Definite Integrals

Advanced Level Pure Mathematics

Advanced Level Pure Mathematics

Calculus II 7
Definite Integrals 2

Properties of Definite Integrals 7

Integration by Parts 15

Continuity and Differentiability of a Definite Integral 18

Improper Integrals 23

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Definite Integrals
Advanced Level Pure Mathematics

Definite Integrals

Definition Let f (x) be a continuous function defined on [ a, b] divide the interval by the points
a x 0 x1 x 2 x n 1 b from a to b into n subintervals. (not necessarily equal
width) such that when n , the length of each subinterval will tend to zero.

In the ith subinterval choose i [ x i 1 , x i ] for i 1,2, , n . If nlim ( xi xi 1 ) f (i ) exists

and is independent of the particular choice of x i and i , then we have

n
f ( x) dx lim ( xi xi 1 ) f (i )
b
a n
i 1

ba
Remark For equal width, i.e. divide [ a, b] into n equal subintervals of length, i.e. h ,
n
n n
ba
f ( x) dx lim f ( i )h lim f ( i )
b
we have a n
i 1
n
i 1 n
.

Choose i xi and x i a ih
n
ba
f ( x) dx lim f (a
b
i) h
a n
i 1 n
n 1
ba
f ( x) dx lim f (a
b
OR a n
i 0 n
i) h

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Definite Integrals
Advanced Level Pure Mathematics
1 2 n 1
2 2 2
1 2
Example Evaluate nlim 1 1 1 1
n n n n

1 1 1
Example I = lim
n n 2 12 n2 22 n 2 n 2

Example Using a definite integral, evaluate

1 1 1
(a) lim (ln 2)
n
n 1 n 2 2 n

n
n! 1
(b) lim ( )
n n e

1
ax bx 1 x
AL95II (a) Evaluate lim , where a, b 0 .
x 0
3

(b) By considering a suitable definite integral, evaluate

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Definite Integrals
Advanced Level Pure Mathematics

1 23
n 3 3
lim 3 3
n n 1

3
n 2
3 3
n n3

dx
AL83II-1 Evaluate (a) (x a )( x b)
,

[ Hint: Put u x .]
(b) 0
4 ln(1 tan x)dx ,
4

1 2 (n 1)
(c) lim cos cos cos
n n n n n

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Definite Integrals
Advanced Level Pure Mathematics

1
(n 3 1)( n 3 2 3 )( n 3 3 3 ) (n 3 n 3 ) n
Example* I = lim
n
n 3n

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Definite Integrals
Advanced Level Pure Mathematics

Properties of Definite Integrals

P1 The value of the definite integral of a given function is a real number, depending on its lower

and upper limits only, and is independent of the choice of the variable of integration, i.e.

b b b

a
f ( x )dx a
f ( y )dy
a
f (t )dt .

b a
P2 a
f ( x)dx f ( x)dx
b

a b b
P3 a
f ( x )dx
b
f ( x )dx a
0 dx 0

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Definite Integrals
Advanced Level Pure Mathematics
b c b
P4 Let a c b , then a
f ( x )dx
a
f ( x )dx f ( x)dx
c

3 3 2
Example (a) 0
[ x ]dx (b) 0
x[ x ]dx (c)
1
x 1 dx

P5* Comparison of two integrals

b b
If f ( x ) g ( x) x ( a, b) , then a
f ( x)dx a
g ( x)dx

Example x 2 x , for all x (0,1) ;

1 1
x dx x dx .
2
hence 0 0

3

Example Prove that (a) 2 2
.
0
2 x sin x dx
3 2

(b)
0
2 sin n xdx 0
2 sin n 1 xdx

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Definite Integrals
Advanced Level Pure Mathematics

Example In Figure, SR is tangent to the curve y ln x at x r , where r 2 .

By considering the area of PQRS , show that

1
r
r
1
2
2 ln xdx ln r

n 1
Hence show that 1
2
ln xdx ln(n! )
2
ln n for any integer n 2 .

P6 Rules of Integration

If f ( x), g ( x) are continuous function on [ a, b] then

b b
(a) kf ( x)dx k
a a
f ( x)dx for some constant k.

f ( x) g ( x) dx
b b b
(b) f ( x)dx g ( x )dx .
a a a

a a
P7* (a) 0
f ( x)dx 0
f ( a x)dx . a : any real constant.

f ( x) f ( x) dx .
a a
(b) a
f ( x) dx
0

f ( x) f ( 2a x ) dx
2a a
(c) 0
f ( x)dx
0

b b
(d) a
f ( x ) dx a
f ( a b x ) dx

Proof (a)

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Definite Integrals
Advanced Level Pure Mathematics

b x4
Example Evaluate (a) 0 x 4 ( x b) 4
dx (b)

3 ln(tan x)dx
6

Exercise 7C

a a
5. By proving that 0
f ( x)dx 0
f (a x)dx

sin x
evaluate (a)
0
2 (cos x sin x)1997 dx (b)
0
2
sin x cos x
dx

f ( x) f ( x) dx
a a
6 (a) Show that
a
f ( x) dx
0

(b) Using (a), or otherwise, evaluate the following integrals:

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Definite Integrals
Advanced Level Pure Mathematics

d

1
(i)

4

1 sin
(iii) 1
ln( x 1 x 2 ) dx
4

Remind sin x, e x e x are odd functions.

