MATH 54:

TECHNIQUES OF INTEGRATION

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 APPROXIMATE INTEGRATION
𝑏
Consider a definite integral ‫𝑥𝑑 𝑥 𝑓 𝑎׬‬, where the antiderivative of 𝑓(𝑥) is
difficult or almost impossible to obtain.

In this case, it is enough to find the approximated value of the definite

integral.

Recall:
• The definite integral is defined as a limit of the Riemann Sum, thus any
Riemann sum could be used as an approximation to the integral.

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 APPROXIMATE INTEGRATION
Recall:
𝑏−𝑎
If we divide [𝑎, 𝑏] into 𝑛 subintervals of equal lengths ∆𝑥 = , then
𝑛
𝑏 𝑛

න 𝑓 𝑥 𝑑𝑥 ≈ ෍ 𝑓 𝑥𝑖∗ ∆𝑥
𝑎 𝑖=1
where 𝑥𝑖∗ is any point in the 𝑖𝑡ℎ subinterval 𝑥𝑖−1 , 𝑥𝑖 .

If 𝑥𝑖∗ is chosen to be the left endpoint of the interval, then 𝑥𝑖∗ = 𝑥𝑖−1 and
𝑏 𝑛

න 𝑓 𝑥 𝑑𝑥 ≈ 𝐿𝑛 = ෍ 𝑓 𝑥𝑖−1 ∆𝑥
𝑎 𝑖=1
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APPROXIMATE INTEGRATION

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Recall:
If 𝑥𝑖∗ is chosen to be the right endpoint of the interval, then 𝑥𝑖∗ = 𝑥𝑖 and
𝑏 𝑛

න 𝑓 𝑥 𝑑𝑥 ≈ 𝑅𝑛 = ෍ 𝑓(𝑥𝑖 )∆𝑥
𝑎 𝑖=1

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MIDPOINT RULE

If 𝑥𝑖∗ is chosen to be the midpoint 𝑥ഥ𝑖 of the subinterval 𝑥𝑖−1 , 𝑥𝑖 , then

𝑏
න 𝑓 𝑥 𝑑𝑥 ≈ 𝑀𝑛 = ∆𝑥 𝑓 𝑥ҧ1 + 𝑓 𝑥ҧ2 + ⋯ + 𝑓 𝑥ҧ𝑛
𝑎
Where
𝑏−𝑎
∆𝑥 = , 𝑥𝑖 = 𝑎 + 𝑖∆𝑥
𝑛
And
1
𝑥ҧ𝑖 = 𝑥𝑖−1 + 𝑥𝑖 = midpoint of 𝑥𝑖−1 , 𝑥𝑖 , for 𝑖 from 1 to 𝑛
2
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EXAMPLE 1.

 Use Midpoint Rule with 𝑛 = 5 to approximate the

21
integral ‫׬‬1 𝑥 𝑑𝑥.
SOLUTION:

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SOLUTION

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EXAMPLE 2.

 Use the Midpoint Rule with 𝑛 = 5 to approximate the

1 𝑥2
integral ‫׬‬0 𝑒 𝑑𝑥.
SOLUTION:

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SOLUTION:

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 APPROXIMATE INTEGRATION
Recall that
𝑏
න 𝑓 𝑥 𝑑𝑥
𝑎

can be expressed as follows:

𝑏 𝑥1 𝑥2 𝑏
න 𝑓 𝑥 𝑑𝑥 = න 𝑓 𝑥 𝑑𝑥 + න 𝑓 𝑥 𝑑𝑥 + ⋯ + න 𝑓 𝑥 𝑑𝑥
𝑎 𝑎 𝑥1 𝑥𝑛−1

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APPROXIMATE INTEGRATION

𝑏
 Let f be a function continuous on a closed interval [a, b]. The definite integral ‫ 𝑥𝑑 𝑥 𝑓 𝑎׬‬is the limit of a
Riemann sum
𝑏 𝑛

න 𝑓 𝑥 𝑑𝑥 = lim ෍ 𝑓 𝜉𝑖 ∆𝑖 𝑥
𝑎 ∆ →0
𝑖=1

 Note that the geometric interpretation of the Riemann Sum

𝑛

෍ 𝑓 𝜉𝑖 ∆𝑖 𝑥
𝑖=1

 is that it is equal to the sum of the measure of the areas of the rectangles lying above the x axis minus
the measures of the areas of the rectangles lying below the x axis.

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 APPROXIMATE INTEGRATION
TRAPEZOIDAL RULE
In this rule, we shall use trapezoids
Instead of rectangles.
Here, we shall use regular partitions

and function values at equally spaced

points.

