7 Integration
7 Integration
∫ 𝒇(𝒙)𝒅𝒙 = 𝑭(𝒙) + 𝑪
𝑥 ∈ (−∞, +∞).
From above, we deduce that the set of all anti-derivatives of 𝒇(𝒙) = 𝒙𝟐 ,
𝟏 𝟑 𝟏 𝟏 𝟏
{ 𝑭1 (𝒙) = 𝒙 , 𝑭𝟐 (𝒙) = 𝒙𝟑 + 𝟓, 𝑭𝟑 (𝒙) = 𝒙𝟑 − √𝟕, … , 𝑭(𝒙) = 𝒙𝟑 + 𝑪 , … }
𝟑 𝟑 𝟑 𝟑
is called the indefinite integral of the function 𝒇(𝒙) in the interval (−∞, +∞), which is
denoted by ∫ 𝒇(𝒙)𝒅𝒙 = 𝑭(𝒙) + 𝑪
where 𝐂 is any real constant, and this explain where the terminology “ indefinite”
integral comes from.
Prof. Dr. Raad Salih Mahdi College of Oil and Gas Engineering
Example (1.3)
𝒙+𝟏
Compute the integral ∫ 𝒅𝒙
√𝒙𝟐 +𝟐𝒙−𝟕
𝟏
𝒙+𝟏
Sol (1). ∫ 𝒅𝒙=∫(𝒙 + 𝟏)(𝒙𝟐 + 𝟐𝒙 − 𝟕)−𝟐 𝒅𝒙
√𝒙𝟐 +𝟐𝒙−𝟕
𝟏
𝟏
= ∫(𝟐𝒙 + 𝟐)(𝒙𝟐 + 𝟐𝒙 − 𝟕)−𝟐 𝒅𝒙
𝟐
𝟏
𝟏 (𝒙𝟐 +𝟐𝒙−𝟕)𝟐
= 𝟏 + 𝑪 = √𝒙𝟐 + 𝟐𝒙 − 𝟕 + 𝑪.
𝟐
𝟐
→ (𝟐𝒙 + 𝟐)𝒅𝒙 = 𝒅𝒖
𝟏
→ (𝒙 + 𝟏)𝒅𝒙 = 𝒅𝒖
𝟐
𝟏 𝟏
𝒙+𝟏 𝒅𝒖 𝟏 𝟏 𝟏 𝒖𝟐
∫ 𝒅𝒙 = ∫ 𝟐 = ∫ 𝒖−𝟐 𝒅𝒖 = +𝑪
√𝒙𝟐 + 𝟐𝒙 − 𝟕 √𝒖 𝟐 𝟐 𝟏
𝟐
= √𝒖 + 𝑪 = √𝒙𝟐 + 𝟐𝒙 − 𝟕 + 𝑪.
Prof. Dr. Raad Salih Mahdi College of Oil and Gas Engineering
Exercises (1.4)
Compute the following integrals.
𝒕𝟓 +𝟐𝒕𝟐 −𝟏 𝒙𝟑 +𝒙𝟐 −𝟓𝒙+𝟑
(1) ∫ 𝒅𝒕 (2) ∫ 𝒅𝒙 (3) ∫ 𝒙𝟐 √𝒙 + 𝟏 𝒅𝒙
𝒕𝟒 𝒙−𝟏
𝟑
√𝒙− √𝒙
(4) ∫ √𝒙 (𝒙 + 𝟏) 𝒅𝒙 (5) ∫ 𝟑 𝟒 𝒅𝒙.
√𝒙 + √𝒙
Solutions:
𝒙𝟐 + 𝟐𝒙 − 𝟑
𝒙𝟑 +𝒙𝟐 −𝟓𝒙+𝟑
For (2) ∫ 𝒅𝒙:
𝒙−𝟏 𝒙 − 𝟏 𝒙𝟑 + 𝒙𝟐 − 𝟓𝒙 + 𝟑
∓𝒙𝟑 ± 𝒙𝟐
𝟐𝒙𝟐 − 𝟓𝒙 + 𝟑
∓𝟐𝒙𝟐 ± 𝟐𝒙
−𝟑𝒙 + 𝟑
±𝟑𝒙 ∓ 𝟑
0
𝒙𝟑 +𝒙𝟐 −𝟓𝒙+𝟑 𝟏
→ ∫ 𝒅𝒙 = ∫( 𝒙𝟐 + 𝟐𝒙 − 𝟑)𝒅𝒙 = 𝒙𝟑 + 𝒙𝟐 − 𝟑𝒙 + 𝑪.
