Let’s say you wanted to compute for the following integral:
where \(N = 2n + 1, n \in \mathbb{Z}\). In English, you want to get the integral of the sine function raised to an odd integer power.
First, we have to represent the integrand in a form wherein we can perform u-substitution. We can do so by separating one of the sines in the exponential:
and then, using the identity \(\sin^{2}x = 1 — \cos^{2}x\):
Then, we can set \(u = \cos x, \mathrm{d}u = -\sin{x}\mathrm{d}x\):
Now, you can stop here, but I didn’t. I wanted to get a closed form solution (or rather, as close to closed form as possible).
Conveniently enough, since \((1 — u^2)^n\) is a binomial, we can simply use the binomial theorem:
For our binomial \((1 — u^2)^n\), \(x\) would correspond to \(1\), and \(y\) would correspond to \(-u^2\):
which, when using the formula \(\binom{n}{k} = \frac{n!}{k!(n-k)!}\), as well as removing the redundant \(1^{n-k}\) (as 1 raised to any integer is 1), results in:
As this is simply the expansion of a binomial, which is a summation of terms each with a real coefficient and \(u\) raised to an integer power, when we substitute this back into the integral, we can simply use the power rule of integration:
and there we have it. An expression for \(\int sin^Nx \, \mathrm{d}x\) that requires nothing more than simple arithmetic.