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Chapter 1 Mathematics 3

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29 views27 pages

Chapter 1 Mathematics 3

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© © All Rights Reserved
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CONTENTS 2

Chapter 1
3:
Integrals.

Contents
1 Anti-derivative and indefinite integral. 3
1.1 Integration methods. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.1.1 Indefinite integrals of usual functions. . . . . . . . . . . . . . . . . . . . . . 5
1.1.2 Integration by parts. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.1.3 Integration by change of variable. . . . . . . . . . . . . . . . . . . . . . . . 8

2 Integration of rational functions. 9


2.1 Partial fractions of types I and II. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2.2 Decomposition of rational functions into partial fractions. . . . . . . . . . . . . . . . 10

3 Integration of trigonometric functions. 14

4 Riemann sum and definite integral. 17

5 Anti-derivative and definite integral. 19

6 Properties of definite integral. 20

7 Applications of definite integral. 22


7.1 Distance. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
7.2 Area. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
7.3 Volume of revolution. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
7.4 Volumes of geometric shapes. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26

Bibliography 28

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1 ANTI-DERIVATIVE AND INDEFINITE INTEGRAL. 3

Integration is one of the fundamental theories of analysis and it is strongly connected to the notion
of the derivative.
In previous lessons, we saw that, for a function f , the differentiation process consists in finding the
derivative f 0 on a real interval D.
The integration process is defined as the inverse operation of differentiation, so, it aims to find a
function F whose derivative equals f on a certain interval D, that is

F 0 (x) = f (x), ∀x ∈ D.

Note : In what follows, D and c denote a real interval and an arbitrary constant respectively.

1 Anti-derivative and indefinite integral.

Definition 1.1.
A function F is said to be an anti-derivative of a function f , on a real interval D, if the equality

F 0 (x) = f (x),

hold ∀x ∈ D.

Example
1.1.
Let’s find an anti-derivative for the function

f (x) = eπx , x ∈ R.

From the definition, one an deduce that the function


1 πx
F(x) = e ,
π
is an anti-derivative of f because
π πx
F 0 (x) = e = f (x), x ∈ R.
π
Also, the function
f (x) = x2 x ∈ R,

admits as an anti-derivative the function

x3 3 2
F(x) = , because F 0 (x) = x = f (x).
3 3

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1 ANTI-DERIVATIVE AND INDEFINITE INTEGRAL. 4

Remark 1.1.

If F represents an anti-derivative of f on D, then, all functions of the form

F(x) + c,

are also anti-derivatives of f , since

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

Definition 1.2.

Let F be an anti-derivative of a function f on D. The set of all anti-derivatives

{F(x) + c},

is called the indefinite integral of f on D and is commonly denoted


Z
f (x) dx = F(x) + c, c ∈ R.

Example
1.2.
Z
1 πx
• eπx dx = e + c.
π
x3
Z
• x2 dx = + c.
3
Z
1
• dx = ln(x) + c.
x

Proposition 1.1. [2]

Every continuous function on a closed interval [a, b] admits an anti-derivative.

When searching the indefinite integrals, it is sometimes practical to use the properties below.

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1 ANTI-DERIVATIVE AND INDEFINITE INTEGRAL. 5

Proposition 1.2.

Given a continuous functions f and g.


Z !0
1. f (x) dx = f (x).
Z
2. f 0 (x) dx = f (x) + c.
Z Z Z
3. (α f (x) + βg(x)) dx = α f (x) dx + β g(x) dx, (α, β ∈ R).
Z
1
4. f (ax + b) dx = F(ax + b) + c, where F is an anti-derivative of f and a, b, are constants.
a

Exercise 1.1.
Prove the fourth point of proposition 1.2.

1.1 Integration methods.


The research of the indefinite integral is based essentially on differentiation rules, the procedure con-
sists in transforming the integrand into a well known derivative. Among these techniques we distin-
guish : the integration by parts and change of variable.

1.1.1 Indefinite integrals of usual functions.

The following are the indefinite integrals of usual functions. These formulas are deduced directly
from the differentiation rules except particular cases.
Z
xn+1
Z
1. x dx =
n
+ c. 7. tan(x) dx = − ln | cos(x)| + c.
n+1
Z Z
1
2. dx = ln |x| + c. 8. cot(x) dx = ln | sin(x)| + c.
x

eαx
Z Z
3. sin(x) dx = − cos(x) + c. 9. eαx dx = + c.
α

ax
Z Z
4. cos(x) dx = sin(x) + c. 10. a x dx = + c. (a > 0).
ln(a)
Z Z
1 1
5. dx = tan(x) + c. 11. dx = arctan(x) + c.
cos2 (x) 1 + x2
Z Z
1 1
6. dx = − cot(x) + c. 12. √ dx = arcsin(x) + c.
sin2 (x) 1 − x2

