Summary of Chapter 2 “Integration”

Mathematics 1 English

1. Primitives. Indefinite integrals.

Definition. Let f : I → R be a function on an interval I in the real line. We

say that F : I → R is a primitive (or an antiderivative) of f (x) in the interval
I if F ′ (x) = f (x) for all x ∈ I.

For example F (x) = log x is a primitive of f (x) = 1/x in the interval ]0, +∞[.

Clearly, if F (x) is a primitive of f (x) on I and C is a constant, then G(x) =

F (x) + C is also a primitive of f (x) in I.

Theorem. If F and G are two primitives of the function f : I → R, then

there is a constant C such that G(x) = F (x) + C for each x ∈ I.

In view of this theorem we write

∫
f (x)dx = F (x) + C,
∫
when F (x) is a primitive of f (x) in an interval, and we say that f (x)dx is the
indefinite integral∫ of f (x). ∫
For example (1/x)dx = log x + C, and sin x = − cos x + C.

2. Definite integrals.

A partition P = {x0 , x1 , ..., xn } of the interval [a, b] is a finite sequence of

points in the interval

a = x0 < x1 < x2 < ... < xn−1 < xn = b.

The partition P splits the interval [a, b] in n subintervals. Each of the subinter-
vals [xi−1 , xi ] has a length xi − xi−1 .

Let f : [a, b] → R be a bounded function, that is, there is M > 0 such that
−M ≤ f (x) ≤ M for each x ∈ [a, b].
Every increasing or decreasing function on [a, b] and every continuous func-
tion on [a, b] is bounded.

Given a partition P of [a, b], we select a point ci in each interval [xi−1 , xi ].

The Riemann sum of f for the partition P is

S(f, P ) := f (c1 )(x1 − x0 ) + ... + f (cn )(xn − xn−1 ).

When f (x) is positive on [a, b], the Riemann sum is the sum of the areas of n
rectangles, each of them of height f (ci ) and base of length xi − xi−1 .

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 We say the the bounded function f : [a, b] → R is integrable if there is a
number, which we denote by
∫ b
f (x)dx,
a
such that the Riemann sums of the partitions P approximate this number when
the maximum of the lengths of the subintervals of the partition tends to zero.

Properties.
(1) Every continuous function and every increasing or decreasing function in
[a, b] is integrable.
(2) If f, g : [a, b] → R are integrable and α, β ∈ R, then
∫ b ∫ b ∫ b
(αf (x) + βg(x))dx = α f (x)dx + β g(x)dx.
a a a

(3) If f : [a, b] → R is integrable and a < c < b, then f is integrable in [a, c]

and in [c, b], and
∫ b ∫ c ∫ b
f (x)dx = f (x)dx + f (x)dx.
a a c

∫a
(4) To be coherent with the result in (3), we define a
f (x)dx := 0 for each
f (x) and each a ∈ R.

Theorem. Fundamental theorem of integral calculus.∫ Let f : [a, b] →

x
R be a continuous function. For each x ∈ [a, b] set F (x) := a f (t)dt. Then
′
the function F : [a, b] → R is differentiable in [a, b] and F (x) = f (x) for each
x ∈ [a, b], that is F is a primitive of f in [a, b] which satisfies F (a) = 0.

Theorem. Barrow’s Rule. Let f : [a, b] → R be a continuous function.

If F : [a, b] → R is a primitive of f in [a, b], then
∫ b
f (x)dx = F (b) − F (a).
a

∫ 2π
Example. According to the Barrow’s rule, 0 sin(x)dx = − cos(2π) −
(− cos 0) = −1 + 1 = 0. However, the area limited by the graph of f (x) = sin(x)
and the OX axis is not 0. It must be calculated as follows:
∫ π ∫ 2π
Area = sin(x)dx − sin(x)dx = 4.
0 π

The reason is that the function f (x) = sin(x) is positive in [0, π] and negative
in [π, 2π].

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 3. Approximation of integrals.
∫b
The aim of this Section is to approximate the definite integral a
f (x)dx.

Let f : [a, b] → R be an integrable function.

We divide the interval [a, b] into n subintervals of the same length.

b−a
We denote by h := n the length of each subinterval of the partition.

The partition is

x0 = a, x1 = a+h, x2 = x1 +h = a+2h, ..., xi = xi−1 +h = a+ih, ..., xn = a+nh = b.

