VNUHCM – INTERNATIONAL UNIVERSITY

Chapter 4: Integration
CALCULUS I
Lecturer: Nguyen Thi Thu Van, PhD

Slides are adapted based on the lecture slides of Dr. Nguyen Minh Quan

Nguyen Thi Thu Van Chapter 4: Integration VNUHCM–IU 2022 – 2023 1 / 79

 Contents

1 Areas under Curves

2 The Definite Integral and its properties

3 The Fundamental Theorem of Calculus

4 Techniques of Integration

5 Approximate Integration

6 Improper Integrals

7 Homework

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 Areas under Curves

Introduction
In Chapter 2 we learnt about differentiation. Given a total quantity,
differentiation allows us to find its rate of change by taking its
derivative.

In this chapter, we study the reverse process: given a rate of change,

integration allows us to find a total quantity.

Do we have any connection between differentiation and integration?

Integral and differential calculus are connected by The Fundamental

Theorem of Calculus (FTC) which connects them.

Integration has various of applications such as measuring area,

volume,... It thus is related to measure the area under the curve.

References: Chapter 4 and Chapter 7, Calculus 8th, by J. Stewart

2016.
Nguyen Thi Thu Van Chapter 4: Integration VNUHCM–IU 2022 – 2023 3 / 79
 Areas under Curves

1. Areas under Curves

Assume that a car was moving with constant velocity v (m/s) during
the time t1 and t2 . Then the distance that this car traveled on [t1 , t2 ]
is S = v × (t2 − t1 ).

This quantity equals to the area bounded by the horizontal line y = v

and the two vertical lines x = t1 , x = t2 .

When the velocity of the car is not constant; that is, v varies in time
v = v (t). What is the distance traveled by this car?
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 Areas under Curves

1. Areas under Curves

The previous example is related to a fundamental problem of calculus:
given a nonnegative continuous function y = f (x), find the area S of the
region R lying under the graph of f , above the x-axis and between the
vertical lines x = a and x = b, where a < b.

Nguyen Thi Thu Van Chapter 4: Integration VNUHCM–IU 2022 – 2023 5 / 79

 Areas under Curves

1. Areas under Curves

The idea behind the computing this area is that we can effectively
compute such quantities by breaking it into small pieces and then
summing the contributions from each piece.
We divide [a, b] into N closed subinterval so that
a = x0 < x1 < x2 < ... < xn−1 < xN = b
and
∆x := xk − xk−1 = (b − a)/N → 0 as N → ∞.
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 Areas under Curves

1. Areas under Curves

The set P = {x0 , x1 , ..., xN−1 , xN } is called a partition of [a, b].

In each subinterval [xi−1 , xi ], we select an arbitrary point xi∗ ,
i = 1, .., n. The area of a i th rectangle with height f (xi∗ ) and width
∆x is f (xi∗ ) ∆x.
We approximate the area S by summing the areas of all the
N
f (xi∗ ) ∆x. This sum is called Riemann sum. As
P
rectangles: SP =
i=1
N → ∞, the area of the rectangles
Nguyen Thi Thu Van
becomes closer
Chapter 4: Integration
to S.
VNUHCM–IU 2022 – 2023 7 / 79
 Areas under Curves

1. Areas under Curves

Definition
The area S of the region under a nonnegative, continuous function f is the
limit of the sum of the areas of approximating rectangles:
N
X
S = lim SP = lim f (xi∗ ) ∆x
N→∞ n→∞
i=1

Note: It can be shown that if f is continuous, this limit always exists.

Nguyen Thi Thu Van Chapter 4: Integration VNUHCM–IU 2022 – 2023 8 / 79

 Areas under Curves

2. The Definite Integral

Definition
The definite integral of a nonnegative, continuous function f over [a, b] is
the limit of Riemann sums (that is, the limit of the sum of the areas of
approximating rectangles) and is denoted by the integral sign:

Zb N
X
f (x)dx = lim SP = lim f (xi∗ ) ∆x
N→∞ N→∞
a i=1

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 Areas under Curves

2. The Definite Integral

Example
R1
Set up an expression for xdx as a limit of sums and evaluate the limit.
0

Solution
Choose xi∗ = xi = i/N, ∆x = 1/N, i = 1, .., N (xi∗ are right endpoints).
N
f Ni N1 . Therefore,
P