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1 ANTI-DERIVATIVE AND INDEFINITE INTEGRAL. 6

Z Z
−1 1  x
13. √ dx = arccos(x) + c. 16. √ dx = arcsin + c (a , 0).
1 − x2 a2 − x 2 a
Z
1 1  x
14. dx = arctan + c (a , 0). √
Z
1
a2 + x 2 a a 17. √ dx = ln x + x 2 ± a2 + c
x2 ± a2
a+x
Z
1 1
15. 2 2
dx = ln + c (a , 0). (a , 0).
a −x 2a a−x

Exercise 1.2.
Evaluate the integrals Z Z
1 1
I1 = √4 dx, I2 = dx.
x 3x − 7

1.1.2 Integration by parts.

Given two functions of class C 1 ([a, b]) (i.e they are continuous on [a, b] as well as their first deriva-
tives).
It is proved that the derivative formula of the product f g is

( f g)0 = f 0 g + f g0 .

So, integrating both sides implies


Z Z Z
( f g) dx =
0
f g dx +
0
f g0 dx,

then Z Z
fg + c = f g dx +
0
f g0 dx.

Let us choose c = 0, in this case, we obtain


Z Z
fg = f g dx +
0
f g0 dx,

which finally gives us


Z Z
f g dx = f g −
0
f g0 dx, , (1)

or Z Z
f g dx = f g −
0
f 0 g dx. . (2)

The last two equalities are called integration by parts formulas. They are frequently used when the
integrand may be expressed as a product of two functions where one of them represents a derivative.

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1 ANTI-DERIVATIVE AND INDEFINITE INTEGRAL. 7

Example
1.3.

• Evaluate the integral Z


I= ln(x) dx.

The integrand of I can be considered as the product of a function g and a derivative f 0 , that
is Z
I= f 0 (x)g(x) dx,

where
f 0 (x) = 1 and g(x) = ln(x),

with
1
f (x) = x and g0 (x) = .
x
Hence, using (1) we get
Z Z
1
I = x ln(x) − x · dx = x ln(x) − 1 dx = x ln(x) − x + c.
x

• Also, for the integral Z


I= x sin(x) dx,

we use the formula (2) with

f (x) = x and g0 (x) = sin(x),

besides
f 0 (x) = 1 and g(x) = − cos(x),

which yields
Z
I = −x cos(x) + 1 · cos(x) dx = −x cos(x) + sin(x) + c.

Exercise 1.3.
Using integration by parts, compute the integrals
Z Z
I1 = x e dx, I2 =
x
e x sin(x) dx.

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1 ANTI-DERIVATIVE AND INDEFINITE INTEGRAL. 8

1.1.3 Integration by change of variable.

When the integral Z


I= f (x) dx,

cannot be determined by classical integration rules, it is sometimes useful to consider the change of
variable
x = ϕ(t),

where ϕ is a C 1 function admitting an inverse ϕ−1 . In this case


dx
= ϕ0 (t) ⇔ dx = ϕ0 (t) dt,
dt
Replacing the previous relations in I leads to the integral
Z
I= f (ϕ(t)) ϕ0 (t) dt, (3)

depending on the new variable t and which is expected to be easier to calculate.


In some cases, the integral I takes the form
Z
I= f (x, g(x)) dx, (4)

where g is an invertible function of class C 1 . To compute this type of integrals, we often use the direct
change of variable
t = g(x) (which implies : x = g−1 (t)),

hence
dt 1 1
= g0 (x), or dx = 0 dt = 0 −1 dt.
dx g (x) g (g (t))
Then, replacing x, g(x) and dx by their new expressions, we obtain
Z
1
I= f (g−1 (t), t) dt. (5)
g0 (g−1 (t))

Note that the formula (5) is a particular case of (3) with


1
ϕ(t) = g−1 (t) and ϕ0 (t) = .
g0 (g−1 (t))

Example
1.4.

• The integral Z p
I= sin(x) cos(x) dx.

is of the form (4), so, put


p
t= sin(x),

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2 INTEGRATION OF RATIONAL FUNCTIONS. 9

then
dt cos(x) cos(x) 2t
= √ = , hence dx = dt.
dx 2 sin(x) 2t cos(x)
According to the above formulas, I becomes
Z Z
2t 2 2 p 3
I= t cos(x) dt = 2 t2 dt = t3 + c = sin(x) + c (c ∈ R).
cos(x) 3 3

• As for the integral Z p


I= 1 + cos(x) dx,

set
t = cos(x),

so
dt dt
= − sin(x) ⇔ dx = − .
dx sin(x)
Consequently
Z √
1+t
I=− dt.
sin(x)
Since
cos2 (x) + sin2 (x) = 1,

then
p √ √ √
sin(x) = ± 1 − cos2 (x) = ± 1 − t2 = ± 1 + t 1 − t.

