Department of Mathematics, IIT Jammu, India

Instructors: Rahul Kitture and Manmohan Vashisth.

Calculus (Tutorial # 7)
Integral Calculus in R
1. True or False. Justify your answer.

(a) Any continuous function on closed and bounded interval in R is integrable.

(b) Any bounded function f : [a, b] → R having only a finite number of point of
discontinuity in [a, b] is integrable.
(c) Any monotone function on any interval [a, b] ⊆ R is integrable.
(d) Improper integral of a continuous function on [0, ∞) is convergent.
(e) If |f | is integrable on [a, b] then f is also integrable.
(f) Let f : [0, 1] → R be a function such
Z 1 that f (1/2) = 1 and f (x) = 0 if x 6= 1/2.
Then f is integrable on [0, 1] and f (x) dx = 0.
0
(g) Let fZ : [0, 1] → R be a continuous function. Suppose f (x) ≥ 0, for all x ∈ [0, 1]
1
and f (x) dx = 0, then f ≡ 0.
0
Z b
(h) Suppose f : [0, 1] → R be a continuous function such that f (x) dx = 0, for
a
any choices of 0 ≤ a ≤ b ≤ 1 then f ≡ 0.
Z ∞
(i) If the improper integral f (x) dx is convergent and lim f (x) = L, then L = 0.
1 x→∞
Z π
(j) sec2 x dx = 0.
0
Z ∞
sin x
(k) The improper integral dx is convergent but not absolutely convergent.
1 x
Z b Z b
(l) If f : [a, b] → R is continuous, then xf (x) dx = x f (x) dx.
a a
(m) If f : [a, b] → R is continuous with f (x) ≥ 0 for all x ∈ [a, b], then
s
Z bp Z b
f (x) dx = f (x) dx
a a
.
(n) If f, g : [a, b] → R are continuous, then
Z b Z b  Z b 
f (x)g(x) dx = f (x) dx g(x) dx .
a a a

Z b
d
(o) If f : [a, b] → R is continuous, then f (x) dx = f (x).
dx a
2. Sketch the region enclosed by the given curves and find its area.

(a) y = 12 − x2 and y = x2 − 6.
√
(b) y = x − 1 and x − y = 1.
√
(c) x = y 4 , y = 2 − x and y = 0
(d) y = 1/x, y = x, y = x/4 and x > 0.
(e) y = tan x and y = 2 sin x for −π/3 ≤ x ≤ π/3.
(f) 4x + y 2 = 12 and x = y.
(g) y = ex , y = xex and x = 0.
Z ∞ Z ∞
cos x sin x
3. Prove that the improper integrals I1 := dx and I2 := dx are
0 1+x 0 (1 + x)2
convergent and I1 = I2 . Which of them is absolutely convergent?

4. Let f (x) : [1, ∞) → [0, ∞) be a decreasing function. Then prove that the improper
Z ∞ ∞
X
integral f (x) dx is convergent if and only if the series f (n) is convergent. (This
1 n=1
is the so-called “Cauchy integral test”for convergent of series of non-negative terms.)

5. Given examples of continuous functions f : [1, ∞) → [0, ∞) satisfying the following.

∞
P R∞
(a) f (n) converges, but 1
f (x)dx diverges.
n=1
R∞ ∞
P
(b) 1
f (x)dx converges, but f (n) diverges.
n=1

6. Let f be a continuous function and g, h are differentiable functions on R. Then find a

Z h(x)
d
formula for f (t)dt.
dx g(x)
7. Find a function f and a number a such that
Z x
f (t) √
6+ dt = 2 x, for all x > 0.
a t2

8. Let


 0 if x < 0
x

x if 0 ≤ x ≤ 1 Z
f (x) = and define g(x) := f (t) dx.


 2 − x if 1 < x ≤ 2 0

0 if x > 2

(a) Find an expression for g similar to the one for f (x).

(b) Sketch the graph of f and g.
(c) Where is f differentiable? Where is g differentiable?
Z sin x √
Ry
9. If f (x) = 1 + t2 dt and g(y) = 3 f (x) dx, then find g 00 (π/6).
0
10. (Gronwall’s inequality) Let f, g, h : [a, b] → R be non-negative continuous functions
and
Z x
f (x) ≤ g(x) + h(t)f (t) dt, for x ∈ [a, b]. (1)
a

Then the following inequality holds:

Z x Z x 
f (x) ≤ g(x) + g(t)h(t) exp h(s) ds dt, for x ∈ [a, b].
a t

In particular, if g ≡ 0, then the function f satisfying (1) is identically zero.

