Topic 4 Integrals

4.1 Areas and Distances

There are axiomatically and concrete ways to define area. In a concrete way, the unit square is defined to have area one and area of other shapes are defined by comparing with the unit square. To compute areas of complicated regions or surfaces, definite integral was developed. The idea is to subdivide a region into thin slices which can be approximately viewed as rectangles and then sum the areas of the rectangles as an approximation of the original region.

Definition 4.1 The area A of the region S that under the graph of a continuous function f on the interval [a,b] is the limit of the area of approximating rectangles: A=limnRn=limnΔxi=1nf(xi), where Δx=ban and xi is a sample point in the subinterval [a+(i1)Δx,a+iΔx].

In the definition, the notation i=1nf(xi), called the sigma notation, means taking the sum of f(xi) for i from 1 to n, i.e. i=1nf(xi)=f(x1)+f(x2)++f(xn).

For a continuous function f, the sample points are often chosen to be the left, the right endpoints and the midpoint of the subintervals [a+(i1)Δx,a+iΔx].

If the sample points are chosen so that f(xi) is the minimum (maximum) value of f on the i-th subinterval, then the sum is called the the lower sum (the upper sum, respectively).

When finding the area of a region using the definition, the following formulas will be useful. i=1ni=n(n+1)2i=1ni2=n(n+1)(2n+1)6i=1ni3=[n(n+1)2]2

Exercise 4.1 Use 3 rectangles to find each of the following types of estimate of the area under the graph of f=sinx from x=0 to x=π.

  1. L3 (sample points are left endpoints)
  2. R3 (sample points are right endpoints)
  3. M3 (sample points are midpoints)

Solution.

Divide the interval [0,π] into three subintervals [0,π3], [π3,2π3], [2π3,π]. Then L3=π3(sin0+sinπ3+sin2π3)=π33. R3=π3(sinπ3+sin2π3+sinπ)=π33. M3=π3(sinπ6+sinπ2+sin5π6)=2π3.

Exercise 4.2 Evaluate the upper and lower sums for f(x)=x2+1 on [1,1] with n=4.

Solution.

Divide the interval [1,1] into four subintervals [1,12], [12,0], [0,12], [12,1]. Because f(x) is decreasing for x<0 and increasing for x>0. Then the lower sum is B4=12(f(12)+f(0)+f(0)+f(12))=94. U3=12(f(1)+f(12)+f(12)+f(1))=134.

Exercise 4.3 A car is speeding up. The speeds of a car recorded every five seconds within a 20 seconds interval are shown in the following table.

Time (s) 0 5 10 15 20
Velocity (m/s) 20 28 32 35 40

Find lower and upper estimates for the distance that the care traveled during these 20 seconds.

Solution.

As the car is speeding up, the lower estimate is given by 5(20+28+32+35)=525 m. The upper estimate is 5(28+32+35+40)=625 m.

Exercise 4.4 Evaluate the sum k=120(2k+1).

Solution.

Using the identity k=1nk=n(n+1)2, we get k=1n(2k+1)=2k=1nk+k=1n1=n(n+1)+n=n(n+2).

Exercise 4.5 Write using sigma notation and evaluate the sum of the terms (k1)2 for k=1,2,,100.

Solution.

The sum is k=1100(k1)2=i=199i2=99(99+1)(299+1)6=328350.

4.2 Definite Integrals

Definition 4.2 (Definition of a Definite Integral) Let f be a function defined for axb. Define Δx=ban and xi=a+iΔx. Let xi be any sample points in the subintervals [xi1,xi]. The function f is called integrable on [a,b] if the limit limni=1nf(xi)Δx exists and given the same value for any choice of samples points.

For a integral function f on [a,b], we denote the above limit as abf(x)dx=limni=1nf(xi)Δx and call it the definite integral of f from a to b.

