TMA1101Calculus, Trimester2, 2015/2016 Topic 6: Definite Integrals and Applications of Integration

TOPIC 6: Definite Integrals and Applications of Integration

1. DEFINITE INTEGRALS

Definition – Definite Integral

If f is a continuous function defined on the closed interval [a, b] , we divide the interval
b−a
[a, b] into n subintervals [ x0 , x1 ], [ x1 , x 2 ],⋯[ x n −1 , x n ] of equal width ∆x = , with .
n
a = x0 < x1 < x 2 < ... < x n = b . We choose sample points x1* , x 2* , ⋯ x n* in these
subintervals, so that xi* lies in the i th subinterval [ xi −1 , xi ] . The definite integral of
f from a to b is
b n

∫ f ( x)dx = lim ∑ f ( xi* )∆x

a ∆x → 0
i =1
provided that this limit exists and gives the same value for all possible choices of
sample points.

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

∑ f ( x )∆x
i =1
*
i (S*)
(T*)

(T*)

n
The sum ∑ f ( x )∆x is called a Riemann sum.
i =1
*
i

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TMA1101Calculus, Trimester2, 2015/2016 Topic 6: Definite Integrals and Applications of Integration

b
The definite integral ∫a
f ( x)dx is a number; it does not depend on x. In fact it can be
written using any letter as the variable of integration, and the value of the integral
remains unchanged.

Indefinite integral Definite integral

b
∫ f ( x)dx is a number.
∫ f ( x)dx is a function of x. a
It is defined as a limit of Riemann sums.
It is defined using antiderivatives.
x is a dummy variable in the sense that
∫ f ( x)dx , ∫ f (t )dt and ∫ f (u )du are
∫
b
f ( x)dx , ∫
b
f (t )dt and ∫
b
f (u )du are the
a a a
functions of different variables.
same number.

Theorem - If f is a continuous function on [a, b] , or if f has only a finite number of

jump discontinuities, then f is integrable on [a, b] ; that is, the definite integral
b
∫a
f ( x)dx exists.

Properties of the Definite Integrals

Suppose that the definite integrals of f and g from a to b , with a ≤ b , exist, and k is a
constant. Then

b
1. ∫ a
k dx = k (b − a)
a b
2. Order of limits of integration: ∫ b
f ( x)dx = − ∫ f ( x)dx
a
a
3. Zero Width Interval: ∫ f ( x)dx = 0
a
b b
4. Constant Multiple: ∫ kf ( x)dx = k ∫ f ( x)dx
a a

∫ [ f ( x) ± g ( x)]dx = ∫ f ( x)dx ± ∫ g ( x)dx

b b b
5. Sum and Difference:
a a a
b c b
6. Additivity: ∫ f ( x)dx = ∫ f ( x)dx + ∫ f ( x)dx , for a ≤ c ≤ b
a a c
b b
7. Domination: ∫ f ( x)dx ≥ ∫ g ( x)dx , if f ( x) ≥ g ( x) for a ≤ x ≤ b
a a
b
∫ f ( x)dx ≥ 0 , if f ( x) ≥ 0 for a ≤ x ≤ b (a special case)
a

Example 1:
1 4 1
Suppose that ∫−1
f ( x)dx = 5, ∫1
f ( x)dx = −2 and ∫
−1
h( x)dx = 7 then
1 4
a) ∫4
f ( x)dx = − ∫ f ( x)dx = −(−2) = 2
1

∫ [2 f ( x) + 3h( x)]dx = 2∫
1 1 1
b) f ( x)dx + 3∫ h( x)dx = 2(5) + 3(7) = 31
−1 −1 −1
4 1 4
c) ∫ f ( x)dx = ∫ f ( x)dx + ∫
−1 −1 1
f ( x)dx = 5 + (−2) = 3

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TMA1101Calculus, Trimester2, 2015/2016 Topic 6: Definite Integrals and Applications of Integration

The Fundamental Theorem of Calculus establishes a connection between the two

branches of calculus: differential calculus and integral calculus. It gives the precise
inverse relationship between the derivative and the integral.