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APPROXIMATE INTEGRATION

 TRAPEZOIDAL RULE
𝑏−𝑎
Thus, ∆𝑥 =
𝑛
This gives us the following 𝑛 + 1 points:

𝑥0 = 𝑎 , 𝑥1 = 𝑎 + ∆𝑥, 𝑥2 = 𝑎 + 2 ∆𝑥 , …, 𝑥𝑖 = 𝑎 + 𝑖 ∆𝑥, … , 𝑥𝑛 = 𝑎 + 𝑛 ∆𝑥 = 𝑏

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 APPROXIMATE INTEGRATION
TRAPEZOIDAL RULE

The area of each trapezoid in the interval 𝑥𝑖−1 , 𝑥𝑖 is given by the formula
𝑥𝑖
1
න 𝑓 𝑥 𝑑𝑥 ≈ 𝑏1 + 𝑏2 ℎ
𝑥𝑖−1 2

1
= 𝑓 𝑥𝑖−1 + 𝑓 𝑥𝑖 Δ𝑥
2

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 APPROXIMATE INTEGRATION
TRAPEZOIDAL RULE
Thus,
𝑏 𝑥1 𝑥2 𝑏=𝑥𝑛
න 𝑓 𝑥 𝑑𝑥 = න 𝑓 𝑥 𝑑𝑥 + න 𝑓 𝑥 𝑑𝑥 + ⋯ + න 𝑓 𝑥 𝑑𝑥
𝑎 𝑎=𝑥0 𝑥1 𝑥𝑛−1

1 1 1
≈ 𝑓 𝑥0 + 𝑓 𝑥1 Δ𝑥 + 𝑓 𝑥1 + 𝑓 𝑥2 Δ𝑥 + ⋯ + 𝑓 𝑥𝑛−1 + 𝑓 𝑥𝑛 Δ𝑥
2 2 2

1
≈ Δ𝑥 𝑓 𝑥0 + 2𝑓 𝑥1 + ⋯ + 2𝑓 𝑥𝑛−1 + 𝑓 𝑥𝑛
2

This formula is known as the trapezoidal rule.

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APPROXIMATE INTEGRATION
TRAPEZOIDAL RULE

𝑏
∆𝑥
න 𝑓 𝑥 𝑑𝑥 ≈ 𝑇𝑛 = 𝑓 𝑥0 + 2𝑓 𝑥1 + 2𝑓 𝑥2 + ⋯ + 2𝑓 𝑥𝑛−1 + 𝑓 𝑥𝑛
𝑎 2

where
𝑏−𝑎
∆𝑥 = , and 𝑥𝑖 = 𝑎 + 𝑖∆𝑥
𝑛

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EXAMPLE 3

 Use (a) Trapezoidal Rule with 𝑛 = 5 to approximate

21
the integral ‫׬‬1 𝑥 𝑑𝑥.
SOLUTION:

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SOLUTION:

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EXAMPLE 4

 Use the Trapezoidal Rule with 𝑛 = 5 to approximate the

1 𝑥2
integral ‫׬‬0 𝑒 𝑑𝑥

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SOLUTION

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 APPROXIMATE INTEGRATION
SIMPSON’S RULE

Another way to approximate definite integrals is by using the Simpson’s Rule.

In the trapezoidal rule, successive points in the graph of 𝑦 = 𝑓 𝑥 are connected by

segments of straight lines, whereas in Simpson’s rule the points are connected by
segments of parabolas.

Before the Simpson’s rule is developed, we first need to state a theorem.

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 APPROXIMATE INTEGRATION
SIMPSON’S RULE
Theorem

If 𝑃0 𝑥0 , 𝑦0 , 𝑃1 𝑥1 , 𝑦1 , and 𝑃2 𝑥2 , 𝑦2 are three

noncollinear points on the parabola having the equation
𝑦 = 𝐴𝑥 2 + 𝐵𝑥 + 𝐶, where 𝑦0 ≥ 0, 𝑦1 ≥ 0, 𝑦2 ≥ 0.
𝑥1 = 𝑥0 + ℎ and 𝑥2 = 𝑥0 + 2ℎ, then the measure of the area
of the region bounded by the parabola, the x axis, and the
lines 𝑥 = 𝑥0 and 𝑥 = 𝑥2 is given by

1
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3
APPROXIMATE INTEGRATION

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APPROXIMATE INTEGRATION

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 APPROXIMATE INTEGRATION
SIMPSON’S RULE

We approximate the segment of the curve 𝑦 = 𝑓 𝑥 from 𝑃0 to 𝑃2 by the segment of the

parabola with a vertical axis and through 𝑃0 , 𝑃1 , and 𝑃2 .

