MA1102R CALCULUS

Lesson 15
Wang Fei

matwf@nus.edu.sg

Department of Mathematics
Office: S14-02-09
Tel: 6516-2937

Chapter 5: Integrals 2
Definite Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
Geometric Meaning . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
Properties. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
Fundamental Thm (I) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
Fundamental Thm (II). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
Indefinite Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
Substitution Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27

1
Chapter 5: Integrals 2 / 31

Example
Pn  2i 10 2
• Express lim 5+ as a definite integral.
n→∞ i=1 n n
Z b n
P
◦ f (x) dx = lim f (x∗i )∆x.
a n→∞ i=1
2 b−a
◦ Suppose = ∆x = .
n n
• We may choose a = 0 and b = 2.
2i
Then xi = a + i · ∆x = .
n
 2i 10 2i

◦ Suppose 5 + = f (x∗i ) = f (xi ) = f .
n n
10
• Take f (x) = (5 + x) .
n 2
Z 2
2i 10
(5 + x)10 dx.
P
◦ Then lim 5+ =
n→∞ i=1 n n 0

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Geometric Meaning of Integration

• Let f be a continuous function on [a, b].
Z b
◦ If f (x) ≥ 0 for all x, then f (x) dx presents the area between the graph of y = f (x) and
a
the x-axis.
y

y = f (x)

Z b
A= f (x) dx
a

O a b x

Z 1 √ π
◦ For example, 1 − x2 dx = .
0 4
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2
Geometric Meaning of Integration
• Let f be a continuous function on [a, b].
How about if f (x) < 0 for some x?
y
y = f (x)

A−
a

O b x

A+

◦ A+ : the area below y = f (x) and above the x-axis.

◦ A− : the area above y = f (x) and below the x-axis.
Z b
• f (x) dx = A+ − A− , the net area.
a
• In order to find the area bounded between y = f (x) and the x-axis, we shall evaluate
Z b
|f (x)| dx instead.
a

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Lower Limit ≥ Upper Limit

Z b
• We have defined f (x) dx for continuous function f on interval [a, b], (a < b). How about if
a
a ≥ b?
◦ If a > b, consider the Riemann sum:
n
f (x∗i ) b−a
P
•
n
, (xi ≤ x∗i ≤ xi−1 ).
i=1
n n
f (x∗i ) b−a f (x∗i ) a−b
P P
•
n
=− n
.
i=1 i=1
n n
f (x∗i ) b−a f (x∗i ) a−b
P P
lim
•
n
= − lim n
.
n→∞ i=1 n→∞ i=1
Z b Z a
∴ f (x) dx = − f (x) dx.
a b
Z a
◦ If a = b, then f (x) dx = 0.
a

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3
Properties of Definite Integral
Z b
• c dx = (b − a)c.
a
y
c

A = (b − a)c

O a b x

• Let f be a continuous function, and c be a constant.

Z b Z b
cf (x) dx = c f (x) dx
a a
n
P n
P
◦ cf (x∗i )∆x = c f (x∗i )∆x.
i=1 i=1
n
P n
P
◦ lim cf (x∗i )∆x = c lim f (x∗i )∆x.
n→∞ i=1 n→∞ i=1

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Properties of Definite Integral

• Let f and g be continuous functions.
Z b Z b Z b
(f (x) + g(x)) dx = f (x) dx + g(x) dx
a a a
n
P Pn Pn
◦ (f (x∗i ) + g(x∗i ))∆x = f (x∗i )∆x + g(x∗i )∆x.
i=1 n i=1 i=1
P
◦ lim (f (xi ) + g(xi ))∆x
∗ ∗
n→∞ i=1
Pn P n
= lim f (x∗i )∆x + lim g(x∗i )∆x.
n→∞ i=1 n→∞ i=1
Z b Z b
(f (x) − g(x)) dx = [f (x) + (−g(x))] dx
a a
Z b Z b
= f (x) dx + (−g(x)) dx
a a
Z b Z b
= f (x) dx − g(x) dx.
a a

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4
Properties of Definite Integral
• Let f be a continuous function.
Z c Z b Z b
◦ f (x) dx + f (x) dx = f (x) dx
a c a

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

• The identity still holds if a ≥ c or b ≥ c. (Exercise)

