Chapter 4: Integrals

By
Assoc.Prof. Mai Duc Thanh
 Outline
1. Areas under Curves and Distances
2. The Definite Integral
3. Properties of the Definite Integral.
4. The Fundamental Theorem of Calculus
5. Integration by Substitution

9/11/2016
Assoc.Prof. Mai Duc Thanh
 1. Areas under Curves and
Distances

9/11/2016
Assoc.Prof. Mai Duc Thanh
The Area Problem
We first approximate the region by rectangles
and then we take the limit of the areas of these
rectangles as we increase the number of
rectangles
2 2 2
1 1 1 1 1 3 1 2 15
R4 1 0.46875
4 4 4 2 4 4 4 32
A 0.46875

9/11/2016
Assoc.Prof. Mai Duc Thanh
 Use smaller rectangles
2 2 2
1 1 1 1 1 1 3 7
L4 0 0.21875
4 4 4 4 2 4 4 32
0.21875 A 0.46875

Repeat this procedure with a

larger number of strips

9/11/2016 L8 0.2734375 A R8 0.3984375

 Averaging last numbers:
A 0.3333335

Question:

lim Rn ? lim Ln ?
n n
 2 2 2 2
1 1 1 2 1 3 1 n
Rn
n n n n n n n n
1 2 1 n(n 1)(2n 1) (n 1)(2n 1)
3
1 22 32 n2
n n3 6 6n 2
(n 1)(2n 1) (1 1/ n)(2 1/ n) 1
lim Rn lim lim
n n 6n 2 n 6 3
1
We can also show that lim Ln
n 3

1
A lim Ln lim Rn
n n 3
 Area under Graph of a Continuous Function

b a
Subdivide S into n strips S1 , S2 , , Sn of equal width x
n
These strips divide the interval [a, b] into n subintervals

[ x0 , x1 ],[ x1 , x2 ],...,[ xn 1 , xn ], xk a k x
Approximate ith strip by a rectangle with width x
and height f ( xi ) (right endpoint)
Rn f ( x1 ) x f ( x2 ) x f ( xn ) x
Approximation appears to become better and better as the number of
strips increases

9/11/2016
Assoc.Prof. Mai Duc Thanh
 Area Under a Graph
Definition The area A of the region S that lies under the
graph of the continuous function is the limit of the sum
of the areas of approximating rectangles:
A lim Rn lim[ f ( x1 ) x f ( x2 ) x f ( xn ) x]
n n

It holds that
A lim Ln lim[ f ( x0 ) x f ( x1 ) x f ( xn 1 ) x]
n n

9/11/2016
Assoc.Prof. Mai Duc Thanh
 Distance Problem
Find the distance traveled by an object during a
certain time period if the velocity of the object
is known at all times
Velocity v f (t ) 0, a t b
n
Distance d f (t0 ) t f (t1 ) t f (tn 1 ) t f (ti 1 ) t
i 1

Use the velocity at right endpoints instead of left endpoints:

n
d f (t1 ) t f (t2 ) t f (tn ) t f (ti ) t
i 1
n n
d lim f (ti 1 ) t lim f (ti ) t
n n
i 1 i 1
9/11/2016
Assoc.Prof. Mai Duc Thanh
 2. Definite Integral
Let f be a function defined on [a, b]

Divide [a, b] into n subintervals with equal width Δx

 Definite Integral: Definition
Divide [a, b] into n subintervals with equal width Δx:
[ x0 , x1 ],[ x1 , x2 ],...,[ xn 1 , xn ], xi a i x

Take sample points xi* [ xi 1 , xi ], i  1, 2,..., n

  
Calculate f xi* x

Form Riemann sum:

 
n


i 1
f xi* x

Let n  

Definition: The definite integral of f from a to b is

b

 
n

a f ( x)dx  lim
n

i 1
f xi* x

and we say f is integrable on [a, b], if limit exists

 Notes
Precise meaning of limit defining integral is:
  0, N  , such that
b
f ( x)dx  f  xi* x   , n  N , xi*  [ xi 1 , xi ]
n


a i 1

•The function f (x) is called the integrand

• a, b are called lower and upper limits of integration

•The symbol ∫ is called an integral sign

b b
• The x is a “dummy variable”: a f ( x)dx  a f (t )dt
 Riemann Sums and Areas
Riemann sums can be used to approximate integral:
b
ba
f 
n

a f ( x)dx 
i 1
xi* x, x 
n

 
n
If f  0, Riemann sum 
i 1
f xi* x If f  0, the integral a f ( x)dx
is the sum of areas of rectangles is the area under curve y  f ( x )
 f takes on both positive and negative values

