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Chapter 4 S1 21-22

This document discusses integration and the definite integral. It begins by explaining how integration can be used to find the total distance traveled given a velocity-time graph, relating it to finding the area under the curve. It then provides examples of using rectangles to estimate the area under curves and taking the limit of the sums as the number of rectangles increases. This leads to the definition of the definite integral as the limit of Riemann sums, which can provide the area under curves and solve other problems requiring finding a net change given a rate of change.
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0% found this document useful (0 votes)
108 views98 pages

Chapter 4 S1 21-22

This document discusses integration and the definite integral. It begins by explaining how integration can be used to find the total distance traveled given a velocity-time graph, relating it to finding the area under the curve. It then provides examples of using rectangles to estimate the area under curves and taking the limit of the sums as the number of rectangles increases. This leads to the definition of the definite integral as the limit of Riemann sums, which can provide the area under curves and solve other problems requiring finding a net change given a rate of change.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 98

Dr.

Janet Semester 1, 2021/22

Chapter 4 INTEGRATION
4.1 Areas under Curves
4.2 The Definite Integral
4.3 Properties of the Definite Integral
4.4 The Fundamental Theorem of Calculus
4.5 Integration by Substitution
4.6 Integration by Parts
4.7 Additional Techniques of Integration.
Partial Fractions
4.8 Integration Using Tables and Computer
Algebra Systems
4.9 Numerical Integration
4.10 Improper Integrals
1
Introduction

In Chapter 2 we learnt about differentiation.


Given a quantity, differentiation allows us to find its
rate of change. It is related to finding the tangent.

Now we will learn about integration.


Given a rate of change of a quantity, integration
allows us to find a net change in the quantity. It is
related to the area under the curve.

Integral and differential calculus are connected by


the Fundamental Theorem of Calculus (section 4.4).
2
4.1 Areas under Curves
Consider a moving object. Suppose we know the
velocity of the object at all times. Can we find the
distance traveled?

DISTANCE PROBLEM: Constant velocity


If velocity is constant, distance = velocity × time
traveled taken
On a velocity – time graph,
distance rectangular
traveled = area under
on [t1, t2] graph on [t1, t2]

3
DISTANCE PROBLEM: Variable velocity
Suppose the velocity
varied as shown.
The total distance traveled
would be the sum of the
areas of the rectangles.

We may guess that for any


velocity-time graph,
distance travelled
= area under the curve.
(Later this will be proved.)
 We need to know how to find the area under a curve …
4
For a rectangle,
area = width × height
But how do we find the area of a region
with curved sides?

We can:
• approximate the region by rectangles
• sum the areas of these rectangles
• take the limit of the sum as the number of
rectangles increases

5
Example 1
Use rectangles to estimate the
area A of the region S under
the parabola y = x2 from 0 to 1.

• Suppose we divide S into


four strips as shown.
• Then approximate each strip
by a rectangle whose height is
the same as the right-hand edge
of the strip (see next slide)

6
Example 1, cont.
y = x2
Each rectangle has width ¼.
The height of each rectangle
is the value of f(x) = x2 at the
right-hand side of each strip,
i.e. the heights are
(¼)2, (½)2, (¾)2, and 12.

Let R4 be the sum of the areas of the rectangles:


R4   
1
4 4
1 2
 
1
4 2
1 2
 
1
4 4
3 2
 1 = 0.46875
1
4
2

 15
The area
32 A of S is less than R4, so A < 0.46875
7
Example 1, cont.

Alternatively, we could
draw rectangles using
left-hand endpoints.

Then the sum of the


areas is:

     
2 2 2
L4  1 02
4
 1 1
4 4
 1 1
4 2
 1 3
4 4
 0.21875
From the graph, we see that A > L4.
Thus we have lower and upper estimates for A:
0.21875 < A < 0.46875 8
Example 1, cont.

Using a larger number of


strips will give us better
estimates.

9
Example 1, cont.

Using a
computer we
get these
results:

• Using 1000 strips, 0.3328335 < A < 0.3338335


• Averaging these numbers gives A ≈ 0.3333335
• As n → ∞, it looks as if A → 1/3.
Actually we can prove this …
10
Example 2

For the region S in Example


1, show that the sum of the
areas of rectangles with right
hand end points approaches
1/3, that is, lim R  1 .
n 3
n 