9 / 31

Properties of Definite Integral

• Let f be a continuous function on [a, b], (a < b).
Z b
Suppose f (x) ≥ 0 on [a, b]. Then f (x) dx ≥ 0.
a

y
y = f (x)

Z b
f (x) dx ≥ 0
a

O a x
b

n
P
◦ Riemann sum: Sn = f (x∗i )∆x ≥ 0.
i=1
Z b
◦ f (x) dx = lim Sn ≥ 0.
a n→∞

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5
Properties of Definite Integral
• Let f and g be continuous and f (x) ≥ g(x) on [a, b].
Z b Z b
Then f (x) dx ≥ g(x) dx.
a a

◦ f (x) ≥ g(x) on [a, b]

⇒ f (x) − g(x) ≥ 0 on [a, b]
Z b
⇒ [f (x) − g(x)] dx ≥ 0
a
Z b Z b
⇒ f (x) dx − g(x) dx ≥ 0
a
Z b a
Z b
⇒ f (x) dx ≥ g(x) dx.
a a
◦ We may directly use the Riemann sum:
n
P n
P
f (x∗i )∆x ≥ g(x∗i )∆x. Then take limits.
i=1 i=1

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Properties of Definite Integral

• Let f be continuous and m ≤ f (x) ≤ M on [a, b].
Z b Z b
◦ f (x) dx ≥ m dx = m(b − a).
Za b Za b
◦ f (x) dx ≤ M dx = M(b − a).
a a

y
M

O a b x

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6
Examples
1 1
1
Z Z
2
• Evaluate (4 + 3x ) dx. Recall that x2 dx = .
0 0 3
Z 1 Z 1 Z 1
◦ (4 + 3x2 ) dx = 4 dx + 3 x2 dx
0 0 0
1
= 4(1 − 0) + 3 · = 5.
3
Z 1
5
• Show that ≤ cos x dx ≤ 1.
6 0
x x2
◦ cos x = 1 − 2 sin2 ⇒1− ≤ cos x ≤ 1.
Z 1 2 2 Z
2 1 1
x
Z
◦ (1 − ) dx ≤ cos x dx ≤ dx = 1.
0 2 0 0
Z 1 Z 1
x2 1 1 2 5
Z
• (1 − ) dx = dx − x dx = .
0 2 0 2 0 6
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The Fundamental Theorem of Calculus, Part I

• Let f be a continuous function.
y

O a u v x
a+h

◦ f attains the max M and min m on [a, a + h], (h > 0)

Z a+h
• Then m · h ≤ f (x) dx ≤ M · h.
a
R a+h
a
f (x) dx
f (v) = m ≤ ≤ M = f (u)
h
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The Fundamental Theorem of Calculus, Part I
• Let f be a continuous function.
◦ f attains the max M and min m on [a, a + h], (h > 0)
Z a+h
• Then m · h ≤ f (x) dx ≤ M · h.
a
R a+h
a
f (x) dx
f (v) = m ≤ ≤ M = f (u)
h
◦ Let h → 0+ . Then u → a+ and v → a+ .
R a+h
u → a+ ⇒ f (u) → f (a) f (x) dx
+ ⇒ a → f (a)
v → a ⇒ f (v) → f (a) h
R a+h
f (x) dx
◦ Similarly, if h → 0 , then a
−
→ f (a).
h
R a+h
f (x) dx
• Therefore, lim a = f (a).
h→0 h
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The Fundamental Theorem of Calculus, Part I

Z x
• Let g(x) = f (t) dt.
a
′ g(x + h) − g(x)
g (x) = lim
h→0 h
R x+h Rx
a
f (t) dt − a f (t) dt
= lim
h→0 h
R x+h
f (t) dt
= lim x = f (x).
h→0 h
• Theorem. (Fundamental Theorem of Calculus, Part I)
Let f be a continuous function on [a, b].
Z x
◦ Define g(x) = f (t) dt, (a ≤ x ≤ b). Then
a
• g is continuous on [a, b], (Exercise)
• g is differentiable on (a, b), and g ′(x) = f (x).

