Math 51 Lesson 6 Integration
Math 51 Lesson 6 Integration
LESSON CONTENTS:
5.1. AREA
5.2. THE DEFINITE INTEGRAL
5.3. THE DEFINITE INTEGRAL AND AREA
5.4. PROPERTIES OF THE DEFINITE INTEGRAL
5.5. EVALUATION OF DEFINITE INTEGRALS. FUNDAMENTAL THEOREM OF CALCULUS
9.9 NUMERICAL INTEGRATION
5.6. MEAN VALUE THEOREM FOR INTEGRALS
5.7. THE INDEFINITE INTEGRAL. INTEGRATION BY SUBSTITUTION
We may have a grid with squares of any size, but for convenience we consider only
grids of size , , , . …, , …, where n is any positive integer. We obtain a sequence of grids
with the property that the lines of any grid in the sequence are also lines in all the grids
farther along in the sequence.
5.1. AREA
We want to define the area of an irregularly shaped
region R, such as the one shown in Fig.4. We begin by
constructing a square grid (one of our sequence of grids) in
the plane. All the squares of this grid can be divided into
three types: (1) squares which are completely inside the
region R; (2) squares which have some points in the region
and some points not in the region; (3) squares which are
completely outside the region.
AXIOM C ( AXIOM OF CONTINUITY) Suppose that a sequence a1, a2, . . . ., an, . . Has the
properties (1) an+1 foe all n, and (2) there is a number M such that an M for all n. Then there
is a number b M such that:
for all n.
5.1. AREA
The Axiom of Continuity is also known as the Completeness Axiom for the real
numbers.
Figure 8 shows the situation. The numbers a n move steadily to the right, and yet
they can never get beyond M. It is reasonable to have an axiom which states that there
must be some number b (perhaps M itself) toward which the a n cluster. Axiom C is usually
stated in the form: Every bounded, nondecreasing sequence of numbers tends to a
limit. A similar statement holds if the sequence is bounded and nonincreasing.
We read it: "the sum from 1 to 7 of a sub i." The lower number (1 in this case) indicates
where the sum starts, and the upper number (7 in this case) indicates where it ends. The
8
expression
∑ 𝑏𝑖
𝑖= 3 means b3 + b4 + b5 + b6 + b7 + b8
∑𝑏
means
k b 3 + b 4 + b 5 + b 6 + b 7 + b8
𝑖= 3
= 3 + 5 + 7 + 9 + 11 and
= - 2 3 + 63
= 2 ( 1 + 2 + 3 + 4 + 5 + 6)
¿∑
2 𝑖 𝑖 =1
5.1. AREA
More generally, we have the rule that for any sum
where the symbol means that the sum starts with a, and ends with a n. The number at the
bottom is called the lower limit of the sum and the number at the top the upper limit. We also
have
𝑛 𝑛 𝑛
∑ (𝑎𝑘+ 𝑏𝑘)=¿ ∑ 𝑎 𝑘+ ∑ 𝑏 𝑘¿
𝑘=1 𝑘=1 𝑘=1
These are exactly n subintervals, and among them there is always one which is largest.
(Of course there may be several of equal size.) We introduce
∑ 𝒇 (𝝃 𝒌¿)∆ k x¿ | - A|<
𝒌=𝟏
for every subdivision with || ||< and for any choices of the and [x k-1, xk]
5.2. THE DEFINITE INTEGRAL
A simpler but less precise way of writing the above definition nevertheless
gives the idea of what is happening:
𝒏
lim
¿|∆|∨→ 𝟎
∑ 𝒇 (𝝃 𝒌¿)∆ k x = 𝑨¿
𝒌=𝟏
The lack of precision comes about because, for any given value of the norm, ||||, the can
vary greatly and the can wander throughout the subinterval. This limiting process is quite
different from the one we studied earlier.
It is natural to ask if there are several possible values for the number A in any
particular case. It can be shown that if there is a number A which satisfies the definition, then
it is unique. There cannot be two different values.
DEFINITION: The number A in the above definition is called the definite integral of f from a
to b and is denoted by:
5.2. THE DEFINITE INTEGRAL
The function f is the integrand, and the numbers a and b are the lower and
upper limits of integration, respectively. The letter x is the variable of integration. This is
a “dummy“ variable and may be replaced by any other letter (although to prevent confusion
we would avoid using, a, b, d, or f for the variable of integration).
In order to gain further insight into the process of integration we use a
method of selecting special sums of the type which appear in the definition of integral.
