STA 201: Elementary Calculus

Chapter 5

Integration
5.1 Introduction

This Chapter introduces the concept of the integral and presents integration techniques
and applications of integration. In essence, we can think of integration as the reverse of
differentiation. The integral is presented in two ways: First, the indefinite integral of f is
introduced as the antiderivative, which is a function F whose derivative is f. Secondly, the
definite integral is introduced as a representation of the exact area under the graph of a
function. [Those areas are approximated by rectangle-based partition methods known as
Riemann sums.] Then, an exact method for calculating these areas is given by the
Fundamental theorem of calculus, which links together the concepts of integration and
differentiation. The Chapter concludes with a discussion of Special methods of
integration, namely, integration by substitution and integration by parts, Integration of
multivariate function (Double integral)..

5.2 The Antiderivative

Antiderivative: An antiderivative of a function 𝑓(𝑥) is any function 𝐹(𝑥) such that

𝑑𝐹(𝑥)
𝑑𝑥
= 𝑓(𝑥).

Constant of integration: The constant term "C" added to an antiderivative to indicate that
there is not just one possible antiderivative, but an entire family of possible antiderivatives
that differ by only a constant.

Indefinite integral: This represents the family of antiderivatives of the function 𝑓(𝑥) and is
given defined by 𝐹(𝑥) = ∫ 𝑓(𝑥)𝑑𝑥.

5.2.1 Basic Rules of Indefinite Integrals

In the following formulas, let a, b, c, n be constants, and

General Formulas

3
4

5
Integration by parts

Trigonometric Functions

10 11

12 13

14 15

16 17

18 19

20 21

22 23

24

25

Hyperbolic Functions
26 27

28 29

30 31

32 33

34 35

36 37

38 39

Exponential and Logarithmic Functions

40 41

42 43

44 45

46

47

48

49
Example 5.2.1
1
a) ∫(𝑥 − 1) (𝑥 + 1)𝑑𝑥 = ∫(𝑥 2 − 1) 𝑑𝑥 = ∫ 𝑥 2 𝑑𝑥 − ∫ 1𝑑𝑥 − = 3 𝑥 3 − 𝑥 + 𝐶.

9 6
b) ∫(3𝑥 + 1)2 𝑑𝑥 = ∫(9𝑥 2 + 6𝑥 + 1) 𝑑𝑥 = 3 𝑥 3 + 2 𝑥 2 + 𝑥 + 𝐶 = 3𝑥 3 + 3𝑥 2 + 𝑥 + 𝐶.

𝑥+𝑥 2 𝑥(𝑥+1) 1
c) ∫ 𝑥
𝑑𝑥 =∫ 𝑥
𝑑𝑥 = ∫(1 + 𝑥) 𝑑𝑥 = 𝑥 + 2 𝑥 2 + 𝐶.

1
d) ∫ 𝑥 𝑑𝑥 = ln|𝑥| + 𝐶.

1
e) ∫ 𝑐𝑜𝑠(𝑘𝑥)𝑑𝑥 = 𝑘 𝑠𝑖𝑛(𝑘𝑥) + 𝐶.

1
f) ∫ 𝑠𝑖𝑛(𝑘𝑥)𝑑𝑥 = − 𝑘 𝑐𝑜𝑠(𝑘𝑥) + 𝐶.

1
g) ∫ 𝑒 100𝑥 = 100 𝑒 100𝑥 + 𝐶.

𝑎𝑥
h) ∫ 𝑎 𝑥 𝑑𝑥 = + 𝐶.
ln(𝑎)

5.3 The Definite Integral

The concept of a definite integral is often motivated by consideration of the area bounded
by the curve 𝑦 = 𝑓(𝑥), the 𝒙 axis and the ordinates at 𝑥 = 𝑎 and 𝑥 = 𝑏. Areas of planes
are fairly easy to calculate if they are bounded by straight lines. For examples, the area of a
rectangle is clearly the length times the breadth; the area of a right-angled triangle can be
seen to be half the area of a rectangle and so is half the base times the height. The areas of
other triangles can be found by expressing them as the sum or the difference of the areas of
right angled triangles, and from this it is clear that for any triangle this area is half the base
times the height. However, areas bounded by curved lines are much more difficult to
calculate. We are, therefore. forced to rely on the notion of limit in order to define areas of
curvilinear figures. To do this, we make some simple assumptions which most people will
accept as intuitively obvious:

1. If one figure is a subset of a second figure, then the area of the first will be less than or
equal to that of the second.

2. If a figure is divided up into non-overlapping pieces, the area of the whole will be the

sum of the areas of the pieces.

Using these assumptions, we can approximate to curved figures by means of polygons

(figures with straight line boundaries), and hence define the area of the curved figure as

the limit of the areas of the polygons as they ‘approach’ the curved figure (in some sense yet
to be made precise). Thus finding the area under a curve boils down to finding the limit
of a sum.

