Beruflich Dokumente
Kultur Dokumente
References: (1) Business Mathematics by Qazi Zameeruddin, V. K. Khanna and S.K. Bhambri (2) Schaums Outlines, Calculus by Frank Ayres, Jr. and Elliot Mendelson (4th Edition)
Integration or antidifferentiation is the reverse process of differentiation. It is the process of finding an original function when the derivative of the function is given.
1.
Antiderivative and the Indefinite Integral (Ref 1: pg. 630-632, Ref 2: pg.
196-198)
Definition: A function F(x) is called an antiderivative of the function f(x) if F (x ) = f(x) for all x in the domain of f(x). Example: (1) If f(x) = 3x2 then F(x) = x3 is an antiderivative of f(x) since F (x ) = 3x2 = f(x). (2) If f(x) = cos x then F(x) = sin x is an antiderivative of f(x) since F (x ) = cos x = f(x). (3) If f(x) = x4 then F(x) = x5 is an antiderivative of f(x) since F (x ) = x4 = f(x). 5
Example: Consider the following functions and their derivatives. (i) If F1(x) = x3, then F1( x) = 3x2 (ii) If F2(x) = x3 + 5, then F2( x) = 3x2 (iii) If F3(x) = x3 - 10, then F3( x) = 3x2 (iv) If F4(x) = x3 +
Therefore, if f(x) = 3x2, then F1(x) = x3, F2(x) = x3 + 5, F3(x) = x3 10 and F4(x) = x3+ are all antiderivatives of f(x) = 3x2.
We see from the above example, that the antiderivative of a function is not unique. If F(x) is an antiderivative of f(x), then F(x) + c (where c is a constant) is also an antiderivative d of f(x), since [ F ( x) + c] = F ( x ) . dx Theorem: If F1(x) and F2(x) are antiderivatives of a function f, then F1(x) - F2(x) = C, where C is a constant.
It follows from the above theorem that if F1(x) is an antiderivative of a function f(x), then every other antiderivative of f(x) is given by F(x) = F1(x) + C, where C is an arbitrary constant. C is called the constant of integration. We denote the process of integration by the symbol which is called an integral sign. The expression f ( x) dx denotes any antiderivative of f(x); i.e., if F (x ) = f(x) then
f ( x)dx
= F(x) + C.
f ( x)dx
notation, f(x) is called the integrand of the indefinite integral and the x in dx is the variable of integration. f ( x)dx is read as the integral of f(x) with respect to x. Since differentiation is the inverse operation of integration, d [ f ( x ) dx ] = f ( x ) dx And since integration is the inverse operation of differentiation, f ( x)dx = f ( x) + C . Rules of Integration (1) kdx = kx + C (k a constant) (k a constant) d x r +1 ( + C) = x r ] dx r + 1 [since
d ( kx + C ) = k ] dx
d ( g ( x)) r +1 [ + C ] = ( g ( x)) r g ( x) ] dx r +1
5 4 x dx = 4
1 2
2.
Table of Indefinite Integrals (Ref 1: pg. 630-631, Ref 2: pg. 198, 225-228,
234 237) d x r +1 ( + C) = x r dx r + 1 d 1 (ln x + C ) = x dx
x r +1 (r 1) 1. x dx = +C r +1 1 2. dx = ln x + C ( x 0 ) x g ( x) g ( x) dx = ln g ( x) + C
r
since since
3. a x dx =
ax + C (0 < a, a 1) ln a
+ k , k = 0,1,2,...)
since
d ( cot x + C ) = cos ec 2 x dx
tan xdx = ln cos x + C ( x 2 + k , k = 0,1,2,...) 10. cot xdx = ln sin x + C ( x k , k = 0,1,2,...) 11. cos ecxdx = ln cos ecx cot x + C 12. sec xdx = ln sec x + tan x + C
9. ( x < a) a2 x2 dx 1 x 1 x 14. 2 = tan 1 + C = cot 1 + C (a > 0) 2 a a a a a +x 1 dx x = sec 1 + C (x > a > 0) 15. 2 2 a a x x a 13.
dx
= sin 1
x x + C = cos 1 + C a a
3.
