Topic 6: Definite and

Improper Integrals
Definite Integrals

Properties
Infinite Intervals of Integration
Integrals of Unbounded Functions

DEFINITE INTEGRAL (Sydsaeter & Hammond)

Let f be a continuous function defined in the interval [a,b]. Lets
suppose that the function F is continuous in [a,b] and has a derivative
with F(x) = f(x) for every x in (a,b).
Then the difference F(b)-F(a) is called the definite integral of f over [a,b]. The
definite integral of f over [a,b] is a number that depends only on the function f and
the numbers a and b. We will denote it by
b

)dx
f ( x=

F (b) F (a )

and the numbers a and b are called, respectively, the lower and upper limit of
integration
If x is restricted to lie on the real line, the definite integral is known as a Riemann
Integral , and f is said to be Riemann Integrable.
Note.- If f is a piecewise continuous, bounded fuction on [a,b], then f is Riemann
Integrable.

Second Fundamental Theorem of Calculus

Given an indefinite integral of a continuous function f, F(x) defined
on an interval (a,b), then

)dx
f ( x=

F (b) F (a )

This formula is known as The Barrows Rule.

Note.- This is a very deep result connecting the purely algebraic indefinite integral
and the purely analytic (or geometric) definite integral.
The definite integrals are useful to solve many practical problems.
Note that it does not involve a constant of integration, and it gives us a definite
value (a number) at the end of the calculation

Definition.- Let f be a continuous real-valued function defined on a

closed interval [a, b]. Let A be the function defined, for all x in [a, b],
by the area bounded by the graph of the function f(x) and the X- axis
between a and x.
Then, A is continuous on [a, b], differentiable on the open interval (a, b),
and A(x) = f(x) for all x in (a,b), this is, A(x) is a primitive of f(x).

Basic Properties of the Definite Integral

a

f ( x)dx = 0

1.

f ( x)dx = f ( x)dx

2.
3.

For c (a, b)

f ( x)dx =
f ( x)dx + f ( x)dx

4. Given a continuous function f defined on [a,b], there exits a value

c in [a,b] such that

5. Given a continuous function f(x)>0 on [a,b], the
Example

x3
1
x2 1 3 2 1
2
3
2
3
2

=
+

=
+

=
+

+
ln1 =148 ln 5
3
x
2
x
dx
3
2
x
x
5
5
ln
5
1
1

x
2 x 1
x 1
3
5

The definite integral (or Riemann Integral) defined previously verifies the
two following conditions on f:
f(x): (a,b) R is defined on a bounded interval (a,b)
f is a bounded function on (a,b).
When one or both of these conditions are not verified, it is possible to
extend the definition of integral by mean of limits.
These new integrals are called Improper Integrals
Definition. Infinite Interval of Integration
Let be f(x):[a,+[

R a Riemann integrable function on each interval

[a,b], a>b. The Improper Integral of First Type is defined as

f ( x)dx = lim f ( x)dx

t + a

When this limit does not exist, the integral is said Divergent. When it does
exist it is said Convergent.

Integrals of Unbounded Intervals

In a similar way, if f(x):]-,b[ R is a Riemann integrable function on each
interval [a,b], a<b, the Improper Integral of First Type is defined as

f ( x ) dx = lim f ( x ) dx
t t

If f(x):]-,+ [ R is a Riemann integrable function on each interval [a,b],

a<b, the Improper Integral of First Type is defined as
+

f ( x ) dx
=

f ( x ) dx +

f ( x ) dx

If f(x) 0 in [a ,+ [ (]-,b[,]-,+ [ ) the integrals are interpreted as the

area below the graph of f over the interval [a ,+ [ (]-,b[,]-,+[)

Integrals of Unbounded Functions

It is possible to find integrals where the integrand is not bounded.
Let suppose f(x):]a,b]

R is continuous function on the interval (a,b], a<b,

but f(x) is not defined at x=a. Then we define the Improper Integral of Second
Type as

f ( x ) dx = lim+
h 0

a+h

f ( x) dx

if the limit exists, and the improper integral of f is said to converge in this case.
If f(x)0 in (a,b], we identify the integral as the area under the graph of f over
the interval [a,b] . In the same way,

f ( x ) dx = lim+

if the limit exists, being f(x):[a,b[

defined on x=b.

h 0

bh

f ( x) dx

R continuous on [a,b) but f(x) not

Integrals of Unbounded Functions (ii)

Let suppose f(x):]a,b[ R is continuous function on the interval
(a,b), a<b, but f(x) is not defined at x=a or x=b. In this case, f is said to be
integrable in (a,b), and we can define

f ( x)dx = f ( x)dx + f ( x)dx

provided that both integrals on the right-hand side converge. Here c is an

arbitrary fixed number in (a,b), and neither the convergence of the
integral nor its value depends on the choice of c. If either of the integrals
on the right-han side does not converge, the left hand side is not well
defined.