Chapter 5: Integral

Trần Hoà Phú

Ngày 28 tháng 4 năm 2024

 Area Problem
Problem Find the area of the region S that lies under the
curve y = f(x) from x = a to x = b.

Trần Hoà Phú Chapter 5: Integral 2 / 78

 Example
Find the area S lies under the y = x2 from x = 0 to x = 1.

Trần Hoà Phú Chapter 5: Integral 3 / 78

Divide S into four strips S1 , S2 , S3 , S4 by drawing
x = 1/4, x = 1/2, x = 3/4.

1 1 1 1 1 3 1
! ! !
R4 = f + f + f + f (1) =
4 4 4 2 4 4 4
2

1 1 1 3
2
+ 2
+ 2
+ 12  = 0.4685
4 4 2 4 Trần Hoà Phú Chapter 5: Integral 4 / 78
The more intervals we divide, the better approximations we
get.

Problem How many intervals should we divide to have exact

result?
Trần Hoà Phú Chapter 5: Integral 5 / 78
 S = n→∞
lim Rn
     
1 1 1 2 1 n
Rn = f   + f   + ... + f  
n n n n n n
 2  2  2
1 1 1 2 1 n
=   +   + ... +  
n n n n n n
1 1
= . 2 (12 + 22 + ... + n2 )
n n   
1 n(n + 1)(2n + 1) 1  1  1
= 3. = 1+ 2+
n 6 6 n n
Thus S = n→∞
lim Rn = 1/3
Trần Hoà Phú Chapter 5: Integral 6 / 78
 1 1 1 1 2 1 3
! ! !
L4 = f (0) + f + f + f
4 4 4 4 4 4 4
1 1 22 32 
= 0 + 2 + 2 + 2 = 0.21875
4 4 4 4
Trần Hoà Phú Chapter 5: Integral 7 / 78
Trần Hoà Phú Chapter 5: Integral 8 / 78
 Sample points

b−a
∆x =
n
n
(x1∗ )∆x (x2∗ )∆x (xn∗ )∆x ] f (xi∗ )∆x
X
lim [f
A=n→∞ +f + ... + f = n→∞
lim
i=1

Trần Hoà Phú Chapter 5: Integral 9 / 78

 Definite integral
Definition Definite integral of f from a to b is
Z b n
f (xi∗ )∆x
X
f (x )dx = n→∞
lim (provided this limit exists)
a i=1
| {z }
Riemann Sum

If it does exist, we say f is integrable on [a, b].

Note Z b Z b Z b
f(x)dx = f(y)dy = f(z)dz
a a a

Trần Hoà Phú Chapter 5: Integral 10 / 78

 Exercise
Estimate the area under the graph of
f (x ) = 25 − x 2
on [0, 5] :
a) using 5 rectangles and right endpoints
b) using 5 rectangles and left endpoints
c) using 5 rectangles and midpoint

Trần Hoà Phú Chapter 5: Integral 11 / 78

Solution
f (x ) = 25 − x 2 , [0, 5]
a)
5−0
∆x = = 1 R5 = f (1)∆x + f (2)∆x + f (3)∆x + f (4)∆x + f (5)∆x
5
= ∆x (f (1) + f (2) + f (3) + f (4) + f (5))
= 1.(24 + 21 + 16 + 9 + 0) = 70
b)
L5 = f (0)∆x + f (1)∆x + f (2)∆x + f (3)∆x + f (4)∆x
= ∆x (f (0) + f (1) + f (2) + f (3) + f (4))
= 1.(25 + 24 + 21 + 16 + 9) = 95
c)
M5 = f (1/2)∆x + f (3/2)∆x + f (5/2)∆x + f (7/2)∆x + f (9/2)∆x
= ∆x (f (1/2) + f (3/2) + f (5/2) + f (7/2) + f (9/2))
= 1.(99/4 + 91/4 + 75/4 + 51/4 + 19/4) = 83.75

Trần Hoà Phú Chapter 5: Integral 12 / 78

 Exercise
Estimate the area under the graph f (x ) = x + 1/x
over [1, 9] using 4 rectangles and left endpoints.
A. 49.57 B. 42.19 C.40 D. 35.35