The Substitution Method (Ref 1: pg. 637-638, 640, Ref 2: pg. 198, 289-294)
d du d by applying the chain rule ( f (u )du ) ( f (u ) du ) = du dx dx du = f (u ). since differentiation is the reverse of integration dx = f ( g ( x )) g ( x )
(2)
x2 2 x 3 + 5dx
1 du du = x2 = 6x 2 . Therefore, 6 dx dx x2 1 1 1 1 Thus 3 dx = du = ln u + C = ln 2 x 3 + 5 + C 6 u 6 6 2x + 5
du = sin x . dx
u4 (cos x + 4) 4 +C = +C 4 4
x a dx
1
where a is a constant.
du = 1. dx
Let u = x a. Then
1
x a dx = u du = ln u + C = ln x a + C .
4. Integration by Parts (Ref 1: pg. 649-651, Ref 2: pg. 281-283)
udv = uv vdu
Justification: dv d d by the chain rule. [ udv ] = [ udv ]. dx dv dx d d dv Also, udv = u and hence dv [ udv] dx = u.v . dv dv d d Thus [ udv ] = [ udv ] = uv . dx dv dx Hence udv = uv dx . 5
Therefore, uv dx = uv vu dx may also be written as udv = uv vdu This technique enables us to replace the harder integration udv by an easier integration vdu . Example: (1)
Similarly vdu = vu dx
Let u = x and dv = e2xdx. Then du = dx and v = dv = e 2 x dx = e2x 2 Therefore, by applying udv = uv vdu we obtain
2x xe dx = x
xe
2x
dx
e2x e2x xe 2 x e 2 x dx = +C 2 2 2 4
(2) ln xdx Let u = ln x and let dv = dx. du 1 and v = x Then = dx x Therefore, ln xdx = xlnx (3) cos 3 xdx = cos 2 x cos xdx
x. x dx = x ln x dx = x ln x x + C
Let u = cos2x and dv = cos xdx du Then = 2 cos x sin x and v = dv = cos xdx = sin x dx Therefore, cos 3 xdx = cos 2 x cos xdx
= cos 2 x sin x + 2 cos x (1 cos 2 x) dx Therefore, 3 cos 3 xdx = cos 2 x sin x + 2 cos xdx
1 2 Thus cos 3 xdx = cos 2 x sin x + sin x + C . 3 3
Note: The integral cos 3 xdx = cos 2 x cos xdx = (1 sin 2 x ) cos xdx may also be found by making the substitution u = sin x
5.
N ( x) where N(x) and D(x) are polynomials is called a rational D( x) function. N(x) is the numerator and D(x) is the denominator. Suppose the degree of N ( x) is said to be a proper fraction. N(x) is n and the degree of D(x) is m. If n < m, then D( x) N ( x) If n m , is called an improper fraction. D( x) A function of the form An improper fraction can be expressed as the sum of a polynomial and a proper fraction; for, if n m , we can divide the numerator by the denominator, obtaining as quotient a polynomial Q(x) of degree n m, and as remainder a polynomial R(x) of degree not greater than m 1. N ( x) R( x) = Q(x) + . D( x) D( x) A polynomial is said to be irreducible, if it cannot be written as a product of two polynomials of lower degree. Any linear polynomial f ( x ) = ax + b is automatically irreducible. If we consider a quadratic g ( x) = ax 2 + bx + c , this is irreducible if and only if b 2 4ac < 0 . Theorem: Any polynomial D(x) can be written as a product of linear factors and irreducible quadratic factors.