Suppose that f is a continuous function on a closed interval [a,b]. The first theorem in
Chapter 4 states that there is a place in [a,b] where f has a largest value and another place
where f has a smallest value (Extreme Value Theorem). Starting with this fact, we make a
subdivision of the interval [a, b]. That is,
is { a = x0 < x1 < x2 < . . < xn-1 < xn = b}
From our method of selection we know that S S () always. But we know even more: since in
each subinterval the function f is always between its minimum and maximum, then for any
choice k in a particular subdivision we always have
5.2. THE DEFINITE INTEGRAL
That is, the Riemann Sum is always between S S () .
If we can show that S S () tend to the same limit, A , for all possible , with ||
|| 0, then the same will be true for every possible choice of the and therefore for all
subdivisions. The function f will satisfy the definition of integrability.
THEOREM 1: If f(x) is continuous nonnegative function on [a,b], then the area A of the
region bounded by the x axis, the lines x = a, x = b and the curve y = f(x) is given by:
THEOREM 5: If f(x) and g(x) are integrable on [a,b], then f(x) + g(x) is integrable on [a,b]
and :
= +
THEOREM 9: If f(x) is continuous on an interval [a,b] and c is any number in [a,b], then
+
5.5. EVALUATION OF DEFINITE INTEGRAL
FUNDAMENTAL THEOREM OF CALCULUS
It is apparent from the work in section 3, that the
definite integral is intimately connected with area. In fact,
Theorem 3 states that if f (x) 0 on an interval [a, b] and if it is
integrable there, then
are always negative. If f is integrable on [a, b], this integral will have a negative value.
5.5. EVALUATION OF DEFINITE INTEGRAL
FUNDAMENTAL THEOREM OF CALCULUS
The value of:
Is the difference between the area above the x axis and the area
below it
5.5. EVALUATION OF DEFINITE INTEGRAL
FUNDAMENTAL THEOREM OF CALCULUS
To obtain the true area of a region such as the shaded one shown in Fig.21, we must first
find the point c where the function f crosses the x axis and compute
Separately. The value of the first integral is positive and that of the second negative. We
add the absolute value of the second integral to the value of the first, and the resulting
quantity is the total area.
COROLLARY: If F1(x) and F2(x) are antiderivatives of the same function f on the interval
[a,b], then
F1(x) = F2(x) + constant on [a,b]
5.5. EVALUATION OF DEFINITE INTEGRAL
FUNDAMENTAL THEOREM OF CALCULUS
PRACTICE PROBLEMS!!!
Example 1: Evaluate
Example 2: Evaluate
Example 3: Evaluate
Example 4: Evaluate
5.5. EVALUATION OF DEFINITE INTEGRAL
FUNDAMENTAL THEOREM OF CALCULUS
If the integrand is a complicated function, it may be difficult or even
impossible to get an expression for the antiderivative. In such cases we may be interested in
obtaining an approximate value for the definite integral. The very definition of a definite
integral yields useful methods for finding an approximate value. One such process, which we
shall describe, is called the midpoint rule. We first subdivide the interval of integration into n
equal parts so that each subinterval has length (b-a)/n. That is, we choose ix : (b – a)/n for
every i. In forming the Riemann Sum, we select to be the midpoint of the ith subinterval. The
Riemann Sum then becomes 𝒏 𝒏
THEOREM 9 (Estimate of Error in the Trapezoidal Rule) Suppose that f has two
derivatives for a x b, and M is a number such that |f ”(x)| M for a x b. Then the error ET in
using the Trapezoidal Rule to approximate the integral satisfies.
ET M (b –a)h2 where n is the number of equal subintervals and h = (b –a)/n.
9.9. NUMERICAL INTEGRATION
THEOREM 10 (PRISMOIDAL FORMULA) If f(x) is a polynomial of degree three or less,
then we have the exact formula
using the Simpson’s Rule with n = 2. Do the calculations with five decimal places.
THEOREM 12 (Estimate of the Error in Simpson’s Rule) Suppose that f has four
derivatives for a x b, and M is a number such that |f iv (x) M for a x b. Then the error ES
in using the Simpson’s Rule to approximate the integral satisfies.
ES M (b –a)h4 where 2n is the number of equal subintervals and h = (b –a)/2n.
5.6. MEAN VALUE THEOREM FOR INTEGRALS
THEOREM 11 (Intermediate Value Theorem) Suppose that f is continuous on an
interval [a,b] and that f (a) = A, f (b) = B. If C is any number between A and B, there
is a number c between a and b such that f(c) = C.
Figure 23 shows a typical , function defined on
[a, b] with f(a) = A, f (b) = B. We give a geometrical
interpretation of Theorem 11: If C is any point on the y axis
between A and B and we draw the line y = C, then this line
must intersect the curve representing y = f(x). Furthermore, the
x value of the point of intersection is in the interval (a, b).