Therefore, by the previous theorem the measure of the area of the region bounded by
this parabola, the 𝑥-axis, the 𝑦-axis and the lines 𝑥 = 𝑥0 and 𝑥 = 𝑥2 , with ℎ = Δ𝑥, is given
by

1 1
Δ𝑥 𝑦0 + 4𝑦1 + 𝑦2 𝑜𝑟 Δ𝑥 𝑓(𝑥0 + 4𝑓 𝑥1 + 𝑓 𝑥2
3
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3
 APPROXIMATE INTEGRATION
SIMPSON’S RULE

The area of the region bounded by 𝑥 = 𝑥𝑖−2 and 𝑥 = 𝑥𝑖 where 𝑖 is even can then be
approximated by the formula
𝑥𝑖
1
න 𝑓 𝑥 𝑑𝑥 ≈ Δ𝑥 𝑓 𝑥𝑖−2 + 4𝑓 𝑥𝑖−1 + 𝑓(𝑥𝑖 )
𝑥𝑖−2 3

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APPROXIMATE INTEGRATION
SIMPSON’S RULE

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 APPROXIMATE INTEGRATION
Thus, if 𝑛 is even
𝑏 𝑥2 𝑥4 𝑏=𝑥𝑛
න 𝑓 𝑥 𝑑𝑥 = න 𝑓 𝑥 𝑑𝑥 + න 𝑓 𝑥 𝑑𝑥 + ⋯ + න 𝑓 𝑥 𝑑𝑥
𝑎 𝑎=𝑥0 𝑥2 𝑥𝑛−2
1 1
≈ Δ𝑥 𝑓 𝑥0 + 4𝑓 𝑥1 + 𝑓 𝑥2 + Δ𝑥 𝑓 𝑥2 + 4𝑓 𝑥3 + 𝑓 𝑥4 + ⋯
3 3
1
+ Δ𝑥 𝑓 𝑥𝑛−2 + 4𝑓 𝑥𝑛−1 + 𝑓 𝑥𝑛
3
1
≈ Δ𝑥[𝑓 𝑥0 + 4𝑓 𝑥1 + 2𝑓 𝑥2 + 4𝑓 𝑥3 + 2𝑓 𝑥4 + ⋯ + 2𝑓 𝑥𝑛−2
3
+ 4𝑓 𝑥𝑛−1 + 𝑓 𝑥𝑛 ]
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This formula is known as the Simpson’s rule.
 APPROXIMATE INTEGRATION
SIMPSON’S RULE

𝑏
∆𝑥
න 𝑓 𝑥 𝑑𝑥 ≈ 𝑆𝑛 = [𝑓 𝑥0 + 4𝑓 𝑥1 + 2𝑓 𝑥2 + 4𝑓 𝑥3 + ⋯
𝑎 3
+2𝑓 𝑥𝑛−2 + 4𝑓 𝑥𝑛−1 + 𝑓 𝑥𝑛 ]
Where
𝑏−𝑎
∆𝑥 = , and 𝑥𝑖 = 𝑎 + 𝑖∆𝑥
𝑛
And 𝑛 is even.

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 APPROXIMATE INTEGRATION
Example:

21 1 𝑥2
1. Use the Simpson’s Rule with 𝑛 = 10 to approximate ‫׬‬1 𝑥 𝑑𝑥 and ‫׬‬0 𝑒 𝑑𝑥.

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SOLUTION

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SOLUTION

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SOLUTION

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 IMPROPER INTEGRALS
𝑏
The integral ‫ 𝑥𝑑 𝑥 𝑓 𝑎׬‬is an improper integral when, the function 𝑓(𝑥) has an
infinite discontinuity or its interval is infinite.

TYPE 1: INFINITE INTERVALS

1 𝑡 1
Consider the function 𝑓 𝑥 = and let 𝐴 𝑡 = ‫׬‬1 2 𝑑𝑥.
𝑥2 𝑥

If 𝑡 is extended further to the right, will the area under the curve increase
indefinitely?

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 IMPROPER INTEGRALS
Definition:
+∞
a) If ‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥 exist for every number 𝑡 ≥ 𝑎, then
+∞ 𝑡
න 𝑓 𝑥 𝑑𝑥 = lim න 𝑓 𝑥 𝑑𝑥
𝑎 𝑡→+∞ 𝑎
provided this limit exists (as a finite number).
𝑏
b) If ‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 exist for every number 𝑡 ≤ 𝑏, then
𝑏 𝑏
න 𝑓 𝑥 𝑑𝑥 = lim න 𝑓 𝑥 𝑑𝑥
−∞ 𝑡→−∞ 𝑡
provided this limit exists (as a finite number).
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 IMPROPER INTEGRALS
Definition:
+∞ 𝑏
The improper integrals ‫ 𝑥𝑑 𝑥 𝑓 𝑎׬‬and ‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 are called convergent if
the following limit exists and divergent if the limit does not exist.