The Riemann sum is
i=1
Z1 N   N
X i 1 X i 1
xdx = lim f = lim
N→∞ N N N→∞ NN
0 i=1 i=1

Thus,
Z1 N
1 X N (N + 1) 1
xdx = lim i = lim =
N→∞ N 2 N→∞ 2N 2 2
0 i=1
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 The Definite Integral and its properties

2. The Definite Integral

Now we generalize further, removing the restrictions that f must be
nonnegative. Assume that f is continuous on the closed, finite interval
[a; b]. If f (x) is nonnegative, then the definite integral is not equal to an
area in the usual sense, but we may interpret it as the "signed area"
between the graph and the x-axis.
Signed area (net area) is defined as the difference of the area above x-axis
and the area below x-axis.

Zb
f (x)dx = net area
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 The Definite Integral and its properties

2. The Definite Integral

Theorem
If f is continuous on [a, b] then f is integrable on [a, b].

Definition
The definite integral of an integrable function f over [a, b] is the limit of
Riemann sums (that is, the limit of the sum of the areas of approximating
rectangles) and is denoted by the integral sign:

Zb N
X
f (x)dx = lim SP = lim f (ci ) ∆xi
N→∞ N→∞
a i=1

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 The Definite Integral and its properties

2. The Definite Integral

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 The Definite Integral and its properties

Properties of the Definite Integral

If f and g are integrable on an interval containing a, b and c.

Ra
a f (x)dx = 0.
Rb Ra
a f (x)dx = − b f (x)dx.
Rb Rb Rb
a [αf (x) + βg (x)]dx = α a f (x)dx + β a g (x)dx.
Rb Rc Rc
a f (x)dx + b f (x)dx = a f (x)dx.
Rb Rb
If f (x) ⩽ g (x) and a ⩽ b then a f (x)dx ⩽ a g (x)dx.
Rb Rb
If a ⩽ b then a f (x)dx ⩽ a |f (x)|dx
Ra
If fodd is an odd function then −a fodd (x)dx = 0.
Ra Ra
If feven is an even function then −a feven (x)dx = 2 0 feven (x)dx.

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 The Definite Integral and its properties

Properties of the Definite Integral

Example
Use the properties of integrals to evaluate

Z3
1 + x 3 dx

−3

Solution

Z3 Z3 Z3
3
x 3 dx = 6


1+x dx = 1dx +
−3 −3 −3

Since the first integral is the area of the rectangle of the sides 6 and 1. the
second integral is zero due to the the fact that x 3 is an odd function.

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 The Definite Integral and its properties

The Mean Value Theorem for Integrals

Theorem
If f is continuous on [a, b] then there exists c ∈ [a, b] such that
Z b
f (x)dx = f (c)(b − a)
a

Definition
The value f (c) is called the average value or mean value of f on [a, b],

Zb
1
fav = f (c) = f (x)dx.
b−a
a

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 The Definite Integral and its properties

The Mean Value Theorem for Integrals

Example
Find the mean (average) value of the function f (x) = 1 + x 3 on the
interval [−3, 3].

Solution
The average value is

Z3
1
1 + x 3 dx = 1


3 − (−3)
−3

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 The Fundamental Theorem of Calculus

The Fundamental Theorem of Calculus

Calculating integrals by taking the limit of Riemann sums is often

long and difficult.

There is a more effective way to calculate integrals. This effective way

is based on the relationship between integration and differentiation
which is called the Fundamental Theorem of Calculus (FTC).

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 The Fundamental Theorem of Calculus

The Fundamental Theorem of Calculus

Suppose that f is continuous on an interval I containing the point a.

(a) Let a function F (x) be defined on I by
Zx
F (x) = f (t)dt
a

Then F is an antiderivative of f , i.e., F ′ (x) = f (x).

(b) Newton-Leibniz formula. If G is any antiderivative of f on I , then
for any b in I we have

Zb
f (x)dx = G (b) − G (a) := G (x)|ba
a

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 The Fundamental Theorem of Calculus

The Fundamental Theorem of Calculus

Example
(a) Find the average value of f (x) = 1 + x on [−3, 3].
Rx 2
(b) Find the derivatives of A (x) = e −t dt.
2
Rx 3 2
(c) Find the derivatives of B (x) = e −t dt.
0

Solution
(a) The average value is

Z3
1
(1 + x) dx = 1
3 − (−3)
−3

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 The Fundamental Theorem of Calculus

The Fundamental Theorem of Calculus

Solution (Cont.)
2 2
(b) Using FTC for f (t) = e −t , we have A′ (x) = e −x .

