The Concept of Integration

• For any operation in mathematics, there is always an inverse operation. For example, summation
and subtraction, multiplication and division. Even for a function 𝑓 there might be an inverse
function 𝑓 −1 , or for a non-singular square matrix 𝐴, 𝐴−1 can be defined as the inverse.
• For the process of differentiation the reverse process is defined as anti-differentiation or simply
integration.

• If 𝐹 ′ 𝑥 = 𝑓(𝑥) or 𝑑 𝐹 𝑥 = 𝑓 𝑥 𝑑𝑥, then anti-derivative of 𝑓 𝑥 is defined as the

indefinite integral (or primitive function) of 𝑓 𝑥 and is mathematically
expressed as: Indefinite integral,
integrand ∫ 𝑓 𝑥 𝑑𝑥 = 𝐹 𝑥 + 𝑐 anti-derivative,
primitive function
Element of integration
• 𝑓 𝑥 is called the integrand and 𝑐 is the constant of integration and its
presence (in indefinite integration) introduces a family of functions which
have the same derivative in all points in their domain:
𝐹
Adopted and altered from http://cbse12math.syncacademy.com/2012/04/mathematics-ch-7-1integration-
as.html
 The Concept of Integration
• Find the indefinite integral for 𝑓 𝑥
= 𝑥 4 . to the definition if 𝐹 𝑥 is such a function we should have:
According
𝐹(𝑥) ′ = 𝑥4
Obviously, the function 𝑥 5 satisfies the above equation but other functions such as 𝑥5 + 1, 𝑥 5 − 3 and
etc. can be considered as5 an answer so we can write the answer generally: 5 5

𝑥 5
∫ 𝑥 4 𝑑𝑥 =
5
+𝑐

• Using the definition of the indefinite integral we can find the integral of simple functions directly:
∫ 0 𝑑𝑥 = 𝑐

∫ 1 𝑛𝑑𝑥 = 𝑥 𝑥+ 𝑐
𝑛 +1
∫𝑥 𝑑𝑥 = + 𝑐 (𝑛 ≠
𝑛+
−1)
 Rules of Integration
∫ 𝑥−1 𝑑𝑥 = ∫ 𝑥1 𝑑𝑥 = 𝑙𝑛 𝑥 (𝑥 ≠ 0)
+∫ 𝑐𝑒 𝑥 𝑑𝑥 = 𝑒 𝑥
+𝑐 𝑎𝑥 +𝑐
∫ 𝑎 𝑑𝑥 𝐿𝑛
𝑥 (𝑎 ≠ 1, 𝑎 > 0)

=∫𝑐𝑜𝑠𝑥 𝑑𝑥 𝑎= 𝑠𝑖𝑛𝑥 + 𝑐
∫ 𝑠𝑖𝑛𝑥 𝑑𝑥 = −𝑐𝑜𝑐𝑥 + 𝑐
• Rules of Integration:
 The derivative of the indefinite integral is the integrand:
′
∫ 𝑓 𝑥 𝑑𝑥

= 𝑓(𝑥)
 The differential of the indefinite integral is equal to the element of the integration:
 Rules of Integration
 The indefinite integral of a differential of a function is equal to that function plus a constant:

∫ 𝑑 𝐹 𝑥 =𝐹 𝑥 +𝑐

 If 𝑎 ≠ 0 and is a constant, then:

A constant coefficient goes in and
∫ 𝑎. 𝑓 𝑥 𝑑𝑥 = 𝑎. ∫ 𝑓 𝑥 comes out of the integral sign
𝑑𝑥
 The indefinite integral of the summation (subtraction) of two integrable functions are the
summation (subtraction) of the indefinite integral for each one of them:

∫ 𝑓(𝑥) ± 𝑔(𝑥) 𝑑𝑥 = ∫ 𝑓 𝑥 𝑑𝑥 ± ∫ 𝑔 𝑥 𝑑𝑥

o This result can be extended to the finite number of integrable functions:

∫ 𝑓1 𝑥 ± 𝑓2 𝑥 ± ⋯ ± 𝑓𝑛(𝑥) 𝑑𝑥 = ∫ 𝑓1 𝑥 𝑑𝑥 ± ∫ 𝑓1 𝑥 𝑑𝑥 ± ⋯ ± ∫ 𝑓𝑛
𝑥 𝑑𝑥
 Rules of Integration
o If they are all added, we can
write: 𝑛