The symbol , introduced by Leibnize, is called the integral sign. In the integral notation abf(x)dx, the expression f(x) is called the integrand; a and b are called the limits of integration; more precisely, a is called the lower limit and b is called the uppper limits; the symbol dx is the differential which indicates the “direction” of the integration, the procedure of calculating the integral, is along the x-axis.

The sum Rn=i=1nf(xi)Δx is called a Riemann sum.

Theorem 4.1 If the function f is continuous or has finitely many discontinuities on [a,b], then f is integrable on [a,b].

Theorem 4.2 If the function f is integrable on [a,b], then abf(x)dx=limni=1nf(xi)Δx, where Δx=ban and xi=a=iΔx.

Any Riemann sum gives an approximation to an integral. The midpoint approximation as shown below is frequently used. Midpoint Approximation=abf(x)dxi=1nf(xi¯)Δx, where Δx=ba2 and xi¯=a+(i12)Δx are the midpoints.

From the definition of the definite integral, we obtain the following basic properties of definite integrals.

Theorem 4.3 (Basic Properties of the Definite Integral) Let f and g are integrable functions. Then

  1. abf(x)dx=baf(x)dx
  2. aaf(x)dx=0
  3. abcdx=c(ab) for any constant number c.
  4. ab[cf(x)+dg(x)]dx=cbaf(x)dx+dcbaf(x)dx, where c and d are any real numbers.

We also have the comparison properties of the definite integral.

Theorem 4.4 (Comparison Properties of the Definite Integral) If f(x)g(x) for axb, then abf(x)dxabfg(x)dx.

In particular, if f(x)0 on [a,b], then abf(x)dx0.

If mf(x)M on [a,b], then m(ba)abf(x)dxM(ba).

Exercise 4.6 Express the following limits as integrals.

limni=1n(2xi+1)Δx over [0,3].

Solution.

View as , Δx as dx, and 2xi+1 as 2x+1, we get 03(2x+1)dx=limni=1n(2xi+1)Δx

Exercise 4.7 Express the following limits as integrals.

limni=1nsin(xi)cos(xi)Δx over [0,π/2].

Solution.

The sum in the limit can be viewed as a Riemann sum of the function f(x)=sinxcosx. The limit then can be expressed as the integral limni=1nsin(xi)cos(xi)Δx=0π/2sinxcosxdx.

Exercise 4.8 The graph of the function f is shown below. Find the integral 04f(x)dx.

The graph of a function which looks like a cap

Solution.

The integral 04f(x)dx computes the area under the graph. The area may be decomposed into a half disk a trapezoid, and a rectangle from top to bottom. The total area is 12π12+12(2+4)1+14=7+π2

Exercise 4.9 Evaluate the integral using geometry and properties of integral. (Hint: Break down into several integrals of simpler functions.)

01(2x+1x2)dx.

Solution.

The integral may be write as the sum of two integrals 01(2x+1x2)dx=012xdx+011x2)dx.

The region under the curve y=2x is a triangle whose area is 1221=1.

The region under the curve y=1x2 is a quarter of a disk whose area is 12π12=π4.

Then 01(2x+1x2)dx=1+π4.

Exercise 4.10 Evaluate the integral using geometry and properties of integral. (Hint: Break down into several integrals of simpler functions.) 22(4x22|x|)dx.

Solution.

The integral may be write as the sum of two integrals 22(4x22|x|)dx=224x2dx+222|x|dx.

The region under the curve y=4x2 is a half disk whose area is 12π22=2π.

The region under the curve y=|x| consists of two triangles with the same area 1222=2.

Then 22(4x22|x|)dx=2π222=2π8.

Exercise 4.11 Evaluate the integral using the definition

01(3x2+1)dx.

Solution.

Since the function f(x)=3x2+1 is integrable, we may choose the samples points as the right endpoints. By the definition of Riemann sum, we have 01(3x2+1)dx=limn(1ni=1n(3i2n2+1))=limn((3n3i=1ni2)+1)=limn(3n313n(n+1)(n+12))+1=2.

