7.

Definite Integrals
1. Fundamental Theorem of Integral calculus
If 𝑓𝑓(𝑥𝑥) is continuous in [𝑎𝑎, 𝑏𝑏], and if 𝐹𝐹 ′ (𝑥𝑥) = 𝑓𝑓(𝑥𝑥) then

𝑏𝑏
� 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 = 𝐹𝐹(𝑏𝑏) − 𝐹𝐹(𝑎𝑎).
𝑎𝑎

2. Mean Value Theorem of Integral Calculus

If 𝑓𝑓(𝑥𝑥) is continuous on [𝑎𝑎, 𝑏𝑏], then at some point 𝑐𝑐 in [𝑎𝑎, 𝑏𝑏],
𝑏𝑏
∫𝑎𝑎 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 = 𝑓𝑓(𝑐𝑐)(𝑏𝑏 − 𝑎𝑎)
3. Results
If 𝑓𝑓(𝑥𝑥) is continuous, then
𝑥𝑥
1) If 𝐹𝐹(𝑥𝑥) = ∫𝑎𝑎 𝑓𝑓(𝑡𝑡)𝑑𝑑𝑑𝑑 then
𝐹𝐹 ′ (𝑥𝑥) = 𝑓𝑓(𝑥𝑥)
𝑣𝑣(𝑥𝑥)
2) If 𝐹𝐹(𝑥𝑥) = ∫𝑎𝑎 𝑓𝑓(𝑡𝑡)𝑑𝑑𝑑𝑑 then 𝐹𝐹 ′ (𝑥𝑥) = 𝑓𝑓(𝑣𝑣(𝑥𝑥))𝑣𝑣 ′ (𝑥𝑥)
𝑣𝑣(𝑥𝑥)
3) If 𝐹𝐹(𝑥𝑥) = ∫𝑢𝑢(𝑥𝑥) 𝑓𝑓(𝑡𝑡)𝑑𝑑𝑑𝑑 then 𝐹𝐹 ′ (𝑥𝑥) = 𝑓𝑓(𝑣𝑣(𝑥𝑥))𝑣𝑣 ′ (𝑥𝑥) −
𝑓𝑓(𝑢𝑢(𝑥𝑥))𝑢𝑢′ (𝑥𝑥)
4. Properties
𝑏𝑏 𝑎𝑎
1) ∫𝑎𝑎 𝑓𝑓(𝑥𝑥) 𝑑𝑑𝑥𝑥 = − ∫𝑏𝑏 𝑓𝑓(𝑥𝑥) 𝑑𝑑𝑥𝑥
𝑎𝑎 𝑎𝑎
2) ∫0 𝑓𝑓(𝑥𝑥) 𝑑𝑑𝑥𝑥 = ∫0 𝑓𝑓(𝑎𝑎 − 𝑥𝑥) 𝑑𝑑𝑥𝑥
𝑏𝑏 𝑏𝑏
3) ∫𝑎𝑎 𝑓𝑓(𝑥𝑥) 𝑑𝑑𝑥𝑥 = ∫𝑎𝑎 𝑓𝑓(𝑎𝑎 + 𝑏𝑏 − 𝑥𝑥) 𝑑𝑑𝑥𝑥
𝑏𝑏
𝑓𝑓(𝑥𝑥) 𝑏𝑏−𝑎𝑎
4) � 𝑑𝑑𝑥𝑥 =
𝑓𝑓(𝑥𝑥)+𝑓𝑓(𝑎𝑎+𝑏𝑏−𝑥𝑥) 2
𝑎𝑎

⎧ 0 𝑓𝑓(−𝑥𝑥) = −𝑓𝑓(𝑥𝑥)
𝑎𝑎 ⎪ 𝑓𝑓(𝑥𝑥)𝑖𝑖𝑖𝑖 𝑜𝑜𝑜𝑜𝑜𝑜 𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓
5) ∫−𝑎𝑎 𝑓𝑓(𝑥𝑥) 𝑑𝑑𝑥𝑥 = 𝑎𝑎
⎨ 2 ∫0 𝑓𝑓(𝑥𝑥) 𝑑𝑑𝑥𝑥 𝑓𝑓(−𝑥𝑥) = 𝑓𝑓(𝑥𝑥)
⎪
⎩ 𝑓𝑓(𝑥𝑥)𝑖𝑖𝑖𝑖 𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒 𝑓𝑓𝑢𝑢𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛
𝑎𝑎 0
6) ∫0 𝑓𝑓(𝑥𝑥) 𝑑𝑑𝑥𝑥 = ∫𝑎𝑎 𝑓𝑓(−𝑥𝑥) 𝑑𝑑𝑥𝑥

