Math118 (M.

Kohandel)
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Outline (week 1)

1.1 Review of integration

Indefinite integrals (5.1, 5.2)

Definite integrals (6.3)

Fundamental theorem of calculus (6.4, 6.5)

Integration by substitution (5.3, 6.7, 8.1)

1.2 Improper integrals

Unbounded intervals (7.10)

Infinite discontinuity (7.10)

Comparison test (lecture, tutorial 1, exercise 7.10 # 29-32)

1.3 Integration by parts

Indefinite integrals (8.2)

Definite integrals (8.2)

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1.1 Review of integration

Indefinite integrals (or antiderivative): Recall that in Math 116 we defined

 f ( x)dx  F ( x)  C , F ' ( x)  f ( x) or dF  f ( x)dx

where F is the antiderivative of f . Hence, we may be able to find the function if the rate of change is
given. For example,
dx
v(t )  or dx  v(t )dt  x(t )   v(t )dt  C
dt
dv
a (t )  or dv  a(t )dt  v(t )   a(t )dt  C
dt
Table of integrals (see also textbook, page 491):

x n1
 dx  x  C  x dx 
n

n 1
 C,n  1

dx
 e dx  e  C  x  ln | x | C
x x

 cos( x)dx  sin( x)  C  sin( x)dx   cos( x)  C

 sec ( x)dx  tan( x)  C  csc ( x)dx   cot( x)  C
2 2

 dx x dx x
 a2  x2
 cos 1 ( )  C
a  a2  x2
 sin 1 ( )  C
a
dx 1 1 x ax
 a 2  x 2  a tan ( a )  C  a dx 
x

ln a
 C (a  0,a  1)

 cosh( x)dx  sinh( x)  C  sinh( x)dx  cosh( x)  C

Definite integrals: Consider a continuous function f (x) in the interval [a, b] . We divide the interval
to n subintervals of equal width x  (b  a) / n with the endpoints x0 ( a), x1 ,  , xn ( b) . If xi * are
sample points (for example, left endpoint, right endpoint, or midpoint) in these subintervals, then the
definite integral of f (x) from a to b is (represents the area under the curve),
n
f ( x)dx  lim n  f ( xi *)x
b
a
i 1

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Fundamental theorem of calculus

x
Part 1: If F ( x)   f (t )dt and f (x) is continuous, then F ( x)  f ( x) .
a

b
Part 2: If f (x) is continuous and F ( x)  f ( x) , then 
a
f ( x)dx  F (b)  F (a ) .

Note that first part of the theorem can be generalized as follows:

d  u( x)
 a f (t )dt  
d  u
 a f (t )dt  .
du du
 f (u ( x)) .
dx   du   dx dx

The second part also indicates that the integral of a rate of change is the net change.

Example 1.1: The error function, which is often used in statistics and probability, is defined as

2 x d 2  x2
erf ( x)   e t dt  erf ( x) 
2
e
 0 dx 

An interesting property of this function is that lim x erf ( x)  1 .

Example 1.2: Evaluate the following integral.



0
sin( x / 2)dx  2[cos( x / 2)]0  2[cos( / 2)  cos(0)]  2

Example 1.3: Suppose that v(t )  3t 2  6t  105 represents the velocity (m/s) of a particle moving along
x -axis. Calculate the definite integrals of v(t ) and | v(t ) | between t  0 and t  12 (s).

12 12
0
v(t )dt   (3t 2  6t  105)dt  [t 3  3t 2  105t ]12
0
0  36 ( m)

This number represents the net displacement.

12 12

0
| v(t ) | dt   | 3t 2  6t  105 | dt
0

Since 3t 2  6t  105  0 for 0  t  7 , and 3t 2  6t  105  0 for 7  t  12 , we divide the integration

into two parts:

12 7 12
0
| 3t 2  6t  105 | dt    (3t 2  6t  105)dt   (3t 2  6t  105)dt 
0 7

 [t 3  3t 2  105t ]70  [t 3  3t 2  105t ]12

7  1114 (m)

which is distance travelled by particle between times t  0 and t  12 (s).

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In Math 116, we discussed some simple methods to evaluate integrals, followed by various applications
of integrals, including area between two curves, average, arc-length, volumes of solids of revolution,
work, and fluid pressure. In this chapter, we continue with techniques of integration, starting from
method of substitution.

Integration by substitution (or change of variable): If the integral cannot be solved by inspection,
we can try the method of substitution

 f ( g ( x)) g ( x)dx   f (u )du , u  g ( x)

One should note that for definite integrals the limits change as well, e.g. the integral from x1 to x2
changes to u1  g ( x1 ) to u 2  g ( x2 ) ; see the examples below.

