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Chapter 3: Integral Calculus

CALCULUS 1

Faculty of Fundamental Science 1

Hanoi - 2021

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Department of Mathematics Chapter 3: Integral Calculus
Integral Calculus

1 3.1. The Definite Integral

2 3.2. Improper Integrals

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Department of Mathematics Chapter 3: Integral Calculus
Integral Calculus

1 3.1. The Definite Integral

2 3.2. Improper Integrals

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Department of Mathematics Chapter 3: Integral Calculus
3.1.1. Definition

Definition
Let the function f (x) be defined on [a, b].
+ Divide P the closed integral [a, b] by n points

x0 = a < x1 < ... < xn = b.

Set ∆xi = xi − xi−1 ∀i = 1, 2, ..., n, ∆P = max{∆x1 , ∆x2 , ..., ∆xn } (it is

called length of P )
+ Choose an arbitrary point (denotation ξ: goxi) ξi ∈ [xi−1 , xi ],
i = 1, 2, ..., n. Then,
n
X
σn = f (ξk )∆xk = f (ξ1 )∆x1 + f (ξ2 )∆x2 + ... + f (ξn )∆xn
k=1

is called to be Riemann sum (after the German mathematician

Bernhard Riemann 1826–1866) of f (x) on [a, b].
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Department of Mathematics Chapter 3: Integral Calculus
3.1.1. Definition

Definition
Consider the limit
I = lim σn .
∆P →0

If there exists the definite limit I, it does not depend P and choosing
ξi i = 1, 2, ..., n, then I is called the definite integral of f (x) on [a, b]
Rb R
and denoted by f (x)dx. The symbol was introduced by Leibniz
a
and is called an integral sign. It is an elongated S and was chosen
because an integral is a limit of sums. Constant a is called the lower
limit and b is the upper limit.

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Department of Mathematics Chapter 3: Integral Calculus
Remark

Remark 1
In the special case, [a, b] = [0, 1] and ∆xi = ∆x for all i = 1, 2, ..., n,
then
1 2 n
0 < < < ... < = 1.
n n n
When f (x) is integrable on [0, 1], we have

Z1
1 1 2 n 
lim f ( ) + f ( ) + ... + f ( ) = f (x)dx.
n→∞ n n n n
0

Remark 2
If f (x) is continuous, it can be proved that the limit in the definition is
defined. So, f is integrable on [a, b].

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Department of Mathematics Chapter 3: Integral Calculus
3.1.2. Properties

Let f (x), g(x) be integrable on [a, b]. Then, we have

Rb   Rb Rb
+ f (x) + g(x) dx = f (x)dx + g(x)dx.
a a a
Rb   Rb Rb
+ f (x) − g(x) dx = f (x)dx − g(x)dx.
a a a
Rb   Rb
+ kf (x) dx = k f (x)dx where k = const.
a a
Rb Rb
+ If f (x) ≤ g(x) ∀x ∈ [a, b], then f (x)dx ≤ g(x)dx.
a a

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Department of Mathematics Chapter 3: Integral Calculus
3.1.2. Properties

Rb   Rb
+ kf (x) dx = k f (x)dx where k = const.
a a
Rb Rc Rb
+ f (x)dx = f (x)dx + f (x)dx ∀c ∈ (a, b).
a a c
Rb Ra
+ f (x)dx = − f (x)dx.
a b
Rb Rb
+ | f (x)dx| ≤ |f (x)|dx.
a a
Rb Rb
+ f (x)dx = f (t)dt (it does not depend on the variables name x).
a a

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Department of Mathematics Chapter 3: Integral Calculus
Cauchy’s inequality

Let f (x), g(x) be continuous on [a, b]. Then,

 Zb 2 Zb Zb
2
f (x)g(x)dx ≤ f (x)dx. g 2 (x)dx.
a a a

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Department of Mathematics Chapter 3: Integral Calculus
The midpoint rule (The Mean Value Theorem for
Integrals)

If f (x) is continuous on [a, b] and m ≤ f (x) ≤ M ∀x ∈ [a, b], then

there is a number µ ∈ [m, M ] such that

Zb
1
µ= f (x)dx.
b−a
a

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Department of Mathematics Chapter 3: Integral Calculus
3.1.3. Evaluation Theorem (Newton-Leibnitz)

If f is continuous on the closed interval [a, b], then

Zb
f (x)dx = F (b) − F (a),
a

where F is any antiderivative of f , that is F 0 (x) = f (x). Note that the

family of all antiderivatives of f (x) is
Z
f (x)dx = F (x) + C ⇔ F 0 (x) = f (x).

