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Introduction To Definite Integral

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Introduction to Definite Integral

Firs we will look this topic from a geometric point of view.

Geometrically, definite integrals are used to find area under a curve.

‘ The area starts with left endpoint 𝑥 = 𝑎 and ends with


right endpoint 𝑥 = 𝑏.
The top is the graph of f(x) and bottom is the x-axis.

The notation we use to describe this in calculus is

➢ The differences between a definite integral and indefinite integral is that a definite
integral has been specified by a start point and end point.
Definition of the Definite Integrals
𝑏
The definite integral ∫𝑎 𝑓(𝑥)𝑑𝑥 describe the area “under” the graph of 𝑓(𝑥) on the interval

𝑎 < 𝑥 < 𝑏.

The way compute this area is to divite it up into regtangles then take a limit. Three steps in
this process are:

1. Divite the region into regtangles


2. Add up the areas of rctangles
3. Take the limit as the rectangles becomes thin.

Riemann Sums

Let 𝑓 be a continous function defined on a closed interval [𝑎, 𝑏]. 𝑓 may have negative as well
as positive values.

We subdivide the integral [𝑎, 𝑏] into subintervals, not necessarily of equal widths (or lenghts)

The set 𝑃 = {𝑥0 , 𝑥1 , … , 𝑥𝑛−1 , 𝑥𝑛 } is called a partition of [𝑎, 𝑏]. The partition 𝑃 divides [𝑎, 𝑏]
in to 𝑛 closed subinervals

[𝑥0 , 𝑥1 ], [𝑥1 , 𝑥2 ], [𝑥2 , 𝑥3 ] … , [𝑥𝑛−1 , 𝑥𝑛 ]


We select some points from each interval. The point choosen in the 𝑘th subinterval [𝑥𝑘−1 , 𝑥𝑘 ]
is called 𝑐𝑘 .

𝑐𝑘 ∈ [𝑥𝑘−1 , 𝑥𝑘 ], 𝑘 = 1,2, … , 𝑛.

Let

∆𝑥𝑘 = 𝑥𝑘 − 𝑥𝑘−1 , 𝑘 = 1,2, … , 𝑛.

Then, area of regtangles is 𝑓(𝑐𝑘 ). ∆𝑥𝑘 . Finally we sum all these products to get the area of the
region under 𝑓(𝑥) approximately.
𝑛

𝑆 = ∑ 𝑓(𝑐𝑘 ). ∆𝑥𝑘
𝑘=1

The sum 𝑆 is called a Riemann sum for 𝑓 on the interval [𝑎, 𝑏]. If we take limit of 𝑆 as 𝑛 → ∞
or ∆𝑥𝑘 → 0, we obtain
𝑛 𝑏
lim 𝑆 = lim ∑ 𝑓(𝑐𝑘 ). ∆𝑥𝑘 = ∫ 𝑓(𝑥)𝑑𝑥.
𝑛→∞ 𝑛→∞ 𝑎
𝑘=1
Properties of the Definite Integral

𝑏 𝑎
1. ∫𝑎 𝑓(𝑥)𝑑𝑥 = − ∫𝑏 𝑓(𝑥)𝑑𝑥
𝑎
2. ∫𝑎 𝑓(𝑥)𝑑𝑥 = 0
𝑏 𝑏
3. ∫𝑎 𝑘𝑓(𝑥)𝑑𝑥 = 𝑘 ∫𝑎 𝑓(𝑥)𝑑𝑥 , 𝑤ℎ𝑒𝑟𝑒 𝑘 𝑖𝑠 𝑎𝑛𝑦 𝑛𝑢𝑚𝑏𝑒𝑟
𝑏 𝑏 𝑏
4. ∫𝑎 [𝑓(𝑥) + 𝑔(𝑥)]𝑑𝑥 = ∫𝑎 𝑓(𝑥)𝑑𝑥 + ∫𝑎 𝑔(𝑥)𝑑𝑥
𝑏 𝑐 𝑏
5. ∫𝑎 𝑓(𝑥)𝑑𝑥 = ∫𝑎 𝑓(𝑥)𝑑𝑥 + ∫𝑐 𝑓(𝑥)𝑑𝑥 , 𝑤ℎ𝑒𝑟𝑒 𝑎 < 𝑐 < 𝑏
➢ 𝑐 does not need to be between 𝑎 and 𝑏
𝑏 𝑐 𝑏
∫ 𝑓(𝑥)𝑑𝑥 = ∫ 𝑓(𝑥)𝑑𝑥 − ∫ 𝑓(𝑥)𝑑𝑥 , 𝑤ℎ𝑒𝑟𝑒 𝑎 < 𝑏 < 𝑐
𝑎 𝑎 𝑐

