Chapter 1 Mathematics 3
Chapter 1 Mathematics 3
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
Bibliography 28
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.
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.
x3 3 2
F(x) = , because F 0 (x) = x = f (x).
3 3
Remark 1.1.
F(x) + c,
Definition 1.2.
{F(x) + c},
Example
1.2.
Z
1 πx
• eπx dx = e + c.
π
x3
Z
• x2 dx = + c.
3
Z
1
• dx = ln(x) + c.
x
When searching the indefinite integrals, it is sometimes practical to use the properties below.
Proposition 1.2.
Exercise 1.1.
Prove the fourth point of proposition 1.2.
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
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
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 .
then Z Z
fg + c = f g dx +
0
f g0 dx.
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.
Example
1.3.
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
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.
cannot be determined by classical integration rules, it is sometimes useful to consider the change of
variable
x = ϕ(t),
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))
Example
1.4.
• The integral Z p
I= sin(x) cos(x) dx.
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
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)
Definition 2.1.
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
¶ 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 )
= A1 ln |x − x1 | + A2 ln |x − x2 | + · · · + Ar ln |x − xr | + c.
Example
2.1.
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
(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)
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)
= 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
Z
I= cos p (x) sinq (x) dx (p, q ∈ Z∗ ).
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 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
Z Z
I1 = cos(Ax) cos(Bx) dx, I2 = sin(Ax) sin(Bx) dx,
Z
I3 = sin(Ax) cos(Bx) dx,
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.
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
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
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.
Definition 4.1.
Let f be a continuous function on the closed interval [a, 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
y
Cf
Sn
x
x0=a x1 x2 x3 h x7 x8=b.
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
The following theorem generalizes the concept of the arithmetic mean (the average of a set of
values) to continuous functions.
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
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].
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
hold.
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
Cf I2
1
+
-1 0 ̶ 1 2 x
I1
-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
7.1 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
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 .
• Find t1 , then, compute the distance travelled by the ball between t0 and t1 .
7.2 Area.
Given two continuous functions on an interval [a, b] with
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
We see that
∀x ∈ [0, 1], f (x) ≥ g(x),
y
Cf
Cg
o a b x
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.
In fact, for any x ∈ [a, b], the area of the disk of centre x and radius f (x) is
y
Cf
f(x)
Rotation
autour
de l’axe ⃗
0 a x b x
S x = π f (x) 2 .
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
O
x
y R
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
S (z) = πR(z)2 .
So, each elementary displacement dz, according to Z−axis, generates the elementary volume
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
z
M M
R(z) R(z)
h h
z z
O
N
N x O
R R
y
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
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).
z
R(z) R(z)
N M N M
z z
R R
0 x 0
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
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[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)