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Department of Mathematics Chapter 3: Integral Calculus
Antiderivative form of indefinite integral

Z
1
xα dx = xα+1 + C với α 6= −1, C = const.
α+1
Z
1
dx = ln |x| + C.
x
Z
ex dx = ex + C.
Z
1 x
ax dx = a + C với 1 6= a > 0.
ln a
Z
sin xdx = − cos x + C.
Z
cos xdx = sin x + C.
Z
1
dx = − cot x + C.
sin2 x
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Department of Mathematics Chapter 3: Integral Calculus
Antiderivative form (continuity)

Z
1
dx = tan x + C.
cos2 x
Z
sh xdx = ch x + C.
Z
ch xdx = sh x + C.
Z
1
dx = arctan x + C.
1 + x2
Z
1 p
√ dx = ln(x + 1 + x2 ) + C.
Z 1 + x2
1 p
√ dx = ln |x + x2 − 1| + C.
Z x2 − 1
1
√ dx = arcsin x + C.
1 − x2
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Department of Mathematics Chapter 3: Integral Calculus
3.1.4. Computational methods

The Substitution Rule

Theorem
Let the function f (x) be continuous on [a, b] and the function ϕ(t)
satisfies follows:
+ ϕ(α) = a, ϕ(β) = b
+ ϕ0 (t) is continuous on [α, β]
+ ∀t ∈ [α, β] ⇒ x = ϕ(t) ∈ [a, b].
Then,
Zb Zβ
f (x)dx = f ϕ(t) ϕ0 (t)dt.

a α

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Department of Mathematics Chapter 3: Integral Calculus
Examples

Calculate the following integrals:

Z3 p
I= 9 − x2 dx.
0

Zln 3
ex dx
J= p .
(1 + ex )3
0

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Department of Mathematics Chapter 3: Integral Calculus
Examples (continuity)

Let f (x), g(x) be continuous on R.

i) Prove:
π π
Z2 Z2
f (sin x)dx = f (cos x)dx.
0 0
π
2 √
3
sin x
R
Applying for I1 = √
3 √ dx.
sin x+ 3 cos x
0
ii) Prove:
Zπ Zπ
π
xf (sin x)dx = f (sin x)dx.
2
0 0
Rπ x sin x
Applying for I2 = 1+cos2 x
dx.
0

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Department of Mathematics Chapter 3: Integral Calculus
Integration by Parts
Let u = u(x), v = v(x) be continuous on [a, b]. From the form

d(uv) = udv + vdu,

it follows formula for integration by parts:

Zb Zb
b
udv = (uv) − vdu.
a
a a

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Department of Mathematics Chapter 3: Integral Calculus
Example
Calculate
Z3 r
x
I= arcsin dx.
1+x
0
q
x
Solution: Set u = arcsin 1+x , dv = dx. Using the formula
√ 0
( u)x = 2√1 u .u0 , (arcsin u)0x = √1−u1
2
.u0x , we have du = u0 dx, v = x + 1
and  0
0 1 1 x 1 1
u =q . q = √ . .
x
1 − x+1 2 x+1 x x+1 2 x (x + 1)

Then, we get

Z3
4π √
r
x 3 1
I = (x + 1) arcsin − √ dx = ... = − 3.
1+x 0 2 x 3
0

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Department of Mathematics Chapter 3: Integral Calculus
Additional Techniques of Integration

Rational Functions
General, we need to calculate the integral (is a ratio of two
polynomials):
Zb
Pn (x)
I= dx,
Qm (x)
a

where Pn (x), Qm (x)are polynomials n-degree and m-degree

respectively.

