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Friday, May 4, 2012

Integrals of the form ∫ xn ex dx by integration by parts (IBP)


These problems originally appeared in my former alternate blog at http://www.optimal-learning-systems.org/eps.


Q1. What is the value of the integral \int xe^xdx ?

A1. Let u=x. Then du=dx. Also let dv=e^xdx. Then v= \int e^xdx=e^x .

Now apply the integration by parts formula, \int u dv=uv−\int v du .

We have, \int x e^xdx=x e^x−\int e^xdx=x e^x−e^x=e^x[x−1] .

Therefore, \int xe^xdx=e^x[x−1].

One may wonder why the constant of integration is not added in the formula for v. The IBP formula becomes in this case u(v+C)−∫(v+C)du and one can see that the terms containing the constant of integration cancels out.

Q2. Determine the integral \int x^2e^x dx.

A2. Let u=x^2, then du=2^xdx. Also let dv=e^xdx, then v=\int e^xdx. Then dv=e^x dx. Substituting in the IBP formula,

x^2e^x−\int e^x(2x)dx=x^2e^x−2∫xe^xdx. But the last term was the problem we treated before! Hence, \int x^2e^xdx=x2e^x−2[e^x(x−1)] and therefore

\int x^2e^xdx=e^x [x2−2(x−1)]


You may add the constant of integration in the final answer.

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Q3. Determine the integral \int x^3e^x dx.

A3. As usual, let u=x^3, then du=3x^2dx. Also let dv=e^xdx, then v=e^x. Substituting in the IBP formula,

x^3e^x−\int e^x(3x^2)dx=x^3e^x−3∫x2e^xdx. But the last term involved an integral we treated before! Therefore \int x^3e^x dx=x^3e^x−3e^x[x^2−2(x−1)]=e^x[x^3−3(x^2−2(x−1))]

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Notice that \int x^ne^x dx=x^ne^x−n\int x^{n−1}e^xdx
. We leave the fun to the student to discover on his/her own a general formula for the answer.

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