MTH4100 Calculus I

Lecture notes for Week 10

Thomas’ Calculus, Sections 5.2 to 5.5

Rainer Klages

School of Mathematical Sciences

Queen Mary, University of London

Autumn 2009
example:

n
X
k=1 +2 +3 +... + (n − 1) +n
k=1
=n + (n − 1) + (n − 2) + ... +2 +1
Pn
⇒2 k=1 k = n(n + 1) (C.F.Gauß, ≃ 1784), or

Can be proved by mathematical induction, see textbook Appendix 1.

Limits of finite sums

example: Compute the area R below the graph of y = 1 − x2 and above the interval [0, 1].

• Subdivide the interval into n subintervals of width ∆x = n1 :

       
1 1 2 2 3 n−1 n
0, , , , , , ..., , .
n n n n n n n
k
• Choose the lower sum: ck = n
, k ∈ N is the rightmost point.
• Do the summation:
    n   n  2 !
1 1 2 1 n 1 X k 1 X k 1
f +f + ...+ f = f = 1− =
n n n n n n k=1 n n k=1 n n
n  n n
1 k2 2n3 + 3n2 + n

X 1X 1 X 2 1 1 n(n + 1)(2n + 1)
= − 3 = 1− 3 k = n− 3 = 1− =
k=1
n n n k=1 n k=1 n n 6 6n3
2 1 1
= − − 2
3 2n 6n
2 1 1
• Lower sum: R ≥ 3
− 2n
− 6n2
.
2 1 1
• Upper sum: R ≤ 3
+ 2n
− 6n2
. (exercise)
2
• As n → ∞, both sums converge to 32 . Therefore, R = .
3
note: Any other choice of ck would give the same result. (why?)
 3

Riemann sums and definite integral

Consider a typical continuous function over [a, b]:

Partition [a, b] by choosing n − 1 points between a and b:

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

Note that ∆xk = xk − xk−1 , the width of the subinterval [xk−1 , xk ], may vary.
Choose ck ∈ [xk−1 , xk ] and construct rectangles:

n
X
The resulting sums Sp = f (ck )∆xk are called Riemann sums for f on [a, b].
k=1
Then choose finer and finer partitions by taking the limit such that the width of the largest
subinterval goes to zero.
For a partition P = {x0 , x1 , . . . , xn } of [a, b] we write ||P || (called “norm”) for the width of
the largest subinterval.
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shorthand notation: n
X Z b
I = lim f (ck )∆xk = f (x)dx
||P ||→0 a
k=1

with

note: Z b Z b
f (t)dt = f (x)dx , etc.
a a

(idea of proof: check convergence of upper/lower sums; (see p.345 of book for further details)
0 if x ∈ Q
example of a nonintegrable function on [0, 1]: f (x) =
1 if x ∈ R \ Q
R1
Upper sum is always 1; lower sum is always 0 ⇒ 0 f (x)dx does not exist!
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Theorem 2 For integrable functions f, g on [a, b] the definite integral satisfies the following
rules:

Z a Z b
and (g) order of integration: f (x)dx = − f (x)dx (for idea of proof of (b) to (f ) see
b a
book p.348; (a), (g) are definitions!)

Area under the graph and mean value theorem

example: f (x) = x, a = 0, b > 0

Area A = 12 b2 . Definition of integral: Choose xk = kb/n with right endpoints ck .

n n n
X X kb b b2 X b2 n(n + 1) b2
I = lim f (ck )∆x = lim · = lim 2 k = lim 2 =
n→∞
k=1
n→∞
k=1
n n n→∞ n k=1 n→∞ n 2 2
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Consider the (arithmetic) average of n function values on [a, b]:

n n b
1X 1 X 1
Z
f (ck ) = f (ck )∆x → f (x)dx (n → ∞)
n k=1 n∆x k=1 b−a a

example: f (x) = x , x ∈ [0, b] (see above)

b
b
1 1 x2  b2 b
Z
av(f ) = xdx = = =
b−0 0 b 2 0 2b
 2

Theorem 3 (The mean value theorem for definite integrals) If f is continuous on

[a, b], then there is a c ∈ [a, b] with
b
1
Z
f (c) = f (x)dx .
b−a a

Interpretation, loosely speaking: “f assumes its average value somewhere on [a, b].”
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geometrical meaning:

(proof: see book p.357; not hard; based on max-min-inequality for integrals and intermedi-
ate value theorem for continuous functions)

example: Let f be continuous on [a, b] with a 6= b and

Z b
f (x)dx = 0 .
a

Show that f (x) = 0 at least once in [a, b].

