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In [[integral calculus]], [[complex number]]s and [[Euler's formula]] may be used to evaluate [[integral]]s involving [[trigonometric functions]]. Using Euler's formula, any trigonometric function may be written in terms of ''e''<sup>''ix''</sup> and ''e''<sup>&minus;''ix''</sup>, and then integrated.  This technique is often simpler and faster than using [[trigonometric identities]] or [[integration by parts]], and is sufficiently powerful to integrate any rational expression involving trigonometric functions.
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==Euler's formula==
Euler's formula states that
:<math>e^{ix} = \cos x + i\,\sin x.</math>
Substituting &minus;''x'' for ''x'' gives the equation
:<math>e^{-ix} = \cos x - i\,\sin x.</math>
These two equations can be solved for the sine and cosine:
:<math>\cos x = \frac{e^{ix} + e^{-ix}}{2}\quad\text{and}\quad\sin x = \frac{e^{ix}-e^{-ix}}{2i}.</math>
 
==Simple example==
Consider the integral
:<math>\int \cos^2 x \, dx.</math>
The standard approach to this integral is to use a [[half-angle formula]] to simplify the integrand.  We shall use Euler's identity instead:
:<math>\begin{align}
\int \cos^2 x \, dx \,&=\, \int \left(\frac{e^{ix}+e^{-ix}}{2}\right)^2 dx \\[6pt]
&=\, \frac{1}{4}\int \left( e^{2ix} + 2 + e^{-2ix} \right) dx
\end{align}</math>
At this point, it would be possible to change back to real numbers using the formula ''e''<sup>2''ix''</sup>&nbsp;+&nbsp;''e''<sup>&minus;2''ix''</sup>&nbsp;=&nbsp;2&nbsp;cos&nbsp;2''x''.  Alternatively, we can integrate the complex exponentials and not change back to trigonometric functions until the end:
:<math>\begin{align}
\frac{1}{4}\int \left( e^{2ix} + 2 + e^{-2ix} \right) dx
\,&=\, \frac{1}{4}\left(\frac{e^{2ix}}{2i} + 2x - \frac{e^{-2ix}}{2i}\right)+C \\[6pt]
&=\, \frac{1}{4}\left(2x + \sin 2x\right) +C.
\end{align}</math>
 
==Second example==
Consider the integral
:<math>\int \sin^2 x \cos 4x \, dx.</math>
This integral would be extremely tedious to solve using trigonometric identities, but using Euler's identity makes it relatively painless:
:<math>\begin{align}
\int \sin^2 x \cos 4x \, dx \,
&=\, \int \left(\frac{e^{ix}-e^{-ix}}{2i}\right)^2\left(\frac{e^{4ix}+e^{-4ix}}{2}\right) dx \\[6pt]
&=\, -\frac{1}{8}\int \left(e^{2ix} - 2 + e^{-2ix}\right)\left(e^{4ix}+e^{-4ix}\right) dx \\[6pt]
&=\, -\frac{1}{8}\int \left(e^{6ix} - 2e^{4ix} + e^{2ix} + e^{-2ix} - 2e^{-4ix} + e^{-6ix}\right) dx.
\end{align}</math>
At this point we can either integrate directly, or we can first change the integrand to cos&nbsp;6''x''&nbsp;-&nbsp;2&nbsp;cos&nbsp;4''x''&nbsp;+&nbsp;cos&nbsp;2''x'' and continue from there.
Either method gives
:<math>\int \sin^2 x \cos 4x \, dx \,=\, -\frac{1}{24}\sin 6x + \frac{1}{8}\sin 4x - \frac{1}{8}\sin 2x + C.</math>
 
==Using real parts==
In addition to Euler's identity, it can be helpful to make judicious use of the [[real part]]s of complex expressions.  For example, consider the integral
:<math>\int e^x \cos x \, dx.</math>
Since cos&nbsp;''x'' is the real part of ''e''<sup>''ix''</sup>, we know that
:<math>\int e^x \cos x \, dx \,=\, \operatorname{Re}\int e^x e^{ix}\, dx.</math>
The integral on the right is easy to evaluate:
:<math>\int e^x e^{ix} \, dx \,=\, \int e^{(1+i)x}\,dx \,=\, \frac{e^{(1+i)x}}{1+i} + C.</math>
Thus:
:<math>\begin{align}
\int e^x \cos x \, dx \,&=\, \operatorname{Re}\left\{\frac{e^{(1+i)x}}{1+i}\right\} + C \\[6pt]
&=\, e^x\operatorname{Re}\left\{\frac{e^{ix}}{1+i}\right\} +C \\[6pt]
&=\, e^x\operatorname{Re}\left\{\frac{e^{ix}(1-i)}{2}\right\} +C \\[6pt]
&=\, e^x\,\frac{\cos x + \sin x}{2} +C.
\end{align}
</math>
 
