After $u$-substitution, integration by parts is the most important technique to learn. It converts a hard integral $\int u\,dv$ into an easier integral $ uv - \int v\,du$. The tricky thing is figuring out what to pick for $u$ and $dv$. We want to choose $u$ and $dv$ so that $v\,du$ is easier to integrate than $u\,dv$. While there aren't really hard-and-fast rules, the following hints help.
Integration by parts: Some hints
for choosing $u$ and $dv$
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Remember, you can try various $u$ and $dv$, then differentiate
and antidifferentiate. If your second integral looks worse,
try again. Sometimes, we may have to integrate by parts
twice to get our answer.
Example: Compute
$\displaystyle\int\frac{\ln(x)}{x^3}\,dx. $
Solution: We suspect this is a good integration by parts
problem since substitution won't work, and since the integrand can
be written as the product of two functions, $\ln n$ and
$\frac{1}{x^3}$. Since we don't know the antiderivative of
$\ln x$, we take $u=\ln(x)$. We get $$
\int\frac{\ln(x)}{x^3}\,dx \overset{\fbox{$\,u\,=\,\ln (x)\quad
v\,=\,-\frac{1}{2x^2}\\du\,=\,\frac{1}{x}\,dx\,\,\,
dv\,=\,\frac{1}{x^3}\,dx$}\\}{=}-\frac{\ln(x)}{2x^2}-\left(\int
-\frac{1}{2x^3}\,dx\right)=-\frac{\ln(x)}{2x^2}-\frac{1}{4x^2}+C.
$$
The two most important things to
remember about integration by parts are
1) when to use this technique, In general, an
integrand that is the product of two functions is a good candidate
for parts. If you do not see a substitution, and it is not
an obvious trigonometric integral, then parts is good to
try.
2) do not be afraid of trial and
error. Once you decide to try parts,
over-thinking what to pick for $u$ and $dv$ takes longer than just
trying something. If your trial doesn't work, mark through
it and try something else. (Don't erase, or you'll forget
what you've tried!) The more you practice, the better feel
you'll get for how to choose.