cx + d where a b may be expressed as the sum ( x a )( x b) A B of two fractions of the form and . These two fractions are called the ( x a) ( x b) partial fractions corresponding to the given rational function. A rational function of the form We determine the constants A and B as follows: cx + d A B = + where a b . ( x a )( x b) ( x a ) ( x b) cx + d A( x b) + B( x a ) Then = . ( x a )( x b) ( x a )( x b) Suppose 7
Partial Fractions
Therefore, cx + d = A( x b) + B ( x a ) ca + d Substituting x = a we obtain A = ab cb + d Substituting x = b we obtain B = . ba cx + d ca + d cb + d = + Therefore, ( x a )( x b) (a b)( x a ) (b a )( x b) We may also obtain the constants by equating the coefficients on the left and right sides of cx + d = A( x b) + B ( x a ) . x: c=A+B constant d = -bA aB and solving these simultaneous equations for A and B We give below by examples, the method of finding the partial fractions of rational functions that are proper fractions. Case I: The denominator ( x a1 ), ( x a 2 )...., ( x a r ) . Then D(x) is a product of distinct linear factors
A1 A2 Ar N ( x) N ( x) = + + ..... + = D( x) ( x a1 )( x a 2 )...( x a r ) ( x a1 ) ( x a 2 ) ( x ar )
2x + 1 ( x 1)( x 2)( x 3) 2x + 1 A B C Let = + + . ( x 1)( x 2)( x 3) ( x 1) ( x 2) ( x 3) Example: Then 2x + 1 A( x 2)( x 3) + B ( x 1)( x 3) + C ( x 1)( x 2) = . ( x 1)( x 2)( x 3) ( x 1)( x 2)( x 3)
Therefore, 2 x + 1 = A( x 2)( x 3) + B ( x 1)( x 3) + C ( x 1)( x 2) . 3 Substituting x = 1 we obtain 3 = A(-1)(-2). Therefore, A = . 2 Substituting x = 2 we obtain 5 = B(1)(-1). Therefore, B = 5 . 7 Substituting x = 3 we obtain 7 = C(2)(1). Therefore, C = . 2 2x + 1 3 5 7 = + Thus ( x 1)( x 2)( x 3) 2( x 1) ( x 2) 2( x 3)
Ak A1 A2 N ( x) + + .... + = . 2 D( x) ( x a) ( x a) ( x a) k
x 1 ( x + 3) 3 x 1 A B C Let = + + 3 2 ( x + 3) ( x + 3) ( x + 3) ( x + 3) 3
Example:
Then x 1 = A( x + 3) 2 + B ( x + 3) + C Substituting x = -3 we obtain -4 = C Equating the coefficient of x2 we obtain 0 = A Equating the coefficient of x we obtain 1 = 6A + B. Since A = 0 we obtain B = 1. x 1 1 4 Thus = 3 2 ( x + 3) ( x + 3) ( x + 3) 3 Case III: The denominator D(x) is a product of quadratics ( x 2 + B1 x + C1 ), ( x 2 + B2 x + C 2 ),...., ( x 2 + Bk x + C k ) . Then distinct irreducible
P x + Qk P x + Q1 P x + Q2 N ( x) + 2 2 + .... + 2 k = 2 1 D( x) x + B1 x + C1 x + B2 x + C 2 x + Bk x + C k
2x 1 ( x + 1)( x 2 + 2) 2x 1 Ax + B Dx + E . + 2 = 2 2 2 ( x + 1)( x + 2) x +1 x +2
2
Example: Let
Then 2 x 1 = ( Ax + B )( x 2 + 2) + ( Dx + E )( x 2 + 1) Substituting x = 0 we obtain -1 = 2B + E ------------(i) Equating the coefficient of x3 we obtain 0 = A + D. i.e., D = -A -----------------(ii) Equating the coefficient of x2 we obtain 0 = B + E. Thus B = -E ---------------(iii) Substituting this into (i) we obtain E = 1 and hence B = -1 Equating the coefficient of x we obtain 2 = 2A + D. Substituting for D from (ii) we obtain A = 2 and therefore D = -2 2x 1 2x + 1 2x 1 Thus 2 = 2 + 2 ( x + 1)( x + 2) x + 1 x 2 + 2 Case IV: The denominator D(x) = ( x 2 + bx + c) k where x 2 + bx + c is irreducible. P x + Qk P x + Q1 P x + Q2 N ( x) + 22 + .... + 2 k = 21 Then 2 D( x) x + bx + c ( x + bx + c) ( x + bx + c) k
