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UNIT I DEFINITE INTEGRAL

Structure
1.1 Introduction
Objectfves
1.2 Preliminaries
1.2.1 Partitions of Closed-'Interval
1.2.2 Upper and Lower Product Sums
1.2.3 Upper and Lower Integrals
1.3 Defrnite Integral
1.4 Fundamental Theorem of Calculus
1.5 Summary
1.6 Solutions and Answers

1.1 INTRODUCTION
We have seen in Unit 3 of Block 1 that one of the problems which motivated the concept of a
derivative was a geometrical one-that of finding a tangent to a curve at a point. The concept
of integration was also similarly motivated by a geometrical problem-that of finding the
areas of plane regions enclosed by curves. Some recently discovered Egyptian manuscripts
reveal that the formulas for finding the areas of triangles and rectangles were known even in
1800 B.C. Using these one could also find the area of any figure bounded by straight line
segments. But no method for finding the area of figures bounded by curves had evolved till
much later.
In the third century B.C. Archimedes was successful in rigorously proving the formula for the
area of a circle. His solution contahed the seeds of the present day integral calculus. But it
was only later, in the seventeenth century, that Newton and Leibniz were able to generalise
Archimedes' method and also to establish the link between differential and integral calculus.
The definition of the definite integral of a function, which we shall give in this unit was fist
given by Riemann in 1854. In Unit 2 of this block, we will acquaint you with various methods of
integration.
You have probably studies integration before. But in this unit we shall adopt a new approach
towards integration. When you have finished the unit, you should be able to tie in our
treatment with your previous knowledge.

Objectives
After reading this unit you should be able to :
define and calculate the lower and upper sums of some simple functions defined on [a,b],
correspondmg to a partition of [a,b],
define the upper and lower integrals of a function,
define the definite integral of a given function and check whether a given function is
integrable or not, '

state and prove the Fundamental Theorem of Calculus,


use the Fundamental Theorem to calculate the definite integral of an integrable function.

1.2 PRELIMINARIES
We have mentioned in the introduction that Archimedes was able to find the formula for the
area of a circle. For this he approximated a circle by an inscribed regular polygon (See Fig. 1
(a)).
Further, we can see from Fig. l(b) that this approximation.becomesbetter and better as we
increase the number of sides of the polygon. Archimedes also tried to approximate the area of
the circle by a gumber of circumscribed polygons as in Fig. l(c). The area of the circle was thus
rnmnressed hetween the inscrihed and the circumscribed nolv~ons.
Fig. 1
We shall follow a similar procedure for finding the area of the shaded region shown in Fig. 2.
We begin with the concept of a partition.
1.2.1 Partition of a Closed Interval

't I Let us consider the closed interval [a, b] c R Then we have the following definition.
Defintion 1 Let x,, x,, x,- .......,xn-, ,X,..be numbers in [a,b] such that
- ~~ -

a=x,<x, <x,< ...<x,-,Cxn=b.


Then the ordered set P = {x,, x, x, ............. x,) is called a partition of [a,b]
Example1 PI = {0,1~4,1/2,314,1)and=P,{O, 1/3,1/2,2/3,6/7,~l),botharepartitionsof[O,
11.

I Fig. 2
Moreover,
P, UP,= {0,1/4,1/3,1/2,2/3,3/4,6/7,1) and=P,nP,= {0,1/2,1) arealsopartitionsof[0,1].
By an ordered set we mean a See Fig. 3 (a), (b), (c) and (d).
set. in which, the order in
which its elements occur is
fixed. \
I I I 1 1 : : : I I I

(a) (b) (c) (4


Fig. 3
A set J is called a sub-interval Apartition of P = {%, x,, x,...........x,) of [a,b] divides [a,b] into n closed sub-intervals, [%, x,],
of an interval I, if
i) J is an interval, and [xI9xz],........... '[~n-,,Ih],
ii) j s 1 with the n + 1 partitioningpoints as end-points. The interval [xi-,, xi] is called the ith sub-
interval of the partition. The length of the ith sub-interval, denoted by A xi, is defined by

'A' is rcad as delta. It follows that

We call partition P regular if every sub-interval has the same length, that is, if x, - %,
"2-X~,..........,xn- x,,, h e all equal.' In this case, the length of [a, b], that is b - a, is equally
divided into n parts and we get

Thus a regular partition of [a, b] . m y be written as


{a, a + h, a + 2h, ...............,a + nh), where a + nh = b: We shall denote this partition by {a +
ih) ni,.
ForP={1,3/2,2,5/2,3,7/2,4),Ax1= x,-xo=312-1 =1/2, A x,=x,-x,=
,2- 312 = 112. If you calculate A x3, A x4,Ax5and Ax,, you will see'that P is a regular partition of
[1,41.
E E 1) See Example 1. Which partitions among P,, P,. PI uP, and PI n P, are regular '? Definite Integral
What are the lengths of the third sub-intervals in PI and in P, ?