Example 1.4: Evaluate the following integrals.

xdx  1 du  1 1/ 2  1 u1/ 2

 1  x2

2  u

2  u du 
2 (1 / 2)
 C   u  C   1  x2  C

u  1  x 2  du  2 xdx or xdx  (1 / 2)du

 /2 u7 1 1
1
0 sin 6 x cos xdx   u 6 du  [
0 7
]0 
7
u  sin x  du  cos xdx , x  0  u  0 , x   / 2  u 1

6x  1
2 8 2u  3 du 8 2 2 5/3 3 2/3 8
0 3 3x  2 2 u1/ 3 3 2 ( 3 u  u )du  [ 5 u  2 u ]2  7.9
1 / 3
dx   2/3

u  3 x  2  du  3dx , x  0  u  2 , x  2  u  8 , 6 x  1  2u  3

1.2 Improper integrals - dealing with infinities

If at least one of the limits of integration is infinity, or the integrand has an infinite discontinuity at
some number(s) in the interval of integration, the integral is called improper integral.

Improper integrals with unbounded intervals: If the integrand f (x) is defined on an unbounded
interval, then there are three possible cases as follows.

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(i) If f (x) is continuous on [a, ) , then

 b
 a
f ( x)dx  lim b  f ( x)dx
a

(ii) If f (x) is continuous on (, b] , then

b b

f ( x)dx  lim a  f ( x)dx
a

(iii) If f (x) is continuous on (, ) , then

 c  c b


f ( x)dx   f ( x)dx   f ( x)dx  lim a  f ( x)dx  limb  f ( x)dx
 c a c

The integral converges if the limit(s) exists, then the improper integral is equal to the limit. It diverges
if the limit does not exist (the improper integral has no value).

Example 1.5: Evaluate the following integrals.

 1 b 1 1 1 1 1
(a) 
1 x 3
dx  lim b  3 dx  limb [ x 3 ]1b  limb [ 2 ]1b 
1 x 2x 2
limb [ 2  1]1b 
b 2
(converges)

 1
We can show that  1 xp
dx converges if p  1 , and it diverges for p  1 (Exercise 8.2, # 24).

1 0 1  1 0 1 b 1
(b) 
 1  x 2
dx  
 1  x 2
dx  
0 1 x 2
dx  lim a 
a 1 x 2
dx  limb 
0 1  x2
dx 

lim a ( tan 1 a )  lim b (tan 1 b)  ( / 2)  ( / 2)   (converges)

Example 1.6: Laplace transform of 1 (see also Exercise 8.2, # 27-30),


L{ f (t )}  F ( s )   e st f (t )dt
0

 b e st b 1 1
L{1}   e st dt  limb  e st dt  lim b [ ]0   limb (e sb  1)  ( s  0)
0 0 s s s

Another very useful tool is called Fourier transform, defined as (see also Exercise 8.2, # 32-35)


FT { f (t )}  F ( )   e  jt f (t )dt


b
Improper integrals with infinite discontinuity: An integral  a
f ( x)dx is also said to be improper if f (x )
has an infinite discontinuity at some point(s) in the interval [a, b] . There are three types with the
following definitions.

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(i) If f (x) is continuous on [a, b) , and | f ( x) |  as x  b  , then

b t
a
f ( x)dx  limt b 
a
f ( x)dx

(ii) If f (x) is continuous on (a, b] , and | f ( x) |  as x  a  , then

b b
a
f ( x)dx  lim sa 
s
f ( x)dx

(iii) If f (x) is continuous on at every point in [a, b] except at a  c  b , then

b c b t b

a
f ( x)dx   f ( x)dx   f ( x)dx  limt c 
a c 
a
f ( x)dx  lim sc 
s
f ( x)dx

Again, the integral converges if the limit(s) exists.

Example 1.7: Evaluate the following integrals.

4 1 4 1
(a) 
0
x
dx  lim s0 s
x
dx  lim s0 [2 x1/ 2 ]4s  2 lim s0 (2  s1/ 2 )  4

1 1 1 1 1
(b) 
5
dx  
2
dx  
5
dx  limt 2 
t
dx  lim s2 
5
dx
1 ( x  2)1/ 3 1 ( x  2)1 / 3 2 ( x  2) 1 / 3 1 ( x  2)1 / 3 s ( x  2)1 / 3

3 3
 limt 2 [ ( x  2) 2 / 3 ]1t  lim s2 [ ( x  2) 2 / 3 ]5s
2 2
3 3 3 35 / 3
 limt 2 [(t  2) 2 / 3  1]  lim s2 [32 / 3  ( s  2) 2 / 3 ]     1.62
2 2 2 2

Notes: One should be very careful when working with improper integrals, for example

 0  t 1
(1) 

xdx   xdx   xdx (diverges)  lim t   xdx 
 0 t 2
limt  (t 2  t 2 )  0 (converges)

 1 1 1  1
(2) 
1
[ 
x x 1
]dx (converges)   dx  
1 x 1 x 1
dx (diverges)

 b
 e  x dx   / 2 , but e
2
 x2
(3) dx cannot be evaluated!
0 0

(4) The region bounded by the graphs of y  1 / x and y  0 on the interval [1, ) has infinite area,
however, the solid of revolution formed by rotating this region about the x-axis has finite volume!

