122 23lec7 Integration
122 23lec7 Integration
Antiderivatives
1
Outline
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Introduction: Antiderivatives of a Function
Relationship between f (x) and f ′ (x)
4
Example
5
Example
2x is the derivative of x2 + C
1
C is known as the constant of integration
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Example
2x is the derivative of x2 + C
Definition 1
The function F is an antiderivative of f on an interval I if
F ′ (x) = f (x) on I.
Example 2
The functions F (x) = x3 and G(x) = x3 − 1 are antiderivatives of
3x2 on the interval (−∞, ∞).
2
Due to Gottfried Wilhelm Leibniz
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Antiderivatives
Definition 1
The function F is an antiderivative of f on an interval I if
F ′ (x) = f (x) on I.
Example 2
The functions F (x) = x3 and G(x) = x3 − 1 are antiderivatives of
3x2 on the interval (−∞, ∞).
We use the following notation2 for antiderivatives: We will represent
antiderivatives of f (x) by the symbol(s) ∫ f (x)dx .
2
Due to Gottfried Wilhelm Leibniz
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Antiderivatives
d
F = f (x)
dx
∫ f (x)dx = F (x) + C
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Antiderivatives of xn
Theorem 3
If n is a real number except −1, then
xn+1
∫ x dx = n + 1 + C.
n
Proof.
xn+1
We differentiate the function F (x) = + C:
n+1
xn
F ′ (x) = (n + 1) + 0 = xn .
n+1
9
Examples
x4/3 1
1
4 √
v
2 t−2 5 x6/5
√
1
6
3 v 2 x
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Properties of the Antiderivative
1 x
1 ∫ cos xdx = sin x + C 5 ∫ a dx = ln a a + C
x
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Examples
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Generalized Power Rule
Example 5
Consider the integral ∫ sin10 x cos xdx. We see that g(x) = sin x
and g ′ (x) = cos x. This gives:
sin11 x
∫ sin x cos xdx = 11 + C.
10
15
Examples
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Definite Integrals
Definition of the Definite Integral
Definition 6
b
If F is an antiderivative of f , then the definite integral ∫ f (x) dx
a
is given by3
b
∫a f (x) dx = F (b) − F (a).
The values a and b are the lower and upper limits of the integral.
Note that a does not necessarily have to be less than b. Later we
will see how the definite integral is defined in terms of a Riemann
sum.
3
This is actually the statement of the second Fundamental Theorem of Calculus. 17
Properties of the Definite Integral
Theorem 7
For an integrable function f (x) on an interval containing a, b ∈ R,
The following are true:
a
1 ∫a f (x) dx = 0.
b a
2 ∫a f (x) dx = − ∫ f (x) dx
b
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Properties of the Definite Integral
Theorem 8
If f is bounded on the closed interval [a, b] and it is continuous on
[a, b] except at a finite number of points, then f is integrable on
[a, b]. In particular, if f is continuous on [a, b], then it is integrable
on [a, b].
Theorem 9
If f is integrable on an interval containing the points a, b, and c in
R, then
c b c
∫a f (x) dx = ∫a f (x) dx + ∫b f (x) dx.
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Examples
1 π/2
∫−2 (3x + 2) dx
2
2 4 ∫0 cos t dt
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Riemann Sums
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Riemann Sums and the Definite Integral
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Riemann Sums and the Definite Integral
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Theorem 11
(Fundamental Theorem of Calculus)
Suppose f is a continuous function on the closed interval [a, b],
and let x ∈ (a, b). Then
d x
f (t) dt = f (x).
dx ∫a
Theorem 12
If f and g are integrable on [a, b] and if f (x) ≤ g(x) for all x in
[a, b], then
b b
∫a f (x) dx ≤ ∫a g(x) dx.
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Theorem 13
If f is integrable on [a, b] and m ≤ f (x) ≤ M for all x in [a, b], then
b
m(b − a) ≤ ∫ f (x) dx ≤ M (b − a).
a
Example 14
d x
∫ t3 dt = x3 .
dx 1
d x2 √ √
∫ t dt = x2 ⋅ (2x) = 2x2 .
dx 2
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Examples
d x
d x2 +x √
∫ cos3 (2t) tan t dt 2z + sin z dz
dx ∫1
1 3
dx 1
d x2 d x t2
e−t dt
2
2 ∫
dx 1
4
dx ∫−x2 1 + t2
dt
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The Method of Substitution
The (Second) Fundamental Theorem of Calculus
Theorem 15
Suppose f is a continuous function on the closed interval [a, b],
and let F be any antiderivative of f on [a, b]. Then
b
∫a f (x) dx = F (b) − F (a).
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The Method of Substitution
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The Method of Substitution
du
Let u = g(x), so that = g ′ (x).
dx
′
Therefore, du = g (x)dx, so that
′
∫ f (g(x))g (x)dx = ∫ f (u) du = f (u) + C = f (g(x)) + C.
Example 16
Consider the integral ∫ cos 3x dx. Let u = 3x, so that du = 3dx.
This gives
1 1 1
∫ = = + = sin 3x + C.