Example: Let
x3 ( x 2 + 2) 2
x3 Ax + B Dx + E + 2 = 2 . 2 2 ( x + 2) ( x + 2) ( x + 2) 2
Then x 3 = ( Ax + B )( x 2 + 2) + Dx + E Substituting x = 0 we obtain 0 = B + E. Therefore, B = -E. Equating the coefficient of x3 we obtain 1 = A. Equating the coefficient of x2 we obtain 0 = B. Thus E = 0. Equating the coefficient of x we obtain 0 = 2A + D. Therefore, D = -2. x3 x 2x Therefore, 2 = 2 2 2 ( x + 2) ( x + 2) ( x + 2) 2 Case V: D(x) is a combination of the above cases. Then, linear factors are handled as in cases I and II and quadratic factors are handled as in cases III and IV. Example: Let x 2 2x ( x + 1)( x 1) 2 ( x 2 + 1)
x 2 2x A B C Dx + E = + + + 2 . 2 2 2 ( x + 1)( x 1) ( x + 1) x + 1 x 1 ( x 1) x +1 Then
x 2 2 x = A( x 1) 2 ( x 2 + 1) + B ( x + 1)( x 1)( x 2 + 1) + C ( x + 1)( x 2 + 1) + ( Dx + E )( x + 1)( x 1) 2
1 4
Equating the coefficient of x4 we obtain 0 = A + B + D. Therefore, B + D = Equating the coefficient of x3 we obtain 0 =-2A + C - D + E --------(ii) Substituting x = 0 we obtain 0 = A B + C + E --------(iii) Subtracting (ii) from (iii) we obtain 0 = 3A B + D --------(iv) 1 3 9 3 3 Adding (i) and (iv) we obtain = 3 A + 2 D . Thus D = ( ) = . 2 8 8 4 8 3 3 3 Therefore B = + = . 8 4 8 Equating the coefficient of x2 we obtain 1 = 2A + C D E --------(v) 1 3 1 Adding (ii) to (v) we obtain 1 = 2C 2D. Thus C = (1 ) = . 2 2 4 3 3 1 1 Therefore by (iii) we obtain E = -A + B C = - + + = 8 8 4 4
3 ------- (i) 8
10
3 3 3 1 1 x+ x 2x 4 4 + 4 Therefore = 8 + 8 + x2 +1 ( x + 1)( x 1) 2 ( x 2 + 1) x + 1 x 1 ( x 1) 2
2
3x + 1 3 3 1 + + 2 8( x + 1) 8( x 1) 4( x 1) 4( x 2 + 1)
6.
D( x) dx where
Example: (1) 2x + 1
N ( x)
N ( x) is a proper fraction. D( x)
(2)
( x + 3)
x 1
dx
x 1 1 4 = 3 2 ( x + 3) ( x + 3) ( x + 3) 3
Therefore, x 1 1 4 ( x + 3) 3 dx = [ ( x + 3) 2 ( x + 3) 3 ]dx
11
= ( x + 3) 2 dx 4 ( x + 3) 3 dx =
1 2 + +C ( x + 3) ( x + 3) 2
2x 1 dx + 1)( x 2 + 2) From the previous section we have 2x 1 2x + 1 2x 1 = 2 + 2 2 ( x + 1)( x + 2) x + 1 x 2 + 2 Therefore, 2x 1 2x + 1 2x 1 ( x 2 + 1)( x 2 + 2) dx = [ x 2 + 1 + x 2 + 2 ]dx 2x 1 2x + 1 = 2 dx dx + 2 x +1 x +2 2x 1 2x 1 dx 2 dx 2 dx + 2 dx = 2 x +1 x +1 x +2 x + ( 2)2 x 1 tan 1 = ln( x 2 + 1) tan 1 x ln( x 2 + 2) + +C 2 2 x 2 2x (4) dx ( x + 1)( x 1) 2 ( x 2 + 1) From the previous section we have x 2 2x 3x + 1 3 3 1 = + + 2 2 2 ( x + 1)( x 1) ( x + 1) 8( x + 1) 8( x 1) 4( x 1) 4( x 2 + 1) Therefore, x 2 2x ( x + 1)( x 1) 2 ( x 2 + 1) dx 3x + 1 3 3 1 = dx dx + dx dx + 2 8( x + 1) 8( x 1) 4( x 1) 4( x 2 + 1) 3 1 3 1 1 3 2x 1 1 = dx + dx + 2 dx dx ( x 1) 2 dx 2 8 x +1 8 x 1 4 8 x +1 4 x +1 3 3 1 3 1 ln( x 2 + 1) + tan 1 x + C = ln x + 1 + ln x 1 + 8 8 4( x 1) 8 4
(3)
(x
7.
