Lecture 8 - Integration I

MATH1027 Calculus

Dr. Nan Meng

School of Mathematical Sciences

University of Nottingham Ningbo China

Autumn Semester

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 1 / 30

Contents

8. Integration
8.1 The definite integrals
8.2 Riemann integration
8.3 Properties of definite integrals
8.4 The fundamental theorem of calculus
8.5 The indefinite integral

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 2 / 30

8.1. The definite integrals
We begin by attempting to solve the area problem: Find the area of the region S
that lies under the curve y = f (x ) from a to b.

S = {(x , y ) | a 6 x 6 b, 0 6 y 6 f (x )}

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 3 / 30

8.2. Riemann integration
Suppose f (x ) ≥ 0 on [a, b]. Let the interval [a, b] be subdivided into n parts by
arbitrarily choosing points xi such that a = x1 < x2 < x3 < · · · < xn+1 = b.
Further suppose that ξi , i = 1, 2, . . . , n are arbitrarily chosen points such that
xi ≤ ξi ≤ xi+1 , and let δxi = xi+1 − xi . Let
n
X
S= f (ξi ) δxi .
i=1

We may informally think of S as an approximation to the area under the curve

between x = a and x = b, assuming f is so regular that the ”area under the curve”
makes geometric sense.

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 4 / 30

8.2. Riemann integration
We subdivide S into n strips S1 , S2 , . . . , Sn of equal width as in the following
figure.

The width of the interval [a, b] is b − a, so the width of each of the n strips is
b−a
∆x = .
n
Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 5 / 30
8.2. Riemann integration
Let’s approximate the i-th strip Si by a rectangle with width ∆x and height f (xi ),
which is the value of f at the right endpoint.

We may informally think of S as an approximation to the area under the curve

between x = a and x = b, assuming f is so regular that the ”area under the curve”
makes geometric sense.
Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 6 / 30
8.2. Riemann integration
Suppose now that n is allowed to tend to ∞ in any way, subject only to the
restriction that the length of every subinterval δxi tends to zero. If S tends to a
unique limit, say I, then the definite integral of f between a and b is said to exist,
is defined as having the value I, and is denoted by
Z b
f (x )dx .
a

We adopt I as the formal definition of ”the area under the curve between x = a and
x = b”.
If no unique limit exists then we say the integral does not exist, and the
”area under the curve between x = a and x = b ” does not exist.
If f is not necessarily non-negative on [a, b], we still define the definite integral
of f as the limit of the sum S, whenever the limit exists. This limit, when it
exists, defines the net area between the graph of f and the x -axis, such that
any area under the x -axis contributes to the net area negatively.

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 7 / 30

8.2. Riemann integration
Summary: The definite integral of f between a and b is given by
Z b Xn
f (x )dx = lim f (ξi ) δxi
a n→∞
i=1

whenever the limit on the right hand side exists.

Integral can be negative.

The definite integral defines what we call the net area bounded by the graph of f
and the x -axis, with areas above the x -axis counting positively and the areas under
the x -axis counting negatively.
Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 8 / 30
8.2.1. Remark
Notice that if we reverse a and b, then ∆x changes from (b − a)/n to (a − b)/n.
Therefore Z a Z b
f (x )dx = − f (x )dx .
b a
If a = b, then ∆x = 0 and so
Z a
f (x )dx = 0.
a

A sufficient condition for the definite integral to exist is that f is continuous

on [a, b].
The definite integral exists also for wide classes of less regular functions; for
example bounded functions that are continuous everywhere except at a finite
number of points.

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 9 / 30

8.3. Properties of definite integrals
8.3.1. Basic operations
Z b
(a) 0dx = 0
a
Z b Z a
(b) f (x )dx = − f (x )dx
a b

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 10 / 30

8.3.1. Basic operations
Z b
(c) cdx = c(b − a), where c is any constant.
a

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 11 / 30

8.3.1. Basic operations
Z b Z b Z b
(d) [f (x ) − g(x )]dx = f (x )dx − g(x )dx
a a a

Z b Z b Z b
(e) (αf (x ) + βg(x ))dx = α f (x )dx + β g(x )dx
a a a

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 12 / 30

8.3.1. Basic operations
Z b Z b
(f) cf (x )dx = c f (x )dx , where c is any constant
a a
Z c Z b Z b
(g) f (x )dx + f (x )dx = f (x )dx
a c a

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 13 / 30

8.3.2. Improper integrals
We also define
Z ∞ Z b
f (x )dx = lim f (x )dx ;
a b→∞ a
Z b Z b
f (x )dx = lim f (x )dx ;
a→−∞ a
Z−∞∞ Z a Z ∞
f (x )dx = f (x )dx + f (x )dx .
−∞ −∞ a

whenever these limits exist, and for f defined on (a, c]:

Z c Z c
f (x )dx = lim+ f (x )dx
a b→a b

for f defined on [a, c):

Z c Z b
f (x )dx = lim− f (x )dx
a b→c a

whenever these limits exist.