2 Rx 2
(c) Let F be an antiderivative of e −t , i.e, F (x) = e −t dt for any
a
2
constant a. We have F ′ (x) = e −x and

Zx 3
2
B (x) = e −t dt = F (x 3 ).
0

d d 6
F x 3 = 3x 2 F ′ x 3 = 3x 2 e −x .




Thus, B(x) =
dx dx

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 The Fundamental Theorem of Calculus

The Fundamental Theorem of Calculus

Example
R 1 5 √
(a) Find 0 (2x + 2 x − 1) dx.

(b) Find the area under the curve y = 1/x 2 and above y = 0 between
x = 1 and x = 2.

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 The Fundamental Theorem of Calculus

Table of indefinite integral

Table of antiderivatives or indefinite integral

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 The Fundamental Theorem of Calculus

Practical Application: Finding Total Change

Theorem
If F (x) is a total quantity and f = dF /dx is its rate of change, then the
integral of a rate of change is the total change

Zb Zb
dF
f (x)dx = dx = F (b) − F (a)
dx
a a

Example of practical applications

1. If the rate of growth of a population is dP/dt, then the increase in
population during the time period from t1 to t2 is

Zt2
dP
dt = P (t2 ) − P (t1 )
dt
t1

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 The Fundamental Theorem of Calculus

Practical Application: Finding Total Change

Example of practical applications

2. If C (x) is the cost of producing x units of a commodity, then the cost
of increasing production from x1 to x2 is
Zx2
C’ (x) dx = C (x2 ) − C (x1 )
x1

3. If an object move along a straight line with position function s(t), then
its velocity is v (t) = s ′ (t), so the change of position (displacement) of the
object during the time period from t1 to t2 is

Zt2
v (t) dt = s (t2 ) − s (t1 )
t1

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 The Fundamental Theorem of Calculus

Practical Application: Finding Total Change

Rt2
Note that the total distance traveled during t1 and t2 is |v (t) |dt.
t1

Example of practical applications

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

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 The Fundamental Theorem of Calculus

Practical Application: Finding Total Change

Example of practical applications

A particle moves along a line so that its velocity at time t is
v (t) = t 2 − t − 6 (m/s).
(a) Find the displacement of the particle during the time period 1 ≤ t ≤ 4.
(b) Find the distance traveled during this time period.

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 The Fundamental Theorem of Calculus

Practical Application: Newton’s Law of Cooling

Newton’s Law of Cooling: Let T (t) be the temperature of the
object at time t and Ts be the temperature of the surroundings
(Ts < (T (t)), then
dT
= −k (T − Ts )
dt
where k is a positive constant.
That is, the rate of cooling of an object is proportional to the
temperature difference between the object and its surroundings.

Find T (t)? Integrating the (differential) equation,

Z Z
dT
= k dt ⇒ ln (T − Ts ) = −kt + ln (T (0) − Ts )
T − Ts
This implies
T (t) = Ts + (T (0) − Ts ) e −kt
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 The Fundamental Theorem of Calculus

Practical Application: Newton’s Law of Cooling

Example: Newton’s Law of Cooling
A detective found a corpse in a motel room at midnight and its
temperature was 80o F. The temperature of the room is kept constant at
60o F. Two hours later the temperature of the corpse dropped to 75o F.
Find the time of death. Note that the temperature of a normal person is
98.6o F (37o C).

Solution
Let T (t) be the temperature of the corpse at time t. We have
T (t) = Ts + (T (0) − Ts ) e −kt . Thus, at t = 2:
 
1 75 − 60
T (2) = 60 + (80 − 60) e −2k = 75 ⇒ k = − ln = 0.1438
2 80 − 60
−ktd = 98.6.
 − 60) e
At time of death: T (td) = 60 + (80
98.6 − 60
Therefore, td = − k1 ln = −4.57 hours.
80 − 60
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 Techniques of Integration

Substitution Method
Substitution Rule
Z Z
′
f (u (x)) u (x)dx = f (u) du =F (u (x)) + C

where F is an anti-derivative of f , that is, F ′ (x) = f (x).

Example
3x 2 cos x 3 dx.
R

Evaluate

Solution

Let u = x 3 ⇒ du = 3x 2 dx.
Applying the substitution rule:
Z Z
3x cos x dx = cos (u) du = sin u + C = sin x 3 + C .
2 3

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 Techniques of Integration

Substitution Method

Example

5
2x x 2 + 9
R
Evaluate dx.