𝑎𝑎 0 𝑓𝑓(𝑎𝑎 − 𝑥𝑥) = 𝑓𝑓(𝑥𝑥)

7) ∫0 𝑓𝑓(𝑥𝑥) 𝑑𝑑𝑥𝑥 = � 𝑎𝑎
2 ∫0 𝑓𝑓(𝑥𝑥) 𝑑𝑑𝑥𝑥
2 𝑓𝑓(𝑎𝑎 − 𝑥𝑥) = 𝑓𝑓(𝑥𝑥)
𝑎𝑎 𝑎𝑎 𝑎𝑎
8) ∫0 𝑥𝑥 𝑓𝑓(𝑥𝑥) 𝑑𝑑𝑥𝑥 = ∫0 𝑓𝑓(𝑥𝑥) 𝑑𝑑𝑥𝑥 𝑤𝑤ℎ𝑒𝑒𝑒𝑒 𝑓𝑓(𝑎𝑎 − 𝑥𝑥) = 𝑓𝑓(𝑥𝑥)
2

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 𝜋𝜋
2 1 𝜋𝜋
9) � 𝑑𝑑𝑥𝑥 =
𝑎𝑎2 𝑐𝑐𝑐𝑐𝑠𝑠 2 𝑥𝑥+𝑏𝑏2 𝑠𝑠𝑠𝑠𝑛𝑛2 𝑥𝑥 2𝑎𝑎𝑎𝑎
0
𝜋𝜋
1 𝜋𝜋
10) � 𝑑𝑑𝑥𝑥 =
𝑎𝑎2 𝑐𝑐𝑐𝑐𝑠𝑠 2 𝑥𝑥+𝑏𝑏2 𝑠𝑠𝑠𝑠𝑛𝑛2 𝑥𝑥 𝑎𝑎𝑎𝑎
0

5. Reduction Formulae
𝜋𝜋 𝜋𝜋
(𝑛𝑛−1)(𝑛𝑛−3)(𝑛𝑛−5).......
1) ∫0 𝑠𝑠𝑠𝑠𝑠𝑠 𝑥𝑥 𝑑𝑑𝑑𝑑 = ∫0 𝑐𝑐𝑐𝑐𝑐𝑐 𝑛𝑛 𝑥𝑥 𝑑𝑑𝑑𝑑 =
2 𝑛𝑛 2 𝐾𝐾
𝑛𝑛(𝑛𝑛−2)(𝑛𝑛−4).....

𝜋𝜋
      if n 𝑖𝑖𝑖𝑖 even
𝑊𝑊ℎ𝑒𝑒𝑒𝑒𝑒𝑒 𝐾𝐾 = � 2
1        otherwise
𝜋𝜋
2) ∫0 𝑠𝑠𝑠𝑠𝑠𝑠𝑚𝑚 𝑥𝑥 . 𝑐𝑐𝑐𝑐𝑐𝑐 𝑛𝑛 𝑥𝑥  𝑑𝑑𝑑𝑑 =
2

