INTEGRALS

Calculus

Ecuela Politécnica de Mieres

UNIVERSIDAD de OVIEDO
November 2015

Calculus Integración
The Definite Integral

Calculus Integración
The area problem
Our purpose is to compute the area of the region S bounded by the graph of a
continuous function f (where f (x) ≥ 0), the vertical lines x = a and x = b, and the
x-axis.

The total area S is equal to the sum of n strips {S1 , · · · , Sn } obtained from a
uniform partition of the interval (a, b) into n subintervals.

Calculus Integración
Partitions
The length of each of the subintervals
[a, x1 ], [x1 , x2 ] ··· [xi−1 , xi ] ··· [xn−2 , xn−1 ], [xn−1 , b]
is
b−a
∆x =
n
We can approximate the area of each strip Si by the area of the rectangle of base ∆x
and hight f (x∗i ) where x∗i is an arbitrary point belonging to [xi−1 , xi ]. For example,
if the sample point x∗i is the right endpoint xi of the interval

we obtain the approximation

S ' Sn = f (x1 )∆x + f (x2 )∆x + ··· + f (xi )∆x + ··· + f (xn )∆x
n
X
= f (xi )∆x
i=1

Calculus Integración
The Riemann sum Sn∗
This approximation appears to become better and better as the number of strips
increases.

More generally, we can consider that

∗
S ' Sn = f (x∗1 )∆x + ··· + f (x∗i )∆x + ··· + f (x∗n )∆x
for any x∗i in [xi−1 , xi ], i = 1, · · · , n.

Calculus Integración
The Riemann integral

Definite Integral
The function f (x) is Riemann integrable in the interval [a, b] if the Riemann sum
admits a limit when n → ∞ that is independent of the location of the sample points
x∗i ∈ [xi−1 , xi ]. Then the definite integral of f from a to b is
Z b n
X
f (x) dx = lim f (x∗i )∆x.
a n→∞
i=1

Proposition
Any continuous function in a closed interval [a, b] is Riemann integrable in this
interval.

Proposition

If f is integrable in [a, b] and f (x) ≥ 0 for all x ∈ [a, b] then ab f (x) dx is the area
R
bounded by the curve y = f (x), the x-axis and the lines x = a and x = b.

Calculus Integración
Properties of the definite integral

Z b
I c dx = c(b − a) for all constants c
a
Z b Z b Z b
I (f (x) ± g(x)) dx = f (x) dx ± g(x) dx
a a a
Z b Z b
I cf (x) dx = c f (x) dx for all constants c
a a
Z c Z b Z b
I f (x) dx + f (x) dx = f (x) dx for all a < c < b
a c a
Z b
I If f (x) ≥ 0 for all a ≤ x ≤ b then f (x) dx ≥ 0
a

As a consequence of the last property we have that

Z b Z b
f (x) ≥ g(x) in [a, b] =⇒ f (x) dx ≥ g(x) dx
a a

and Z b Z b
| f (x) dx| ≤ |f (x)| dx
a a

Calculus Integración
The mean value theorem

Proposition
If f is a continuous function in [a, b], there exists a point c ∈ [a, b] such that
Z b
f (x) dx
a
f (c) =
b−a

By virtue of the properties of the integral

min f (x) ≤ f (x) ≤ max f (x) para todo x ∈ [a, b]

[a, b] [a, b]

which implies that

Z b
(b − a) min f (x) ≤ f (x) dx ≤ (b − a) max f (x).
[a, b] a [a, b]

It is easy to deduce now the result from

Z b
f (x) dx
a
min f (x) ≤ ≤ max f (x)
[a, b] b−a [a, b]

Calculus Integración
Fundamental theorems of calculus

First theorem
Let f be a continuous función in [a, b] and let g : [a, b] → R be given by
Z x
g(x) = f (t) dt.
a

Then g is differentiable and g 0 (x) = f (x).

Examples: Calculate the derivatives of the functions

Z x Z x3 Z 1 √
I sin t2 dt I log t dt I cos t dt
1 x
1

Second theorem (Barrow’s rule)

Let f be a continuous function in [a, b] and let F (x) be any of its primitives, then
Z b
f (x) dx = F (b) − F (a).
a

Examples: Compute the integrals

Z π Z 1 Z 1
2 1 1
I sin x dx I dx I √ dx
0 0 1 + x2 0 1 − x2
Calculus Integración
Techniques of integration

Integration by parts formula

Z b Z b
f (x)g 0 (x) dx = [f g]ba − f 0 (x)g(x) dx
a a

Examples: Find
Z π Z 1
I x sin x dx I x ex dx
0 0

Change of variable in a definite integral

A differentiable and bijective function ϕ : [a, b] → R can be used as follows to change
Z ϕ(b)
the variable x = ϕ(t) in the integral f (x) dx
ϕ(a)

Z ϕ(b) Z b
f (x) dx = f (ϕ(t)) ϕ0 (t) dt
ϕ(a) a

Examples: Compute
Z 2 Z e2 dx π2
√
Z
I (4x − 5)3 dx I √ I
4
sin x dx
1 1 x 1 + log x 1

Calculus Integración
GEOMETRIC APPLICATIONS

Calculus Integración
Planar areas

I The area A delimited by the curve y = f (x) and the x-axis between the points a
and b is obtained by computing the definite integral

Z b
A= |f (x)| dx
a

I The area S enclosed between two curves y = f (x) and y = g(x) between the
limits x = a and x = b is given by the integral

Z b
S= |f (x) − g(x)| dx
a

I The arc length of a curve y = f (x) between the points (a, f (a)) and (b, f (b)) is
Z b q
L= 1 + [f 0 (x)]2 dx
a

Calculus Integración
Ejemplos

I Find the area of the region delimited by the curve y = x2 + 1, the line y = x and
the vertical lines x = 0 and x = 1.