Areas of Areas of
rectangles
 f  x 
n
* rectangles
xi above x- below x-
i 1 axis
axis

b Areas under

a
graph & Areas above
f ( x)dx  above x- graph &
axis below x-axis
9/11/2016
Assoc.Prof. Mai Duc Thanh
 Rules of Approximations using Riemann sums
-Left endpoint Rule: xi*  xi 1  a  (i  1)x
ba
b n

 f ( x)dx  f  x x,
a i 1
i 1 x 
n

-Right endpoint Rule: xi*  xi  a  ix

ba
b n

 f ( x)dx  f  x x,
a i 1
i x 
n

xi 1  xi  1
-Mid-point Rule: x  *
i  a   i   x
2  2
 xi 1  xi  ba
b n

 f ( x)dx 
a i 1
f
 2
x,

x 
n
 Example. Calculate the Riemann sum using
sample points to be left endpoint with n = 10
for the integral 2 2
Solution: 0

x dx

20 1 i
x    xi  a  ix  , i  0,1, 2,...,10
10 5 5
n 10
2 1
 f  xi1 x   xi 1  
 5
i 1 i 1

 02  (1 / 5)2  (2 / 5)2  ...  (9 / 5)2  (1 / 5)

 2.28
9/11/2016
Assoc.Prof. Mai Duc Thanh
 3. Properties of the Definite Integral
Reversing the limits
f  x  dx   f  x  dx
b a
a b changes the sign.
If the upper and lower limits are equal,
 f  x  dx  0
a

a then the integral is zero.

Constant multiples can be
k  f  x  dx  k  f  x  dx
b b
a a moved outside.
b
 c dx  c(b  a),
a
where c is any constant

 f  x   g  x  dx  f  x  dx   g  x  dx
b b b
a a a

Integrals can be added (or subtracted).

 f  x  dx  f  x  dx   f  x  dx
b c c

a b a

Intervals can be added (or subtracted.)

Comparison Properties of the Integral
b
• If f(x) ≥ 0 for a ≤ x ≤ b, then

a
f ( x)dx  0

• If f(x) ≥ g(x) for a ≤ x ≤ b, then

b b
 a
f ( x)dx  g ( x)dx
a

• If m ≤ f(x) ≤ M for a ≤ x ≤ b, then

b
m(b  a)   f ( x)dx  M (b  a)
a
 4. Fundamental Theorem of
Calculus
Let f be a continuous function on [a, b]. Consider
x
g ( x)   f (t )dt , a xb
a
 Fundamental Theorem of
Calculus, Part 1
If f is continuous on [a, b], then
x
the function g( x)   f (t )dt is continuous on [a, b]
a
and differentiable on (a, b), and g '( x)  f ( x).

xh x xh
Proof: g ( x  h)  g ( x )  
a
f (t )dt   f (t )dt 
a

x
f (t )dt

xh
g ( x  h)  g ( x ) 1
9/11/2016 h

h x
f (t )dt

Assoc.Prof. Mai Duc Thanh

 Since f is continuous, it attains
Max value M and min value m
on [x, x+h]
h  0:
xh
1
m  f (u ) 
h 
x
f (t )dt  M  f (v),

u , v  [ x, x  h ]

u, v  [ x, x  h]  u , v  x as h  0
lim f (u )  lim f (v)  f ( x)
h 0 h 0

g ( x  h)  g ( x )
f (u )   f (v ) Similar result holds
h
g ( x  h)  g ( x ) for h<0
g '( x)  lim  f ( x)
h 0 h
 Example 1
x
a) f ( x)   t  5tdt
3 4
f '( x)  x  5x
3 4