Note: You may use the result


n
n(n  1)(2n  1)
 i  1  2  3  ...  n 
2 2 2 2 2
6
i 1

11
Example 2, cont.
 Divide the interval into n strips.
 Each rectangle has width 1/n
 The heights are the values of
f(x) = x2 at the points 1/n, 2/n,
3/n, …, n/n.
 That is, the heights are
(1/n)2, (2/n)2, (3/n)2, … , (n/n)2.
2 2 2 2
11 12 13 1n
So, Rn           ...   
nn nn nn nn
n
1 2 2 2 1
 3 (1  2  3  ...  n )  3  i 2
2
n n i 1 12
Example 2, cont.
Using the formula given, we have
1 n 2 1 n(n  1)(2n  1) (n  1)(2n  1)
Rn  3  i  3 
n i 1 n 6 6n2
1 1  1 1 1
So, lim Rn  lim  1   2    (1)(2) 
n  n  6  n  n  6 3
We have proved the required result.
Notes
• It can similarly be shown that lim Ln  13
n 
• As n increases, Rn and Ln become better and better
approximations to the area A.
That is, A  lim Rn  lim Ln  13 .
n  n  13
AREA PROBLEM – Generalised
What is the area A of region S under a non-negative
function y = f(x) between x = a and x = b ?
• S has width (b – a).
• Subdivide it into n
strips of equal width
ba
x  .
n
• [a, b] is divided into n subintervals:
[x0, x1], [x1, x2], . . . [xi-1, xi] . . . [xn-1, xn] with x0 = a, xn = b.
• Approximating each strip by a rectangle using right
hand end points, we have n
Rn = f(x1)∆x + f(x2)∆x + … + f(xn)∆x  
f ( xi )  x
i 1 14
As n → ∞, the area of the rectangles becomes closer to A.

Definition The area A of the region under a nonnegative,


continuous function f is the limit of the sum of the areas of
n
approximating rectangles: A  lim R  lim
n
f ( x )x
n
n
 i
i 1

• If f is continuous, this limit always exists.


• We get the same value using left hand endpoints:
n

n n n



A  lim Ln  lim [ f ( x0 )x  f ( x1 )x  ...  f ( xn1 )x]  lim f ( xi 1)x
i 1
15
n
Above we have A  lim Rn  lim
n n
 f ( xi )x
i 1
n
A  lim Ln  lim
n n
 f ( xi 1 )x
i 1

Rn and Ln are examples of Riemann sums.


Finding area, for example to find distance travelled,
and many other situations, require finding the limit of
a Riemann sum.
Now we will look at these more generally …
4.2 The Definite Integral
We can generalize further:
• Instead of using left or right endpoints, in each sub-
interval [xi-1, xi] we take the height of the rectangle
to be the value of f at any “sample point” xi* such
that xi 1  xi *  xi .

• Allow sub-intervals to have different widths:


For a function f(x) continuous on [a, b], let
P = {x0, x1, x2, x3 … xn} be a finite set of points
such that a = x0 < x1 < x2 < … < xn-1 < xn = b.
P is called a partition of [a, b].
• Let f take any value (positive, negative or zero).
17
Then the
Riemann sum
of f(x) on [a, b] is
n
R( f , P)   f ( xi*)xi
i 1
where Δxi = xi – xi-1.

Note: The Riemann


sum is the sum of the
areas above the x-axis
minus the sum of the
areas below the x-axis.
18
Definite Integral – Definition
• For a given function f(x) continuous on [a, b], it can
be shown (see textbooks) that whatever partition P
and sample points xi* we choose, lim R ( f , P ) is
always the same real number, I. n
• This value I is called the definite integral of f on [a, b]:
n

b
I   f ( x)dx  lim R( f , P)  lim f ( xi *)xi
a n n i 1
(provided also that as n  , max xi  0)
 An integral is the limit of a Riemann sum.
• It is related to the area under a curve.
• The integral sign – like a tall letter S – was chosen
because of the relationship to a sum. 19
b
• I  a f ( x)dx is the definite integral of f on [a, b]
a and b are the limits of integration.
a is the lower limit, b is the upper limit.
• I is a number, not a function of x, so
b b b
I   f ( x)dx   f (t )dt   f (r )dr etc.
a a a

• If f(x) ≥ 0, I is the area under the curve f(x) on [a, b].


• More generally, I is a ‘net area’,
that is, the value of (A1 – A2)
where A1 is the area above the
x-axis and A2 is the area below.
• A theorem states:
If f is continuous on [a, b] then f is integrable on [a, b]. 20
Example 3 Use the graph to evaluate the given integrals.
8
 4 f ( x) dx
2
a)
0 f ( x) dx c)

8
0
4
b) 2 f ( x) dx d) f ( x) dx

21
Writing an integral as a Riemann sum
For a function f(x) continuous on [a, b], taking
• sub-intervals Δx of equal width, and
• the sample points to be right endpoints, xi* = xi ,
the definition on slide 19 simplifies to:
n

b
a f ( x)dx  lim
n
f ( xi )x
i 1
ba xi  a  i x.
where x  and
n

E.g. for  0 sin x dx we have f ( x)  sin x on [0,  ]
 0  
so x  n  n , xi  0  i n .
 
 n
Hence
 0 sin x dx  nlim 
 i 1 n
sin( i ).
n
Example 4
4

a) Write the integral I  (2 x  1)dx as the limit of a Riemann
sum, and thus evaluate it. You may use the result  i  n(n  1) .
1 n

i 1 2

23
b) Confirm your answer to part (a) by sketching a graph of
the area represented by integral I, and using geometry to
evaluate it.