Solution
Step 1. Choose the function u and compute du.
Let u = x 2 + 9 then du = 2xdx.
Step 2. Rewrite the integral in terms of u and du , and evaluate
Z Z

5 1
2x x + 9 dx = u 5 du = u 6 + C
2
6
Step 3. Express the final answer in terms of x
Z

5 1 2
6
2x x 2 + 9 dx = x + 9 + C.
6

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 Techniques of Integration

Substitution Method

Example
√ x
R
Evaluate 1−4x 2
dx.

Solution
1
Let u = 1 − 4x 2 . Thus du = −8xdx, so xdx = − du
8
1 √

Z Z Z
x 1 1 1
√ dx = − √ du = − u −1/2 du = − 2 u + C
1 − 4x 2 8 u 8 8
Therefore, Z
x 1p
√ dx = − 1 − 4x 2 + C .
1 − 4x 2 4

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 Techniques of Integration

Substitution Method
Exercises
Using substitution method to evaluate
R 3x 2 + 6x
1. dx
(x 3 + 3x 2 + 9)4
R 2
4
x + 2x x 3 + 3x 2 + 1 dx


2.
3. e 3x dx
R

2
4. xe x +1 dx
R
R √
5. x 5 1 + x 2 dx
6. cos3 x sin xdx
R

R tan−1 x
7. dx
1 + x2
R (ln x)2
8. dx. [u = ln x]
x Thi Thu Van
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 Techniques of Integration

Substitution Method For Definite Integrals

Change of Variables Formula for Definite Integrals

If u(x) is differentiable on [a, b] and f (x) is integrable on the range of
u(x), then
Zb u(b)
Z
′
f (u (x)) u (x) dx = f (u) du
a u(a)

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 Techniques of Integration

Substitution Method For Definite Integrals

Example
R2 √
Evaluate x 2 x 3 + 1dx.
0

Solution
Let u = x 3 +√ 1, thus du 1= 3x 2 dx.
2 √
We have x x 3 + 1 = 3 udu.
x = 0 ⇒ u (0) = 1
x = 2 ⇒ u (2) = 9
Therefore,
Z2 9
9
1 √
Z
p
2 2 52
x x 3 + 1dx = udu = u 3/2 =
3 9 1 9
0 1

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 Techniques of Integration

Exercises (Change of Variables)

Use the Change of Variables Formula to evaluate the definite integral 1-4.
R6 √
1. x + 3dx.
1

R4 √
2. x x 2 + 9dx.
0

π/2
cos3 x sin xdx.
R
3.
0

Re 4 dx
4. √ .
e x ln x
1
R1 dt Ra dt
5. Prove that = .
a 1 + t2 1 1+t
2
1
R1 dt Ra du
Hint:Nguyen
Let Thi
u= Van →
Thu 1/t 2
= .
Chapter 4: Integration
2 VNUHCM–IU 2022 – 2023 36 / 79
 Techniques of Integration

Integration by parts

Integration by parts
Z Z
u (x) v ′ (x) dx = u (x) v (x) − u ′ (x) v (x) dx

Or Z Z
udv = uv − vdu

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 Techniques of Integration

Integration by parts

Example
R
Evaluate x sin xdx

Solution
 
u=x du = dx
Let ⇒
dv = sin xdx v = − cos x
Z Z Z
x sin xdx = udv = uv − vdu

Thus,
Z Z
x sin xdx = −x cos x + cos xdx = −x cos x + sin x + C

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 Techniques of Integration

Integration by parts

Example
R
Evaluate ln xdx

Solution

du = x1 dx
 
u = ln x
Let ⇒
dv = dx v =x
Z Z Z
ln xdx = udv = uv − vdu

Thus, Z Z
ln xdx = x ln x − dx = x ln x − x + C

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 Techniques of Integration

Integration by parts

Example
x 2 e x dx
R
Evaluate

Solution

u = x2
 
du = 2xdx
Let ⇒
dv = e x dx v = ex
Z Z Z
2 x
x e dx = udv = uv − vdu
Z Z
2 x 2 x
x e dx = x e − 2 xe x dx

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 Techniques of Integration

Integration by parts

Solution(Cont.)

xe x dx
R
Evaluate
 
u=x du = dx
Let ⇒
dv = e x dx v = ex
Z Z Z
x
xe dx = udv = uv − vdu
Z Z
x x
xe dx = xe − e x dx = xe x − e x + C

Therefore, Z
x 2 e x = x 2 e x − 2xe x + 2e x + C1

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 Techniques of Integration

Integration by parts

Integration by parts for definite integrals

Zb Zb
′
u (x) v (x) dx = u (x) v (x)|ba − u ′ (x) v (x) dx
a a

Example
Find the area of the region bounded by the curve y = tan−1 x, the x-axis,
and the lines x = 0 and x = 1.

