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Integral (Overseas University)

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0% found this document useful (0 votes)
30 views73 pages

Integral (Overseas University)

Uploaded by

Qalifa Mirena
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Integrals

 Previously, we used the tangent problems to introduce the


derivative—the central idea in differential calculus.

 This chapter starts with the area and distance problems and
uses them to formulate the idea of
a definite integral—the basic concept of integral calculus.
Antiderivatives
First, a little review:

Consider: y  x2  3 y  x2  5
or
then: y  2 x y  2 x

It doesn’t matter whether the constant was 3 or -5, since


when we take the derivative the constant disappears.

However, when we try to reverse the operation:

Given: y  2 x find y We don’t know what the


constant is, so we put “C” in
y  x C
2
the answer to remind us that
there might have been a
constant.
If we have some more information we can find C.

Given: y  2 x and y  4 when x  1 , find the equation for y .

y  x2  C
This is called an initial value
4 1 C
2
problem. We need the initial
values to find the constant.
3C
y  x2  3

An equation containing a derivative is called a differential


equation. It becomes an initial value problem when you
are given the initial condition and are asked to find the
original equation.
Exercise:
1. Find an antiderivative of on (-∞,∞).
2. Find the general antiderivative .
3. Fdx.
Definite Integrals
Integrals with limits that represent a definite quantity.

• If f is a function defined for a ≤ x ≤ b,


we divide the interval [a, b] into n
subintervals of equal width
∆x = (b – a)/n.

• We let x0(= a), x1, x2, …, xn(= b) be the


endpoints
of these subintervals.

• We let x1*, x2*,…., xn* be any sample


points in
these subintervals, so xi* lies in the i th
subinterval.
Then, the definite integral of f from a to b is
n
f ( x) dx  lim  f ( xi *)x
b
a n 
i 1
• provided that this limit exists.

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

• The symbol ∫ was introduced by Leibniz and is called an integral sign.


• It is an elongated S.
• It was chosen because an integral is
a limit of sums.
upper limit of integration

b
f  x  dx
Integration
Symbol
 a
integrand
variable of integration
lower limit of integration (dummy variable)

It is called a dummy variable


because the answer does not
depend on the variable chosen.
b
 f  x  dx
a

We have the notation for integration, but we still need


to learn how to evaluate the integral.
b
The definite integral a f ( x)dx is a number.
It does not depend on x.

In fact, we could use any letter in place of x without


changing the value of the integral:
b b b
a
f ( x)dx   f (t )dt   f (r )dr
a a
The sum n

 f ( x *)x
i 1
i

that occurs previously, is called a Riemann sum.


 It is named after the German mathematician Bernhard
Riemann (1826–1866).

So, the definite integral of an integrable function can be


approximated to within any desired degree of accuracy
by
a Riemann sum.
We know that, if f happens to be positive,
the Riemann sum can be interpreted as:

 A sum of areas of approximating rectangles


b
Thus, we see that the definite integral a
f ( x) dx
can be interpreted as:

 The area under the curve y = f(x) from a to b


A definite integral can be interpreted as
a net area, that is, a difference of areas:
b

 A1 is the area of the region 


a
f ( x) dx  A1  A2
above the x-axis and below the graph of f.
 A2 is the area
of the region
below the
x-axis and
above the
graph of f.
The definite integral of f(x) on [a, b]

n
lim P 0  f (ck ) xk
k 1

 f ( x)dx
a
If f(x) is non-negative, then the definite integral represents the area of
the region under the curve and above the x-axis between the vertical
lines x =a and x = b
4

2
Integrals such as x dx are called definite integrals
1
because we can find a definite value for the answer.
4
1
x 2 dx
4
1 3
x C
3 1
The constant always cancels
1 3  1 3 
  4  C    1  C 
when finding a definite
3  3  integral, so we leave it out!