3∫
cos 3x dx cos u du sin u C
3 3
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Evaluate the following integrals using the method of substitution:
sin θ
1 ∫ sin(6x − 7) dx 5 ∫ dθ
cos3 θ
∫ x (x + 5) dx
2 3 9
2
x2 + 1
6 ∫ √ 3 dx
3 ∫ x sin(x + 4) dx
2 x + 3x
√ √
x sin( x2 + 4) −4 2 −3
(x +1) 5
tan(x−3 + 1) dx
4 ∫ √ dx 7 ∫ x sec
x2 + 4
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Review
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Trigonometric Substitution
bx
Consider the function y = sin−1 ( ). We have
a
bx
y = sin−1 ( )
a
dy b 1
= √
dx a 1 − b2 x2
a2
b a b
= √ =√
a a2 − b2 x2 a2 − b 2 x 2
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Trigonometric Substitution
bx
Consider the function y = sin−1 ( ). We have
a
bx
y = sin−1 ( )
a
dy b 1
= √
dx a 1 − b2 x2
a2
b a b
=√ =√
a a2 − b2 x2 a2 − b 2 x 2
dx 1 bx
Hence, ∫ √ = sin−1 ( ) + C
a2 − b2 x2 b a
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Trigonometric Substitution
tan−1 ( ) + C = tan−1 ( ) + C
dx 1 bx dx 1 x
1 ∫ = 3 ∫
+b x
a22 2 ab a +x
a2 2 a a
= sin−1 ( ) + C = sec−1 ∣ ∣ + C
dx x dx 1 x
2 ∫ √ 2 4 ∫ √ 2
a − x2 a x x − a2 a a
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Trigonometric Substitution
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Trigonometric Substitution
dx 1 a cos θ
∫ √ 2 2 2 = ∫ b a cos θ dθ
a −b x
1
= ∫ dθ
b
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Trigonometric Substitution
dx 1 a cos θ
∫ √ 2 2 2 = ∫ b a cos θ dθ
a −b x
1
= ∫ dθ
b
1
= θ+C
b
1 −1 bx
= sin ( ) + C
b a
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Trigonometric Substitution
● x = a sin θ ● x = a sec θ
● x = a tan θ
√
These integrals consist of integrands of the form a2 − x 2 , a2 + x 2 ,
√
or a2 + x2 .
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Example
dx
Consider ∫ . Let x = 3 tan θ. Then dx = 3 sec2 θdθ and
9 + x2
9 + x2 = 9 + 9 tan2 θ = 9(1 + tan2 θ) = 9 sec2 θ.
dx 3 sec2 θ
∴∫ =
9 + x2 ∫ 9 sec2 θ
dθ
1 1
=∫ dθ = θ + C
3 3
1
= tan−1 (x) + C
3
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Example
dx
Consider ∫ √ .
9 + x2
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Example
dx
Consider ∫ √ . Let x = 3 tan θ. Then dx = 3 sec2 θdθ
9 + x2
and √
√ √
9 + x2=9 + 9 tan2 θ = 3 1 + sec2 θ = 3 sec θ.
dx 3 sec2 θ
∴∫ √ =∫ dθ
9 + x2 3 sec θ
= ∫ sec θ dθ = ln(sec θ + tan θ) + C
√
= ln( 9 + x2 + x) − ln 3 + C
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Example
dx
Consider ∫ √ . Let x = 3 tan θ. Then dx = 3 sec2 θdθ
9 + x2
and √
√ √
9 + x2=9 + 9 tan2 θ = 3 1 + sec2 θ = 3 sec θ.
dx 3 sec2 θ
∴∫ √ =∫ dθ
9 + x2 3 sec θ
= ∫ sec θ dθ = ln(sec θ + tan θ) + C
√
= ln( 9 + x2 + x) − ln 3 + C
√
= ln( 9 + x2 + x) + K
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Examples
dx dx
1 ∫ x2 + 4 3 ∫ x2 + 2x + 5
dx dx
2 ∫ √ 4 ∫ √
16 − 9x2 16 + 6x − x2
4
For the last two problems, we need to use the method of completion of squares
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Definite Integrals and Substitution
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Example
π/6
Consider the integral ∫ sin3 θ cos θ dθ. Let u = sin θ. Then
0
du = cos θ dθ.
Therefore
π/6 1
∫0 sin3 θ cos θ dθ = ∫ u3 du = u4 + C
4
1 4
= sin (θ) + C
4
1
∴ ∫ sin3 θ cos θ dθ = sin4 (θ)∣0
π/6
4
1 1 1
= [ 4 − 0] = .
4 2 64 41
Example
π/6
Consider the integral ∫ sin3 θ cos θ dθ. Let u = sin θ. Then
0
du = cos θ dθ. So u(0) = sin 0 = 0, and u(π/6) = 1/2.
Therefore
π/6 1/2 1 1/2
∫0 sin3 θ cos θ dθ = ∫ u3 du = [ u4 ]
0 4 0
1 1
= ⋅
4 24
1
= .
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Examples
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The Method of Integration By Parts
Integrating By Parts
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Integrating By Parts
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Integrating By Parts
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Integrating By Parts
∫ u dv = ∫ d(uv) − ∫ v du
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Integrating By Parts
∫ u dv = ∫ d(uv) − ∫ v du
∫ u dv = uv − ∫ v du
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Integrating by Parts
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Example
Consider the integral ∫ xex dx. Notice that none of the methods we
have covered so far will work.
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Example
Consider the integral ∫ xex dx. Notice that none of the methods we
have covered so far will work.
Let us place the integral below the equation for integrating by
parts:
∫ u dv = uv − ∫ v du
∫ x⋅e =
x
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Example
Consider the integral ∫ xex dx. Notice that none of the methods we
have covered so far will work.
Let us place the integral below the equation for integrating by
parts:
∫ u dv = uv − ∫ v du
∫ x ⋅ e = x ⋅ e − ∫ e dx
x x x
= xex − ex + C
We can check our solution by differentiating the resulting
function. 46
Example
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Example
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Example
2 x
1 ∫ x sin 2x dx 5 ∫ x e dx
ln x t
2 ∫ dx 6 ∫ e cos t dt
x2
3 ln 2x5
3 ∫ arctan x dx 7 ∫ dx
2 x2
π/4
4 ∫ t sec2 t dt 8 ∫ sin(ln t) dt
π/6
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