Chapter 5: Integration

Fall 2015
Department of Mathematics
Hong Kong Baptist University

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5.1 Sums and Sigma Notation

Definition (Sigma Notation)
If m and n are integers with m n, and if f P
is a function defined
at the integers m, m + 1, . . . , n, the symbol ni=m f (i) represents
the sum of the values of f at those integers:
n
X

f (i) = f (m) + f (m + 1) + + f (n).

i=m

The explicit sum appearing on the right side of the equation is the
expansion of the sum represented in sigma notation on the left
side. m is the lower limit, and n is the upper limit.

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Theorem (Summation Formulas)

(a)
(b)

n
X
i=1
n
X

i = 1 + 2 + + n =

n(n + 1)
.
2

i = m + (m + 1) + + n =

i=m

(c)

n
X

i 2 = 12 + 22 + + n2 =

n(n + 1)(2n + 1)
.
6

i 3 = 13 + 23 + + n3 =

n2 (n + 1)2
.
4

i=1

(d)

n
X
i=1

(e)

n
X
i=1

(n m + 1)(n + m)
.
2

r i1 = 1 + r + r 2 + + r n1 =

rn 1
.
r 1

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5.2 Areas as Limits of Sums

This section aims to find the area of a region R lying under the
graph y = f (x) of a nonnegative-valued, continuous function f ,
above the x-axis and between the vertical lines x = a and x = b.
y
6

y = f (x)
R
a

-x

b
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To compute the area, we divide the intervals [a, b] into n

subintervals using division points:
a = x0 < x1 < x2 < < xn1 < xn = b.
Denote by xi the length of the ith subinterval [xi1 , xi ]:
xi = xi xi1 ,

i = 1, . . . , n.

The area of the ith rectangle is f (xi )xi . The sum of all these
areas is
n
X
Sn =
f (xi )xi .
i=1

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6 / 46

It is often convenient to choose the points xi so that xi are

all equal. In this case we have
xi = x =

ba
n

or

i
xi = a + (b a).
n

Sn is an approximation to the area of the region R, and the

approximation gets better as n increases. That is,
Area of R =

lim Sn

baX
f (xi ).
= lim
n
n
i=1

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Example 1:
Find the area of the region bounded by the parabola y = x 2 and
the straight lines y = 0, x = 0, and x = b, where b > 0.
Solution: Let f (x) = x 2 . We use equal subintervals, each of
length b/n and xi = ib/n. Thus,
n
n
b 3 X 2 b 3 (n + 1)(2n + 1)
b0X
f (xi ) = 3
Sn =
i =
.
n
n
6n2
i=1

i=1

Therefore, the required area A is

A =

lim Sn

b 3 (n + 1)(2n + 1)
n
6n2
b3
=
.
3

lim

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9 / 46

5.3 The Definite Integral

In this section we define the definite integral of a continuous
function f on an closed, finite interval [a, b]. We no longer
assume that the values of f are nonnegative.
Let P be a finite set of points arranged in order between a
and b on the real line, say P = {x0 , x1 , x2 , . . . , xn1 , xn },
where a = x0 < x1 < x2 < < xn1 < xn = b.
Such a set P is called a partition of [a, b] and it divides [a, b]
into n = n(P) subintervals. The ith subinterval of P is
[xi1 , xi ] and its length is
xi = xi xi1 ,

1 i n.

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We call the greatest of these numbers xi the norm of the

partition P and denote it by
kPk = max xi .
1in

Since f is continuous on each [xi1 , xi ], there are numbers li

and ui in [xi1 , xi ] such that
f (li ) f (x) f (ui ),

xi1 x xi .

If f (x) 0 on [a, b] and if Ai is the part of the area bounded

by y = f (x), y = 0, x = xi1 and x = xi , then
f (li )xi Ai f (ui )xi .
If f can take negative values, f (li )xi f (ui )xi still holds.
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Upper and Lower Riemann Sums

Definition
The lower (Riemann) sum, L(f , P), and the upper (Riemann)
sum, U(f , P), for the function f and the partition P are defined
by:
L(f , P) = f (l1 )x1 + f (l2 )x2 + + f (ln )xn
n
X
=
f (li )xi ,
i=1

and
U(f , P) = f (u1 )x1 + f (u2 )x2 + + f (un )xn
n
X
=
f (ui )xi .
i=1
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Example 2:
Calculate the lower and upper Riemann sums for the function
f (x) = x 2 on the interval [0, b] where b > 0, corresponding to the
partition Pn of [0, b] into n subintervals of equal length.
Solution: With equal length subintervals, we have x = b/n and
the division points are xi = ib/n for i = 0, 1, . . . , n.
Since f (x) = x 2 is increasing on [0, b], its minimum and maximum
values over the ith subintervals [xi1 , xi ] occur at li = xi1 and
ui = xi , respectively. Thus, the lower Riemann sum of f for Pn is
n
X
(n 1)(2n 1)b 3
L(f , Pn ) =
(xi1 )2 x =
,
6n2
i=1