64 1 63
C  C   21
3 3 3
 x dx
2
Integrals such as are called indefinite integrals
because we can not find a definite value for the answer.

 x dx
2

1 3
x C
3 When finding indefinite
integrals, we always
include the “plus C”.
Rules for definite integrals:
b a
1.  f  x  dx    f  x  dx Reversing the limits
a b changes the sign.
a
2.  f  x  dx  0 If the upper and lower limits are equal,
a then the integral is zero.

b b
3.  k  f  x  dx  k  f  x  dx Constant multiples can be
a a
moved outside.
b a
1.  f  x  dx    f  x  dx Reversing the limits
a b changes the sign.
a
2.
 f  x  dx  0 If the upper and lower limits are equal,
a then the integral is zero.

b b
3.  k  f  x  dx  k  f  x  dx Constant multiples can be
a a
moved outside.

b b b
4.   f  x   g  x  dx   f  x  dx   g  x  dx
a a a

Integrals can be added and


subtracted.
b b b
4.   f  x   g  x  dx   f  x  dx   g  x  dx
a a a

Integrals can be added and


subtracted.

b c c
5.  f  x  dx   f  x  dx   f  x  dx
a b a

Intervals can be added


y  f x
(or subtracted.)

a b c
The Fundamental Theorem of Calculus

The Fundamental Theorem of Calculus, Part 1

If f is continuous ona, b  , then the function


x
F  x    f t  dt
a

has a derivative at every point in a, b  , and

dF d x
  f t  dt  f  x 
dx dx a
First Fundamental Theorem:

d x
 f  t  dt  f  x 
dx a
1. Derivative of an integral.
First Fundamental Theorem:

d x
 f  t  dt  f  x 
dx a
1. Derivative of an integral.

2. Derivative matches upper limit of integration.


First Fundamental Theorem:

d x
 f  t  dt  f  x 
dx a
1. Derivative of an integral.

2. Derivative matches upper limit of integration.

3. Lower limit of integration is a constant.


First Fundamental Theorem:

d x
 f  t  dt  f  x 
dx a
New variable.

1. Derivative of an integral.

2. Derivative matches upper limit of integration.

3. Lower limit of integration is a constant.


The long way:
First Fundamental Theorem:
d x  cos x
dx 
cos t dt 1. Derivative of an integral.

2. Derivative matches upper limit of


integration.
d
dx
 x
sin t   3. Lower limit of integration is a constant.

0
d
dx
sin x  sin   
d
sin x
dx
cos x
1. Derivative of an integral.
d x 1 1

dx 0 1+t 2
dt 
1  x2
2. Derivative matches upper limit of
integration.

3. Lower limit of integration is a constant.


The upper limit of integration does not match the
d x2 derivative, but we could use the chain rule.


dx 0
cos t dt

d 2
 
cos x  x
2

dx

 
cos x 2  2 x

 
2 x cos x 2
The lower limit of integration is not a constant, but
d 5 the upper limit is.


dx x
3t sin t dt
We can change the sign of the integral and
reverse the limits.

d x
  3t sin t dt
dx 5

3 x sin x
Neither limit of integration is a constant.
d x2 1

dx 2 x 2  e t
dt
We split the integral into two parts.

It does not matter what


d  x21 10 
 0 dt  
constant we use!
dt 
dx  2  e t 2x 2  e t

d  x2 1 2x 1 
 0 dt   dt  (Limits are reversed.)
dx  2  e t 0 2e t

1 1 2x 2
2  2x   2  
(Chain rule 2is used.)
2e x
2e 2 x
2e x
2e 2x
The Fundamental Theorem of Calculus, Part 2

If f is continuous at every point of a, b , and

if F is any antiderivative of f on a, b , then


b
 f  x  dx  F b   F a 
a

(Also called the Integral Evaluation Theorem)

To evaluate an integral, take the anti-derivatives and subtract.


