Math Camp Notes: Integration I

Denite Integrals
Consider a function f (x). The area under the graph of the function between points x = a and x = b
is denoted by ab f (x)dx, and is called the denite integral of f (x) between a and b. If f (t) and g(t) are
R

integrable functions, then the following properties of the denite integral hold:

1.
Rb Rb Rb
[f (t) + g(t)] dt = a f (t)dt + a g(t)dt
a

2.
Rb Rb
a
λf (t)dt = λ a f (t)dt

3.
Rc Rb Rc
a
f (t)dt = a f (t)dt + b f (t)dt

4.
Rb Ra
a
f (t)dt = − b f (t)dt

5.
Ra
a
f (t)dt = 0

Indenite Integrals
If f (x) is given then any function F (x) such that F 0 (x) = f (x) is called an indenite integral of f (x), or the
anti-derivative. Note that there are innitely many R anti-derivatives of a function f (x) since they can dier
by a constant. We denote the anti-derivative by f (x)dx. The following are some simple rules for nding
anti-derivatives:
1. xn dx = xn+1
R
n+1 +C

2. ex dx = ex + C
R

3. ax ln(a)dx = ax + C
R

4. f 0 (x)ef (x) dx = ef (x) + C

R

f 0 (x)
5.
R
f (x) dx = ln[f (x)] + C

The Fundamental Theorem of Calculus

If f (x) is continuous on [a, b], and F (x) is the anti-derivative of f (x), then f (x)dx = F (b) − F (x).
Rb
a

Example:
Find the area under the curve f (x) = x2 in the region [1, 2].
By rule one given above, we know that the anti-derivative F (x) = 31 x3 . Therefore, the area under the curve
is F (b) − F (a) = 13 · 23 − 13 · 13 = 73 .
Example:
Find the derivative of f (x) = x2
(x+3)(x+2) .
We could use the quotient rule as described yesterday morning, but we would have to substitute u = x2 and
v = (x + 3)(x + 2). This is likely to give us a big mess. But we can use rule ve to calculate it easier.
By rule ve,
f 0 (x)
Z
dx = ln[f (x)].
f (x)
By the denition of an anti-derivative, we know that
f 0 (x) f 0 (x)
Z
d d
dx = ln[f (x)] = ,
dx f (x) dx f (x)

1
which implies
d
f 0 (x) = f (x) ·
ln[f (x)].
dx
It is easier to derivate the log of the function and multiply it by f (x) than it is to use the quotient rule in
this case.
x2 x2
 
0 d 2 1 1
f (x) = · (2 ln(x) − ln(x + 3) − ln(x + 2)) = · − −
(x + 3)(x + 2) dx (x + 3)(x + 2) x x+3 x+2

2x x2 x2
= − −
(x + 3)(x + 2) (x + 3)2 (x + 2) (x + 3)(x + 2)2

Chain Rule in Reverse or U Substitution

Indenite Integrals
Suppose y = g(f (x∗ )). The chain rule states that dy
dx = dg ∗
df (f (x ) · df ∗
. By the denition of the anti-
dx (x )
derivative, we have Z Z
dy dg df ∗
dx = y = (f (x∗ )) · (x )dx = g(f (x∗ )).
dx df dx
If we dene f (x) = u, then we have a technique commonly referred to as u substitution.
Example:
Find (x + 1)10 dx.
R

Let x + 1 = u. This implies that dx =Rdu by implicit dierentiation. Substituting into the above equation,
we now have the easy to solve integral u du = 11 . Substituting back in for u we nd that (x + 1)10 dx =
10 u11
R
(x+1)11
11 . This is much easier than expanding the function (x + 1)10 and nding its integral.

Denite Integrals
When using u substitution with denite integrals, one must be careful that the correct limits of integration
are used. If we apply a function u = f (x), then we must apply the same function f (x) to the limits of
integration. Therefore, if the integral initially reads
Z b
h(x)dx
a

and we apply a function u = f (x) for easier integration, the integral changes to
Z f (b)
g(u)du.
f (a)

Example:
R e2 h i3
Find e
1
x · 1
ln(x) dx

Let u = ln(x). Therefore du = x1 dx, the upper limit of integration is ln(e2 ) = 2, and the lower limit of
integration is ln(e) = 1. The new integral reads
Z 2
1 1 3
u−3 du = − u−2 |21 = − [2−2 − 1−2 ] = .
1 2 2 8

2
Integration by Parts
Given two functions u(x) and v(x), the product rule states that
d
[u(x) · v(x)] = u0 (x) · v(x) + v 0 (x) · u(x).
dx
By the denition of anti-derivative, we can integrate both sides to get
Z Z
u(x) · v(x) = u(x) · v 0 (x)dx + v(x) · u0 (x)dx.

Subtracting v(x) · u0 (x)dx from both sides and rearranging, we get integration by parts:
R
Z Z
u(x) · v 0 (x)dx = u(x) · v(x) − v(x) · u0 (x)dx

or in simpler notation: Z Z
u · dv = u · v − v · du

Example:
Find ln(x)dx.
R

Let u = ln(x) ⇒ du = x1 dx. Let dv = dx ⇒ v = x. Then

Z Z Z
1
u · dv = u · v − v · du = x · ln(x) − x· dx = x[ln(x) − 1].
x
Example:
Find xe−x dx.
R

Let u = x ⇒ du = dx. Let dv = e−x dx ⇒ v = −e−x . Then

Z Z Z
−x
u · dv = u · v − v · du = −xe − −e−x dx = −xe−x − e−x = −e−x (1 + x).

Homework

Find the following:

1. 8x−5 dx, x 6= 0.
R

2. (7ex + 3)dx
R

3. 6x
R
x2 +13 dx

4.
R 1
(x + 3)(x + 1) 2
5. xex dx
R
R √
6. x3 1 + x2 dx
7. x2 ln(x)dx
R

8. x3 e4x dx
R

Evaluate the following:

1.
R1
0
x(x2 + 6)dx

2.
R1
−1
(ax2 + bx + c)dx

3.
R2
1
e−2x dx