UNIT DEFINITE INTEGRAL

Structure
7.1 Introduction
Objectives
. 7.2 Preliminaries
7.2.1 Partitions of a Closed Interval
7.2.2 Upper and Lower Product Sums
7.2.3 Upper and Lower Integrals
7.3 Definite Integral
7.4 Fundamental Theorem of Calculus
7.5 Summary
7.1 INTRODUCTION
We have seen in Unit 2 of Block 1 that one of the problems which motivated the
concept of a derivative was a geometrical one -that of finding a tangent to a curve at a
point. The concept of integration was also similarly motivated by a geometrical
problem -that of finding the areas of plane regions enclosed by curves. Some recently
discovered Egyptian manuscripts reveal that the formulas for finding the areas of
triangles and rectangles were known even in 1800 B.C. Using these formulas, one could
also find the area of any figure bounded by straight line segments. But no merhod for
finding the area of figures bounded by curves had evolved till much later.
'1n the third century B.C, Archimedes was successful in rigorously proving the formula
lor the area of a circle. His solution contained the seeds of the present day integral
calculus. But it was only later, in the seventeenth century, that Newton and Leibniz
were able to generalise Archimedes' method and also to establish the link between
differential and integral calculus. The definitionof the definite integral of a function,
which we shall give in this unit, was first given by Riemann in 1854. In Unit 8, we will
acqu,'at you with various application of integration.
You have probably studied integration before. But in this unit we shall adopt a new
approach towards integration. When you have finished the unit, you should be able to
tie in our treatment with your previous luiowledge.
Objectives
After reading this unit you should be able to
*
define and calculate the lower and upper sums of some simple functions
defined on [a,b], corresponding to a partition of [ a, b 1,
* define the upper and lower integrals of a function,
*
define the definite integral of a given function and check whether a given
function is integrable or not,
*
state and prove the Fu~ldainelltal Theorem of Calculus, and
*
use the Fundamental Theorem to calculate the definite integral of an
integrable function.
lntcgrnl Calculus
--
7.2 PRELIMINARIES
- -
We have mentioned in the introduction that Archimedes was able to find the formula
for the area of a circle. For this he approximated a circle by an inscribed regular
polygon (see Figure 7.1 (a) ).
Further, we can see, from Figure 7.1 (b), that this approximation becomes better and better
as we increase the number of sides of the polygon. Archiinedes also tried to approxiinate the
area of the circle by a number of circumscribed polygons as in Figure 7.1 (c). The area of
the citcle was thus coinpressed between the inscribed and the circu~nscribed polygons.
Figure 7.1
We shall follow a similar procedure for finding the awa of the shaded region shown in
Figure 7.2. We begin with the concept of a partition
7.2.1 1 Partitions of a Closed Interval
Let us consider the closed interval [ a, b ] C R. Then we have the following definition.
Definition 1 :
h t m, x l xz, ..., xu- 1, x. be numbers i n [ a, b 1 such that
a = X O < X ~ <x? c ... CX, , -I <xu = b.
Then the orde~ed set P - 1 m, XI, xz ..., r n is called ;partition of [ a, b 1.
By an ordered set we mean a set, in
which. the order in w b i ils elements
Example 1 :
occur is timed. Cbnsider P1 = ( 0,1/4,1/2,3/4,1 } and P2 = ( 0,1/3,1/2,2/3,6/7,1] ; both are
partitiom of [ 0,l 1.
Moreover, PI U Pz = {0,1/4, :/3,1/2,2/3,3/4,6/7,1) and
PI n P2 = {0,1/2,1) are also partitions of [0, I]. See Figures 7.3 (a), @), (c), and (d).
A partition P = [ xo, XI, xz, . . ., x,, 1 of [a, b] divides it into n closed sub-intervals, '
A set J i s called a sub-interval of an
interval I. if
i) J is an interval and
[ XQXI ] , [ XAX~] , . . . , [ ~u - l , ~n ] .
ii) j S I.
'A' is read as delta
with the rt + 1 partitioning points as end-points. The intervals ( 1 xi -1, xi I] is ca!led the ith
sub-interval of the partition. The length of the ith sub- interval, denoted by Ax;,. is
defined by
It follows that
X A X ~ - 2 (xi-xi-1) = X,,--XO = b-a.
We call partition P regular if every sub- internal has the same length, that is, if
xr-m, x2 -XI, ..., x,, -xu - 1 are all equal. In this case, the length of [a, b], that is b - a is
equally divided into n parts, and we get
b-a
Xl-Xg = X2-X1 - ... = X,g-X.-~ = -.
n
Thus, a regular partition of [a, b] may be written as
(a, a + h, a + 2h, ..., a + nh), where a + nh = b : We shall denote this partition by
{a+i hl y- o.
For P = {1, 3/5 5 5/ 53, 7/ 54) , Ax1 = xl -xo - 3/2- 1 = 1/2,
A x2 = x2 -XI = 2 - 3/2 = 1 /2. If you calculate A x3, A x4, A x5 and A xs, you will
see that P is a regular partition of [I, 41.
See Example 1. Which partitions among Pi, Pz Pi-U P2and Pi fl P2are regular?
What are the lengths of the third sub-intervals in Pi and in Pz?
.