Therefore

− 1+t
Z Z Z
−1 −1
I=± √ √ dt = ± √ dt = ±2 √ dt =
1+t 1−t 1−t 2 1−t

= ±2 1 − t + c = ±2 1 − cos(x) + c.
p

Exercise 1.4.
Using the appropriate change of variable, determine the integrals
Z √ Z
sin(x)
I1 = x x + 1 dx, I2 =
2 dx.
cos3 (x)

2 Integration of rational functions.

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2 INTEGRATION OF RATIONAL FUNCTIONS. 10

Definition 2.1.

• All rational functions are of the form [3]


P(x)
f (x) = ,
Q(x)
where P and Q are polynomials.

• Suppose that P and Q do not have common roots.


If the degree of P is lower than that of Q, then, the function f is called proper fraction, other-
wise, it is called improper fraction, in this case, f can be reduced to a sum of a polynomial and
a proper fraction using the Euclidean division, i.e
S (x)
f (x) = R(x) + .
Q(x)

2.1 Partial fractions of types I and II.

Definition 2.2.

A partial fraction of types I and II are rational functions of the forms [2]
A A
Type I : , Type II : (n ≥ 2),
x−a (x − a)n
where A, a ∈ R and n ∈ N∗ .

The integration of this type of fractions does not present any difficulties and it can be deduced directly
from usual integration rules. In fact

Type I :
Z Z
A
f (x) dx = dx = A ln |x − a| + c.
x−a
Type II :

(x − a)1−n
Z Z Z
A −1
f (x) dx = dx = A(x − a)−n dx = +c= + c.
(x − a)n 1−n (n − 1)(x − a)n−1

2.2 Decomposition of rational functions into partial fractions.


Given the proper rational function
P(x)
f (x) = , with deg(P) < deg(Q) (deg means "degree").
Q(x)
So

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2 INTEGRATION OF RATIONAL FUNCTIONS. 11

¶ If Q has r real distinct roots xi (i = 1, r), then r = deg(Q) and Q takes the factored form

Q(x) = a (x − x1 ) (x − x2 ) · · · (x − xr ) (a : constant).

In this case, f may be decomposed into a sum of partial fractions as follows [3]
P(x) A1 A2 Ar
f (x) = = + + ··· + ,
Q(x) (x − x1 ) (x − x2 ) (x − xr )

where Ai , (i = 1 : r) are constants.


Thereby
Z Z Z Z Z
P(x) A1 A2 Ar
f (x) dx = dx = dx + dx + · · · + dx =
Q(x) (x − x1 ) (x − x2 ) (x − xr )

= A1 ln |x − x1 | + A2 ln |x − x2 | + · · · + Ar ln |x − xr | + c.

· If Q has r real roots xi (i = 1 : r) with respective multiplicities αi , then r < deg(Q) = α1 + α2 +


· · · + αr and
Q(x) = a (x − x1 )α1 (x − x2 )α2 · · · (x − xr )αr (a : constant).

Consequently, f is decomposed into partial fractions as follows


P(x) A11 A12 A1α1
f (x) = = + + ··· + +
Q(x) (x − x1 ) (x − x1 )2 (x − x1 )α1
A21 A22 A2α2
+ + + ··· + +
(x − x2 ) (x − x2 )2 (x − x2 )α2
: : : :
Ar1 Ar2 Arαr
+ + + · + ,
(x − xr ) (x − xr )2 (x − xr )αr

where Aiαi (i = 1 : r) are constants.


So, by integration we get Z Z
P(x)
f (x) dx = dx =
Q(x)
(−1) (−1)
= A11 ln |x − x1 | + A12 + ··· + A1α1 +
x − x1 (α1 − 1)(x − x1 )α1 −1
(−1) (−1)
A21 ln |x − x2 | + A22 + ··· + A2α2 +
x − x2 (α2 − 1)(x − x2 )α2 −1
: : : :
(−1) (−1)
Ar1 ln |x − xr | + Ar2 + ··· + Arαr .
x − x2 (αr − 1)(x − xr )αr −1

Example
2.1.

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2 INTEGRATION OF RATIONAL FUNCTIONS. 12

• Compute the indefinite integral of the function


2x P(x)
f (x) = = .
(x − 1)(x + 3) Q(x)
Since the denominator Q admits two distinct roots x1 = 1, x2 = −3, then f is decomposed
into partial fractions as follows
A B A B
f (x) = + = + ,
x − x1 x − x2 x − 1 x + 3
where A and B are two constants to be determined.
Putting the two fractions over a common denominator gives us
2x A(x + 3) + B(x − 1)
= , so A(x + 3) + B(x − 1) = 2x,
(x − 1)(x + 3) (x − 1)(x + 3)
that is 
 A + B = 2 ···


 (1) 1 3
⇒ 4A = 2 A= B= .

