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4.2 The Definite Integral

The document defines the definite integral of a function over an interval [a, b] using limits of Riemann sums and discusses conditions for integrability, such as continuity and finite jump discontinuities. It also presents various properties of integrals, examples of integrable functions, and approximation methods like the midpoint rule. Additionally, it includes useful sums and comparison properties related to integrals.

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9 views

4.2 The Definite Integral

The document defines the definite integral of a function over an interval [a, b] using limits of Riemann sums and discusses conditions for integrability, such as continuity and finite jump discontinuities. It also presents various properties of integrals, examples of integrable functions, and approximation methods like the midpoint rule. Additionally, it includes useful sums and comparison properties related to integrals.

Uploaded by

1937kdnaka
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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§ 4.

2 The Definite Integral

Calculus I
Definition (Definite Integral 2 )
Suppose f is a function defined for a ≤ x ≤ b.
Divide the interval [a, b] into n subintervals of equal width
△x = (b − a)/n. Let x0 (= a), x1 , x2 , . . . , xn (= b) be the
endpoints of these subintervals.
Let xi∗ be any sample point in [xi−1 , xi ].
Then the definite integral of f from a to b is
Z b n
X
f (x) dx = lim f (xi∗ )△x
a n→∞
i=1
= lim [f (x1∗ )△x + f (x2∗ )△x + · · · + f (xn∗ )△x]
n→∞

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].
The subintervals need not have equal width.

Z b n
X
f (x) dx = lim [f (xi∗ )△xi ]
a max △xi →0
i=1
= lim [f (x1∗ )△x1 + f (x2∗ )△x2 + · · · + f (xn∗ )△xn ]
max △xi →0
Theorem ( 3 )
If f is continuous on [a, b], or if f has only a finite number of
jump discontinuities, then f is integrable on [a, b]; that is, the
Z b
definite integral f (x) dx exists.
a

Example (p327 #81)


The function
(
0 x = p/q : a rational number
f (x) =
1 otherwise

is not integrable in [0, 1].


Theorem ( 4 )
If f is integrable on [a, b], then
Z b n
X
f (x) dx = lim f (xi ) △x
a n→∞
i=1

b−a
where △x = and xi = a + i△x.
n

Example (p317 Ex2)


n
X
Express lim (xi3 + xi sin xi )△x as an integral on [0, π].
n→∞
i=1
Midpoint Rule (for approximation)
Z b n
X
f (x) dx ≈ f (x̄i )△x = △x [ f (x̄1 ) + · · · + f (x̄n ) ]
a i=1

b−a 1
where △x = and x̄i = (xi−1 + xi ) = midpoint of [xi−1 , xi ].
n 2

Lower sum and upper sum


Suppose f is continuous on [a, b]. Then on each subinterval
[xi−1 , xi ] the function f takes on a minimum value mi and a
maximum value Mi . Then
X Z b X
lim mi △xi ≤ f (x) dx ≤ lim Mi △xi .
a
Useful sums
n
X n(n + 1)
i=
2
i=1
n
X n(n + 1)(2n + 1)
i2 =
6
i=1
n
n(n + 1) 2
X  
3
i =
2
i=1
n
X
c = nc
i=1
Xn n
X
c ai = c ai
i=1 i=1
Xn n
X n
X
(ai ± bi ) = ai ± bi
i=1 i=1 i=1
Example (p318 Ex3)
Z 3
Evaluate (x3 − 6x) dx.
0
Example (p320 Ex5)
Z 1p
Evaluate the integral 1 − x2 dx by interpreting it in terms of
0
area.
Properties of the integral
Z b
c dx = c(b − a), where c is any constant.
a
Z b Z b Z b
[f (x) ± g(x)] dx = f (x) dx ± g(x) dx.
a a a
Z b Z b
c f (x) dx = c f (x) dx, where c is any constant.
a a
More properties of the integral
Z a Z b
f (x) dx = − f (x) dx.
b a
Z a
f (x) dx = 0.
a
Z c Z b Z b
f (x) dx + f (x) dx = f (x) dx.
a c a
Example
Z 0
dt =
1

Example
Z 2
dt
=
2 t
Comparison properties of the integral
If f (x) ≥ 0 for a ≤ x ≤ b, then
Z b
f (x) dx ≥ 0.
a

If f (x) ≥ g(x) for a ≤ x ≤ b, then


Z b Z b
f (x) dx ≥ g(x) dx.
a a

If m ≤ f (x) ≤ M for a ≤ x ≤ b, then


Z b
m(b − a) ≤ f (x) dx ≤ M(b − a).
a
Example (p324 Ex9)
Z 4
√
Verify that 3 ≤ x dx ≤ 6.
1

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