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Definite Integral
FIRST FUNDAMENTAL THEOREM OF INTEGRAL CALCULUS
If F x is one of the antiderivatives of a function f x continuous on a, b , then :
b b
f x dx F x a
F b F a
a
The following formula due to Newton and Leibnitz therefore this is also called Newton Leibnitz formula.
PROPERTIES OF DEFINITE INTEGRALS
b a
1. f x dx f x dx
a b
b b
2. f x dx f y dy
a a
b c b
3. f x dx f x dx f x dx, where a c b
a a c
2a a

4. f x dx f x f 2a x dx
o o

2a
0 if f 2a x f x
Corollary : f x dx a

o 2 f x dx if f 2 a x f x
0
b b

5. f x dx f a b x dx
a a
a a
Corollary : f x dx f a x dx
o o
a
a
6. f x dx f x f x dx
0
a
a
2 f x dx , if f x f x i.e. f x is even
0

0 , if f x f x i.e. f x is odd
a
f x a
7. dx
o
f x f a x 2
b
f x b a
8. dx
a
f x f a b x 2
9. If f x is a periodic function of period T i.e. f T x f x , then
nT T nT T
(a) f x dx n f x dx (b) f x dx n m f x dx
o o mT o
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p 1
f x
The equality holds if and only if is a constant.
g x

19. Minkowski’s Inequality for Integrals

1 1 1
b p b p b p
p p p
If p 1, f x g x dx f x dx q x dx
a a a

f x
The equality holds if and only if
is a constant.
g x
SECOND FUNDAMENTAL THEOREM
If f is continuous on a, b then
x
F x f t dt
a
dF d x
is differentiable at every point x in a, b and f t dt f x .
dx dx a

Leibnitz’s rule
1. If f x is continuous on a, b , and u x and v x are differentiable functions of x whose values lie in
a, b , then
d vx d d
f t dt f v x v x f u x u x .
dx u x dx dx
2. If the function x and x are defined on a, b and differentiable at a point x a, b , and f x, t is
continuous then
d x x d x d x
f x, t dt f x, t dt f x, x f x, x .
dx x x x dx dx
SUMMATION OF SERIES WITH THE HELP OF DEFINITE INTEGRAL AS THE LIMIT OF A SUM :
If f x is a continuous and single valued function defined on the interval a, b , then the definite integral
b
f x dx is defined as follows :
a
b

f x dx lim h f a h f a 2h ... f a nh where nh b a .

h 0
a
n b
or lim h f a rh f x dx … (1)
n
h 0 r 1 a

1
Put a 0 and b 1 nh 1 h .
n
n 1
1 1 r
Substitute a 0, b 1 and h in (1), we get lim f f x dx.
n n n r 1 n 0
b
Also f x dx lim a r 1 f a rf ar ...... r n 1 f ar n 1
a r 1
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IMPROPER INTEGRALS :
b
1. f x dx lim f x dx.
a b a
b b
2. f x dt lim f x dx.
a a
c
3. f x dx f x dx f x dx
c

BETA AND GAMMA FUNCTIONS

Definitions:
1 n 1
1. B m, n xm 1
1 x dx m 0, n 0
0
is called the First Eulerian Integral or Beta function.
2. n e x x n 1dx n 0
0
is called the Second Eulerian Integral or Gamma function.
PROPERTIES OF BETA AND GAMMA FUNCTIONS
(a) e x x n dx n e x x n 1dx
0 0

n 1 n n .
when n is a positive integer, n 1 n!
kx n
(b) e x n 1dx n
, k 0, n 0
0 k
m n
(c) B m, n , m 0, n 0
m n

(d) m 1 m where 0 m 1 .
sin m
1
Corollary : putting m
2
1 1 1
we get .
2 2 1 2
sin
2
x m 1dx x n 1dx
(e) B m, n m n m n
.
0 0
1 x 1 x
p 1 q 1
1
2 2
(f) 2
sin p cos q d , p 1, q 1
0 p q 2
2
2
n 1 n 3 n 5 2
. . ... , when n is odd
2 n 2 n n n 2 n 4 3
Walli’s Formula sin xdx cos x dx
0 0 n 1 n 3 n 5 3 1
. . ... . . , when n is even
n n 2 n 4 4 2 2
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