Module 2: Integral Calculus

March 23, 2021

Contents
1 Introduction 2
1.1 Graphical Representation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2 First Fundamental Theorem of Calculus . . . . . . . . . . . . . . . . . . . . . . . . . 4

2 Methods of Integration 5
2.1 General Rules for Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.2 Integration By Substitution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.2.1 u-substitution Intro . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.2.2 Defining u and du . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
2.3 Integration By Parts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

3 Alternative Approximation Methods 10

3.1 The Trapezoidal Sum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
3.2 Simpson’s Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

4 Appendices 12
4.1 Worked Examples: Integration By Parts . . . . . . . . . . . . . . . . . . . . . . . . . 12

1
1 Introduction
1.1 Graphical Representation
In similar fashion to how differentiation of a function, f (x), with respect to a variable, x, will yield
an expression for the instantaneous rate of change in that variable, integration will provide an
expression for the accumulation of change in the variable.
At first this may be difficult to conceptualize; however, just like differential calculus, it will slowly
become more intuitive and eventually begin to show its intrinsic beauty.
You can think of an integral as a mathematical representation interpreted as an area, or generaliza-
tion of an area. The idea is a little abstract at the moment, but it will become cleared up shortly.
The preferred notation for an integral, again like in differential calculus, is the Leibniz’s notation:
Z b
f (x) dx
a
This represents, and can be read as, the definite integral from point x = a to point x = b of function
f (x) dx. We will explore more on what dx actually represents, later.

0.5

−1 −0.5 0.5 1
A B
−0.5

Consider the function f (x) = −3x2 + 1.

How might you find the area under f (x) for the interval defined by points a and b?
We might consider splitting the interval up into easier shapes to find the area of, and then summing
the areas up. The typical idea is to use rectangles with horizontal side length ∆x, and height f (xi ).

If we split the interval into two boxes, we will obtain the following:

0.5

−1 −0.5 0.5 1
Area = 0.45
−0.5

2
As you can see, this is a far from accurate approximation, but it isn’t terrible. If we increase the
number of boxes, by decreasing ∆x, we will have less overflow and a better approximation:

0.5

−1 −0.5 0.5 1
Area = 0.41
−0.5

There is still some overflow, so it is not completely accurate; however, we can observe a general
trend. As we decrease the length of ∆x, we get more boxes, but a closer approximation of the real
area:

0.5

−1 −0.5 0.5 1
Area = 0.38
−0.5

Here, where nboxes = 30, we are getting a very close approximation. Imagine now, we sum the areas
of the rectangles where the width, or ∆x → 0 and nboxes → ∞. In this case, our Answerapprox. →
AnswerCorrect . When ∆x → 0, we define ∆x = dx.

3
 1

0.5
0.38

−1 −0.5 0.5 1

−0.5

To summarize the ideas described above as an expression, we might say something to the effect of:
Z b n
X
f (x) dx = lim f (xi ) ∆x
a n→∞

1.2 First Fundamental Theorem of Calculus

In the simplest terms, the antiderivative (or indefinite integral) is the exact opposite of the deriva-
tive.
A more complete definition for the antiderivative is described by:

A function, f, has an antiderivative, F, when you consider F 0 (x) = f (x).

dy
Furthermore, if: = f (x), then, dy = f (x) dx,
dx
Z
and y = f (x) dx = F (x) + c, where c is the constant of integration.

In essence, this is the First Fundamental Theorem of Calculus. Partnering differentiation and
integration of a function is one of the pillars of infinitesimal calculus.

4
2 Methods of Integration
2.1 General Rules for Integration
Rule Function
R Integral
R
i. Constant Multiple R c · f (x) dx c
R · f (x) dx R
ii. Summative Rule R (f + g) dx R f (x) dx + R g(x) dx
iii. Difference Rule (f − g) dx f (x) dx − g(x) dx
xn+1
R n
iv. General Power x dx n+1 + c
R 1
v. Reciprocal R xxdx ln |x| + c
e dx ex + c
ax
R x
vi. Exponential Type a dx ln(a) +c
R
Rln(x) dx x ln(x) − xR + c
vii. Trigonometric R sin 2x dx = − cos x + c R cos x dx = sin x + c
R sec2 x dx = tan x + c R sec x tan x dx = sec x + c
(x must be in radians) R csc x dx = − cot x + c csc x cot x dx = − csc x + c
viii. Integral of Zero 0 dx +c