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 14 / 30
8.3.3. Comparison properties of integral
Z b
If f (x ) > 0 for a 6 x 6 b, then f (x )dx > 0.
a
Z b Z b
If f (x ) > g(x ) for a 6 x 6 b, then f (x )dx > g(x )dx .
a a
If m 6 f (x ) 6 M for a 6 x 6 b, then
Z b
m(b − a) 6 f (x )dx 6 M(b − a).
a

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 15 / 30

8.3.4. Symmetry theorem

If f is an even function, then

Z a Z a
f (x )dx = 2 f (x )dx .
−a 0

If f is an odd function, then

Z a
f (x )dx = 0.
−a

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 16 / 30

8.4. The fundamental theorem of calculus
The process of calculating the value of a definite integral by subdividing the
interval, summing and taking the limit is lengthy. However, we shall now show that
the definite integral is related to the indefinite integral. Using this relation, definite
integrals can be evaluated much more easily by first obtaining indefinite integrals.
The link is given by the fundamental theorem of calculus:

Fundamental Theorem of Calculus

(a) If f is continuous on [a, b], x ∈ [a, b] and
Z x
A(x ) = f (t)dt
a

d
then A(x ) = f (x ).
dx
(b) If f is continuous on [a, b] and F is any anti-derivative of f , then
Z b
f (x )dx = F (b) − F (a) = [F (x )]xx =b
=a . (8.1)
a

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 17 / 30

8.4. The fundamental theorem of calculus
Note that in the expression
Z b
f (x )dx
a
the symbol x is a dummy variable in the sense that the integral depends only on
the end points: no x will appear in the evaluated integral. The name of the
integration variable is hence irrelevant: we may equally well write for example
Z b Z b Z b Z b
f (x )dx = f (y )dy = f (t)dt = f (η)dη = · · ·
a a a a

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 18 / 30

Proof (not examinable): When x = a or x = b, the ”derivative” in the theorem
refers to a one-sided derivative, to which we have not given a formal definition. We
write out a proof that covers x ∈ (a, b) and postpone the discussion of x = a and
x = b to further study.
Part 1. Suppose that f is continuous on the interval [a, b]; this implies that the
Riemann integral exists. We need to show that A is differentiable and A0 (x ) = f (x ).
Let x ∈ (a, b), and let h 6= 0, with |h| so small that x + h ∈ (a, b). By the additivity
property of the Riemann integral under divisions of the interval [a, b] we then have
Z x +h
A(x + h) − A(x ) = f (t)dt.
x

Suppose h > 0. Let x0 and x1 be points in the interval [x , x + h] where f takes

respectively its least and greatest values. From the definition of the Riemann
integral it then follows that

hf (x0 ) ≤ A(x + h) − A(x ) ≤ hf (x1 )

or
A(x + h) − A(x )
f (x0 ) ≤ ≤ f (x1 ) . (8.2)
h
Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 19 / 30
Now, as h → 0+ , x0 and x1 tend to x ; consequently, f (x0 ) and f (x1 ) tend to f (x )
because f is continuous. It hence follows from (8.2) that

A(x + h) − A(x )
lim = f (x ).
h→0+ h
Treating the case h < 0 similarly, we find that
A(x + h) − A(x )
lim = f (x ).
h→0− h
Hence A is differentiable and A0 (x ) = f (x ).
Part 2. Suppose that F is an anti-derivative of f . By Part 1 and Theorem 17, A
and F must differ by a constant, i.e.

A(x ) = F (x ) + C

where C is a constant. To determine C , we note that

Z a
A(a) = F (a) + C = f (t)dt = 0
a

so that C = −F (a).
Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 20 / 30
Collecting, we obtain
Z x
f (t)dt = A(x ) = F (x ) − F (a)
a

from which (8.1) follows by setting x = b.