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 Techniques of Integration

Trigonometric Integrals

Trigonometric Substitution
Evaluate Z
sinm x cosn xdx

Method:
If either m or n is odd, positive integer, the integral can be done
easily by substitution.

If the power of sin x and cos x are both even, then we can make use
of the double-angle formulae
1 + cos 2x 1 − cos 2x
cos2 x = , and sin2 x =
2 2

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 Techniques of Integration

Trigonometric Integrals
Examples
Evaluate the following integrals:
Z
1. sin4 x cos3 xdx
Z
2. sin4 x dx
Z
3. tan xdx
Z
cos x + sin 2x
4. dx
sin x
cos5 x
Z
5. √ dx
sin x
√

sin3 x
Z
6. √ dx
x
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 Techniques of Integration

Trigonometric Integrals
Example: Trigonometric Inverse Substitutions

Example
1. Evaluate
Z1/2 p
x 2 1 − x 2 dx
0
2. Z
dx
√
4 + x2
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 Techniques of Integration

The Method of Partial Fractions

Z
P (x)
Find dx where P(x) and Q(x) are polynomials (a ratio of
Q (x)
P(x)
polynomials)? We rewrite Q(x) as

P (x) R (x)
= S (x) +
Q (x) Q (x)

where deg (R) < deg (Q).

Example
x3 + x
Z Z  
2
dx = x2 + x + 2 + dx
x −1 x −1
x3 x2
= + + 2x + 2 ln |x − 1| + C
3 2

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 Techniques of Integration

The Method of Partial Fractions

Case 1: The denominator Q(x) is a product of distinct linear factors (no

factor is repeated).

Q (x) = (a1 x + b1 ) (a2 x + b2 ) ... (ak x + bk )

In this case the partial fraction theorem states that there exist constants
A1 , .., Ak such that

R (x) A1 A2 Ak
= + + ... +
Q (x) a1 x + b1 a2 x + b2 ak x + bk

Example
Z
x +5
Evaluate
x2 +x −2

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 Techniques of Integration

The Method of Partial Fractions

Solution
Note that
x +5 x +5 A B
= := +
x2
+x −2 (x − 1) (x + 2) x −1 x +2

A+B =1
x + 5 = A (x + 2) + B (x − 1) .This implies
2A − B = 5
⇒ A = 2, B = −1
Thus, Z Z  
x +5 2 1
dx = − dx =
x2 + x − 2 x −1 x +2
= 2 ln |x − 1| − ln |x + 2| + C .

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 Techniques of Integration

The Method of Partial Fractions. Case 1.

Exercises
Evaluate Z
cos xdx
2
sin x − 3 sin x + 2

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 Techniques of Integration

The Method of Partial Fractions

Case 2: Q(x) is a product of linear factors, some of which are repeated.
x3 − x + 1 A B C D
Example: 2
= + 2+ + .
2
x (x − 1) x x x − 1 (x − 1)2

Example
x 4 − 2x 2 + 4x + 1
Z
Evaluate dx
x3 − x2 − x + 1

Hint:
x 4 − 2x 2 + 4x + 1 4x
=x +1+ 3
x3 − x2 − x + 1 x − x2 − x + 1
4x 4x A B C
3 2
= 2
= + 2
+
x −x −x +1 (x − 1) (x + 1) x − 1 (x − 1) x +1
A = 1, B = 2, C = −1
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 Techniques of Integration

The Method of Partial Fractions

Case 3: Q(x)contains irreducible quadratic factors, none of which is
repeated.
If Q(x) has the factor ax 2 + bx + c, where b 2 − 4ac < 0, then the
Ax + B
expression for R(x)/Q(x) will have a term of the form 2
ax + bx + c
where A and B are constants to be determined.
Example
−2x + 4
Z
dx
(x 2 + 1) (x − 1)

Answer:
1
− ln x 2 + 1 − 3 arctan (x) + ln |x − 1| + C


2

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 Approximate Integration

Approximate Integration

How to evaluate the following integral

Z1
sin x 2 dx =?