Exercise 4.12 Evaluate the integral using the definition

21(2x3x2)dx.

Solution.

Similar to the previous question, we have 21(2x3x2)dx=limn(1ni=1n(2(2in)3(2in)2))=limn(1ni=1n(8+10in3i2n2))=limn(810n2i=1ni+(3n3i=1ni2))=810limn(n(n+1)2n2)+3limn(n(n+1)(n+12)3n3)=85+1=4.

Exercise 4.13 Use the midpoint rule with the given n=3 to approximate the following integral

π/2π/2cosxdx.

Solution.

By the midpoint rule, the integral is approximately π/2π/2cosxdxπ3(cos(π3)+cos0+cos(π3))=2π3.

Exercise 4.14 Evaluate the limit using a definite integral limn3ni=1n1+3in.

Solution.

Take Δx=3n and xi=a+iΔx=a+3in. If we take a=1, then we get b=4 from Δx=ban=3n. Let f(x)=x. Then limn3ni=1n1+3in=14xdx=143

Exercise 4.15 Find the maximum and minimum of the function f(x)=1x2+1 over [0,2] and estimate the range of the value of the integral

111x2+1dx.

Solution.

Since f(x)=2x(x2+1)2<0 for x>0, the function is decreasing and hence the maximum is f(0)=1 and the minimum is f(2)=15.

By the integral comparison theorem, 25=1115dx111x2+1dx111dx=2

4.3 Fundamental Theorem of Calculus

If f is a continuous function, apply the mean value theorem to the interval [x,x+h] and let h0, we can obtain the following fundamental result in Calculus.

Theorem 4.5 (Fundamental Theorem of Calculus I) Let f be a continuous function on [a,b]. Then the function g(x)=axf(t)dtaxb is continuous on [a,b] and differential be on (a,b) with the derivative g(x)=ddxaxf(t)dt=f(x).

Using the above theorem, to calculate an definite integral, we only need to find an antiderivative.

Theorem 4.6 (Fundamental Theorem of Calculus II) Let f be a continuous function on [a,b]. Then axf(x)dx=F(b)F(a), where F is an antiderivative of f, that is, F(x)=f(x).

Exercise 4.16 Find the derivative of the function f defined by the integral. f(x)=x1(12t343t5)dt.

Solution.

One way is to use properties of integrals and the FTC I. Another way is to use the FTC II. Here, we will use the FTC II.

Let F be a function such that F(t)=12t343t5. Then by the FTC II, f(x)=F(1)F(x). Therefore, f(x)=F(x)=12x3+43x+5.

Exercise 4.17 Find the derivative of the function f defined by the integral. f(x)=x01t2+t+1dt.

Solution.

Let F be a function such that F(t)=1t2+t+1. Then by the FTC II, f(x)=F(0)F(x). Therefore, f(x)=F(x)=1x2+x+1.

Exercise 4.18 Find the derivative of the function f defined by the integral. f(x)=1x2(1+sin(t2))dt.

Solution.

Let F be a function such that F(t)=1+sin(t2). Then by the FTC II, f(x)=F(x2)F(1). Therefore, by the chain rule, f(x)=F(x2)(x2)=2x(1+sin(x4)).

Exercise 4.19 Find the derivative of the function f defined by the integral. f(x)=xx2θcosθdθ.

Solution.

Let F be a function such that F(θ)=θcosθ. Then by the FTC II, f(x)=F(x2)F(x). Therefore, by the chain rule, f(x)=F(x2)(x2)F(x)(x)=2x3cos(x2)12cos(x).

Exercise 4.20 Evaluate the following integral. 12(4x32x+1)dx.

Solution.

We find an antiderivative first and then apply the FTC. (4x32x+1)dx=4x3dx2xdx+1dx=4x3+13+12x1+11+1+x+C=x4x2+x+C. By the FTC, 12(4x32x+1)dx=(x4x2+x)|12=15.

