Chapter 7: Definite integrals

Nguyen Thu Huong

School of Applied Mathematics and Informatics

Hanoi University of Science and Technology

December 23, 2022

Content

7.1 Problems
7.2 Definition. Properties
Integrability criteria
Properties
7.3 The fundamental theorem of Calculus
The fundamental theorem of Calculus
Newton-Leibniz formula
7.4 Substitution rule and integration by parts
Substitution rule
Integration by parts
Content

7.1 Problems
7.2 Definition. Properties
Integrability criteria
Properties
7.3 The fundamental theorem of Calculus
The fundamental theorem of Calculus
Newton-Leibniz formula
7.4 Substitution rule and integration by parts
Substitution rule
Integration by parts
The area problem

Figure: S = {(x, y ) a ≤ x ≤ b, 0 ≤ y ≤ f (x)}.

Problem: Find the area of the region S under the curve y = f (x)
from a to b, (f (x) ≥ 0).
A partition of [a, b]: a ≡ x0 < x1 < . . . < xn ≡ b, ∆xi = xi − xi−1 .
Pn
S = S1 + S2 + . . . + Sn = Si .
i=1
Pick a sample point xi∗ ∈ [xi−1 , xi ], 1 ≤ i ≤ n; Si ≈ f (xi∗ )∆xi .
Pick a sample point xi∗ ∈ [xi−1 , xi ], 1 ≤ i ≤ n; Si ≈ f (xi∗ )∆xi .
n
f (xi∗ )∆xi .
P
S≈
i=1
Pick a sample point xi∗ ∈ [xi−1 , xi ], 1 ≤ i ≤ n; Si ≈ f (xi∗ )∆xi .
n
f (xi∗ )∆xi .
P
S≈
i=1
n
f (xi∗ )∆xi if the limit exists, λ = max ∆xi .
P
S := n→∞
lim
1≤i≤n
λ→0 i=1
The distance problem

Problem: Find the distance traveled by an object during a time

period a ≤ t ≤ b, given the velocity v = v (t).
The distance problem

Problem: Find the distance traveled by an object during a time

period a ≤ t ≤ b, given the velocity v = v (t).
Easy situations
1 v (t) = v0 = constant ⇒ s = v0 (b − a).
The distance problem

Problem: Find the distance traveled by an object during a time

period a ≤ t ≤ b, given the velocity v = v (t).
Easy situations
1 v (t) = v0 = constant ⇒ s = v0 (b − a).

2
Time (s) 0 5 10 15 20 25
Velocity (m/s) 10 12 15 18 14 14
The distance problem

Problem: Find the distance traveled by an object during a time

period a ≤ t ≤ b, given the velocity v = v (t).
Easy situations
1 v (t) = v0 = constant ⇒ s = v0 (b − a).

2
Time (s) 0 5 10 15 20 25
Velocity (m/s) 10 12 15 18 14 14
The distance traveled is

s ≈ (10×5)+(12×5)+(15×5)+(18×5)+(14×5)+(14×5).
Divide [a, b] into subintervals a ≡ t0 < t1 < . . . < tn ≡ b,
∆ti = ti − ti−1 .
Divide [a, b] into subintervals a ≡ t0 < t1 < . . . < tn ≡ b,
∆ti = ti − ti−1 .
Pick a sample time ti∗ ∈ [ti−1 , ti ].
Divide [a, b] into subintervals a ≡ t0 < t1 < . . . < tn ≡ b,
∆ti = ti − ti−1 .
Pick a sample time ti∗ ∈ [ti−1 , ti ].
n
v (ti∗ ).∆ti .
P
The approximate distance is
i=1
Divide [a, b] into subintervals a ≡ t0 < t1 < . . . < tn ≡ b,
∆ti = ti − ti−1 .
Pick a sample time ti∗ ∈ [ti−1 , ti ].
n
v (ti∗ ).∆ti .
P
The approximate distance is
i=1
The distance traveled is
n
X
s = n→∞
lim v (ti∗ )∆ti , λ = max ∆ti ,
1≤i≤n
λ→0 i=1

if the limit exists.

Content

7.1 Problems
7.2 Definition. Properties
Integrability criteria
Properties
7.3 The fundamental theorem of Calculus
The fundamental theorem of Calculus
Newton-Leibniz formula
7.4 Substitution rule and integration by parts
Substitution rule
Integration by parts
Definition
n
f (xi∗ )∆xi = I exists, then I is called the definite integral
P
If n→∞
lim
λ→0 i=1
of f (x) on [a, b].
Z b
Notation I = f (x)dx.
a
Definition
n
f (xi∗ )∆xi = I exists, then I is called the definite integral
P
If n→∞
lim
λ→0 i=1
of f (x) on [a, b].
Z b
Notation I = f (x)dx.
a
f (x): integrand, a: lower limit, b: upper limit.
f (x) is said to be integrable on [a, b].
Definition
n
f (xi∗ )∆xi = I exists, then I is called the definite integral
P
If n→∞
lim
λ→0 i=1
of f (x) on [a, b].
Z b
Notation I = f (x)dx.
a
f (x): integrand, a: lower limit, b: upper limit.
f (x) is said to be integrable on [a, b].