The Fundamental Theorem of Calculus, Part 1

If f is a continuous function on [a, b] , then the function g defined by

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) .
d x
dx ∫a
g ' ( x) = f (t )dt = f ( x)

Example 2
x dy d x 2
(a) y = ∫ (t 2 + t + 1)dt ,
dx dx ∫a
= (t + t + 1)dt = x 2 + x + 1
a

x dy d x t
(b) y = ∫ te t dt , = ∫ te dt = xe x
a dx dx a

4 dy d 4 t d  x t  d  x t 
(c) y = ∫ te t dt , = ∫ te dt =  − ∫ te dt  = −  ∫4 te dt  = − xe
x
x dx dx x dx  4  dx  
x2
(d) y = ∫ sin t dt
0
u
Let u = x 2 . Then y = ∫ sin t dt .
0
dy dy du d  u du
= ⋅ =  ∫0 sin t dt  • = sin u • 2 x = 2 x sin( x 2 )
dx du dx du   dx

The Fundamental Theorem of Calculus, Part 2 (Integral Evaluation Theorem)

If f is continuous on [a, b] and F is any antiderivative of f on [a, b] , then
b
∫ a
f ( x)dx = F (b) − F (a)

The expression F (b) − F (a ) can be written as F ( x)]a , [F ( x)]a or F ( x) a 。

b b b

Part 2 of The Fundamental Theorem of Calculus makes it possible for us to evaluate a

definite integral (which is a limit of Riemann sums) in a much easier way, i.e., just by
evaluating an antiderivative (indefinite integral) at the upper and lower limits of
integration and taking the difference.

Example 3:
Use the Fundamental Theorem of Calculus to evaluate the following definite integrals
3π
−1 1 1  10 1 10 x +1
a) ∫  2 − 3 dx b) ∫ dx c) ∫π 4 sin xdx d) ∫ 2 dx
−3 x
 x  6 x+2 2
4 x − 2x − 3
Solution (a):
−1
−1  1 1  −1 1   1   1 1  10
∫−3  x 2 − x 3 dx =  x + 2 x 2  −3 = 1 + 2  −  3 + 18  = 9

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TMA1101Calculus, Trimester2, 2015/2016 Topic 6: Definite Integrals and Applications of Integration

2. SUBSTITUTION IN DEFINITE INTEGRALS

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

With the substitution u = g (x) , we have du = g ' ( x)dx and transform the original
integral involving x into one involving u. The new definite integral involving u has
g (a ) and g (b) as the corresponding new limits of integration.

Transforming the integrand and transforming the limits of integration

must be done simultaneously.
f (u )du = F (u )]g ( a ) .
g (b )
∫
g (b )
If F (u ) is an antiderivative of f (u ) then
g (a)

Example 4:
1
Evaluate ∫
−1
x 2 x 3 + 1 dx .
Solution:
1
Let u = x 3 + 1. Then du = 3 x 2 dx , x 2 dx = du
3
When x = −1, u = 0
x = 1, u = 2 [Transforming limits of integration.]
2
1 2  2  4 2
1 3 3 3
1 2 1 1 2
∴∫ x 2
x + 1 dx = ∫
3
u ⋅ du = ∫ u 2 du =  u 2  =  2 2 − 0 2  =
−1 0 3 3 0 3 3 0 9  9


Alternatively,
1
Let u = x 3 + 1. Then du = 3 x 2 dx , x 2 dx = du
3
12 2 
1 3 3
1 1 2 2 3
∫x
2
x + 1 dx = ∫ u ⋅ du = ∫ u du =  u  + C = ( x + 1) 2 + C
3

3 3 3 3  9
1
1 2 3
 2
3 3
 4 2
∫ x + 1 dx =  ( x 3 + 1) 2  =  2 2 − 0 2  =
2 3
x
−1
9  −1 9   9

3. INTEGRATION BY PARTS FOR DEFINITE INTEGRALS

Recalling the formula for integration by parts ∫ udv = uv − ∫ vdu

and combining with Part 2 of the Fundamental Theorem of Calculus,
we can evaluate definite integrals by parts using the following form.
b b
∫ a
udv == [uv]ba − ∫ vdu
a

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TMA1101Calculus, Trimester2, 2015/2016 Topic 6: Definite Integrals and Applications of Integration

Example 5
π e
(a) ∫0
4 x sin x dx (b) ∫
1
x ln x dx

u = x, dv = sin xdx
du = dx, v = − cos x [ Same steps as for indefinite integral.]

