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Math 51 Lectures Vi. Integration

The document outlines the curriculum for Math 51, focusing on calculus concepts relevant to civil engineering, including antiderivatives, area, and the definite integral. It provides definitions, examples, and rules for calculating antiderivatives and areas, as well as introducing concepts like the Fundamental Theorem of Calculus and numerical integration. The content is structured to facilitate understanding of integration techniques and their applications in engineering contexts.

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0% found this document useful (0 votes)
11 views63 pages

Math 51 Lectures Vi. Integration

The document outlines the curriculum for Math 51, focusing on calculus concepts relevant to civil engineering, including antiderivatives, area, and the definite integral. It provides definitions, examples, and rules for calculating antiderivatives and areas, as well as introducing concepts like the Fundamental Theorem of Calculus and numerical integration. The content is structured to facilitate understanding of integration techniques and their applications in engineering contexts.

Uploaded by

micoquicobcly
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Math 51 –

Calculus for
civil
engineering 1

ENGR. MARY CRIS L. AYING-TAMPOS


INSTRUCTOR
FINAL
VI. INTEGRATION
LESSON CONTENTS:
4.11 ANTIDERIVATIVES
5.1. AREA
5.2. THE DEFINITE INTEGRAL
5.3. THE DEFINITE INTEGRAL AND AREA
5.4. PROPERTIES OF THE DEFINITE INTEGRAL
5.5. EVALUATION OF DEFINITE INTEGRALS. FUNDAMENTAL THEOREMS OF CALCULUS
9.9 NUMERICAL INTEGRATION
5.6. MEAN VALUE THEOREM FOR INTEGRALS
5.7. THE INDEFINITE INTEGRAL. INTEGRATION BY SUBSTITUTION
❑ 4.11 ANTIDERIVATIVES
❑4.11 ANTIDERIVATIVES
DEFINITIONS: A given function f has antiderivative F if F ‘(x) = f(x) for all x in the
domain of f.
Example 1: Given the function 𝒇 𝒙 = 𝟒𝒙𝟑 + 𝟐𝒙 − 𝟓, find its antiderivative.
Polynomial Antiderivative Rule:
Let 𝑝(𝑥) be the polynomial
𝑝(𝑥) = anxn + an-1 xn-1 + . . . + a1x + a0.
Then the antiderivative of 𝑝(𝑥), denoted 𝑃(𝑥) is
𝑥 𝑛+1 𝑥𝑛 𝑥2
𝑃(𝑥) = an + an-1 +.... a1 + a0x + c,
𝑛+1 𝑛 2

where 𝑐 is a number which may have any value.


The validity of the Polynomial Antiderivative Rule is easily checked by differentiating 𝑃(𝑥) and
noting that 𝑃′ 𝑥 = 𝑝(𝑥). An important special case is 𝑝 𝑥 = 𝑥 𝑛 . We have
If 𝑝 𝑥 = 𝑥 𝑛 , then the antiderivative P(x) is given by
𝑥 𝑛+1
𝑃 𝑥 = + 𝑐,
𝑛+1

where c is an arbitrary constant.


❑4.11 ANTIDERIVATIVES

We also observe that if r is any rational number the derivative of xr is rxr- 1. Hence the
Polynomial Antiderivative Rule also works when x is raised to any rational exponent,
positive or negative.
Example 2: Find its antiderivative of f(x) = x1/7 – x2/3 + sin x

1 3
Example 3: Suppose that F is a function whose derivative is x (x+1) -1/2 + 3x2 (x+1)1/2
2
Given that F(3) = 5, find the function F.

Example 4: A ball is thrown upward, and we know that the acceleration is - 10(m/sec)/sec.
(a) What is the velocity at any instant of time if the ball was launched with a velocity of 60
m/sec? (b) Find the height of the ball above the launching point at any time t.
❑4.11 ANTIDERIVATIVES

Suppose 𝐹(𝑥) is the antiderivative of 𝑓 𝑥 , and we write y = 𝐹(𝑥). Then the


equation 𝐹 ′ 𝑥 = 𝑓(𝑥) can be written in the form
𝑑𝑦
= 𝑓(𝑥). (1)
𝑑𝑥
Here f(x) is a known function and we are seeking y as a function of x. An equation with
derivatives, such as (1) above, is called a differential equation. We provide a systematic
study of differential equations in Chapter 18. Typically, in solving a differential equation
such as (1), i.e., in finding the antiderivative, there is usually an additional condition
imposed in order to determine the constant c which arises. we call this added condition an
initial condition for y = y(x). The next example describes the method.