Indefinite Integrals

 f ( x)dx  F ( x) means F ( x )  f ( x )

Definite Integrals

b
a
f ( x)dx  F (b)  F (a) where F ( x)  f ( x)
Examples:
1)  (2sin   5cos   3sec 2  )d

3y  2
2)  dy
y

3
3)  (1  x )dx
2

1
Answers

1)  (2sin   5cos   3sec 2  )d


2 cos   5sin   3 tan   C
3y  2 1

1
2)  dy   (3 y 2  2 y 2 )dy
y
3 1
2y  4y  C
2 2

3 3
3)  (1  x ) dx   (1  2 x  x )dx
2 2 2 4

1 1

2 3 1 5 3
[ x  x  x ]1  69.6  1.8667  67.733
3 5
Integration by Substitution
The chain rule allows us to differentiate a wide
variety of functions, but we are able to find
antiderivatives for only a limited range of functions.
We can sometimes use substitution to rewrite
functions in a form that we can integrate.


Review of Chain rule

d 
1

dx 

 3x 2  x  1  3

 
2 6x  1
 
1  
 3x 2  x  1 6 x  1
3 2
3

3 3x 2  x  1 3

d
dx

sin 3  
d 2 d
sin    3 sin   sin  
3
 3sin 2  cos
dx dx
If F is the antiderivative of f

 f ( g ( x)) g ( x)dx  F ( g ( x))  C

u  g ( x)
du  g ( x)dx

 f ( g ( x)) g ( x)dx   f (u)du  F (u)  C


F ( g ( x))  C
6x 1 2
  
dx 1 
2   (6 x  1) 3 x 2  x  1 3 dx

3 3x 2  x  1  3 3

2 Let u = inside function of more


u  3x  x  1
complicated factor.
du  (6 x  1)dx

2 1
1
1  1 3 2
 
3
u 3 du 
3
3u C  (3 x  x  1) 3 C

2
3sin  cos  d
u  sin  Let u = inside function of more
du  cos d complicated factor.

 3 u 2du  u 3  C  sin 3   C
Example 1:

  x  2 Let u  x  2
5
dx
du  dx
 u du
5
The variable of integration must match
the variable in the expression.

1 6
u C
6
Don’t forget to substitute the value for u back
 x  2
6
into the problem!
C
6


Example 2:
One of the clues that we look for is if we can find a
function and its derivative in the integrand.

 1  x  2 x dx
2

The derivative of 1  x 2
is 2 x dx.
1

u Let u  1  x 2
2
du
3 du  2 x dx
2
u C
2
3
Note that this only worked because of the 2x in the
original.
3
2
 
Many integrals can not be done by substitution.
1 x 2 2
C
3
Example 2:

 4 x  1 dx Let u  4 x  1
du  4 dx
1
1
u 2
 du
4
1
du  dx
Solve for dx.

3
4
2 1
u  C
2
3 4
3
1
u C 2
6
1 3
 4 x  12  C
6
Example 3:

 cos 7 x  5 dx Let u  7 x  5
du  7 dx
1
 cos u  7 du 1
du  dx
7
1
sin u  C
7

1
sin  7 x  5   C
7
Example 4:

 x 2
 
sin x 3
dx Let u  x 3
du  3 x 2 dx
1
3  sin u du 1
du  x dx
2

3
1 2
We solve for x dx because we
 cos u  C can find it in the integrand.
3

1
 cos x  C
3

3
Example 5:

 x  cos x dx
4
sin

 sin x 
4
cos x dx Let u  sin x
du  cos x dx
u
4
du

1 5
u C
5
1 5
sin x  C
5
Example 6: The technique is a little different for definite
integrals.