π π π π
 π π 
∴ ∫ 4 x sin x dx = [− x cos x]04 − ∫ 4 − cos x dx = − cos − 0 + ∫ 4 cos x dx
0 0
 4 4  0
π
π 2 π 2  π  π 2
+ [sin x ] 04 = − ⋅
2
=− ⋅ + sin − 0 = − ⋅ +
4 2 4 2  4  4 2 2

4. AREA BETWEEN TWO GIVEN CURVES

Area between Curves

If f and g are continuous functions with f ( x) ≥ g ( x) for all x in [a, b] , then the
area A of the region bounded by the graphs of f and g and the vertical lines x = a
A = ∫ [ f ( x) − g ( x)]dx
b
and x = b is given by
a

[Here the graph of f is above the graph of g.]

(S*)

Example 6
Find the area of the region bounded above by y = x 2 + 1 , bounded below by y = x , and
bounded on the sides by x = 0 and x = 1 . (S*)

Solution

The region is shown in the figure The area is given by

1 1
∫ [( x + 1) − x]dx = ∫ ( x − x + 1) dx
2 2
0 0
1
 x3 x2 
= − + x
3 2 0
1 1 5
= − +1 =
3 2 6
.

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TMA1101Calculus, Trimester2, 2015/2016 Topic 6: Definite Integrals and Applications of Integration

Example 7:
Find the area of the region bounded by y = 2 − x 2 and y = − x .
(In this example, the region is determined just by the two graphs, no vertical lines are
given.)

Solution:

We sketch the two curves. To get the limits of

y
integration, look for the
2 points of intersection:
(-1,1) 1
2 − x2 = −x
x x2 − x − 2 = 0
−2 −1 1 2 3 ( x + 1)( x − 2) = 0
−1 x = −1,2
The region runs from
−2
x = −1 to x = 2 , providing
us the limits of integration.
∴ A = ∫  2 − x 2  − (− x) dx = ∫  2 + x − x 2 dx
2  2

−1 
   −1  
2
 x 2 x3   8  1 1 9
= 2 x + −  = 4+ 2−  −− 2 + +  =
 2 3 
 −1 
3  2 3 2

Special case:
Area bounded by the curve y = f (x) and the x-axis on the interval [a, b].
b
(a) If f ( x) ≥ 0 for a ≤ x ≤ b , then ∫a
f ( x)dx is the area of the region bounded by the
curve y = f (x) and the x-axis between the vertical lines x = a and x = b .

b
(b) If f ( x) ≤ 0 for a ≤ x ≤ b , then ∫ a
f ( x)dx is the negative of the area of the region
bounded by the curve y = f (x) and the x-axis between the vertical lines x = a and
x = b.

(c) When f is not always positive or not always negative on [a, b] , the area between the
graph of y = f (x) and the x-axis over the interval [a, b] can be obtained through these
steps.
i) partition [a, b] with the zeros of f [To find zeros of f, solve f ( x) = 0 ]
ii) integrate f over each subinterval
iii) add the absolute values of the integrals

Example 8:
Find the area of the region between the x-axis and the graph of f ( x) = x 3 − x 2 − 2 x , for
−1 ≤ x ≤ 2
Solution:
f ( x) = x 3 − x 2 − 2 x = x( x + 1)( x − 2)

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TMA1101Calculus, Trimester2, 2015/2016 Topic 6: Definite Integrals and Applications of Integration