24
4.3 Properties of the Definite Integral
If f and g are integrable on an interval containing a, b and c,
a
a f ( x)dx  0
b a
a f ( x)dx  b f ( x)dx
b b b
a [f ( x)  g ( x)]dx  a f ( x)dx  a g ( x)dx
b c c
a f ( x)dx  b f ( x)dx  a f ( x)dx
a
If fo is an odd function then 
a
f o ( x)dx  0
a a
If fe is an even function then  a
f e ( x)dx  2 f e ( x)dx
0

25
Comparison Properties
b
If f(x) ≥ 0 for a ≤ x ≤ b then  a
f ( x)dx  0.
b b
If f(x)  g(x) and a  b then 
a
f ( x)dx   g ( x)dx.
a

b b
If a  b then 
a
f ( x )dx   f ( x ) dx.
a

If m ≤ f(x) ≤ M for a ≤ x ≤ b then


b
m(b  a)   f ( x)dx  M (b  a).
a

26
Example 5
2  x2
Show that 
0
e dx 2
and find a lower limit to the value of the integral.

27
4.3 A Mean Value Theorem for Integrals
If f is continuous on [a, b] then there exists
b
c  [a, b] such that  f ( x)dx  f (c)(b  a)
a

Geometrically this means


area under area of rectangle
= of width (b – a)
f(x) on [a, b]
and height f(c)

This value f(c) is called the average or mean value


of f on [a, b]: f av  1 b f ( x)dx
b  a a
1 5 2
E.g. the average value of f(x)=x2 on [1, 5] is f av  1 x dx.
4
28
Proof
Let m and M be the min and max values of f on [a, b]:
m  f ( x)  M for all x in [a, b].
b
We have m(b  a)  a
f ( x)dx  M (b  a)
so 1 b
m 
ba a
f ( x)dx  M

By the Intermediate Value Theorem, if f(x) is continuous


it must take on every value between m and M at some
point between a and b. Hence there exists c  [a, b]
such that 1 b
ba 
f (c)  f ( x )dx.
a

29
4.4 The Fundamental Theorem
of Calculus
Finding integrals by using Riemann sums can be slow!
Thankfully there is an easier way, which relies on the
relationship between integration and differentiation.

Revision:
• An antiderivative, F, of function f is a function such
that F (x) = f(x).
• Antiderivatives are not unique: If F(x) is an antiderivative
of f(x) then so is G(x) = F(x) + C for any constant C.
30
The Fundamental Theorem of Calculus (FTC) has 2 parts.
FTC – Part A

Let f(x) be a function continuous on an interval J


containing the point a.
x
Then F ( x)   f (t )dt is an antiderivative of f.
a

I.e. d x

dx a
f (t ) dt  f ( x )

This tells us how to differentiate a definite integral


with respect to its upper limit.
E.g. d x
 [cos(t )  1] dt  cos(x )  1
3 3

dx 1
31
Example 6 Find the following
a) d
x
 1 e t
dt
dx 5

d u

2
b) sin( r ) dr
du  2

d 20

2
c) sin( t ) dt
dx x

32
Proof of FTC – Part A
x
F ( x)   f (t )dt is an antiderivative of f.
a

The proof uses the definition of the derivative, the mean


value theorem and some properties of the definite integral.
x
F ( x)   f (t )dt
a

F ( x)  lim
h 0
F ( x  h)  F ( x )
h 
 lim 
1 xh
h 0 h a
x
f (t )dt   f (t )dt
a 
1 xh
 lim  f (t )dt
h 0 h x

1
 lim f (c )h for some c between x and x + h
h 0 h

 lim f (c)  f ( x) since c  x as h  0.


h0
33
FTC – Part B

If G(x) is any antiderivative of f(x) on J, i.e. G(x) = f(x),


b
then  a
b
f ( x ) dx  G ( x ) a
 G (b)  G (a) for any b in J.

• So if we know an antiderivative of the integrand, we


can evaluate the integral.
• Any antiderivative can be used because the constants
cancel out in the subtraction.
b b
The evaluation symbol a is defined F ( x) a  F (b)  F (a)
Other common notations are F ( x) and F ( x)
b b
a a .
Then Part B of the FTC can be written

a f ( x)dx   f ( x)dx  a
b b (Newton Leibnitz
formula.)
34
Example 8
1
Evaluate a)  0
x 2 dx

 /2
b) 
0
cos x dx

Note
b

a
f ( x)dx  F (b)  F (a) is the definite integral of f on [a, b]

 f ( x)dx  F ( x)  C is the indefinite integral, or general


antiderivative, of f
• The definite integral is a number
The indefinite integral is a function 35
Proof of FTC – Part B

If G(x) is any antiderivative of f(x) on J, i.e. G(x) = f(x),


b
then a f ( x)dx  G(b)  G(a) for any b in J.

x
From Part A, F ( x)  a
f (t )dt is an antiderivative of f on J

If G is any anti-derivative of f on J, then F(x) = G(x) + C,


so x

a
f (t )dt  F ( x)  G( x)  C

Letting x = a gives 0 = G(a) + C, so C = – G(a),


x
so
 f (t )dt  G( x)  G(a)
a
b
Then putting x = b gives a f ( x)dx  G(b)  G(a)
36
Example 10
3
a) Find 1 (3 x 2  1) dx

b) Find the area under the curve y = 1/x and above y = 0


between x = 1 and x = 4.