Trần Hoà Phú Chapter 5: Integral 13 / 78

 Exercise
Use the Right-endpoint rule with n=4 to estimate
the value of the integral
Z
3
1 f (x )dx

x 1 1.5 2 2.5 3
f(x) 0.31 0.5 0.36 1.35 2.04

A. 2.145 B. 1.620 C. 4.290 D. 3.240

Trần Hoà Phú Chapter 5: Integral 14 / 78
 Exercise
Find the Riemann sum for
f (x ) = 3x 2 − 5, 0 ≤ x ≤ 2,
with four equal subintervals, taking the sample
points to be left endpoints.
A.9.5 B. -9.5 C. 4.75 D. -4.75

Trần Hoà Phú Chapter 5: Integral 15 / 78

 Exercise

Trần Hoà Phú Chapter 5: Integral 16 / 78

 Properties of the Integral
Z b
1 cdx = c(b − a) a, b, c ∈ R
a
Z b Z b Z b
2 (f (x ) + g(x ))dx = f (x )dx + g(x )dx
a a a
Z b Z a
3 f (x )dx = − f (x )dx
a b
Z b Z c Z b
4 f (x )dx = f (x )dx + f (x )dx
a a c
5 If m ≤ f (x ) ≤ M ∀a ≤ x ≤ b, then
Z b
m(b − a) ≤ f (x )dx ≤ M(b − a)
a

Trần Hoà Phú Chapter 5: Integral 17 / 78

 Z
b ′
a F (x)dx = F(b) − F(a)

x =1
Z 1
2 x3 1 0 1
x dx = = − =
0 3 x =0
3 3 3
π/4
Z π/4 1 1 π 1 1
cos 2xdx = sin 2x = sin − sin 0 =
0 2 x =0
2 2 2 2

Trần Hoà Phú Chapter 5: Integral 18 / 78

 Z
b ′
a F (x)dx = F(b) − F(a)

If an object moves along a straight line with position function

s(t), then its velocity is v (t) = s ′ (t).
Z t
2
v(t)dt = s(t2 ) − s(t1 )
t1

:displacement of the object during the time period from t1 to t2 .

The distance the object travels during a time interval [t1 , t2 ] is
Z t
2
|v(t)|dt = total distance traveled
t1

Trần Hoà Phú Chapter 5: Integral 19 / 78

 Example
A particle moves along a line so that its velocity at time t is
v (t) = t 2 − t − 6.
a. Find the displacement of the particle during the time period
1 ≤ t ≤ 4.
b. Find the distance traveled during this time period.

Trần Hoà Phú Chapter 5: Integral 20 / 78

Solution
a. Displacement of the particle during the time period 1 ≤ t ≤ 4 is
! t=4
Z 4 Z 1
2 t3 t2
v (t)dt = (t − t − 6) = − − 6t = −9/2
1 0 3 2 t=1

b.Distance traveled during this time period is

Z 4 Z 4
61
|v (t)|dt = |t 2 − t − 6|dt =
1 1 6

Trần Hoà Phú Chapter 5: Integral 21 / 78

 Exercise
A particle moves along a line so that its velocity at time
t is
v (t) = 3t 2 − 2t − 5 (measured in meters per second)
Find the distance of the particle during the time
2≤t≤5
A.78 B.89 C.81 D.87

Trần Hoà Phú Chapter 5: Integral 22 / 78

Solution
The distance of the particle during the time 2 ≤ t ≤ 5 is
Z t Z 5
′
|v (t)|dt = |3t 2 − 2t − 5|dt
2 2
= 81

Trần Hoà Phú Chapter 5: Integral 23 / 78

 Exercise

Trần Hoà Phú Chapter 5: Integral 24 / 78

Solution
The displacement of the particle during the time 0 ≤ t ≤ 7 is
Z 7 Z 7
v (t)dt = (6t 2 − 2t − 3)dt
0 0
= 616