E2
Write down a regular partition for each of the following intervals.
a)
[O, 21 with 7 partitioning points
b)
[2,9] with 11 partitioning points
Definition 2 :
Given two partitions Pi and P2of [a, b], we say that P2 is a refinement ofPi (or P2 is
finer than Pi) if P23 Pi.
In other words, P 2 is a refinement ofPl if each sub-interval of P2 is contained in some
sub-interval of Pi.
Example 2 :
Consider the partitions
Pi - { 1,5/4,3/2,7/4,2 1,
Pi and P 2 are both finer than P3, as Pi 3 P3 and P23 P3. However, neither is Pi a
refinement of P 2 nor is P 2 a refinement of PI.
If Pi and & are partitions of [a, b] ;then from Defmition 2 it follows that
lutcgral Calculus
i) PI U P2 is a refinement of both Pi and P2.
ii) Pi and P2 are both finer than Pi n 2 ' 2 .
Now suppose for every n E N we define Pn as
Axi - xi - xi - 1
. b - a b - a
- a + ~ - ,, { a + ( i - l I T - }
This means Pn has T + 1 elements. We call see that Pn is a regular partition, with each
b - a
sub-internal having length - -.
2"
Now,
This lllealls that the length of the sub-intervals corresponding to Pn + 1 is half the length
of tl~ose corresponding to Pn. We call also see that P,, ,I> Pn. 111other words, Pn + 1 is
finer than P,, (also see E3). Thus, we have defined a sequence of partitions {P,) of
[a, O], such that Pn + 1 is a refinement of P, for all n. Such a sequence { Pn } is called a
sequence of refinements of partitions of [a, b].
From the sequence of partitions {P,) defined above,
a + b
PI = { a , 7 b }.
a) f i i ~~d Pz and P3.
b)
Verify that P3 3Pz >PI.
c)
What are the lengths of the sub-intervals in each of these partitions?
Let { Pn }I- I be a sequence of partitions of [ a, b 1, and let Pi = PI, P; = PI U P2,
P; = PI U P2 U P3, and in general, P; = Pn U pi- 1. Show that { P: lm is a se-
n = l
quence of refinements of [ a, b 1.
We have defined I. u. b.
(supremum) and g,l.b (infimum) oE
a bo~nded set of real numbers in
IJnit - 1 -
7.2.2 Upper and Lower Product Sums
By now, we suppose you are quite familiar with partitions. Here we shall intmduce the
concept of product sums. It is thmugh this that we shall be in a position to probe the
i
more subtle concept of a definite integral in the next section.
*I Let f : [a, b] -, R be a bounded fundon, and let
P = b, xl, xz, ..., .x, ) be a partition of [a, b].
Now for any sub-interval (r; - 1, xi 1, consider the set S; = [ f ( x ) : x E [ xi, 1, xi ] 1.
Since f is a bounded fundion, Si must be a bounded subset of R. This means, it has a
supremum (or least upper bound) and infimum (or p t e s t lower bound).
We write
Mi - - S U~ I ~ ( X ) : X E [ X ~ - ~ , X ~ : [ } ~ ~ P ~
mi S S i SIf(X): x[Xi -l , Xi ]}
We mw define the upper p d u d sum U ( P, f ) and the lower p d u d sum L ( P, f )
by
U( P, f ) , - X M~ A G L( P, f ) - TntjAxi
...( 7.1)
i- i - 1
.
You must have come across this 2 notation earlier. But let us state cleady what
. equation (7.1) meark. Here
U( P, f ) - Ml(x1-xo)+Mz(xz-XI)+ ...+ Mn(xn-xn-l),and
L( P, f ) - ml(x1-m)+mz(,xz-XI)+ ...+ mn(xn-xn-1).
Thus, to get U (P, f ) we have multiplied the supremum in each sub-interval by the
length of that sub-interval, and have taken the sum of all such products. Similarly;
L ( P, f ) is obtained by summing the products obtained by multiplying the infimum in
each sub-interval by the length-of that sub-interval. U ( P, f ) and L ( P, f ) are also
called Riemann sums after the mathematician George Friedrich Bemhard Riemann
(1826- 1866). Riemann gave a definition of definite integral that, to this day, remains
the inost convenient and useful one.
We started this unit saying that we wanted to find the area of the shaded region in
Figure 7.2 lEen what are we doing with partitiom, .U ( P, f ) and L ( P, f )?Figye 7.4
will give you a clue to the path which we are going to follow to achieve our aim.- ,
hb :.:.:. :* : . I, : .... .:.: ... .:.:.: ::::: . :.. .,.., .... ,,.I:: .... .. ;, m. . ....... .. ....: . ... . . . . . . . . . . .., ((( . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
",.,,.
.:.;.: :.:.: A:::: ::::::
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
;c.; , : *::.: ::;A .
. . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . ., .,
....... ...... ...... .......
. . . . . . . .,.,
* :::::: .:.:.: .:.=
...... :::::: , ,:.:.. :.%:
.......,. ....... ......
:'.Z . . . . .. ...;- . . . . . . . . . . . . . . . . . . ......
,s :%I i:;:;: , <; : I
. . . . . . . . . . . . . . . . . . . . . . . .
....,.. . . .