37
Example 10
c) Find the area under the curve y = sin 2x, above y = 0
between x = 0 and x = /2.

d) Find the average value of f(x) = e2x + cos x on the


interval [0, /2]. [Reminder: f av  1 b f ( x)dx ]
b  a a

38
The Net Change Theorem & Practical Applications
• From the FTC we know that
dF b
if f ( x) 
dx
then a f ( x) dx  F (b)  F (a)
• If F(x) is a quantity, f = dF/dx is its rate of change.

Net Change Theorem:


The integral of a rate of change is the net change
b dF

a dx
dx  F (b)  F (a )

• Given a quantity, we can differentiate to find a rate of change


• Given a rate of change, we integrate (over an interval) to
find the net change in the quantity (over that interval).
differentiate
Quantity Rate of
integrate change
39
Finding Net Change: Examples
Net Change Theorem:
The integral of a rate of change is the net change:
b
a F ( x) dx  F (b)  F (a )

An object moves in a straight line with velocity


t2
function v(t). What does  v(t ) dt represent?
t1
dN
A population is growing at rate R (t )  .
t2 dt
What does
 t1
R(t ) dt represent?

For a factory producing a certain product, the


cost function is C(x) and the marginal cost is
x
C'(x). What does  2 C ( x)dx represent?
x1 40
Example 11
At 7 a.m. water starts flowing into a tank at a rate of
10 + 2t litres/hour, where t is time in hours after 7 a.m..
By 11 a.m. how much water has flowed in?

41
Example 12
The marginal cost in producing x computer chips (in units
of 1000) is C ( x)  150 x 2  3000 x  17500 ($ per 1000 chips).
a) Find the cost of increasing production from 10,000 to
15,000 chips.
b) Assuming set up costs were $35,000, that is C(0) =
35,000, find the total cost of producing 15,000 chips.

42
Displacement and Distance Traveled
Earlier we said the area under a velocity-time graph (for positive
velocities) represents distance travelled. Now we can prove this.

Let s(t) be the position and v(t) the velocity of a particle at


time t. ds t2
v (t ) 
dt
so  t1
v(t )dt  s (t2 )  s (t1 )
• If v(t)  0 then s(t2) – s(t1) is the distance travelled.
• More generally, for any v(t), s(t2) – s(t1) is the net change in
position, also called the displacement.
• Generally, to find the actual distance travelled, we should
integrate the speed, |v(t)|. This is normally done by finding
when v = 0 and writing a sum of separate integrals.
t2
Displacement during [t1, t2]   v(t )dt
t1
t2
Total distance travelled during [t1, t2]   v(t ) dt
t1 43
Example 13
A particle moves with velocity v(t )  3t  12, t  0.
2

Over the first 5 seconds, what is a) the displacement?


b) the distance travelled?

44
4.5 Integration by Substitution
• By the FTC, we can evaluate an integral if we can find
an antiderivative of the integrand.
• Sometimes we can find an antiderivative by inspection.
To be able to do this, you should memorize elementary
derivatives and integrals.
• But many integrals cannot be solved by inspection.
Finding antiderivatives is generally harder than finding
derivatives – indeed sometimes it is impossible!
• There are two main techniques which enable us to
evaluate many common integrals.
• The substitution rule (section 4.5)
• The method of integration by parts (section 4.6)
45
The Substitution Rule for Indefinite Integrals
Let f and g be functions and let F be an antiderivative of f.
The Chain Rule of differentiation (2.3.2). can be written
F  g ( x)   F  g ( x) g ( x)  f  g ( x) g ( x)
d
dx
Integrating both sides we get
 f g ( x)g ( x)dx  F g ( x)  C
Using the substitution u = g(x), so du = g(x)dx, we can


rewrite this: f (u) du  F (u)  C

Substitution Rule:

 f g ( x) g ( x)dx   f (u)du where u = g(x).


46
Example 14

 xe
x2
a) Find dx

 
2 3 7
b) Find x (2 x 1) dx

* Remember to give your answer in terms of the original variable! * 47


Example 15

  1)dx
2
a) Find x sin( x

2
x
b) Find
 x3  1 dx

c) Show that  tan x dx   ln cos x  C

48
The Substitution Rule for Definite Integrals

 f g ( x)g ( x)dx  F g ( x)  C


For indefinite integrals,

Applying the Newton-Leibnitz formula gives


f  g ( x)  g ( x)dx  F  g ( x)   F  g (b)   F  g (a) 
b b
a a
g (b )

g (b )
 F (u ) g ( a ) f (u )du.
g (a)

Hence the Substitution Rule for Definite Integrals:


If g is differentiable on [a, b], f is continuous on the
range of g, and u = g(x), b f g ( x)g ( x)dx  g (b) f (u)du
a g (a)
So we need to – replace g(x) with u
– replace limits a, b with g(a), g(b) 49
Example 16
e ln x
Find 
1 x
dx