(Note: This inequality is very important in differential equations.)

11. The error function defined below is used in probability, statistics and engineering.
Z x
2 2
erf(x) = √ e−t dt.
π 0
b
1√
Z
2
(a) Show that e−t dt = π [erf(b) − erf(a)]
a 2
2
(b) Show that the function y = ex erf(x) satisfies the differential equation

dy 2
= 2xy + √ .
dx π

1 1
12. Let p and q be positive real numbers such that + = 1. Suppose f and g be two
Z b p q Z b
p
integrable functions on [a, b] such that both |f (x)| dx and |g(x)|q dx, are finite.
a a
Then prove the “Hölder’s inequality”
Z b Z b 1/p Z b 1/q
p q
f (x)g(x) dx ≤ |f (x)| dx |g(x)| dx
a a a

by completing the following steps.

|u|p |v|q
(a) Show that |uv| ≤ + for all u, v ∈ R and equality hold if and only if
p q
|u|p = |v|q .
Z b Z b Z b
p q
(b) If |f (x)| dx = 1 = |g(x)| dx, then f (x)g(x) dx ≤ 1.
a a a
Z b 1/p b Z b 1/q Z
p f (x) p q
(c) Define α := |f (x)| dx and β := |g(x)| dx then dx =
a a a α
Z b
g(x) q
1= dx.
a β
(d) To complete the proof of the “Hölder’s inequality”apply part (c) to the functions
f g
and .
α β
13. A function f is defined by
Z π
f (x) = cos t cos(x − t) dt, 0 ≤ x ≤ 2π.
0

Then find the minimum value of f .

14. Determine whether each of the following improper integral is convergent or divergent.
π 1 1
sin2 x sec2 x e1/x
Z Z Z
(i) dx (ii) √ dx (iii) dx
0 x Z0 1 x x Z0 2 x3
Z ∞
2 log x
(iv) e−x dx (v) √ dx (vi) x2 log x dx
Z0 ∞ √x 0Z x Z0 ∞
∞
e log x 4
(vii) √ dx (viii) dx (ix) x3 e−x dx
x x
Z ∞ 1 1
Z π/2 Z−∞
∞
1 1 + e−x
(x) dx (xi) sec x dx (xii) dx
0 x2 + 3x + 2 0 1 x

15. Find the values of p for which the improper integral converges and evaluate the integral
for those values of p.
Z 1 Z ∞ Z 1
1 1
(i) dx (ii) dx (iii) xp log x dx
0 ∞
Z xp Ze ∞ x(log x)p Z0 ∞
(iv) xp e−x dx. (v) px
e cos x dx (vi) xp dx
Z0 1 0Z
1
0

(vii) (log x)p dx (viii) 2 p

(1 − x ) dx.
0 0

16. (a) If f : [0, ∞) → R be a continuous function and if there are constants M and a
such that 0 ≤ |f (t)| ≤ M eat for t ≥ 0, then show that the improper integral
Z ∞
F (s) := f (t)e−st dt (2)
0

is convergent for each s > a.

Z ∞
(b) Suppose the improper integral f (x) dx, is absolutely convergent. Then the
0
function F define by Equation (2) in part (a) is well-defined for each s ≥ 0.

Remark: F (s) defined by (2) is called the Laplace transform of f at s.

Z ∞ Z ∞
(c) Assume the improper integrals f (x) dx and f 0 (x) dx, are absolutely con-
0 0
vergent and suppose F (s) and G(s) denote the Laplace transform of f and f 0
respectively. Then show that G(s) = sF (s) − F (0), for s ≥ 0.
17. If f : [0, 1] → R is continuous, then show that

1
  
0
 
1  n  Z 1
lim f +f + ··· + f = f (x)dx.
n→∞ n n n n 0

Use this to evaluate the following limits.

 h i
1 2 2 2 n 2
lim 1




(a) + + ··· + .
n→∞ n n n n
1
sin πn + sin 2π + · · · + sin nπ


(b) lim
n→∞ n n n
1 3/n
(c) lim (e + e6/n + · · · + e3n/n )
n→∞ n