𝒙−𝟏 𝟑
𝟑
√𝒙− √𝒙
For (5) ∫ 𝟑 𝟒 𝑑𝑥
√𝒙 + √𝒙
Sol. (1)
Sol. (2)
𝟏 𝟏
𝒙𝟔 − 𝒙𝟏𝟐
𝟏 𝟏 𝟏 𝟏
𝒙𝟑 + 𝒙𝟒 𝒙𝟐 − 𝒙𝟑
𝟏 𝟓
∓𝒙 ∓ 𝒙𝟐 𝟏𝟐
𝟓 𝟏
−𝒙 − 𝒙𝟏𝟐 𝟑
𝟓 𝟏
±𝒙 ± 𝒙 𝟏𝟐 𝟑
𝟎
𝟑 𝟏 𝟏 𝟕 𝟏𝟑
√𝒙− √𝒙 𝟔 𝟏𝟐
→ ∫𝟑 𝟒 𝒅𝒙 = ∫ (𝒙 − 𝒙 ) 𝒅𝒙 = 𝟕 𝒙𝟔 − 𝟏𝟑 𝒙𝟏𝟐 + 𝑪.
𝟔 𝟏𝟐
√𝒙 + √𝒙
Prof. Dr. Raad Salih Mahdi College of Oil and Gas Engineering
Definition (2.1)
A function 𝒇(𝒙) is piecewise continuous on [𝒂, 𝒃] if 𝒇(𝒙) has only a finite number of
discontinuities in [𝒂, 𝒃].
Definition (2.2)
Also, a function 𝒇(𝒙) is piecewise monotone on [𝒂, 𝒃] if for any set of points
{ 𝒙𝟏 , 𝒙𝟐 , 𝒙𝟑 , … , 𝒙𝒏−𝟏 } within (𝒂, 𝒃) satisfying
𝒂 < 𝒙𝟏 < 𝒙𝟐 < 𝒙𝟑 < ⋯ < 𝒙𝒏−𝟏 < 𝒃,
Such that 𝒇(𝒙) is monotone on each subinterval
[𝒂, 𝒙𝟏 ], [ 𝒙𝟏 , 𝒙𝟐 ], [ 𝒙𝟐 , 𝒙𝟑 ], …, [ 𝒙𝒏−𝟏 , 𝒃].
Definition (2. 3)
Let 𝒇(𝒙) be a continuous (or monotone or piecewise continuous or piecewise
monotone) function on [𝒂, 𝒃] and 𝑭(𝒙) be an anti-derivative of 𝒇(𝒙) on [𝒂, 𝒃], i.e.,
𝑭′ (𝒙) = 𝒇(𝒙) for all 𝒙 ∈ [𝒂, 𝒃]. Then the definite integral of 𝒇(𝒙) from 𝒙 = 𝒂 to
𝒃
𝒙 = 𝒃, denoted by ∫𝒂 𝒇(𝒙)𝒅𝒙, is defined by:
𝒃
𝒃
∫ 𝒇(𝒙)𝒅𝒙 = 𝑭(𝒙)] = 𝑭(𝒃) − 𝑭(𝒂)
𝒂
𝒂
Remarks (2.4)
(i) The numbers 𝒂 and 𝒃 are the lower and upper limits of the integration
(ii) The function 𝒇(𝒙) is called the integrand
(iii) 𝒅𝒙 is called the differential of 𝒙. The differential 𝒅𝒙 tells us that 𝒙 is the variable of
the integration.
(iv) The variable of integration is a dummy variable and its actual letter has no
𝒃 𝒃 𝒃
significance, i.e., ∫𝒂 𝒇(𝒙)𝒅𝒙 = ∫𝒂 𝒇(𝒖)𝒅𝒖 = ∫𝒂 𝒇(𝒕)𝒅𝒕 = ⋯etc.
(v) In the above definition, although 𝑭(𝒙) is an indefinite integral of 𝒇(𝒙) on [𝒂, 𝒃], we
see that the result 𝑭(𝒃) − 𝑭(𝒂) doesn’t contain the integral constant 𝑪, for
𝒃
∫𝒂 𝒇(𝒙)𝒅𝒙 = 𝑭(𝒙) + 𝑪]𝒃𝒂 (since 𝑭(𝒙) is anti-derivative of 𝒇(𝒙))
= (𝑭(𝒃) + 𝑪) − (𝑭(𝒂) + 𝑪) = 𝑭(𝒃) − 𝑭(𝒂).