..,.....:.:.: :::::: j:::::
.:.:.: '.'.'. >:.:.: '.'.'
:.:.:. :::::- .:.:.:. ::<:
... ... . . . . . . . ...... ...:.:. ... .,.
.:.:.: :.:.:. :.:.:.: .:.:.:
_> .... , ...,. ...... .....
; ; . . ; ,... .:.:.: ."'.'.
:.::. .'.'.' .".' '.'.'. . . . . . . . . .
;...; ...... . . . .:.:.:.
. . . . . . . . . . . . . . . .,
. . . . . . . ....., . . . .
.x.. .:.:.: ....... ....:.
... .:.:.:. :.:...
:n. s;: :;:;; :$;:;:
:::::: .::>: .. '...' .'...'
...... ,.,... . . . . . . .
. . . . . . . , .,., ....,. .*.. .:.:.:
. . . .. . .:.:.: .:.:.:. ... ... . . . , . . . . . . . . . . . . . , .,. ,.: . . . . . . . ... ... ..::. ..:...: .... ..
X X X
!a> (b) (c)
Fig. 7.4
Figures 7.4 (a) and 7.4 (b) give the geometric view of Mi A xi and m, A xi as areas of
.
rectangles with base A xi and heights Mi and mi, respectively.
The shaded rectangles in Figure 7.4 (a) are termed as outer rectangles, while the shaded
rectangles in Figure 7.4 (b) are called inner rectaggles.
Detinite Integral
h ~ c ~
T b , wb n f is a non-oegative valued m i o n ( f ( x ) a 0 V x ),
I
U ( P, f ) = sum of the areas of outer rectangles as in Rgure 7.4 (a).
L ( P, f ) = sum of t k areas of inmr rec!anglm as in Figure 7.4 @), and ,
U ( P, f ) -L ( P, f ) = sum of the areas of the shaded rectangles along the gmph off
in Rgule 7.4 (c).
As you sae from Figum 7.5, U ( P, f ) and L ( P, f ) depend upon the function
f : [ a, b ] + R (compare Figures 7.5(a) and @)), and t k partition P of [a, b] (compare
Figures 7.5 (c) and (d)).
b
i
(c) (dl
F i 7.5
a) ~ ( h , f ) where f ( x ) = x b) U( P, f ) where f ( r ) = fi
c ) U( p , f ) wh e n P = { 0 , 1 , 2 , 3 } d) U( P, f ) whe nPr { 0, M, 1, 3h, 2, 5h, 3
IIX c r, thmsupx r mpr,
mdi nfXr infr,
If we denote the area between the curve given by y - f ( x ), the x-axis, and the lines
x = a and x = b, (the shaded area in Figure 7.2) by A, then it is also quite clear from
Figures 7.4(a) and @), that L ( P, f ) s A s U ( P, f ).
The geometric view suggests the following theorem :
TheO~rn 1 :
Lct f: [ a, b ] +R bea bounded function, and let P be a partition of [a, b]. If M and m
are the supremum and the infmum off, respectively, in [a, b], then
m( b- a ) s L-(P,f) s U(P, f) s M(b;a).
N w M = sup[ f ( x) : x E [a,b]i,and
Mi - . s u ~ [ ~ ( x ) : x E [ ~i - ~, xi ] } . Hence MisM.
Once we have the inequalities (7.2), we can complete our proof in easy step(7.2)
implies that
m A x i S m i A x i S Mi A x i ~ MA x i
This implies that if we take the sum over i = 1,2, ..., n, we get
n
s hr e 2 Ax, the sum of the lengbts of all subi nt e~al s
i - 1
u b - a .
Figure 7.6 will help you understand this theorem better. Let us verify this theorem in
the case of a given function.
Letf:[1,2]-.RbeaEunctiondefinedbyf(x) = ?,andlet '
P P { 1,5/4,3/2,5/3,2 } be a partition of [I, 21. The sub-intervals associated with P
i
are [ l,5/4], [5/4,3/2], [3/2,5/3] and [ 5/3,2 1.
The function f is a bounded function on [I, 21. In fact, tbe image set-of f is [I, 41,
which is obviously bounded.
Since f is an increasing fundion on each sub-interval (see Figure 7.7) the supremum of
f i n [xi - 1, Xi ] will be attained at xi and the ihfimum wiU be attained at&- 1.
That is,
mi = f ( Xi- 1 ). m~e f o l t , we can write
Integral Calculus
L ( P, f ) = Z mi A ~ i - 2 f(xi -1 )Axi-
Now, the supremum off ( x ) in [ I, 21 - M = f ( 2 ) - 22 - 4, and the infimum
= m - f ( 1 ) = l.Thus,
We have noted that the upper and lower product sums depend on the partition of the
given interval. Here we have a theorem which gives us a relation between the lower and
upper sums corresponding to two partitions of an interval.
Theorem 2 :
. Let f : [ a, b 1 +R be a bounded function, and let PI and P2 be partitions of [ a, b 1. If
P2isfinerthanPl,thenL(P1, f ) s L ( f i f ) s U( Pz f ) s U( P l , f ) .
Proof:
For proving this theorem we look at Figures 7.8 (a) and @).
