CH 3 - Integration

Study

inverse operation of derivative

area under the curve f over [a,b]

The Fundamental Thm of Calculus

Techniques of Integration
Applications
1

3.1 Indefinite Integrals

f is called derivative of F

Given F(x) , differentiate F(x) , get F(x) = f(x)

Now study Reverse procedure
Given f , find F(x) such that F(x) = f(x)
F is called an antiderivative of f
Note that if F is antiderivative , then F+C is
also antiderivative, where C is any constant
( F ( x) + C )=' F '( x) + C=' F '( x)

The indefinite integral of f is defined to be F(x)+C

The indefinite integral is denoted by

f ( x)dx
Hence

)dx
f ( x=

F ( x) + C

Geometrical
Interpretation
The process on indefinite integration is to find
all curves
y = F(x) + C
s.t. their slopes at x are f(x).
Example. f(x) = 2x slope of
F ( x) + C = x + C
2

Integral Formulas

Basic Rules

Example

=
x 9,=
y 4

3.2 Riemann Integrals

Find the area of the shaded region:

Riemann integral

10

Riemann Sum =
Area of
1st rectangle

= total area of
rectangles

y = f (x)

f (c1 )x

11

Riemann Sum
The area under the curve from a to b

a Riemann sum of f on [a, b].

The exact area is given by

12

Riemann (Definite) Integral

We write

& call it the Riemann (or Definite) Integral of

f over [a, b].
Note
(f(x) may be negative)
sum = S
stretch S get

13

Terminology

(dummy )

14

Basic Rules

15

16

 How to evaluate

?
By

No, then how? See next slide

17

3. 3 The Fundamental Thm of Calculus (FTC)

F '( x) = f ( x)

If F is an antiderivative of f on [a, b], then

i.e.,

)dx
a F '( x=

F (b) F (a )

18

Examples

)dx
F '( x=

F (b) F (a )

2 sin xdx = ( cos x)]2

0
0

(cos 2 cos 0) = 0

e 1 dx = ln x]e
1 x
1
= ln e ln 1 = 1.
19

=
y

y=
1 x2

1 x dx =
2

=
y

1 x2

1 x2

1 x 2 ( 1 x 2 )dx

0
1

= 2 1 x 2 dx

y=
1 x2

We can also compute the integral by substitution

x = sin

Chew T S MA1421 Chapter 2

20

Exercises

cos x dx =

t dt =
2

(4-u ) du =
2

21

 Let f be a continuous fn on [a, b].Let

G(x)
No x involved

Then

G(x) = f(x) i.e.,

Proof

t )dt
F '(=

F ( x) F (a)

a
x

d
d
F '(t )dt=
F ( x) F (a=
) F '( x)
dx a
dx

22

Examples

=0

d
dx

( sin
x

t dt

No x involved

= sin x
d
dx

( sin x
x

t dt sin x x

23

f ( x) = 1
4

t
t +2
3

dt

4
df ( x )
4 dx
= f '( x )
dx
dx

dx
dx

use chain rule

24

Exercise

25

Example Exam 2010

26

Example Exam 2010 (cont.)

F ( x)

2 x
x
0

x 2
t f
0

f '(t )dt +

'(t )dt
x 2
t f
0

= x { f ( x) f (0)} +
2

'(t )dt

x 2
dF ( x) d 2
F '( x) =
=
x { f ( x) f (0)} + t f '(t )dt

0
dx
dx

dF ( x) d 2
d x 2

F '( x) =
=
x { f ( x) f (0)} + t f '(t )dt

dx 0
dx
dx

27

Example Exam 2010 (cont.)

dF ( x) d 2
d x 2

=
F '( x) =
x { f ( x) f (0)} + t f '(t )dt

dx 0
dx
dx
d x 2
dF ( x)
2
F '( x) =
= 2 x{ f ( x) f (0)} + x f '( x) + t f '(t )dt
dx 0
dx
= 2 x{ f ( x) f (0)} + x 2 f '( x) + x 2 f '( x)
F '(3)
= 2(3){ f (3) f (0)} + 2(32 ) f '(3)
= 2(3){3 1} + 2(32 )(2)
= 48
28

Other Cases
d a f (t )dt
d
x
=

(
)
f
t
dt

x
dx
dx a
4
d x f (t )dt

dx x 2

29

Notation

d sin x

d sin x
= cos x
dx
d ln x 1
=
dx
x

d sin x = cos xdx

write

write

d tan x = sec xdx

2

1
d ln x = dx
x

d sin x 2 = (cos x 2 )2 xdx

d ( x + 2 x + 1)= (3 x + 4 x)dx
3

de

x2

x2

= (e )(2 x)dx

d sin( x 2 + x=
+ 1) (cos( x 2 + x + 1))(2 x + 1)dx

3.4 Integration by Substitution

5
ln x dx
x

ln 5 x dx =
x

1
(ln x) x dx
5

Three basic methods, here we only study two.