I Compute the area enclosed between the curves y = x2 and y = 2x − x2 .

π
I Calculate the ara between y = sin x, y = cos x and the limits x = 0 and x = 2
.

I Compute the length of the semicircle centered at the origin and whose radius is a.

√
I Which of the arcs described by the curves y1 = x2 and y2 = x is longer
between 0 and 1?

Calculus Integración
Areas y volumes of solids of revolution

I The volume obtained by rotating the region bounded by y = f (x), x = a and

x = b about the x-axis is Z b
V =π [f (x)]2 dx
a

I The area of the solid of revolution obtained previously is

Z b q
A = 2π f (x) 1 + [f 0 (x)]2 dx
a

Calculus Integración
Examples

I Find the volume of the semi-sphere of radius a.

√
I Compute the volume of the solid obtained by rotating y = x about the x-axis
between 0 and 1.

I Compute the volume of the solid obtained by rotating the region enclosed
between y = x3 , y = 8 and x = 0 about the y-axis.

I Find the volume of the solid obtained by rotating the region between y = x and
y = x2 about the x-axis.

I Compute the area of the cone obtained by rotating the line y = ax about the
x-axis between 0 and 1.

Calculus Integración
IMPROPER INTEGRALS

Calculus Integración
Improper integrals of type I
These are integrals of the type
Z +∞ Z b Z +∞
I f (x) dx I f (x) dx I f (x) dx
a −∞ −∞

The first two cases are defined as follows

Z +∞ Z N Z b Z b
f (x) dx = lim f (x) dx f (x) dx = lim f (x) dx
a N →+∞ a −∞ N →+∞ −N

The improper integral is

I convergent if the limit exists and is finite
I divergente if the limit is infinite
Z +∞ Z a
If f (x) dx and f (x) dx are convergent then we define
a −∞

Z +∞ Z a Z +∞
f (x) dx = f (x) dx + f (x) dx
−∞ −∞ a

Calculus Integración
Examples

Prove that the improper integral

Z +∞ 1
I= dx, con a > 0
a xλ

a1−λ
is convergent if λ > 1 with I = − and divergent if λ ≤ 1.
1−λ

Exercises: Evaluate the improper integrals

Z +∞ dx
Z +∞ Z +∞ dx
I I e−3x dx I
0 1 + x2 0 −∞ 1 + x2

Calculus Integración
Comparison test for improper integrals

We consider an improper integral

Z +∞
I= f (x) dx
a

whose integrand is a nonnegative and bounded function f in [a, ∞).

Comparison theorem
If there exists a constant C > 0 such that, for all x ∈ [a, ∞]
C
I f (x) ≤ with λ > 1 then I is convergent
xλ
C
I f (x) ≥ with λ ≤ 1 then I is divergent
xλ

The limit test

If

f (x) ` (may be equal to 0) con λ > 1 then I is convergent
lim 1
=
x→∞
` 6= 0 (may be equal to ∞) with λ ≤ 1 then I is divergent

xλ

Calculus Integración
Examples

Determine whether each of the following integrals is convergent or divergent,

Z +∞ dx
Z +∞ dx
1 (1 + ex )x2 1 x + sin2 x

+∞ +∞
x2
Z
2
Z
dx (1 − cos ) dx
−1 (x2 + 2)2 1 x

Z +∞
Z +∞ dx
x+1
√ dx
1 x3 1 1 + 2x2 + 3x4

Calculus Integración
Improper integrals of type II

We consider an integral
Z b
I= f (x) dx
a
in which
Z b−ε
1 f is not bounded at the right endpoint and define I = lim f (x) dx
ε→0+ a
Z b
2 f is not bounded at the left endpoint and define I = lim f (x) dx
ε→0+ a+ε
3 f is not bounded at c ∈ (a, b) and define
Z c−ε1 Z b
I= lim f (x) dx + lim f (x) dx
ε1 →0+ a ε2 →0+ c+ε2

The improper integral is called convergent if the corresponding limit exists and
divergent if the limit does not exist.

Calculus Integración
Example

Prove that the improper integral

Z b 1
I= dx,
a (x − a)λ

(b − a)1−λ
is convergent if λ < 1 with I = and is divergent if λ ≥ 1.
1−λ

The limit test

We consider the improper integral
Z b
I= f (x) dx
a

with an integrand f that is not bounded at a. If


f (x) ` (may be equal to 0) with λ < 1 then I is convergent
lim 1
=
x→a+
` 6= 0 (may be equal to ∞) with λ ≥ 1 then I is divergent

(x−a)λ

Calculus Integración
Examples

Determine whether each of the following integrals is convergent or divergent,

Z 3 dx
Z 1 sin x + cos x
p √5
dx
1 (x − 1)(9 − x2 ) 0 1 − x2

2
√
1 1 + x2
Z Z
dx
√
3
dx dx
0 (x4 − 1) 1 16 − x4

√ 1 ex dx
5
Z
Z 2 log(1 + x3 )
dx √
0 esin x − 1 0 1 − cos x

Calculus Integración