Definite Integral

Rieman Sums and the Definite Integral

A partition of the interval [a, b] is a collection of points

a = x0 < x1 < x2 < · · · < xn−1 < xn = b

that divides [a, b] into n subintervals of lengths

∆x1 = x1 − x0 , ∆x2 = x2 − x1 , . . . , ∆xn = xn − xn−1 .

The partition is said to be regular provided the subintervals all

have the sake length
b−a
∆xk = ∆x =
n
For a regular partition, the widths of the approximating rectangles
approaches zero as n is made large. This need not be the case for
general partition.
Definite Integral

Rieman Sums and the Definite Integral

A partition of the interval [a, b] is a collection of points

a = x0 < x1 < x2 < · · · < xn−1 < xn = b

that divides [a, b] into n subintervals of lengths

∆x1 = x1 − x0 , ∆x2 = x2 − x1 , . . . , ∆xn = xn − xn−1 .

The partition is said to be regular provided the subintervals all

have the same length

b−a
∆xk = ∆x =
n
For a regular partition, the widths of the approximating rectangles
approaches zero as n is made large. This need not be the case for
general partition.
Definite Integral

Rieman Sums and the Definite Integral

A partition of the interval [a, b] is a collection of points

a = x0 < x1 < x2 < · · · < xn−1 < xn = b

that divides [a, b] into n subintervals of lengths

∆x1 = x1 − x0 , ∆x2 = x2 − x1 , . . . , ∆xn = xn − xn−1 .

The partition is said to be regular provided the subintervals all

have the sake length
b−a
∆xk = ∆x =
n
For a regular partition, the widths of the approximating rectangles
approaches zero as n is made large. This need not be the case for
general partition.
Definite Integral

The Definite Integral

The magnitude max ∆xk is called the mesh size of the partition.
Example
Definite Integral

The Definite Integral

To generalize Net Signed Area definition so that it allows for

unequal subinterval widths, we replace the constant length ∆x by
a variable length ∆xk to get
n
X
Area = lim f (xk∗ )∆xk
max ∆k →0
k=1
Xn
= lim||∆||→0 f (xk∗ )∆xk
k=1
Definite Integral

Definition
A function f is said to be integrable on a finite closed interval
[a, b] if the limit
n
X
lim f (xk∗ )∆xk
max ∆k →0
k=1

exists and does not depend on the choice of partitions or on the

choice of the points xk∗ in the subintervals. When this is the case
we denote the limit by the symbol
Z b n
X
f (x )dx = lim f (xk∗ )∆xk
a max ∆k →0
k=1

Which is called the definite integral of f from a to b. The number

a and b are called the lower and upper limit of integration,
respectively, and f (x ) is called the integrand.
Definite Integral

Theorem
If a function f is continuous on an interval [a, b], then f is
integrable on [a, b], and the net signed area A between the graph
and the interval [a, b] is
Z b
A= f (x ) dx
a

Example

Z 4 Z 3
(a) 2 dx (b) 9 − x 2 dx
1 0
Z 2 p Z 3
(c) 4 − x 2 dx (d) |x − 2| dx
−2 0
Definite Integral

Theorem
If a function f is continuous on an interval [a, b], then f is
integrable on [a, b], and the net signed area A between the graph
and the interval [a, b] is
Z b
A= f (x ) dx
a

Example

Z 4 Z 3
(a) 2 dx (b) 9 − x 2 dx
1 0
Z 2 p Z 3
(c) 4 − x 2 dx (d) |x − 2| dx
−2 0
Definite Integral

Properties of Definite Integral

Definition
(a) If a is in the domain of f , we define
Z a
f (x ) dx = 0
a

(b) If f is integrable on [a, b], then we define

Z a Z b
f (x ) dx = − f (x ) dx
b a
Definite Integral

Example

Z 1 Z 0p
(a) x 3 dx (b) 1 − x 2 dx
1 1

Theorem
If f and g are integrable on [a, b] and if c is a constant, then cf ,
f + g, and f − g are integrable on [a, b] and
Z b Z b
(a) cf (x ) dx = c f (x ) dx
a a
Z b  
Z b Z b
(b) f (x ) + g(x ) dx = f (x ) dx + g(x ) dx
a a a
Z b  
Z b Z b
(c) f (x ) − g(x ) dx = f (x ) dx − g(x ) dx
a a a
Definite Integral

Example

Z 1 Z 0p
(a) x 3 dx (b) 1 − x 2 dx
1 1

Theorem
If f and g are integrable on [a, b] and if c is a constant, then cf ,
f + g, and f − g are integrable on [a, b] and
Z b Z b
(a) cf (x ) dx = c f (x ) dx
a a
Z b  
Z b Z b
(b) f (x ) + g(x ) dx = f (x ) dx + g(x ) dx
a a a
Z b  
Z b Z b
(c) f (x ) − g(x ) dx = f (x ) dx − g(x ) dx
a a a
Definite Integral

Theorem
If f is integrable on a closed interval containing the three points a,
b, and c then
Z b Z c Z b
f (x ) dx = f (x ) dx + f (x ) dx
a a c

no matter how the points are ordered.