⇒ ⇒
2 2

(1)+(2) (1)
 3A − B = 0 · · ·

(2)

Consequently
1 3
f (x) = + ,
2(x − 1) 2(x + 3)
hence Z
1 3
f (x) dx = ln |x − 1| + ln |x + 3| + c.
2 2

• As for the function


1 P(x)
f (x) = 2
= ,
(x − 2)(x − 1) Q(x)
we see that Q has two roots, one of them is simple x1 = 2 (α1 = 1), while the other one is
double x2 = 1 (α2 = 2), in this case, f is decomposed this way
A B C
f (x) = + + .
x − 2 x − 1 (x − 1)2
To determine the constants A, B and C, let us consider a common denominator, i.e

(A + B)x2 + (C − 2A − 3B)x + A + 2B − 2C
f (x) = ,
(x − 2)(x − 1)2
so, by comparison, we obtain

A+B=0 ··· (1)








C − 2A − 3B = 0 · · ·



 (2)


 A + 2B − 2C = 1 · · ·

(3),

which yields
(1) ⇔ A = −B ⇒ B = C ⇒ B = −1 = C ⇒ A = 1.
(2) (3)

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2 INTEGRATION OF RATIONAL FUNCTIONS. 13

Therefore
1 1 1
f (x) = − − ,
x − 2 x − 1 (x − 1)2
and Z
x−2 1
f (x) dx = ln + + c.
x−1 x−1

• The function
x3 − 5x2 + 2x − 1 P(x)
f (x) = = ,
x+1 Q(x)
represents an improper fraction because deg(P) > deg(Q), so, using the Euclidean division
we obtain
x3 − 5x2 + 2x − 1 x + 1
− (x3 + x2 + 0 + 0) x2 − 6x + 8.
0 − 6x2 + 2x − 1
− (−6x2 − 6x + 0)
0 + 8x − 1
− (8x + 8)
−9
Hence
9
f (x) = x2 − 6x + 8 − ,
x+1
and finally
x3
Z
f (x) dx = − 3x2 + 8x − 9 ln |x + 1| + c.
3

Remark 2.1.
The case where Q (an arbitrary polynomial of degree ≥ 3) admits complex roots is not considered in
the current course (for more details see [2, pages 365,366,367]), nevertheless, let us investigate the
fractions of the type
P(x) αx + β
f (x) = = 2 ,
Q(x) ax + bx + c
where α, β, a, b et c are constants and a, b, c does not vanish at the same time.
If the denominator Q has complex conjugate roots, which means that its discriminant ∆ is strictly less
than zero, then Q can be put in the form
h i
Q(x) = λ (σx + γ)2 + 1 , (6)

where λ, σ and γ are constants.


Using the change of variable t = σx + γ we obtain the new integral
At + B
Z Z
f (x) dx = dt. (7)
t2 + 1

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3 INTEGRATION OF TRIGONOMETRIC FUNCTIONS. 14

where A and B are constants depending, in turn, on the constants α, β, λ, σ and γ.


Thus Z Z Z
A 2t 1
f (x) dx = dt + B dt = A ln(t2 + 1) + B arctan(t) + c =
2 t +1
2 t +1
2

 
= A ln (σx + γ)2 + 1 + B arctan(σx + γ) + c.

Example
2.2.
Determine the indefinite integral of the function
x+1 P(x)
f (x) = = .
2x2 − 6x + 5 Q(x)
First, remark that ∆Q = −4 < 0, so Q may be reduced to the form (6) using the following procedure
!  ! !2 !2 
5 3 3 3 5 
Q(x) = 2x − 6x + 5 = 2 x − 3x +
2
= 2  x − 2 x +
2
+  =
 2

2 2 2 2 2
 !2   !2   !!2 
3 1  2  3  1  3  1  
= 2  x − +  = 4 x − + 1 =  2 x − + 1 = (2x − 3)2 + 1 .

2 4 4 2 2 2 2
Now, set t = 2x − 3, then
t+3 1
x= ⇒ dx = dt.
2 2
Thereby
t+3
+ 1 dt 1 t+5
Z Z Z Z Z
1 2t 5 1
f (x) dx = 2
= dt = dt + dt =
1 2
2
(t + 1) 2 2 t +1
2 4 t +1
2 2 t2 +1

1 5 1   5
= ln(t2 + 1) + arctan(t) + c = ln (2x − 3)2 + 1 + arctan(2x − 3) + c.
4 2 4 2

Exercise 2.1.
Compute the integrals

x2
Z Z
x
I1 = dx, I2 = dx.
x +x+1
2 x2 − 3x + 2

3 Integration of trigonometric functions.


I) Integrals of the form

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3 INTEGRATION OF TRIGONOMETRIC FUNCTIONS. 15

Z
I= cos p (x) sinq (x) dx (p, q ∈ Z∗ ).