==Fractions==
In general, this technique may be used to evaluate any fractions involving trigonometric functions.  For example, consider the integral
:<math>\int \frac{1+\cos^2 x}{\cos x + \cos 3x} \, dx.</math>
Using Euler's identity, this integral becomes
:<math>\frac{1}{2}\int \frac{6 + e^{2ix} + e^{-2ix} }{e^{ix} + e^{-ix} + e^{3ix} + e^{-3ix}} \, dx.</math>
If we now make the [[integration by substitution|substitution]] ''u''&nbsp;=&nbsp;''e''<sup>''ix''</sup>, the result is the integral of a [[rational function]]:
:<math>\frac{1}{2i}\int \frac{1+6u^2 + u^4}{1 + u^2 + u^4 + u^6}\,du.</math>
Any [[rational function]] is integrable (using, for example, [[partial fractions in integration|partial fractions]]), and therefore any fraction involving trigonometric functions may be integrated as well.
 
==External links==
*[http://www.docstoc.com/docs/159557614/Exponential-Circular-Integrals/ Evaluation of difficult integrals using complex numbers and Euler's formula]
[[Category:Integral calculus]]

Revision as of 19:26, 1 November 2013

In integral calculus, complex numbers and Euler's formula may be used to evaluate integrals involving trigonometric functions. Using Euler's formula, any trigonometric function may be written in terms of eix and eix, and then integrated. This technique is often simpler and faster than using trigonometric identities or integration by parts, and is sufficiently powerful to integrate any rational expression involving trigonometric functions.

Euler's formula

Euler's formula states that

eix=cosx+isinx.

Substituting −x for x gives the equation

eix=cosxisinx.

These two equations can be solved for the sine and cosine:

cosx=eix+eix2andsinx=eixeix2i.

Simple example

Consider the integral

cos2xdx.

The standard approach to this integral is to use a half-angle formula to simplify the integrand. We shall use Euler's identity instead:

cos2xdx=(eix+eix2)2dx=14(e2ix+2+e2ix)dx

At this point, it would be possible to change back to real numbers using the formula e2ix + e−2ix = 2 cos 2x. Alternatively, we can integrate the complex exponentials and not change back to trigonometric functions until the end:

14(e2ix+2+e2ix)dx=14(e2ix2i+2xe2ix2i)+C=14(2x+sin2x)+C.

Second example

Consider the integral

sin2xcos4xdx.

This integral would be extremely tedious to solve using trigonometric identities, but using Euler's identity makes it relatively painless:

sin2xcos4xdx=(eixeix2i)2(e4ix+e4ix2)dx=18(e2ix2+e2ix)(e4ix+e4ix)dx=18(e6ix2e4ix+e2ix+e2ix2e4ix+e6ix)dx.

At this point we can either integrate directly, or we can first change the integrand to cos 6x - 2 cos 4x + cos 2x and continue from there. Either method gives

sin2xcos4xdx=124sin6x+18sin4x18sin2x+C.

Using real parts

In addition to Euler's identity, it can be helpful to make judicious use of the real parts of complex expressions. For example, consider the integral

excosxdx.

Since cos x is the real part of eix, we know that

excosxdx=exeixdx.

The integral on the right is easy to evaluate:

exeixdx=e(1+i)xdx=e(1+i)x1+i+C.

Thus:

excosxdx={e(1+i)x1+i}+C=ex{eix1+i}+C=ex{eix(1i)2}+C=excosx+sinx2+C.

Fractions

In general, this technique may be used to evaluate any fractions involving trigonometric functions. For example, consider the integral

1+cos2xcosx+cos3xdx.

Using Euler's identity, this integral becomes

126+e2ix+e2ixeix+eix+e3ix+e3ixdx.

If we now make the substitution u = eix, the result is the integral of a rational function:

12i1+6u2+u41+u2+u4+u6du.

Any rational function is integrable (using, for example, partial fractions), and therefore any fraction involving trigonometric functions may be integrated as well.

External links