Let PI - { xo, x ~ x2 ..., x. } and P2 = [ xq vt XI, xa ..., XI ) be two partitions of [a, b];
P2 contains one element mom than Pi, mmely, vi.
Therefore, & is finer than Pi.
In hct , Pz can be rightly called a simple refmement of Pi. We shall prove the
theorem for this simple refmement here.
PI divides [a, b] into n sub-intervals:
-
[XO, X I ] , [XI , XZ], ..., [xn- 1, xn].
Figure 7.8 (a) clearly shows that L ( PI, f ) s L ( Pt, f ). @y an amount represented by
the area of the shaded rectangle).
Similarly, Figure 7.8 @) shows that U ( Pt, f ) s U ( PI, f ).
!
Since L ( P2, f ) s U ( P2, f ), the conclusion of the theorem follows in this case.
Now if P2 is not a simple refinement of Pi, then suppose P2 has m elements more than
PI. Then we can find ( m - 1 ) partitions P:, $, &, .. ., Pt m- l such that
Pi C C f i C
C . . . C P2 m- I C P2 and each partition in this sequence is a simple
refinement of the previous one.
Theorem 2 then holds for each pair of successive refinements, and we get
~ ( ~ l , f ) s U ( ~ l , f ) s ~ ( f i , f ) s ... s L ( P ~ ' " - ~ J ) 5 L( P2, f ) and
U( P2 , f ) s ~ ( P? - ' , f ) s ... 5 ~ ( &, f ) 5 ~ ( d , f ) s ~ ( ~ i , f )
1
T ~ ~ ~ , L ( P I , ~ ) ~ L ( P ~ ~ ) ~ U ( P ~ ~ ) ~ U ( P I , ~ ) .
From Theorem 2 we conclude the following :
t
Let f : [ a, b ] -, R be a continuous and non-negative valued function, and let
(P..,I~-, be a sequence of refinements of [a, b].
Then we have
L ( P l , f ) s L ( P 2 , f ) s ... sL( P, , , f ) s ... s A s ... <U(P, , , f )s ... s
U ( A, f ) s U ( Pi, f ), where A is the area bounded by the curve , the x-axis and the .
lines x = a and x = b.
Find the upper product sum and the lower product sum of the function f relative to the .
partition P, when
tI
a) f ( x ) - 1 +3 , ~ - { 0 , 1 / 2 , 1 , 3 / 2 , 2 ]
b)
f ( x ) - l / x, P - {1, 2, 3, 4]
Indefinite Integrals
Integral Calculus
Recall (Unit 1 ) that every set
which is bounded below has an
infimum, and every set which i s
bounded above has a supremum.
In this sub-section we have seen that the areaA in Figure 7.2 can be approxinlated by
means of the lower and upper sums corresponding to some partition of [a, b]. Further,
Theorem 2 tells us that as we go on refining our partition, the lower and upper sums
approachlli from both sides. The lower sums underestimateA ( L ( P, f) s A ), while the
upper sunls overestimateA ( U ( P, f) 2 A ). Let us go a step further in the next
sub-sectian, and define lower and upper integrals.
7.2.3 Upper and Lower Integrals
Let f: [a, b] --R be a non-negative bounded function. Then to each partition P of [a, b],
there correspond the upper product suin U ( P, f ) and the lower product sum L ( P, f ).
Let P be the set of all partitions of [a, b] . Then the set U = { U ( P, f ) : P E P ) is a
subset of kk and is bounded below sinceA s U ( P, f) V P E P. Thus, it is possible to
find the infirnuin of u.
Similarly, the set u' = 1 L ( P, f) : PEP } is bounded above , since L ( P, f) s A
VP E P. Hence we can find the supremum of u'. The infiinu~n of u' and the supremuin
of u' are given special iiames as you will see from this definition.
Definition 3 :
If a fdnction f is defined on [a, b] and if P denotes the set of all partitions of [ ( I , b] ,
then hfimum of ( U ( P, f ) : P E P ] is called the upper integral off on [a, b], and is
-b
denoted by S f ( x ) dx.
a
The supremum of {L ( P, f ) : P E P ) is called the lower integral off on [a, b] , and is
denoted by f f ( x ) dx.
-a
Example 4:
for the function f, defined by f ( x ) =
1 if x is irrational
Suppose P = { xo, xi, x2, ..., x, 1 is a partition of [ 0, 1 1.
Each sbb-interval [ xi-1, xi ] contains both rational and irrational numbers. This means,
Mi = 1 and mi = 0 for each i.
Verify
p1 * {
2 for the
]and P:!
function f ( x ) = l / x , 2 s x s 3, and the partitions
= { 2, 9/ 4, 5/ 2, 11/ 4, 3 1 of [ 2, 3] .
Since P was any arbitrary partition of [0, ' I], this means that
U( P , f ) = l a n d L( P , f ) = OQP E P
n u s , u = [ u ( P , ~ ) : P EP } = {I}
and u ' = { L ( P , ~ ) : P E P } = { o }
Hence inf u = 1 and sup u' = 0 . That is,
See if you can do these exercises now.
-1 1
~ i n d s f ( x ) hr ands f ( x ) dx. for the function f defined as
0 0
If the functions f and g are bounded non-negative valued functions in [a, b] and if
f ( x ) s g ( x ) Q x E [a,b],provethat
7.3 DEFINITE INTEGRAL
Definite Integral
Il e symbol 'J: is read as integral.
