Integrals 5

5.4 The Fundamental Theorem of Calculus

The Fundamental Theorem of Calculus
The Fundamental Theorem of Calculus is appropriately
named because it establishes a connection between the two
branches of calculus: differential calculus and integral
calculus.

It gives the precise inverse relationship between the

derivative and the integral.

3
The Fundamental Theorem of Calculus
The first part of the Fundamental Theorem deals with
functions defined by an equation of the form

where f is a continuous function on [a, b] and x varies

between a and b. Observe that g depends only on x, which
appears as the variable upper limit in the integral. If x is a
fixed number, then the integral is a definite number.

If we then let x vary, the number also varies and

defines a function of x denoted by g(x).
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The Fundamental Theorem of Calculus
If f happens to be a positive function, then g(x) can be
interpreted as the area under the graph of f from a to x,
where x can vary from a to b. (Think of g as the “area so far”
function; see Figure 1.)

Figure 1

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Example 1 – A Function Defined as an Integral
If f is the function whose graph is shown in Figure 2 and
find the values of g(0), g(1), g(2), g(3), g(4),
and g(5). Then sketch a rough graph of g.

Figure 2

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Example 1 – Solution
First we notice that .

From Figure 3(i) we see that g(1) is the area

of a triangle:

= (1  2) = 1
Figure 3(i)

To find g(2) we again refer to Figure 3(ii) and

add to g(1) the area of a rectangle:

Figure 3(ii)
= 1 + (1  2) = 3
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Example 1 – Solution cont’d

We estimate that the area under f from 2 to 3 is about 1.3, so

 3 + 1.3 = 4.3
For t  3, f(t) is negative and so we start subtracting areas:
Figure 3(iii)

 4.3 + (–1.3) = 3.0

Figure 3(iv)
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Example 1 – Solution cont’d

 3 + (–1.3) = 1.7

Figure 3(v)
We use these values to sketch the
graph of g in Figure 4.
Notice that, because f(t) is positive
for t  3, we keep adding area for
t  3 and so g is increasing up to
x = 3, where it attains a maximum
value. For x  3, g decreases because
Figure 4

f(t) is negative.
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The Fundamental Theorem of Calculus
For the function, where a = 1 and f(t) = t2,
notice that g(x) = x2, that is, g = f. In other words, if g is
defined as the integral of f by Equation 1, then g turns out to
be an antiderivative of f, at least in this case.

And if we sketch the derivative of the function g shown in

Figure 4 by estimating slopes of tangents, we get a graph
like that of f in Figure 2. So we suspect that g = f in
Example 1 too.

Figure 2 10
The Fundamental Theorem of Calculus
To see why this might be generally true we consider any
continuous function f with f(x)  0. Then can
be interpreted as the area under the graph of f from a to x,
as in Figure 1.

In order to compute g(x) from the definition of a derivative

we first observe that, for h  0, g(x + h) – g(x) is obtained by
subtracting areas, so it is the area under the graph of f
from x to x + h (the blue area in Figure 5).

Figure 1 Figure 5
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The Fundamental Theorem of Calculus
For small h you can see from the figure that this area is
approximately equal to the area of the rectangle with
height f(x) and width h:

g(x + h) – g(x)  hf(x)

so

Intuitively, we therefore expect that

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The Fundamental Theorem of Calculus
The fact that this is true, even when f is not necessarily
positive, is the first part of the Fundamental Theorem of
Calculus.

Using Leibniz notation for derivatives, we can write this

theorem as

when f is continuous.
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The Fundamental Theorem of Calculus
Roughly speaking, this equation says that if we first integrate
f and then differentiate the result, we get back to the original
function f.

It is easy to prove the Fundamental Theorem if we make the

assumption that f possesses an antiderivative F. Then, by
the Evaluation Theorem,

for any x between a and b. Therefore

as required.
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Example 3 – Differentiating an Integral
Find the derivative of the function

Solution:
Since is continuous, Part 1 of the
Fundamental Theorem of Calculus gives

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Example 4 – A Function from Physics
Although a formula of the form may seem like
a strange way of defining a function, books on physics,
chemistry, and statistics are full of such functions.
For instance, the Fresnel function

is named after the French physicist Augustin Fresnel

(1788–1827), who is famous for his works in optics.