Rule 1. If p is odd, i.e p = 2k + 1 (k ∈ Z), then


Z Z
I = 2k+1 q
cos (x) sin (x) dx = cos2k (x) cos(x) sinq (x) dx =
Z  k Z  k
= cos2 (x) sinq (x) cos(x) dx = 1 − sin2 (x) sinq (x) cos(x) dx.

In this case, set t = sin(x), so


dt 1
= cos(x) ⇔ dx = dt,
dx cos(x)
hence, I becomes
Z
I= (1 − t2 )k tq dt,

Rule 2 If q is odd, i.e q = 2k + 1 (k ∈ Z), then


Z Z
I = p 2k+1
cos (x) sin (x) dx = cos p (x) sin2k (x) sin(x) dx =
Z  k Z  k
= cos p (x) sin2 (x) sin(x) dx = cos p (x) 1 − cos2 (x) sin(x) dx.

Consider the new variable t = cos(x), so


dt −1
= − sin(x) ⇔ dx = dt,
dx sin(x)
consequently
Z
I=− t p (1 − t2 )k dt,

Note that in both cases the integrand in I is a polynomial (when k and q (or p) are positive)
or rational function (when at least one of the integers k or q (or p) is negative).
Rule 3. If p and q are both even, that is

p = 2k et q = 2k0 (k, k0 ∈ N∗ ),

we use the relations  1 + cos(2x)


cos2 (x) = ,



2


(8)

1 − cos(2x)


 sin2 (x) = ,



2
to transform I into the following form
Z  Z
k  k0 1 0
I= cos (x) sin (x) dx =
2 2
(1 + cos(2x))k (1 − cos(2x))k dx =
4
Z 
1 0

= 1 + a1 cos(2x) + a2 cos2 (2x) + · · · + ak+k0 cosk+k (2x) dx,
4

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3 INTEGRATION OF TRIGONOMETRIC FUNCTIONS. 16

where ai (i = 1 : k + k0 ) are constants.


In order to compute the integrals
Z
cosi (2x) dx (i = 1 : k + k0 ),

we apply the first rule for odd powers, else we use again the third rule for even powers to
finally obtain elementary integrals of the type
Z
1
cos(rx) dx = sin(rx) + c (r ∈ N∗ ).
r

II) The trigonometric integrals (A, B constants)

Z Z
I1 = cos(Ax) cos(Bx) dx, I2 = sin(Ax) sin(Bx) dx,

Z
I3 = sin(Ax) cos(Bx) dx,

may be transformed into elementary integrals using the relations


1

cos(Ax) cos(Bx) = (cos((A + B)x) + cos((A − B)x)) ,







 2


 1
sin(Ax) sin(Bx) = (− cos((A + B)x) + cos((A − B)x)) , (9)






 2

 1
 sin(Ax) cos(Bx) = (sin((A + B)x) + sin((A − B)x)) .



2

Example
3.1.
Evaluate the integrals
Z Z Z
(a) Ia = cos3 (x) sin2 (x) dx, (b) Ib = 2 2
cos (x) sin (x) dx, (c) Ic = sin(3x) cos(2x) dx.

(a) Put t = sin(x), then


dt 1
= cos(x) ⇔ dx = dt,
dx cos(x)
so, Ia becomes

t3 t5
Z Z  Z 
1  
Ia = cos2 (x) cos(x) t2 dt = 1 − sin (x) t dt =
2 2
1 − t2 t2 dt = − + c =
cos(x) 3 5

sin3 (x) sin5 (x)


= − + c.
3 5

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4 RIEMANN SUM AND DEFINITE INTEGRAL. 17

(b) Using the relations (8), Ib becomes


Z Z
1 1
Ib = (1 + cos(2x)) (1 − cos(2x)) dx = (1 − cos2 (x)) dx =
4 4
 


 


 Z Z 
1

 

=  .
2

1 dx − cos (2x) dx
 
4 




 | {z }

 0

Ib
 

The integral Ib0 contains even power, in this case we apply, once again, the relations (8) which
implies Z !
1 1 1
Ib0 = (1 + cos(4x)) dx = x + sin(4x) + c.
2 2 4
Finally
( !!)
1 1 1 1 1
Ib = x− x + sin(4x) + c0 = x− sin(4x) + c0 .
4 2 4 8 32

(c) From the relations (9), we get


Z Z
1
Ic = sin(3x) cos(2x) dx = (sin((3 + 2)x) + sin((3 − 2)x)) dx =
2
Z ( )
1 −1 1
= (sin(5x) + sin(x)) dx = cos(5x) + cos(x) + c.
2 2 5

Exercise 3.1.
Determine the integrals
Z Z
3
1. cos (x) sin(x)dx. 4. cos(x) cos(2x)dx.
Z
cos3 (x)
Z
2. cos3 (x) sin2 (x)dx. 5. dx.
sin4 (x)
Z
3. sin2 (x)dx.