E E2) Write down a regular partition for each of the following intervals
a) [O, 21 with 7 partitioning points.
'b) [2,9] with 11 partitioning points.

Definition 2 Given two partition PI and P, of [a,b], we say that P, is a refinement of PI (or P, is
finer than P I )i f P 2 ~ P l .
In other words, P, is a refinement of PI if each sub-interval of P, is contained in some sub-
interval of PI.
Example 2 Consider the partitions
PI = {1,5/4,3/2,7/4,2),
P,= {1,6/5,5/4,3/2,19/10,2),
P, = {I, 5/4,3/2,2)
PI and P, are both finer than P,, as PI 2 P, and P 2 2 P,. However, neither is P I a refinement of
P, nor is P, a refinement of P I .
If P, and P, are partitions of [a,b], then from Definition 2 it follows that

i) PI u P2is a refinement of both P, and P,.

ii) P I and P2are both finer than P, n P,.


Now, suppose for every n e N we define P, as

This means PI,has 2" + 1 elements. We can see that PI,is a regular partition, with each sub-
A x, = x, - x,+,
interval having length
b-a
b - a - -1 -
Now?-n;i-2(2n
b-a
j =a+i--

b-a
2"

This means that the length of the sub-intervals corresponding to PI,, is half the length of --
those corresponding to PI,. We can also see that Pn+l2 PI,. In other words, P,+, is finer than Pn 2"
(also see E3)). Thus we have defined a sequence of partitions {Pn) of [a,b], such that P,,, is a
refinement of Pnfor all n. Such a sequence (P, } is called a sequence of refinements of
partitionsof la,bl.

E E3) From the sequence of partitions {PI,) defined above,


L

a) Find P, and P, .
b) Yerify that P, 2 P, 2 P,.
c) . What are the lengths of the sub-intewals in each of these partitions?
Integral Calculus , E E4) Let {P, )=:, be a sequence of partitions of [a,b], and let P; = PI,

P,'=P,UP,,P;=P,,UP, UP,,andingeneral, P:=P, U P,'-,.Showthat

{P,' } :,, is a sequence of refinements of [qb]

i.2.2 Upper and Lower Product Sums


By now, we suppose you are quite familiar with partitions. Here we shall introduce the concept
of product sums. It is through this that we shall be in a position to'probe the more subtle
concept of a definite integral in the next section.
Let f: [qb] +R be a bounded function, and let

we have defined (sup- NOWfor my subinterval [xi-,,xi],consider the set Si = {qx) :x E [xi-],xi]}.
remum) and g.1.b. (infimum of
a bounded set numbers in Since f is a bounded function, S,must be a bounded subset of R This means, it has a
Unit I .
supremum (or least upper bound) and infimum ( ~greatest
r lower bound). We write

We now define the upper product sumU (PJ)and the lower product sum L (P, f) by

You must have come across this notation earlier. But let us state clearly what (1) means :

L(P,f)=m, (x,-x,,)+m,(3- x,) + .......... + mn(%-xn-,)-


Thus,to get U(p,f) we have multiplied the supremum in each sub-intervalby the length of that
sub-interval, and have taken the sum of all such products. Similarly, L(P,f) is obtained by
summing the products obtained by multiplying the infimum in each subinterval by the length
of that sub-interval. U(P,f) and L(P,f)are also called Riemann sums after the mathematician
George Friedrich BemhardRiemam.
C.F.B. Riernrnn (1826-1866)
R i m gave a definition of definite integral that, to this day, remains the most convenient

(b)
Fig.
and useful one.
We started this unit saying that we wanted to find the aiea of the shaded region in Fig. 2. Then
what are we doing with partitions, U(P,f) and L(P,f)? Fig. 4 will give you a clue tothe path
which we are going to follow to achieve our aim.
Fig. 4 (a) and 4(b) give the geometric view of M,A x, and m,A x,as areas of rectangles with
base A x, and heights M, and m, respectively.
The shaded rectangles in Fig 4(a) are termed as outer rectangles, while the shaded rectangles
in Fig. 4(b) are called inner rectangles.
Thus, when f is a non-negative valued fimction (qx) 2 0 t, x),
U(P,f) = sum of the areas of outer rectangles as in Fig. 4(a).
L(P,f) = sum of the areas of inner rectangles as in Fig. 4(b), and ,

-
U(P,f) L(P,f) = difference of the ateas of the shaded rectangles along the graph of
f as shown in Fig. 4(c).
As you see fiom Fig. 5, U(P,f) and L(P,f) depend upon the fimction
f:{a,b] -,R (compareFig. 5(a) and (b)), and the partition P of [a,b] (compare
Fig. 5(c) and (d)).