∫ ∑𝑛 𝑓𝑖 𝑥 𝑑𝑥 = ∑ ∫ 𝑓𝑖 𝑥 𝑑𝑥
𝑖=1 𝑖=1

 If ∫ 𝑓 𝑡 𝑑𝑡 = 𝐹 𝑡 + 𝑐, then:
∫ 𝑓 𝑎𝑥 + 𝑏 1𝑑𝑥 = . 𝐹
𝑎

𝑎𝑥 + 𝑏
+𝑐

And if 𝑏 = 0, then
∫ 𝑓 𝑎𝑥 𝑑𝑥1= .𝐹
• Using the last rule, we can easily calculate some integrals
𝑎 without applying a specific method:
1
∫ 𝑑𝑥 = 𝑒
𝛼
𝑒 𝛼𝑥
+𝑐 𝑎𝑥
𝛼 𝑥
 Rules of Integration
𝑑
 ∫ 𝑥𝑥− = 𝑙𝑛 𝑥 − 𝑎 + 𝑐
𝑎
∫ sin =
−cos(𝑚𝑥)
𝑚 +𝑐
And
𝑚𝑥some example for other rules:
3𝑥∫ 𝑥 − 3𝑥 − 7 𝑑𝑥 = ∫ 𝑥 𝑑𝑥 − 3 ∫ 𝑥 𝑑𝑥 − 7 ∫ 𝑑𝑥 = 3
3 2
2 2 𝑥
−
2
− 7𝑥 + 𝑐 1 1 1 1 1 1
𝑥− 𝑥 (𝑥+5) 𝑥 2 +5𝑥−𝑥 𝑥−5 2− 1+ − −
2
∫ 𝑥
4
𝑥 𝑑𝑥 = ∫ 4
𝑑𝑥 = ∫ 𝑥 1− 4 𝑑𝑥 +5∫𝑥 4 𝑑𝑥 − ∫ 𝑥 4 𝑑𝑥 − 5 ∫ 𝑥 2 4 𝑑𝑥
𝑥 11
𝑥
7
𝑥
9
𝑥
5
𝑥4 +5× 4 − 4 −5× 4
= 11 7 9 5 +𝑐
4 4 4 4
4
= 4𝑥 𝑥 3 𝑥2 5
11 + 7
− 4𝑥 4 𝑥 9𝑥 +
𝑥1
2
𝑥
= 4𝑥 𝑥( 4
𝑥 5
+ 7 𝑥 − − 1)
11 9
 Methods of Integration
 Substitution Method: If the integrand is in the form of 𝑓(𝑔 𝑥 ). 𝑔 ′ (𝑥), with substituting 𝑢 = 𝑔(𝑥)
we will have:

∫ 𝑓 𝑔 𝑥 . 𝑔′ 𝑥 𝑑𝑥 = ∫ 𝑓 𝑢 . 𝑢 ′ 𝑑𝑥 = ∫ 𝑓 𝑢 𝑑𝑢
This method
And if ∫ 𝑓 𝑢 𝑑𝑢 = 𝐹 𝑢 + 𝑐, then: corresponds to the
chain rule in
differentiation.
∫𝑓 𝑔 𝑥 . 𝑔 ′ 𝑥 𝑑𝑥 = 𝐹 𝑔 𝑥
+𝑐
𝑥
o Find the indefinite integral 2
𝑑𝑥.
1+𝑥
∫
Let 1 + 𝑥 2 = 𝑢, then 2𝑥 𝑑𝑥 = 𝑑𝑢, and we will have:
𝑥 1
𝑑𝑢 1 𝑑𝑢
∫ 𝑑𝑥 = ∫ 2
= ∫
1 + 𝑥2 𝑢 2 𝑢
1 1
= 𝑙𝑛 𝑢 + 𝑐 = 𝑙𝑛 1 + 𝑥 2 + 𝑐
2 2
 Methods of Integration
2
o Find ∫𝑥 𝑒 𝑥 𝑑𝑥.