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 21 / 30

 Z x 
d 3
Example: Find t dt .
dx 1

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 22 / 30

 Z x 
d 3
Example: Find t dt .
dx 1

Solution: By the fundamental theorem of calculus, we have

Z x 
d
t dt = x 3 .
3
dx 1

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 22 / 30

 x2
"Z #
d
Example: Find (3t − 1)dt .
dx 1

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 23 / 30

 x2
"Z #
d
Example: Find (3t − 1)dt .
dx 1

Method 1: We first calculate the indefinite integral:

3t 2
Z
(3t − 1)dt = − t + C.
2
Z x2


3 x4 − 1 2

3 x4 − 1
(3t − 1)dt = − x −1 = − x 2 + 1.
1 2 2
"Z 2 #
x
d 3
(3t − 1)dt = · 4x 3 − 2x = 6x 3 − 2x .
dx 1 2
Method 2: Let u = x 2 .
"Z 2 #
x Z u 
d d du
(3t − 1)dt = (3t − 1)dt ·
dx 1 du 1 dx
= (3u − 1) · 2x
= 3x 2 − 1 2x

= 6x 3 − 2x .
Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 23 / 30
 Z x
Example: Solve the integral equation f (x ) = 1 + f (t)dt.
0

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 24 / 30

 Z x
Example: Solve the integral equation f (x ) = 1 + f (t)dt.
0

Solution: Differentiating both sides with respect to x gives

 Z x  Z x 
0 d d d
f (x ) = 1+ f (t)dt = (1) + f (t)dt = 0 + f (x ) = f (x )
dx 0 dx dx 0

using linearity of the derivative and the fundamental theorem of calculus.

The general solution to f 0 = f is f (x ) = Ce x where C is an arbitrary constant.
Setting x = 0 gives
Z 0
f (0) = 1 + f (t)dt = 1 ⇒ C = 1.
0

Hence the only solution is

f (x ) = e x .

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 24 / 30

 Rx 2

0
sin(t)e t dt
Example: Determine the limit lim if it exists.
x →∞ ex 2

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 25 / 30

 Rx 2

0
sin(t)e t dt
Example: Determine the limit lim if it exists.
x →∞ ex 2

Solution: The behaviour of the numerator at x → ∞ is complicated, but the

denominator clearly goes to ∞ as x → ∞. This suggests that we try the
“(anything)/∞” version of L’Hôpital’s rule. We hence consider
R 
d x 2

dx 0
sin(t)e t dt sin(x )e x
2
sin(x )
d 2

= x 2 = −→ 0,
dx e
x 2xe 2x x →∞

where the first equality uses the Fundamental Theorem of Calculus, and at the end
we have used | sin(x )| ≤ 1.

Hence, by L’Hôpital’s rule, the required limit exists and is 0.

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 25 / 30

8.5. The indefinite integral

Definition
A function F is an antiderivative of f on an open interval (a, b) if

F 0 (x ) = f (x )

for all x in (a, b).

Three Important Questions:

What kind of function f has an antiderivative?

How many antiderivatives does f have?
What is the relation between the antiderivatives of f ?

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 26 / 30

Example: Find an antiderivative of the function f (x ) = 4x 3 on (−∞, +∞).

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 27 / 30

Example: Find an antiderivative of the function f (x ) = 4x 3 on (−∞, +∞).

Solution:
F 0 (x ) = 4x 3 .
F (x ) = x 4 .
F (x ) = x 4 + C , where C is a constant.

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 27 / 30

8.5. The indefinite integral

Theorem (The General Antiderivative)

Let y = F (x ) be an antiderivative of y = f (x ) on (a, b). Then every antiderivative
on (a, b) is of the form y = F (x ) + C for some constant C .

(F (x ) + c)0 = f 0 (x ) + [c]0 = F 0 (x ) = f (x ).

Definition
The notation
Z
f (x )dx = F (x ) + C means that F 0 (x ) = f (x )

We say that y = F (x ) + C is the general antiderivative or indefinite integral of

y = f (x ). The constant C is called the constant of integration.

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 28 / 30

 Z π
Example: Calculate sin xdx .
0

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 29 / 30

 Z π
Example: Calculate sin xdx .
0

Solution:
Z π
sin xdx = [− cos x ]xx =π
=0 = (− cos π) − (− cos 0) = 1 − (−1) = 2
0

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 29 / 30

 Z 2
4x − 6x 2 dx .


Example: Evaluate
−1

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 30 / 30

 Z 2
4x − 6x 2 dx .


Example: Evaluate
−1

Solution:
Z 2
x =2
4x − 6x 2 dx = 2x 2 − 2x 3


x =−1
−1
= 2 · 22 − 2 · 23 − 2 · (−1)2 − 2 · (−1)3
 

= −12.

Dr. Nan Meng (UNNC) MATH1027 - Lecture 8 Autumn Semester 30 / 30