Trần Hoà Phú Chapter 5: Integral 25 / 78

 d Z
x
a f (t)dt = f (x )
dx
Theorem If f is continuous on [a, b] then the function g
defined by Z x
g(x ) = f (t)dt a ≤ x ≤ b
a
is continuous on [a, b] and differentiable on (a, b) and
g ′ (x ) = f (x )
Example ′
Z x√

 t 2 + 1dt  = x 2 + 1
0
 ′
Z x
 sin(2t)dt  = sin 2x
1
Trần Hoà Phú Chapter 5: Integral 26 / 78
 Exercise
dy
Find for
dx
x 1
√
Z
y= 1 dt
16 − t 2
1 1
A. √ B. √
16 − x 3 16 − x
1 x
C. √ D. √
16 − x 2 16 − x 2
Trần Hoà Phú Chapter 5: Integral 27 / 78
 d u(x )
(t)dt = f (u(x ))u ′(x )
Z

a f
dx
Example
 ′
Z x2
 (2t − 1)dt  = (2x 2 − 1)(x 2 )′ = 2x (2x 2 − 1)
1
 ′
Z 2−x
 sin tdt  = sin(2 − x )(2 − x )′ = − sin(2 − x )
0

Trần Hoà Phú Chapter 5: Integral 28 / 78

 Exercise
Find f ′(x ) if
Z
1+x 2
a. f (x ) = 3 lntdt
Z
x2
b. f (x ) = 1 sin(t − 1)dt
Z √
x
c. f (x ) = 1 tdt

Trần Hoà Phú Chapter 5: Integral 29 / 78

Solution
Z 1+x 2
a. f (x ) = ln tdt
3
f ′ (x ) = ln(1 + x 2 )(1 + x 2 )′ = 2x ln(1 + x 2 )
Z x2
b. f (x ) = sin(t − 1)dt
1
f ′ (x ) = sin(x 2 − 1)(x 2 )′ = 2x sin(x 2 − 1)
Z √x
c. f (x ) = tdt
1
√ √ √ 1 1
f ′ (x ) = x ( x )′ = x . √ = .
2 x 2

Trần Hoà Phú Chapter 5: Integral 30 / 78

 d u(x )
(t)dt = f (u(x ))u ′(x ) − f (v (x ))v ′(x )
Z

dx v (x ) f

Example
dy Z x2
Find if y = t 2 dt
dx 2x
Solution
y ′ (x ) = (x 2 )2 (x 2 )′ − (2x )2 (2x )′ = 2x 5 − 8x 2

Trần Hoà Phú Chapter 5: Integral 31 / 78

 Exercise
Compute
d Z sin x
1) cos x (1 + t)dt
dx
d Z x 3−2
2) x 2 +1 sin tdt
dx

Trần Hoà Phú Chapter 5: Integral 32 / 78

Solution
1) Z cos x
(1 + t)dt = (1 + sin x )(sin x )′ − (1 + cos x )(cos x )′
sin x

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

2)
Z x 3 −2
sin tdt = 3x 2 sin(x 3 − 2) − 2x sin(x 2 + 1)
x 2 +1

Trần Hoà Phú Chapter 5: Integral 33 / 78

 Exercise

Trần Hoà Phú Chapter 5: Integral 34 / 78

Trần Hoà Phú Chapter 5: Integral 35 / 78
Trần Hoà Phú Chapter 5: Integral 36 / 78
 1 Zb
Average value of f on [a, b] : := f(x)dx
b−a a
Exercise
Find the average value of the function on the given interval
a) f (x ) = x 2 − 2x , [0, 3]
1
b) f (x ) = 2 , [1, 5]
x
c) f (x ) = sin 2x , [0, π/4]

Trần Hoà Phú Chapter 5: Integral 37 / 78

Solution
a) The average value of f (x ) = x 2 − 2x on [0, 3] is
1Z 3 2
(x − 2x )dx = 0
3 0
1
b) The average value of f (x ) = on [1, 5] is
x2
1 Z5 1 1Z 5 1 1
dx = dx =
5 − 1 1 x2 4 1 x2 5
c) The average value of f (x ) = sin 2x on [0, π/4] is
Z π/4
1 4 Z π/4 2
sin 2xdx = sin 2xdx =
π/4 − 0 0 π 0 π