[(𝑚𝑚−1)(𝑚𝑚−3)(𝑚𝑚−5).............] [(𝑛𝑛−1)(𝑛𝑛−3)(𝑛𝑛−5).............]
𝐾𝐾
[(𝑚𝑚+𝑛𝑛)(𝑚𝑚+𝑛𝑛−2)(𝑚𝑚+𝑛𝑛−4)......................]
𝜋𝜋
      if both m and n are even 
𝑊𝑊ℎ𝑒𝑒𝑒𝑒𝑒𝑒 𝐾𝐾 = � 2
1        otherwise
6. Trigonometric System
The set of functions
1, 𝑠𝑠𝑠𝑠𝑠𝑠 𝑥𝑥, 𝑐𝑐𝑐𝑐𝑐𝑐 𝑥𝑥, 𝑠𝑠𝑠𝑠𝑠𝑠 2𝑥𝑥, 𝑐𝑐𝑐𝑐𝑐𝑐 2𝑥𝑥, 𝑠𝑠𝑠𝑠𝑠𝑠 3𝑥𝑥, 𝑐𝑐𝑐𝑐𝑐𝑐 3𝑥𝑥, … … … … … … … … … … … … … … … ….
Is called trigonometric system.
Results: The following results are valid over any interval of length 2π.
𝜋𝜋 𝜋𝜋
1) ∫−𝜋𝜋 sin 𝑛𝑛𝑛𝑛 𝑑𝑑𝑥𝑥 = ∫−𝜋𝜋 cos 𝑛𝑛𝑛𝑛 𝑑𝑑𝑥𝑥 = 0
𝜋𝜋
2) ∫−𝜋𝜋 sin 𝑚𝑚𝑚𝑚 cos 𝑛𝑛𝑛𝑛 𝑑𝑑𝑥𝑥 = 0
𝜋𝜋
3) ∫−𝜋𝜋 sin 𝑚𝑚𝑚𝑚 sin 𝑛𝑛𝑛𝑛 𝑑𝑑𝑥𝑥 = 0 𝑖𝑖𝑖𝑖 𝑚𝑚 ≠ 𝑛𝑛
𝜋𝜋
4) ∫−𝜋𝜋 cos 𝑚𝑚𝑚𝑚 cos 𝑛𝑛𝑛𝑛 𝑑𝑑𝑥𝑥 = 0 𝑖𝑖𝑖𝑖 𝑚𝑚 ≠ 𝑛𝑛
𝜋𝜋
5) ∫−𝜋𝜋 cos 2 𝑛𝑛𝑛𝑛 𝑑𝑑𝑥𝑥 = 𝜋𝜋
𝜋𝜋
6) ∫−𝜋𝜋 sin2 𝑛𝑛𝑛𝑛 𝑑𝑑𝑥𝑥 = 𝜋𝜋

7. Gamma function
∞
For n>0, 𝛤𝛤(n) =∫0 𝑒𝑒 −𝑥𝑥 𝑥𝑥 𝑛𝑛−1 𝑑𝑑𝑑𝑑

Results
1) 𝛤𝛤(1) = 1
1
2) 𝛤𝛤 � � = √𝜋𝜋
2

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 3) 𝛤𝛤(𝑛𝑛 + 1) = 𝑛𝑛! When n is positive integer
4) 𝛤𝛤(𝑛𝑛 + 1) = 𝑛𝑛𝑛𝑛(𝑛𝑛)
∞ 2 √π
5) ∫0 e−x dx =
2

8. Beta function
1
For 𝑚𝑚, 𝑛𝑛 > 0, 𝛽𝛽(𝑚𝑚, 𝑛𝑛) = ∫0 𝑥𝑥 𝑚𝑚−1 (1 − 𝑥𝑥)𝑛𝑛−1 𝑑𝑑𝑑𝑑

Results
1) 𝛽𝛽(𝑚𝑚, 𝑛𝑛) = 𝛽𝛽(𝑛𝑛, 𝑚𝑚)
𝜞𝜞(𝒎𝒎)𝜞𝜞(𝒏𝒏)
2) 𝛽𝛽(𝑚𝑚, 𝑛𝑛) =
𝜞𝜞(𝒎𝒎+𝒏𝒏)
𝜋𝜋
3) 𝛽𝛽(𝑚𝑚, 𝑛𝑛) = 2 ∫02 sin2𝑚𝑚−1 𝜃𝜃 cos 2𝑛𝑛−1 𝜃𝜃 𝑑𝑑𝑑𝑑
𝑝𝑝𝑝𝑝𝑝𝑝 𝑥𝑥 = sin2 𝜃𝜃 𝑖𝑖𝑖𝑖 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑
∞ 𝑥𝑥 (𝑚𝑚−1)
4) 𝛽𝛽(𝑚𝑚, 𝑛𝑛) = ∫0 (1+𝑥𝑥)𝑚𝑚+𝑛𝑛
𝑑𝑑𝑑𝑑
𝑡𝑡
𝑝𝑝𝑝𝑝𝑝𝑝 𝑥𝑥 = 𝑖𝑖𝑖𝑖 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑
1+𝑡𝑡

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