50
Example 17
3
Find the area under the curve y  on [1, 2].
5x  1

51
Example 18
Prove that for all positive integers n,
 /2  /2
 cos x dx  
n
sin n x dx
0 0

Solution
 /2  /2 
I  cos x dx  
n n
sin (  x) dx
0 0 2
Let u = /2 – x . Then du = – dx.
The limits of integration become u(0) = /2, u(/2) = 0,
so
0  /2  /2
I   sin u du  
n
sin u du  
n
sin n x dx
 /2 0 0

52
Inverse Substitution
• So far we have used direct substitutions: we have
replaced a function in the integrand with a new variable.
• Sometimes it is more helpful to do inverse substitution:
replace the variable of integration with a function of a
new variable.
Example 19
dx
Find  1 / 2 using the inverse substitution x = u6.
x (1  x1 / 3 )

53
4.6 Integration by Parts
Suppose U(x) and V(x) are two differentiable functions.
The Product Rule of differentiation is:
d
U ( x)V ( x)   U ( x)  V ( x)
dV dU
dx dx dx
This can be rearranged:
U ( x)
dV

d
U ( x)V ( x)   V ( x) dU
dx dx dx
Integrating both sides w.r.t. x gives
dV dU
 U ( x) dx
dx  U ( x)V ( x)   V ( x)
dx
dx

or more simply,
UdV  UV  VdU
54
Example 20 Find the following integrals:
a)  x tan 1 x dx

3
b)  ln x dx
1

55
e
c)  x 6 ln x dx
1

Integral of ln x
By parts it is easily shown that
 ln x dx  x ln x  x  C
56
4.7 Additional Techniques of
Integration
Integrals of tan, cot, sec and cosec.
• We know  tan x dx   ln cos x  C (Example 15c)

• Similarly,  cot x dx  ln sin x  C


• By differentiation,
d ln | sec x  tan x | sec x tan x  sec 2 x  sec x
dx sec x  tan x
Thus
 sec xdx  ln sec x  tan x  C
• Similarly,  cosec x dx   ln cosec x  cot x  C
57
• Integrals of sin2x and cos2x can be found using the
‘double angle’ formulae
sin2x = ½(1 – cos 2x)
cos2x = ½(1 + cos 2x).

Further techniques (Optional)


See the textbook by Stewart for further techniques,
including for integrals of the forms
 sin m
x cos n
x dx,  sin mx cos nx dx, etc.
And use of trigonometric inverse substitutions of the
for integrals containing expressions such as
a2  x2 , a2  x2 , or x2  a2 ,
58
Example 21
The function V (t )  V0 cos(t ) where V0 is a constant, is
periodic with period T  2 . Find the average value of V2 over

a period.

59
4.7 Partial Fractions
In this section we learn how to evaluate integrals of
the form  P( x) dx where P and Q are polynomials.
Q( x)

Revision: A polynomial P(x) is a function of the form


P(x) = anxn + an-1xn-1 + … + a2x2 + a1x + a0
where n is a positive integer and an  0.
The constants an, an-1, … a0 are called coefficients;
n is the degree of the polynomial.

A function of the form P(x) / Q(x), where P(x) and Q(x)


are polynomials, is called a rational function.

60
Introduction to Partial Fractions
In a fraction p/q, p is called the numerator, q is the
denominator.
To add or subtract fractions, we use a common
denominator. For example,
2 1 2( x  2)  1( x  1) x5
   2
x 1 x  2 ( x  1)( x  2) x  x2
Using this result in reverse enables us to integrate
the function on the RHS above:
x5  2 1 
 x 2  x  2 dx    x  1  x  2 dx = 2ln|x – 1| – ln|x + 2| + C
This is the idea of the method of partial fractions: to
integrate a rational function, P(x)/Q(x), we first
express it as a sum of simpler terms. 61
Theory of Partial Fractions: Case 1
Case 1: Degree of P  degree of Q
A theory states:
Any rational function P(x) / Q(x) can be
expressed in the form P( x)  P ( x)  R( x)
1
Q( x ) Q( x )
where P1 is a polynomial and R is a polynomial
of degree less than that of Q.
Given a rational function with degree of P  degree of Q,
first we use long division, or some other method, to
simplify the expression: to get a polynomial P1 (easily
integrated) plus a new rational function R(x)/Q(x) which
can be handled as described in Case 2, below.
62
x 2 dx x3  x dx
Example 27 Find a)  2 b) 
x 1 x 1

a) By rewriting the top line, x 2


 x 2
1 1  1 1
x2  1 x2  1 x2  1
2
x 1 dx  x  arctan x  C
Hence
 x2  1  x2  1
dx  1 

x3  x 2
b) By long division,  x  x2
2
x 1 x 1
Thus we can find the integral:
x3  x 2
 x  1 dx   x  x  2  x  1 dx
2

3 2
x x
   2 x  2 ln | x  1|  C
3 2 63
Theory of Partial Fractions: Case 2
Case 2: Degree of P < degree of Q
In this case, we rewrite P(x)/Q(x) as a sum of simpler
fractions, called ‘partial fractions’ (which we can
integrate).
A theory states that any polynomial can be factorised
into a product of a
• constants
• linear factors of the form (x – a)
• quadratic factors of the form (x2 + bx + c) which
have no real roots (i.e. cannot be factorised into
linear factors).
For any Q(x) we can write partial fractions by the
following method: 64
Case 2, cont.