Rules of Definite Integrals (2.5)
Let 𝒇(𝒙) and 𝒈(𝒙) be two integrable functions on a closed interval [𝒂, 𝒃]. Then
𝒃
(1) ∫𝒂 𝒌𝒅𝒙 = 𝒌(𝒃 − 𝒂) (for any real no. 𝒌)
𝒃 𝒃
(2) ∫𝒂 𝒌𝒇(𝒙)𝒅𝒙 = 𝒌 ∫𝒂 𝒇(𝒙)𝒅𝒙 (for any real no. 𝒌)
𝒃 𝒃 𝒃
(3) ∫𝒂 (𝒇(𝒙) ± 𝒈(𝒙))𝒅𝒙 = ∫𝒂 𝒇(𝒙)𝒅𝒙 ± ∫𝒂 𝒈(𝒙)𝒅𝒙
𝒂
(4) ∫𝒂 𝒇(𝒙)𝒅𝒙 = 𝟎
𝒃 𝒂
(5) ∫𝒂 𝒇(𝒙)𝒅𝒙 = − ∫𝒃 𝒇(𝒙)𝒅𝒙
𝒃 𝒄 𝒃
(6) ∫𝒂 𝒇(𝒙)𝒅𝒙 = ∫𝒂 𝒇(𝒙)𝒅𝒙 + ∫𝒄 𝒇(𝒙)𝒅𝒙, for any 𝒂 < 𝒄 < 𝒃
Prof. Dr. Raad Salih Mahdi College of Oil and Gas Engineering
𝒃 𝒃
(7) ∫𝒂 𝒇(𝒙)𝒅𝒙 ≤ ∫𝒂 𝒈(𝒙)𝒅𝒙 if 𝒇(𝒙) ≤ 𝒈(𝒙) for all 𝒙 ∈ [𝒂, 𝒃]
𝒃 𝒃
(8) |∫𝒂 𝒇(𝒙)𝒅𝒙| ≤ ∫𝒂 |𝒇(𝒙)|𝒅𝒙.
Example (2.6)
+𝟑
Evaluate the integral ∫−𝟐 |𝒙𝟐 − 𝟏|𝒅𝒙.
+𝟑 −𝟏 +𝟏 +𝟑
∫−𝟐 |𝒙𝟐 − 𝟏|𝒅𝒙 = ∫−𝟐 |𝒙𝟐 − 𝟏|𝒅𝒙 + ∫−𝟏 |𝒙𝟐 − 𝟏|𝒅𝒙 + ∫+𝟏 |𝒙𝟐 − 𝟏|𝒅𝒙
−𝟏 +𝟏 +𝟑
= ∫−𝟐 (𝒙𝟐 − 𝟏)𝒅𝒙 + ∫−𝟏 (𝟏 − 𝒙𝟐 )𝒅𝒙 + ∫+𝟏 (𝒙𝟐 − 𝟏)𝒅𝒙
𝟏 −𝟏 𝟏 +𝟏 𝟏 𝟑 +𝟑
= 𝒙𝟑 − 𝒙] + 𝒙 − 𝒙𝟑 ] + 𝒙 − 𝒙]
𝟑 −𝟐 𝟑 −𝟏 𝟑 +𝟏
𝟏 𝟖 𝟏 𝟏
= [(− + 𝟏) — (− + 𝟐)] + [(𝟏 − ) — (−𝟏 + )]
𝟑 𝟑 𝟑 𝟑
𝟏 𝟐𝟖
+ [(𝟗 − 𝟑) − ( − 𝟏)] = .
𝟑 𝟑
Examples (2.7)
Let 𝒇(𝒙) be a function defined on any closed an bounded interval [𝟏, 𝟑] by
𝟏 , 𝒊𝒇 𝒙 𝒊𝒔 𝒓𝒂𝒕𝒊𝒐𝒏𝒂𝒍 𝒏𝒖𝒎𝒃𝒆𝒓
𝒇(𝒙) = { .
𝟎 , 𝒊𝒇 𝒙 𝒊𝒔 𝒊𝒓𝒓𝒂𝒕𝒊𝒐𝒏𝒂𝒍 𝒏𝒖𝒎𝒃𝒆𝒓
Since between any two rational numbers there is an irrational number, therefore 𝒇(𝒙) is
neither continuous (piecewise continuous) nor monotone (piecewise monotone)
within[𝟏, 𝟑].
Later, we will use Darboux’s Upper and Lower Sums to show that 𝒇(𝒙) is not Darboux
itegrable on [𝟏, 𝟑] and hence not Riemann integrable on [𝟏, 𝟑].