0
4
tan x sec 2 x dx
new limit Let u  tan x
1
0
u du du  sec 2 x dx
We can find new
new limit
1
u  0   tan 0  0 limits, and then
we don’t have to
1 2 substitute back.
u   
2 0 u    tan  1
4 4
1
2 We could have substituted back and used the original limits.
Example 6:
Using the original limits:

0
4
tan x sec 2 x dx

Let u  tan x
 0
4
u du du  sec 2 x dx
Leave the

 u du limits out until


you substitute Wrong!
1  1
  tan    tan 0 
2
2
back.
The
2 limits4 don’t
 2match!
1 2
 u
2 This is usually
more work than
 1
1 1 2 1 2 
finding new

  tan x 
2 4  1   0 limits
2 2 2
2 0
Example 7:
1
 3x 2
x  1 dx
3
Let u  x 3  1 u  1  0
1
du  3 x dx 2
u 1  2
1
2

0
u du2

3 2
2 Don’t forget to use the new limits.
u 2
3 0

2 3
2 4 2
2 2  2 2 
3 3 3
Integration By Parts

Start with the product rule:


 u dv    d uv   v du 
d du dv
uv   v  u
dx dx dx
 u dv    d uv    v du
d uv   du v  u dv

d uv   v du  u dv  u dv  uv   v du
This is the Integration by Parts
u dv  d uv   v du formula.

 u dv  uv   v du
dv is easy to
u differentiates to integrate.
zero (usually).
The Integration by Parts formula is a “product rule” for
integration.

Choose u in this order: LIPET


Logs, Inverse trig, Polynomial, Exponential, Trig


Example:
 u dv  uv   v du
 x  cos x dx LIPET

polynomial factor ux dv  cos x dx


du  dx v  sin x
u v   v du

x  sin x   sin x dx

x  sin x  cos x  C


Another Example:
 u dv  uv   v du LIPET
 x e dx
2 x

u  x2 dv  e x dx
u v   v du
du  2 x dx ve x

x e   e  2 x dx
2 x x

This is still a product, so we


x e  2  xe dx
2 x x
u
need to use x integration
dv  e dx
x
by
parts again.

x e  2 xe   e dx
2 x x x
 du  dx v  ex

x e  2 xe  2e  C
2 x x x


Still Another: LIPET
u  e x dv  cos x dx
 cos x dx
x
e
du  e x dx v  sin x
u v   v du
ue dv  sin x dx
x

e x sin x   sin x  e x dx du  e dx v   cos x


x

x

e sin x  e   cos x    cos x  e dx
x x

uv v du This is the
e x sin x  e x cos x   e x cos x dx expression we
started with!


One More: LIPET
u  e x dv  cos x dx
 cos x dx
x
e
du  e x dx v  sin x
u v   v du
ue dv  sin x dx
x

e x sin x   sin x  e x dx du  e dx v   cos x


x

x

e sin x  e   cos x    cos x  e dx
x x

     cos x dx
x x x x
e cos x dx e sin x e cos x e

2  e x cos x dx  e x sin x  e x cos x


e x
sin x  e x
cos x
 e cos x dx  C
x

2
One More:
This is called “solving for
e
x
cos x dx the unknown integral.”

u v   v du It works when both


factors integrate and
e x sin x   sin x  e x dx differentiate forever.

x

e sin x  e   cos x    cos x  e dx
x x

     cos x dx
x x x x
e cos x dx e sin x e cos x e

2  e x cos x dx  e x sin x  e x cos x


e x
sin x  e x
cos x
 e cos x dx  C
x

2 
A Shortcut: Tabular Integration

Tabular integration works for integrals of the form:

 f  x  g  x  dx
where: Differentiates to Integrates
zero in several repeatedly.
steps.


 e dx
2 x
x

f  x  & deriv. g  x  & integrals

2 x
 x e
 2x ex Compare this with
 2 e x the same problem
done the other way:
x
0 e

 x e dx   
2 x x x
2 x
x e 2 xe 2 e C


 u dv  uv   v du LIPET
 e dx
2 x
x
u  x2 dv  e x dx
u v   v du
du  2 x dx ve x

x 2 e x   e x  2 x dx

x 2 e x  2  xe x dx ux dv  e dx
x


x e  2 xe   e dx
2 x x x
 du  dx v  ex

This is easier and quicker to


x e  2 xe  2e  C
2 x x x
do with tabular integration!


