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122 23lec7 Integration

Calculus 1 integration

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22 views67 pages

122 23lec7 Integration

Calculus 1 integration

Uploaded by

tunezone64
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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MATH 122: Calculus I

Antiderivatives

Ralph A. Twum, PhD

Second Semester, 2023


Department of Mathematics
University of Ghana

1
Outline

1 Introduction: Antiderivatives of a Function


2 Antiderivatives
3 Definite Integrals
4 The Method of Substitution
Trigonometric Substitution
Definite Integrals Revisited - Substitution
5 The Method of Integration By Parts

2
Introduction: Antiderivatives of a Function
Relationship between f (x) and f ′ (x)

We have investigated the relationship between a function f (x) and


its derivatives f (n) (x):
● If f ′ (a) > 0, then f is strictly increasing at a
● If f ′ (a) < 0, then f is strictly decreasing at a
● If f ′′ (a) > 0, then f is concave upward at a
● If f ′′ (a) < 0, then f is concave downward at a
In particular, we have been investigating the relationship between
f (x) and f ′ (x).
3
Relationship between f (x) and f ′ (x)

In particular, we have been solving the following problem:

Given a function f, what is f ′ ?

We are now going to consider the converse relationship:

Given a derived function f ′ , what is the original function f ?

4
Example

Consider the functions x2 and 2x:

5
Example

Clearly, 2x is the derivative of x2 . In fact:

2x is the derivative of x2 + C

where C is a real number1 .

1
C is known as the constant of integration
6
Example

Clearly, 2x is the derivative of x2 . In fact:

2x is the derivative of x2 + C

where C is a real number1 .


We can therefore write the relationship as follows:

x2 + C is the antiderivative of 2x.


1
C is known as the constant of integration
6
Antiderivatives
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 (−∞, ∞).

2
Due to Gottfried Wilhelm Leibniz
7
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
7
Antiderivatives

From the previous definition, we have the following relations: If F


is an antiderivative of f , then

d
F = f (x)
dx
∫ f (x)dx = F (x) + C

8
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

Find where possible, the antiderivatives of the following


functions:

x4/3 1
1
4 √
v
2 t−2 5 x6/5

1
6
3 v 2 x

10
Properties of the Antiderivative

We shall call the process of finding the antiderivative as integration,


and regard the operator ∫ as an integration operator.
We call the antiderivative ∫ f (x)dx the indefinite integral of
f.
Theorem 4
Suppose f (x) and g(x) have antiderivatives, and let k be a
constant. Then the following are true:
1 ∫ kf (x)dx = k ∫ f (x)dx
2 ∫ [f (x) ± g(x)]dx = ∫ f (x)dx ± ∫ g(x)dx.
11
Rules for finding Antiderivatives

1 x
1 ∫ cos xdx = sin x + C 5 ∫ a dx = ln a a + C
x

2 ∫ sin xdx = − cos x + C 1


dx = sin−1 x + C,
6 ∫ √
1 1 − x2
3 ∫ x dx = ln(x) + C, x > 0 −1 < x < 1
1 −1
4 ∫ e dx = e + C
x x 7 ∫ 1 + x2 dx = tan x + C

12
Examples

Evaluate the following:



∫ (x + e )dx ∫ (x +
2 x 3
1 4 x)dx
3 2 t(t + 1)2
2 ∫ ( x2 − x3 ) dx 5 ∫ √ dt
t
x6 − x
3 ∫ x3
dx 6 ∫ (sin θ − cos θ)dθ

13
Generalized Power Rule

Let us recall the following rule from differentiation: If g(x) is a


differentiable function of x, then
d
[g(x)]n = n[g(x)]n−1 ⋅ g ′ (x).
dx
In particular,
d
[g(x)]n+1 = (n + 1)[g(x)]n ⋅ g ′ (x)
dx
d [g(x)]n+1
( ) = [g(x)]n ⋅ g ′ (x)
dx n+1
[g(x)]n+1
∴ ∫ [g(x)]n ⋅ g ′ (x) = ( )+C
n+1
14
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

We can check the solution by differentiating the function.

15
Examples

Evaluate the following:


√ √ ex
∫ ( 2x + 1) 2 dx
3
1 3 ∫ (1 + ex )2 dx
√ 3y
2 ∫ (5x + 1) 5x + 3x − 2dx
2 3 4 ∫ √ 2 dy
2y + 5

∫ sin [(x + 1) ] cos[(x + 1) ](x + 1) x dx


3 2 4 2 4 2 3
5

16
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

18
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.

19
Examples

Evaluate the following definite integrals:


2 1
∫0 (x + 1) dx ∫−1 (t + t) dt
2 3
1 3

1 π/2
∫−2 (3x + 2) dx
2
2 4 ∫0 cos t dt

20
Riemann Sums

If f (x) is a continuous function on an interval [a, b], then we can


subdivide the interval [a, b] into a partition:
a = x0 < x1 < x2 < ⋯ < xn−1 < xn = b
We can denote the size of each subinterval by ∆xi : ∆xi = xi − xi−1 .
If we select a point x∗i in each subinterval [xi−1 , xi ], then we can
form the Riemann Sum corresponding to the partition:
n
R = ∑ f (x∗i )∆xi .
i=1

21
Riemann Sums and the Definite Integral

As the number of subintervals increases, the size of each subinterval


decreases, and the Riemann sum is a better approximation of the
integral of f (x).