Fig. 5: (a) U(P,f) where y = x (b) U(P,f) where 9 = x


(c) U(P,f) whenP = (0, l,2,3} (d) U(P,f) when P = {0,1/2,1,3/2,2,5/2,3}
If we denote the area between the curve given by y = f(x), the x-axis and the lines x = a and
x = b, (the shaded area in Fig. 2) by A, then it is also quite clear fiom Fig. 4(a) and (b), that
L(P,Q IA I U(P,f)..
The geometric view suggests the following theorem : If X c Y: then
sup X 5 sup Y and
Theorem 1 Let f: [a,b] R be a bounded function, and let P be a partition of [a.b]. If M and m are inf X 2 inf Y.
the supremum and the infimum off, respectively in [a,b], then
Integral Calculus m (b - a) 5 L(P,F) 5U(P,f) 5 M (b - a).
Proof :Now M = Sup {f(x) :x E [a,b]}, and

M, - sup (f (x): x E ]
[xi-,,xil .Hence Mi h M.

Further, m = inf {f(x): x E [a,b]), and


mi = inf {f(x) : x E xi]). Thus, m 5mi. This m e w
m5miIM,<M
Once we ha:.:. the inequalities (2), we can complete our proof in easy steps. (2)
implies that
m A x i I m i Axi5MiA x i I M A x i
This implies that if we take the sum over i = 1,2..........., n, we get
.n n

X m i=l
C Ax,IL(P,f)SU(P,f)I Mi=l
C Axi
!
*m(b-a) < L(P,f) Iu(P,~)5M(b-a),
n
since m C A xi = the sum of the lengths of all sub-intervals
i=l

the length of [a,b]


=
= b-a.
Fig. 6 will help you understand this theorem better. Let us verify this theorem in the case of a
given function.
Example 3 Let f:[1,2] +R be a function defined by f(x) = x2, and let
P = {1,5/4,3/2,5/3,2) be a partition of [1,2]. The sub-intervals associated with partition
P are [l,5/4], [5/4,3/2], [3/2,5/3] and [5/3,2].
The function f is a bounded function on [I ,2]. In fact, the image set off is [1,4], which is
obviously bounded.

Fig. 7

Since f is an increasing function on each sub-interval (see Fig. 7) the supremum off in [xi-,,xi]
will be attained at xiand the infimum will be attained at xi-, That is,
Mi = qxi)and
m, = f ( ~ ~ -Therefore,
~). we can m t e
U(P, f ) = C Mi Axi = C f(xi ) Axi = C xi2 (xi-
-- X ~ ( X ~ - ~ , , ) + ~ ( ~ - X ~ ) + X ~ ~+xi(x4-xJ
( X ~ - ~ )

... up, f ) =
(b) (;12
+ (a) + ',(; (;) +m2 (5)
Definite Integral

Now, the supremum of fIx) in [1,2] = M = f(2) = 2, =4, and

M(b-a)=(4)(2- 1)=4,andm(b-a)=(1)(2- 1)= l.Thus,


m(b - a) 5 L(P,f) 2 U(P,f) I M(& a).
We have noted that the upper and lower product sums depend on the partition of the given
interval. Here we have a theorem which gives us a relation betweenthe lower and upper sums
corresponding to two partitions of an interval.
Theorem 2. Let f:[a,b] + R be a bounded function and let P,and P, be partitions of [a,b]. If P2
is finer than PI, then
L(P,,f)I L(P,,0 IU(P,,f) ~ U P , , f ) .
Proof : For proving this theorem we look at Fig. 8(a) and (b).
.
Let PI = {x,, x, x,,. ............xn)and P2 = {xg, vl, xi,x2,.............xn}be two partitions of [a,b].
P, contains one element more than P, ,Namely v,.
Therefore, P, is finer than PI.
In fact, P, can be rightly called a simple refinement of PI. We shall prove the theorem for this
simple refinement here.
PI divides [a,b] into n sub-intervals :
[$, x,], [x1,x2],............[x*, xnl.
9

(a) (b)
Fig. 8
Fig. 8(a) clearly shows that L(P,,~) 5 L(P,,f) (by an amount represented by the area ofthe
shaded rectangle).
Similarly, Fig 8(b) shows that U(P,,f) lU(P,,f).
Since L(P,,f) I U(P2,f),the conclusion of the theorem follows in this case.
If P, is not a simple refinement of P,, and P2 has m elements more than PI.Then we can find
PT-'
(m - 1) partitions p i ,:P , p23 .............
such that
Intcgral Calculus
PI c P: c P; c P; c.............c pZm-Ic p2 and each partition in this &pence is a
e

simple refinement of the previous one.


