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MODULE 4 - Lecture Notes

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MODULE 4 - Lecture Notes

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MODULE 4

DEFINITE INTEGRALS

Ordinary Proper Integrals: Integrals of Odd and Even Functions, Wallis’


Formula; and Improper Integrals.

In the introduction to the course, it was explained that the basis for the concept of integral
calculus are the problems on finding plane areas, A. To recall using summation, sigma
notation,

𝐴 = lim ∑∞
𝑘=1 𝑓(𝑥)𝑘 𝛥𝑥𝑘 ⬚ , the sum of many infinitely small forms, one
𝛥𝑥𝑘 →0
having the form 𝑓(𝑥)𝛥𝑥, which is the area of
an infinitesimal vertical strip or element to which
the
area, A in Figure 1 is divided with even width 𝛥𝑥.
And,
∞ 𝑏
lim ∑ 𝑓(𝑥)𝑘 𝛥𝑥𝑘= ∫ 𝑓 (𝑥 )𝑑𝑥
𝛥𝑥𝑘 →0 𝑘=1 𝑎

The symbol ∫ 𝑚𝑒𝑎𝑛𝑠 ∑, which is equal to a sum.


𝑎, is the lower limit, and 𝑏 the upper limit, with
𝑎 ≤ 𝑥 ≤ 𝑏. 𝑓(𝑥 ) must be continuous in the interval

from 𝑎 to , 𝑏 and A is bounded as in the figure, the


𝑏
∫𝑎 𝑓 (𝑥 )𝑑𝑥 , 𝑖𝑠 𝑐𝑎𝑙𝑙𝑒𝑑 𝑜𝑟𝑑𝑖𝑛𝑎𝑟𝑦 𝑷𝑹𝑶𝑷𝑬𝑹 𝑰𝑵𝑻𝑬𝑮𝑹𝑨𝑳. Figure 1

Proper integral is a DEFINITE INTEGRAL with limits 𝑎 and 𝑏


having real values.

DEFINITE INTEGRAL because it is independent of the arbitrary constant 𝑐, unlike indefinite


integral.

On the otherhand, an IMPROPER INTEGRAL is a definite integral with either or both 𝑎 and 𝑏
are
infinity.
DEFINITE INTEGRAL

Let 𝒇(𝒙) be a given continuous function. 𝐹(𝑥) an integral of f 𝒇(𝒙)) and 𝑥 = 𝑎, and 𝑥 = 𝑏
are two given values of 𝑥. Then the change in the value of 𝐹(𝑥) as 𝑥 changes from 𝑎 to 𝑏,
i.e the quantity,

𝐹 (𝑏) − 𝐹(𝑎)

Is called the definite integral of f(x) between the limits 𝑎 and 𝑏, or simply the definite
integral from 𝑎 to 𝑏 , and denoted as,

𝒃
∫𝒂 𝒇(𝒙)𝒅𝒙

𝒂 = 𝒍𝒐𝒘𝒆𝒓 𝒍𝒊𝒎𝒊𝒕
𝒃 = 𝒖𝒑𝒑𝒆𝒓 𝒍𝒊𝒎𝒊𝒕

Furthermore, definite integral is the value of the indefinite integral at the upper limit minus
its value at the lower limit, as illustrate below,

𝒃
∫ 𝒇(𝒙)𝒅𝒙 = 𝑭(𝒃) − 𝑭(𝒂)
𝒂

4.1 PROPER INTEGRAL


How do we evaluate proper integrals?

𝒃
Proper integrals can be evaluate using the equation, ∫𝒂 𝒇(𝒙)𝒅𝒙 = 𝑭(𝒃) − 𝑭(𝒂).
Evaluation
can be best illustrated using examples. It is emphasized that your knowledge and skills in
evaluating indefinite integrals are needed for the remaining discussions including
applications.

Properties of definite integrals,

𝑏 𝑎
1. ∫𝑎 𝑓 (𝑥 )𝑑𝑥 = − ∫𝑏 𝑓 (𝑥 )𝑑𝑥

𝑏 𝑐 𝑏
2. ∫𝑎 𝑓 (𝑥 )𝑑𝑥 = ∫𝑎 𝑓 (𝑥 )𝑑𝑥 + ∫𝑐 𝑓 (𝑥 )𝑑𝑥, true whether or not 𝑐 lies between 𝑎 and 𝑏.