This function first appeared in Fresnel’s theory of the

diffraction of light waves, but more recently it has been
applied to the design of highways.

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Example 4 – A Function from Physics cont’d

Part 1 of the Fundamental Theorem tells us how to

differentiate the Fresnel function:

This means that we can apply all the methods of differential

calculus to analyze S.

Figure 6 shows the graphs of

f(x) = sin(x2/2) and the
Fresnel function

Figure 6

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Example 4 – A Function from Physics cont’d

A computer was used to graph S by computing the value of

this integral for many values of x.

It does indeed look as if S(x) is the area under the graph of f

from 0 to x [until x  1.4 when S(x) becomes a difference of
areas]. Figure 7 shows a larger part of the graph of S.

Figure 7

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Example 4 – A Function from Physics cont’d

If we now start with the graph of S in Figure 6 and think

about what its derivative should look like, it seems
reasonable that S(x) = f(x). [For instance, S is increasing
when f(x)  0 and decreasing when f(x)  0.] So this gives a
visual confirmation of Part 1 of the Fundamental Theorem of
Calculus.

Figure 6

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Differentiation and Integration as
Inverse Processes

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Differentiation and Integration as Inverse Processes

We now bring together the two parts of the Fundamental

Theorem.

We noted that Part 1 can be rewritten as

which says that if f is integrated and then the result is

differentiated, we arrive back at the original function f.
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Differentiation and Integration as Inverse Processes

We have reformulated Part 2 as the Net Change Theorem:

This version says that if we take a function F, first

differentiate it, and then integrate the result, we arrive back
at the original function F, but in the form F(b) – F(a).

Taken together, the two parts of the Fundamental Theorem

of Calculus say that differentiation and integration are
inverse processes. Each undoes what the other does.

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5.5 The Substitution Rule
The Substitution Rule
Because of the Fundamental Theorem, it’s important to be
able to find antiderivatives.

But our antidifferentiation formulas don’t tell us how to

evaluate integrals such as

To find this integral we use a new variable; we change from

the variable x to a new variable u.

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The Substitution Rule
Suppose that we let u be the quantity under the root sign in
(1): u = 1 + x2. Then the differential of u is du = 2x dx.

Notice that if the dx in the notation for an integral were to be

interpreted as a differential, then the differential 2x dx would
occur in (1) and so, formally, without justifying our
calculation, we could write

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The Substitution Rule
But now we can check that we have the correct answer by
using the Chain Rule to differentiate the final function of
Equation 2:

In general, this method works whenever we have an integral

that we can write in the form  f(g(x))g(x) dx.

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The Substitution Rule
Observe that if F = f, then

 F(g(x))g(x) dx = F(g(x)) + C
because, by the Chain Rule,
[F(g(x))] = F(g(x))g(x)

If we make the “change of variable” or “substitution” u = g(x),

then from Equation 3 we have
 F(g(x))g(x) dx = F(g(x)) + C = F(u) + C =  F(u) du
or, writing F = f, we get
 f(g(x))g(x) dx =  f(u) du
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The Substitution Rule
Thus we have proved the following rule.

Notice that the Substitution Rule for integration was proved

using the Chain Rule for differentiation.

Notice also that if u = g(x), then du = g(x) dx, so a way to

remember the Substitution Rule is to think of dx and du in (4)
as differentials.

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The Substitution Rule
Thus the Substitution Rule says: It is permissible to
operate with dx and du after integral signs as if they
were differentials.

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Example 1 – Using the Substitution Rule
Find  x3 cos(x4 + 2) dx.

Solution:
We make the substitution u = x4 + 2 because its differential
is du = 4x3 dx, which, apart from the constant factor 4, occurs
in the integral.

Thus, using x3 dx = du and the Substitution Rule, we have

 x3 cos(x4 + 2) dx =  cos u  du

=  cos u du
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Example 1 – Solution cont’d

= sin u + C

= sin(x4 + 2) + C

Notice that at the final stage we had to return to the original

variable x.

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Definite Integrals

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Definite Integrals
When evaluating a definite integral by substitution, two
methods are possible.
1st method: to evaluate the indefinite integral first and then
use the Evaluation Theorem.