Let 𝑥 2 = 𝑢, then 2𝑥 𝑑𝑥 = 𝑑𝑢, and: 1𝑒

𝑢 1 1 𝑢 + 𝑐 =
𝑥2 2 𝑥2
∫ 𝑥𝑒 × 2 𝑑𝑢 = 𝑒 + 𝑐
2
𝑑
o Find 𝑥𝑥
(𝑥 > 0).𝑑𝑥 = ∫ 𝑒
∫ .𝑙𝑛𝑥
𝑑
Let 𝑙𝑛𝑥 = 𝑢, then 𝑥 = 𝑑𝑢, and:
𝑥
𝑑𝑥 = ∫ 𝑑𝑢 = 𝑙𝑛 𝑢 + 𝑐 = 𝑙𝑛 𝑙𝑛 𝑥
𝑥. 𝑑𝑢 𝑢
+𝑐
∫ =∫
𝑥 . 𝑙𝑛𝑥 𝑥. 𝑢
• Note that, having success with this method requires finding a relevant substitution, which comes
after lots of practices.
 Methods of Integration
 Integration by Parts: This method corresponds to the product rule for differentiation. According to
the product rule, if 𝑢 and 𝑣 are continuous and differentiable functions in term of 𝑥, we have:

𝑑 𝑢𝑣 = 𝑣. 𝑑𝑢 + 𝑢. 𝑑𝑣
or
𝑢. 𝑑𝑣 = 𝑑 𝑢𝑣 − 𝑣. A
And we know that: 𝑑𝑢

∫ 𝑑

=𝐹 𝑥
 Methods of Integration
o Find ∫𝑥. 𝑐𝑜𝑠𝑥 𝑑𝑥.
By choosing 𝑥 = 𝑢 and 𝑐𝑜𝑠𝑥 𝑑𝑥 = 𝑑𝑣, we have:
𝑥=𝑢 No need to add the constant of
{ 𝑑 𝑥 = 𝑑𝑢
𝑐𝑜𝑠𝑥 𝑑𝑥 = 𝑑𝑣 ⟹ { 𝑠𝑖𝑛𝑥 = 𝑣 integration here when calculating

Applying the formula, we have: ∫ 𝑐𝑜𝑠𝑥 𝑑𝑥. It need to be added just

once at the end

∫ 𝑥. 𝑐𝑜𝑠𝑥 𝑑𝑥 = 𝑥. 𝑠𝑖𝑛𝑥 − ∫ 𝑠𝑖𝑛𝑥

𝑑𝑥

= 𝑥. 𝑠𝑖𝑛𝑥 + 𝑐𝑜𝑠𝑥 + 𝑐

o Find ∫ 𝑥 𝑒 𝑥 𝑑𝑥.
By choosing 𝑥 = 𝑢 and 𝑒 𝑥 𝑑𝑥 = 𝑑𝑣, we 𝑥=𝑢
{ 𝑥 have: 𝑑𝑥 = 𝑑𝑢
𝑒 𝑑𝑥 = 𝑑𝑣 ⟹ { 𝑒 𝑥
=𝑣
 Methods of Integration
Applying the formula, we have:

∫ 𝑥 𝑒 𝑥 𝑑𝑥 = 𝑥 𝑒 𝑥 − ∫
𝑒 𝑥 𝑑𝑥
= 𝑥 𝑒𝑥 − 𝑒𝑥 + 𝑐 = 𝑥−1 +𝑐
𝑒𝑥
o Find ∫ 𝑥 2 𝑙𝑛𝑥 𝑑𝑥.
By choosing 𝑙𝑛𝑥 = 𝑢 and 𝑥 2 𝑑𝑥 = 𝑑𝑣, we have:
𝑑𝑥
𝑙𝑛𝑥 = 𝑢 𝑥 =𝑑 𝑢
{ 2 ⟹{
𝑥 𝑑𝑥 = 𝑑𝑣 𝑥3
3 =𝑣

Applying the formula, we have:

𝑥 3 𝑙𝑛𝑥 𝑥 3 𝑑𝑥 𝑥 3 𝑙𝑛𝑥
∫ 𝑥 2 𝑙𝑛𝑥 𝑑𝑥 = −∫ = − ∫ 𝑥 2
3 3𝑥 1 3 3
𝑥 3𝑙 𝑛 𝑥
𝑑𝑥
𝑥3
= − +𝑐
3 9
 Methods of Integration
• Sometimes it is needed to use this method more than once to reach to the general solution (primitive
function).
o Find ∫ 𝑥 2 𝑒 𝑥 𝑑𝑥.