In the last section we had restricted our discussion to non- negative valued functions.
But we can easily extend our definitions of L ( P, f ), U ( P, f ) and the rower and upper
integrals to all bounded functions. However, we shall have to modify our interpretation
of these sums as areas. For this purpose, we introduce the concept of signed area. If R
is any regiyn , its signed area is defined to be the area of its portion lying above the
x-axis, minus the area of its portion lying below the x-axis (see Figure. 7.9).
With this definition then, we can interpret L ( P, f ) as the signed area of a polygon
inscribed inside the given region, and U ( P, f ) as the signed area of a polygon
circumscribed about the region. Thus, for any bounded fu::ction on a closed interval
1' /
[a, b ) we c2ndrftrJ] x )
= su? L ( A 1) : P E P and.
6
h,) .. L I ~ , , IW 111 a po*.tio~i to discuss the definite integral for a bounded tu~!~.tion 011 a
clo...; II i!ctcrval (Tlw .,..Ijcctive 'defirrite' anticipate> rat 51uJk of I I I L ~ . ~ I U I ~ i11P~gral latc
Definition 4 :
Let f : [ a, b ] + R be a boul~decl function. f is said to be integrable over [ a, b ] ~ f ,
aiid only if,
This cornmoil value is called the definite integral off over the interval of integration
[ a, b 1, and is denoted by
In this notation for the definite integral, f ( x ) is called the integrand, a is called the
lower limit and b is called the upper limit of integration.
The symbol dr following f ( x ) indicates the independent variable. Here x is merely a
dummy variable, and we may replace it by t or v, or any other letter. This means,
The rymbol$reminds us of S which is appmpriate, because a definite integral is, in
some sense, the limit of a sum. In fact it is the common'value (when it exists) of the
lower and upper integrals which are themselves infimum and supremum sums.
The use off ( x ) dr reminds us that we do not take the Sum of function values, rather
we take the sum of terms, each of which 6 the product of the supremum or infimum of
the hnction in an interval multiplied by the length of the sub-interval.
The definition of definite integral above, applies only if a < b, but it would be
appropriate to include the cases a - b and ru > b as well . In such cases we define
and
provided the right hand integral exists.
In Example 4, we have seen that if
Definite lalegnl
Since the lower and upper integrals for this function are not equal, we conclude that it is
not illtegwble.
>
' E 9
,
Check whether the function given in E 7 is integrable or not.
Now we shall list some basic properties ofdcl'i~iite integrals. For this, we s l ~ d l l
consider Jtu be integrable over [ a, b 1. ) t
I E ntegral of a constant function f ( x ) = c
1
rhls IS intuitively obvious since the arrr represented by the integral is simply a
rectangle witb base b -a dnd height c I *LC Figure 7.10)
-
11. Constant Multiple Property
I
Its interpretation is shown m F1gur.t 7 ll(a).
Iotcgrrl Calculus
IV. Comparison Property
If c and dare constants such that c a f ( x ) s d for all x in [ a, b ] then
Figuk 7.1 1 (b) makes this statement clearer. Note that c and dare not necessarily the
minimum and maximum values off ( x ) on [ a, b I. c may be less than the minimum,
and d may be greater than the maximum.
The fouowing theorem gives a criterion for a fundion to be integrable.
Theorem 3 :
A bounded function f is integrable over [ a, b ] if and only if, for every E > 0, there
exists a partition P of [ a, b ] such that 0 s .U ( P, f ) - L ( P, f ) < E.
'1
Prool:
We know bat for any partition P of 1 a, b 1.
If tbc fwrction f has tbe property that for every E r 0 them exists a partition P of [ a, b ]
such that
4 b
From this it follows thatso f ( x ) dx -I f ( x ) dr = 0 and hence f is integrable over
-a
[ a, b I.
On the other hand, iff is integrable over [ a, b 1,
I
( f ( X) dr = sllp!i(p,f):p~*} = i l 1 f { ~ ( ~ , f ) : P ~ ~ } . 7 b u s , f o r e v e r ~ ~ ~ 0
t
we can find partitions P' and P of [ o, b 1, such that at (see Sec. 2 of Unit I).
b
b
0 s S f ( x ) d ~ - ~ ( ~ . f ) < r / 2 , a n d 0 s ~ ( ~ ~ ' , f ) - ~ f ( x ) d x < t ' 2.
a
a
Taking some partition P which is finer than both P' and P", and adding the two
inequalities , we have
This co~npletes the proof.
Now arises a iatural question : Which are the functions which satisfy the above
criterion? Thefollowillg theorems provide an answer.
