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Table of Definite Integrals
Definition of Definite Integral
$ \int_{a}^{b} f ( x ) d x = \lim_{n \to \infty} { f ( a ) \Delta x + f ( a + \Delta x ) \Delta x + f ( a + 2 \Delta x ) + \cdot \cdot \cdot + f ( a + ( n - 1 ) \Delta x ) \Delta x } $
$ \int_{a}^{b} f ( x ) d x = \int_{a}^{b} \frac{d}{dx} g ( x ) d x = g ( x ) |_{a}^{b} = g ( b ) - g ( a ) $
$ \int_{a}^{\infty} d x = \lim_{n \to \infty} \int\limits_{a}^{b} f ( x ) d x $
$ \int_{-\infty}^{\infty} f ( x ) d x = \lim_{a \to - \infty \ b \to \infty} \int\limits_{a}^{b} f ( x ) d x $
$ \int_{a}^{b} f ( x ) d x = \lim_{\epsilon \to \infty} \int\limits_{a}^{b - \epsilon} f ( x ) d x $
$ \int_{a}^{b} f ( x ) d x = \lim_{\epsilon \to \infty} \int\limits_{a + \epsilon}^{b} f ( x ) d x $
General Rules for Definite Integral
$ \int\limits_{a}^{b} { f ( x ) \pm g ( x ) \pm h ( x ) \pm \cdot \cdot \cdot } d x = \int\limits_{a}^{b} f ( x ) d x \pm \int\limits_{a}^{b} g ( x ) d x \pm \int\limits_{a}^{b} h ( x ) d x \pm \cdot \cdot \cdot $
$ \int_{a}^{b} c f ( x ) d x = c \int_{a}^{b} f ( x ) d x $
$ \int_{a}^{a} f ( x ) d x = 0 $
$ \int_{a}^{b} f ( x ) d x = - \int_{b}^{a} f ( x ) d x $
$ \int_{a}^{b} f ( x ) d x = \int_{a}^{c} f ( x ) d x + \int_{c}^{b} f ( x ) d x $
$ \int_{a}^{b} f ( x ) d x = ( b - a ) f ( c ) \qquad c \ is \ a \ number \ between \ a \ and \ b \ as \ long \ as \ f ( x ) \ is \ continous \ between \ a \ and \ b $
$ \int_{a}^{b} f ( x ) g ( x ) d x = f ( c ) \int\limits_{a}^{b} g ( x ) d x \qquad c \ is \ a \ number \ between \ a \ and \ b \ as \ long \ as \ f ( x ) \ is \ continous \ between \ a \ and \ b $
$ \ and \ g ( x ) \ge 0 $
Leibnitz rule for derivation
$ \frac{d}{d \alpha} \int_{\Phi_1 ( \alpha )}^{\Phi_2 ( \alpha ) } F ( x , \alpha ) d x = \int_{\Phi_1 ( \alpha )}^{\Phi_2 ( \alpha ) } \frac{\partial F}{\partial \alpha} d x + F ( \Phi_2 , \alpha ) \frac{d \Phi_1}{d \alpha} - F ( \Phi_1 , \alpha ) \frac{d \Phi_2}{d \alpha} $
Definite Integral containing rational and irrational expressions
$ \int_{a}^{\infty} \frac {d x}{x^2 + a^2} = \frac{\pi}{2a} $
$ \int_{0}^{\infty} \frac{x^{p-1} d x}{1 + x} = \frac{\pi}{\sin p \pi} \qquad 0 \ < \ p < \ 1 $
$ \int_{0}^{\infty} \frac{x^m d x}{x^n + a^n} = \frac{\pi a^{m+1-n}}{n \sin [ \frac{( m + 1 ) \pi}{n} ] } \qquad 0 \ < \ m+1 \ < \ n $
$ \int_{0}^{\infty} \frac{x^m d x}{1 + 2 x \cos \beta + x^2} = \frac{\pi}{\sin m \pi} \frac{\sin m \beta}{\sin \beta} $
$ \int_{0}^{a} \frac{dx}{\sqrt{a^2 - x^2}} = \frac {\pi}{2} $
$ \int_{0}^{a} \sqrt{a^2 - x^2} d x = \frac{\pi a^2}{4} $
$ \int_{0}^{a} x^m ( a^n - x^n )^p d x = \frac{a^{m+1+np} \Gamma [ \frac{m+1}{n} ] \Gamma ( p + 1 )}{n \Gamma [ \frac{m+1}{n} + p + 1 ]} $
$ \int_{0}^{a} \frac{x^m d x}{( a^n + x^n )^r} = \frac{ (-1)^{r-1} \pi a^{m+1-nr} \Gamma [ \frac{m+1}{n} ] }{n \sin [ \frac{(m+1)\pi}{n} ] ( r - 1 ) ! \Gamma [ \frac{m+1}{n} - r + 1]} \qquad 0 \ < \ m+1 \ < \ nr $
Definite Integral containing circular functions
$ \int_{0}^{\pi} \sin mx \sin nx dx = 0 \ ( m = n ) \qquad or \qquad =\frac{\pi}{2} \ ( m \neq n ) $
$ \int_{0}^{\pi} \cos mx \cos nx dx = 0 \ ( m = n ) \qquad or \qquad =\frac{\pi}{2} \ ( m \neq n ) $
$ \int_{0}^{\pi} \sin mx \cos nx dx = 0 \ ( if \ m + n \ is \ an \ odd \ number ) \qquad or \qquad =\frac{2m}{m^2-n^2} \ ( if \ m + n \ is \ an \ even \ number ) $
$ \int_{0}^{\frac{\pi}{2}} \sin^2 x d x = \int_{0}^{\frac{\pi}{2}} \cos^2 x d x = \frac{\pi}{4} $

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