Trần Hoà Phú Chapter 5: Integral 38 / 78

 Exercise

Trần Hoà Phú Chapter 5: Integral 39 / 78

 Trapezoidal Rule
Z b ∆
f (x )dx ≈
[f (x0 ) + 2f (x1 ) + 2f (x2 ) + ... + 2f (xn−1 ) + f (xn )]
a 2
b−a
where ∆x = , xi = a + i∆x
n

Trần Hoà Phú Chapter 5: Integral 40 / 78

 Example
Z 2 1
Use the Trapezoidal Rule with n = 5 to approximate dx
1 x

Trần Hoà Phú Chapter 5: Integral 41 / 78

Solution

Z 2
1 0.2
dx = [f (1) + 2f (1.2) + 2f (1.4) + 2f (1.6) + 2f (1.8) + f (2)]
1 x 2 !
1 2 2 2 2 1
= 0.1 + + + + +
1 1.2 1.4 1.6 1.8 2
≈ 0.695635

Trần Hoà Phú Chapter 5: Integral 42 / 78

 Exercise
Use the Trapezoidal Rule with n = 5 steps to
approximate the integral
Z
6
1 f (x )dx

A. 15.55 B. 31.1 C. 28.90 D. 14.45

Trần Hoà Phú Chapter 5: Integral 43 / 78
 Simpson Rule

Z b ∆x
f (x )dx ≈ [f (x0 ) + 4f (x1 ) + 2f (x2 )
a 3
+ 4f (x3 ) + ... + 2f (xn−2 ) + 4f (xn−1 ) + f (xn )]
b−a
where n is even and ∆x = .
n
Trần Hoà Phú Chapter 5: Integral 44 / 78
 Exercise
Using Simpson’s Rule with n=8 to approximate
Z
8
0 f (x )dx

A. 36.3 B. 30 C. 40 D. 28 E. 34.5
Trần Hoà Phú Chapter 5: Integral 45 / 78
 Exercise
Using Simpson’s Rule with n=6 to approximate
Z 7√
x 2 + 1dx
1
A. 74.776
B. 24.925
C. 64.946
D. 49.892
E. None of the other choices is correct.

Trần Hoà Phú Chapter 5: Integral 46 / 78

 Improper Integral of type 1: infinite intervals

Z t
If f (x )dx exists for every number t ≥ a, then
a
Z ∞ Z t
f(x)dx = lim f(x)dx
a t→∞ a

provided this limit exists.

Trần Hoà Phú Chapter 5: Integral 47 / 78
 Rb
If t dx exists for every number t ≤ b, then
Z b Z b
f(x)dx = lim f(x)dx
−∞ t→−∞ t
provided this limit exists.
Trần Hoà Phú Chapter 5: Integral 48 / 78
 Example
Compute
Z ∞ 1
a. dx
1 x
Z ∞ 1
b. dx .
1 x2

Trần Hoà Phú Chapter 5: Integral 49 / 78

Solution
a.
Z ∞
1 Z t
1
dx = lim dx
1 x t→∞ 1 x
x =t
= limt→∞ ln|x |
x =1
= limt→∞ (lnt − ln1) = limt→∞ lnt = ∞
b.
Z ∞ 1 Z t
1
2
dx = lim dx
1 x t→∞ 1 x2
x =t
1
= limt→∞ −
x x =1!
1
= limt→∞ 1 − =1
t

Trần Hoà Phú Chapter 5: Integral 50 / 78

 Convergence and Disvergence of Improper Integral
Z ∞ Z b
Definition The improper integrals f(x)dx and f(x)dx
a ∞
are called
convergent if the corresponding limit exists ( a finite
number)
disvergent if the corresponding limit does not exist
Example
Z ∞ 1 Z ∞ 1
dx is divergent, dx is convergent.
1 x 1 x2

Trần Hoà Phú Chapter 5: Integral 51 / 78

 Example
Z ∞ 1
Prove that dx is convergent for all p > 1 and disvergent for
1 xp
all p ≤ 1