and the upper Riemann sum is

n
X
(n + 1)(2n + 1)b 3
U(f , Pn ) =
.
(xi )2 x =
6n2
i=1

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If P1 and P2 are two partitions of [a, b] such that every points

of P1 also belongs to P2 , i.e. P1 P2 , then we say that P2 is
a refinement of P1 . It is not difficult to show that
L(f , P1 ) L(f , P2 ) U(f , P2 ) U(f , P1 );
that is, adding more points to a partition increases the lower
sum and decreases the upper sum.
If P is partitioned to have more and more points spaced closer
and closer together, in the limit sense we expect that
L(f , Pn ) lim L(f , Pn ) lim U(f , Pn ) U(f , Pn ).
n

If lim L(f , Pn ) = lim U(f , Pn ) , I , we will call I the

n

definite integral of f on [a, b].

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Definition (The Definite Integral)

Suppose there is exactly one number I such that for every partition
P of [a, b] we have
L(f , P) I U(f , P).
Then we say that the function f is integrable on [a, b], and we
call I the definite integral of f on [a, b]. The definite integral is
denoted by the symbol
Z
I =

f (x)dx.
a

Remark: The definite integral of f (x) over [a, b] is a number but

not a function of x. Replacing x with another
variable
Rb
R b does not
change the value of the integral. E.g., a f (x)dx = a f (t)dt.
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Z
The various parts of the symbol

f (x)dx have their own names:

a

(i)

is called the integral sign, it resembles the letter S since it

represents the limit of a sum.

(ii) a and b are called the limits of integration; a is the lower

limit and b is the upper limit.
(iii) The function f is the integrand and x is the variable of
integration.
(iv) dx is the differential of x. It replaces x in the Riemann
sums.

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Example 3:
Show that f (x) = x 2 is integrable over the interval [0, b], and
Z b
evaluate
f (x)dx.
0

Solution: By Example 2, we have

(n 1)(2n 1)b 3
b3
,
=
n
n
6n2
3
(n + 1)(2n + 1)b 3
b3
lim U(f , Pn ) = lim
=
.
n
n
6n2
3
lim L(f , Pn ) = lim

Then if L(f , Pn ) I U(f , Pn ), we must have I = b 3 /3. This

shows that f (x) = x 2 is integrable over [0, b], and
Z

Z
f (x)dx =

x 2 dx =

b3
.
3
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5.4 Properties of the Definite Integral

Theorem
Let f and g be integrable on an interval containing the points a, b,
and c. Then
(a) An integral over an interval of zero length is zero,
Z a
f (x)dx = 0.
a

(b) Reversing the limits of integration changes the sign of the

integral,
Z a
Z b
f (x)dx.
f (x)dx =
b

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Theorem
(c) If A and B are constants, then
Z

Z
(Af (x) + Bg (x)) dx = A

f (x)dx + B
a

g (x)dx.
a

(d) An integral depends additively on the interval of integration,

Z

Z
f (x)dx +

Z
f (x)dx =

f (x)dx.
a

(e) If a b and f (x) g (x) for a x b, then

Z

Z
f (x)dx

g (x)dx.
a

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Theorem
(f) If a b, then
Z




 Z

f (x)dx 

|f (x)|dx.

(g) If f is an odd function, i.e., f (x) = f (x), then

Z a
f (x)dx = 0.
a

(h) If f is an even function, i.e., f (x) = f (x), then

Z a
Z a
f (x)dx = 2
f (x)dx.
a

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21 / 46

22 / 46

Theorem (The Mean-Value Theorem for Integrals)

If f is continuous on [a, b], then there exists a point c in [a, b] such
that
Z b
f (x)dx = (b a)f (c).
a

Proof: Let f (l) be the minimum value and f (u) be the maximum
value of f on [a, b]. By the property (e), We have
1
f (l) =
ba

Z
a

1
f (l)dx
ba

Z
a

1
f (x)dx
ba

f (u)dx = f (u).
a

Then by the Intermediate-Value Theorem, there exists a number c

between l and u such that
Z b
1
f (c) =
f (x)dx.
ba a
This proves the theorem.
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24 / 46

Average Value of a Function

Definition
If f is integrable on [a, b], then the average value or mean value
of f on [a, b], denoted by f, is
f =

1
ba

f (x)dx.
a

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Piecewise Continuous Functions

Example 4:
Z
Find
0

1 x 2 if 0 x 1
f (x)dx, where f (x) =
2
if 1 < x 2

x 2
if 2 < x 3.

