Integration

Tim Dosen Matematika Lanjut

Informatika, FTI UII

June 2, 2022
Integration

Figure 1: Graph of y = f (x).

How to estimate area under the curve y = f (x) and above the
x-axis?
Integration

Figure 2: Graph of y = f (x).

How to estimate area under the curve y = f (x) and above the
x-axis? One possible solution: sum over the rectangles.
Integration

Suppose x0 = a, xn = b and subintervals [xi−1 , xi ] for 1 ≤ i ≤ n.

For each rectangle,
I the width is b−a
n ,
I the length is f (xi ) where xi = a + ni (b − a),
I and thus the area of all rectangles is ni=1 f (xi ) · b−a
P
n .

Note that we take the right endpoint xi , and thus f (xi ). One can
also take the left endpoint xi−1 instead, and f (xi−1 ) accordingly.
Integration

Theorem 1
Let f be a function that is continuous on a closed and bounded
interval [a, b]. Then the following limit exists.
n
X b−a
lim f (xi ) · . (1)
n→∞ n
i=1

where xi = a + ni (b − a) for 0 ≤ i ≤ n.

Note that if f ≥ 0 for all x ∈ [a, b], then the limit above is the area
bounded by the graph in Figure 1.
Integration

Following Theorem 1, the number of the limit in (1) is called

Rb
definite integral of f from a to b, denoted by a f (x)dx, i.e.,

b n
b−a
Z X
f (x) dx = lim f (xi ) · . (2)
a n→∞ n
i=1
Rb
From a f (x) dx, f is called the integrand, a and b are called the
limits of integration; lower and upper limits, respectively.
Example

Given f (x) = x2 , with x ∈ [0, 1], we have b−a 1

n = n,
i i i
xi = a + n (b − a) = 0 + n (1 − 0) = n , and thus
Z 1 n  2
2
X i 1
x dx = lim · (3)
0 n→∞ n n
i=1
n
1 X 2
= lim 3 i (4)
n→∞ n
i=1
1 n(n + 1)(2n + 1)
= lim · (5)
n→∞ n3 6
2n3
= lim (6)
n→∞ 6n3
1
= . (7)
3
Note that (5) uses the sum of square rule, i.e.,

n(n + 1)(2n + 1)
12 + 2 2 + . . . + n2 = ,
6
and (6) uses the leading term rule.
R3
Exercise: find 0 x2 dx.
Example
Given f (x) = x2 , with x ∈ [0, 3], we have b−a 3
n = n,
i i 3i
xi = a + n (b − a) = 0 + n (3 − 0) = n , and thus
Z 3 n  2
2
X 3i 3
x dx = lim ·
0 n→∞ n n
i=1
n
X 9i2 3
= lim ·
n→∞ n2 n
i=1
n
X 27i2
= lim
n→∞ n3
i=1
n
27 X 2
= lim i
n→∞ n3
i=1
27 n(n + 1)(2n + 1)
= lim ·
n→∞n3 6
54n 3
= lim = 9.
n→∞ 6n3
Rules for definite integrals

Rb
I a c dx = c · (b − a).
Rb Rb Rb
I a [f (x) + g(x)] dx = a f (x) dx + a g(x) dx.
Rb Rb
I a α f (x) dx = α a f (x) dx.
I ab f (x) dx = ac f (x) dx + cb f (x) dx.
R R R
Indefinite integrals

Let f on (a, b) and suppose F is a function on (a, b) such that

F 0 (x) = f (x) for all x ∈ (a, b). We say that F is an antiderivative
for f on (a, b).

For example, f (x) = x2 and F (x) = 13 x3 . Then we have

F 0 (x) = f (x) for all x ∈ R. Thus F is an antiderivative of f .
Integration

If F is an antiderivative for f on (a, b), then all of the

antiderivatives for f on (a, b) are of the form,

F (x) + C, a < x < b, (8)

where C is constant. Thus (8) represents a family of functions on

(a, b); as there are infinitely many of them we call them indifinite
integral of f . For example, the antiderivatives F for f (x) = x2 :
1 1 1
F (x) = x3 , F (x) = x3 + 1, F (x) = x3 + 10,
3 3 3
1 1
F (x) = x3 − 1, F (x) = x3 − 100
3 3
Integration

The indefinite integral of f is denoted by

Z
f (x) dx, (9)

that is, Z
f (x) dx = F (x) + C, a < x < b, (10)

where F is a function such that F 0 (x) = f (x) for all x ∈ (a, b) and
C is an arbitrary constant. For example,
Z
1
x2 dx = x3 + C, −∞ < x < ∞,
3
where C is an arbitrary constant.
Rules of indefinite integration

R
I k dx = kx + C
xn+1
xn dx =
R
I +C
n+1
R R
I kf (x) dx = k f (x) dx
R R R
I [f (x) + g(x)] dx = f (x) dx + g(x) dx
Exercise 1

Perform the following integration.

1. 2x4 dx
R

2. (1 + x3 ) dx
R

3. (x3 − 2x + 4) dx
R

4. (2x − 3)(x2 + 1) dx
R
Apply the rules to evaluate definite integrals

3 3
x3
Z 
2
x dx =
0 3
 3 0  3 
3 0
= −
3 3
= 9.

2 2
x3 x2
Z 
2
(x − 2x + 3) dx = −2· + 3x
−1 3 2
   −1 
8 −1
= −4+6 − −1−3
3 3
= 9.
Exercise 2

Evaluate the following definite integrals.

R3
1. 0 2x3 dx
R2
2. −1 (1 − 5x4 ) dx
R2
3. −2 (x4 − 3x2 + 5) dx
Trigonometry and Logarithmic Functions

Derivative and integration of Trigonometry and Logarithmic

Functions:
Z
d
sin(x) = cos(x) cos(x) dx = sin(x) + C
dx
Z
d
cos(x) = −sin(x) sin(x) dx = −cos(x) + C
dx
Z
d 1 1
ln(x) = dx = ln(x) + C
dx x x
Z
d x
e = ex ex dx = ex + C
dx
References

S.K. Chung (2014), ”Understanding Basic Calculus”.

Available at http://www.math.nagoya-u.ac.jp/~richard/
teaching/f2015/BasicCalculus.pdf