Theorem 4 :
A functioit that is mo~totonic (iucreasing or decreasing) on [ a, b 1, is integrable over
r n A 1
Proof :
Let the function f : [ a, b ] 4 R be increasing. Then
xl <xz =>f ( xl ) r f ( xz )
b- a
For each positive integer n, let Pn = [ a, a + 12, ..., a + nh = b 1, where h = - be
n
a regular partition of [ a, b 1. Then
n n n
b- a "
U(Pn. f) = Z M~ A X ~ = C M ~ I Z = I ZCM~ = n f ( a + i l i )
n
b- a
andL( Pn, f ) = h z m i = - C f ( a + ( i - 1 ) h) .
n
i - 1 i - 1
Therefore
b- a
u( Pn, f ) - L (Pn;f) - n [ f ( a + k ) + f ( a + 2 h ) + . . . +f( a + n h )
b- a
- - - [ f ( n+nh) - f ( a ) l -
n
-
b- a
- - [ f ( b ) - f ( a ) ] n
let E > 0. Can we choose an n which will make U (P,, f ) -L ( Pn, f ) < E? Yes, we can.
( b - a ) [ f ( b ) - f ( a ) I
n s ( b - 0 ) [ f ( b ) - f ( a ) I
Try some n > . If we substitute this value of n in (I), we get
E
E
b - a
* h - -
E
f ( b ) - f ( a )
Thus, applying Theorem 3, we can co~lclude that f is.integrable.
Theorem 4 leads us to the following useful result.
Corollary 1 :
. 11 j ~ s mcreasing or decreasing on [ a, b 1, the11
b- a
= l i m1z[ f ( a+h) +f ( a+21z) + ...+f( a+nli)].whereIr = -.
h-.o n
We shall illustrate the usefulness of Corollary 1 through some examples. But before
that we state another theorem , which identifies one more class of integrable functio~w.
Theorem 5 :
, -
If a function f : [ a, b ] +R is continuous, then f is integrable.
The proof of this theorem is beyond the scope of this course. We shall prove it in a
later course on real analysis.
In Sec. 5 in Unit 2, we have seen that differentiability implies continuity. Now we &in
write
differentiability * continuity * integrability
Now, let us evalu..~, aome definite integrals with the help of Corollary 1.
IutegraI Calculus Example 5 :
Recall that
n
b
To evaluates cos t dx, 0 s. a 5 b s x/ 2, we observe that f : x dcos x is a decreasing
0
function on [ a, b 1. Therefore, by Corollary 1
Now
2 sin ( lr/2 ) [ cos ( a + h ) + cos ( a + Uz ) + ... + cos ( a + nli ) ]
- -
= 2 sill (12/2) cos ( n + 11) + 2sin ( h/ 2) cos (a + 211) + ... + 2sin (1;/ 2) cos ( a + nl ~) .
h h
= sin ( b + - ) -sin ( a + - ), since a + nh = b
2 2
sin ( b + 11 2)-\ i l l ( a 11 : )
* cos ( a + h) + cos ( a + Zi) + ... + cos ( a + nh) = -- ----- --
' -in /1/2
Thus,
(casxdx-l i rn sin b + - -sill a + -
h + o [ ( :)
( (;)I sin:'h:2)
= sin b - sin rr.
Example 6 :
2
Suppose we want to evaluateJ(x + x2 ) dx
1
Here, f : x -x + x2 is an increasing function on [ 1, 2 1.
Therefore,
n
= limh E [ ( l + i h ) + ( l + i h ) ' ]
h - 0
i - 1
3 1
= l i m[ 2 n h + - h 2 n ( n + 1 ) + - h 3 n ( n + 1 ) ( 2 n + i
h + o - 2 6
3 1
= l i m [ 2 + - ( 1 + h ) + - ( 1 + h ) ( 2 + h ) ] sincenlr
h + o 2 6
In this section we have noted that a continuous function is integrable. We have also
proved that a monotonic function is integrable. Corollary 1 gives us a method of finding
the integral of a monotone function. One condition which is very essential for the
integrability of a function in an interval, is its boundedness in that interval. If a function
is unbounded, it cannot be integrable. In fact, if a function is not bounded, we cannot
talk of Mi or mi, and thus cannot form the upper or lower product sums. Now on the
basis of the criteria discussed in this section you should be able to solve these exercises.
State whether or not each of the following functions is integrable in tbe given interval.
Give reasons for each answer.
E 11
Use Corollary 1 to evaluate the following definite integral.
2
J ( l + x ) c ~ y
0
7.4 FUNDAMENTAL THEOREM OF CALCULUS
As you have already read i11the introduction, the basic concepts of definite integral
were used by the aiicient Greeks, mainly Archimedes (287-212 B.C.). niore than 2000
years ago. This was long before calculus was invented . But in the seventeenth celltury
Newton and Leibniz developed a procedure for evaluating a definite integral by
antidifferentiation. This procedure is embodied in the Fundamental Theorem of
Calculus (FTC).
Before we state this theorem, we introduce the notions of the average value of a
fuliction and the antiderivative of a function.
Definite Integral
l n t r p l Calculus
Definitiion 5 :
Let f be integrable over [ a, b 1. The irverage value y of = f ( x ) over [ a, b ] is
The following theorem tells us that e18ery continuous function on a closed interval
attains its average value at some point of the interval. We shall not give its proof here.
Theorkm 6 : (Average Value Theorem)
1
I f f : In,bI+Riscontinuous,thenf(w) = -S b- a f ( x ) d x
a
for some 2 E[ a, b 1.
We shall now define the antiderivativc of a function.
Definition 6 :
Let f : [ n, b] +R andF:[a,b]+h'betwofunctionssuchthat '
d
+ ( F ( x ) ) = F 1 ( x ) = f(x)foreat.hxE]a, b[. WecallF(x)anantiderivative
ak
( or inverse derivative ) off ( x ).