Another
 sin x dx
3
example: x

3
 x sin x
 3x 2  cos x
 6x  sin x
 6 cos x
0 sin x

 x 3 cos x  3 x 2 sin x  6 x cos x  6sin x + C


Now lets try tabular
 cos x dx
x
integration for a “solving
e
for the unknown
integral” problem:
 e
x
cos x
 ex sin x
We recognize the
integrand in this line!  ex  cos x
We could write the problem like this:

 e cos x dx     cos x dx
x x x
x
e sin x e cos x e

2  e x cos x dx  e x sin x  e x cos x


e x
sin x  e x
cos x
 e cos x dx  C
x

2 p
 e dx
2 x
x

x
3
sin x dx

e
x
cos x dx

 1 ln x dx
 x dx
1
sin
 u dv  uv   v du
 1 ln x dx LIPET

logarithmic factor u  ln x dv  1 dx

u v   v du 1
du  dx vx
x
1
ln x  x   x  dx The general formula that we
x memorize is:

x ln x   1 dx
 ln u du  u ln u  u  C
x ln x  x  C

Another Example:
 u dv  uv   v du LIPET
 x dx
1
sin
u  sin 1 x dv  1 dx
u v   v du 1
du  dx vx
 1  1 x 2

 1

sin x  x     x    dx
 1 x 
2

x We notice a function and a


x sin 1 x   dx
1  x2 variation of its derivative, so
the can use substitution to do
the integration.


Another Example:
 u dv  uv   v du LIPET
 sin
1
x dx
u  sin 1 x dv  1 dx
u v   v du 1
du  dx vx
 1  1 x 2

 1

sin x  x     x    dx
 1 x 
2

x Using substitution:
x sin x  
1
dx
1  x2 u  1  x2
1
1 
1 du  2 x dx  du  x dx
x sin x   u
1 2
du 2
2
1
You don’t have
x sin 1 x  u  C
2 x sin 1 x  1  x 2  C to memorize
this.
Trigonometric Integrals
 sin x dx   cos x  C  cos x dx  sin x  C

 dx  tan x  C  dx   cot x  C
2 2
sec csc

 sec x tan x dx  sec x  C  csc x cot x dx   csc x  C


Sine & Cosine Integrals
• we can also list guidelines to follow when evaluating
integrals
of the form
∫ sinmx cosnx dx

• where m ≥ 0 and n ≥ 0 are integers.


STRATEGY A
• If the power of cosine is odd (n = 2k + 1), save one cosine
factor.
• Use cos2x = 1 - sin2x to express the remaining
factors in terms of sine:

 
2 k 1
sin m
x cos x dx  sin m
x (cos 2
x ) k
cos x dx

  sin m x(1  sin 2 x) k cos x dx

• Then, substitute u = sin x.


STRATEGY B
• If the power of sine is odd (m = 2k + 1), save one sine
factor.

• Use sin2x = 1 - cos2x to express the remaining


factors in terms of cosine:
 
2 k 1
sin x cos n
x dx  (sin 2
x ) k
cos n
x sin x dx

  (1  cos 2 x) k cos n x sin x dx

• Then, substitute u = cos x.


STRATEGIES
• Note that, if the powers of both sine
and cosine are odd, either (A) or (B)
can be used.
STRATEGY C
• If the powers of both sine and cosine are even, use the
half-angle identities 2
sin x  12 (1  cos 2 x)
cos x  12 (1  cos 2 x)
2

• Sometimes, it is helpful to use the identity

sin x cos x  12 sin 2 x


Example

Evaluate ∫ cos3x dx
• We can evaluate the integral by substituting u = sin x.
• So, du = cos x dx and

   x  cos x dx
3 2
cos x dx cos

  (1  sin 2 x) cos x dx

  (1  u )du  u  u  C
2 1
3
3
sin x + cos x = 1
2 2

 sin x  sin x  C
1
3
3

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