1 INTEGRATION AND DERIVATION

Integration has many applications. For example we can use it to

1. calulate areas, volumes, mass, energi, . . .

2. solve differential equations.

We start with the reverse of differentiation. We will see that this is closely related to the
problem of finding an area under the curve of a given function.

1.1 Antiderivatives and indefinite integrals

A. Definitions.

Definition. Let I be an open interval. The function

F (x), x ∈ I

is said to be an antiderivative to the function

f (x), x ∈ I,

if F 0 (x) = f (x).

Remark. Then also

(F (x) + c)0 = F 0 (x) + c0 = f (x) + 0 = f (x)

for any constant c. Conversely if F (x) and G(x) are two primitives to f (x), then

(G(x) − F (x))0 = G0 (x) − F 0 (x) = f (x) − f (x) = 0

and G(x) − F (x) is some constant c. Thus if F (x) is one antiderivative to f (x) then any
antiderivative is of the form
F (x) + c
with c constant. We use the notation
Z
f (x) dx = F (x) + c

1
(sometimes referred to as the indefinite integral of f (x)).

Some general rules.

Z Z Z
(f (x) + g(x)) dx = f (x) dx + g(x) dx
Z Z
af (x) dx = a f (x) dx

where a is a constant. In general the problem of finding primitives is more difficult than
differentiation. For example there is no simple product rule that gives the primitive to
f (x)g(x) when we know the primitives to f (x) and g(x).

B. Some antiderivatives.

Z
a dx = ax + c (a constant)
xα+1
Z
xα dx = +c (α 6= −1 a constant)
α+1
1
Z
dx = ln |x| + c
x
Z
ex dx = ex + c
Z
cos x dx = sin x + c
Z
sin x dx = − cos x + c
1
Z
dx = tan x + c
cos2 x
1
Z
2 dx = − cot x + c
Z sin x
1
dx = arctan x + c
1 + x2
1
Z
√ dx = arcsin x + c
1 − x2
In fact all these follow from formulas we have got for differentiation. Just differentiate
the RHS and check that you get what is under the intergral on the LHS.

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C. A useful rule. If F (x) is an antiderivative of f (x) then
1
Z
f (ax) dx = · F (ax) + c (1)
a
where a is a constant and F (x) is the primitive to f (x).

1 1 dy 1 dy
Proof. If y = a
· F (u) and u = ax, then a
· dx
= a
· du
· a = F 0 (u) = f (ax). 

Example 1. We have
1
Z
cos(5x + 3) dx = · sin(5x + 3) + c
5
Warning. One can not generalise this and take the Primitve of the outer function divided
by the inner derivative. For example
sin x2
Z
cos x2 dx 6= + c.
2x

1.2 The definite integral

A. Integrals and areas.

graph y = f (x)

PSfrag replacements

Question: What is the area under the graph between some fixed point a and some general
point x?
graph y = f (x)

PSfrag replacements

x x + ∆x

3
Let A(x) be the area under the curve up between a and x then A(x + ∆x) − A(x) =shaded
area≈ ∆x × f (x) =width× height. Therefore
A(x + ∆x) − A(x)
≈ f (x).
∆x
dA
As ∆x → 0 the approximation gets better and better so = f (x) and we have that
Z dx
A(x) = f (x) dx.

So A(x) is an antiderivative to f (x). Now let F (x) be any antidervivative to f (x). Then
A(x) = F (x) + c
for some constant c. But 0 = A(a) = F (a) + C and thus c = −F (a). Hence the area
between a and b is
A(b) = F (b) + c = F (b) − F (a).
Notation. The term Z b
f (x) dx = [F (x)]ba = F (b) − F (a)
a
is called the definite integral of f (x) between a and b.

Example: Find the area under the graph of f (x) = 3x2 between x = 3 and x = 5.
Solution:
PSfrag replacements y
y = 3x2

x
3 5
As a antiderivatitve to 3x2 we can take
F (x) = x3
and the required area in F (5) − F (3) = 53 − 33 = b3 = 125 − 27 = 98.

Remark.
R Notice however, that we need f (x) to be positive between x = a and x = b for
f (x) dx to be the area under the graph of f (x). If f (x) on the other hand is negative
Rb
in the inteval. We have that a f (x) becomes the area with a negative sign.

Examples:

4
 Z 2
(1) x dx =?
1
2 2
x2 x2 22 12

1 3
Z Z
x dx = +C ∴ x dx = = − =2− = .
2 1 2 1 2 2 2 2
Z π/2
(2) cos x dx =?
0
Z Z π/2
cos x dx = sin x + C ∴ cos x dx = [sin x]π/2
0 = sin(π/2) − sin(0) = 1 − 0 = 1.
0
Z 4
(3) x2 + 2x + 1 dx =?
0
4 4
x3 43

124
Z
2 2
x + 2x + 1 dx = +x +x = + 42 + 4 = .
0 3 0 3 3
Z b
As we said before, our arguments show that f (x) dx is the area under the graph only
Z b a

when f (x) ≥ 0. If f (x) ≤ 0, this area is − f (x) dx.

a
Example: Find the area enclosed between the curve y = x(x − 1)(x − 2) and the x-axis
y

PSfrag replacements y = x(x − 1)(x − 2)

A1

1 x
O 2

A2

Solution: Break the area up into two pieces

Z 1 Z 1  4 1
3 2 x 3 2 1
A1 = y dx = x − 3x + 2x dx = −x +x = .
0 0 4 0 4
Z 2 Z 2  4 2  
3 2 x 3 2 1 1
A2 = − y dx = − x −3x +2x dx = − −x +x = − (4 − 8 + 4) − = .
1 1 4 1 4 4
1 1
Thus the total area is A1 + A2 = 4
+ 4
= 21 .

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1.3 Improper integrals
1
Question: What is the area bounded by y = x2
and the x-axis for x ≥ 1?
y

PSfrag replacements

y= 1 y
x2
x
1

Here is an idea of how we get the answer: We compute the area between 1 and some very
large X and let X → ∞:
Z X  X
1 1 1
dx = − =1− → 1 as X → ∞.
1 x 2 x 1 X
Z ∞
1
Then we say that dx is convergent and equal to 1.
1 x2
Similarly, what about the area under y = x12 , the line x = 0 and the line x = 1?
y

1
PSfrag replacements y= x2

x
1

Answer: compute the area between some very small Z and 1 and let Z → 0:
Z 1  1
1 1 1
dx = − = − 1 → ∞ as Z → 0.
Z x x Z Z
2

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 1
1
Z
Thus we say that dx is indeterminate.
0 x
2
We can use these methods to try to evaluate integrals of the form
Z ∞ Z b
f (x) dx or f (x) dx where f fails to be defined at a or b.
a a

Integrals of this kind are called improper integrals and it may or may not be possible to
evaluate them.

Examples
FindZ the value, if it exists, of
∞
1
(1) dx.
1 x3 Z X
1
Solution: We compute dx and let X → ∞:
1 x3
X  X Z ∞
1 1 1 1 1 1 1
Z
dx = − = − → as X → ∞. ∴ dx = .
1 x 3 2x 1
2 2 2X 2 2 1 x 3 2
4 Z 4
1 1 1
Z
(2) dx. Note: is undefined at x = 1 so we compute dx
1 (x − 1) (x − 1)2 Z (x − 1)
2 2
for 1 < Z < 4 and let Z → 1.
Z 4  4
1 −1 1 1 1
dx = =− + → ∞ as Z → 1 (since Z > 1 so > 0).
Z (x − 1) x−1 Z 3 Z −1 Z −1
2

4
1
Z
∴ dx is indeterminate.
1 (x − 1)2