The area of the region under the graph of f (x) ≥ 0 from a to b is

Rb
S = a f (x)dx.
Theorem
If f (x) is integrable on [a, b], then f (x) is bounded.
Theorem
If f (x) is integrable on [a, b], then f (x) is bounded.

Theorem
If f (x) is continuous on [a, b], then it is integrable on that interval.
Theorem
If f (x) is integrable on [a, b], then f (x) is bounded.

Theorem
If f (x) is continuous on [a, b], then it is integrable on that interval.

Theorem
If f (x) is bounded on [a, b], and has finitely many jump
discontinuities then it is integrable on that interval.
Theorem
If f (x) is integrable on [a, b], then f (x) is bounded.

Theorem
If f (x) is continuous on [a, b], then it is integrable on that interval.

Theorem
If f (x) is bounded on [a, b], and has finitely many jump
discontinuities then it is integrable on that interval.

Example
(
−1, if − 1 ≤ x ≤ 0,
f (x) = is integrable on [−1, 1].
1, if 0 < x ≤ 1,
Let f (x), g (x) be two integrable functions on [a, b].
Z a Z b
1 f (x)dx = − f (x)dx.
b a
Let f (x), g (x) be two integrable functions on [a, b].
Z a Z b
1 f (x)dx = − f (x)dx.
b a
2 Linearity: for constants A, B
Z b Z b Z b
(Af (x) + Bg (x))dx = A f (x)dx + B g (x)dx.
a a a
Let f (x), g (x) be two integrable functions on [a, b].
Z a Z b
1 f (x)dx = − f (x)dx.
b a
2 Linearity: for constants A, B
Z b Z b Z b
(Af (x) + Bg (x))dx = A f (x)dx + B g (x)dx.
a a a

3 Let c ∈ (a, b),

Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx.
a a c
Let f (x), g (x) be two integrable functions on [a, b].
Z a Z b
1 f (x)dx = − f (x)dx.
b a
2 Linearity: for constants A, B
Z b Z b Z b
(Af (x) + Bg (x))dx = A f (x)dx + B g (x)dx.
a a a

3 Let c ∈ (a, b),

Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx.
a a c

4 If f (x) ≥ 0 for x ∈ [a, b], then

Z b
f (x)dx ≥ 0.
a
Order preserving

Corollary
If f (x) ≤ g (x) for x ∈ [a, b], then
Z b Z b
f (x)dx ≤ g (x)dx.
a a
Order preserving

Corollary
If f (x) ≤ g (x) for x ∈ [a, b], then
Z b Z b
f (x)dx ≤ g (x)dx.
a a

In particular,
Z b Z b
f (x)dx ≤ |f (x)|dx.
a a
Order preserving

Corollary
If f (x) ≤ g (x) for x ∈ [a, b], then
Z b Z b
f (x)dx ≤ g (x)dx.
a a

In particular,
Z b Z b
f (x)dx ≤ |f (x)|dx.
a a

Without evaluating the integrals, we know

Z π Z π
2 2
4
0≤ sin xdx ≤ sin3 xdx ≤ 1.
0 0
Theorem (Mean value theorem)
If m ≤ f (x) ≤ M on [a, b], then
Z b
m(b − a) ≤ f (x)dx ≤ M(b − a).
a
Theorem (Mean value theorem)
If m ≤ f (x) ≤ M on [a, b], then
Z b
m(b − a) ≤ f (x)dx ≤ M(b − a).
a

There exists µ ∈ [m, M] such that

Z b
f (x)dx = µ(b − a).
a
Theorem (Mean value theorem)
If m ≤ f (x) ≤ M on [a, b], then
Z b
m(b − a) ≤ f (x)dx ≤ M(b − a).
a

There exists µ ∈ [m, M] such that

Z b
f (x)dx = µ(b − a).
a

Moreover, if f (x) is continuous on [a, b] then there exists c ∈ [a, b]

such that Z b
1
f (c) = f (x)dx.
b−a a
Content

7.1 Problems
7.2 Definition. Properties
Integrability criteria
Properties
7.3 The fundamental theorem of Calculus
The fundamental theorem of Calculus
Newton-Leibniz formula
7.4 Substitution rule and integration by parts
Substitution rule
Integration by parts
Theorem
If f (x) is continuous on [a, b], then
Z x
F (x) = f (t)dt, a ≤ x ≤ b,
a
Theorem
If f (x) is continuous on [a, b], then
Z x
F (x) = f (t)dt, a ≤ x ≤ b,
a

is well-defined on (a, b).