Theorem 2 then holds for each pair of successive refinements and we get
L(P,,f) 1 L(P&f ) 1 L ( P ~f ,) l ...................-< L(P,"-', f ) I L(P,,f) and
U(P,,f) I u(p,"-',f) s ............... I lJ(~2,,f)1 u(p;,f) CU(P,,f)
Thus, YP,,f) 5 L(P,,f) IU(P,,f) IU(P,,f).
From Theorem 2 we conclyde the following :
Let f : [a,b] + R be a continuous and non-negative valued function, and let

{P, )=:, be a sequence of refinements of [a,b].

Then we have
L(P,,f) I L(P,,f) 5 ..........5 L(Pn,f) 1.........5 A 1.........IU(Pn,f) 5 ..........-
< u(p2,f) 5 u ~ l , f )
where A is the area bounded by the curve, the x-axis and the
lines x = a and x = b.
E E 5) Find the upper product sum and the lower product sum of the function f relative to the
partition P, when
a) f(x) = 1+ x2,P = {0,112,1,3/2,2)
b) f(x) = llx, P = {1,2,3,4)

E E 6) Verify Theorem 2 for the function f(x) = llx, 2 I x 13, and the partitions
P, = {2,512,3) and P, = {2,914,5/2,1114,3)of [2,3]
In this sub-section we have seen that the area A in Fig. 2 can be approximated by means of the Definite Integral
lower and upper sums corresponding to some partition of [a,b], further. Theorem 2 tells us that
as we go on refining our partition, the lower and upper sums approach A from both sides. The
lower sums underestimate A (L(P,f) IA), while the upper sums overestimate A, i.e., IJ(P,f)2 A.
Let us go a step further in the next sub-section, and definelpygr 'and ugper integrals.
1.23 Upper and Lower Integrals
Let,f:[a,b] + R be a nonnegative bounded function. Then to each partition P of [a,b], there
correspondsthe upper product sum U(P,f) and the lower product sum L(P,f).
Let P b e the set of all partitions of [a,b], Then the set u = {U(P,f) :P E P ) is a subset of R and is
Recall (Unit I ) that every set
bounded below since A I U(P,f) t/ P E P. Thus, it is possible to find the infimum of u. which is bounded below has an
infimum, and every set which IS
Sirmlarly the set u ' = {L(P,f): P E P ) is bounded above, since L(P,f) IA V PEP. bounded above has a supremum

Hence we can find the supremum of u '.The infimum of u and the supremum of u ' are given
special names as you will see from this definition.
Definition 3 If a function f is defined on [a,b] and if P denotes the set of all partitions of [a,b]
then infmum of {U@,f):PEP) is called the upper integral off
-
on [a,b], and is denoted by Jab f(x)dx. The symbol '[I is read as ~ntepral

The supremum of {L(P,f):PEP) is called the lower ihtegral off on [a,b], and is
b
denoted by [ f(x)dx.

From Theorem 2 it follows that 1: f(x)dx t A and Jab


-
f(x)dx i A.

I
Example 4. Let us find f(x)dx and f(x)dx.
-
0 if x is rational
for the function f, defined by f(x)
1 if x is irrational

Suppose P = {xo,xl, xz,.. ...........,x,,,) i~a partition of [0,11.


Each sub-interval [xi-, ,xi] contains both rational and irrational numbers, this means, Mi = 1
and m, = 0 for each i.
Thus,

U(P,f)= c~~
n

i-I
n
A 3 = c ( 1 ) (3-xkl)=l-0=l
ill
and

Since P was any arbitrary partition of [O, 11, this means that
u(P,f)= 1 andL(P,f)=O t/ PEP.
Thus,u= {U(P,f): PEP) = (1)
and u'= {L.(P,f) :PEP) = (0)
Hence inf u = 1 and sup u '= 0.That is,
-
f(x) dx = 1 and
-
See if you can do these exercise now.
Integral Calculus

E E8) If the fimction f and g are bounded non-negative valued functions in [a,b] and if
Qx) a g(x) in [a,b], provethat Ia
-b
f (x )dx i jab
g(x)dx and

jabf(x) d r i-
-
Jab g(x) dx.

1.3 DEFINITE INTEGRAL -.

In the last section we had restricted our discussion t ~ L. ~ O -negative


II valued functions. But we
can easily extend our definition of L(P,f), U(P,f) and t b lc er and upper integrals to all
bounded functions. However we shall have to modify om interpretation of these sums as
areas. For this purpose, we introduce the concept of signed area. If R is any region, its signed
area is defined to be the area of its portion lying above the x-axis, minus the area of its portiod
lying below the x-axis (see Fig 9).
Definite integral

Fig. 9

With this definition then, we can interpret L(P,f) as the signed area of a polygon inscribed
inside the given region, and U(P,f) as the signed area of a polygon circumscribed about the
region. Thus, for any bounded function on a closed interval [a,b], we can define

jabf(x) dx = sup [L(P.f): P e P} and


-
Now we are in a position to discuss the definite integral for a bounded function on a closed
interval. (The adjective 'definite' anticipates the study of indefinite integral later).
Definition 4. Let f:[a,b] R be a bounded function. f is said to be integrable over [a,b] if, and
only if,
-b
f(x)dx = f(x) dx.
- a

This common value is called the definite integral off over the interval of integration [a,b], and

is denoted by f(x)dx.