We calculate (or we are given) the values of f (x) at the points of the parti-
tion.

yi := f (xi ), i = 0, 1, ...n.
We describe two methods. In each of them we approximate the unknown
∫b
value of the integral a f (x)dx by a formula calculated using the values xi and
yi , i = 0, 1, ...n.

Trapezoidal method.

The idea is to approximate the graph of f (x) in each interval [xi−1 , xi ] by

a straight line joining the points (xi−1 , yi−1 ) and (xi , yi ). Formally we approx-
imate the integral as follows
∫ b
h
f (x)dx ≃ Tn (f ) := (y0 + yn + 2(y1 + ... + yn−1 ))
a 2

Error bound. If the function f (x) has a continuous second derivative f ′′

in the interval [a, b] and M > 0 is the maximum value of |f ′′ (x)| on [a, b], then
∫ 
 b  M (b − a)3
 
 f (x)dx − Tn (f ) ≤ .
 a  12n2

Simpson’s method.

In this case the number n of subintervals must be even. The idea now is
to approximate the graph of f (x) in an interval of the form [x2k , x2k+2 ] by
the graph of the only polynomial y = p(x) of degree less or equal 2 such that
p(x2k ) = y2k , p(x2k+1 ) = y2k+1 and p(x2k+2 ) = y2k+2 . That is, we approximate
the graph of f (x) by a parabola in each union of two subintervals.

Formally we approximate the integral as follows

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 ∫ b
h
f (x)dx ≃ Sn (f ) := (y0 + yn + 4(y1 + ... + yn−1 ) + 2(y2 + ... + yn−2 )
a 3

Error bound. If the function f (x) has a continuous fourth derivative f (4)
in the interval [a, b] and K > 0 is the maximum value of |f (4) | on [a, b], then
∫ 
 b  K(b − a)5
 
 f (x)dx − Sn (f ) ≤ .
 a  180n4

This in particular implies that Simpson’s method is exact for each polynomial
of degree less or equal 3.

EXAMPLES

Example 1. Calculate the indefinite integral

∫
e2x cos(ex )dx.

Solution. We first make the following change of variables.

dt dt
t := ex , dt = ex dx, dx = x
= .
e t
We get ∫ ∫ ∫
dt
e2x cos(ex )dx = t2 cos(t) = t cos(t)dt.
t
We calculate the later integral using integration by parts.

We set u := t, hence du = dt, and dv = cos(t)dt, hence v = sin(t). Therefore

∫ ∫
t cos(t)dt = t sin(t) − sin(t)dt = t sin(t) + cos(t) + C.

Finally, replacing t by ex , we get

∫
e2x cos(ex )dx = ex sin(ex ) + sin(ex ) + C.

∫ √8 √
Example 2. Calculate the definite integral I := 2
8 − x2 dx.

Solution.
√ √ √ ( )2
∫ 8 √ √ ∫ 8
x
I= 8 − x dx = 8
2 1− √ .
2 2 8

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 We make the following change of variables, also in the limits of the integral:

x √ √
√ = sin t, x = 8 sin t, dx = 8 cos tdt
8
√ ( )2 √
x
1− √ = 1 − sin2 t = cos t.
8
Moreover,
1 π
x = 2 → sin t = √ → t = .
2 4
√ π
x = 8 → sin t = 1 → t = .
2
Thus we get
∫ π/2
I=8 cos2 tdt.
π/4

This integral can be calculated by integration by parts, but we do it now using

the formula
1 1
cos2 t = + cos(2t).
2 2
Then, by the Barrow’s rule, since 2t + 14 sin(2t) is a primitive of 12 + 21 cos(2t),
we have
∫ π/2 ( )
1 1 π 1 π 1 π
I=8 + cos(2t) dt = 8( + sin(π) − − sin( )).
π/4 2 2 4 4 8 4 2

Therefore I = π − 2.
∫π
Example 2. Calculate the approximations of the integral 0
(4+2 sin x)dx
with the trapezoidal and Simpson’s methods for n = 2.

Solution.

f (x) := 4 + 2 sin x, n = 2, h = (π − 0)/2.

x0 = 0, y0 = 4, x1 = π/2, y1 = 6, x2 = π, y2 = 4.
π
T2 (f ) = (4 + 4 + 12) = 5π.
4
π 16π
S2 (f ) = (4 + 4 + 24) = .
6 3