2
b) g ( x)   sin(t )dt 2

x
x
g ( x)    sin(t )dt
2

 g '( x)   sin( x ) 2

9/11/2016
Assoc.Prof. Mai Duc Thanh
 Example 2
1/ x
Find derivative of f ( x)   sin(t
2
)dt
1
We write
u
1
f ( x)  g (u ( x)), g (u )   sin(t )dt , u  u( x) 
2

1
x
Use Chain Rule and Fundamental Theorem of Calculus:

dg du 2  1  1  1 
f '( x)   sin(u )  2   2 sin  2 
du dx x  x x 
9/11/2016
Assoc.Prof. Mai Duc Thanh
 Fundamental Theorem of
Calculus, Part 2
If f is continuous on [a, b], then
b
a f ( x)dx  F (b)  F (a)
where F is any antiderivative of f, that is a
function such that F’=f

9/11/2016
Assoc.Prof. Mai Duc Thanh
 x
Proof: Let g( x)   f (t )dt , then g '( x)  f ( x), g (a)  0
a

Then, F ( x)  g ( x)  C

F (b)  F (a)   g (b)  C    g (a)  C 

 g (b)  g (a)  g (b)
b
  f (t )dt
a

9/11/2016
Assoc.Prof. Mai Duc Thanh
 Fundamental Theorem of Calculus
Let f be a continuous function on [a, b].
x
1. If g ( x)   f (t )dt , then g '( x)  f ( x),
a
x
d
that is 
dx a
f (t )dt  f ( x)

2. If F is any antiderivative of f , then

b

9/11/2016
a f ( x)dx  F (b)  F (a)
Assoc.Prof. Mai Duc Thanh
 Indefinite Integral
The expression:
 f ( x)dx
read “the indefinite integral of f with respect to x,”
means to find the set of all antiderivatives of f.

 f ( x)dx x is called the variable

of integration

Integral sign Integrand

9/11/2016
Assoc.Prof. Mai Duc Thanh
 Table of Indefinite Integrals

  f  g  dx   fdx   gdx,  cfdx  c  fdx

n 1
x 1
 x n dx 
n 1
 C if n  1,  x
dx  ln | x | C
x
a
 e x dx  e x  C ,  a x dx 
ln a
C

 sin xdx  cos x  C,  cos xdx   sin x  C

 xdx  tan x  C ,  xdx   cot x  C
2 2
sec csc
1 1
 x2  1  1  x2
1 1
dx  tan x  C, dx  sin xC
 Applications
Net Change Theorem: The integral of a rate of
change is the net change
b
a F '( x)dx  F (b)  F (a)
If C(x) is the cost of producing x units of a commodity,
then the marginal cost is the derivative C’(x). So
x2

 C '( x)dx  C ( x )  C ( x )
x1
2 1

9/11/2016
Assoc.Prof. Mai Duc Thanh
 Position, Velocity, and Acceleration

If s = s(t) is the position function of an object

moving along a straight line at time t, then
ds dv
Velocity = v = Acceleration = a =
dt dt

9/11/2016
Assoc.Prof. Mai Duc Thanh
 Distances
The net change of position,
or displacement is
t2

 v(t )dt  s(t )  s(t )

t1
2 1

t2

Displacement =  v(t )dt  A1  A2  A3

t1
t2

Total distance traveled =  | v(t ) | dt  A1  A2  A3

t1

t2

Change in velocity is  a(t )dt  v(t )  v(t )

t1
2 1
9/11/2016
Assoc.Prof. Mai Duc Thanh
Example: A particle moves along a line so that its
velocity at time is (measured in meters per second)
v(t )  t 2  t  6
(a) Find the displacement of the particle during the time
period 1≤t≤4
(b) Find the distance traveled during this time period.

