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Foundations of Mathematics Integral

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History and Terminology

Number Theory The term "integral" can refer to a number of different concepts in mathematics. The most common meaning is the the fundamenetal
Probability and Statistics object of calculus corresponding to summing infinitesimal pieces to find the content of a continuous region. Other uses of "integral"

Recreational Mathematics include values that always take on integer values (e.g., integral embedding, integral graph), mathematical objects for which integers
form basic examples (e.g., integral domain), and particular values of an equation (e.g., integral curve),
Topology

Alphabetical Index In calculus, an integral is a mathematical object that can be interpreted as an area or a generalization of area. Integrals, together with
derivatives, are the fundamental objects of calculus. Other words for integral include antiderivative and primitive. The process of
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computing an integral is called integration (a more archaic term for integration is quadrature), and the approximate computation of an
integral is termed numerical integration.

The Riemann integral is the simplest integral definition and the only one usually encountered in physics and elementary calculus. In
fact, according to Jeffreys and Jeffreys (1988, p. 29), "it appears that cases where these methods [i.e., generalizations of the Riemann
integral] are applicable and Riemann's [definition of the integral] is not are too rare in physics to repay the extra difficulty."

The Riemann integral of the function over from to is written

(1)

Note that if , the integral is written simply

(2)

as opposed to .

Every definition of an integral is based on a particular measure. For instance, the Riemann integral is based on Jordan measure, and
the Lebesgue integral is based on Lebesgue measure. Moreover, depending on the context, any of a variety of other integral notations
may be used. For example, the Lebesgue integral of an integrable function over a set which is measurable with respect to a
measure is often written

(3)

In the event that the set in () is an interval , the "subscript-superscript" notation from (2) is usually adopted. Another
generalization of the Riemann integral is the Stieltjes integral, where the integrand function defined on a closed interval
can be integrated against a real-valued bounded function defined on , the result of which has the form

(4)

or equivalently

(5)

Yet another scenario in which the notation may change comes about in the study of differential geometry, throughout which the
integrand is considered a more general differential k-form and can be integrated on a set using either of the
equivalent notations

(6)

where is the above-mentioned Lebesgue measure. Worth noting is that the notation on the left-hand side of equation () is similar to
that in expression () above.

There are two classes of (Riemann) integrals: definite integrals such as (5), which have upper and lower limits, and indefinite integrals,
such as

(7)

which are written without limits. The first fundamental theorem of calculus allows definite integrals to be computed in terms of
indefinite integrals, since if is the indefinite integral for , then

(8)

What's more, the first fundamental theorem of calculus can be rewritten more generally in terms of differential forms (as in () above) to
say that the integral of a differential form over the boundary of some orientable manifold is equal to the exterior derivative
of over the interior of , i.e.,

(9)

Written in this form, the first fundamental theorem of calculus is known as Stokes' Theorem.

Since the derivative of a constant is zero, indefinite integrals are defined only up to an arbitrary constant of integration , i.e.,

(10)

Wolfram Research maintains a web site http://integrals.wolfram.com/ that can find the indefinite integral of many common (and not so
common) functions.

Differentiating integrals leads to some useful and powerful identities. For instance, if is continuous, then

(11)

which is the first fundamental theorem of calculus. Other derivative-integral identities include

(12)

the Leibniz integral rule

(13)

(Kaplan 1992, p. 275), its generalization

(14)

(Kaplan 1992, p. 258), and

(15)

as can be seen by applying (14) on the left side of (15) and using partial integration.

Other integral identities include

(16)

(17)

(18)

(19)

and the amusing integral identity

(20)

where is any function and

(21)

as long as and is real (Glasser 1983).

Integrals with rational exponents can often be solved by making the substitution , where is the least common multiple of the
denominator of the exponents.

SEE ALSO

A-Integrable, Abelian Integral, Calculus, Chebyshev-Gauss Quadrature, Chebyshev Quadrature, Darboux Integral, Definite Integral, Denjoy Integral,
Derivative, Differential Geometry, Differential k-Form, Double Exponential Integration, Double Integral, Euler Integral, Form Integration, Fundamental
Theorem of Gaussian Quadrature, Gauss-Jacobi Mechanical Quadrature, Gaussian Quadrature, Haar Integral, Hermite-Gauss Quadrature, HK Integral,
Indefinite Integral, Integral Calculus, Integration, Jacobi-Gauss Quadrature, Laguerre-Gauss Quadrature, Lebesgue Integral, Lebesgue-Stieltjes Integral,
Legendre-Gauss Quadrature, Leibniz Integral Rule, Lobatto Quadrature, Multiple Integral, Nested Function, Newton-Cotes Formulas, Numerical
Integration, Perron Integral, Quadrature, Radau Quadrature, Recursive Monotone Stable Quadrature, Repeated Integral, Romberg Integration, Riemann
Integral, Singular Integral, Stieltjes Integral, Stokes' Theorem, Triple Integral

Explore this topic in the MathWorld classroom

Portions of this entry contributed by Christopher Stover

EXPLORE WITH WOLFRAM|ALPHA

integral

More things to try: = integral = integral e^(2x) = integral e^(-2x)

REFERENCES

Beyer, W. H. "Integrals." CRC Standard Mathematical Tables, 28th ed. Boca Raton, FL: CRC Press, pp. 233-296, 1987.

Boros, G. and Moll, V. Irresistible Integrals: Symbolics, Analysis and Experiments in the Evaluation of Integrals. Cambridge, England: Cambridge University
Press, 2004.

Bronstein, M. Symbolic Integration I: Transcendental Functions. New York: Springer-Verlag, 1996.

Dubuque, W. G. "Re: Integrals done free on the Web." [email protected] posting, Sept. 24, 1996.

Glasser, M. L. "A Remarkable Property of Definite Integrals." Math. Comput. 40, 561-563, 1983.

Gordon, R. A. The Integrals of Lebesgue, Denjoy, Perron, and Henstock. Providence, RI: Amer. Math. Soc., 1994.

Gradshteyn, I. S. and Ryzhik, I. M. Tables of Integrals, Series, and Products, 6th ed. San Diego, CA: Academic Press, 2000.

Jeffreys, H. and Jeffreys, B. S. Methods of Mathematical Physics, 3rd ed. Cambridge, England: Cambridge University Press, p. 29, 1988.

Kaplan, W. Advanced Calculus, 4th ed. Reading, MA: Addison-Wesley, 1992.

Piessens, R.; de Doncker, E.; Uberhuber, C. W.; and Kahaner, D. K. QUADPACK: A Subroutine Package for Automatic Integration. New York: Springer-Verlag,
1983.

Ritt, J. F. Integration in Finite Terms: Liouville's Theory of Elementary Methods. New York: Columbia University Press, p. 37, 1948.

Shanks, D. Solved and Unsolved Problems in Number Theory, 4th ed. New York: Chelsea, p. 145, 1993.

Wolfram Research. "The Integrator." http://integrals.wolfram.com/.

REFERENCED ON WOLFRAM|ALPHA

Integral

CITE THIS AS:

Stover, Christopher and Weisstein, Eric W. "Integral." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/Integral.html

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