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CALCULUS HANDOUT 6 - RIEMANN-DARBOUX INTEGRAL.

FOURIER SERIES
THE RIEMANN DARBOUX INTEGRAL
A partition P of the interval [a, b] is a finite set of points {x0 , x1 , .., xn } satisfying a = x0 < x1 < .. <
xn = b. Consider a function f defined and bounded on [a, b].
Xn
Upper Darboux sum of f related to P : Uf (P ) = Mi (xi − xi−1 ) where Mi = sup f (x).
i=1 xi−1 ≤x≤xi
n
X
Lower Darboux sum of f related to P : Lf (P ) = mi (xi − xi−1 ) where mi = inf f (x).
xi−1 ≤x≤xi
i=1
Consider M = sup{f (x) | a ≤ x ≤ b} and m = inf{f (x) | a ≤ x ≤ b}.
For any partition P of [a, b] we have: m(b − a) ≤ Lf (P ) ≤ Uf (P ) ≤ M (b − a).
Lf = {Lf (P ) | P is a partition of [a, b]} and Uf = {Uf (P ) | P is a partition of [a, b]} are bounded sets.
So Lf = sup Lf and Uf = inf Uf exist. Moreover, Lf ≤ Uf .
A function defined and bounded on [a, b] is Riemann-Darboux integrable on [a, b] if Lf = Uf .
Z b
This common value is denoted by f (x) dx = Lf = Uf .
a
Properties of the Riemann-Darboux integral:
If f and g are Riemann-Darboux integrable on [a, b] then all the integrals below exist and
Z b Z b Z b
(1) (α f (x) + β g(x)) dx = α f (x) dx + β g(x) dx for any α, β ∈ R.
Zab Z c Z ab a

(2) f (x) dx = f (x) dx + f (x) dx for any a ≤ c ≤ b.


a a Zc b Z b
(3) If f (x) ≤ g(x) on [a, b] then f (x) dx ≤ g(x) dx.
¯Z ¯ Z a a
¯ b ¯ b
¯ ¯
(4) ¯ f (x) dx¯ ≤ |f (x)| dx.
¯ a ¯ a

Classes of Riemann-Darboux integrable functions:


If f is continuous on [a, b], then f is Riemann-Darboux integrable on [a, b].
A function f is called piecewise continuous on [a, b] if there exists a partition P = {x0 , x1 , . . . , xn } of [a, b]
and continuous functions fi defined on [xi−1 , xi ], such that f (x) = fi (x) for x ∈ (xi−1 , xi ), i = 1, 2, . . . , n.
Z b Xn Z xi
A piecewise continuous function is Riemann-Darboux integrable and f (x) dx = fi (x) dx.
a i=1 xi−1

The integral mean value theorem:


If f and g are continuous on [a, b] and g(x) ≥ 0 for x ∈ [a, b], then there exists c between a and b such
Z b Z b
that f (x) · g(x) dx = f (c) g(x) dx.
a a
The fundamental theorem of calculus: Z x
If f is Riemann-Darboux integrable on [a, b] and F (x) = f (t) dt, then F is continuous on [a, b].
a
Furthermore, if f is continuous on [a, b], then F is differentiable on [a, b] and F 0 = f .
Any function Φ such that Φ0 = f is called a primitive (antiderivative) of f .
Two primitives of the same function f differ by a constant.
Z b
If F is a primitive of f , then f (x) dx = F (b) − F (a).
a
Integration by parts:
If the functions f and g are continuously differentiable on [a, b], then
Z Z
f (x) · g (x) dx = f (x) · g(x) − f 0 (x) · g(x) dx
0

Z Z
where f (x)g 0 (x)dx andf 0 (x)g(x)dx represent the set of primitives of f g 0 and f 0 g, respectively.
Z b ¯b Z
¯ b
0 ¯
Consequence: f (x) · g (x) dx = f (x) · g(x)¯ − f 0 (x) · g(x) dx
a ¯ a
a
Change of variables:
If the function g : [α, β] → [a, b] is a continuously differentiable bijection having the property g(α) = a,
g(β) = b and f : [a, b] → R1 is continuous, then
µZ ¶ Z
f (x) dx ◦ g = (f ◦ g)(t) · g 0 (t) dt