Theorem
If f (x) is continuous on [a, b], then
Z x
F (x) = f (t)dt, a ≤ x ≤ b,
a

is well-defined on (a, b). Moreover,

Z x 0
f (t)dt = F 0 (x) = f (x).
a
Theorem
If f (x) is continuous on [a, b], then
Z x
F (x) = f (t)dt, a ≤ x ≤ b,
a

is well-defined on (a, b). Moreover,

Z x 0
f (t)dt = F 0 (x) = f (x).
a
Theorem (Newton-Leibniz formula)
If f (x) is continuous on [a, b] and F (x) is an antiderivative of
f (x), then
Z b b
f (x)dx = F (x) = F (b) − F (a).
a a
Theorem (Newton-Leibniz formula)
If f (x) is continuous on [a, b] and F (x) is an antiderivative of
f (x), then
Z b b
f (x)dx = F (x) = F (b) − F (a).
a a

Proof.
Rx
Set G (x) = a f (t)dt,
Theorem (Newton-Leibniz formula)
If f (x) is continuous on [a, b] and F (x) is an antiderivative of
f (x), then
Z b b
f (x)dx = F (x) = F (b) − F (a).
a a

Proof.
Rx
Set G (x) = a f (t)dt, then G (x) is an antiderivative of f (x),
hence G (x) − F (x) = C .
Theorem (Newton-Leibniz formula)
If f (x) is continuous on [a, b] and F (x) is an antiderivative of
f (x), then
Z b b
f (x)dx = F (x) = F (b) − F (a).
a a

Proof.
Rx
Set G (x) = a f (t)dt, then G (x) is an antiderivative of f (x),
hence G (x) − F (x) = C .
Therefore,
Z b
f (x)dx = G (b)−G (a) = (F (b)+C )−(F (a)+C ) = F (b)−F (a).
a
Example
Find the derivative of the given function.
Z 1
1 F (x) = t 2 sin tdt.
x
Z x4
2 F (x) = arctan tdt.
0
Example
Find the derivative of the given function.
Z 1
1 F (x) = t 2 sin tdt.
x
Z x4
2 F (x) = arctan tdt.
0

Example
R sin x
0 t 2 sin tdt
Compute the limit lim
x→0 x4
Example
Find the derivative of the given function.
Z 1
1 F (x) = t 2 sin tdt.
x
Z x4
2 F (x) = arctan tdt.
0

Example
R sin x
0 t 2 sin tdt
Compute the limit lim
x→0 x4

Corollary
Let α(x), β(x), f (x) be continuous on [a, b]. Then
d R β(x) 
f (t)dt = f (β(x))β 0 (x) − f (α(x))α0 (x).
dx α(x)
Example
Express the following limits in terms of definite integrals
1 q q 
1 lim 1 + 1 + n1 + . . . + 1 + n−1 n
n→∞ n
n
1 P k 3
2 lim 3 .
n→∞ n k=1 n + 2k
Content

7.1 Problems
7.2 Definition. Properties
Integrability criteria
Properties
7.3 The fundamental theorem of Calculus
The fundamental theorem of Calculus
Newton-Leibniz formula
7.4 Substitution rule and integration by parts
Substitution rule
Integration by parts
Theorem
If u = g (x) : [a, b] → [g (a), g (b)] is continuously differentiable on
[a, b], f is continuous on [g (a), g (b)], then
Z b Z g (b)
0
f (g (x))g (x)dx = f (u)du.
a g (a)
Theorem
If u = g (x) : [a, b] → [g (a), g (b)] is continuously differentiable on
[a, b], f is continuous on [g (a), g (b)], then
Z b Z g (b)
0
f (g (x))g (x)dx = f (u)du.
a g (a)

Theorem
If x = x(t) : [α, β] → [a, b] is continuously differentiable on [a, b],
f is continuous on [a, b], then
Z b Z β
f (x)dx = f (x(t))x 0 (t)dt.
a α
Example
Evaluate the integrals
Z 1
1 e x cos5 (e x )dx
0
Z e
dx
2
2
1 x(ln x + 3 ln x + 2)
Z 2/√3
x2
3 dx
(x 2 + 4)2
Z0 π
4 sin3 x cos2 xdx.
0
Integrals of symmetric functions

Example
1 If f (x) is an even function on [−l, l], then
Z l Z l
f (x)dx = 2 f (x)dx.
−l 0

2 If f (x) is an odd function on [−l, l], then

Z l
f (x)dx = 0.
−l
Theorem
Let u(x), v (x) be continuously differentiable on [a, b]. We have
Z b b
Z b
udv = uv − vdu.
a a a
Theorem
Let u(x), v (x) be continuously differentiable on [a, b]. We have
Z b b
Z b
udv = uv − vdu.
a a a

Example
Evaluate the integrals
Z 1
1 x arctan xdx
0
Z 1
2 arccos2 xdx.
0
Theorem
Let u(x), v (x) be continuously differentiable on [a, b]. We have
Z b b
Z b
udv = uv − vdu.
a a a

Example
Evaluate the integrals
Z 1
1 x arctan xdx
0
Z 1
2 arccos2 xdx.
0

HW: Exercises 62, 63, 64 (page 7).