Figure 23 shows the intersection which occurs when x = c. That
is, we have f(c) = C. Intuitively, the theorem asserts that if the
function is continuous and if it extends from a point below the
line y = C to a point above the line y = C, it must cross this line.
Note that for some values of C (say C’, as shown in Fig.23)
there may be several possible values of c. The theorem says
that there is always at least one.
5.6. MEAN VALUE THEOREM FOR INTEGRALS
If the function is not continuous the theorem is false, as the following example shows.
Define
x2 + 1, 0x 1
f(x) = { , 1 x 2
= or x=5
Fig.25
Then f(5) = , but 5 is not in the interval [1,4], and Theorem 11 is not applicable.
∫ 𝑓 ( 𝑥 ) 𝑑𝑥= 𝑓 ( 𝜉 ) (𝑏 − 𝑎)
𝑎
where f(x) = x2 – 2x + 1
∫ ( 𝑥 3+3 𝑥 2+ 𝑥 ) 2 ( 3 𝑥 2+ 6 𝑥+1 ) 𝑑𝑥
0
Example 4: Evaluate
2
∫ |𝑥 + 1| 𝑑𝑥
−2
5.7. THE INDEFINITE INTEGRAL. INTEGRATION
BY SUBSTITUTION
To evaluate the definite integral of a function, we must first obtain an
antiderivative of the function and then substitute the appropriate limits of integration into
this antiderivative. Every function has an infinite number of antiderivatives, since a
constant of any size may be added to one antiderivative to yield another. A common
notation used for all the antiderivatives of a function is:
∫ 𝑓 ( 𝑥 ) 𝑑𝑥
in which there are no upper and lower limits. This is called the indefinite integral of f. For
example, the formula for the antiderivative of x n, n rational, is written
𝑥 𝑛+1
∫ ( 𝑥 𝑛 ) 𝑑𝑥= 𝑛+1 +𝐶 1𝑛 ≠ − 1
where the constant C is the constant of integration.
5.7. THE INDEFINITE INTEGRAL. INTEGRATION
BY SUBSTITUTION
The following seemingly trivial variation of the above formula has many useful
consequences. We write
𝑢 𝑛+ 1
∫ (𝑢 𝑛 ) 𝑑𝑢= 𝑛+ 1 + 𝐶 , 𝑛 ≠ − 1
True, this is the same formula. However, according to the Chain Rule, we know that
𝑑 (
𝑢 𝑛+1
𝑛+1
=𝑢𝑛 𝑑𝑢 )
Holds if u is any function of x. Schematically we write
( 𝑒𝑥𝑝𝑟𝑒𝑠𝑠𝑖𝑜𝑛𝑖𝑛𝑥 ) 𝑛+1
∫ ( 𝑒𝑥𝑝𝑟𝑒𝑠𝑠𝑖𝑜𝑛𝑖𝑛 𝑥 ) 𝑛 𝑑 ( 𝑠𝑎𝑚𝑒 𝑒𝑥𝑝𝑟𝑒𝑠𝑠𝑖𝑜𝑛𝑖𝑛 𝑥 )= 𝑛+1
+𝐶
5.7. THE INDEFINITE INTEGRAL. INTEGRATION
BY SUBSTITUTION
PRACTICE PROBLEMS!!!!!
∫ (3 𝑥+2) 𝑑𝑥
Example 1: Find
7
∫ (𝑥2+1) 𝑥𝑑𝑥
Example 2: Find
5/2
∫ ( 𝑥 +1 ) ( 𝑥 2 + 2 𝑥 +2 )1/ 3 𝑑𝑥
Example 3: Evaluate
1
0
Example 4: Evaluate
∫ 𝑥 √ 2 𝑥 2 + 1 𝑑𝑥
−2
5.7. THE INDEFINITE INTEGRAL. INTEGRATION
BY SUBSTITUTION
Change of Variables Formula:. 𝑏 𝑢 (𝑏 )
∫ 𝑓 [ 𝑢 ( 𝑥 ) ] 𝑢′ ( 𝑥 ) 𝑑𝑥 = ∫ 𝑓 (𝑢) 𝑑 𝑢(1)
𝑎 𝑢 ( 𝑎)
THEOREM 14: Suppose that u and u' are continuous functions defined on [a,b] and that f is
continuous on an interval [c,d]. Suppose, also, that the range of u is in (c, d). Then the above
substitution formula (1) holds.
STANDARD INTEGRAL OF TRIGONOMETRIC FUNCTIONS:
PRACTICE PROBLEMS!!!!!
Example 5: Find
∫ sin 4 𝑥 𝑑𝑥
∫ 𝑡𝑎𝑛 2(2 𝑥 − 3)
Example 6: Find
Example 7: Evaluate 𝜋
4
∫ sin 3 𝑥𝑑𝑥
0