𝑏 𝑏
3. ∫𝑎 𝑓 (𝑥 )𝑑𝑥 = ∫𝑎 𝑓 (𝑧)𝑑𝑧, meaning the definite integral of a given integrand is
independent of the variable of integration.
Example 4-1

4 (1−𝑦)
Evaluate ∫1 𝑑𝑦
√𝑦

4 (1−𝑦) 4 1
∫1 𝑑𝑦 = ∫1 𝑦 − 2 (1 − 𝑦)𝑑𝑦
√𝑦
Evaluate the integral by formula/s or technique/s,
4 1 4 1
= ∫ 𝑦 − 2 𝑑𝑦 − ∫ 𝑦 2 𝑑𝑦
1 1

𝟏 𝟑
𝒚𝟐 𝒚𝟐 𝟒
=| 𝟏 − 𝟑 |
𝟐 𝟐
𝟏

2 4
= |2√𝑦 − √𝑦 3 |
3 1

Substituting the limits according to the formula,


𝑏
∫𝑎 𝑓 (𝑥 )𝑑𝑥 = 𝐹 (𝑏) − 𝐹(𝑎), we have,

4 (1−𝑦) 2 2
∫1 𝑑𝑦 = [2√4 − √43 ] − [2√1 − √13 ]
√𝑦 3 3
Answer
4
(1 − 𝑦) 8
∫ 𝑑𝑦 = −
1 √𝑦 3

Example 4-2

𝑒 𝑙𝑜𝑔10 𝑥
Evaluate ∫1 𝑑𝑥
𝑥

1 𝑙𝑜𝑔10 𝑥 𝑙𝑛𝑥
∫0 𝑑𝑥 , but 𝑙𝑜𝑔10 𝑥 =
𝑥 ln 10

𝑒 𝑒
𝑙𝑜𝑔10 𝑥 𝑙𝑛𝑥
∫ 𝑑𝑥 = ∫ 𝑑𝑥
1 𝑥 1 𝑥𝑙𝑛10
𝑒
1 𝑙𝑛𝑥
= ∫ 𝑑𝑥
𝑙𝑛10 1 𝑥
1 𝑙𝑛2 𝑥 𝑒
= [ ]
𝑙𝑛10 2 1
1
= (1 − 0)
2𝑙𝑛10
𝒆
𝒍𝒐𝒈𝟏𝟎 𝒙 𝟏
∫ 𝒅𝒙 =
𝟏 𝒙 𝟐𝒍𝒏𝟏𝟎

Answer
Example 4-3

2 𝑑𝑥
Evaluate ∫1
√3𝑥−1

Changing variable,

Let 𝑢 = √3𝑥 − 1 , then 𝑢2 = 3𝑥 − 1 and 2𝑢𝑑𝑢 = 3𝑑𝑥. Hence, changing limits,

when 𝑥 = 1 , 𝑢 = √3(1) − 1 = √2

𝑥 = 2 , 𝑢 = √3(2) − 1 = √5

2
𝑑𝑥 2 √5 𝑢𝑑𝑢
∫ = ∫
1 √3𝑥 − 1 3 √2 𝑢

2 √5
= ∫√2 𝑑𝑢
3

= 3 [𝑢]√
2 5
√2

2
𝑑𝑥 2
∫ = (√5 − √2) Answer
1 √3𝑥 − 1 3

4.1.1 Integrals of Even and odd Functions

Even Function - a function that remains unchanged when 𝑥 is replaced by −𝑥, that is,

𝑓 (𝑥) = 𝑓(−𝑥)

Meaning a function that is symmetric with respect to the y – axis.

Example 4-4
Show that the function 𝑓(𝑥 ) = 6𝑥 2 − 5𝑥 4 is an even function

𝑓 (𝑥 ) = 6𝑥 2 − 5𝑥 4
Change x to –x,
𝑓 (−𝑥 ) = 6(−𝑥)2 − 5(−𝑥)4
𝑓(−𝑥 ) = 6𝑥 2 − 5𝑥 4

Therefore, 𝒇(𝒙) = 𝒇(−𝒙), and the function𝒇(𝒙) = 𝟔𝒙𝟐 −


𝟓𝒙𝟒 𝒊𝒔 𝒂𝒏 𝒆𝒗𝒆𝒏 𝒇𝒖𝒏𝒄𝒕𝒊𝒐𝒏.

Example 4-5
Is, 𝑓 (𝜃 ) = cos 𝜃, an even function?
YES, 𝒇(𝜽) = 𝐜𝐨𝐬 𝜽, is an even function, for from trigonometry as proven,
𝐜𝐨𝐬 𝜽 = 𝐜𝐨𝐬(−𝜽).

Odd Function – A function that satisfies the condition,

𝑓 (𝑥) = −𝑓(−𝑥)

An odd function is a function that is symmetric with the origin.