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Department of Mathematics Chapter 3: Integral Calculus
Additional Techniques of Integration

Basis Fractions
Rβ dx
I1 = ax+b (a 6= 0).
α
Rβ dx
I2 = (ax+b)γ (a 6= 0, γ 6= 1).
α
Rβ dx
I3 = x2 +a2
.
α
Rβ xdx
I4 = x2 +a2
.
α
Rβ dx
I5 = (x2 +a2 )γ
(γ ≥ 2, γ ∈ N).
α
Rβ xdx
I6 = (x2 +a2 )γ
(γ ≥ 2, γ ∈ N).
α

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Department of Mathematics Chapter 3: Integral Calculus
Example

Use the Forms of Integrals to find

√
Z3
3x + 1
I= dx.
x2 (1
+ x2 )2
1

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Department of Mathematics Chapter 3: Integral Calculus
Trigonometric Integrals

Consider
Zβ
I= R(sin x, cos x)dx.
α

General form
Solution: Set t = tan x2 .

Example
Calculate π
Z2
dx
I= .
2 sin x − cos x + 5
0

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Department of Mathematics Chapter 3: Integral Calculus
Trigonometric Integrals

Consider
Zβ
I= R(sin x, cos x)dx.
α

Form 1: R(− sin x, − cos x) = R(sin x, cos x) for all x.

Solution: Set t = tan x.

Example
Calculate π
Z3
dx
I= 3 .
sin x cos5 x
π
4

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Department of Mathematics Chapter 3: Integral Calculus
Trigonometric Integrals

Consider
Zβ
I= R(sin x, cos x)dx.
α

Form 2: R(− sin x, cos x) = −R(sin x, cos x) for all x.

Solution: Set t = cos x.

Example
Calculate π
Z4
sin xdx
I= p .
cos x 1 + sin2 x
0

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Department of Mathematics Chapter 3: Integral Calculus
Trigonometric Integrals

Consider
Zβ
I= R(sin x, cos x)dx.
α

Form 3: R(sin x, − cos x) = −R(sin x, cos x) for all x.

Solution: Set t = sin x.

Example
Calculate π
Z2
(sin 2x + cos x)dx
I= √ .
1 + 3 sin x
0

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Department of Mathematics Chapter 3: Integral Calculus
Applications of Integration

First: Areas between Curves



y = f (x)


y = g(x) Zb
(H1 ) ⇒ SH1 = |f (x) − g(x)|dx.

x = a (a < b)

 a
x = b

Example
Consider the region that lies between two curves
(
x+y =0
(H)
y = 2x − x2 .

Define the area (H).

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Department of Mathematics Chapter 3: Integral Calculus
Second: The volume of a solid

y = f (x) ≥ 0 ∀x ∈ [a, b]
 Zb
(H) x = a, ⇒ VH = π f 2 (x)dx.

x = b.

a

Example
Let a > 0, b > 0. Consider the solid definded by
 2 y2
x
 a2 + b2 = 1,

(H) : (α) : z = ac x,

(β) : z = 0.


Calculate the volume of (H).

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Department of Mathematics Chapter 3: Integral Calculus
Third: Arc length
If a smooth curve with parametric equations
(
g : x = x(t)
AB (1)
y = y(t) t1 ≤ t ≤ t2 .

Then, its length is

Zt2 q
|AB|
g = x02 02
t + yt dt.
t1

Example
Find the length of Astroid curve:
(
3
g : x = a cos t
AB
y = a sin3 t a > 0.

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Department of Mathematics Chapter 3: Integral Calculus
Third: Arc length (continuity)
If a smooth curve with equation on (Oxy):

g : y = f (x) x ∈ [a, b].

AB

Then, its length is

Zb q
|AB|
g = 1 + f 0 (x)2 dx.
a

Example
Find the length of the curve:

g : y 2 = 2x, 0 ≤ x ≤ 1 .
AB
2

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Department of Mathematics Chapter 3: Integral Calculus
Third: Arc length (continuity)
If a smooth curve with equation on cylindrical coordinates
g : r = r(ϕ) ϕ ∈ [α, β].
AB

Then, its length is

Zβ p
|AB|
g = r2 (ϕ) + r02 (ϕ)dϕ.
α

Example
Find the length of the curve:

AB
g : r = a(1 + cos ϕ), a > 0.