Trần Hoà Phú Chapter 5: Integral 52 / 78

Solution
Z ∞ x =t
1 Z t
1 1 1
dx = lim dx = lim x 1−p = lim (t 1−p − 1)
1 xp t→∞ 1 x p t→∞ 1 − p t→∞ 1 − p
x =1

1 1
If p > 1: lim (t 1−p − 1) =
t→∞ 1−p p−1
1
If p < 1 : lim (t 1−p − 1) = ∞
t→∞ 1 − p

Trần Hoà Phú Chapter 5: Integral 53 / 78

 Example
Z ∞
Find e −x dx
0

Trần Hoà Phú Chapter 5: Integral 54 / 78

Solution

Z ∞ Z t x =t
e −x = lim e −x dx = lim −e −x
0 t→∞ 0 t→∞
x =0
−t
= lim (−e + 1) = 1
t→∞

Trần Hoà Phú Chapter 5: Integral 55 / 78

 Improper Integral of Type 2

If f is continuous on (a, b] and is discontinuous at a, then

Z b Z b
f(x)dx = lim+ f(x)dx
a t→a t

If this limit exists (as a finite number)

Trần Hoà Phú Chapter 5: Integral 56 / 78
 Improper Integral of Type 2

If f is continuous on [a, , b) and is discontinuous at b, then

Z b Z t
f(x)dx = lim− f(x)dx
a t→b a

If this limit exists (as a finite number)

Trần Hoà Phú Chapter 5: Integral 57 / 78
 Example
Z 5 1
Find √ dx .
2 x −2

Trần Hoà Phú Chapter 5: Integral 58 / 78

Solution
5
√ √ √ √
Z 5 !
1
lim √ dx = lim+ 2 x − 2 = lim+ 2 3 − 2 t − 2 = 2 3
t→2+ t x −2 t→2
t
t→2

Trần Hoà Phú Chapter 5: Integral 59 / 78

 Exercise
Z
1 1
Find 0
√ dx
x

Trần Hoà Phú Chapter 5: Integral 60 / 78

Solution
x =1
√ √
Z 1 Z 1 !
1 1
√ dx = lim+ √ dx = lim+ 2 x = lim+ 2−2 t =2
0 x t→0 t x t→0
x =t
t→0

Trần Hoà Phú Chapter 5: Integral 61 / 78

Definition If f has a discontinuity at c, where a < c < b, and
both ac f (x )dx and cb f (x )dx are convergent, then we define
R R

Z b Z c Z b
f(x)dx = f(x)dx + f(x)dx
a a c

Trần Hoà Phú Chapter 5: Integral 62 / 78

 Exercise
Z 3 1
Evaluate dx .
0 x −1

Trần Hoà Phú Chapter 5: Integral 63 / 78

Solution
Z 3 Z 1 Z 3
1 1 1
dx = dx + dx
0 x −1 0 x −1 1 x −1
Z 1 t
1 Z t
1
dx = lim− dx = lim− ln|x − 1|
0 x −1 t→1 0 x −1 t→1
0
−
= t → 1 ln(1 − t) = −∞
Z 3
1
Thus dx is divergent
0 x −1

Trần Hoà Phú Chapter 5: Integral 64 / 78

 Z b
Definition Improper integral f(x)dx is called
a
convergent if the corresponding limit exists
divergent if this limit does not exist

Trần Hoà Phú Chapter 5: Integral 65 / 78

 Exercise
Which of the following improper integrals
converge?
Z
1 dx Z
1 dx
i) 0 ii) 0 x 1/2
(1 − x )3/2

A.i B. ii C. Both D. None

Trần Hoà Phú Chapter 5: Integral 66 / 78

 Exercise
Determine whether the improper integrals
converge or diverge
Z
1 1 Z
∞ 1
I = 0 √ dx , J = 1 2 dx
x x
A. I diverges, J converges
B. I converges, J diverges
C. Both diverge
D. Both converge
Trần Hoà Phú Chapter 5: Integral 67 / 78
 Exercise
Evaluate
3 1
√
Z