Example 4-6,
Show that 𝑓 (𝑥 ) = 𝑥 3 √𝑎2 − 𝑥 2 is an odd function.

𝑓 (𝑥 ) = 𝑥 3 √𝑎2 − 𝑥 2

Change 𝑥 to −𝑥,
𝑓 (−𝑥 ) = (−𝑥)3 √𝑎2 − (−𝑥)2
𝑓 (−𝑥 ) = −𝑥 3 √𝑎2 − 𝑥 2
𝑥 3 √𝑎2 − 𝑥 2 = −(−𝑥 3 √𝑎2 − 𝑥 2 )

Therefore, 𝒇(𝒙) = − 𝒇(−𝒙), and the function 𝒇(𝒙) = 𝒙𝟑 √𝒂𝟐 − 𝒙𝟐 , is an odd function.

Properties of Integrals of Even and Odd Functions,

If 𝑓 (𝑥 ) is an even function of(𝑥 ),

𝑎 𝑎
∫ 𝑓(𝑥)𝑑𝑥 = 2 ∫ 𝑓(𝑥)𝑑𝑥
−𝑎 0

If 𝑓 (𝑥 ) is an odd function of (𝑥 )
𝑎
∫ 𝑓(𝑥)𝑑𝑥 = 0
−𝑎

Example 4-7
1
Evaluate ∫−1( 6𝑦2 − 5𝑦4 )𝑑𝑦 by the use of properties of odd and even functions.

1
∫−1( 6𝑦2 − 5𝑦4 )𝑑𝑦

𝑓 (𝑦) = 6𝑦 2 − 5𝑦 4

Test if 𝑓 (𝑦) is odd or even,


𝑓 (𝑦) = 6𝑦 2 − 5𝑦 4

Change to 𝑦 to – 𝑦,

𝑓 (−𝑦) = 6(−𝑦)2 − 5(−𝑦)4

𝑓 (−𝑦) = 6𝑦 2 − 5𝑦 4

Therefore, 𝑓 (𝑦) = 6𝑦 2 − 5𝑦 4 is an even function.


𝑎 𝑎
Applying property for integral of even functions with variable 𝑦, ∫−𝑎 𝑓(𝑦)𝑑𝑦 = 2 ∫0 𝑓(𝑦)𝑑𝑦,
we have,

1 1
∫−1( 6𝑦2 − 5𝑦4 )𝑑𝑦 = 2 ∫0 ( 6𝑦2 − 5𝑦4 )𝑑𝑦

1 6𝑦 3 5𝑦5 1
∫−1( 6𝑦2 − 5𝑦4 )𝑑𝑦 = 2| 3
− |
5 0

6(1)3 5(1)5 6(0)3 5(0)5


= 2 {[ 3
− 5
]−[
3
− 5
]}
𝟏
Answer ∫−𝟏( 𝟔𝒚𝟐 − 𝟓𝒚𝟒 )𝒅𝒚 = 2

4.1.2. Wallis’ Formula

The integral,
𝝅
∫𝟎𝟐 𝒔𝒊𝒏𝒎 𝒙 𝒄𝒐𝒔𝒏 𝒙 𝒅𝒙 , m and n are integers ≥ 0 arises over
and over again in applications.

To evaluate the above integral more directly, use Wallis’ Formula.

WALLIS’ FORMULA

𝝅
𝟐 [(𝒎 − 𝟏)(𝒎 − 𝟑) … 𝟐𝒐𝒓] [(𝒏 − 𝟏)( 𝒏 − 𝟑) … 𝟐𝒐𝒓]
∫ 𝒔𝒊𝒏𝒎 𝒙 𝒄𝒐𝒔𝒏 𝒙 𝒅𝒙 = 𝟏 𝟏 .∝
𝟎 (𝒎 + 𝒏)(𝒎 + 𝒏 − 𝟐) … 𝟐𝒐𝒓
𝟏
𝒘𝒉𝒆𝒓𝒆:
𝝅
∝ = 𝟐 , 𝒘𝒉𝒆𝒏 𝒎 𝒂𝒏𝒅 𝒏 𝒂𝒓𝒆 𝒃𝒐𝒕𝒉 𝒆𝒗𝒆𝒏
Apply Wallis’ Formula to the following integrals,
∝ = 𝟏, 𝒊𝒇 𝒐𝒕𝒉𝒆𝒘𝒊𝒔𝒆.
Example 4-8 ⬚

𝝅
∫𝟎𝟐 𝒔𝒊𝒏𝟐 ∅𝒄𝒐𝒔𝟔 ∅ 𝒅∅
𝝅
(𝟐−𝟏)[(𝟔−𝟏)(𝟔−𝟑)(𝟔−𝟓)] 𝝅
∫𝟎𝟐 𝒔𝒊𝒏𝟐 ∅𝒄𝒐𝒔𝟔 ∅ 𝒅∅ = [(𝟐+𝟔)(𝟐+𝟔−𝟐)(𝟐+𝟔−𝟒)(𝟐+𝟔−𝟔)] 𝟐
.