1
cos x, are even functions.
x 1
2

Graph of an odd function Graph of an even function

P8 (i) If f ( x) f ( x) (Even Function)

a a
then
a
f ( x ) dx 2
0
f ( x) dx

(ii) If f ( x) f ( x) (Odd Function)

a
then
a
f ( x ) dx 0

Proof

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Definite Integrals
Advanced Level Pure Mathematics

e x e x 1
Example Evaluate (a)

sin(
2
) dx (b) 1
(e x e x ) sin xdx

a sin x
Example Prove that (a) sin xdx 0

(b) a
1 x2
dx 0

Definition Let S be a subset of R , and f (x) be a real-valued function defined on S . f (x) is called a

PERIODIC function if and only if there is a positive real number T such that f ( x T ) f ( x) ,

for x S . The number T is called the PERIOD.

P9 If f (x) is periodic function, with period T i.e. f ( x T ) f ( x)

T
(a) f ( x)dx
T
f ( x)dx

T
(b) 0
f ( x)dx T
f ( x)dx

T T
(c) f ( x)dx 0
f ( x)dx

nT T
(d) 0
f ( x ) dx n
0
f ( x ) dx for n Z

Proof

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Definite Integrals
Advanced Level Pure Mathematics

Theorem Cauchy-Inequality for Integration

If f (x) , g (x) are continuous function on [ a, b] , then

2
2
2

f ( x ) g ( x )dx f ( x ) g ( x)
b b b

a

a
dx
a
dx

Proof

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Definite Integrals
Advanced Level Pure Mathematics

Example 0
2 x sin x dx
2 2

Theorem Triangle Inequality for Integration

b b
a
f ( x ) dx
a
f ( x ) dx

Proof

3 e x sin x
Example Show that 1 x 1
2
dx
12e

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Definite Integrals
Advanced Level Pure Mathematics

Integration by Parts

Theorem Integration by Parts

Let u and v be two functions in x . If u ' ( x ) and v ' ( x ) are continuous on a, b , then

uv ' dx uv
b b

a a

a
vu ' dx

b
udv uv vdu
b b
or a a a

n 1
Example Show that (a)
1
ln xdx ln n n e n 1 . (b) 0
xe x dx 1

sin kx
AL84II-1 (a) For any non-negative integer k, let uk 0 sin x
dx .

Express uk 2 in terms of uk .

Hence, or otherwise, evaluate uk .

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Definite Integrals
Advanced Level Pure Mathematics

(b) For any non-negative integers m and n , let I ( m, n) 2 cos m sin n d
0

(i) Show that if m 2 , then

m 1
I ( m, n) = I (m 2, n 2) .
n 1

(ii) Evaluate I (1, n) for n 0 .

(iii) Show that if n 2 , then

n 1
I (0, n) = I (0, n 2) .
n

(iv) Evaluate I (6,4) .

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Definite Integrals
Advanced Level Pure Mathematics

AL94II-11 For any non-negative integer n , let In 4 tan n x dx
0

n 1
1 1
(a) (i) Show that In .
n 1 4 n 1 4

4x
[ Note: You may assume without proof that x tan x for x [0, ] . ]
4

(ii) Using (i), or otherwise, evaluate nlim

In .

1
(iii) Show that I n I n 2 for n 2,3,4, .
n 1

n
(1) k 1
(b) For n 1,2,3, , let an .
k 1 2k 1

(i) Using (a)(iii), or otherwise, express an in terms of I 2 n .

(ii) Evaluate lim

n
an .

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Definite Integrals
Advanced Level Pure Mathematics

a sin x b cos x
Example I
0
2
sin x cos x
dx . ( ans:
4
( a b) )

Solution Let u x
2

1 2
Example Show that (a) 0
2 ln(sin x)dx
0
2 ln(cos x )dx
2 0
ln(sin 2 x )dx ln 2
4

1
(b) 0
2 ln(sin 2 x)dx ln(sin x )dx
2 0
0
2 ln(sin x)dx

1
Deduce that 0
2 ln(sin x)dx ln
2 2

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Definite Integrals
Advanced Level Pure Mathematics

Continuity and Differentiability of a Definite Integral

Theorem Mean Value Theorem for Integral

If f (x) is continuous on [a,b] then there exists some c in [a,b] and

b
a
f ( x )dx f (c )(b a )

Proof

Theorem Continuity of definite Integral

If f (t ) is continuous on a, b and let A( x )

x
a
f (t )dt x [ a, b] then A(x ) is

continuous at each point x in a, b .