We dont study method of partial fraction

= ln x d (ln x)
5

31

x
x+e

dx

x
x e

= e e

dx

= e de
e

32

Evaluate
2nd method

tan x sec xdx

= tan x d tan x
1 2
tan x + C
2

= sec x sec x tan x dx

= sec x d sec x

1 2
sec x + C1
=
2
1
=(1 + tan 2 x) + C1
2
1
1
2
=
tan x + + C1
2
2

Examples
2
2
(
x
+
2
x

3)
( x + 1)dx

1
2
2
2
=
(
x
+
2
x

3)
d
(
x
+ 2 x 3)

sin

x cos x dx

= sin 4 x d sin x
34

=
sin x
n

=
( sin x )
n

( sin x )

n
2

1
dx =
n +1
(x + x )
partial fraction

1
1
x n 1
=

n
x(1 + x ) x (1 + x n )
35

Example test 2011

Not the form

f ( g ( x))dg ( x)

Use substitution method

Let u =
1 x. Then x =
1 u , dx =
du
Then

x 1 xdx =

1
(1 u )u 2 (du ) =

3/2
1/2
(
u

u
)du

36

3.5 Integration by Parts

We may write

37

Integration-by-parts formula

=
udv

d
(
uv
)

vdu

38

Examples
ln xdx

xdx (ln x)( x) xd (ln x)

ln=
1
= x ln x x dx = x ln x x + C
x

39

Evaluate

1/ e

=
ln x dx
1

1/ e

ln x + ln x dxdx
1

-2

1.5

2.5

3.5

=
ln x dx + ln x dx
1/ e

0.5

Ans:

40

Example
1 x
Prove that e sin xdx
=
e [sin x cos x ] + C
2
x

=
e sin xdx
x

x
e
d ( cos x)

= e x ( cos x) ( cos x)de x =

e x ( cos x) + e x cos xdx
=
e x ( cos x) + e x d sin x =
e x ( cos x) + e x sin x sin xde x

=
e x ( cos x) + e x sin x e x sin xdx

1 x
x
=
e [sin x cos x ] + C
e sin xdx
2
41

 The method is suitable for other integrands:

42

3.5.2 Exercise

x e dx =
2 x

xe x dx =

Show that

sin(lnx)dx = x(sin(lnx) cos(lnx))

+C
43

Example test 2013

Observe that

d ( f ( x)) = 2f ( x) f '( x)dx

2

44

Example test 2013 (cont.)

d ( f ( x)) = 2f ( x) f '( x)dx

2

1 4
2
xf ( x) f '( x)dx = xdf ( x)
2 0
4

1
1 4
2
x( f ( x)) ( f ( x)) 2 dx
0
2
2
0

by integration by parts

1
10
2
4( f (4))=

13
2
2

45

3.6 Area between 2 Curves

Positive area

For many cases,

we need to sketch the curves
For some special cases,
if you know that one of the curves
always above the 2nd one,
then dont need to sketch the curves
e.g.,
g ( x) < 0, 0<f ( x)

g ( x) f ( x)

dx

46

How to sketch the curves

First , indicate x-intercep
and y-intercept

Next, if powers of y is
even then the curve is
symmetric wrt to x
-2.5

Next, if power of x is even

then the curve is symmetric
wrt to y
y

-2
-1.5

-1

-0.5

1.5

2.5

2
y

y2 = x

0.5

y=x

-2

0.5

-0.5

-1.5

-2

-2

-1

0
-2.5

1
1.5
2
2.5
x
-2.5

y= x

-2

Next, if powers of x is odd

then the curve is symmetric
wrt to origin

-1.5
-1
-0.5
2

-2

0
0.5
1
1.5

y
2
2.5

-4

-2

y = x3

0
-6

-2

47

Example

=
y 2 4 x2 4 x4

The graph is symmetric wrt y-axis and x-axis

=
Let x 0,=
we get y 0 y intercept
=
Let y 0, we get x 2=
(1 x 2 ) 0.
Hence x = 0, x = 1 x intercept
y

0
-1.4

-1.2

-1

-0.8

-0.6

-0.4

-0.2

0.2

0.4

0.6

0.8

1.2

1.4

-1

48

Example

which one is bigger

if x > 1, then

<

x2

x
3=

x2

9 < 92 = 81

if 0 x < 1, then
x

>x

0.2 = 0.04 > (0.04) 2 =0.0016

1.5

y= x

y = x2

0.5

0
0

0.2

0.4

0.6

0.8

x
1.2

1.4

1.6

1.8

49

50

3.6.1 Examples

0
-3

-2

-1

y = x2

-6

-4

-2

-1

-2

-3

y = x2

y= 2 x 2

y= 2 x 2

(1,1)

y = x

y = x

(2, 2)

dx
y

(2 x ( x))dx
2

-6

-4

-2

-2

y 2 = x 2

51

Example Test 2014

=
y 2 x 1 x2

0
-1.4

-1.2

-1

-0.8

-0.6

-0.4

-0.2

0.2

0.4

0.6

0.8

method 2

1.2

1.4

y=
2 x 1 x 2

-1

method 1

area = 2 0 2 x 1 x dx = 2 0 (1) 1 x 2 d (1 x 2 ) =

=
area

4
3

2 x 1 x 2 (2 x 1 x 2 ) dx
52

(Ans. 4.5)

(4, 2)

y= x

y =x
2

y= x 2

(1, 1)

y= x

pts of intersection: (1,-1), (4,2)

x x dx + x ( x 2 ) dx
0
1

We shall use another method to find the area, see next slide

53

(4, 2)

y
2

y=x =x y22

0
-0.5

0.5

1.5

2.5

3.5

4.5

-1

x= y + 2

-2

(1, (1,1)1)

dy
x= y

x= y + 2

(
y
+
2)

y
dy

1
2

54

Example test 2012

32012

4.

(1 + x ) 2
dx
x

0
0

0.5

(1 + x ) 2 1 + 2 x + x
use
=
= 2 x 1/ 2 + 2 + x1/ 2
x
x

x
1.5

2.5

3.5

4.5

5.5

-1

55

Example test 2012

Area from 0 to 21505

0
0.25

= 21505 ( Area from 0 to )

0.25

x
0.5

-1

0.75

1.25

Area from 0 to
/4

4
= (cos x sin x)dx + (sin x cos x)dx =
0
/4
2
1505 4
1507 1
1505
=
2
=
2
Area from 0 to 2

2
2

56