variation χ[a,b](x)f(x), and functions f~,φ~ are extensions of f,φ to R, which are respectively of bounded variation and differentiable.

Product of many functions

Integrating the product rule for three multiplied functions, u(x), v(x), w(x), gives a similar result:

∫abuvdw=[uvw]ab−∫abuwdv−∫abvwdu.

In general, for n factors

(∏i=1nui(x))′=∑j=1nuj′(x)∏i≠jnui(x),

which leads to

[∏i=1nui(x)]ab=∑j=1n∫abuj′(x)∏i≠jnui(x).

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