4 Riemann sum and definite integral.

Definition 4.1.
Let f be a continuous function on the closed interval [a, b].

• A subdivision of [a, b] is a set of points of [a, b] that subdivides it into n subintervals (n ∈ N∗ ).


This set is often denoted

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4 RIEMANN SUM AND DEFINITE INTEGRAL. 18

∆n = {a = x0 < x1 < · · · < xn = b} .

• The subdivision ∆n is said to be equidistant if all the subintervals [xi−1 , xi ] (i = 1, n) have the
same length

b−a
h = xi − xi−1 = .
n

• The expression

n
X
Sn = h f (ξi ),
i=1

where ξi ∈ [xi−1 , xi ] (i = 1, n) are chosen arbitrarily, is called the Riemann sum of f .

Theorem 4.1. [1, p 319]


Given a continuous function f on the interval [a, b], then, for any subdivision ∆n , the Riemann sum
S n of f converges to a limit called the definite integral of f and denoted
Z b
lim S n = f (x) dx,
n→+∞ a

In this case, we say that f is integrable on [a, b].

y
Cf

Sn

x
x0=a x1 x2 x3 h x7 x8=b.

Figure 1: Riemann sum.

Geometrically, the Riemann sum S n represents the total area of the rectangles (Figure 1) of heights
f (xi−1 ) (here ξi = xi−1 (i = 1 : n)) and bases h. So, as n increases, S n approaches the area delimited by

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5 ANTI-DERIVATIVE AND DEFINITE INTEGRAL. 19

the graph of f , X−axis and the vertical straight lines x = a and x = b.

The following theorem generalizes the concept of the arithmetic mean (the average of a set of
values) to continuous functions.

Theorem 4.2. (Mean value theorem [2, 406])


Denote by f a continuous function on an interval [a, b], then, there exists a point c ∈ [a, b] such that
Z b
1
f (c) = f (x) dx.
b−a a

where the right-hand side of the above equality represents the mean value of f on [a, b].

y
Cf
f(c)

∫ ( ) = ( )( − )

a c b x

Figure 2: The mean value of f .

From the geometric point of view (Figure 2), the value f (c)(b − a) represents the area of the
rectangle of base b − a and height f (c) and whose value equal to the definite integral of f on [a, b].

5 Anti-derivative and definite integral.


Before that the notion of definite integral acquire its present signification connected to the differential
calculus, the geometric problems of ancient time (Archimedes 250 B.C), related to the determination
of lengths, areas and volumes, considered the definite integral as a limit of a series. This process was
limited to vary simple cases when the limit can be computed directly. The Newton-Leibniz formula
greatly expanded the computation of definite integral to include various problems in different fields
of science.

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6 PROPERTIES OF DEFINITE INTEGRAL. 20

Theorem 5.1. (The fundamental theorem of calculus)[1, p 328], [?, p 408→411]


Consider a continuous function f on [a, b]. The function
Z x
G(x) = f (t) dt, x ∈ [a, b],
a

is the unique anti-derivative of f that vanishes at x = a.


Moreover, for every anti-derivative F of f , we have
Z x
f (x) dx = F(x) − F(a), x ∈ [a, b],
a

For x = b, the previous relation is better know as Newton-Leibniz formula.

Example
5.1.
Let us compute the area S delimited by the curve of the function f (x) = tan(x), X−axis and the
vertical straight lines x = 0 and x = π4 .
Using the Newton-Leibniz formula we obtain
Z π √ 
4 π  2 
S = tan(x) dx = − [ln(cos(x))]0 = − ln 
4
 .
0 2

Exercise 5.1.
Let f be a continuous function on [a, b], and denote by
Z x
G(x) = f (t) dt, x ∈ [a, b],
a

the unique anti-derivative of f that vanishes at x = a.


Prove that, for any anti-derivative F of f , the relation
Z x
f (t) dt = F(x) − F(a), x ∈ [a, b],
a

hold.

6 Properties of definite integral.


Given two integrable functions f and g on [a, b], then the following properties hold

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6 PROPERTIES OF DEFINITE INTEGRAL. 21

1. ∀α, β ∈ R,
Z b Z b Z b
(α f (x) + β g(x)) dx = α f (x) dx + β g(x) dx.
a a a

2. ∀c ∈ [a, b]
Z b Z c Z b
f (x) dx = f (x) dx + f (x) dx (Chasles relation).
a a c

3.
Z b
∀x ∈ [a, b], f (x) ≥ 0 ( or ≤ 0) ⇒ f (x) dx ≥ 0 ( or ≤ 0).
a

4.
Z b Z b
∀x ∈ [a, b], f (x) ≥ g(x) ⇒ f (x) dx ≥ g(x) dx.
a a

5.
Z a Z b
f (x) dx = − f (x) dx.
b a

Example
6.1.
Let us verify the last three properties.