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Department of Mathematics Chapter 3: Integral Calculus
Fourth: Areas of around face (H)
The face (H) is defined by the curve AB arounding the axis Ox.
Form 1: The curve AB is given as
g : y = f (x) ≥ 0 a ≤ x ≤ b.
AB

Then, the area of (H) is

Zb p
SH = 2π f (x) 1 + f 02 (x)dx.
a

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Department of Mathematics Chapter 3: Integral Calculus
Fourth: Areas of around face (H) (continuity)
The face (H) is defined by the curve AB arounding the axis Ox.
Form 2: The curve AB is given as

r = r(ϕ) with ∀ϕ ∈ [α, β].

Then, the area of (H) is

Zβ p
SH = 2π r(ϕ) r2 (ϕ) + r02 (ϕ)dϕ.
α

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Department of Mathematics Chapter 3: Integral Calculus
Fourth: Areas of around face (H) (continuity)
The face (H) is defined by the curve AB arounding the axis Ox.
Form 3: The curve AB is given as
(
g : x = x(t)
AB t1 ≤ t ≤ t2 .
y = y(t) ≥ 0

Then, the area of (H) is

Zt2 p
SH = 2π y(t) x02 (t) + y 02 (t)dt.
t1

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Department of Mathematics Chapter 3: Integral Calculus
Fourth: Areas of around face (H) (continuity)

Example
The face (H) is defined by the curve AB arounding the axis Ox, where
AB is Cycloide curve as follows
(
g : x = a(t − sin t)
AB 0 ≤ t ≤ 2π, a > 0.
y = a(1 − cos t)

Calculate the area of (H).

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Department of Mathematics Chapter 3: Integral Calculus
Integral Calculus

1 3.1. The Definite Integral

2 3.2. Improper Integrals

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Department of Mathematics Chapter 3: Integral Calculus
Type 1: Infinite Integrals

Definition
Ry
• If exists f (x)dx for every number y > a, then
a

+∞
Z Zy
f (x)dx = lim f (x)dx.
y→+∞
a a

provided this limit exists (as a finite number).

Rb
• If exists f (x)dx for every number y < b, then
y

Zb Zb
f (x)dx = lim f (x)dx.
y→−∞
−∞ y

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Department of Mathematics Chapter 3: Integral Calculus
Type 1: Infinite Integrals (continuity)

Definition
+∞
R Rb
The improper integrals f (x)dx and f (x)dx are called convergent
a −∞
if the corresponding limit exists and divergent if the limit does not
exist.
+∞
R Ra
• If both f (x)dx and f (x)dx are convergent, then we define
a −∞

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

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Department of Mathematics Chapter 3: Integral Calculus
Type 1: Infinite Integrals (continuity)

Example
Let a > 0. Evaluate the following infinite integrals.
+∞
dx
R
(i) I1 = x2 +a2
.
0
R0 xdx
(ii) I2 = x2 +a2
.
−∞
+∞
√ dx
R
(iii) I3 = x2 +a2
.
−∞
+∞
dx
R
(iv) I4 = xα where constant α ∈ R.
1

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Department of Mathematics Chapter 3: Integral Calculus
Convergent Condition of Infinite Integrals
Comparison Theorem
Suppose that f and g are continuous functions such that
f (x) ≥ g(x) ≥ 0 for all x ≥ a. Then, we have
+∞
R +∞
R
(a) If f (x)dx is convergent, then g(x)dx is convergent.
a a
+∞
R +∞
R
(b) If g(x)dx is divergent, then f (x)dx is divergent.
a a

Example
By using the Comparison Theorem, determine whether
+∞
Z
xdx
.
2x5 + x2 − 1
1

it converges or diverges.
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Department of Mathematics Chapter 3: Integral Calculus
Convergent Condition of Infinite Integrals (continuity)
Limit Theorem
Suppose that f (x) ≥ 0, g(x) ≥ 0 for all x ≥ a and

f (x)
lim = M.
x→+∞ g(x)