The 2
√ antiderivatives of some functions, like sin(x ), 1/ln(x), and
4
1 + x , have no elementary formulas. When we cannot find a
workable antiderivative for a function f that we have to integrate. We
can partition the interval of integration, replace f by a closely fitting
polynomial on each subinterval, integrate the polynomials, and add
the results to approximate the integral of f .

This procedure is an example of numerical integration.

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 Approximate Integration

Midpoint Rule
Rb
Assume we want to approximate the following integral f (x)dx. We
a
b−a
divide [a, b] into n subintervals of equal length ∆x = n . Denoting
xk = a + i∆x, i = 0, 1, 2, .., n.
Midpoint Rule
Zb
f (x)dx ≈ Mn = ∆x [f (x̄1 ) + f (x̄2 ) + ... + f (x̄n )]
a
1
where x̄i = 2 (xi−1 + xi ) = midpoint of [xi−1 , xi ]

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 Approximate Integration

Midpoint Rule
Example
R2 dx
Use the Midpoint Rule with n = 5 to approximate the integral x .
1

Solution
Noting that a = 1, b = 2, n = 5, ∆x = 0.2; x0 = 1, x1 = 1.2, x2 = 1.4, x3 =
1.6, x4 = 1.8, x5 = 2.
Z2
dx
≈ ∆x [f (1.1) + f (1.3) + f (1.5) + f (1.7) + f (1.9)] ≈ 0.69191
x
1

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 Approximate Integration

The Trapezoidal Rule

Rb
The n-subinterval Trapezoid Rule approximation to f (x)dx is given by
a
Zb
∆x
f (x)dx ≈ Tn = [f (x0 ) + 2f (x1 ) + ... + 2f (xn−1 ) + f (xn )]
2
a
b−a
where ∆x = n and xi = a + i∆x.

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 Approximate Integration

The Trapezoidal Rule

Example
R2
Use the Trapezoidal Rule with n = 4 to approximate the integral x 2 dx.
1

Solution
Noting that a = 1, b = 2, n = 4, ∆x = 1/4; x0 = 1, x1 = 5/4, x2 =
6/4, x3 = 7/4, x4 = 2.
1
[f (x0 ) + 2f (x1 ) + 2f (x2 ) + 2f (x3 ) + f (x4 )]
T4 =
8
       
1 25 36 49 75
T4 = 1+2 +2 +2 +4 = = 2.34375
8 16 16 16 32

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 Approximate Integration

The Simpson’s Rule

Zb
The Simpson’s Rule approximation to f (x)dx based on an even number
a
n of subintervals of equal length is

∆x
Sn = [f (x0 ) + 4f (x1 ) + 2f (x2 ) + .. + 2f (xn−2 ) + 4f (xn−1 ) + f (xn )]
3
b−a
where ∆x = and xi = a + i∆x.
n
In other words,
∆x
Sn = [f (xend ) + 4f (xodd ) + 2f (xeven )]
3

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 Approximate Integration

The Simpson’s Rule

Example
R2
Use the Simpson’s Rule with n = 4 to approximate the integral 5x 2 dx.
0

Solution
a = 0, b = 2, n = 4, ∆x = 1/2; x0 = 0, x1 = 1/2, x2 = 1, x3 = 3/2, x4 = 2.

∆x
S4 = [f (x0 ) + 4f (x1 ) + 2f (x2 ) + 4f (x3 ) + f (x4 )]
3
     
1 5 45 40
S4 = 0+4 + 2 (5) + 4 + 20 = .
6 4 4 3

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 Approximate Integration

Approximate Integration

Exercises
R2 dx
1. Calculate the Trapezoid Rule approximations T4 , T8 and T16 for .
1 x

R2 dx
2. Calculate the Simpson’s Rule approximations S4 , S8 and S16 for .
1 x
Compute the exact errors if we know the value of the integral
R2 dx
= ln 2 = 0.69314718....
1 x

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 Improper Integrals

Improper Integrals
Up to now, we have required definite integrals to have two properties.
First, that the domain of integration [a, b] be finite. Second, that the
range of the integrand be finite on this domain.

In practice, we may encounter problems that fail to meet one or both

of these conditions. In either case the integral is called an improper
integral.