Let us suppose that the interval [𝑎, 𝑏] is divided into 𝑛 equal subintervals each of width ∆𝑥.

Suppose also that the greatest value of 𝑓(𝑥) in the 𝑖𝑡ℎ subinterval is 𝑓(𝑥 ∗ ) and the least
value is 𝑓(𝑥 ′ ).

Then the upper sum can be written a

𝑓(𝑥1∗ )Δ𝑥 + 𝑓(𝑥2∗ )Δ𝑥 + ⋯+ 𝑓(𝑥𝑛∗ )Δ𝑥 = ∑ 𝑓(𝑥𝑖∗ )𝛥𝑥𝑖

𝑖=1

Similarly, the lower sum can be written

𝑓(𝑥1′ )Δ𝑥 + 𝑓(𝑥2′ )Δ𝑥 + ⋯+ 𝑓(𝑥𝑛′ )Δ𝑥 = ∑ 𝑓(𝑥𝑖′ )𝛥𝑥𝑖

𝑖=1

With this notation, and letting A stand for the area under the curve 𝑦 = 𝑓(𝑥) from 𝑥 = 𝑎 to
𝑥 = 𝑏, we can express our earlier statements in symbolic form. The area lies between the
lower sum and the upper sum and can be written as follow.

𝑛 𝑛

∑ 𝑓(𝑥𝑖′ )𝛥𝑥𝑖 ≤ 𝐴 ≤ ∑ 𝑓(𝑥𝑖∗ )𝛥𝑥𝑖

𝑖=1 𝑖=1

Thus, the area is equal to the limit of the lower sum or the upper sum as the number of

subdivisions tends to infinity and can be written as

𝐴 = lim ∑ 𝑓(𝑥𝑖′ )𝛥𝑥𝑖

𝑛→∞
𝑖=1

or

𝑥𝑖 𝐴 = lim ∑ 𝑓(𝑥𝑖∗ )𝛥𝑥𝑖

𝑛→∞
𝑖=1
In summary, suppose the interval [𝑎, 𝑏] has been divided up into 𝑛 equal subintervals each of
width ∆𝑥(= 𝑥𝑖 − 𝑥𝑖−1 ), where 𝑥𝑖 is a point in the 𝑖𝑡ℎ subinterval Then, as the number of
subdivisions tends to infinity the area A under the curve 𝑦 = 𝑓(𝑥) from 𝑥 = 𝑎 to 𝑥 = 𝑏 equals
the limit of the sum ∑𝑛𝑖=1 𝑓(𝑥𝑖 )𝛥𝑥𝑖 , and is given by

𝐴 = 𝑙𝑖𝑚 ∑𝑛𝑖=1 𝑓(𝑥𝑖 )𝛥𝑥𝑖 [1]

𝑛→∞

Now, let the number of subdivions 𝑛 increase in such a way that each 𝛥𝑥𝑖 → 0. If as a result
the sum [1] approaches a limit which does not depend on the mode of subdivision, we
denote this limit by

𝑏
∫𝑎 𝑓(𝑥) 𝑑𝑥 [2]

called the definite integral of 𝑓(𝑥) between 𝑥 = 𝑎 and 𝑥 = 𝑏. In this symbol, 𝑓(𝑥)𝑑𝑥 is called
the integrand and [𝑎, 𝑏] is called the range of integration. The numbers 𝑎 and 𝑏 are called
the limits of integration, with 𝑎 being the lower limit and 𝑏 the upper limit.

The limit [2] exists whenever the function 𝑓(𝑥) is continuous on the closed interval 𝑎 ≤ 𝑥 ≤ 𝑏.
When the limit exists we say that 𝑓(𝑥) is Riemann integrable or just integrable on the closed
interval 𝑎 ≤ 𝑥 ≤ 𝑏.

𝑏
Notes: (i) Geometrically, the value of the definite integral ∫𝑎 𝑓(𝑥) 𝑑𝑥 represents the area
bounded by the curve 𝑦 = 𝑓(𝑥), the 𝑥 axis and the ordinates at 𝑥 = 𝑎 and 𝑥 = 𝑏 only
if 𝑓(𝑥) ≥ 0.

(ii) If 𝑓(𝑥) is sometimes positive and sometimes negative, the definite integral
represents the algebraic sum of the areas above and below the 𝑥 axis, treating areas
above the 𝑥 axis as positive and areas below the 𝑥 axis as negative. (See STA 102.)