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8
Remarks and Examples
• By Leibniz notation, the theorem can be written as
x
d
Z
◦ f (t) dt = f (x).
dx a
Rx d
a dx
f (t) g(x) f (x)

• Examples.
Z x√ √
d
◦ 1 + t2 dt = 1 + x2 ,
dx Z0
x
d
◦ sin(πt2 ) dt = sin(πx2 ),
dx Z0
x
d
◦ sin(cos(sin t)) dt = sin(cos(sin x)).
dx 0
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Remarks and Examples

Z x4
d
• Find sec t dt. Let u = x4 .
dx 1
Z x4 Z u Z u
d d du d
sec t dt = sec t dt = · sec t dt
dx 1 dx 1 dx du 1
= 4x3 · sec u = 4x3 sec(x4 ).
R x t2
0
√
a+3t
dt
• Find the value of a such that lim = 1.
x→0 x − sin x
R x t2 d
R x t2
0
√
a+3t
dt ( √a+3t
dx 0
dt)
1 = lim = lim d
x→0 x − sin x x→0 (x − sin x)
dx
2
√x
a+3x 1 x2
= lim = lim √ · lim
1 − cos x x→0
x→0 a + 3x x→0 1 − cos x
1 2x 2
= √ · lim = √ ⇒ a = 4.
a x→0 sin x a
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The Fundamental Theorem of Calculus, Part II
Z x
• Let f be continuous on [a, b] and g(x) = f (t) dt.
a
◦ By F.T.C.(I), g is continuous on [a, b] and g ′ = f .
◦ If we can find a continuous function F with F ′ = f ,
• then F + C = g for a constant C .
◦ In particular, Z a
F (a) + C = g(a) = f (t) dt = 0,
Za b
F (b) + C = g(b) = f (t) dt.
a
Z b  Z b
∴ F (b) − F (a) = f (t) dt − c − (−c) = f (t) dt.
a a
◦ This formula gives a shortcut to evaluate the definite integral without using Riemann sum.

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The Fundamental Theorem of Calculus

• Theorem. (Fundamental Theorem of Calculus, Part II).
Let f be a continuous function on [a, b].
◦ If F is continuous on [a, b], and F ′ = f on (a, b),
Z b x=b
◦ then f (x) dx = F (b) − F (a) = F (x) .

a x=a

f is the derivative of F
f (x) F (x)
F is an antiderivative of f
Z π/2
• Example. We are now ready to evaluate cos x dx.
0
◦ Do we have a function F such that F ′ (x) = cos x?
• Use F (x) = sin x.
π/2
π
Z x=π/2
cos x dx = sin x = sin − sin 0 = 1.

•
0 x=0 2
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10
The Fundamental Theorem of Calculus
• Theorem. (Fundamental Theorem of Calculus)
Let f be a continuous function on [a, b]. Then
Z x
d
◦ f (t) dt = f (x).
dx a
If F ′ is continuous on [a, b], then
Z x
d
◦ F (t) dt = F (x) − F (a).
a dt
Rx d
a dx
f (t) F (x) f (x)

d
Rx
dt a
F (t) f (t) F (x) − F (a)

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Indefinite Integral
• Fundamental Theorem of Calculus (II) shows that
◦ Evaluating definite integral may be reduced to finding antiderivative.
• An antiderivative of a continuous function f is
◦ a continuous function F such that F ′ = f .
Z
We introduce the notation f (x) dx for such F ,

◦ it is also called an indefinite integral of f .

d
Z
• By definition, f (x) dx = f (x).
dx
◦ Fundamental Theorem of Calculus (II) now becomes
Z b Z x=b
f (x) dx = f (x) dx  .

a x=a

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Indefinite Integral
• What are the antiderivatives (indefinite integrals) of f ?

Let F be an antiderivative of f . Then F ′ = f .

◦ If G is also an antiderivative of f , i.e., G′ = f ,
• then G = F + c for a constant c.
◦ If c is a constant, then (F + c)′ = F ′ + c′ = f ,
• then F + c is an antiderivative of f .
∴ the antiderivatives of f are precisely all the functions of the form F + c, where c is a constant.
So we also regard the indefinite integral
Z
f (x) dx = F (x) + c

as the entire family of the antiderivatives.