Solution: According to the last theorem, there is a c ∈ [a, b] with
b
1
Z
f (c) = f (x)dx = 0 .
b−a a

The Fundamental Theorem of Calculus

For a continuous function f , define
Z x
F (x) = f (t)dt .
a

Geometric interpretation:
8

Compute the difference quotient:

Z x+h Z x 
F (x + h) − F (x) 1
= f (t)dt − f (t)dt
h h a a
1 x+h
Z
(additivity rule and see figure below) = f (t)dt
h x
(mean value theorem for definite integrals) = f (c)

for some c with x ≤ c ≤ x + h.

Since f is continuous,
lim f (c) = f (x)
h→0

and therefore
F (x + h) − F (x)
F ′ (x) = lim = f (x) .
h→0 h
We have just proven (except a little detail - which one?)

examples:

1. x
d 1 1
Z
dt =
dx a 1 + 4t3 1 + 4x3

2. Find
x2
d
Z
cos t dt :
dx 2
 9

Define Z u
y= cos t dt with u = x2
2
Apply the chain rule:
dy dy du
= ·
dx du dx
 Z u 
d du
= cos t dt ·
du 2 dx
= cos u · 2x
= 2x cos x2

Let f be continuous on [a, b]. We know that

Z x
f (t)dt = G(x)
a

is an antiderivative of f , as G′ (x) = f (x), see theorem above.

The most general antiderivative is F (x) = G(x) + C on x ∈ (a, b) (why?). We thus have

F (b) − F (a) = (G(b) + C) − (G(a) + C)

= G(b) − G(a)
Z b Z a
= f (t)dt − f (t)dt
a a
Z b
(zero width interval rule) = f (t)dt .
a

We have just shown (to be amended by considering F, G at the boundary points a, b)

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Z b
Recipe to calculate f (x)dx:
a

1. Find an antiderivative F of f

2. Calculate F (b) − F (a)

Notation:
F (b) − F (a) = F (x)|ba
example:
Z 4 4
3√
 
4 4 
3/2
x− 2 dx = x +
1 2 x x 1
   
3/2 4 3/2 4
= 4 + − 1 +
4 1
= 4

Fundamental Theorem of Calculus: summary

Z x
d dF
f (t)dt = = f (x)
dx a dx
Z x Z x
dF
f (t)dt = dt = F (x) − F (a)
a a dt
Processes of integration and differentiation are “inverses” of each other!

Finding total areas

example:

To find the area between the graph of y = f (x) and the x-axis over the interval [a, b], do
the following:
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1. Subdivide [a, b] at the zeros of f .

2. Integrate over each subinterval.
3. Add the absolute values of the integrals.
example continued:
f (x) = x3 − x2 − 2x , −1 ≤ x ≤ 2
1. f (x) = x(x2 − x − 2) = x(x + 1)(x − 2): zeros are −1, 0, 2
2.
0 0
x4 x3

5
Z
3 2 2 

(x − x − 2x)dx = − −x  =
−1 4 3 −1 12
Z 2  4 2
x3

x  8
(x3 − x2 − 2x)dx = − − x2  = −
0 4 3 30
 5   8 37
3. A =  12  + −  =
3 12

The substitution rule

motivation: develop more general techniques for calculating antiderivatives
Recall the chain rule for F (g(x)):
d
F (g(x)) = F ′ (g(x))g ′(x)
dx
If F is an antiderivative of f , then
d
F (g(x)) = f (g(x))g ′(x)
dx
Now compute
Z  
d
Z
′
f (g(x))g (x)dx = F (g(x)) dx
dx
(fundamental theorem) = F (g(x)) + C
(u = g(x)) = F (u) + C
Z
(fundamental theorem) = F ′ (u)du
Z
= f (u)du

We have just proved

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method for evaluating Z

f (g(x))g ′(x)dx :

1. Substitute u = g(x), du = g ′(x)dx to obtain

R
f (u)du.

2. Integrate with respect to u.

3. Replace u = g(x).