By choosing 𝑥 2 = 𝑢 and 𝑒 𝑥 𝑑𝑥 = 𝑑𝑣, we have:

𝑥2 = 𝑢 2𝑥. 𝑑𝑥 =
{ 𝑥 ⟹{
𝑒 𝑑𝑥 = 𝑑𝑣 𝑑𝑢𝑒 𝑥
Applying the formula, we have: =𝑣

∫ 𝑥 2 𝑒 𝑥 𝑑𝑥 = 𝑥 2 𝑒 𝑥 − 2 ∫ 𝑥 𝑒 𝑥 𝑑𝑥

Here we need to use the method one more time for ∫ 𝑥 𝑒 𝑥 𝑑𝑥. We know from the last page the answer for this
part is 𝑒 𝑥 𝑥 − 1 + 𝑐, so the final answer is:

𝑥 2 𝑒 𝑥 − 2𝑒 𝑥 𝑥 − 1 + 𝑐
 Initial Conditions in Integral Calculus
• There are many other methods such as integration by partial fractions, integration for trigonometric
functions, integration using series, but they are out of scope of this module.
 How to find the constant of Integration?
• If the primitive function is passing through a point, then we have a single function out of the family
of functions. That point, which should belong to the domain of the function is called initial value or
initial condition.
o Find ∫ 𝑥 2 𝑥 3 − 5 𝑑𝑥, when 𝑦 0 = 2.
Through the substitution method the indefinite integral is:
𝑑(𝑥 3)
∫ 𝑥 2 𝑥 3 − 5 𝑑𝑥 = ∫ 𝑥 3 − 5 1 = ∫ 𝑢 − 5 𝑑𝑢
3 3
1 𝑢2 𝑥 6 5
= − 5𝑢 + 𝑐 = − 𝑥3 + 𝑐
3 2 6 3
As when 𝑥 = 0 then 𝑦 = 2, so 2 = 0 + 𝑐 ⟹ 𝑐 = −2
6
𝑥 5 3
Therefore, the function will be: 𝑦= − 𝑥 −2
6 3
 The Definite Integral
• There is a very important relation between the concept of indefinite integral of the function 𝑓(𝑥)
and the area under the curve of this function over the given interval.
• Imagine we are going to find the area under the curve 𝑦 = 𝑓(𝑥) over the interval [𝑎, 𝑏] (see Figure
2). One way to calculate this area is to divide the area into 𝑛 equal sub-intervals such as
𝑎, 𝑥1 , 𝑥1, 𝑥2 , … , [𝑥 𝑛−1 , 𝑏], (each with the length equal to ∆𝑥) and construct rectangles (see
the
• figure 1). the area under the curve can be estimated as 𝑅 = ∑𝑛𝑖 =1 𝑓 𝑥 ∗ . ∆𝑥 (which is
Obviously,
Riemann Sum) and our approximation of this sum gets better and 𝑖 better if the number of sub-
called a
intervals goes to infinity, which is equivalent
to say ∆𝑥 → 0, in this case the value of the
area approaches to a limit:

𝑆 = lim ∑ 𝑓 𝑥�∗ .
𝑛→
∆𝑥 ∞ 𝑖 = �
1
Adopted from Calculus Early Transcendental James Stewart p367
 The Definite Integral
• We call this sum as a definite integral of y = 𝑓(𝑥) over the interval [𝑎, 𝑏] and it can be shown as
𝑥 𝑛 =𝑏 𝑏
∫ 𝑓 𝑥 𝑑𝑥 or simply ∫ 𝑓 𝑥 𝑑𝑥. Therefore:
𝑥 0 =𝑎 𝑎