(𝟏)[(𝟓)(𝟑)(𝟏)] 𝝅
= .
[(𝟖)(𝟔)(𝟒)(𝟐)] 𝟐

(𝟏)[(𝟓)(𝟑)(𝟏)] 𝝅
= .
[(𝟖)(𝟔)(𝟒)(𝟐)] 𝟐

𝝅
𝟐 𝟓𝝅
∫ 𝒔𝒊𝒏𝟐 ∅𝒄𝒐𝒔𝟔 ∅ 𝒅∅ =
𝟎 𝟐𝟓𝟔 Answer

Example 4-9
𝜋
∫02 𝑠𝑖𝑛4 𝛽 𝑑𝛽
𝜋
[(3)(1)][(1)] 𝜋
∫02 𝑠𝑖𝑛4 𝛽 𝑑𝛽 = (4)(2)
. , for exponent 0, use a factor 1 in the numerator, and
2
𝜋
consider it as even. Since both m and n are even, use ∝ = 2 .

[(3)(1)][(1)] 𝜋
= .
(4)(2) 2
𝝅
𝟐 𝟑𝝅 Answer
∫ 𝒔𝒊𝒏𝟒 𝜷 𝒅𝜷 =
𝟎 𝟏𝟔

Example 4-10
𝜋
Evaluate ∫02 𝑐𝑜𝑠 5𝛼 𝑑𝛼
𝜋
[(1)][(4)(2)]
∫0 𝑐𝑜𝑠 5 𝛼 𝑑𝛼 =
2
(5)(3)(1)
. 1, not both m and n are even, so use ∝ = 1.

𝝅
𝟐 𝟖
∫ 𝒄𝒐𝒔𝟓 𝜶 𝒅𝜶 =
𝟎 𝟏𝟓 Answer

Example 4-11
1
Evaluate ∫0 𝑥 4 √1 − 𝑥 2 dx

1
∫0 𝑥 4 √1 − 𝑥 2 dx

Evaluate using trigonometric substitution,

Let 𝑥 = sin 𝜃 𝑑𝑥 = 𝑐𝑜𝑠𝜃 𝑑𝜃


Changing limits,

When 𝑥 = 𝑜, 𝑢𝑠𝑖𝑛𝑔 𝑥 = 𝑠𝑖𝑛𝜃

𝜃 = 𝑠𝑖𝑛−1 0

𝜃= 0

When 𝑥 = 1, 𝑢𝑠𝑖𝑛𝑔 𝑥 = 𝑠𝑖𝑛𝜃

𝜃 = 𝑠𝑖𝑛−1 1
𝜋
𝜃=
2

Then,
𝜋
1
2
∫ 𝑥 4 √1 − 𝑥 2 𝑑𝑥 = ∫ (𝑠𝑖𝑛𝜃)4 √1 − 𝑠𝑖𝑛2 𝜃 𝑐𝑜𝑠𝜃 𝑑𝜃
0 0

𝜋
2
= ∫ 𝑠𝑖𝑛4 𝜃 𝑐𝑜𝑠 2 ∅ 𝑑𝜃
0

By Wallis’ Formula,
1 [(3)(1)][(1)] 𝜋
∫0 𝑥 4 √1 − 𝑥 2 = (6)(4)(2)
.2

𝟏
𝝅
∫ 𝒙 𝟒 √𝟏 − 𝒙𝟐 =
𝟎 𝟑𝟐

Answer

4.2 Improper Integrals

To recall from the preceding section, an improper integral is a definite integral,

𝒃
∫𝒂 𝒇(𝒙)𝒅𝒙, under either or both conditions,
1. either 𝑎 𝑜𝑟 𝑏 or both are infinity, or increases or decrease without bound,
2. the integral 𝑓 (𝑥 ) has an infinite discontinuity at an end point or one or more interior
points of the interval.