The Definite Integral and the Area Under a Curve (Ref 1: pg. 635-636,
Ref 2: pg. 206-209, 217-218, 257-260)
12
The Greek capital letter denotes repeated addition. If f is a function defined on the integers, and if n and k are integers such that n k, then
f ( j ) = f (k ) + f (k + 1) + .... + f (n) .
j =k
Area under a curve: Suppose f is function such that f ( x ) 0 for all x in the interval [a, b]. Then the graph of f lies on or above the x-axis. Let x0 , x1 ,......, x n be points such that a = x 0 < x1 < ..... < x n = b . Let the length of the subintervals [x0, x1], [x1, x2], ..,[xn-1, xn] be denoted by 1 x, 2 x,........., n x respectively. Then for 1 k n, kx = xk xk-1. Let R be the region bounded by the graph of the function, the x-axis, x = a and x = b. This region may be divided into n strips by drawing vertical line segments x = xk from the x-axis up to the graph. If we denote the area of the kth strip by kA, then the total area of the region R is given by A = k A .
k =1 n
y Figure 1
1A 2A nA
x1
xk
xn-1
We may approximate the area kA by selecting a point xk* in the interval [xk-1, xk] and computing the area of the rectangle with height f(xk*) and width kx (Figure 2).
13
y Figure 2
a x1* x1
xk* xk
xn-1 xn* b
Then
f (x
k =1
* k
is an approximation of the total area A of the region R. We obtain better approximations by increasing the number of subintervals and reducing the lengths of the subintervals. If the limit of this sum exists as the number of subintervals approaches infinity and the maximum length of the subintervals approaches zero, then this limit equals the area A under the curve and is called the definite integral of f from a to b and is denoted by
f ( x)dx .
a
In the notation
f ( x)dx , b is called the upper limit and a is called the lower limit of the
a
definite integral. For any function f (not necessarily non-negative), defined on the interval [a, b], sums of the form (1) above may be formed (without using the notion of area). If these sums tend to a finite limit as n, the number of subintervals tends to infinity, and the maximum of the lengths kx tends to 0, then the limit is denoted by
b
f ( x)dx
a
14
If f is a function such that f ( x ) 0 and integrable on [a, b], then the area A of the region bounded by the curve y = f(x), the x-axis and the lines x = a and x = b is given by A=-
f ( x)dx .
a
Theorem: If the function f is continuous on [a, b], then Result: If f is a function which is continuous on the interval [a, b], then
f ( x)dx exists.
a
f ( x)dx
a
is equal to the
area above the x-axis bounded by the graph of y = f(x) from a to b minus the area below the x-axis bounded by the graph of y = f(x) from a to b. Properties of the definite integral (1) cf ( x)dx = c f ( x)dx where c is a constant.
a a b b
(3) (4)
f ( x)dx = 0
a a b b a
(5) f ( x)dx = f ( x)dx The Fundamental Theorem of Calculus Let f be continuous on [a, b] and let F(x) = f ( x)dx ; i.e., F is an antiderivative of f. Then
f ( x)dx
a
= F(b) F(a).
The fundamental theorem of calculus provides a simple way of computing the definite integral
f ( x)dx
a
abbreviated as F ( x )]b . a
15
Example: (1)
x2 +1 2 x2 dx = ( x + 1 + ) dx = ( + x + 2 ln x 1 )]3 2 x 1 x 1 2 2 2 4 9 = ( + 3 + 2 ln 2) ( + 2 + 2 ln 1) 2 2 = 3.5 + 2ln2
3 3
(2)
x
0
(3) Find the area bounded by the graph of y = -x and the x-axis between x = -2 and x = 2. Area =
2
( x)dx ( x)dx
0
y Figure 3 y =-x
2
x
2
xdx =
x 2 ( 2) ( 2 ) ]2 = =0 2 2 2
2 2 2
-2 -2
Area between two curves Suppose f and g are continuous functions such that g ( x) f ( x ) for a x b . Then the curve y = f(x) lies on or above the curve y = g(x) between x = a and x = b. The area A of the region between the two curves lying between x = a and x = b is given by A = ( f ( x) g ( x))dx
a b
Example: Find the area between the graphs of y = x2 and y = -x in the interval [-1, 1] Area between the two curves: y Figure 4 y =x2
1
16
A=
2 2 ( x x )dx + ( x ( x))dx 0
2 3
x x x3 x2 )]01 + ( + )]1 0 2 3 3 2 1 1 1 1 = [0 ( + )] + [ + ] 3 2 2 3 =1 =(
Change of variable in a definite integral In computing a definite integral using the fundamental theorem of calculus, an antiderivative f ( x)dx is required. In section 3 we saw that sometimes it helps to substitute a new variable u to find f ( x)dx . When a substitution is done to find
Example:
du = cos x . dx
1 3 u du = 0 2
, u=
1
1 2
u4 2 1 ]0 = 16 4
17