Solution: By definition, the value of the integral is

Z 3
Z 1p
Z 2
Z 3
2
f (x)dx =
1 x dx +
2dx +
(x 2)dx
0

=
=

1
+2+
4
2
+ 10
.
4
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27 / 46

5.5 The Fundamental Theorem of Calculus

The following Fundamental Theorem of Calculus
demonstrates the relationship between the definite integral
defined in 5.3 and the indefinite integral (or antiderivative)
introduced in 2.10.
Both conclusions of the Fundamental Theorem are useful:
(i) Part I concerns the derivative of an integral; it tells you
how to differentiate a definite integral with respect to its
upper limit.
(ii) Part II concerns the integral of a derivative; it tells you
how to evaluate a definite integral if you can find an
antiderivative of the integrand.

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Theorem (The Fundamental Theorem of Calculus)

Suppose that f is continuous on an interval I containing point a.
Part I Let the function F be defined on I by
Z x
F (x) =
f (t)dt.
a

Then F is differentiable on I , and F 0 (x) = f (x) there. Thus,

F is an antiderivative of f on I :
Z x
d
f (t)dt = f (x).
dx a
Part II If G is any antiderivative of f on I , so that G 0 (x) = f (x) on I ,
then for any b in I we have
Z

f (x)dx = G (b) G (a).

a
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Proof: [Part I] Using the definition of the derivative, we have

F (x + h) F (x)
h0
h

Z x+h
Z x
1
f (t)dt
f (t)dt
= lim
h0 h
a
a
Z x+h
1
= lim
f (t)dt.
h0 h x

F 0 (x) =

lim

By the Mean-Value Theorem for Integrals, there exists a point

c [x, x + h] such that
Z x+h
f (t)dt = hf (c).
x

This leads to
F 0 (x) = lim f (c) = lim f (c) = f (x).
h0

cx

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[Part II] If G (x) is any antiderivative of f (x) so that G 0 (x) = f (x),

then (F (x) G (x))0 = F 0 (x) G 0 (x) = 0. This leads to
F (x) = G (x) + C .
Hence,
Z

f (t)dt = F (x) = G (x) + C .

a

Letting x = a, we have 0 = G (a) + C and so C = G (a). Now we

let x = b, then
Z b
f (t)dt = G (b) + C = G (b) G (a).
a

Note that t can be replaced by x (or any other variable) as the

variable of integration on the left-hand side. This proves Part II.
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Definition
To facilitate the evaluation of definite integrals using the
Fundamental Theorem of Calculus, we define the evaluation
symbol:
b

F (x) = F (b) F (a).
a

Remark: By definition, we have

Z
b
Z b

f (x)dx =
f (x)dx  ,
a

where f (x)dx denotes the indefinite integral or general

antiderivative of f . When evaluating a definite integral this way,
we can omit the constant of integration from the indefinite integral
since
b
b


(F (x) + C ) = F (b) + C (F (a) + C ) = F (x) .
a

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Example 5:
Z
Find the integral of

1
cosh(x)dx, where cosh(x) = (e x + e x ).
2

Solution: We have
Z
cosh(x)dx

1 x
(e + e x )dx
2
Z
Z
1
x
=
( e dx + e x dx)
2
1 x
(e e x ) + C
=
2
= sinh(x) + C ,
=

1
where sinh(x) = (e x e x ).
2
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Example 6:
Find the following integrals:
Z

(b)

sin(x)dx = cos(x)|0 = 2

(a)

(c)

sin(x)dx = cos(x)| = 2

sin(x)dx = cos(x)| = 0

34 / 46

Example 7:
Find the area A of the plane region lying above the x-axis and
under the curve y = 3x x 2 .
Solution: Noting that y = 3x x 2 = x(3 x), the two intercepts
on the x-axis are (0, 0) and (3, 0). The area of the region is then
given by
Z 3
A =
(3x x 2 )dx
0

=
=
=

3 2
x
2
27 27

2
3
9
.
2


1 3 3
x 
3
0
(0 0)

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Example 8:
Using the conclusion in Part I of the Fundamental Theorem to find
the derivatives of
Z the following functions:
Z
3

(a) F (x) =

e t dt,

(b) G (x) = x 2

e t dt.