Z Z
where f (x)dx and (f ◦ g)(t) · g 0 (t) dt represent the set of primitives of f and (f ◦ g) · g 0 , respectively.
Z g(β) Z β
Consequence: f (x) dx = (f ◦ g)(t) · g 0 (t) dt
g(α) α
Improper integrals:
Let f be a function bounded on [a, ∞) and Riemann-Darboux integrable on [a, b] for every b > a.
Z b Z ∞
If lim f (x) dx exists, then the improper integral of first kind f (x) converges.
b→∞ a a
Let f be a function defined on (a, b] and Riemann-Darboux integrable on [a + ε, b], for ε ∈ (0, b − a).
Z b Z b
If lim+ f (x) dx exists, then the improper integral of second kind f (x) dx converges.
ε→0 a+ε a
Comparison test for improper integrals of first kind:
Let f and g be defined on [a, ∞) and Riemann-Darboux
Z ∞ integrable on [a, b] for
Z ∞every b > a.
Suppose that 0 ≤ f (x) ≤ g(x) for all x ≥ a and g(x) dx converges. Then f (x) dx converges too.
a a

FOURIER SERIES
The Fourier series of a piecewise continuous function f defined on the interval [−π, π] is the series

a0 X
+ (an · cos nx + bn · sin nx)
2 n=1

in which the Fourier coefficients an , bn are given by


Z
1 π
an = f (x) · cos nx dx for n = 0, 1, 2, ...
π −π
Z
1 π
bn = f (x) · sin nx dx for n = 1, 2, ...
π −π
Fourier Theorem:
Let f be a piecewise continuous function defined on the interval [−π, π] and extended by periodicity
outside it. We denote by Sn (x) the n-th partial sum of the Fourier series defined above.
If f (x) has finite left-hand and right-hand side derivatives at its points of discontinuity, then:
a) when x = x0 is a point of continuity of f , then lim Sn (x0 ) = f (x0 ).
n→∞
1£ ¤
b) when x = x0 is a point of discontinuity of f , then lim Sn (x0 ) = f (x+
0 ) + f (x−
0 ) .
n→∞ 2
Change of the origin of the fundamental interval:
If f is a piecewise continuous function defined on the fundamental interval [−π, π] and by periodic
extension outside it, then for any α, the Fourier coefficients an , bn are given by
Z
1 α+π
an = f (x) · cos nx dx for n = 0, 1, 2, . . .
π α−π
Z α+π
1
bn = f (x) · sin nx dx for n = 1, 2, . . .
π α−π

The Fourier series of f (x) converges at every point of continuity and:



a0 X
f (x) = + (an cos nx + bn sin nx) for x ∈ [α − π, α + π].
2 n=1
Change of the interval length:
If f is a piecewise continuous function defined on the interval [−L, L] and by periodic extension outside
it, then the Fourier coefficients are given by
Z L
1 nπx
an = f (x) · cos dx for n = 0, 1, 2, . . .
L −L L
Z L
1 nπx
bn = f (x) · sin dx for n = 1, 2, . . .
L −L L
The Fourier series (see below) of f (x) converges at every point of continuity and:

a0 X nπx nπx
f (x) = + (an cos + bn sin )
2 n=1
L L

Odd and even functions:


If the function f is even, then bn = 0 for any n = 1, 2, . . ..
If the function f is odd, then an = 0 for any n = 0, 1, 2, . . ..
EXERCISES
1. Find the primitives of the following functions on their maximal domains of definition:
1 1 1 − x2
1. f (x) = x2 + 2x + 3 11. f (x) = √ + √ 23. f (x) = √
x 3
x 2 (1 + x2 ) 1 + x2
1 √ √
2. f (x) = x + 12. f (x) = x x + 2x x2
3
1
x 24. f (x) =
3. f (x) = sin x + cos x 13. f (x) = 1 + cos 3x 1 + x4
1 14. f (x) = ex cosh(2x) x2
4. f (x) = √ 25. f (x) =
1 − 4x2 1 + x4
15. f (x) = |x|
1 x2
5. f (x) = √ 1 26. f (x) =
4 − x2 16. f (x) = √ √ 1 + x12
1+ x+ x+1
2 2 ex
6. f (x) = + x e arctan x 27. f (x) = 2x
sin2 x cos2 x 17. f (x) = p e + e−2x
(1 + x 2 )3 1
1 28. f (x) =
7. f (x) = 2 2 18. f (x) = sin(ln x) 1 + |1 − ex |
sin x · cos x √
1 19. f (x) = e x |x|
8. f (x) = 2 29. f (x) =
x +4 1 + |x|
20. f (x) = earcsin x
1 1
9. f (x) = x4 arctan x 30. f (x) =
4x2 + 1 21. f (x) = 3 + cos x
1 1 + x2 1
10. f (x) = 2 √
x −1 22. f (x) = tan x 31. f (x) =
1 + sin2 x
2. Compute the following integrals:
Z 1 x−1 Z 1
e x+1 x+1
1. f (x) dx where f (x) = 7. f (x) dx where f (x) =
0 (1 + x)3 0 x4 + x2 + 1
Z π Z 3
2 √
2. f (x) dx where f (x) = ln(sin x) 8. f (x) dx where f (x) = x + 1 + (1 − 2x)[x − 1]
0
0
Z π 
Z 1  1 x
3.
2
f (x) dx where f (x) = ln(cos x)  e ,x ≤ 0
9. f (x) dx where f (x) = √ 2
Z0 1 
 1+x−1
−1 ,x > 0
4. f (x) dx where f (x) = x ln(sin πx)  x
Z 1  3
Z0 1  − + ex ,x ≤ 0
x earctan x 10. f (x) dx where f (x) = √ 4 √
5. f (x) dx where f (x) = p  x+4− 4
0 (1 + x2 )3 −1  ,x > 0
Z 3 x
1
6. f (x) dx where f (x) = √
2 (1 + x) 1 + x + x2
3. Find recurrence formulae for the following integrals:
Z π Z π Z π Z 1 p Z 1
2 2 4
1. sinn x dx 2. sin2n x dx 3. tgn x dx 4. x2n 1 − x2 dx 5. xn sin πx dx
0 0 0 0 0
4. Study the convergence of the following improper integrals (a, b > 0, p, q ∈ R):
π
Z∞ Z∞ Z2 Zb
1 1 1 1
1. dx 8. √ dx 15. √ dx 21. dx
1 + x2 x sin x (b − x)p
0 0 0 a
Z∞ Z∞ −x Z∞ Z∞
1 e arctan x 1
2. dx 9. dx 16. dx 22. dx
x2 1 + x2 x xp ln x
1 0 0 2
Z∞ Z1 Z∞ 2 Z∞
1 e−x sin x ln x
3. √ dx 10. √ dx 17. dx 23. dx
x x x2 xp
1 0 0 1
Z∞ Z∞ Z∞ Z∞
1 1 x ln x
4. sin x dx 11. dx 18. dx 24. dx
xp (ln x)ln x (1 + x2 )p
−∞ a 2 0
π
Z1 Zb Z2 Z1
1 1 ln(sin x) 1
5. √ dx 12. dx 19. √ dx 25. lnp dx
x xp x x
0 0 0 0
Z1 Z∞ Z∞ Z∞
1 2 1 sin2 x
6. √ dx 13. e−x dx 20. dx 26. dx
1 − x2 xp (1 + xq ) xp
0 −∞ 0 0

Z1 Z∞
1 1
7. dx 14. dx
x 1 + | sin x|
0 0

5. Find the Fourier series for: ½


a if − π ≤ x < 0
1. f (x) = π 2 − x2 , x ∈ [−π, π] 8. f (x) =
b if 0 ≤ x ≤ π
2. f (x) = x2 , x ∈ [−π, π]  π

 −x if − ≤ x ≤ 0
3. f (x) = |x|, x ∈ [−π, π]  2
4. f (x) = x3 , x ∈ [−1, 1] 9. f (x) = x if 0 ≤ x < π

 3π
5. f (x) = cos(ax), x ∈ [−π, π]  2π − x if π ≤ x ≤
½ 2
6. f (x) = cosh(ax), x ∈ [−π, π] 0 if − π ≤ x < 0
10. f (x) =
7. f (x) = eax , x ∈ [−1, 1] x if 0 ≤ x ≤ π