9/11/2016
Assoc.Prof. Mai Duc Thanh
Example: A particle moves along a line so that its
velocity at time is (measured in meters per second)
v(t )  t 2  t  6
(a) Find the displacement of the particle during the time
period 1≤t≤4
4 4
s(4)  s(1)   v(t )dt   (t  t  6)dt
2

1 1
4
t t
3 2
 9
    6t   
3 2 1 2

This means that the particle moved 4.5 m toward the left.
9/11/2016
Assoc.Prof. Mai Duc Thanh
Example: A particle moves along a line so that its
velocity at time is (measured in meters per second)
v(t )  t 2  t  6
(b) Find the distance traveled during this time period.
v(t )  (t  3)(t  2)  0, t  [1,3], and v(t )  0, t  [3, 4]
4 3 4

 | v(t ) | dt   [v(t )]dt   v(t )dt

1 1 3
3 4

       t  6)dt
2 2
( t t 6) dt (t
1 3
3 4
 t t3
 t t
2
 3
61 2
     6t      6t    10.17 m
 3 2 1  3 2 3 6
 5. The Substitution Rule
d
The Chain Rule gives  F (u( x)   F '(u( x))u '( x)
dx
Change of varible, or "substitution" u  u ( x)

 F '(u( x))u '( x)dx  F (u( x))  C  F (u)  C   F '(u)du

Set F '  f   f (u ( x))u '( x)dx   f (u )du

The Substitution Rule: If u=u(x) is a differentiable

function whose range is an interval I and f is continuous
on I, then

9/11/2016
 
f (u( x))u '( x)dx  f (u)du

Assoc.Prof. Mai Duc Thanh

  3x  x 
9
Example 1. Find 2 3
 5 dx

Solution:

Make substitution u  x +5, then du  3x dx

3 2

 3x  x  
9
2 3
 5 dx  u du 9

 
10
u10 x 5 3

 C  C
10 10
9/11/2016
Assoc.Prof. Mai Duc Thanh
 dx
Ex2. Evaluate  x  ln x 
3

dx
Let u  ln x then du 
x
dx 1
 x  ln x   
3
3
 3 du  u du
u
2
u
 C
2
2

 ln x 
C 
1
C
2 2  ln x 
2

9/11/2016
Assoc.Prof. Mai Duc Thanh
 Definite Integrals
Substitution Rule for Definite Integrals: If u’(x) is
continuous on [a, b] and f is continuous on the range of
u=u(x), then
b u (b )

a f (u( x))u '( x)dx  u (a) f (u)du

Proof: F '  f  ( F (u ( x)) '  f (u ( x))u '( x)

b

 f (u ( x))u '( x)dx  F (u ( x)) a  F (u (b))  F (u (a ))

b

a
u (b )

 f (u )du  F (u ) u ( a )  F (u (b))  F (u (a))

u (b )

u(a)
 Substitution for Definite Integrals
 2x  x 
1 1/ 2
Ex. Evaluate
2
3 dx
0

Set u  x2  3  du  2 xdx
New limits of integration:  x  0  u  3

x  1  u  4

 
1 4
 dx   u1/2 du
1/2
2x x  3
2
0 3

4
2 3/2 2
 u  (8  33/2 )
3 3 3
9/11/2016
Assoc.Prof. Mai Duc Thanh
 Symmetry
Integrals of Symmetric Functions:
Suppose f is continuous on [-a, a]
a a
(a) If f is even [f (- x)  f ( x)], then
a
 f ( x)dx  2 f ( x)dx
0
a
(b) If f is odd [f (- x)   f ( x)], then 
a
f ( x)dx  0

9/11/2016
Assoc.Prof. Mai Duc Thanh
 Homework Chapter 4
• Section 4.1 (Areas and Distances): 4, 5
• Section 4.2 (The Definite Integral): 9, 10
• Section 4.4 (The Fundamental Theorem of Calculus): 8, 13, 42
• Section 4.5 (The Substitution Rule): 12, 30
• Section 7.1 (Integration by Parts) : 18, 26
• Section 7.2 (Trigonometric Integrals): 4, 6
• Section 7.3 (Trigonometric Substitution): 8, 16, 30
• Section 7.4 (Integration of Rational Functions by Partial Fractions): 10,
12, 30
• Section 7.5 (Strategy for Integration): 4, 10, 18
• Section 7.7 (Approximate Integration): 12, 16
• Section 7.8 (Improper Integrals): 6, 18, 28
• Deadline: 3 weeks