𝑏 𝑛

∫ 𝑓 𝑥 𝑑𝑥 = lim ∑ 𝑓 𝑥�∗ .
𝑎 𝑛→
∆𝑥 ∞ 𝑖= �
• In this definition 𝑎 is the lower limit of the definite 1integral and 𝑏 is called the upper limit.
• The definite integral is a number so it is not sensitive to be represented by different variables. i.e.:
𝑏 𝑏
∫ 𝑏𝑓 𝑥 𝑑𝑥 = ∫ 𝑓 𝑧 𝑑𝑧 = ∫ 𝑓 𝜃 𝑑𝜃
𝑎 𝑎 𝑎

• If 𝑓(𝑥) takes both positive and negative values, the

area
under the curve and confined by the x-axis and lines
𝑥 = 𝑎 and 𝑥 = 𝑏 is the sum of areas above the x-axis
minus the sum of areas under the x-axis, i.e.:
𝑏
∫ 𝑓 𝑥 𝑑𝑥 = Positive Areas − Negative Areas
𝑎 Adopted from Calculus Early Transcendental James Stewart p367
 Properties of Definite Integrals
 All of the properties of an indefinite integral can be extended into the definite integral (see slides
5&6), but there are some specific properties for definite integrals such as:
 If 𝑎 = 𝑏, then the area under the curve is zero:
𝑎
∫ 𝑓 𝑥 𝑑𝑥 = 0
𝑎

 If 𝑎 and 𝑏 exchange their position the new definite integral is the negative of the previous integral:
𝑎 𝑏
∫ 𝑓 𝑥 𝑑𝑥 = − ∫ 𝑓 𝑥 𝑑𝑥
𝑏 𝑎
 If 𝑦 = 𝑐 over the interval [𝑎, 𝑏] , then:

Adopted from Calculus Early Transcendental James Stewart p373

𝑏 𝑏
∫ 𝑓 𝑥 𝑑𝑥 = ∫ 𝑐 𝑑𝑥 = 𝑐(𝑏 − 𝑎)
𝑎 𝑎
 Properties of Definite Integrals
 If 𝑓(𝑥) ≥ 0 and it is continuous over the interval [𝑎, 𝑏] and the interval can be divided into sub-
intervals such as 𝑎, 𝑥1 , 𝑥1 , 𝑥2 , …, [𝑥𝑛 −1 , 𝑏], then:
𝑏 𝑥1 𝑏
𝑓𝑥 2 𝑥 𝑑𝑥 +∫ 𝑓 𝑥 𝑑𝑥 + ⋯ + ∫ 𝑓 𝑥 𝑑𝑥 ≥ 0
∫𝑎 𝑓 𝑥 𝑑𝑥 = ∫ 𝑥1 𝑥 𝑛 −1
𝑎

Adopted from https://www.math.hmc.edu/calculus/tutorials/riemann_sums/

 If 𝑓(𝑥) ≥ 𝑔(𝑥) and both are continuous over the interval [𝑎, 𝑏], the n:
𝑏

𝑏
∫ Adopted from http://www.math24.net/properties-of-definite-integral.html
 The Fundamental Theorem of Calculus
• The fundamental theorem of calculus asserts that there
𝑓(𝑥) = 2𝑥
is a specific relation between the area under a curve and
the indefinite integral of that curve.
• Another word, the value of the area under the
continuous curve 𝑦 = 𝑓 𝑥 in the
interval [𝑎, 𝑏] can be calculated directly through the 𝒄
Area= 𝒂+𝒃 =𝟏× 𝟐+𝟔 =𝟖
difference between two boundary values of any primitive 𝟐

function of 𝑓(𝑥); i.e. 𝐹 𝑏 −

𝐹(𝑎).
𝐹 𝑥 = 𝑥2

• Mathematically, we can express this fundamental

𝐹 𝑏 −𝐹 𝑎 =9−1=8
theorem as:
𝑏
∫ 𝑓 𝑥 𝑑𝑥 = 𝐹 𝑏 − 𝐹(𝑎)
𝑎

Where 𝐹(𝑥) is any anti-derivative (primitive) function

of 𝑓(𝑥).
Adopted and altered from http://www.bbc.co.uk/schools/gcsebitesize/maths/algebra/transformationhirev1.shtml
 Some Examples
o Evaluate the integral∫13 2𝑥 𝑑𝑥.
This is a continuous function in its whole domain, so there is no discontinuity in the interval [1,3].
2 𝑥 , so, we have:
One of the anti-derivative function for 𝑓 𝑥 = 2𝑥 is 𝐹 𝑥 𝑙𝑛
= 3 2
6
∫ 2 𝑥 𝑑𝑥 =𝐹 3 −𝐹 1
𝑙𝑛2
=
1
• We often use the following notation for its simplicity:
𝑏
∫ 𝑓 𝑥 𝑑𝑥 = 𝐹(𝑥) 𝑎𝑏 = 𝐹 𝑏 −
𝐹(𝑎)
o Evaluate the area between 𝑓 𝑥𝑎 = 𝑠𝑖𝑛𝑥