+∞
R
(a) In the case M ∈ (0, +∞). Then, f (x)dx is convergent if and
a
+∞
R
only if g(x)dx is convergent.
a
+∞
R +∞
R
(b) In the case M = 0. If g(x)dx is convergent then f (x)dx is
a a
also convergent.
+∞
R +∞
R
(c) In the case M = +∞. If g(x)dx is divergent then f (x)dx is
a a
also divergent.
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Department of Mathematics Chapter 3: Integral Calculus
Convergent Condition of Infinite Integrals (continuity)

Example
Determine whether each integral is convergent or divergent:
+∞ +∞
(2x2 + 1)dx ln(x − 2)dx
Z Z
I1 = √ , I2 = .
x3 3 x4 + 2x + 1 3x3 + x2 + 1
1 3

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Department of Mathematics Chapter 3: Integral Calculus
Absolute Convergence of Infinite Integrals

Definition
+∞
R
Infinite Integral f (x)dx is called absolutely convergent, if
a
+∞
R
|f (x)|dx is convergent.
a
+∞
R +∞
R
+ The integral f (x)dx is called semi-convergent, if f (x)dx is
a a
+∞
R
convergent and |f (x)|dx is divergent.
a

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Department of Mathematics Chapter 3: Integral Calculus
Absolute Convergence of Infinite Integrals (continuity)

Theorem
+∞
R
If f (x)dx is absolutely convergent, then it is convergent.
a

Example
Show that the integral
+∞
Z
sin x
I= dx
x
1

is semi-convergent and not absolutely convergent.

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Department of Mathematics Chapter 3: Integral Calculus
Type 2: Discontinuous Integrals

Definition
• If f (x) is continuous on [a, b) and lim f (x) = ∞, then
x→b−

Zb Zy
f (x)dx = lim f (x)dx.
y→b−
a a

if this limit exists (as a finite number).

• If f (x) is continuous on (a, b] and lim f (x) = ∞, then
x→a+

Zb Zb
f (x)dx = lim f (x)dx.
y→a+
a y

if this limit exists (as a finite number).

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Department of Mathematics Chapter 3: Integral Calculus
Type 2: Discontinuous Integrals (continuity)

Example
Let a > 0. Evaluate the following infinite integrals

Zb
dx
I= (a < b, α ∈ R).
(x − a)α
a

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Department of Mathematics Chapter 3: Integral Calculus
Convergent Condition of Discontinuous Integrals
Comparison Theorem
Suppose that f and g are continuous functions such that
f (x) ≥ g(x) ≥ 0 for all x ∈ [a, b), lim f (x) = ∞ and lim g(x) = ∞.
x→b− x→b−
Then, we have
Rb Rb
(a) If f (x)dx is convergent, then g(x)dx is convergent.
a a
Rb Rb
(b) If g(x)dx is divergent, then f (x)dx is divergent.
a a

Example
By using the Comparison Theorem, determine whether

Z1
| ln x|
I= dx (α ∈ R).
xα
0
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converges or diverges.
Department of Mathematics Chapter 3: Integral Calculus
Convergent Condition of Discontinuous Integrals
(continuity)
Limit Theorem
Suppose that f (x) ≥ 0, g(x) ≥ 0 for all x ∈ [a, b), lim f (x) = ∞,
x→b−
f (x)
lim g(x) = ∞ and lim g(x) = M (it follows M ∈ [0, +∞]).
x→b− x→b−
Rb
(a) In the case M ∈ (0, +∞): f (x)dx is convergent if and only if
a
Rb
g(x)dx is convergent.
a
Rb Rb
(b) In the case M = 0. If g(x)dx is convergent then f (x)dx is also
a a
convergent.
Rb +∞
R
(c) In the case M = +∞. If g(x)dx is divergent then f (x)dx is
a a
also divergent.
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Department of Mathematics Chapter 3: Integral Calculus
Convergent Condition of Discontinuous Integrals
(continuity)

Example
Determine whether each integral is convergent or divergent:
R1 dx
I1 = √ 2 2 2
where |k| < 1.
0 (1−x )(1−k x )
R1 dx
I2 = √
3
.
0 x(ex −e−x )
π
R2 ln(sin x)
I3 = √
x
dx.
0

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Department of Mathematics Chapter 3: Integral Calculus