3.3-Definite-Integral
3.3-Definite-Integral
Mathematics Department
Mindanao State University Main Campus
Marawi City
[email protected]
Partitions and the Definite Integral
(Riemann Integral)
The concept of partitions or divisions and the formation of sums are the initial
steps in the development of a theory of integration.
The partition D of [a, b] is a collection of points x0 , x1 , x2 , · · · , xn such that
that is,
D = {x0 , x1 , x2 , · · · , xn }.
The norm of D, denoted by kD k, is the largest of the differences
∆i x = xi − xi −1 , where i = 1, 2, 3, · · · , n;
is the set
D1 = {x0 , x1 , x2 , x3 , x4 } = {−1, −0.5, 0, 0.5, 1}.
The length of the partition is
b−a 1 − (−1) 1
∆i x = = = .
n 4 2
That is,
1
x1 − x0 = = x2 − x1 = x3 − x2 = x4 − x3 .
2
(b) Another partition D2 on [−1, 1] with n = 8 and
x0 = a = −1 x2 = −0.5 x4 = 0 x6 = 0.5 x8 = 1
x1 = −0.25 x3 = −0.75 x5 = 0.25 x7 = 0.75
is the set
D2 = {x0 , x1 , x2 , x3 , x4 , x5 , x6 , x7 , x8 }
= {−1, −0.25, −0.5, −0.75, 0, 0.25, 0.5, 0.75, 1}.
(c) A Riemann sum s (f : D3 ) of f (x ) = (x + 1)2 with respect to the partition
D3 = {−1, 0, 52 , 1} on [−1, 1] is
s (f : D3 ) = f (ξ1 )(0 − (−1)) + f (ξ2 )( 25 − 0) + f (ξ3 )(1 − 52 ).
If we choose ξ1 = −0.5, ξ2 = 0.1 and ξ3 = 0.5, then
x
−1 0 1
If
n
X
lim f (ξi )(xi − xi −1 )
kD k→0
i =1
exists, then we say that f is Riemann integrable on [a, b]. In this case, we write
Z a n
X
f (x )dx = lim f (ξi )(xi − xi −1 ).
b kD k→0
i =1
Definition
Let f : [a, b] → R be a bounded function. Then f is integrable (Riemann
integrable) on [a, b] if there is a number I such that for every > 0 there exists a
δ > 0 such that whenever D = {a = x0 , x1 , . . . , xn = b} is a division of [a, b]
with kD k < δ , we have
n
X
f (ξi )(xi − xi −1 ) − I < ,
i =1
where ξi ∈ [xi −1 , xi ], for every interval [xi −1 , xi ] in the partition. In this case, we
say that I is the Riemann integral or the definite integral of f over [a, b].
In symbols, we write
Z b Z b
f = f (x )dx = I .
a a
The numbers a and b are, respectively, the lower and upper limits of integration.
Remark
Every continuous function f : [a, b] → R is Riemann integrable on [a,b].
Definition Z a
Let f be integrable on [a, b]. The integral f (x )dx is given by
b
Z a Z b
f (x )dx = − f (x )dx .
b a
Properties of Definite Integrals
Theorem
If f is integrable on [a, b], then
Z c
f (x )dx = 0
c
Theorem
If f is integrable on [a, c ] and [c , b], where a < c < b, then f is integrable
on [a, b] and
Z b Z c Z b
f (x )dx = f (x )dx + f (x )dx .
a a c
Theorem
If f is integrable on [a, b] and k is any real number, then kf is integrable on
[a, b] and
Z b Z b
kf (x )dx = k f (x )dx .
a a
Theorem
If f and g are integrable on [a, b], then f + g is integrable on [a, b] and
Z b Z b Z b
[f (x ) + g (x )] dx = f (x )dx + g (x )dx .
a a a
Theorem (First Fundamental Theorem of Calculus)
Let f be a continuous function on [a, b]. If F is the function defined by
Z x
F (x ) = f (t )dt
a
for every x in [a, b], then F 0 (x ) = f (x ) for all x ∈ [a, b], that is, F is an
antiderivative of f .
Theorem (Second Fundamental Theorem of Calculus)
Let f be a continuous function on [a, b] and let F be an antiderivative of f ,
that is, F 0 (x ) = f (x ) for all x ∈ [a, b]. Then
Z b
f (x )dx = F (x )|ba = F (b) − F (a).
a
Examples