DEFINITE INTEGRALS

ELECTRONIC VERSION OF LECTURE

Dr. Lê Xuân Đại

HoChiMinh City University of Technology
Faculty of Applied Science, Department of Applied Mathematics
Email: [email protected]

HCMC — 2016.

Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 1 / 43

OUTLINE

1 DEFINITE INTEGRALS

2 TECHNIQUES OF INTEGRATION

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 Definite integrals Area under a curve

One way to estimate the area between the graph of a

function f (x) and the x−axis for an interval from x = a
to x = b is by filling the region with rectangles,
whose areas we know how to compute.

Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 3 / 43

 Definite integrals Area under a curve

Let f (x) be defined on the interval [a, b](a < b). We

subdivide [a, b] into n equal subintervals [xi−1 , xi ]
(i = 1, . . . , n). We take the sample points xi∗ ∈ [xi−1 , xi ]

Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 4 / 43

 Definite integrals Area under a curve

The total area An of the n rectangles is given by the

sum of the areas
b−a
An = f (x1∗ )∆x + f (x2∗ )∆x + . . . + f (xn∗ )∆x, where ∆x =
n
To make the width of the rectangles approach 0, we
let the number of rectangles approach ∞. Therefore,
the exact area of the region under the graph of the
function is lim An . This limit is called a definite
n→∞
Z b
integral and is denoted by f (x)dx.
a

Z b n
X
f (x)dx = lim f (xi∗ ).∆x (1)
a n→∞
i=1

Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 5 / 43

 Definite integrals Area under a curve

DEFINITION 1.1
1
An = f (x1∗ )∆x + f (x2∗ )∆x + . . . + f (xn∗ )∆x is called
Riemann sum.
2
If lim An exists, we say that f is integrable on [a, b].
n→∞
Z
3
The symbol is called an integral sign.
4
f (x) is called the integrand
5
a and b are called the limits of integration, a is
the lower limit and b is the upper limit.
6
The procedure of calculating an integral is called
integration.

Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 6 / 43

 Definite integrals Area under a curve

PRINCIPLE OF MATHEMATICAL INDUCTION

n(n + 1)
1
1+2+3+...+n =
2
n(n + 1)(2n + 1)
2
12 + 22 + 32 + . . . + n2 =
6
3 3 3 3 n (n + 1)2
2
3
1 +2 +3 +...+n =
4

Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 7 / 43

 Definite integrals Area under a curve

EXAMPLE 1.1
Use the limits to find the area of the region between
the graph of y = x2 and the x−axis from x = 0 to x = 1.
SOLUTION f (x) = x2 , a = 0, b = 1. We subdivide [a, b]
b−a 1
into n equal subintervals ∆x = = · Then find
n n
1 i i
xi = a + i∆x = 0 + i · = . Let xi∗ = xi = · Now we can
n n n
calculate the integral that gives the area
1 n n µ ¶2 µ ¶
i 1
Z
2 ∗ 2
x dx = lim (xi ) ∆x = lim
X X
=
0 n→∞
i=1
n→∞
i=1 n n
12 + 22 + . . . + n2 n(n + 1)(2n + 1) 1
= lim = lim =
n→∞ n3 n→∞ 6n3 3
Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 8 / 43
 Definite integrals Area under a curve

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 Definite integrals Area under a curve

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 Definite integrals Area under a curve

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 Definite integrals Area under a curve

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 Definite integrals Area under a curve

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 Definite integrals Area under a curve

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 Definite integrals Area under a curve

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 Definite integrals Area under a curve

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 Definite integrals Area under a curve

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 Definite integrals Area under a curve

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 Definite integrals Area under a curve

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 Definite integrals Area under a curve

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 Definite integrals Geometric meaning

GEOMETRIC MEANING

If f (x) Ê 0 on the interval [a, b] then the integral

Z b
f (x)dx is the area of the region between the graph
a
of y = f (x) and the x−axis from x = a to x = b.

Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 21 / 43

 Definite integrals Real world

CONSTRUCTION

The contractors have been hired to clean the

Gateway Arch in St. Louis. The Arch is very close to a
parabola in shape, 630 m high and 630 m across at
the bottom. The equation of the Arch is
x2
approximately y = 630 − · The idea for
157.5
approaching the project is to build scaffolding in the
entire space under the Arch, so that the cleaning
crew can easily climb up and down to any point on
the Arch.
To settle the matter, the contractors want to find out
how much area there is under the Arch.
Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 22 / 43
 Definite integrals Real world

The area is given by

315
x2
Z µ ¶
630 − dx = 264600(m2 )
−315 157.5
Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 23 / 43
 Definite integrals Properties of the definite integrals

PROPERTIES OF THE DEFINITE INTEGRALS

Z a Z b
1
f (x)dx = − f (x)dx
Zb a a

2
f (x)dx = 0
a
Z b Z c Z b
3
f (x)dx = f (x)dx + f (x)dx, ∀c ∈ [a, b].
a a c
Z bh i Z b Z b
4
f (x) ± g(x) dx = f (x)dx ± g(x)dx
a a a
Z b Z b
5
α.f (x)dx = α f (x)dx, ∀α = constant
a a

Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 24 / 43

 Techniques of integration The Fundamental Theorem of Calculus

THEOREM 2.1
If f is continuous on [a, b], then the function g is
defined by
Z x
g(x) = f (t)dt, a É x É b,
a

is continuous on [a, b] and differentiable on (a, b), and

g 0 (x) = f (x).

Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 25 / 43

 Techniques of integration Newton-Leibniz’s formula

Function g is an antiderivative of f on the interval

[a, b]. If F is any other antiderivative of f on [a, b] then
Zx
F(x) = g(x) + C = f (t)dt + C.
a
If we put x = a, we get
Za
F(a) = f (t)dt + C = C.
a
If we put x = b we get
Zb Zb
F(b) = f (t)dt + C = f (t)dt + F(a).
a a
Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 26 / 43
 Techniques of integration Newton-Leibniz’s formula

NEWTON-LEIBNIZ’S FORMULA
Z b
NOTE. The integral f (x)dx is a number; it does not
Z b Z b a

depend on x. So f (x)dx = f (t)dt.

a a

THEOREM 2.2
If f is continuous on [a, b], then
Z b Z b ¯b
0
f (x)dx = F (x)dx = F(x)¯ = F(b) − F(a), (2)
¯
a a a

where F is any antiderivative of f .

Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 27 / 43
 Techniques of integration Newton-Leibniz’s formula

EXAMPLE 2.1
π/4
dx
Z
Evaluate I =
π/6 cos2 x

SOLUTION
p
¯π/4 π π 3
I = tan x¯ = tan − tan = 1 −
¯
π/6 4 6 3

Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 28 / 43

 Techniques of integration Net Change Theorem

F 0 (x) represents the rate of change of y = F(x) with

respect to x and F(b) − F(a) is the change in y when x
changes from a to b, so F(b) − F(a) represents the net
change in y.
1
If an object moves along a straight line with
position function s(t), then its velocity is
v(t) = s0 (t), so
Z t2
v(t)dt = s(t2 ) − s(t1 )
t1

is the net change of position, or displacement, of

the particle during the time period from t1 to t2 .

Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 29 / 43

 Techniques of integration Net Change Theorem

2
If we want to calculate the distance the object
travels during the time interval, we have to
consider the intervals when v(t) Ê 0 and also the
intervals when v(t) É 0. Therefore,
Z t2
|v(t)|dt = total distance traveled.
t1

Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 30 / 43

 Techniques of integration Net Change Theorem

EXAMPLE 2.2
A particle moves along a line so that its velocity at
time t is v(t) = t 2 − t − 6(m/s).
1
Find the displacement of the particle during the
time period 1 É t É 4.
2
Find the distance traveled during this time period.

SOLUTION The displacement is

¸4
4 4
t3 t2
·
9
Z Z
2
s(4)−s(1) = v(t)dt = (t −t−6)dt = − − 6t =− ·
1 1 3 2 1 2
This means that the particle moved 4.5m toward the
left.
Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 31 / 43
 Techniques of integration Net Change Theorem

The distance traveled is

Z 4 Z 3 Z 4
|v(t)|dt = − v(t)dt + v(t)dt =
1 1 3
3 4
61
Z Z
2
= (−t + t + 6)dt + (t 2 − t − 6)dt = ·
1 3 6

Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 32 / 43

 Techniques of integration Integration by parts for definite integrals

INTEGRATION BY PARTS FOR DEFINITE INTEGRALS

THEOREM 2.3
If functions u0 and v0 are continuous on interval [a, b],
then
Zb ¯b Zb
udv = uv¯ − vdu, (3)
¯
a
a a

Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 33 / 43

 Techniques of integration Integration by parts for definite integrals

EXAMPLE 2.3
Z 1
Calculate I = xe−x dx
0

SOLUTION Let
u = x, dv = e−x dx
⇒ du = dx, v = −e−x .
Using formula for integration by parts, we have
¯1 Z 1 ¯1
−x ¯
−x −1 −x ¯
I = −xe ¯ + e dx = −e − e ¯ =
0 0 0

= −2e−1 + 1.

Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 34 / 43

 Techniques of integration The substitution rule for definite integrals

THE SUBSTITUTION RULE FOR DEFINITE INTEGRALS -

CASE I

THEOREM 2.4
If u0 is continuous on [a, b] and f is continuous on the
range of t = u(x), then

Zb Zβ
f (u(x)).u0 (x)dx = f (t)dt, (4)
a α

The limits of integration change from x = a and x = b

to the corresponding limits for u : α = u(a), β = u(b).
Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 35 / 43
 Techniques of integration The substitution rule for definite integrals

THE SUBSTITUTION RULE FOR DEFINITE INTEGRALS -

CASE II

THEOREM 2.5
If ϕ(t) and ϕ0 (t) are continuous on the interval [α, β],
f [ϕ(t)] is continuous on the interval [a, b], then

Zb Zβ
f (x)dx = f [ϕ(t)]ϕ0 (t)dt, (5)
a α

where a = ϕ(α), b = ϕ(β).

Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 36 / 43

 Techniques of integration The substitution rule for definite integrals

EXAMPLE 2.4
Ze
ln2 x
Calculate I = dx
x
1

dx x 1 e
SOLUTION If we let t = ln x ⇒ dt = · Then
x t 0 1
Therefore
1 3 ¯1
¯
t 1 1
Z
I= t 2 dt = ¯¯ = (13 − 03 ) = ·
0 3 0 3 3

Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 37 / 43

 Techniques of integration The substitution rule for definite integrals

EXAMPLE 2.5
Z 2p
Calculate I = 4 − x2 dx.
0

SOLUTION If we let x = 2 sin t ⇒ dx = 2 cos tdt. Then

x 0 2
Therefore
t 0 π2
Zπ/2p Zπ/2
I= 4 − 4 sin2 t.2 cos tdt = 4. cos2 tdt =
0 0

Zπ/2
sin 2t π/2
· ¸
1
= ·4 (1 + cos 2t)dt = 2. t + = π.
2 2 0
0

Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 38 / 43

 Techniques of integration Integral of Symmetric functions

INTEGRAL OF SYMMETRIC FUNCTIONS

THEOREM 2.6
Suppose that f is continuous on the interval [−a, a].
1
If f is odd function: f (−x) = −f (x), then
Za
f (x)dx = 0
−a

2
If f is even function: f (−x) = f (x), then
Za Za
f (x)dx = 2 f (x)dx
−a 0
Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 39 / 43
 Techniques of integration Integral of Symmetric functions

EXAMPLE 2.6
π/3
x sin x
Z
Calculate I = 2
dx
−π/3 cos x

SOLUTION
x sin x
Since f (x) = 2
satisfies f (−x) = f (x), it is even on
h π xπ i
cos
the interval − , and so
3 3
Zπ/3
x sin x
I =2 dx.
cos2 x
0

Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 40 / 43

 Techniques of integration Integral of Symmetric functions

Let
sin xdx
u = x, dv =
cos2 x
1
⇒ du = dx, v =
cos x
Using formula for integration by parts, we have
Zπ/3
 
x ¯¯π/3 dx 
I = 2 ¯ − =
cos x 0 cos x
0

π ³ x π ´¯¯π/3 ¶
µ ¯
=2 − ln ¯tan + ¯¯ =
¯ ¯¯
3 cos(π/3) 2 4 0
µ ¶
2π 5π
=2 − ln tan .
3 12
Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 41 / 43
 Techniques of integration Integral of Symmetric functions

EXAMPLE 2.7
x2 arctan x
1
Z
Calculate I = p dx
−1 1 + x2
SOLUTION
x2 arctan x
Since f (x) = p satisfies f (−x) = −f (x), it is odd
1 + x2
on the interval [−1, 1] and so
Z 1 2
x arctan x
I= p dx = 0.
−1 1+x 2

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 Techniques of integration Integral of Symmetric functions

THANK YOU FOR YOUR ATTENTION

Dr. Lê Xuân Đại (HCMUT-OISP) DEFINITE INTEGRALS HCMC — 2016. 43 / 43