5.2.1 Properties of The Definite Integrals

Certain properties of the definite integral are useful in solving problems. Some of the often
used properties are given below. It is assumed throughout that 𝑓’(𝑥) = 𝑓 (𝑥).
 𝑏 𝑏
(8) If 𝑓(𝑥) ≥ 𝑔(𝑥) on [𝑎, 𝑏], then ∫𝑎 𝑓(𝑥)𝑑𝑥 ≥ ∫𝑎 𝑔(𝑥) 𝑑𝑥

(9) If 𝑓(𝑥) is integrable on [𝑎, 𝑏] and [𝑏, 𝑐],where 𝑎 ≤ 𝑏 ≤ 𝑐 then

𝑐 𝑏 𝑐

∫ 𝑓(𝑥)𝑑𝑥 = ∫ 𝑓(𝑥)𝑑𝑥 + ∫ 𝑓(𝑥)𝑑𝑥

𝑎 𝑎 𝑏

𝑏
(10) If 𝑚 ≤ 𝑓(𝑥) ≤ 𝑀, with 𝑚 and 𝑀 constants, then 𝑚(𝑏 − 𝑎) ≤ ∫𝑎 𝑓(𝑥)𝑑𝑥 ≤ 𝑀(𝑏 − 𝑎)

𝑏 𝑏
(11) |∫𝑎 𝑓(𝑥)𝑑𝑥 | ≤ ∫𝑎 |𝑓(𝑥)|𝑑𝑥 if 𝑎 < 𝑏

Theorem 5.1: Mean Value Theorem for Integrals

If 𝑓(𝑥) is continuous on a closed interval [𝑎, 𝑏], there is a point 𝑐 in the open interval (𝑎, 𝑏)
𝑏
such that ∫𝑎 𝑓(𝑥)𝑑𝑥 = (𝑏 − 𝑎)𝑓(𝑐). This is known as the First Mean Value Theorem for
Integrals. The point f (c) is called the average value of 𝒇(𝒙) on [𝒂, 𝒃] and is given by

1 𝑏
Average value of 𝒇(𝒙) on [𝒂, 𝒃] = 𝑓(𝑐) = (𝑏−𝑎) ∫𝑎 𝑓(𝑥)𝑑𝑥

Example 5.3.1: Find the average value of 𝑓(𝑥) = √𝑥 for 𝑥 ∈ [0, 4].

Solution: The average value 𝐴𝑣𝑔(𝑓(𝑥)) on [𝒂, 𝒃] is given by

 𝑏
1
𝐴𝑣𝑔(𝑓(𝑥)) = 𝑓(𝑐) = ∫ 𝑓(𝑥)𝑑𝑥
(𝑏 − 𝑎)
𝑎

4 4 3
4
1 1 1 𝑥2 1 2 3 1 16 4
⇒ 𝐴𝑣𝑔(√𝑥) = 𝑓(𝑐) = ∫ √𝑥𝑑𝑥 = ∫ 𝑥 1/2 𝑑𝑥 = [ ] = [ 42 ] = [ ] =
(4 − 0) 4 4 3 4 3 4 3 3
0 0 2 0

So far, we have defined the definite integral but have not given any practical way of
calculating the definite integral.. Nor have we shown any connection between definite
integrals and differentiation. The Fundamental Theorem of Integral Calculus, contained in
Theorem 5.2, addresses these two issues,

Theorem 5.2: The Fundamental Theorem of Calculus

If 𝑓(𝑥) is continuous on a closed interval [𝑎, 𝑏] and 𝐹(𝑥) is any function which is such that
𝐹 ′ (𝑥) = 𝑓(𝑥) (i.e. 𝐹(𝑥) is an indefinite integral or antiderivative of 𝑓(𝑥),i. e. 𝐹(𝑥) = ∫ 𝑓(𝑥)𝑑𝑥),
then

∫ 𝑓(𝑥)𝑑𝑥 = 𝑃(𝑋 ≤ 𝑏) − 𝑃(𝑋 ≤ 𝑎) = 𝐹(𝑏) − 𝐹(𝑎)

𝑎

Thus, The Fundamental theorem of calculus provides us with a simple way to calculate
definite integrals without direct use of the definition whenever an indefinite integral of 𝑓(𝑥) is
known.

2
Example 5.3.2: Use the Fundamental theorem of calculus to evaluate ∫1 𝑥 2 𝑑𝑥.

𝑥3
Solution: Note that, here, 𝐹 ′ (𝑥) = 𝑓(𝑥) = 𝑥 2 so that 𝐹(𝑥) = ∫ 𝑓(𝑥)𝑑𝑥 = ∫ 𝑥 2 𝑑𝑥 = 3
+ 𝑐.

So by the Fundamental theorem of calculus we have that

∫ 𝑥 2 𝑑𝑥 = 𝐹(2) − 𝐹(1)
1

2
23 13 7
⇒ ∫ 𝑥 2 𝑑𝑥 = ( + 𝑐) − ( + 𝑐) =
3 3 3
1

2
2 𝑥3 23 13 7
Noticing that c cancels out it is convenient to just write ∫1 𝑥 2 𝑑𝑥 = | = − =3
3 1 3 3
5.4 Special Methods of Integration

See Handwritten Lecture Notes!