Exercise 4.21 Evaluate the following integral. 0π/2(2x+cosx)dx.

Solution.

We find an antiderivative first and then apply the FTC. (2x+cosx)dx=2xdx+cosxdx=x2+sinx+C By the FTC, 0π/2(2x+cosx)dx=(x2+sinx)|0π/2=π24+1.

Exercise 4.22 Evaluate the following integral. 01(x1)2dx.

Solution.

We find an antiderivative first and then apply the FTC. (x1)2dx=(x22x+1)dx=x33x2+x+C By the FTC, 01(x1)2dx=(x33x2+x)|01=13.

Exercise 4.23 Evaluate the following integral. 14x1xdx.

Solution.

We find an antiderivative first and then apply the FTC. x1xdx=(x12x12)dx=23x322x12+C By the FTC, 14x1xdx=(23x322x12)|14=83.

Exercise 4.24 Evaluate the following integral. 01(x1x+1+1cos2x)dx.

Solution.

We find an antiderivative first and then apply the FTC. (x1x+1+1cos2x)dx=(x1+sec2x)dx=23x32x+tanx+C By the FTC, 01(x1x+1+1cos2x)dx=(23x32x+tanx)|01=tan113.

Exercise 4.25 Evaluate the following integral. 04|1x|dx.

Solution.

Because the integrand involves the absolute value function, we need to rewrite it as a piecewise function without absolute value sign.

Because 1x>0 for 0x<1 and 1x<0 for x>1. Then |1x|={1x0x1x11<x and 04|1x|dx=01(1x)dx+14(x1)dx=(x23x32)|01+(23x32x)|14=13+53=2.

4.4 Indefinite Integrals

By the Fundamental Theorem of Calculus, when calculating a definite integral, we may first find an antiderivative. To be convenient, we use the notation f(x)dx to denote the most general antiderivative of f and call it the indefinite integral of f.

Let F be a differentiable function. The net change F(b)F(a) equals the integral of the rate of change: F(b)F(a)=abF(x)dx

Exercise 4.26 Find the general indefinite integral.

x23dx.

Solution.

x23dx=x23dx=35x53+C.

Exercise 4.27 Find the general indefinite integral.

(t+1)(t2)dt.

Solution.

(t+1)(t2)dt=(t2t2)dt=t33t222t+C.

Exercise 4.28 Find the general indefinite integral.

1+uu3du.

Solution.

1+uu3du=(u13+u1213)du=32u23+67u76+C.

Exercise 4.29 Find the general indefinite integral.

cos2θ+sinθcos2θdθ.

Solution.

cos2θ+sinθcos2θdθ=(1+tanθsecθ)dθ=θ+secθ+C.

Exercise 4.30 The velocity function (in meters per second) for a particle moving along a line is given by v(t)=2t2t3.

  1. Find the displacement of the particle during the time period 0<t<2.
  2. Find the distance traveled during the time period 0<t<2.

Solution.
The displacement is the difference between the positions. Denote by s(t) the position function, then the displacement is s(2)s(0)=02v(t)dt=02(2t2t3)dt=(23t312t23t)|02=163.

Denote by d(t) the distance function, then d(2)d(0)=02|v(t)|dt=02|2t2t3|dt=032(2t2+t+3)dt+322(2t2t3)dt=(23t3+12t2+3t)|032+(23t312t23t)|322=278+1724=4912.

4.5 Substitution Method

From the Fundamental Theorem, we see that differentiation and integration are as inverse process to each other. If we reverse the rule of differentiation, we will get a method to integrate a function.

Theorem 4.7 (The Substitution Rule) If u=g(x) is a differentiable function whose range is an interval I and f is continuous on I, then f(g(x))g(x)dx=f(u)du.

For a definite integral, we also need to substitute limits of integration when applying the substitution rule.