Solution:
Rx
2
(a) Note that F (x) = 3 e t dt. By Part I we have
Z x
d
2
2
0
e t dt = e x .
F (x) =
dx 3
(b) By the Product Rule and Part I, we have
Z x
Z x
d
2
2
G 0 (x) = 2x
e t dt + x 2
e t dt
dx
4
Z4
x
2
2
e t dt + x 2 e x .
= 2x
4
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By building in the Chain Rule into the conclusion in Part I of

the Fundamental Theorem, we have the following formula:
d
dx

g (x)

f (t)dt = f (g (x))g 0 (x).

More generally, if the lower limit is also a function of x, then

d
dx

g (x)

f (t)dt = f (g (x))g 0 (x) f (h(x))h0 (x).

h(x)

37 / 46

Example 9:
Find the derivatives of the following functions:
Z 5x
Z
t 2
(a) F (x) =
e dt,
(b) G (x) =

x3

e t dt.

x2

Solution:
2

(a) Let the integrand be f (t) = e t and the upper limit be

g (x) = 5x. Then
2

F 0 (x) = f (g (x))g 0 (x) = e (5x) (5) = 5e 25x .

(b) Note that G (x) =

R x3
0

e t dt

G 0 (t) = e (x

3 )2

= 3x 2 e

R x2
0

e t dt. We have

(3x 2 ) e (x

x 6

2xe

x 4

2 )2

(2x)

.
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5.6 The Method of Substitution

In this section and in Chapter 6 we will develop some
techniques of integration, that is, methods for finding
antiderivatives of functions.
Lets begin by assembling a table of some known indefinite
integrals. These results have all emerged during our
development of differentiation formulas for elementary
functions and we should memorize them.
Note that formulas 1-6 are special cases of formula 7. The
following linearity formula also makes it possible to integrate
sums and constant multiples of functions:
Z

Z
(Af (x) + Bg (x))dx = A

Z
f (x)dx + B

g (x)dx.

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40 / 46

When an integral cannot be evaluated by inspection, we

require one or more special techniques. The most important
of these techniques is the method of substitution, the
integral version of the Chain Rule.
d
f (g (x)) = f 0 (g (x))g 0 (x), in
If we rewrite the Chain rule,
dx
integral form, we obtain
Z
f 0 (g (x))g 0 (x)dx = f (g (x)) + C .
[Another approach to the above formula] Let u = g (x). Then
du/dx = g 0 (x), or equivalently, du = g 0 (x)dx. Thus
Z
Z
0
0
f (g (x))g (x)dx = f 0 (u)du = f (u) + C = f (g (x)) + C .

41 / 46

Example 10:
Z
Find the indefinite integral I =

e x 1 + e x dx.

Solution: Let u = 1 + e x . Then du = e x dx. Using the method of

substitution,
Z

I =
udu
=
=

2 3/2
u +C
3
2
(1 + e x )3/2 + C .
3

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Example 11:
Z
Find the indefinite integral I =

1
e 2x

dx.

Solution: An appropriate substitution seems not obvious here.

Note however that
Z
Z
1
e x

I =
dx =
dx.
e x 1 e 2x
1 e 2x
Let u = e x . Then du = e x dx. Using the method of
substitution,
Z
1
du
I =
1 u2
= sin1 (u) + C
= sin1 (e x ) + C .
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Theorem (Substitution of Definite Integrals)

Suppose that g is a differentiable function on [a, b] that satisfies
g (a) = A and g (b) = B. Also suppose that f is continuous on the
range of g . Then
Z

f (g (x))g (x)dx =
a

f (u)du.
A

Proof: Let F be an antiderivative of f , that is, F 0 (u) = f (u).

Then
d
F (g (x)) = F 0 (g (x))g 0 (x) = f (g (x))g 0 (x).
dx
Thus,
Z b
b

0
f (g (x))g (x)dx = F (g (x)) = F (g (b)) F (g (a))
a
a
Z B
= F (B) F (A) =
f (u)du.
A

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Example 12:
Z
Find the integral of
2

x2
dx.
x3 1

Solution: Let u = x 3 1. Then

du = 3x 2 dx.
If x = 2, then u = 7; if x = 3, then u = 26.
substitution,
Z 3
Z
x2
1 26
dx =
3
3 7
2 x 1
=

Using the method of

1
du
u
26

1
ln(u)
3
7

26
1
ln( ).
3
7
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Example 13:
Z
Evaluate the integral I =
0

Solution: Let u =

cos x + 1

dx.
x +1

x + 1. Then
1
dx.
du =
2 x +1

If x = 0, then u = 1; if x = 8, then u = 3. Using the method of

substitution,
Z 3
I = 2
cos(u)du
1
3

= 2 sin(u)
1

= 2 (sin(3) sin(1)) .
46 / 46