2.2 Integration By Substitution

2.2.1 u-substitution Intro
The u-substitution, or integration by substitution method is essentially the sister-rule to differen-
tiation’s ”chain-rule”. Here, we aim to unwind the chain rule to obtain the composite function
which was differentiated. Essentially, we will simplify the integrand into u and du terms which
then become much easier to evaluate.
Example 1. Z
3 +x2 )
Evaluate. (3x2 + 2x) · e(x dx

In this example, we face a bit of a messy exponential expression, multiplied by some often poly-
nomial. It might seem intimidating at first, but in reality, it is actually quite easy to simplify and
then evaluate.
The key to using this method is realizing certain terms in the integrand which are related through
single-step differentiation.
For the above example, notice that (3x2 + 2x) is actually the derivative of (x3 + x2 ), which also
appears in our expression.

5
 du
Based on this, we can substitute (x3 + x2 ) = u, (3x2 + 2x) = dx :

du
u = x3 + x2 , and = 3x2 + 2x
dx
Such that, multiplying by dx on both sides yields:

du
· = (3x2 + 2x) · dx.
dx
dx

From our original expression:
Z Z
3 2
(x3 +x2 )
2
(3x + 2x) · e dx = (3x2 + 2x) dx · e(x +x ) dx

Z
= e u · du

Integrating with respect to u, and re-substituting u = x3 + x2 :

=eu+c

3 +x2 )
= e(x +c
Example 1.
Z q
Evaluate. 18x2 4
6x3 + 5 dx

Z
1 4 5
= u 4 du = u 4 + c
5

4
5
= 6x3 + 5 4 + c
5

2.2.2 Defining u and du

to do still

6
2.3 Integration By Parts
Integration by parts is a method for computing definite and indefinite integrals by expanding the
integrand into a constituent product of terms. The method, when used incorrectly, can lead to more
complex integrals, so choosing correct constituent f (x) and g 0 (x) terms is essential. This method
is sometimes also known as the ”inverse product rule”, and you will see why after we derive the
formula from the product rule for differentiation.
Recall the product rule:

d
f (x) · g(x) = f 0 (x) · g(x) + f (x) · g 0 (x)
dx
Integrate on both sides:
Z Z Z
d
f (x) · g(x) dx = f (x) · g(x) dx + f (x) · g 0 (x) dx
0
dx
Rearranging for f (x) · g 0 (x) dx:
R

Z Z
f (x) · g (x) dx = f (x) · g(x) − f 0 (x) · g(x) dx
0

General Integration by Parts Formula: Colour Coded

Z Z
0
f (x) · g (x) dx = f (x) · g(x) − f 0 (x) · g(x) dx

Note: For this to be applied effectively, you should assign f (x) such that f 0 (x) will be simpler than
f (x), and g 0 (x) such that integration will not complicate g(x) much more.
Example 1. Z
Evaluate. x2 · ex dx

First identify f (x) and g 0 (x). In this case, it makes sense to assign f (x) = x2 and g 0 (x) = ex
Z
x2 · ex dx

Apply the formula for integration by parts:

Z Z
x2 · ex dx = x2 · ex − 2x · ex dx

We will need to apply it a second time for the 2x · ex dx term:

R

Z Z
x · e dx = x · e − 2x · ex dx
2 x 2 x

Z
= (x2 · ex ) − (2) x · ex dx

7
  Z 
= (x2 · ex ) − (2) (x · ex ) − 1
(ex ) dx

= (x2 · ex ) − (2) [(x · ex ) − ex + c]

Now this is quite easy to simplify:
Z
x2 · ex dx = ex x2 − 2x + 2 + c

One further example and more worked examples can be found in the appendix section.
Example 2. Z
Evaluate. x · cos(x) dx

In this example, assigning f (x) = x is the correct choice as f 0 (x) = 1, and is simpler, and assigning
g 0 (x) = cos(x) works because integrating cos(x) is quite easy.
Apply the formula for integration by parts:
Z Z
x · cos(x) dx = x · sin(x) − 1
· sin(x) dx