For example,

2nd method: to change the limits of integration when the

variable is changed.(usually preferable)

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Definite Integrals

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Example 6 – Substitution in a Definite Integral

Evaluate .

Solution:
Let u = 2x + 1. Then du = 2 dx, so dx = du.
To find the new limits of integration we note that
when x = 0, u = 2(0) + 1 = 1
and
when x = 4, u = 2(4) + 1 = 9

Therefore
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Example 6 – Solution cont’d

Observe that when using (5) we do not return to the

variable x after integrating. We simply evaluate the
expression in u between the appropriate values of u.

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Symmetry

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Symmetry
The following theorem uses the Substitution Rule for
Definite Integrals (5) to simplify the calculation of integrals of
functions that possess symmetry properties.

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Symmetry
Theorem 6 is illustrated by Figure 4.

Figure 4

For the case where f is positive and even, part (a) says that
the area under y = f(x) from –a to a is twice the area from 0
to a because of symmetry.

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Symmetry
Recall that an integral can be expressed as the
area above the x-axis and below y = f(x) minus the area
below the axis and above the curve.

Thus part (b) says the integral is 0 because the areas

cancel.

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Example 9 – Integrating an Even Function
Since f(x) = x6 + 1 satisfies f(–x) = f(x), it is even and so

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Example 10 – Integrating an Odd Function
Since f(x) = (tan x)/(1 + x2 + x4) satisfies f(–x) = –f(x), it is
odd and so

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5.6 Integration by Parts
Integration by Parts
Every differentiation rule has a corresponding integration
rule. For instance, the Substitution Rule for integration
corresponds to the Chain Rule for differentiation. The rule
that corresponds to the Product Rule for differentiation is
called the rule for integration by parts.

The Product Rule states that if f and g are differentiable

functions, then

[f(x)g(x)] = f(x)g(x) + g(x)f(x)

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Integration by Parts
In the notation for indefinite integrals this equation becomes

 [f(x)g(x) + g(x)f(x)] dx = f(x)g(x)

or  f(x)g(x) dx +  g(x)f(x) dx = f(x)g(x)

We can rearrange this equation as

Formula 1 is called the formula for integration by parts.

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Integration by Parts
It is perhaps easier to remember in the following notation.

Let u = f(x) and v = g(x). Then the differentials are

du = f(x) dx and dv = g(x) dx, so, by the Substitution Rule,
the formula for integration by parts becomes

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Example 1 – Integrating by Parts
Find  x sin x dx.

Solution Using Formula 1:

Suppose we choose f(x) = x and g(x) = sin x. Then f(x) = 1
and g(x) = –cos x. (For g we can choose any antiderivative
of g.) Thus, using Formula 1, we have

 x sin x dx = f(x)g(x) –  g(x)f(x) dx

= x(–cos x) –  (–cos x) dx
= –x cos x +  cos x dx
= –x cos x + sin x + C
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Example 1 – Solution cont’d

It’s wise to check the answer by differentiating it. If we do so,

we get x sin x, as expected.

Solution Using Formula 2:

Let
u=x dv = sin x dx
Then du = dx v = –cos x
and so
u dv

 x sin x dx =  x sin x dx

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Example 1 – Solution cont’d

u v v du

= x (–cos x) –  (–cos x) dx

= –x cos x +  cos x dx

= –x cos x + sin x + C

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Integration by Parts
If we combine the formula for integration by parts with the
Evaluation Theorem, we can evaluate definite integrals by
parts.

Evaluating both sides of Formula 1 between a and b,

assuming f and g are continuous, and using the Evaluation
Theorem, we obtain

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5.7 Additional Techniques of Integration
Trigonometric Integrals

52
Trigonometric Integrals
We can use trigonometric identities to integrate certain
combinations of trigonometric functions.

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Example 1 – An Integral with an Odd Power of cos x

Evaluate  cos3x dx.

Solution:
We would like to use the Substitution Rule, but simply
substituting u = cos x isn’t helpful, since then du = –sin x dx.
In order to integrate powers of cosine, we would need an
extra sin x factor. (Similarly, a power of sine would require
an extra cos x factor.)