The integral for the area under the curve y = 1/x 2 from x = 1 to
x = ∞ is an example for which the domain is infinite.

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 Improper Integrals

Improper Integrals of Type 1 (Infinite Intervals)

Let consider the area A under the curve y = 1/x 2 from x = 1 to x = ∞.
The area of the part of that lies to the left of the line x = t is
Zt t
dx 1 1
A (t) = 2
=− =1−
x x 1 t
1

We define A as the limit of A(t) as t → ∞: A = lim A (t) = 1 sq.unit.

t→∞
R∞ dx dx
Rt
Thus, it is reasonable to define x2
= lim 2.
1 t→∞ 1 x

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 Improper Integrals

Improper Integrals of Type 1 (Infinite Intervals)

Definition
Integrals with infinite limits of integration are improper integrals of Type I .

R∞ Rb
If f is continuous on [a, ∞), then f (x)dx = lim f (x)dx.
a b→∞ a

Rb Rb
If f is continuous on [−∞, b), then f (x)dx = lim f (x)dx.
−∞ a→−∞ a

If f (x) is continuous on (−∞, ∞), then

Z∞ Zc Z∞
f (x)dx = f (x)dx + f (x)dx.
−∞ −∞ c

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 Improper Integrals

Improper Integrals of Type 1 (Infinite Intervals)

Example
R∞
Evaluate I = e −x/2 dx.
0

Solution
By definition

Zb  
b  
−x/2 −x/2
I = lim e dx = lim −2e = lim 2 − 2e −b/2 = 2.
b→∞ b→∞ 0 b→∞
0

Note that an improper integral is called convergent if the limit exists as a

finite number, and divergent otherwise.

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 Improper Integrals

Improper Integrals of Type 1 (Infinite Intervals)

Example
Z∞
2x − 1
Evaluate I = dx.
e 3x
0

Solution
Applying the technique of integration by parts and by the definition of
improper integral, we obtain:

Z∞ Zt  
2x − 1 −3x 1 − 2t 2 1
dx = lim (2x − 1)e dx = lim − 3t −
e 3x t→∞ t→∞ 3e 3t 9e 9
0 0

1
Therefore, I = − .
9
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 Improper Integrals

Improper Integrals of Type 1 (Infinite Intervals)

Example
+∞
R 2 arctan 2x
Evaluate I = dx
0 1 + 4x 2

Solution
Applying the technique of substitution, we obtain:

Zt Z 2t
arctan
2 arctan 2x
u = arctan 2x, I = lim dx = lim udu
t→+∞ 1 + 4x 2 t→+∞
0 0

arctan 2t
( )
u2 π2
= lim = .
t→+∞ 2 0 8

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 Improper Integrals

Improper Integrals of Type 1 (Infinite Intervals)

Example
Z∞
ln x
Evaluate dx.
x3
1
Hint Using the technique of integration by parts

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 Improper Integrals

Improper Integrals of Type 1 (Infinite Intervals)

Example
Z∞
Evaluate xe −x dx.
0
Hint Using the technique of integration by parts

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 Improper Integrals

Improper Integrals of Type 1 (Infinite Intervals)

Example
Z∞
dx
1. Evaluate . Hint: lim arctan x|t−t = π.
1 + x2 t→∞
−∞

Z∞
dx
2. Evaluate √ .
x
1

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 Improper Integrals

Improper Integrals of Type 1 (Infinite Intervals)

Example
Z∞
dx
For what values of p is the integral convergent?
xp
1

Hint
Z∞

∞, if p = 1
dx 
1−p − 1
= t
xp  lim , if p ̸= 1
1 t→∞ 1 − p
R∞ dx
Thus, p
is convergent for p > 1 and divergent if p ≤ 1.
1 x

Theorem
Z∞

 1
dx if p > 1
p
= p−1
x  ∞ if p ≤ 1
1
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 Improper Integrals

Improper Integrals of Type 2

Another type of improper integral arises when the integrand has a vertical
asymptote at a limit of integration.
Example
Consider the region in the first quadrant that lies under the curve
√
y = 1/ x from x = 0 to x = 1.