Z h i
x · cos(x) dx = x · sin(x) − −cos(x) + c

= x · sin(x) + cos(x) + c

Computing The Definite Integral using integration by parts:

Z b b Z b
0
f (x) · g (x) dx = f (x) · g(x) − f 0 (x) · g(x) dx

a a a

Example 3. Z 2
Evaluate. x · e6x dx
−1

2
" 2 # " R 2 6x #
x · e6x  −1 e dx
Z
6x
x·e dx = −
−1 6 
−1 6

8
 " 2 # " 2 #
x · e6x  x · e6x 
= −
6 −1 36 −1

11 · e12 7 · e−6
= +
36 36

9
3 Alternative Approximation Methods
3.1 The Trapezoidal Sum
very incomplete
y

f (x)

a = x0 x1 xj−1 xj xn−1 b = xn x

3.2 Simpson’s Rule

Simpson’s Rule is yet another method for approximating the integral of a function over a continuous
interval [a, b] . This approach utilizes quadratic polynomials to extreme accuracy and often yields
much more accurate results than the Riemann method (rectangles), or the trapezoid method. The
interval is again split into n, equal parts. The difference in contrast to other methods is that
Simpson’s method requires n sections to be even in number as we are estimating area of sections
of 2∆x in width. Interestingly, due to the fact that Simpson’s method uses quadratic polynomials
terms, integrals for functions of up to cubic (3) degree will exact values.
Simpson’s method’s quadratics often yield less error in the form of over or under estimation com-
pared to straight or slanted lines of the rectangle or trapezoidal method. When ∆x → ∞, our
approximation of the curve and the definite integral is extremely precise.
The history of Simpson’s Rule is also interesting. The mathematics for the method are credited to
Thomas Simpson, but very similar formulae were used by Johannes Kepler nearly a century prior.
Furthermore, this particular formula is actually one from the Newton-Cotes quadrature formulae.
STILL TO DO
The derivation of the formula for Simpson’s Rule is left as an exercise, but the area of this region
is essentially the base times some average height of the graph:
 
yo + 4y1 + y2
Area = (base)(average height) = (2∆x)
6
This emphasizes the middle more so than the sides, which is consistent with the equations for
parabolic approximation.
Simpson’s rule gives you the following estimate for the area under the curve:
 
1
Area = (2∆x) [(yo + 4y1 + y2 ) + (y2 + 4y3 + y4 ) + · · · + (· · · yn )]
6

10
We can combine terms here by exploiting the following pattern in the coefficients:
1 4 1
1 4 1
1 4 1
1 4 2 4 1 4 1
To get the final form of Simpson’s rule:
Z b
∆x
f (x)dx ≈ (yo + 4y1 + 2y2 + 4y3 + 2y4 + · · · + 2yn−2 + 4yn−1 + yn )
a 3

11
4 Appendices
4.1 Worked Examples: Integration By Parts
For the following examples, recall the formula from Section 2.3:

General Integration by Parts Formula: Colour Coded

Z Z
0
f (x) · g (x) dx = f (x) · g(x) − f 0 (x) · g(x) dx

Example 1. Z
Evaluate. ln(x) dx

This example is particularly illustrative as it explores how to evaluate integrals where the integrand
isn’t immediately obvious as being a product of terms. To ”create” a product we can use the formula
to solve, we can simple multiply the integrand by 1. This may seem redundant, but it allows for
easy computation of this integral:
Z Z
ln(x) dx = 1 · ln(x) dx

We will assign f (x) and g 0 (x) to be ln(x) and 1, respectively:

Z Z
1
1 · ln(x) dx = x · ln(x) − · x dx
x

Apply cancellations to simplify nicely:

Z
1
= x · ln(x) − ·
x dx
x


= x · ln(x) − x + c

Example 2. Z
Evaluate. x · e6x dx

Assign f (x) and g 0 (x) to the appropriate terms:

e6x
f (x) = x and f 0 (x) = dx = 1 and g 0 (x) = e6x and g(x) =
6

12
 x · e6x 1 · e6x
Z Z
6x
x·e dx = − dx
6 6

x · e6x e6x
= − +c
6 36

13