How to Reverse the Product Rule

Let’s bring our attention to one function: \ln.

Theorem 1. \displaystyle \ln'(x) = 1/x.

Proof. Coupling \ln = \exp^{-1} with \exp' = \exp, the inverse function theorem yields

\displaystyle \ln'(x) = (\exp^{-1})'(x) = \frac{1}{\exp'(\exp^{-1}(x))} = \frac{1}{\exp(\exp^{-1}(x))} = \frac 1x.

This, in fact, needed to be proven before we derive the useful implications of the reverse chain rule.

How can we calculate \displaystyle \int \ln(x)\, \mathrm dx?

Theorem 2. \displaystyle \int \ln(x)\,\mathrm dx = x(\ln(x) - 1) + C.

It is trivial to differentiate the right-hand side to get \ln(x). The real question is how we discovered the right-hand side in the first place.

We need to use integration by parts, which I like to call the reverse product rule.

Theorem 3 (Reverse Product Rule). Let u\equiv u(x),v\equiv v(x) be known differentiable functions. Then

\displaystyle \int u\, \mathrm dv = uv - \int v\, \mathrm du,

where we formally abbreviated \mathrm du = u'(x)\,\mathrm dx and \mathrm dv = v'(x)\,\mathrm dx.

Proof. Reverse the product rule (uv)' = v u' + u v'.

For pedagogical utility, I introduce my students to IS-ID notation:

\displaystyle \int v'u\, \mathrm dx = \underbrace{v}_{\text{I}}\underbrace{u}_{\text{S}} - \int \underbrace{v}_{\text{I}} \underbrace{u'}_{\text{D}}\, \mathrm dx.

Just like the reverse chain rule, the utility of this rule does not arise in its theory (which is immediate), but in its pervasive applications.

The crucial trick here is that u, v, and the integral of vu' must be known. Let’s investigate the integral of question:

\displaystyle \int \ln(x)\,\mathrm dx.

Here, if we allow u = 1 and v' = \ln(x), then u' = 0, but what is v? It’s unknown! This choice of u,v' therefore would be useless for this question.

One useful heuristic would be LIATE, which, roughly speaking, summarises the varied difficulty of the knowledge of v. For this blogpost, we will not reference LIATE, but may detail it in the future as an exercise.

Let’s instead work with the choice v' = 1 and u = \ln(x). Integrating v' yields v = x, and differentiating u yields u' = 1/x. Now we know all the required information, and can make (at least partial) progress in computing the integral.

Proof of Theorem 2. Using the reverse product rule (i.e. integrating by parts),

\displaystyle \begin{aligned} \int 1 \cdot \ln(x)\, \mathrm dx &= \underbrace{x}_{\text{I}}\underbrace{\ln(x)}_{\text{S}} - \int \underbrace{x}_{\text{I}} \underbrace{\frac 1x}_{\text{D}}\, \mathrm dx \\ &= x \ln(x) - \int 1\, \mathrm dx \\ &= x \ln(x) - x + C,\end{aligned}

where the integration after the first step is trivial.

Alternate Proof of Theorem 2. Alternatively, make the substitution

u = \ln(x) \quad \Rightarrow \quad \mathrm dx = e^u\, \mathrm du.

Then by Theorem 3 below,

\displaystyle \int \ln(x)\, \mathrm dx = \int ue^u\, \mathrm du =  (u-1)e^u + C = x(\ln(x) - 1) + C.

The power of these integration techniques, therefore, is to help us compute integrals that were, up till now, out of reach by our naïve knowledge of reverse-differentiation. The case of integrating \ln(x) can be generalised.

Corollary 1. Suppose u(x) is a known differentiable function such that the anti-derivative of xu'(x) is known. Then

\displaystyle \int u(x)\, \mathrm dx = xu(x) - \int xu'(x)\, \mathrm dx.

This next integral explores the situation when both u and v are known, but not necessarily the integral of vu'.

Theorem 3. \displaystyle \int xe^x\, \mathrm dx = (x-1)e^x + C.