To illustrate, with A as the area of the shaded area in Figure 2 below,


𝑏
A =∫𝑎 𝑓(𝑥 )𝑑𝑥 , with 𝑎 fixed and 𝑏 increasing without bound (see Figure 2), the
function A approaches a limit, an denoted as,
∞ 𝑏
∫ 𝑓 (𝑥 )𝑑𝑥 = lim ∫ 𝑓 (𝑥 )𝑑𝑥
𝑎 𝑏→∞ 𝑎
Figure 2

Properties of Improper Integrals,


∞ 𝑏
1. ∫𝑎 𝑓 (𝑥 )𝑑𝑥 = lim ∫𝑎 𝑓(𝑥 )𝑑𝑥
𝑏→∞
𝑏 𝑏
2. ∫−∞ 𝑓 (𝑥 )𝑑𝑥 = lim ∫𝑎 𝑓 (𝑥 )𝑑𝑥
𝑎→−∞
∞ 𝑐 𝑏
3. ∫−∞ 𝑓 (𝑥 )𝑑𝑥 = lim ∫𝑎 𝑓(𝑥 )𝑑𝑥 + lim ∫𝑐 𝑓 (𝑥 )𝑑𝑥
𝑎→−∞ 𝑏→∞

If the limit exist, the improper integral is called convergent. If the limit does not exist, it is
called divergent., and the integrals at the left have no meaning.

Example a
∞ 𝑑𝑥
Evaluate ∫1 𝑥2

1
𝑓 (𝑥 ) = , which is one of the bounding curves of the shaded area as shown in
𝑥2
Figure 2 above. The curve referred to has the x – axis as its horizontal asymptote. Even at
this point, you are reminded to review your trigonometry, solid geometry, and analytic
geometry ( on sketching of curves of functions) as a preparation for our discussions on
problems in application.

Evaluating the integral we have,


∞ 𝑑𝑥 𝑏 𝑑𝑥
∫1 𝑥2
= lim ∫1 𝑥2
T
𝑏→∞

1𝑏
= lim [ − ]
𝑏→∞ 𝑥1
1 1
=− +
∞ 1

∞ 𝒅𝒙
∫𝟏 = 𝟏, which is the
𝒙𝟐
shaded area, A in the figure
above.
Answer

The limit exist and the integral is convergent.

Example b

Evaluate

𝑎3
∫ 2 2
𝑑𝑥
−∞ 𝑥 + 𝑎

From property 3 of Improper integrals,


∞ 0 𝑏
∫−∞ 𝑓(𝑥) 𝑑𝑥 = lim ∫𝑎 𝑓(𝑥)𝑑𝑥 + lim ∫0 𝑓(𝑥)𝑑𝑥 +
𝑎→−∞ 𝑏→−∞


𝑎3 0
𝑎3 𝑏
𝑎3
∫ 2 + 𝑎2
𝑑𝑥 = lim ∫ 2 2
𝑑𝑥 + lim ∫ 2 2
𝑑𝑥
−∞ 𝑥 𝑎→−∞
𝑎 𝑥 + 𝑎 𝑏→−∞
0 𝑥 + 𝑎
1 𝑥 0 1 𝑥 𝑏
= 𝑎3 lim [ 𝐴𝑟𝑐𝑡𝑎𝑛 ] + 𝑎3 lim [ 𝐴𝑟𝑐𝑡𝑎𝑛 ]
𝑎→−∞ 𝑎 𝑎 𝑎 𝑏→−∞ 𝑎 𝑎 0
0 −∞ ∞ 0
= 𝑎2 (𝐴𝑟𝑐𝑡𝑎𝑛 𝑎 − 𝐴𝑟𝑐𝑡𝑎𝑛 ) + 𝑎2 (𝐴𝑟𝑐𝑡𝑎𝑛 𝑎 − 𝐴𝑟𝑐𝑡𝑎𝑛 𝑎 )
𝑎

𝜋 𝜋
= 𝑎2 [0 − (− 2 )] + 𝑎2 ( 2 − 0)

∞ 𝒂𝟑
∫−∞ 𝒙𝟐+𝒂𝟐 𝒅𝒙 = 𝝅𝒂𝟐

Answer

Example c
∞ 𝑑𝑥
Evaluate ∫0 2𝑥+1

∞ 𝑏
𝑑𝑥 𝑑𝑥
∫ = lim ∫
0 2𝑥 + 1 𝑏→∞ 0 2𝑥 + 1
𝑏
𝑑𝑥 2
= lim ∫ .
𝑏→∞ 0 2𝑥 + 1 2
𝑏
1 2𝑑𝑥
= lim ∫
2 𝑏→∞ 0 2𝑥 + 1

1 𝑏
= lim [ln(2𝑥 + 1)]
2 𝑏→∞ 0
1
= {ln[2(∞) + 1] − ln[2(0) + 1)}
2
1
= 2 (ln ∞ − 0)
∞ 𝒅𝒙
∫𝟎 = ∞,
𝟐𝒙+𝟏

Answer

The limit does not exist, and the integral is called divergent.

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