0 dx
3−x
√ √ √
A. diverges B. 2 3 C. -2 3 D. 4 3

Trần Hoà Phú Chapter 5: Integral 68 / 78

 Comparison Theorem
Suppose f and g are continuous function with f (x ) ≥ g(x ) ≥ 0 for
x ≥ a.Z Then
∞ Z ∞
If f (x )dx is convergent, then g(x )dx is convergent.
Za∞ a
Z ∞
If g(x )dx is divergent, then f (x )dx is divergent.
a a

Trần Hoà Phú Chapter 5: Integral 69 / 78

 Exercise
Using the Comparison theorem to determine whether the integral is
convergent or divergent.
Z ∞ cos2 x Z ∞ 2 + e −x
a) dx b) dx
1 1 + x2 1 x
Z ∞ dx Z ∞ x
c) dx d) √ dx
1 x + e 2x 1 1 + x6
Z 1 2
e) √ dx
0 x3

Trần Hoà Phú Chapter 5: Integral 70 / 78

Theorem If g ′ is continuous on [a, b] and f is continuous on
the range of u = g(x ), then
Z b Z g(b)
f(g(x))g′ (x)dx = f(u)du
a g(a)

Trần Hoà Phú Chapter 5: Integral 71 / 78

 Exercise
Find
Z 3
1. (2x − 1)3 dx
1
Z 5 1
2. dx
3 (x − 2)2
Z e lnx
3. dx
1 x

Trần Hoà Phú Chapter 5: Integral 72 / 78

Solution
Z3
1. I = (2x − 1)3 dx
1
Putting u = 2x − 1 ⇒ du = 2dx
x = 1 Z→ u = 1 and x = 3 → u = 5. Thus
1 5 3 1
I= u du = u 4 |u=5 = 78
2 Z1 8 u=1
5 1
2. I = dx
3 (x − 2)2
u = x − 2 ⇒ du = dx .
x = Z3 → u = 1 and x = 5 → u = 3. Thus
3 1 1
I= du − |u=3 = ...
1 u 2 u u=1

Trần Hoà Phú Chapter 5: Integral 73 / 78

 Z e
ln x
3. I = dx
1 x
1
Putting u = ln x → du = dx
x
x = Z1 → u = 0 and x = e → u = 1
1 1
I= udu =
0 2

Trần Hoà Phú Chapter 5: Integral 74 / 78

 Integration by Parts 2
Z b
To compute f (x )g(x )dx , we put
a

u

= Zf(x) ⇒ du = f ′ (x )dx
v =

g(x)dx

Then
Z b b Z b
f(x)g(x)dx = uv − vdu
a a
a

Trần Hoà Phú Chapter 5: Integral 75 / 78

 Exercise
Find
Z π/2
1. x sin xdx
Z01
2. xe 2x dx
Z0e
3. x ln xdx
1

Trần Hoà Phú Chapter 5: Integral 76 / 78

Solution
Z π/2
1. I = x sin xdx
0
Putting u = x , v = sinxdx ⇒ du = dx , v = − cos x
R
x =π/2 R π/2
I = −x cos x |x =0 + 0 cos xdx
π x =π/2 pi
= − + sin x |x =0 = − + 1.
2 2
Z 1
2. I = xe 2x dx
0 Z
1
Putting u = x , v = e 2x dx ⇒ du = dx , v = e 2x
2
1 2x x =1 1 Z 1 2x
I = xe |x =0 − e dx
2 2 0
1 1
= e 2 − e 2x |xx =1
=0
2 4
1 2 1 2 1 1 1
= e − e + = − e2 +
2 4 4 4 4
Trần Hoà Phú Chapter 5: Integral 77 / 78
 Z e
3) I = x ln xdx
1 Z
Putting u = x , v = lnxdx ⇒ du = dx , v = x ln x − x
Z e
2
I = x (ln x − 1)|xx =e
=1 − (x ln x − x )dx
Z e Z 1e
I =1− x ln xdx + xdx
1 1
x 2 x =e
I =1−I + |
2 x =1
1
I = 1 − I + (e 2 − 1)
2
1 2 1
2I = e +
2 2
1 2 1
I= e +
4 4

Trần Hoà Phú Chapter 5: Integral 78 / 78