5.4.1 Integration by Substitution

5.4.2 Integration by Parts

5.5 Integration of Multivariable Functions

Integration of single variable functions has been covered in Section 5.2 of this course. In this
part of the course, we will generalize this idea to scalar-valued functions of multiple
variables. For ease of presentation, we will focus on the double integral.

5.5.1 The Double Integral

Recall that for a function of a single variable 𝑓(𝑥), the integral can be thought of as the
summation of many small elements of area 𝑓(𝑥𝑖 )𝛥𝑥𝑖 under a graph, in order to obtain the
𝑏
total area 𝐴 = ∫𝑎 𝑓(𝑥)𝑑𝑥 = 𝑙𝑖𝑚 ∑𝑛𝑖=1 𝑓(𝑥𝑖 )𝛥𝑥𝑖 under the graph of 𝑓(𝑥) from 𝑥 = 𝑎 to 𝑥 = 𝑏. By
𝑛→∞

analogy, the integral of a function of two variables , 𝒇(𝒙, 𝒚), can be interpreted as the
volume under the surface defined by the function. In short, we set up a double integral of
a function of the form 𝑓(𝑥, 𝑦) by dividing its domain into a grid and summing the volumes
above each element of area in the grid.

𝑏
That is, a single integral is something of the form ∫𝑎 𝑓(𝑥)𝑑𝑥 whilst a double integral is an
expression of the form

∬ 𝑓(𝑥, 𝑦) 𝑑𝑥𝑑𝑦
𝑅

where R is called the region of integration and is a region in the (𝑥, 𝑦) plane.

The double integral gives us the volume under the surface 𝑧 = 𝑓(𝑥, 𝑦), just as a single
integral gives the area under a curve. The easiest kind of region R to work with is a
rectangle.
Evaluating double integrals: Double integrals are usually definite integrals, so evaluating
them results in a real number. Evaluating double integrals is similar to evaluating nested
functions: You work from the inside out. Actually, you can solve double integrals in two steps
using our knowledge of the methods for single integrals:

a) First evaluate the inner integral, and then

b) plug this solution into the outer integral and solve that.

Example 5.5.1: Integrate the double integral .

Solution

To start out, place the inner integral in parentheses

Now focus on what’s inside the parentheses. Your integration variable is 𝑦, so treat the
variable 𝑥 as if it were a constant, moving it outside the integral:

Notice that the limits of integration in this integral are functions of 𝑥. So the result of this
definite integral will also be a function of 𝑥:

Now plug this expression into the outer integral. In other words, substitute it for what’s inside
the parentheses:

Evaluate this integral as usual yields

 1 𝑥
Example 5.5.2: Integrate the double integral ∫0 ∫1 (2𝑥 2 𝑦 −2 + 2𝑦)𝑑𝑦𝑑𝑥.

Solution
1 𝑥 𝑥
1
2 −2
∫ ∫(2𝑥 𝑦 + 2𝑦)𝑑𝑦𝑑𝑥 = ∫ {∫(2𝑥 2 𝑦 −2 + 2𝑦)𝑑𝑦} 𝑑𝑥
0
0 1 1

1 𝑥 𝑥
1
2 −2
−2𝑥 2
𝑖. 𝑒. ∫ ∫(2𝑥 𝑦 + 2𝑦)𝑑𝑦𝑑𝑥 = ∫ { + 𝑦 2 | } 𝑑𝑥
0 𝑦 1
0 1

𝑥
1 𝑥 1 −2𝑥 2
𝑖. 𝑒. ∫0 ∫1 (2𝑥 2 𝑦 −2 + 2𝑦)𝑑𝑦𝑑𝑥 = ∫0 { 𝑥
+ 𝑥 2 | } 𝑑𝑥 on replacing 𝑦 by x
1

1 𝑥 1 −2𝑥 2 −212
𝑖. 𝑒. ∫0 ∫1 (2𝑥 2 𝑦 −2 + 2𝑦)𝑑𝑦𝑑𝑥 = ∫0 {( + 𝑥2) − ( + 12 )} 𝑑𝑥 since 𝑥 is held constant
𝑥 1

1 𝑥
1
𝑖. 𝑒. ∫ ∫(2𝑥 2 𝑦 −2 + 2𝑦)𝑑𝑦𝑑𝑥 = ∫ {3𝑥 2 − 2𝑥 − 1} 𝑑𝑥
0
0 1

1 𝑥

𝑖. 𝑒. ∫ ∫(2𝑥 2 𝑦 −2 + 2𝑦)𝑑𝑦𝑑𝑥 = [𝑥 3 − 𝑥 2 − 𝑥]|10 = −1

0 1

5.4.2 Transformations of Double Integrals

See Spiegel p181