Z1 Z1
dx dx √

√ = lim √ = lim 2 − 2 a = 2
x a→0+ x a→0+
0 a
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 Improper Integrals

Definition of Improper Integrals of Type 2

Integrals of functions that become infinite at a point within the interval of
integration are improper integrals of Type II.
If f is continuous on (a, b] and discontinuous at a, then
Rb Rb
f (x)dx = lim+ f (x)dx.
a c→a c
If f is continuous on [a, b) and discontinuous at b, then
Rb Rc
f (x)dx = lim f (x)dx.
a c→b − a
If f (x) is discontinuous at c, where a < c < b, and continuous on
[a, c) ∪ (c, b], then

Zb Zc Zb
f (x)dx = f (x)dx + f (x)dx.
a a c

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 Improper Integrals

Improper Integrals of Type 2

Example
R5 1
Evaluate √ dx
2 x −2

Solution

Z5 Z5  √ √
1 1 5

√ dx = lim+ √ dx = lim+ 2 x − 2 b = 2 3
x −2 b→2 x −2 b→2
2 b

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 Improper Integrals

Improper Integrals of Type 2

Example
R3 dx
Evaluate if possible.
0 x −1

Solution
1
Observe that the integrand has an infinite discontinuity at x = 1.
x −1
R3 dx R1 dx R3 dx
By definition c: = + . On the other hand,
0 x −1 0 x −1 1 x −1
R1 dx Rt dx
= lim = lim ln |x − 1||t0
0 x − 1 −
t→1 0 x − 1 t→1−
1
R dx
⇒ = lim (ln |t − 1| − ln |−1|) = −∞.
0 x −1 t→1−
R1 dx R3 dx
Thus, diverges and hence x−1 diverges.
0 x −1 0
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 Improper Integrals

Improper Integrals of Type 2

Example (Cont.)
Warning The following "solution" is NOT correct.

Z3
dx
= ln |x − 1||30 = ln 2
x −1
0

The reason is that there is a infinite discontinuity at x = 1 (this leads to

the fact that the Fundamental Theorem of Calculus is not satisfied).

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 Improper Integrals

Exercises (For Improper Integrals of Type 2)

Z3
dx
1. Evaluate .
(x − 1)2/3
0

Z1
dx
2. Evaluate √ .
1 − x2
0

Z1
dx
3. Evaluate √ .
x
0

Z1
dx
4. Evaluate .
x2
0

Z1
5. Evaluate ln xdx.
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 Improper Integrals

Comparison Test

Theorem
Suppose that f and g are continuous functions with f (x) ⩾ g (x) ⩾ 0 for
x ⩾ a.
Z∞ Z∞
If f (x) dx is convergent, then g (x) dx is convergent.
a a
Z∞ Z∞
If g (x) dx is divergent, then f (x) dx is divergent.
a a

Note: The Comparison Test is also valid for improper integrals of type 2.

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 Improper Integrals

Comparison Test
Example
Z∞
2
Show that e −x dx is convergent.
0

Solution
Z∞ Z1 Z∞
−x 2 −x 2 2
e dx = e dx + e −x dx
0 0 1
R1 2 R1 R1 2
e −x dx ⩽ e 0 dx = 1 ⇒ e −x dx is convergent.
0 0 0
2
We note that e −x ⩽ e −x (∀x ⩾ 1) and
R∞ −x Rt
e dx = lim e −x dx = e −1 : convergent.
1 t→∞ 1
R∞ 2 R∞ 2
By Comparison Theorem, e −x dx is convergent, so is e −x dx.
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 Improper Integrals

Exercises
Determine whether each integral is convergent or divergent.
Z∞
sin2 x sin2 (x) 1
1. 2
dx. Hint: 0 ⩽ 2 ⩽ 2.
x +1 x +1 x
1
Z∞
2
2. xe −x dx. Hint: Substitution.
0
Z∞
x +1
3. dx. Hint: Divergent by the Comparison Test.
x 2 + 2x
1
Z∞
ln x
4. dx. Hint: Integration by parts.
x
1
Z∞
dx
5. . Answer: π/4.
4x 2 + 4x + 5
−∞
–End of Chapter 4. Thank you!–
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 Homework

HOMEWORK

(1) Integrals: Exs. 11–30, pages 349–350 (see 4.2–4.5)

(2) Numerical integration: Exs. 7–18, page 564 (see 7.7)

(3) Improper integrals: Exs. 5–46, pages 574–575 (see 7.8)

(4) Fundamental theorem of Calculus: Exs. 7–18, page 327 (see 4.3)

James Stewart: Calculus, 8th edition, Cengate learning (2016)

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