In this notation for the definite integral, f(x) is called the integrand, a is called the lower limit
and b is called the upper limit of integration.
The symbol dx following f(x) indicates the independent variable. Here x is merely a dummy
variable, and we may replace it by t or v, or any other letter. This means,
b b
jabf(x)dx = j f(t)dt = f(v) dv.

The symbol I reminds us of S which is appropriate, because a definite integral is in some


sense, the limit of a sum. In fact it is the common value (when it exists) of the lower and upper
integrals which are themselves infimum and supremum sums.
The use of f(x) dx reminds us that we do not take the sum of function values, rather we take the
sum of terms, each of which is the product of the supremum or infimum of the function in an
interval multiplied by the length of the sub-interval.
The definition of definite integral above, applies only if a < b, but it'would be appropriate to
include the cases a = b and a > b as well. In such cases we define

and jabf(x) dx = - J: f(x) dx


Provided the right hand iniegral exists.
Integral Calculus
In Example 4, we have seen that if
Oifxisratid
Xx) =
1 if x is h a t i d , then
-1

-
f(x)dx = 0, and
I. f(x) dx = 1

Since the lower and upper integrals for this function are not equal, we conclude that it Lo not
integrable.
E E 9) Check whether the function given in E7) is integrable or not.

Now we shall list some basic properties of detiaite integrals.


I ) Integral of a constant function f(x) = c

Jab cdx = c(b - a)

This is intuitively obvious since the area represented by the integral is simply a rectangle with
base b - a and height c, (see Fig. 10).
Fig. 10 Now let us consider a function f which is integrable over [a,b].
11)ConstantMultiple Property

Jab Lf(x) dr = lc lbf(x) dx.

III) IntervalUnion Property


If a'< c < b, then

(b)
Fig. 11

Its geometrical interpretation is shown in Fig. 1l(a).


IV) ComparisonProperty
If c and d are constants such that c 5 f(x) I d for all x in [a,b], then
Fig. 1l(b) makes this statement clearer. Note that c and d are not necessarily the minimum and Definite Integral
maximum values of f(x) on [a,b]. The value carnaybe less than the minimum, and d may be
greater than the maximum.

The following theorem gives a criterion for a function to be integrable.


Theorem 3 A bounded function f is integrable over [a,b] if and only if, for every E > 0, there
exists a partition P of [a,b] such that 0 I U(P,f) - L(P,f) < E.

Proof: Weknow that for any partition P of [a,b], I I

L(P,f) 2 [ab f(x) dx i I


-b
f(x) dx 2 U (P, f)

-b -
3 0i 1 f(x) dx - Iab f(x) d r i U (P. f ) - L (P, f).

If the function f has the property that for every E > 0 there exists a partition P of [a,b] such that
U(P,f) - L(P,f) < E, we conclude that

-
From this it follows that fab f(x) dx - jab
f(x) dx = 0, and hence f is integrable over [a,b].
-
On the other hand, iff is integrable over [a,b],

lab f(x) dx = sup {L(P,f): P E P} = inf {U(P,f): P E P}.Thus, for every E > 0 we canBnd
partitions P' and P" of [a, b], spch that
b
02 fab f(x)dx-L(Pt.I.)<~/2,andOiU(P",f)- f ( x ) d x c ~ / 2(seeSec,2of
a

Unit 1).
Taking some partition P which is finer than both P' and P", and adding the two inequalities, we
have

This completes the proof.


Now arises a natural question : Which are the functions which satisfy the above criterion? The
following theorems provide an answer.
Theorem 4 A function that is monotonic (increasing or decreasing) on [a,b], is integrable over
[a,bl.
Proof Let the function f:[a,b] + R be increasing. Then

b-a
For each positive integer n, let Pn = {a, a + h, ............., a + nh = b), where h = -,be a
n
regular partition of [a,b]. Then

- x f(a + ih)
11 n n
b-a "
u ( P , ~ ) = ~ AX^
M ~= C Mh~= h C M~= -
i= l i=l i=l II ,=I

since the supremum of ax)in [a + (i - l)h, a + ih] is f(a + ih).

n
b-a "
andL(~n,f)= h x m r = -h x f ( a + ( i - l ) h )
i=l " i-I
Integral Calculus Therefore
b-a
u (Pn,f)-L(Pn,f) = ----
n
[.f(a+h)+f(a+2h)+ ..........+ f ( a + nh)

b-a
= ----- [f (a + nh) - f (a)]
n

Let E > 0.Can we choose an hwhich will make U(Pn,Q- L(P,Q < E ?