+∞ 𝑏
c) If both ‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥 and ‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 are convergent, then
+∞ 𝑎 +∞
න 𝑓 𝑥 𝑑𝑥 = න 𝑓 𝑥 𝑑𝑥 + න 𝑓 𝑥 𝑑𝑥
−∞ −∞ 𝑎
where 𝑎 is any real number.

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 IMPROPER INTEGRALS
Examples:

+∞ 1
1. ‫׬‬1 𝑥
𝑑𝑥

0
2. ‫׬‬−∞ 𝑥𝑒 𝑥 𝑑𝑥

+∞ 1
3. ‫׬‬−∞ 1+𝑥 2 𝑑𝑥

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IMPROPER INTEGRALS
+∞ 1
Consider ‫׬‬1 𝑥 𝑝 𝑑𝑥, for what values of 𝑝 is the definite integral convergent?

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 IMPROPER INTEGRALS
+∞ 1
Consider ‫׬‬1 𝑥 𝑝 𝑑𝑥, for what values of 𝑝 is the definite integral convergent?

Note:
+∞ 1
‫׬‬1 𝑥 𝑝 𝑑𝑥 is convergent if 𝑝 > 1 and divergent if 𝑝 ≤ 1.

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 IMPROPER INTEGRALS
TYPE 2: DISCONTINUOUS INTEGRANDS
Suppose that a function is defined on a finite interval 𝑎, 𝑏 but has a
𝑡
vertical asymptote at 𝑏 and 𝐴 𝑡 = ‫𝑥𝑑)𝑥(𝑓 𝑎׬‬.

If 𝐴(𝑡) approaches a definite number as 𝑡 → 𝑏 − , then

𝑏 𝑡
න 𝑓 𝑥 𝑑𝑥 = lim− න 𝑓 𝑥 𝑑𝑥
𝑎 𝑡→𝑏 𝑎

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 IMPROPER INTEGRALS
Definition:
a) If 𝑓 is continuous on 𝑎, 𝑏 and is discontinuous at 𝑏, then
𝑏 𝑡
න 𝑓 𝑥 𝑑𝑥 = lim− න 𝑓 𝑥 𝑑𝑥
𝑎 𝑡→𝑏 𝑎
if the limit exists (as a finite number).
b) If 𝑓 is continuous on 𝑎, 𝑏 and is discontinuous at 𝑎, then

𝑏 𝑏
න 𝑓 𝑥 𝑑𝑥 = lim+ න 𝑓 𝑥 𝑑𝑥
𝑎 𝑡→𝑎 𝑡
if the limit exists (as a finite number).
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 IMPROPER INTEGRALS
Definition:
𝑏
The improper integrals ‫ 𝑥𝑑 𝑥 𝑓 𝑎׬‬is called convergent if the corresponding
limit exists and divergent if the limit does not exist.
𝑐
c) If 𝑓 has a discontinuity at 𝑐, where 𝑎 < 𝑐 < 𝑏, and both ‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥 and
𝑏
‫𝑓 𝑐׬‬ 𝑥 𝑑𝑥 are convergent, then
𝑏 𝑐 𝑏
න 𝑓 𝑥 𝑑𝑥 = න 𝑓 𝑥 𝑑𝑥 + න 𝑓 𝑥 𝑑𝑥
𝑎 𝑎 𝑐

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 IMPROPER INTEGRALS
Examples:

5 1
1. ‫׬‬2 𝑥−2 𝑑𝑥

𝜋/2
2. ‫׬‬0 sec 𝑥 𝑑𝑥

3 1
3. ‫׬‬0 𝑥−1 𝑑𝑥

1
4. ‫׬‬0 ln 𝑥 𝑑𝑥
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 IMPROPER INTEGRALS
Comparison Theorem
Suppose that 𝑓 and 𝑔 are continuous functions with 𝑓 𝑥 ≥ 𝑔 𝑥 ≥ 0 for 𝑥 ≥
𝑎
+∞ +∞
a) If ‫𝑥𝑑)𝑥(𝑓 𝑎׬‬ is convergent, then ‫ 𝑥𝑑)𝑥(𝑔 𝑎׬‬is convergent.
+∞ +∞
b) If ‫𝑥𝑑)𝑥(𝑔 𝑎׬‬ is divergent, then ‫ 𝑥𝑑)𝑥(𝑓 𝑎׬‬is divergent.

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 IMPROPER INTEGRALS
Examples:
+∞ −𝑥 2
1. ‫׬‬0 𝑒 𝑑𝑥

+∞ 1+𝑒 −𝑥
2. ‫׬‬1 𝑥
𝑑𝑥

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