6. If 𝑓(𝑥) ≥ 𝑔(𝑥) at every point on [𝑎, 𝑏], then


𝑏 𝑏
∫ 𝑓(𝑥)𝑑𝑥 ≥ ∫ 𝑔(𝑥)𝑑𝑥.
𝑎 𝑎
𝑏 𝑏
➢ 𝑅𝑒𝑠𝑢𝑙𝑡: If 𝑓(𝑥) ≥ 0 on [𝑎, 𝑏] then ∫𝑎 𝑓(𝑥)𝑑𝑥 ≥ 0 = ∫𝑎 0𝑑𝑥
𝑏 𝑏
If 𝑓(𝑥) ≤ 0 on [𝑎, 𝑏] then ∫𝑎 𝑓(𝑥)𝑑𝑥 ≤ 0 = ∫𝑎 0𝑑𝑥

7. Max-Min Inequality:
If 𝑓 has maximum value 𝑚𝑎𝑥𝑓 and minimum value 𝑚𝑖𝑛𝑓 on [𝑎, 𝑏], then
𝑏
(𝑚𝑖𝑛𝑓)(𝑏 − 𝑎) ≤ ∫ 𝑓(𝑥)𝑑𝑥 ≤ (𝑚𝑎𝑥𝑓)(𝑏 − 𝑎)
𝑎

Proof:
Let 𝑀 = 𝑚𝑎𝑥𝑓 = 𝑚𝑎𝑥{𝑓(𝑥): 𝑥 ∈ [𝑎, 𝑏]} and 𝑚 = 𝑚𝑖𝑛𝑓 = 𝑚𝑖𝑛{𝑓(𝑥): 𝑥 ∈ [𝑎, 𝑏]}.
Then
𝑚 ≤ 𝑓(𝑥) ≤ 𝑀.
From properties 6
𝑏 𝑏 𝑏
∫ 𝑚𝑑𝑥 ≤ ∫ 𝑓(𝑥)𝑑𝑥 ≤ ∫ 𝑀𝑑𝑥.
𝑎 𝑎 𝑎
𝑏
𝑚(𝑏 − 𝑎) ≤ ∫ 𝑓(𝑥)𝑑𝑥 ≤ 𝑀(𝑏 − 𝑎)
𝑎
𝑏
1
𝑚≤ ∫ 𝑓(𝑥)𝑑𝑥 ≤ 𝑀
𝑏−𝑎 𝑎

The Fundamental Theorem of Calculus, Part I

The fundamental theorem of Calculus tell us that in order to evaluate an integral, we need to
find an antiderivative of the function we are integrating

Theorem: If 𝑓 is continous on [𝑎, 𝑏], then the function

𝑥
𝐹(𝑥) = ∫ 𝑓(𝑡)𝑑𝑡
𝑎

is continous on [𝑎, 𝑏] and differentiable on (𝑎, 𝑏) and its derivative is 𝑓(𝑥):

𝑥
𝑑
𝐹 ′ (𝑥) = (∫ 𝑓(𝑡)𝑑𝑡) = 𝑓(𝑥)
𝑑𝑥 𝑎

𝑑𝑦
Examples: Use the Fundamental Theorem to find 𝑑𝑥 .

𝑥
• 𝑦 = ∫𝑎 (𝑡 3 + 1) 𝑑𝑡
𝑥2
• 𝑦 = ∫1 cos 𝑡 𝑑𝑡
5
• 𝑦 = ∫𝑥 3𝑡 sin 𝑡 𝑑𝑡
4 1
• 𝑦 = ∫1+3𝑥 2 2+𝑡 𝑑𝑡
Theorem: (The Fundamental Theorem of Calculus, Part II)

If 𝑓 continous over [𝑎, 𝑏] and F is any antiderivative of 𝑓 on [𝑎, 𝑏], then

𝑏
∫ 𝑓(𝑥)𝑑𝑥 = 𝐹(𝑏) − 𝐹(𝑎), 𝐹 ′ (𝑥) = 𝑓(𝑥)
𝑎

Remark: Integral evaluation notation:

𝑏
𝑏
∫ 𝑓(𝑥)𝑑𝑥 = 𝐹(𝑥) | = 𝐹(𝑏) − 𝐹(𝑎)
𝑎 𝑎

Examples:

5
• ∫0 𝑥 2 𝑑𝑥

3
• ∫−1(𝑥 3 + 1) 𝑑𝑥

2
• ∫−1(𝑥 2 + 3𝑥 + 2) 𝑑𝑥

𝜋
• ∫0 sin 𝑥 𝑑𝑥

0 1+cos(2𝑡)
• ∫𝜋 𝑑𝑡
2 2

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