X
3
d x
For eiample. -is an antiderivative of?, since ( f ) = ?;
3
d
-cos x is an antiderivative of sin x, since - ( - cos x ) = sin x.
dx
x4 2 3
Is - -x an antiderivative of x - 2x ?
4
Cbnsider the two functions f ( x ) = x' and g ( x ) - = x2 + 5. Both these are
aatiderivatives of the function h ( x ) = 2x. This means that antiderivative of a
function is not unique. In fact, if F ( x ) is an antiderivative off ( x ), then F ( x ) + c is
also an antiderivative off ( x ). This follows from the fact that
.
We call also say that any two antiderivatives of a function differ only by a constant.
Because, if F ( x ) and G ( x ) are two antiderivatives off ( x ), then
F ' ( x ) = G1( x) - f ( x) . That i s [ F( x) - G( x) ] ' - 0.
we have noted in Unit 2 that if the derivative of a function is zero, then that function
must be a constant. Thus F ( x ) - G ( r ) = c.
NW having defined the averagevalu~: and the antiderivative , we are in a position to
state the Fundamental Theorem of Calculus. We shall give this theorem in two parts.
Let f : [ a, b ] +R be a continuous fumction.
Part 1 :
If the function F : [ a, b ] +R is defined by
then F is an antiderivative off, that is, F' ( x ) = f ( x ) for all x in ] a, b [.
Part2: '
If C is an antiderivative off in 1 a, b then
I Proof of Part 1 :
r { & r r t ) - r ( A )
By the definition of derivative, F' ( x ) = lirn
h-.O h
by the interval union property of definite integrals.
But . bv the Averaee Value Theorem me or e m 6 )
Therefore, F' ( x ) = lim f (7). We know that iE [ x, x + h 1. This nleans that as
h - 0
h -, 0; i-, x. Therefore, F' ( x ) = lim f ( 7 ) = f ( x ), since f is a continuous function.
r- - . X
Hence, F as defined by equation (7.3) , is an antiderivative off.
Proof of Part 2 :
G is given as an antiderivative off in ] a , b [. Also, as shown in Part 1, Fdefined by
equation (7.3) is an antiderivative of f in ] a, b [. Therefore,
To evaluate c, we substitute x = a, and obtain
If we put x = 6, we get
The Fundamental Theorem of Calculus tells us that differentiation and integration
are inverse processes, because Part I may be rewritten as
E
U
- ,-JY (1 f ( t ) dt ) = f ( x ), iff is continuous.
That is, if we first integrate the continuous function f with the variable x as the upper
limit of integration and then differentiate with respect to x, the result is the function f
again. So differentiation offsets the effect of integration.
On the other hand, if we assume :hat G' is continuous, then Part 2 of FTC may be
written as
r
Here we can say that if we first differentiate the ful~ction G and then integrate the
result from a to x, the result can differ from the original funct i o~~ G ( x ) only by the
Integrnl Calculus
constant G ( a ). If a is so chosen that G ( a ) = 0, then integration offsets the effect of
differentiation.
Till now we had evaluated the integrals of some functions by first fu~ding the lower and
upper sums, and then taking their supremum and infimum, respectively. This is a tedious
procedure and we cannot apply it easily to all functions. But now, FTC gives us an easy
method of evaluating definite integrals. We shall illustrate this through some examples.
Suppose we want to evaluate ( a . + b x + c ) dx.
I
Since f: x -+ a x + 6 x + c is a continuous on [ 2,3 1, it is integrable over [ 2, 3 1.
ax3 bx2
G ( x ) = - + - + cw is an antiderivative off ( x ).
3 2
Hence , by FTC (Part 2)
Exarnple 8 :
d 4
Let us evaluates cos 2r du
0
sin ( n/2 ) sin 0
= 2
--
2
Example 9:
2
d X
To evaluate ;1; So sill r dl , we put x2 = rr
Then
du
Now - = 2x, and using FTC ( Part 1 ), we get
fir
2
d d X
z l s i n t d t = sinu = sinx2.Thus,--J du 0 s i nt dl = h s i n x 2
Example 9 suggests the following formula.
g( x i
d (J f ( t ) d t ) = f ( g ( x ) ) g ' ( x ) .
ak 0
i
1
i
If you have followed these examples, you should be able to solve the exercises below.
I
Remember that the main thing in evaluating a definite integml is to find aii
I
I
antiderivative of the given function.
The second column in the table below consists of some functions which are
antiderivatives of the functioi~s given in column 1. Match a function with its
antiderivative by pairing appropriate numbers.
. r n +l X n + l
For example, we can match r " with - since - is an ailtiderivative of x ". We
n + l n + l
shall indicate this by iii) -. viii).
Function Antiderivative
i) sill .r i) -1ncosx
ii) cosx
iii)
ii) ln coshx
iii) sechx
iv) iv) -cos x
v) tanx
vi) n
v) sin .r
vi) 1
- - em
n
vii) tailh x vii) (1.x
viii) sech x tanh x
x n + t
viii) -
n + l
----
' El 3
Evaluate the following integrals by using ET61.