Case 2: Degree of P < degree of Q

Method
1. Factorise Q as far as possible.
2. Decompose P/ Q into simpler (partial) fractions:
 For each factor (x – a)n in Q, write fractions
A1 A2 An
  ... 
x  a ( x  a) 2
( x  a) n
 For each factor (x2 + bx + c)n in Q which has no real
roots, write fractions
B1 x  C1 B2 x  C 2 Bn x  C n
  ... 
x  bx  c
2
( x  bx  c)
2 2
( x 2  bx  c) n
3. Find the constants A, B, C, etc. (see example below).
65
Case 2, cont.

Examples of Step 2
Factorized form of P/Q Partial Fractions

1 A B

( x  1)(2 x  3) x 1 2x  3
2x2  3 A B C
 
x(3x  4)( x  1) x 3x  4 x 1
2x2  3 A B C
 
x( x  1) 2 x x 1 ( x  1) 2
5x3  7 x  3 Ax  B Cx  D

( x 2  2) 2 x 2
2
( x 2  2) 2
66
Example 28 ( x  4) dx
Find I   2
x  5x  6

We factorise the denominator and write partial fractions:


x4 x4 A B
  
x  5x  6 ( x  2)( x  3) x  2 x  3
2

To find constants A and B, first add the partial fractions


together and equate with the original expression:
x4 A( x  3)  B( x  2)

( x  2)( x  3) ( x  2)( x  3)
We need the numerators of the two sides to be equal,
i.e. we require x  4  A( x  3)  B( x  2) for all x. (*)

From (*), we can find A and B by one of two methods.


67
Example 28 (cont.) x  4  A( x  3)  B( x  2) x (*)
Method 1:
Equate coefficients on the two sides of the equation (*).
Expand out: x + 4 = (A+B)x + (–3A –2B)
Equate the coefficients of x: 1 = A + B
Equate the constant terms: 4 = –3A –2B
Solving these two equations gives A = -6, B = 7.

Method 2 (often quicker!):


Substitute particular values of x into (*)
E.g., letting x = 3 gives 7 = B, letting x = 2 gives 6 = –A

Using these values of A, B we can evaluate the integral:


( x  4) dx 6 7
 x 2  5 x  6   x  2  x  3 dx = –6 ln|x – 2| + 7 ln|x – 3| + C.
68
x7
Example 29 Find
 ( x  2)( x  1) dx

69
x2
 x 4  x 2 dx
Example 30 Find

70
4.8 Integration Using Tables
Inside the back cover of Stewart is a table of 120
common integrals. More extensive tables may be
found in other books. In practice, scientists often
refer to such tables of intervals.

Integrals rarely appear in exactly the form given in


the table. But by using algebraic manipulation or a
substitution we can often transform a given integral
into one of the forms in the table.

71
Example 31
Find I   x 2  2 x  4 dx.
You may use the following result (where a is a constant):
2
u a
       )C
2 2 2 2 2 2
a u du a u ln( u a u
2 2

We can write I   x 2  2 x  4 dx   ( x  1) 2  3 dx

Setting u = x + 1 so du = dx, and setting a = 3 ,


I has exactly the form  a 2  u 2 du , so by the formula

x 1 2 3
I x  2 x  4  ln( x  1  x 2  2 x  4)  C
2 2

72
Integration Using Computer Algebra Systems
Nowadays computer programs such as Maple and
Mathematica can evaluate a wide range of integrals.

Integral by hand by Maple

 dx
3 x2
1 ln 3 x  2
3 C 1 ln(3 x  2)
3
1 x18  5 x16  50 x14  1750 x12
 x ( x  5) dx 18 ( x  5)  C 18
1
2 8 2 9
2 3
 4375 x10  21875 x8  218750
3
x 6

 156250 x 4  390625
2 x 2

Note that the CAS answers are less general. They


- omit constants
- may omit modulus signs, etc.
- may be in a less convenient form 73
4.9 Numerical Integration
There are two situations in which it is impossible to find
analytically the exact value of a definite integral.
b
1) We may want to find a f ( x)dx … but be unable to do
so by any analytical techniques. Even many common
functions do not have antiderivatives, for example
1 1
  1  x3 dx
x2
e dx
0 1
2) If a function is defined by experimental data then there
may be no exact formula for the function.
In both cases we cannot find exact values of integrals,
but can find approximate values by numerical methods.
• We have already learnt one method: the Riemann Sum
74
Numerical Integration by Riemann Sums
Review: If interval [a, b] is divided into n subintervals of equal
ba
n


b
length x 
n
, then
a 
f ( x) dx 
i 1
f ( xi *) x
th
where xi* is any point in the i subinterval [xi-1, xi].
We already met two common types of Riemann Sum:
• If xi* is chosen to be the right endpoint
of [xi-1, xi] then xi* = xi and we have the
right endpoint approximation:
n
f ( x) dx  Rn   f ( xi ) x.
b
 a
i 1