3. Remark that the function f (x) = x2 − 1 (Figure 3) is ≤ 0 for x ∈ [0, 1], and ≥ 0 for x ∈ [1, 2], so
Z 1 " 3 #1
 x 1 2
I1 = x − 1 dx =
2
−x = −1= − ,
0 3 0 3 3

and Z 2 #2
x3
"
 8 1 4
I2 = x − 1 dx =
2
−x = −2− +1= .
1 3 1 3 3 3

4. Since e x > x, ∀x ∈ [0, 1], then
1 " #1 Z 1

Z
2 2 32
e dx =
x
[e x ]10 = e−1> = x = x dx.
0 3 3 0 0

5. We have Z e
1
dx = [ln(x)]e1 = ln (e) − ln(1) = 1.
1 x
Conversely Z 1
1
dx = [ln(x)]1e = ln(1) − ln (e) = −1.
e x

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7 APPLICATIONS OF DEFINITE INTEGRAL. 22

Cf I2

1
+

-1 0 ̶ 1 2 x
I1
-1

Figure 3: Definite integral of the function f (x) = x2 − 1.

Exercise 6.1.
Evaluate the integrals
Z e 1 √

Z
ln(x) x
I1 = dx, I2 = √ dx (Use the new variable t = 1 + x).
1 x 0 1+ x

7 Applications of definite integral.


Next we present examples of applications of definite integral that concerns the computation of dis-
tances, areas and volumes of some simple geometric shapes.

7.1 Distance.
Determine the distance D travelled by a solid body moving in uniform rectilinear motion between the
two instants t = 0 s and t = 7 s with a velocity v = 3m/s.
First, denote by x(t) the distance at the instant t, so D represents the difference between the final
distance x(t1 ) and the initial distance x(t0 ).
It is well known that the instantaneous velocity v(t) is the derivative, with respect to time, of the
distance x(t), i.e
dx
v(t) = ⇔ dx = v(t) dt.
dt
Integrating both sides between t0 and t1 yields
Z 7 Z 7
dx = v(t) dt,
0 0

hence Z 7
D = x(7) − x(0) = 3 dt = [3t]70 = 21 m.
0

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7 APPLICATIONS OF DEFINITE INTEGRAL. 23

Exercise 7.1.
A ball is rolling in a rectilinear trajectory with initial velocity (at t0 = 0) v(t0 ) = 6 m/s (Figure 7.1).
Due to friction, the velocity decreases at the rate of a = −2m/s2 (uniformly decelerated movement
with a = −2m/s2 ) until it stops at the instant t1 .

• Determine the expression of the velocity.

• Find t1 , then, compute the distance travelled by the ball between t0 and t1 .

Figure 4: Descriptive figure.

7.2 Area.
Given two continuous functions on an interval [a, b] with

f (x) ≥ g(x) ∀x ∈ [a, b].

Then, the area A (Figure 5) delimited by the curves of f and g and eventually the vertical straight
lines x = a and x = b is given by the formula
Z b
A=
 
f (x) − g(x) dx.
a

Example
7.1.
Let us take the functions

f (x) = −x2 + 2x, g(x) = x2 , x ∈ [0, 1].

We see that
∀x ∈ [0, 1], f (x) ≥ g(x),

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7 APPLICATIONS OF DEFINITE INTEGRAL. 24

y
Cf

Cg

o a b x

Figure 5: The area between C f and Cg .

so, the area between the graphs of f and g and the vertical lines x = 0 and x = 1 is
Z 1 Z 1 " #1
 2 3 2 1
A= −x + 2x − x dx =
2 2
(−2x + 2x) dx = − x + x = − + 1 = .
2 2
0 0 3 0 3 3

Exercise 7.2.
Compute the area bounded by the graph of the function f (x) = x3 , X−axis and the vertical straight
lines x = −1 and x = 1.

Exercise 7.3.
Given the functions
f (x) = −x2 + 2x + 1, g(x) = x2 − 3 (x ∈ R).