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Comparison test: To decide whether an integral converges or diverges, we do not need to evaluate.
Instead one can compare it to a simpler integral that can be evaluated. For example, suppose
 
0  f ( x)  g ( x) for x  a . If a
g ( x)dx converges then a
f ( x)dx also converges.

 x5
Example 1.8: Determine whether 
0 x2  1
dx converges or diverges.

x5 x  x b x 1 1
2

x 1 x 1 2
, 0 x 1
2
dx  lim b   0 x 1
2
dx  lim b [ ln( x 2  1)]b0  lim b ln(b 2  1)
2 2
 x  x5
 2 dx diverges   2 dx diverges
0 x 1 0 x 1

 x 1
One could also argue that for x  1 , we have 
0 x 2
dx   dx which diverges.
0 x

1.3 Integration by parts

Recall that, using the chain rule, we have

d d
[ f ( x) g ( x)]  f ( x) g ( x)  f ( x) g ( x)  f ( x) g ( x)  [ f ( x) g ( x)]  f ( x) g ( x)
dx dx

Integration of both sides,

d
 f ( x) g ( x)dx   dx [ f ( x) g ( x)]dx   f ( x) g ( x)dx   f ( x) g ( x)dx  f ( x) g ( x)   g ( x) f ( x)dx
Using u  f (x) and v  g (x) , this formula can be written as

 udv  uv   vdu
Guideline: Te first step is the "right" choice and integration of dv , the second step is the differentiation
of u , and the last step is the evaluation of  vdu .
b b
 udv  [uv]   vdu
b
Note that for definite integrals: a
a a

Example 1.8: Evaluate the following integrals.

x
3
(a) ln xdx
There are several possible choices such as dv  x 3 dx, u  ln x or dv  ln xdx, u  x 3 . We reject the
second choice since the integral does not match any basic formulas, so we consider the first one:

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1 4 dx
dv  x 3dx , u  ln x  v  x , du  
4 x
1 4 1 41 1 4 1 3 1 4 x4
     
4
  C
3
x ln xdx ln
 x . x x dx x ln x ln x . x dx x ln x ln x .
u 4
 4 x 4 4 16
v v du

 ln xdx (similar cases:  sin  tan

e
1 1
(b) xdx or xdx )
1
e 1 e
 ln xdx  [ x ln x]  
x. dx  (e ln e  ln 1)  [ x]1e  e  0  (e  1)  1
e
1
1 1 x
dv  dx , u  ln x  v  x , du  dx / x

Note: Using similar method, we can show that  (lnx) 2 dx  x(ln x) 2  2 lnxdx or in general, we can see
that  (lnx) n dx  x(ln x) n  n  (lnx) n-1 dx (reduction formula).

x x sin xdx or  x n e x dx )
2 n
(c) cos xdx (similar cases

dv  cos xdx , u  x 2   x 2 cos xdx  x 2 sin x  2  x sin xdx

dv  sin xdx , u  x   x sin xdx  x( cos x)   ( cos x)dx   x cos x  sin x  C

  x 2 cos xdx  x 2 sin x  2( x cos x  sin x  C )  x 2 sin x  2 x cos x  2 sin x  C1

(d)  e 2 x cos 3 xdx

1 2x 3
dv  e 2 x dx , u  cos 3x   e 2 x cos 3xdx  e cos 3x   e 2 x sin 3xdx
2 2
1 3 1 1
dv  e 2 x dx , u  sin 3x   e 2 x cos 3xdx  e 2 x cos 3x  [ e 2 x sin 3x   e 2 x (3 cos 3x)dx]
2 2 2 2
1 3 9
  e 2 x cos 3xdx  e 2 x cos 3x  e 2 x sin 3x   e 2 x cos 3xdx 
2 4 4
13 2 x 1 3 2 3
4  e cos 3xdx  e 2 x cos 3x  e 2 x sin 3x   e 2 x cos 3xdx  e 2 x cos 3x  e 2 x sin 3x  C
2 4 13 13
L nx L nx
(e) Fourier transform: evaluate  f ( x) cos dx and  f ( x) sin dx , for f ( x)  x .
L L  L L
nx L nx xL nx L L L nx
dv  cos dx , u  x   x cos dx  [ . sin ] L   sin dx 
L L L n L n  L L
2 L2 L nx L
. sin n  ( ) 2 [cos ] L  0
n n L
nx L nx xL nx L L L nx
dv  sin dx , u  x   x sin dx  [ . cos ] L   cos dx 
L  L L n L n  L L
2 L2 L nx L 2 L2
 . cos n  ( ) 2 [sin ] L  (1) n1
n n L n