22
Riemann Sums and the Definite Integral

Let ∣P ∣ denote the size of the largest subinterval in a partition.


Definition 10
Suppose f is a function defined on the closed interval [a, b]. If
n
lim ∑ f (x∗i )∆xi exists, we say that f is integrable on [a, b]. We
∣P ∣→0 i=1
define the definite integral of f from a to b as
b n
∫a f (x) dx = ∣Plim ∑ f (x∗i )∆xi .
∣→0i=1

23
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.
24
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

25
Examples

Using the (first) fundamental theorem of Calculus, evaluate the


following:

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

26
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).

27
The Method of Substitution

Suppose F is an antiderivative of f , and let g be a differentiable


function of x. Let us recall the chain rule:
d
(F (g(x)) = F ′ (g(x))g ′ (x).
dx
This means that
d
(F (g(x)) = f (g(x))g ′ (x)
dx
So, ∫ f (g(x))g ′ (x) dx = F (g(x)) + C

28
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
29
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

30
Review

Let us recall the following equations:


d 1
1 sin−1 (x) = √
dx 1 − x2
d 1
2 cos−1 (x) = − √
dx 1 − x2
d 1
3 tan−1 (x) =
dx 1 + x2

31
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

32
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
32
Trigonometric Substitution

Similarly, the following integrals hold:

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

33
Trigonometric Substitution

We obtain the methods above in the following manner: Consider


dx
the integral ∫ √ .
a2 − b2 x2
a
Let x = sin θ
b
a
Then dx = cos θ dθ
b

√ a2 √
a2 − b2 x2 = a2 − b2 ⋅ 2 sin2 θ = a2 (1 − cos2 θ)
√ b
= a 1 − sin2 θ = a cos θ

34
Trigonometric Substitution

dx 1 a cos θ
∫ √ 2 2 2 = ∫ b a cos θ dθ
a −b x
1
= ∫ dθ
b

35
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

35
Trigonometric Substitution

For certain classes of integration problems, we use the following


substitutions:

● 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 .

36
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

1 1
=∫ dθ = θ + C
3 3
1
= tan−1 (x) + C
3

37
Example

dx
Consider ∫ √ .
9 + x2

38
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

38
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

38
Examples

Using an appropriate trigonometric substitution, evaluate the


following integrals4 :

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
39
Definite Integrals and Substitution

When using the method of substitution to evaluate a definite


integral, we have two methods:
● we change the limits when we perform the substitution, or
● we evaluate the indefinite integral, revert to the original
function, and apply the original limits.
Let us illustrate both methods.

40
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
= .
64
42
Examples

Evaluate the following definite integrals:


1 3 ln x
1 ∫ (x2 + 1)10 (2x) dx 4 ∫ dx
0 1 x
π/2 1 1
∫ cos2 x sin x dx 5 ∫ dx
2
0 0 1 + x2
1
x2 e−x dx
3
π/6 sin θ 6 ∫
3 ∫ dθ −1
0 cos3 θ

43
The Method of Integration By Parts
Integrating By Parts

The method of integration by parts is the analog to the product


rule. Consider the functions u and v of x:
d du dv
(uv) = v + u
dx dx dx

44
Integrating By Parts

The method of integration by parts is the analog to the product


rule. Consider the functions u and v of x:
d du dv
(uv) = v + u
dx dx dx
dv d du
∴ u = (uv) − v
dx dx dx

44
Integrating By Parts

The method of integration by parts is the analog to the product


rule. Consider the functions u and v of x:
d du dv
(uv) = v + u
dx dx dx
dv d du
∴ u = (uv) − v
dx dx dx
u dv = d(uv) − v du

44
Integrating By Parts

The method of integration by parts is the analog to the product


rule. Consider the functions u and v of x:
d du dv
(uv) = v + u
dx dx dx
dv d du
∴ u = (uv) − v
dx dx dx
u dv = d(uv) − v du

∫ u dv = ∫ d(uv) − ∫ v du

44
Integrating By Parts

The method of integration by parts is the analog to the product


rule. Consider the functions u and v of x:
d du dv
(uv) = v + u
dx dx dx
dv d du
∴ u = (uv) − v
dx dx dx
u dv = d(uv) − v du (5.1)

∫ u dv = ∫ d(uv) − ∫ v du

∫ u dv = uv − ∫ v du
44
Integrating by Parts

The main idea:


Rewrite the integrand as the product of two functions u and dv.
This converts the integral into the form given in equation
(5.1).
If done correctly, the resulting integral should be simpler, and easier
to evaluate.

45
Example

Consider the integral ∫ xex dx. Notice that none of the methods we
have covered so far will work.

46
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

46
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

Let us evaluate ∫ ln x using the method of integration by


parts:

47
Example

Let us evaluate ∫ ln x using the method of integration by


parts:
∫ ln x dx = ∫ ln x ⋅ 1 dx

47
Example

Let us evaluate ∫ ln x using the method of integration by


parts:
∫ ln x dx = ∫ ln x ⋅ 1 dx
1
= ln x ⋅ x − ∫ ⋅ x dx
x
= x ln x − ∫ dx
= x ln x − x + C
We can also check the solution by differentiating the resulting
function.
47
Examples

Using the method of integration by parts, evaluate the following:

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

48

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