2008.pbworks.com/w/page/20301409/Find%20The%20Area
𝜋
and 𝑔 𝑥 = 𝑐𝑜𝑠𝑥 in the interval [0, 2 ].

Adopted from http://maretbccalculus2007-

We know these functions cross each other

%20of%20a%20Region
𝜋
when 𝑥 = 4
(see the graph)
 Some Examples
• We always need to find out which function is on the top and which is at the bottom(in any sub-
𝜋
interval). In this example, in the interval [0, ], the curve of 𝑔 𝑥 = 𝑐𝑜𝑠𝑥 is on the top and 𝑓 𝑥 =
4
𝜋 𝜋
𝑠𝑖𝑛𝑥 is at the bottom but in the second interval [ 4 , 2] , it is vice-versa.
So: 𝜋 𝜋
4 2
𝐴𝑟𝑒𝑎 = ∫ 𝑐𝑜𝑠𝑥 − 𝑠𝑖𝑛𝑥 𝑑𝑥 + ∫ 𝑠𝑖𝑛𝑥 − 𝑐𝑜𝑠𝑥 𝑑𝑥
�
0
�
𝜋 𝜋
2
= 𝑠𝑖𝑛𝑥 + 𝑐𝑜𝑠𝑥 4
0 + −𝑐𝑜𝑠𝑥
4 − 𝑠𝑖𝑛𝑥 𝜋
4
𝜋 𝜋 𝜋
− (𝑠𝑖𝑛0 + 𝑐𝑜𝑠0)
= 𝑠𝑖𝑛𝜋 + 𝑐𝑜𝑠 + −𝑐𝑜𝑠 𝜋 − 𝑠𝑖𝑛 − −𝑐𝑜𝑠 𝜋 − 𝑠𝑖𝑛
4 4 2 2 4 4

=2 2−1
 Improper Integrals
• In definite integral ∫𝑎 𝑏 𝑓 𝑡 𝑑𝑡 if the upper limit replaced with 𝑥 (where 𝑥 varies in the interval [𝑎,
𝑏]) , case the area under the curve
in this
depends only on 𝑥 :
𝑥
∫ 𝑓 𝑡 𝑑𝑡 = 𝐹 𝑥 − 𝐹 𝑎 = 𝑔 𝑥
𝑎

• If 𝑥 varies, so the derivative of 𝑔 𝑥 with respect to 𝑥

is: 𝑥 ′ Adopted from Calculus Early Transcendental James Stewart p380

∫ 𝑓 𝑡 𝑑𝑡 =𝑓 𝑥
𝑎
Why?
• If 𝑎 or 𝑏 goes to infinity, then we are dealing with improper integrals. As infinity is not a number it
cannot be substituted for 𝑥. They must be defined as the limit of a proper definite integral.
𝑏 𝑏 +∞ 𝑏
∫ 𝑓 𝑥 𝑑𝑥 = lim ∫ 𝑓 𝑥 𝑑𝑥 and ∫ 𝑓 𝑥 𝑑𝑥 = lim ∫ 𝑓 𝑥 𝑑𝑥
−∞ 𝑎 →− 𝑎 𝑎 𝑏→+∞ 𝑎
∞
 Improper Integrals
o Find ∫1+∞ 𝑥52 𝑑𝑥.

𝑏 𝑏
+∞ 5 5 −5 −5
∫ 𝑑𝑥 = lim 2
𝑑𝑥 = lim = lim +5 =5
1 𝑥2 ∫ 𝑥 𝑏 →+ 𝑥 1
𝑏 →+ 𝑏
𝑏→+∞ 1
∞ ∞