The zeros are x = 0, -1 and 2. The zeros partition [-1,2] into two subintervals [-1,0]
and [0,2]
A sketch of the graph:

0
 x 4 x3 
∫( )
0 1 1  5
x − x − 2 x dx =  − − x 2  = 0 −  + − 1 =
3 2
−1
4 3  −1  4 3  12
2

∫( )
2  x4 x3   8  8
x − x − 2 x dx =  −
3 2
− x2  =  4 − − 4 = −
0
4 3 0  3  3
5 8 37
∴ Total enclosed area = + − =
12 3 12

Some regions are best treated by regarding x as a function of y. If a region is bounded

by curves with equations x = f ( y ) , x = g ( y ) , y = c and y = d , where f and g are
continuous and f ( y ) ≥ g ( y ) for all y in [c, d ] , then its area is A = ∫ [ f ( y ) − g ( y )]dy
d

(S*)

Other Similar APPLICATIONS OF DEFINITE INTEGRALS

(a) Volume of Solid of Revolution
(b) Length of Arc, and
(c) Area of a Surface of Revolution

All these involve getting the results in the form of definite integrals. The same
integration techniques are involved.

5. IMPROPER INTEGRALS

Improper integrals would be useful when you study convergence of infinite series (in this
course) and when you study probability (not in this course).

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TMA1101Calculus, Trimester2, 2015/2016 Topic 6: Definite Integrals and Applications of Integration

Improper Integrals with Infinite Integration Limits

∞ b
1) If f (x) is continuous on [a, ∞) , then ∫ a
f ( x)dx = lim ∫ f ( x)dx
b →∞ a
b b
2) If f ( x) is continuous on (−∞, b] , then ∫
−∞
f ( x)dx = lim
a → −∞ a ∫ f ( x)dx
∞ c ∞
3) If f ( x) is continuous on (−∞, ∞) , then ∫
−∞
f ( x)dx = ∫ f ( x)dx + ∫ f ( x)dx where
−∞ c
c is any real number
Remarks:
1. If the limit is finite, the improper integral converges and the limit is the value of
the improper integral. The improper integral is said to be convergent.
2. If the limit fails to exist, the improper integral diverges; it is said to be divergent.

Example 7:
∞ ln x
Consider the improper integral ∫ 1 x2
dx
Solution:
b
b ln x  1  b 1  1 
∫1 x 2
dx = − ln x  − ∫  −  dx
 x  1 1  x  x 
using integration by parts: u = ln x
b
ln b  1  ln b 1
=− −  =− − +1
b  x 1 b b
ln x ∞ b ln x  ln b 1 
1 x∫2
dx = lim ∫ 2 dx = lim −
b→ ∞ 1 x b →∞
 b
− + 1
b 
1
ln b
= − lim − 0 + 1 = − lim b + 1 = 0 + 1 = 1 [l’Hopital’s rule]
b →∞ b b →∞ 1

∞ ln x ∞ ln x
The improper integral ∫ 2 dx is convergent and ∫ 2 dx = 1
1 x 1 x

Improper Integrals with Infinite Discontinuities

b b
1) If f (x) is continuous on (a, b] , then ∫
a
f ( x)dx = lim+ ∫ f ( x)dx
c→a c
b b
2) If f (x) is continuous on [a, b) , then ∫
a
f ( x)dx = lim− ∫ f ( x)dx
c →b a
b c b
3) If f (x) is continuous on [a, c) ∪ (c, b] , then ∫a
f ( x)dx = ∫ f ( x)dx + ∫ f ( x)dx
a c

Example 8:
1 1
Consider the improper integral ∫ 1 − x dx
0

Solution:
1
The integrand f ( x) = is continuous on [0,1) but becomes infinite as x → 1− .
1− x
dx = lim− [− ln 1 − x ]0 = lim− [− ln(1 − b) + 0] = ∞
b 1
We evaluate the integral as lim− ∫
b

b →1 0 1 − x b →1 b →1

1 1
The improper integral ∫ dx is divergent.
0 1− x

(nby, Nov 2015)