Theorem
(a) If f is integrable on [a, b] and f (x ) ≥ g(x ) for all x in [a, b],
Z b Z b
then f (x ) dx ≥ g(x ) dx
a a
(b) If f is integrable on [a, b] and f (x ) ≥ 0 ∀x ∈ [a, b], then
Z b
f (x ) dx ≥ 0
a
Definite Integral

Theorem
If f is integrable on a closed interval containing the three points a,
b, and c then
Z b Z c Z b
f (x ) dx = f (x ) dx + f (x ) dx
a a c

no matter how the points are ordered.

Theorem
(a) If f is integrable on [a, b] and f (x ) ≥ g(x ) for all x in [a, b],
Z b Z b
then f (x ) dx ≥ g(x ) dx
a a
(b) If f is integrable on [a, b] and f (x ) ≥ 0 ∀x ∈ [a, b], then
Z b
f (x ) dx ≥ 0
a
Definite Integral

Definition
A function f that is defined on an interval is said to be bounded
on the interval if there is a positive number M such that

−M ≤ f (x ) ≤ M

for all x in the interval. Geometrically, this means that the graph
of f over the interval lies between the line y = −M and y = M.
Definite Integral

Theorem
Let f be a function that is defined on the finite closed interval
[a, b].
(a) If f has finitely many discontinuities in [a, b] but bounded on
[a, b], then f is integrable on [a, b].
(b) If f is not bounded on [a, b], then f is not integrable on [a.b].
Definite Integral

The Fundamental Theorem of Calculus, Part I

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

Example
Z 3
Evaluate f (x ) dx if
0

x2

if x < 2,
f (x ) =
3x − 2 if x ≥ 2.
Definite Integral

The Fundamental Theorem of Calculus, Part I

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

Example
Z 3
Evaluate f (x ) dx if
0

x2

if x < 2,
f (x ) =
3x − 2 if x ≥ 2.
Definite Integral

Definition
If f is a continuous function on the interval [a, b], then we define
the total area between the curve y = f (x ) and the interval [a, b] to
be Z b
Total Area = |f (x )| dx
a

Example
Find the total area between the curve y = 1 − x 2 and the x -axis
over the interval [0, 2]
Definite Integral

Definition
If f is a continuous function on the interval [a, b], then we define
the total area between the curve y = f (x ) and the interval [a, b] to
be Z b
Total Area = |f (x )| dx
a

Example
Find the total area between the curve y = 1 − x 2 and the x -axis
over the interval [0, 2]
Definite Integral

The Mean-Value Theorem for Integrals

Theorem
If f is continuous on a closed interval [a, b], then there is at least
one point x ∗ in [a, b] such that
Z b
f (x ) dx = f (x ∗ )(b − a)
a

Example
Find the values of c that satisfy the MVT for integrals if .
(a) f (x ) = x 2 − 1 on [1, 3]
(b) f (x ) = x (1 − x ) on [0, 1]
2
(c) f (x ) = 3x − 2x on [1, 4]
Definite Integral

The Mean-Value Theorem for Integrals

Theorem
If f is continuous on a closed interval [a, b], then there is at least
one point x ∗ in [a, b] such that
Z b
f (x ) dx = f (x ∗ )(b − a)
a

Example
Find the values of c that satisfy the MVT for integrals if .
(a) f (x ) = x 2 − 1 on [1, 3]
(b) f (x ) = x (1 − x ) on [0, 1]
2
(c) f (x ) = 3x − 2x on [1, 4]
Definite Integral

The Fundamental Theorem of Calculus, Part II

Theorem
If f is continuous on an interval, then f has an antiderivative
on that interval. In particular, if a is any point in the interval,
then the function F defined by
Z x
F (x ) = f (t) dt
a

is an antiderivative of f , that is, F 0 (x ) = f (x ) for each x in the

interval, or in an alternative notation
d h x
Z i
f (t) dt = f (x )
dx a
Definite Integral

Example

Z x Z x2
d d
(a) sin(t 2 ) dt (b) sinh(t 2 ) dt
dx 1 dx 3
Z e 2x Z cosh−1 x
d 2 d
(c) ln(t ) dt (d) cosh(t) dt
dx x2 dx ln x
Definite Integral

Definite Integrals by Substitution

Theorem
If g 0 (x ) is continuous on [a, b] and f (x ) is continuous on an
interval containing the values of g(x ) for a ≤ x ≤ b, then
Z b   Z g(b)
0
f g(x ) g (x ) dx = f (u) du
a g(a)
Definite Integral

Example

Z π Z 3
4
3
4 1
(a) sin x cos x dx (b) dx
0 0 3 − 2x
√
Z e Z ln 3
dx
(c) p (d) tanh x sech3 x dx
1 x 1 − (ln x )2 ln 2
Z 1 Z √3
2 dx dt
(e) (f ) √
0 1 − x2 0 t2 + 1