23 / 31

Examples
Z 1
x4 x=1 1 16 −15
• x3 dx =  = − = .
−2 4 x=−2 4 4 4
Z 3
1 x−1 x=3 1 4
• 2
dx = = − − 1 = − . WRONG!
−1 x −1 x=−1 3 3

1 1
Let f (x) = − 2 , (x 6= 0). An antiderivative is − .
x x
◦ The general
( form of antiderivatives is given by
−1/x + c1 , if x < 0,
f (x) =
−1/x + c2 , if x > 0.
where c1 , c2 are constant, and they may not be equal.
Z b
1
◦ The definite integral 2
dx is defined if and only if a and b are both positive or both negative.
a x
1 1
Z
• For convenience, we still write
2
dx = − + c.
x x
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12
Properties of Indefinite Integral
Z
• Recall that F (x) = f (x) means
′
f (x) dx = F (x) + c.
Z
◦ (kx) = k ⇒
′
k dx = kx + c.
 xr+1 ′ Z
xr+1
◦ = x ⇒ xr dx =
r
+ c, (r 6= −1).
r+1 Z r+1
◦ (− cos x)′ = sin x ⇒ sin x dx = − cos x + c.
Z
◦ (sin x)′ = cos x ⇒ cos x dx = sin x + c.
Z
◦ (tan x)′ = sec2 x ⇒ sec2 x dx = tan x + c.
Z
2
◦ (− cot x) = csc x ⇒
′
csc2 x dx = − cot x + c.
◦ ··················································

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Properties of Indefinite Integral

• If F ′ = f and G′ = g , then (aF + bG)′ = af + bg .
Z
(af (x) + bg(x)) dx = aF (x) + bG(x) + c
Z Z
= a f (x) dx + b g(x) dx.
Z
• Example. Find (10x4 − 2 sec2 x) dx.
Z Z Z
4 2 4
(10x − 2 sec x) dx = 10 x dx − 2 sec2 x dx
x5
= 10 · − 2 tan x + C
5
= 2x5 − 2 tan x + C.

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13
Example
Z √ Z
• Evaluate 2x 1 − x dx and x3 cos(x4 + 2) dx.
2

du
◦ Let u = 1 − x2 . Then= −2x.
dx
Z √ Z
√
2x 1 − x2 dx = (− u) du

u3/2 2
=− + C = − (1 − x2 )3/2 + C.
3/2 3
du
◦ Let u = x4 + 2. Then = 4x3 .
dx Z
1
Z
x3 cos(x4 + 2) dx = cos u du
4
1 1
= sin u + C = sin(x4 + 2) + C.
4 4
• Question. Does the above method work in general?

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The Substitution Rule

• The Substitution Rule (for Indefinite Integral).
Let u = g(x) be a differentiable function whose range is an interval I .
◦ If f isZcontinuous on I , and gZ′ is continuous,
◦ then f (g(x))g ′(x) dx = f (u) du.
• Remark. The conditions are just to make sure that the function to be integrated is continuous on
an interval.
• Proof. Differentiate the right hand side with respect to x.

d du d
Z Z
f (u) du = · f (u) du
dx dx du
= g ′(x) · f (u) = g ′(x)f (g(x)).
Z Z
∴ f (u) du = f (g(x))g ′(x) dx.

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14
The Substitution Rule
• The Substitution Rule (for Definite Integral). Suppose
◦ g ′ is continuous on [a, b], and
◦ f is continuous on the range of u = g(x).
Z b Z g(b)
′
Then f (g(x))g (x) dx = f (u) du.
a g(a)
• Proof. Apply the Fundamental Theorem of Calculus.
Z b Z x=b
′ ′
f (g(x))g (x) dx = f (g(x))g (x) dx

a x=a
Z x=b
= f (u) du

x=a
Z u=g(b)
= f (u) du

u=g(a)
Z g(b)
= f (u) du.
g(a)

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Examples
2
dx
Z
• Evaluate .
1 (3 − 5x)2
du
◦ Let u = g(x) = 3 − 5x. Then = −5. Then
dx
2
dx 1 g(2) du 1 −1 u=−7 1
Z Z
2
=− = − = .
1 (3 − 5x) 5 g(1) u2 5 u u=−2 14

Z 4
√
• Evaluate 2x + 1 dx.
0
du
◦ Let u = g(x) = 2x + 1. Then = 2. Then
Z 4 Z g(4) dx
√ 1 √ 1 u3/2 u=9 26
2x + 1 dx = u du = = .
2 g(0) 2 3/2 u=1 3

0

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15
Examples
• From the previous example,
4 9 √
√ u 26
Z Z
2x + 1 dx = du = .
0 1 2 3
√
y= 2x + 1
3

0
0 1 2 3 4

3 √
u
y=
2 2

0
0 1 2 3 4 5 6 7 8 9

The areas of the two shaded regions are equal.

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