• Taking xi* to be the left endpoint, xi* xi 1


gives the left endpoint approximation:
n
f ( x) dx  Ln   f ( xi 1 ) x.
b
a
i 1
Example 32
The table below gives the values of a function f(x) on [0, 30].
30
Estimate the value of the integral  f ( x)dx using a) left
0
endpoints, b) right endpoints.
x 0 5 10 15 20 25 30
f(x) 1 1.7 2.2 1.9 1.6 1.1 0.7

76
Trapezoidal Rule
Another approximation results from taking the average of
Ln and Rn:
f ( x)dx  x  f ( x0 )  f ( x1 )    f ( x1 )  f ( x2 )  
b

a 2
  f ( xn 1 )  f ( xn )  

So
1 x
Tn  ( Ln  Rn )   f ( x0 )  2  f ( x1 )  f ( x2 )   f ( xn 1 )   f ( xn ) 
2 2
where x  b  a and xi  a  i x
n

This is known as the trapezoidal rule


because x
[ f ( xi 1 )  f ( xi )]
2
is the area of the trapezoid that lies
above the ith subinterval.
77
Midpoint Approximation
Another good approximation is
obtained by choosing xi* to be
the midpoint of [xi-1, xi]:

xi  xi  12 ( xi 1  xi )
This is called the midpoint rule:
M n  x [ f ( x1 )  f ( x2 )  ... f ( xn )] with x  b  a .
n
Example 32, cont. x 0 5 10 15 20 25 30
30
Estimate 0 f ( x)dx using f(x) 1 1.7 2.2 1.9 1.6 1.1 0.7

c) trapezium rule with n = 6

d) midpoints with n = 3

78
Example 33
2

Find an approximate value of the integral 1 x dx using n = 5
1
and a) the midpoint rule, b) the trapezoidal rule.

We have n = 5, a = 1 and b = 2, so ∆x = (2 – 1)/5 = 1/5 .


a) The midpoints of the subintervals are: 1.1, 1.3, 1.5, 1.7, 1.9
So the midpoint rule gives
2
1 dx  M 5  x f (1.1)  f (1.3)  f (1.5)  f (1.7)  f (1.9)
1 x
1 1 1 1 1 1 
        0.691908
5 1.1 1.3 1.5 1.7 1.9 
b) The trapezoidal rule gives
2
1 dx  T5  x  f (1)  2 f (1.2)  2 f (1.4)  2 f (1.6)  2 f (1.8)  f (2)
1 x 2
1 1 2 2 2 2 1
         0.695635
10 1 1.2 1.4 1.6 1.8 2 
Compare the exact answer: ln 2 = 0.693147 79
Example 34 x 0 10 20 30 40 50 60
f(x) 1 3 5 7 6 4 2
60
Estimate 0 f ( x)dx using a) trapezoidal rule, b) midpoint rule.

80
Example 35
0.8
Use midpoint rule with n = 4 to estimate I  0 sin( x 2) dx.

81
Relative Accuracy
Note that the Midpoint Rule generally gives more accurate
results than the Trapezoidal Rule.
As shown in the figure below, the midpoint error (red) is
smaller than the trapezoidal error (blue).
The errors in the Midpoint and Trapezoidal Rules are also
opposite in sign.

82
Simpson’s Rule
Another approximation, which is much better than either
Trapezoidal or Midpoint Rule, is known as Simpson’s Rule.
In this case we again divide the interval into n strips of equal
width x = (b – a)/n, but this time n must be even. Then,
b x
a
f ( x)dx  S n  [ f ( x0 )  4 f ( x1 )  2 f ( x2 )  4 f ( x3 )  2 f ( x4 )  
3
 2 f ( xn 2 )  4 f ( xn 1 )  f ( xn )]
where x  b  a , xi  a  i x and n is even.
n
Note the pattern of coefficients: 1, 4, 2, 4, 2, … 4, 2, 4, 1.
It can be shown that Simpson’s Rule (with 2n strips) is a
weighted average of the results of the Trapezoidal and
Midpoint Rules (each with n strips): 1 2
S2 n  3 Tn  3 M n
83
Example 36
2
a) Approximate 1 1 dx using Simpson’s Rule with n = 10.
x
Taking f(x) = 1/x, n = 10, and ∆x = 0.1, we have:
2 1 dx  S  x [ f (1)  4 f (1.1)  2 f (1.2)  4 f (1.3)  ...
1 x 10 3
2 f (1.8)  4 f (1.9)  f (2)]

 0.1 [ 1  4  2  4  2  4
3 1 1.1 1.2 1.3 1.4 1.5
 1.6
2  4  2  4  1 ]  0.693150
1.7 1.8 1.9 2
[Note: The exact answer is ln 2 = 0.693147…]
30
b) Estimate 0 f ( x)dx x 0 5 10 15 20 25 30
by Simpson’s rule. f(x) 1 1.7 2.2 1.9 1.6 1.1 0.7

84
Simpson’s Rule is derived as follows.
• Consider a ‘double-subinterval’, [xi, xi+2].
• On that interval, approximate the curve by a parabola
y = Ax2 + Bx + C passing through points (xi, f(xi)), (xi+1, f(xi+1)),
(xi+2, f(xi+2)), as shown below. Solve for A, B and C.
• Calculate the area under the parabola. It can be shown that
the area on [xi, xi+2] is x [ f ( xi )  4 f ( xi 1 )  f ( xi  2 )] .
3
• Add together the areas for all the double subintervals. This
gives the formula above. (See Stewart for full derivation.)

