Calculus: Integration

The calculus was the first achievement of modern mathematics and it is

difficult to overestimate its importance. I think it defines more
unequivocally than anything else the inception of modern mathematics;
and the system of mathematical analysis, which is its logical
development, still constitutes the greatest technical advance in exact
thinking.

John von Neumann

Chandra Park
Calculus
[email protected]
1 Areas and Distances
1.1 Example 1
Use rectangles to estimate the area under the parabola y = x2 from 0 to 1
Area of S must be somewhere between 0 and 1 because it is contained in a square with side length 1.

Suppose we divide S into four strips S1 , S2 , S3 , and S4

We can approximate each strip by a rectangle that has the same base as the strip.

Height
 1  of1 these
  rectangles arethe value of the function f (x) = x2 at the right end-points of the subinterval
1 1 3
0, 4 , 4 , 2 , 2 , 4 , and 43 , 1


If we let R4 be the sum of the areas of these approximating rectangles,

 2  2  2
1 1 1 1 1 3 1 15
R4 = · + · + · + · 12 = = 0.46875
4 4 4 2 4 4 4 32

A < 0.46875
Instead of using rectangles in Figure 4(b) we could use the smaller rectangles whose height are the values
of f at the left endpoints of the subintervals.

 2  2  2
1 1 1 1 1 1 3 7
L4 = · 02 + · + · + · = = 0.21875
4 4 4 4 2 4 4 32
We can see that the area of S is larger than L4 , so we have lower and upper estimates for A:

0.21875 < A < 0.46877

By computing the sum of the areas of the smaller rectangles (L8 ) and the sum of the areas of the larger
rectangles (R8 ), a better estimate is obtained:

0.2734375 < A < 0.3984375

1
Rn is approaching 3 as n increases.

1.2 Example 2
1
Show that the sum of the areas of the upper approximated rectangles approaches 3

1
lim Rn =
3 n→∞

 2  2  2
1 1 1 2 1 3 1  n 2
Rn = + + + ··· +
n n n n n n n n
1 1 2
= · (1 + 22 + 32 + · · · + n2 )
n n2
1
= 3 (12 + 22 + 32 + · · · + n2 )
n
n(n + 1)(2n + 1)
1 2 + 2 2 + 3 2 + · · · + n2 =
6
1 n(n + 1)(2n + 1) (n + 1)(2n + 1)
Rn = 3
· =
n 6 6n2
Thus

(n + 1)(2n + 1)
lim Rn = lim 2
 6n  
n→∞ n→∞

1 n+1 2n + 1
= lim
n→∞ 6 n n
   (1)
1 1 1
= lim 1+ 2+
n→∞ 6 n n
1 1
= ·1·2=
6 3

** Sequences and their limits will be studied in detail in Section 11.1.

It can be shown that the lower approximating sums also approach 13
1
lim Ln =
3
n→∞

As n increases, both Ln and Rn become better and better approximations to the area of S.

1
A = lim Rn = lim Ln =
n→∞ 3
n→∞

The width of the interval [a, b] is b − a, so the width of each n strip is

b−a
∆x =
n
These strips divide the interval [a, b] into n subintervals

[x0 , x1 ], [x1 , x2 ], [x2 , x3 ], . . . , [xn−1 , xn ]

where x0 = a and xn = b. The right endpoints of the subintervals are

x1 = a + ∆x
x2 = a + 2∆x
x3 = a + 3∆x
..
.
Let’s approximate the ith strip Si by a rectangle with width ∆x and height f (xi ), which is the value of
f at the right endpoint. Then the area of the ith rectangle is f (xi )∆x. What we think of intuitively as
the area of S is approximated by the sum of the area of these rectangles, which is

Rn = f (x1 )∆x + f (x2 )∆x + · · · + f (xn )∆x

Definition: The area of the region S that lies under the graph of the continuous function f is the limit of
the sum of the areas of approximating rectangles:

A = lim Ln = lim [f (x1 )∆x + f (x2 )∆x + · · · + f (xn )∆x]

n→∞ n→∞

**same with left endpoints

It can be proved that this limit always exists, since we are assuming that f is continuous.

Instead of using left or right endpoints, it is possible to take the height of the ith rectangle to the value
of f at any number x∗i in the ith subinterval [xi−1 , xi ].
sample points: x∗1 , x∗2 , . . . , x∗n

A more general expression for the area of S is

A = lim [f (x∗1 )∆x + f (x∗2 )∆x + · · · + f (x∗n )∆x]

n→∞

n
X
A = lim f (x∗i )∆x
n→∞
i=1

A is the unique number that is smaller than all the upper sums and bigger than all the lower sums.

We form lower (and upper) sums by choosing the sample points x∗i so that f (x∗i ) is the minimum (and
maximum) value of f on the ith subinterval.

1.3 Example 3
Let A be the area of the region that lies under the graph of f (x) = e−x between x = 0 and x = 2.
(a) Using right endpoints, find an expression for A as a limit. Do not evaluate the limit.
(b) Estimate the area by taking the sample points to be midpoints and using four subintervals and then
ten subintervals.

(a) Since a = 0 and b = 2, the width of a subinterval is

2−0 2
∆x = =
n n

Rn = f (x1 )∆x + f (x2 )∆x + · · · + f (xn )∆x

= e−x1 ∆x + e−x2 ∆x + · · · + e−xn ∆x+
      (2)
−2/n 2 −4/n 2 −2n/n 2
=e +e + ··· + e
n n n

2 The Definite Integral

3 The Fundamental Theorem of Calculus
4 Indefinite Integrals and the Net Change Theorem
5 The Substitution Rule