Yes, we c a , Try some n > (b- a)[f(b) -f(a)l . If we substitute this value of n in (I), r e gei
E

Thus, applying Theorem 3, we can conclude that f is integrable.


Theorem 4 leads us to the following useful result.
'Corollary 1 Iff is increasing or decreasing on [a,b], then

lab f(x) dx = lirn h[f(a)


h+O
+ f(a+h) + .......f(a+(n-l)h)]

b-a
= lim h [ f ( a + h )
h-o
+ f(a+2h) +..........+ f(a+nh)], where h = -
n
We shall illustrate the usefulness of Corollary 1 through some examples. But before that we
state another theorem, which identifies one more class of integrable functions.
Theorem 5 If a function f:[a,b) + R is continuous, then f isbintegrable.
The proof of this theorem is beyond the scope of this course. We shall prove it in a later
course on real analysis.
In Sec. 5 in Unit 3, we have seen that differentiability implies continuity, Now we can write
differentiability q continuity integrability
Now, let us evaluate some definite integrals with the help of Corollary 1.

Example 5 To evaluate
Jab
cos x dx, 0 r a 5 b I ?c / 2, we observe that

f: x + cosx is a decreasing function of [a,b]. Therefore, by Corollary 1

jab cosx dx = h+O


lim h[cos(a + h) + cos(a+2h) + ... ..... + cos(a+ nh)]. a + nh = b.

Now
2 sin (W2) [cos(a + h) + cos(a +2h) + .......... + cos(a +nh)]
= 2 sin (W2) cos (a +h) + 2sin (W2) cos (a + 2h) + ...... + 2 sin (W2) cos (a +nh).

2n+1 211-1
[sin(a + (-) h) - sin (a + (-) h)]
2 2

h h
= [sin(b + -) - s i n ( a + -), s i n c e a + n h = b
2 2
sin ( b + h / 2 ) - sin ( a + h / 2 )
cos(a+h) + cos(a+2h) +............+ cos(a+nh) =
2 sin h / 2
Thus

lab cosx dx = lim [sin (b


h+o
li
+ -)
2
h
- sin ( a + -)]
2
.
h/2
sln ( h i 2
= sin b - sin a.
Defidte Integral
Example 6 Suppose we want to evaluate i2' (X + x2) dx

Here, f: x + x + x2is an increasing function on [1,2].


Therefore,

( x + x 2 ) d x = lim h T f ( l + i h ) . h = l / n
h+O
i=l

lim h
h+ O
x
i=l
[(l + i h ) + (1 + i h ) ' ]

Recall that

lim [2h
h+O
5 1+ 3h2 5 i + h3 x i2]
=I a=l i=l

3 1
lim [2nh+- h2n(n+l) + - h3n(n+l) (2n+l)]
I~+O 2 6
3 1
lim [2 + - (1 + h ) + - (1 + h ) (2 + h ) , since&= 1.
h+ o 2 6
3 1 23
=2+-+-=-.
2 3 6
In this section we have noted that a continuous function is integrable. We have also proved
that a monotone function is integrable. corollary 1 gives us a method of fmding the integral of
a monotone function. One condition which is very essential for the integrability of a function
in an interval, is its boundness in that interval. If a function is unbounded, it cannot be
integrable. In fact, if a function is not bounded, we cannot talk of Mi or mi, and thus cannot
form the upper or lower product sums. Now on the basis of the criteria discussed in this
section you should be able to solve this exercise.
E E10) State whether or not each of the following functions is integrable in the given interval.
Give reasons for each answer.

x + l when x < O
f(x) = in [-I,]]
1-x when XSO,
Integral Calculus E Ell) Use corollary 1 to evaluate the following definite integral.

1.4 FUNDAMENTAL THEOREM OF CALCULUS


As you have already read in the introduction, the basic concepts of definite integral were used
by the ancient Greeks, mainly Archimedes (287-212 B.C.), more than 2000 years ago. This was
long before calculus was invented. But in the seventeenth century Newton and Leibniz
developed a procedure for evaluating a definite integral by antidifferentiation. This procedure
is emboded in the Fundamental Theorem of Calculus (FTC).
Before we state this theorem, we introduce the notions of the average value of a function and
the antiderivative of a fuction.
-
Definition 5 Let f be integrable over [a,b]. The average value y of y = f(x) over [a,b] is '

The following theorem tells us that every continuous hnction on a closed interval attains its
average value at some point of the interval. We shall not give its proof here.
Theorem 6 (Average Value Theorem) Iff: [a,b] 4 R is continuous,then
b
- 1
f(x) = -Jf(x) dx
b-a a
for some x E [a,b]

We shall now define the antiderivative of a function.