Here we separate one cosine factor and convert the

remaining cos2x factor to an expression involving sine using
the identity sin2x + cos2x = 1:

cos3x = cos2x  cos x = (1 – sin2x) cos x

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Example 1 – Solution cont’d

We can then evaluate the integral by substituting u = sin x,

so du = cos x dx and

 cos3x dx =  cos2x  cos x dx

=  (1 – sin2x) cos x dx

=  (1 – u2)du

=u– u3 + C
= sin x – sin3x + C

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Trigonometric Integrals
In general, we try to write an integrand involving powers of
sine and cosine in a form where we have only one sine
factor (and the remainder of the expression in terms of
cosine) or only one cosine factor (and the remainder of the
expression in terms of sine).

The identity sin2x + cos2x = 1 enables us to convert back

and forth between even powers of sine and cosine.

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Trigonometric Integrals
If the integrand contains only even powers of both sine and
cosine, however, this strategy fails. In this case, we can take
advantage of the half-angle identities

sin2x = (1 – cos 2x)

and cos2x = (1 + cos 2x)

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Trigonometric Substitution

58
Trigonometric Substitution
A number of practical problems require us to integrate
algebraic functions that contain an expression of the form
or .

Sometimes, the best way to perform the integration is to

make a trigonometric substitution that gets rid of the root
sign.

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Example 3
Prove that the area of a circle with radius r is r2.

Solution:
For simplicity, let’s place the circle with its center at the
origin, so its equation is x2 + y2 = r2. Solving this equation
for y, we get

Because the circle is symmetric

with respect to both axes, the
total area A is four times the area
in the first quadrant (see Figure 2).

Figure 2
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Example 3 – Solution cont’d

The part of the circle in the first quadrant is given by the

function

and so

To simplify this integral, we would like to make a substitution

that turns r2 – x2 into the square of something. The
trigonometric identity 1 – sin2 = cos2 is useful here. In
fact, because
r2 – r2 sin2 = r2(1 – sin2)
= r2cos2
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Example 3 – Solution cont’d

We make the substitution

x = r sin 

Since 0  x  r, we restrict  so that 0    /2. We have

dx = r cos  d and

because cos   0 when 0    /2.

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Example 3 – Solution cont’d

Therefore the Substitution Rule gives

This trigonometric integral is similar to the one in Example 2;

we integrate cos2 by means of the identity

cos2 = (1 + cos 2 )

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Example 3 – Solution cont’d

Thus

We have therefore proved the famous formula A = r2.

64
Partial Fractions

65
Partial Fractions
We integrate rational functions (ratios of polynomials) by
expressing them as sums of simpler fractions, called partial
fractions, that we already know how to integrate.

The following example illustrates the simplest case.

66
Example 4
Find

Solution:
Notice that the denominator can be factored as a product of
linear factors:

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Example 4 – Solution cont’d

In a case like this, where the numerator has a smaller

degree than the denominator, we can write the given rational
function as a sum of partial fractions:

where A and B are constants.

To find the values of A and B we multiply both sides of this

equation by (x + 1)(2x – 1), obtaining

5x – 4 = A(2x – 1) + B(x + 1)
or 5x – 4 = (2A + B)x + (–A + B)
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Example 4 – Solution cont’d

The coefficients of x must be equal and the constant terms

are also equal. So
2A + B = 5 and –A + B = –4

Solving this system of linear equations for A and B, we get

A = 3 and B = –1, so

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Example 4 – Solution cont’d

Each of the resulting partial fractions is easy to integrate

(using the substitutions u = x + 1 and u = 2x – 1,
respectively). So we have

70
Partial Fractions
Note 1: If the degree in the numerator in Example 4 had
been the same as that of the denominator, or higher, we
would have had to take the preliminary step of performing a
long division. For instance,

71
Partial Fractions
Note 2: If the denominator has more than two linear factors,
we need to include a term corresponding to each factor.
For example,

where A, B, and C are constants determined by solving a

system of three equations in the unknowns A, B, and C.

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Partial Fractions
Note 3: If a linear factor is repeated, we need to include
extra terms in the partial fraction expansion. Here’s an
example:

73
Partial Fractions
Note 4: When we factor a denominator as far as possible, it
might happen that we obtain an irreducible quadratic factor
ax2 + bx + c, where the discriminant b2 – 4ac is negative.

Then the corresponding partial fraction is of the form

where A and B are constants to be determined. This term

can be integrated by completing the square and using the
formula

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