Theorem 4.8 (The Substitution Rule for Definite Integral) If g(x) is continuous on [a,b] and f(x) is continuous on the range of u=g(x), [g(a),g(b)], then abf(g(x))g(x)dx=g(a)g(b)f(u)du.

Applying the chain rule to functions with symmetries will simplify the calculation.

Proposition 4.1 Suppose that f is a continuous function on [a,a].

  1. If f is an odd function, that is f(x)=f(x), then aaf(x)dx=0.
  2. If f is an even function, that is f(x)=f(x), then aaf(x)dx=20af(x)dx.

Exercise 4.31 Evaluate the following integral. xx2+1dx.

Solution.

Let u=x2+1. Then dx=du2x and xx2+1dx=xudu2x=12udu=1223u32+C=13(x2+1)32+C

Note: You may also try the substitution u=x2+1.

Exercise 4.32 Evaluate the following integral. x21x3dx.

Solution.

One way is to let u=1xx.

Here, I would like to show you another way. Let u=1x3. Then u2=1x3 and dx=2udu3x2. Therefore, x21x3dx=x2u2udu3x2=23du=23u+C=231x3+C

Exercise 4.33 Evaluate the following integral. (sinθcos2θ)dθ.

Solution.

Let u=cosθ. Then dθ=dusintheta. Therefore, (sinθcos2θ)dθ=((sinθ)u2)dusinθ=u2du=13u3+C=13cos2θ+C

Exercise 4.34 Evaluate the following integral. sec2ttantdt.

Solution.

Let u=tant. Then dt=dusec2t. Therefore, sec2ttantdt=udu=12u2+C=12tan2t+C

Exercise 4.35 Evaluate the following integral. 2x+13dx.

Solution.

You may simply let u=2x+1.

Here, we let u=2x+13. Then u3=2x+1 and dx=3u2du2. Therefore, 2x+13dx=u3u2du2=32u3du=38u4+C=38(2x+13)4+C

Exercise 4.36 Evaluate the following integral. (3x2)5dt.

Solution.

One way is to use the binomial formula the expand the integrand and then integrate.

Here we use a substitution to make the calculation easier.

Let u=3x2. Then dx=du3. Therefore, (3x2)5dt=u5du3=13u5du=118u6+C=118(3x2)6+C

Exercise 4.37 Evaluate the following integral. 14sin(x)xdx.

Solution.

Let u=x. Then dx=2xdu and sin(x)xdx=2sin(u)du. Therefore, 14sin(x)xdx=u(1)u(4)2sinudu=212sinudu=2cosu|12=2(cos2cos1).

Note: To avoid the mistake of forgetting substitute the integral limits, it will be better to find the indefinite integral first.

Exercise 4.38 Evaluate the following integral. 12cos(π/x2)x3dx.

Solution.

Let u=πx2. Then dx=x32πdu and cos(π/x2)x3dx=cosu2πdu. Therefore, 12cos(π/x2)x3dx=u(1)u(2)cosu2πdu=12πππ/4cosudu=12πsinu|ππ/4=24π.

Exercise 4.39 Evaluate the following integral. 0π/4sin(2θ)cos(2θ)dθ.

Solution.

There are different ways to find this integral.

One way is to let u=sin(2θ). Then du=2cos(2θ)dθ and sin(2θ)cos(2θ)dθ=12udu Therefore, 0π/4sin(2θ)cos(2θ)dθ=u(0)u(π/4)12udu=1201udu=14u2|01=14.

Exercise 4.40 Evaluate the following integral. 22(x3+xsec2x)dx.

Solution.

Note that the function f(x)=x3+xsec2x is an odd function, that is f(x)=f(x). If we let u=x,then dx=du and
22(x3+xsec2x)dx=22((u)3+(u)sec2(u))du=22(u3+usec2u)du=22(x3+xsec2x)dx Add to both sides the definite integral, we get 222(x3+xsec2x)dx=0. Therefore, 22(x3+xsec2x)dx=0.