3
I a) J 2 2 dx
1 h) ( ( 2 r 2 + 2 r + 1 ) d r
2 v4
c) s . r ( x + 1 )2dr d) so scc2xdr.
1 1
e) ( r ( x ' + 1 )'dr f ) s> r s i nx) dr
8) J*(x-cosx)dx o h) i e 2 r c i x
1
i) sn sinh r cosh r dx j) f , (si nhx-cushx)di
Definite Integral
Find 5 [ F( x ) ] when F ( x ) is defined by the following definite integrals.
a) S* {I + t2 dt b) J; Jsin t + cos t dt I
0
47
2
c) so ( t3 - 2t + 1 ) dt d ) sXx cos t dt
2
e)' r x t G d t .
7.5 SUMMARY
In this unit we have covered the following points:
1
1
1) A partition P of a closed interval [ a, b j is a set { a = XO, XI, xz, ..., xn - I, ~n = b }
3
suchthatxo<xl<x2< ... cr,. I
2) A partition PI of [ a, b ] is finer than a partition P2, if Pi 2 ' 2 .
If M and m are the supreinum and
given any partitionp of [ a, b 1, m
4) The lower iiitegral of a bounded function is less than or equal to its upper integral.
5) A bounded functioi~ f is integrable over [ a, b ] if and only if its lower and upper
integrals are equal. 111such a situation the lower (or upper) integral is called the
b
b f i ~ t e integral off over [ a, b 1, denoted by $ f ( x ) dr.
1
6) If f is m~ n o t o ~ ~ i c or continuous on [ a, b 1, then f is integrable over [ a, b 1.
b
7) Iff is cantinuous on [ a, b 1, then f ( x ) dr represents the signed area of the
a
region bounded by the curve y = f ( x ), the x-axis and the lines x = a and x = b.
8) Iff is monotonic on [ a, b 1, then
b- a
where h = -.
n
9) The Fundamental Theorem of Calculus:
i)
Iff is continuous on [ a, b 1, then forx E [ a, b ]
d , r x -, . . -, .
infimum of a bounded function f in [ a, b 1, then,
( 6 - a ) s L ( P , f ) s U ( P , f ) g M( b - a ) .
n
= l i mh I f ( n + ( i - l ) h ) ,
h 4 0 i - 1
t l t l d t ) = t ( x 1 .
dx = F ( b ) - F ( a ) .
d X ' ' 0 ' ' ' ' '
ii)
Iff is continuous on [ a, b ] and F' ( x ) = f ( x ) for x E ] a, b [, the11
7.6 SOLUTIONS/ANSWERS
PI, PI r3 P2are regular.
AXJ =&! 4 i nP1, Axj = 1/6 in Pz
7 2 1 4 1 1 9 3 3
b) {2,2333.410.45.52.6s.637s.839}
3 a + b a + b 3 b + 3 a
7 a + b 3 a + b 5 a + 3 b a + b 3 a + 5 b a + 3 b
) { g 7 2 8 4
b - a b - a
c) Length of sub-inieruvals for P2 is -
4
and for P3 is -
8 '
Pl.1 = P, +IUP~*P; CP; +~*P; +I isarefinementof~iVn.
a)
f ( x ) is an increasing function on [ 0,2 1. Heace
1 5 1 1 13 1
L( P, f ) = 1. - +- . - +2- - +- a-
2 4 2 2 4 2
1
andU( P, f ) = ~ - ~ + 2 . ~ + ~ - ~ + ~ . -
4 2 2 4 2 2
b)
f ( x ) is a decreasing function on [ 1,4 1. Hence
1 1 1
L( P, f ) = - - 1+- . I +- . 1
2 3 4
1 1
U(P, f) = 1, 1+- . I +- . 1
2 3
2 1 1 1 11
L ( Pl , f ) = 5. 2f 3. 2 = -
30
1 1 2 1 9
U( P1, f ) = - -+-. - = -
2 ' 2 5 2 20
4 . 1 2 . 1 4 . 1 1.1
L( P2, f ) = - - +- - +- - +-
9 4 5 4 1 1 4 3 4
-
2289
- -
5940
Definite Integral
Integral Calculus
If P = ko, ..., x, 1 is a partition of { 0,l /, since f ( x ) = 2 is a col~stal~t function ,
.'. L( P , f ) = U( P, f ) = CmiAx; = C2Axi = 22Axi = 2.1 = 2
If P = { a = xo, XI, ..., x, = b} is any partition of [ a, b 1.
t henL( P, f ) = Z mi . f A~ i ~ C mi . , A~ i = L( P, g) ,
wheremi.f = i nf {f ( x) : x[ xi - 1, xi ] },
mi , = i n f { g ( x ) : ~ ~ [ x i - ~ , x i ] }
andmi . fsmi . g, si nce f ( x ) r g ( x ) f or a l l xE[ a , b]
Sirnilarly, U ( P, f ) s U ( P, g ) for all P.
The result follows.
E9
f ( x ) = 2 is integrable.
a), b), e) and g) are integrable as these are contii~uous.
c), f) are not integrable as they are not bounded.
d), h) are integrable as these are increasing functions.
El l
.1'.
El2
i) iv)
i i) + v)
iii) -. viii)
Delioile Integral