Proof. There are two ways to integrate this expression:

\begin{aligned} \int x \cdot e^x\, \mathrm dx &= \underbrace{\frac{x^2}{2}}_{\text{I}}\underbrace{e^x}_{\text{S}} - \int \underbrace{\frac{x^2}{2}}_{\text{I}} \underbrace{e^x}_{\text{D}}\, \mathrm dx = \frac 12 x^2 e^x - \frac 12 \int x^2 e^x\, \mathrm dx, \\ \int x \cdot e^x\, \mathrm dx &= \underbrace{e^x}_{\text{I}}\underbrace{x}_{\text{S}} - \int \underbrace{e^x}_{\text{I}} \underbrace{1}_{\text{D}}\, \mathrm dx = xe^x - \int e^x\, \mathrm dx. \end{aligned}

Observe that the first integral is hard to compute, while the second integral gives us the desired answer. The choice of u,v' therefore directly affects the outcome of our answer.

Integrating \tan^{-1} is an interesting problem involving both the reverse product rule and the reverse chain rule.

Theorem 4. \displaystyle \int \tan^{-1}(x)\, \mathrm dx = x\tan^{-1}(x) - \frac 12 \ln(1+x^2) + C.

Proof. Integrating by parts then integrating by substitution,

\begin{aligned} \int 1 \cdot \tan^{-1}(x)\, \mathrm dx &= \underbrace{x}_{\text{I}}\underbrace{\tan^{-1}(x)}_{\text{S}} - \int \underbrace{x}_{\text{I}} \underbrace{\frac{1}{1 + x^2}}_{\text{D}}\, \mathrm dx \\ &= x \tan^{-1}(x) - \frac 12 \int \frac{2x}{1+x^2}\, \mathrm dx \\ &= x \tan^{-1}(x) - \frac 12 \int \frac{(1+x^2)'}{1+x^2}\, \mathrm dx \\ &= x \tan^{-1}(x) - \frac 12 \ln(1+x^2) + C. \end{aligned}

Finally, it is entirely possible to apply the reverse product rule twice to obtain a sensible answer.

Theorem 5. For a, b > 0,

\displaystyle \int e^{ax} \cos(bx)\, \mathrm dx = \frac{ e^{ax}}{a^2+b^2}\cdot (a \cos(bx) + b \sin(bx)) + C.

Proof. Integrating by parts once (in this special case, the choice of u,v' doesn’t really affect the answer),

\displaystyle \begin{aligned} \int e^{ax} \cos(bx)\, \mathrm dx &= \underbrace{ \frac{e^{ax}}{a} }_{\text I} \underbrace{ \cos(bx) }_{\text S} - \int \underbrace{ \frac{e^{ax}}{a} }_{\text I} \underbrace{ (-b\sin(bx)) }_{\text D}\, \mathrm dx \\ &= \frac{e^{ax}}{a}\cos(bx) + \frac{b}{a} \int e^{ax} \sin(bx)\, \mathrm dx. \end{aligned}

Integrating by parts a second time,

\displaystyle \begin{aligned} \int e^{ax} \sin(bx)\, \mathrm dx &= \underbrace{ \frac{e^{ax}}{a} }_{\text I} \underbrace{ \sin(bx) }_{\text S} - \int \underbrace{ \frac{e^{ax}}{a} }_{\text I} \underbrace{ (b\cos(bx)) }_{\text D}\, \mathrm dx \\ &= \frac{e^{ax}}{a} \sin(bx) - \frac{b}{a} \int e^{ax} \cos(bx)\, \mathrm dx. \end{aligned}

Back-substituting,

\displaystyle \begin{aligned} \int e^{ax} \cos(bx)\, \mathrm dx &= \frac{e^{ax}}{a} \cos(bx) + \frac{b}{a} \left( \frac{e^{ax}}{a} \sin(bx) - \frac{b}{a} \int e^{ax} \cos(bx)\, \mathrm dx \right). \end{aligned}

By algebra,

\displaystyle \left(1 + \frac{b^2}{a^2}\right) \int e^{ax} \cos(bx)\, \mathrm dx = \frac{ e^{ax} }{a^2} \left( a\cos(bx) + b\sin(bx) \right).

The result follows by dividing by (1 + b^2/a^2), then adding the arbitrary constant +C.

And that is how we reverse the product rule to solve even more integration problems—integration by parts, which I call the IS-ID technique.

What good is integration for? How about even defining angles in the first place? What do I mean? Next post.

—Joel Kindiak, 26 Oct 24, 1753H


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