Definition 6 Let f: [a,b] R and F: [a,b] 4 R be two hnctions such that
d
-F(x) = F' (x) = f(x) for each x €]a$[, We call F(x) an antiderivative (for inverse deriva-
dx
tive) of Rx).
x3
For example, -is an antiderivative of x2,since
3
d
-cos x is an antiderivative of sin, since - (-cos x) = sin x.
dx
x L - x 2 an antiderivative of x3- 2x?
Is -
4
Consider the two hnctions f(x) = x2and g(x) = x2+ 5. Both these are antiderivatives of the
function h(x) = 2x. This means that antiderivative of a function is not unique.
Definite Integral
In fact, if F(x) is an antiderivative of f(x), then F(x) + c is also an antiderivative of f(x). This
follows from the fact that
d - d
-(F(x)) = - (F(x) +c) =f
dx dx
We can also say that any two antiderivatives of a function differ only by a constant. Because, The interval [a, b] on wh~chf
and its antiderivative are
if F(x) andG(x) are tsvo antiderivatives of Cx), then defined, so t b t F' (x) = f(x)
F '(x) = F '(x) = Cx). That is, F(x) - G(x)] ' = 0 t/ x E ]a, b[, is implicit in our
discussion here
We have noted in Unit 7 that if the derivative of a function is zero on an interval, then that
function must be a constant. Thus F(x) - G(x) = c.
Now having defined the average value and the antiderivative, we are in a position to state the
Fundamental Theorem of Calculus. We shall give this theorem in two parts.
Theorem 7 (FTC): Let f: [a,b] + R be a continuous function.
Part 1 If the function F : [a,b] + R is defined by

Then F is an antiderivative off, that is, F'(x) = f(x) for all x in ]a,b[.
Part 2 If G is an antiderivative off in]a,b[, then
b
Iabf(x)dx = G(x)] = G(b) - G(a).
a
Proof of Part 1.
F(x + h) - f (x)
By the definition of derivative, F'(x) = lim
h+O h

by the interval union property of definite integrals.


Gut, by the Average Value Theorem (Theorem 6 )

Therefore, FC(x)= lim f ( i ) . We know that


h+O
i E [x, x + h]. This means that as

h + 0, i + x Therefore,

F'(x) = lim f (t)= f (x), since f is a continuous function.


t+x
Hence, F as defined by (3), is an antiderivative off.
Proof of Part 2
G is given as an antiderivative o f f in ]a,b[. Also, as shows in Part 1, F defined by (3) is an
antiderivative off in ]a,b[. Therefore,
G(x) = f(x) + c on ]a,b[ for some constant c.
To evaluate c, we substitute x = a, and obtain
c = G(a) - F(a) = G(a) - 0 = G(a).
Hence G(x) = F(x) + G(a), or
F(x) =G(x) -G(a)
1f we put x = b, wk get
Integral Calculus The Fundamental Theorem of Calculus tells us that differentiation and integration are inverse
processes, because Part 1 may be rewriker, as

&( r fit) dt) = f(x), i f f is continuous.

That is, if we first integrate the continuous function f with the variable x as the upper limit of
integration and then differentiate with respect to x, the result is the function f again. So
differentiation offsets the effect of integration.

On the other hand, if we assume that G' is continuous, then Part 2 of FTC may be written as

JaxG'(t) dt = G(x) - G(a)

Here we can say that if we first differentiate the function G and then integrate the result from a
to x, the result can differ from the original function G(x) only by the constant G(a). If G is so
chosen that G(a) = 0,then integration offsets the effect of differentiation.

Till now we had evaluated the integrals of some functions by first finding the lower and upper
sums, and then taking their supremum and infimum, respectively. This is a tedious procedure
and we cannot apply it easily to all functions. But now. FTC gives us an easy method of
evaluating definite integrals. We shall illustrate this through some examples.

Example 7 Suppose we want to evaluate h3


(a2 + bx+cjdx.
Since f : x + ax2+ bx + c is continuous on [2,3], it is integrable over [2,3].
ax3 bx2
G(x) = - + - + cx is an antiderivative off (x).
3 2
Qence, by FTC (Part 2)

Example 8 Let us evaluate


1" cos 2 x dx

d
Example 9 To evaluate -
dx lox2
sin t dt, we put x2 = u

du
Now -= 2x. and using FTC (Part I), we get
dx

d
-
du lo d
sint dt = sin u = sin x2. Thus. -
dx
x2

lo sint dt = 2x. sin x2


Example 9 suggests the following formula. Definite Integral 1

If you have followed these examples, you should be able to solve the exercises below.
Remember that the main thing in evaluating a definite integral is to find an antiderivative of the
given function.
E E12) The second column in the table below consists of some functions which are
antiderivatives of the functions given in column 1. Match a function with its antiderivative by
pairing appropriate numbers.