1. Sketch the graphs of f and g, then find the points a and b at which C f and Cg intersect.

2. Compute the area delimited by C f and Cg and the straight lines x = a and x = b.

7.3 Volume of revolution.


Let f be a continuous function on an interval [a, b] whose curve is denoted C f .
The volume generated by the revolution of C f around the X−axis (Figure 6) is given by
Z b
V= π f (x) 2 dx.
 
a

In fact, for any x ∈ [a, b], the area of the disk of centre x and radius f (x) is

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7 APPLICATIONS OF DEFINITE INTEGRAL. 25

y
Cf
f(x)
Rotation
autour
de l’axe ⃗

0 a x b x

Figure 6: Volume of revolution of f around X−axis.

S x = π f (x) 2 .
 

Hence, every elementary displacement dx corresponds to the elementary volume

dV = π f (x) 2 dx.
 

So, the total volume V is the continuous sum of all elementary volumes dV as x run through [a, b], i.e
Z b Z b
V= dV = π f (x) 2 dx.
 
a a

Example
7.2.
The volume of revolution with respect to X−axis of the function f (x) = e x for x ∈ [0, 2] is (Figure 7)

π h 2x i2 π 4
Z 2 
V= πe2x dx = e = e −1 .
0 2 0 2

y
Cf
f(x)=ex

0 1 2 x

Figure 7: Volume of revolution of f around X−axis.

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7 APPLICATIONS OF DEFINITE INTEGRAL. 26

7.4 Volumes of geometric shapes.


• Volume of a cylinder.
In the space R3 , let there be a cylinder of height h and base radius R (Figure 8 ).
Denote by S (z) the area of the disk of centre (0, 0, z), z ∈ [0, h], then

O
x
y R

Figure 8: Volume of a cylinder.

S (z) = πR2 .

So, each elementary displacement dz, according to Z−axis, corresponds the elementary volume

dV = S (z) dz = π R2 dz,

consequently, the total volume will be the continuous sum of the elementary volumes dV as z
run through [0, h], i.e Z h Z h
V= dV = π R2 dz = πR2 h.
0 0

• The volume of a cone.


In the space R3 , let there be a cone of height h and base radius R (Figure 9).
Denote by S (z) and R(z) the area and the radius of the disk of centre (0, 0, z), z ∈ [0, h], then

S (z) = πR(z)2 .

So, each elementary displacement dz, according to Z−axis, generates the elementary volume

dV = S (z) dz = π R(z)2 dz,

thereby, the volume of the cone is the integral of the elementary volumes dV, that is
Z h Z h
V= dV = π R(z)2 dz. (10)
0 0

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7 APPLICATIONS OF DEFINITE INTEGRAL. 27

z
M M

R(z) R(z)
h h

z z
O
N
N x O
R R
y

Figure 9: Volume of a cone.

Here, the radius R(z) depends on z, so, we need to express it explicitly as a function of z. For
this purpose, remark that, in the triangle ON M
R(z) h − z
= (Thales theorem).
R h
Then  z
R(z) = R 1 − .
h
Replacing R(z) in (10) we obtain
Z h Z h Z h #h
z2
! "
z 2 2 1 2 1 3
V= dV = πR 2
1− dz = πR 2
1 − z + 2 dz = π R z − z + 2 z =
2
0 0 h 0 h h h 3h 0
" #
1 1
= π R2 h − h + h = π R2 h.
3 3
• The volume of a sphere.
Consider in the space R3 the sphere of centre O and radius R (Figure 10).
Denote by S (z) and R(z) the area and the radius of the disk of centre (0, 0, z), z ∈ [−R, R], then

S (z) = π R(z)2 .

So, each elementary displacement dz, according to Z−axis, yields the elementary volume

dV = S (z) dz = π R(z)2 dz,

Integrating the previous formula from −R to R gives us the total volume


Z R Z h
V= dV = π R(z)2 dz. (11)
−R 0

Here again, we need to write R(z) explicitly as a function of z, so, in the triangle ON M we see
that
R2 (z) = R2 − z2 (Pythagoras theorem).

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REFERENCES 28

z
R(z) R(z)
N M N M

z z
R R
0 x 0

Figure 10: Volume of a sphere.

Substituting this formula in (11), we finally get


Z R  " 3 #R  !
z 1 3 4
V=π (R − z ) dz = π R [z]−R −  = π 2R − (R + R ) = π R3 .
2 2


 2 R
 3 3
 
−R 3 −R 3 3

Exercise 7.4.
Using definite integral, prove that the circumference C and the area A of a disk of radius r > 0 are
given by the formulas
C = 2 π r, A = π r2 .

References
[1] Allano-Chevalier M, Oudot X : Maths. 1 ère Année PCSI-PTSI. HACHETTE Supérieur (2008).

[2] Piskunov N : "Differential and integral calculus". MIR PUBLISHERS Moscow (1969).

[3] S Balac S, Sturm F : "Algèbre et analyse". Cours de mathématiques de première année avec
exercices corrigés. 2ème édition revue et augmentée. Presses polytechniques et universitaires
romandes. METIS LyonTech (2009)

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