Proof

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Definite Integrals
Advanced Level Pure Mathematics

Theorem * Fundamental Theorem of Calculus

x
Let f (t ) be continuous on [a,b] and F ( x) a
f (t )dt . Then F ' ( x) f ( x) , x ( a, b)

Proof

g ( x)
Remark : H ( x)
a
f (t )dt H ' ( x) f ( g ( x)) g ' ( x)

Proof

Example Evaluate the Derivatives of the following

x 2 1
(i) H ( x) 0
t 2 dt

x
(ii) H ( x) 0
xf (t )dt

x2
(iii) H ( x) x
f (t )dt

Solution

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Definite Integrals
Advanced Level Pure Mathematics
Example Let f : R R be a function which is twice-differentiable and with continuous second

derivative. Show that f ( x ) f (0) xf ' (0) 0 f ' ' ( s )ds dt , x R .

x t

0

x5 ( 1) n x 4 n 1
Example Let Sn ( x) x .
5 4n 1

x dx
Prove that lim S n ( x)
n 0 1 x4
.

d xn
AL90II-5 (a) Evaluate f (t ) dt , where f is continuous and n is a positive integer.
dx 0

x2

2
(b) If F ( x) 3
e t dt , find F ' (1).
x

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Definite Integrals
Advanced Level Pure Mathematics
x

Evaluate lim
cos t 2 dt
Example 0
x 0 x

1 x t2 1
3 0
AL97II-5(b) Evaluate lim e dt 2 .
x 0 x x

AL98II-2 Let f : R R be a continuous periodic function with period T .

d
f (t )dt f (t )dt
x T x
(a) Evaluate
dx
0 0

x T T
(b) Using (a), or otherwise, show that
x
f (t ) dt
0
f (t ) dt for all x.

Example Let k be a positive integer.

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Definite Integrals
Advanced Level Pure Mathematics
d x
dx 0
Evaluate (a) cos t 2 dt

d y 2k
(b) dy
0
cos t 2 dt

1 y 2k
(c) lim
y 0 y 2k 0
cos t 2 dt

x
1
Example Suppose f (x) has a continuous derivative on [0,1]. If 0
f (tx)dt f ( x) x 2 for all and

f (1) 0, find f (x) .

1 d 1
Remark f (tx )dt is a function of x and so f (tx )dt 0
0 dx 0

Improper Integrals

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Definite Integrals
Advanced Level Pure Mathematics

b
Definition A definite integral a
f ( x )dx is called IMPROPER INTEGRAL if the interval [a,b] of

integration is infinite, or if f (x) is not defined or not bounded at one or more points in [a,b].

1
1 1




Example 0
e x dx ,


e x2
dx , 0
tan xdx ,
0 x2
dx are improper integral.

b


Definition (a) a
f ( x )dx is defined as lim
b a
f ( x)dx

b

b
(b)
f ( x )dx is defined as lim
a a
f ( x)dx

c
(c)

f ( x )dx is defined as -
f ( x)dx c
f ( x)dx for any real number c.

c
( Or lim
f ( x)dx lim f ( x)dx )
c

(d) If f (x) is continuous except at a finite number of points, say a, x1 , b where

b
a x1 b , then a
f ( x )dx is defined to be

c d
lim f ( x)dx lim f ( x)dx lim f ( x)dx lim f ( x)dx
a x1 c x1 b d

for any c, d such that a c x1 d b .

Definition The improper integral is said to be Convergent or Divergent according to the improper

integral exists or not.

1 1 1 1
Example Evaluate (a) 0
x
dx (b) 1 x 3
dx

dx
Example Evaluate 0 x 9
2

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Definite Integrals
Advanced Level Pure Mathematics

dx
Example Evaluate x (1 x 2 )
2

Theorem Let f (x) and g (x ) be two real-valued function continuous for x a . If 0 f ( x) g ( x)

x a then the fact that a
f ( x )dx diverges implies a g ( x )dx diverges and the fact

that

a
g ( x )dx converges implies that a f ( x )dx converges.

dx
Example Discuss whether
10 ln x
is convergence?

Example For any non-negative integer n , define

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Definite Integrals
Advanced Level Pure Mathematics

In
0
x n e x dx .

(a) Show if n is positive integers, then I n 1 (n 1) I n .

Hence, if I n is convergent, I n 1 is also convergent.

(b) Find I n .

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