n+l n+l
For example, we can match x" with r-- since X- is an antiderivative of xn.We shall
n+l n +l
indicate this by iii) -+ viii)

Function Antiderivative
3 sinx i) - Incosx
ii) cosx n Incoshx
iiii 4 hi sechx
iv) eaX iv) -cosx
.v) v) sin
1
vi) a vi) -em
a
vii) tanh x vii) ax
Il+I

viii) sech x tanhx viii) -


. n+l

E E 13) Evaluate the following integrals by using FTC

a a) JI3 zx3dx b) 5, 3
(2x2+2x+l)dx

C) II2 X(X+ I ) ~ ~ x ' d) rf4 lrf2


sec2 x dx

e) J: x(x2 + d~ 0 ~ L +sin
X r) dx

g) (x - cos x)dx h) ,504e2xdx

3 5, 1
sinhxcoshx dx ,y
1
L,(sinh x -cash x)dx
Integral Calculus
Definite Integral
d
E 14) Find -
dx
p(x)] when F(x) is defined by the following definite integrals.

1.5 SUMMARY
In this unit we have conered the following points:
1) A partition P of a closed intewal [a,b] is a set {a = s,x,, x2..........,xn-,,xn= b)] such that
Xo<X,<X2<.... <Xn.
Intdgrsl Calculus A partition P, of [a,b] is finer than a padition P2,if P, =, P,,
2)
3) If M and m are the supremum and the infimum of a bounded function fin [a,b], then,
given any partition P of [a,b], m(b-a) l L (P,f) l U(P,f) l M(b-a).
4) The lower integral of a bounded function is less than or equal to its upper integral.
5) A bounded function f is integrable over [a,b] if and only if its lower and upper integrals
are equal. In such a situation the lower (or upper) integral is called the
b
definite integral o f f over [a,b], denoted by f(x)dx.
6) Iff is monotonic or continuous on [a,b], then f is integrable ovet-[d,b].
7) I f f is continuous on [a,b], then 1b
f(x) dx represents the signed area of the region
bounded by the curve y = qx), the x-axis and the lines x = a and x = b.
8) I f f is monotonic on [a,b], then
Jab f(x)dx = lirn h
h+O
2
j=,
f(a +ih), = lirn h
h+O
f:f ( a +(i - 1)h).
1=1

b -a
where h = -
n
9) The Fundamental Theorem of Calculus:
i) I f f is continuous on [a,b], then for x E ]a,b[

ii) Iff is continuous on [a,b] and F'(x) = f(x) for x E ] a,b[, then
lab
f(x)dx F(b) - F(a).
=

b-a
Ax inP3 is -
8
E 4) PI:+, = P,:, LJ pI: 3 GP ,:, 3 P:+, is a refinement of P: v n.
E5) a) f(x) is an increasing function on [0,23.. Hence

5 1 1 1 3 1
and U(P,f) =-. - + 2.- + -. - + 5.-1
4 2 2 4 2 2
b) f(x) is a decreasing function on [I ,4]. Hence
Definite Integral

--1691
-
3960
L(P1,f ) L(P2,f) I U(P2,f) U(P,,f).
E 7) If P = {%, ............. x,) is a partition of (0, 1),

Hence
1
J0 f(x) dx = lo1
f(x) dx = 2.

E 8) If P = {a = x,, x,,. .............x, =b) is any partition of [a,b],


thenL(P,f)=Cmi,,Axi I&,, Axi= L(P,g),
where qVc = in€{f(x):x E [xi-,,xi]) and

m.'3g = inf {f(x):x E [xi-,,xi])


and q I = q,, since f(x) Ig(x) for all x.
Sirmlarly, U(P,f) l U(P,g) for all P.
The result follows.
E 9) f(x) = 2 is integrable
E 10a), b), e) and g) are integrable as these are continuous.
c), f ) are not integrable as they are not bounded.
d) h) are integrable as these are increasing functions.

~ 1 1 )J 2 ( l + x ) d x = lim h[(l+l) + ( l + l + h ) + (l+1+2h) + ...........+ ( l + l + x ]


1 h+O
-
= lim h [2n +h (O+l+ ..........+ n - 1 as n h = 1
h+O ,

n(n - 1)
= lim [2.1+ h2.- I
h+O 2
nh. (nh - h)
= lim [2 + I
h+O 2

E12) 3 + iv)
ii) + v)
iii) + viii)
iv) + vi)
v) + 3
vi) + vii)
vii) + ii)
viii) + iii)
4
x .
E 13 a) 71s an antiderivative of 2x3.Hence
Integral Calculus

cost 2 dt = -d [ JOx2 Cos t2dt - Id(ms t 2 dt]


dr
= 2xcos x4 - COS x2

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