85
4.10 Improper Integrals
So far we have studied definite integrals of form
b
I   f ( x)dx
a
where [a, b] is a finite interval and f is continuous
and bounded on [a, b]. These are called proper
integrals.
Now we extend the concept of the definite integral to
cover other possibilities.
• We have an improper integral of type I if the
interval is infinite
• We have an improper integral of type II if f is
unbounded on [a, b]
86
Type I Improper Integrals
Example 40
1
Find the area A of the region under the curve y  2
and above the x -axis to the right of x = 1. x

Solution
The area between x = 1 and x = t (t > 1) is:
1
t
t dx 1
A(t )   2   1
1 x
x 1 t
It is reasonable then to say A  lim A(t )  1 unit 2
t 
 dx t dx
And to write A 2
 lim 
1 x t  1 x2
This illustrates how integrals over infinite intervals
are defined.
87
Type I Improper Integrals: Definition
t
• If a f ( x)dx exists for every t  a, then
 t
a f ( x)dx  lim
t  a
f ( x )dx
provided this limit exists as a finite number.
b
• If t f ( x)dx exists for every t  b, then
b b
  f ( x)dx  tlim

  t
f ( x)dx

provided this limit exists as a finite number.


a 
• If both  f ( x)dx and a f ( x)dx exist as finite numbers
then we define  f ( x)dx  a f ( x)dx   f ( x)dx
     a

An improper integral is called convergent if the limit


exists as a finite number, and divergent otherwise. 88
Example 41 Evaluate the integral or show that it diverges:


x
a) e dx
1


b)


cos x dx

89
Example 42 Evaluate the integral or show that it diverges:
 dx
a)  1 x

 dx
b) 
1 x x

90


Example 43 2 x2
Evaluate xe dx

The following is a well-known result:
 dx
1 x p is convergent for p > 1 and divergent for p  1.
Proof
 dx t 1
  lim  dx  lim  ln x  1  lim ln t  
t
For p = 1, p t  1 x t  t 
1 x
t
 dx t  1  p 1 
  lim  x dx  lim 
p
For p ≠ 1, x 
p t   p  1
1 x t  1
 1

1  1   1
 lim  1 if p  1
 t p 1    p  1
t  1  p 
 if p  1

Thus the integral is convergent for p > 1, divergent for p  1.
92
Type II Improper Integrals
Example 43
1
Find the area A of the region lying under the curve y 
x
and above the x-axis between x = 0 and x = 1.
Solution
As x  0+, y  , i.e. y is unbounded, so we cannot
use the earlier definition of the definite integral.
But consider the area between x = t and x = 1:
1 dx 1
A(t )   2 x  2(1  t )
t x t

Then it is reasonable to take


A  lim A(t )  lim  2(1  t )   2 units 2
 
t 0 t 0
This illustrates how improper integrals of type II are
defined. 93
Type II Improper Integrals: Definition

t
• If  a f ( x)dx exists for every t  [a, b) and f is possibly
b t
unbounded near b, then  a f ( x)dx  lim  a f ( x)dx
t b
provided this limit exists as a finite number.
b
• If  t f ( x)dx exists for every t  (a, b] and f is possibly
b b
unbounded near a, then  a f ( x)dx  lim t f ( x)dx
t a
provided this limit exists as a finite number.

• If f has an infinite discontinuity at c, where a < c < b,


c
and both a f ( x)dx and c f ( x)dx are convergent,
b

b c b
then we define:
a
f ( x)dx  a
f ( x)dx  f ( x)dx
c

94
Example 44 Evaluate the integral or show that it diverges:
5 dx
2 x2

95
Example 45 Evaluate the integral or show that it diverges:
3 dx
I 
0 x 1

NOTE: If we failed to notice the discontinuity at x = 1 we might


say 3 dx  ln | x  1 | 3  ln 2  ln 1  ln 2
0 x 1 0 … which is wrong!
From now on you must decide, by looking at the integrand,
whether an integral is proper or improper! 96
A Comparison Test for Improper Integrals [Optional]
Sometimes we cannot find the exact value of an improper
integral but we can find whether or not it is convergent.

Suppose f and g are continuous functions with


f ( x)  g ( x)  0 for x  a.
 
• Ifa 
f ( x)dx is convergent then  a
g ( x)dx is
convergent.
 
• If
a 
g ( x)dx is divergent then a
f ( x)dx is
divergent.

A similar theorem is true for Type II integrals.


97
Example 46


 x2
Show that the integral e dx is convergent.
0

98

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