Example 5: Solve the differential equation


𝑑𝑦
= 6x2 + 3x - 5
𝑑𝑥
with the initial condition y =4, when x = 0.
❑ 5.1 AREA
5.1. AREA
The area of a region is a measure of its size. A
rectangle of length I and width w has area A = l • w. The area of a
1
triangle of base b and altitude h is just bh. Similarly, we may
2
obtain the area of a polygon simply by decomposing it into
triangles and adding the areas of the component parts. Moreover,
we readily see that the area of a polygon is independent of the
way in which the polygon is cut up into triangles.

Suppose we have an irregularly shaped region in the


plane, such as the one shown in Fig. 1. How do we go about
defining its area? The process is rather complicated and depends
intrinsically on the idea of limit, which we have previously learned.
5.1. AREA
We start-with the notion of a square grid. The entire
plane is divided into squares by constructing equally spaced
lines parallel to the coordinate axes. Figure 2 shows a square
1
grid with squares unit on each side, and Fig.3 shows a square
2
1
grid with squares unit on each side. We always select the
4
coordinate axes themselves as lines of the grid, and then the
size of the squares determines the location of all other grid
lines.

We may have a grid with squares of any size, but for convenience we consider only grids
1 1 1 1 1
of size , , , , . …, 𝑛, …, where n is any positive integer. We obtain a sequence of grids
2 4 8 16 2
with the property that the lines of any grid in the sequence are also lines in all the grids
farther along in the sequence.
5.1. AREA
We want to define the area of an irregularly shaped
region R, such as the one shown in Fig.4. We begin by
constructing a square grid (one of our sequence of grids) in
the plane. All the squares of this grid can be divided into
three types: (1) squares which are completely inside the
region R; (2) squares which have some points in the region
and some points not in the region; (3) squares which are
completely outside the region.

AXIOM C ( AXIOM OF CONTINUITY) Suppose that a sequence a1, a2, . . . ., an, . . Has the
properties (1) an+1 ≥ 𝑎𝑛 for all n, and (2) there is a number M such that 𝑎𝑛 ≤ M for all n. Then
there is a number b ≤ M such that:
𝑙𝑖𝑚 𝑎𝑛 = 𝑏 𝑎𝑛𝑑 𝑎𝑛 ≤ 𝑏
𝑛→∞
for all n.
5.1. AREA
The Axiom of Continuity is also known as the Completeness Axiom for the real
numbers.
Figure 8 shows the situation. The numbers an move steadily to the right, and yet
they can never get beyond M. It is reasonable to have an axiom which states that there
must be some number b (perhaps M itself) toward which the an cluster. Axiom C is usually
stated in the form: Every bounded, nondecreasing sequence of numbers tends to a
limit. A similar statement holds if the sequence is bounded and nonincreasing.

We have seen that the development of the derivative is helped greatly by the use
of special symbols for the derivative and the differential. We now introduce symbols for
sums which will not only help in deriving formulas for the area but will prove to be useful
in other topics.
5.1. AREA
The sum of seven terms,
a 1 + a 2 + a 3 + a 4 + a 5 + a 6 + a 7,
can be written in abbreviated form using a special symbol. The Greek letter sigma and
certain subscripts
7
are combined in the following way,
෍ 𝑎𝑖 means a1 + a2 + a3 + a4 + a5 + a6 + a7
𝑖=1

We read it: "the sum from 1 to 7 of a sub i." The lower number (1 in this case) indicates
where the sum starts, and the upper number (7 in this case) indicates where it ends. The
8
expression
෍ 𝑏𝑖
𝑖=3 means b3 + b4 + b 5 + b6 + b7 + b8

The symbol i is a “dummy” symbol (called the index of summation), since


8

෍ 𝑏k means b 3 + b4 + b5 + b6 + b7 + b8
𝑘=3

which is exactly the same thing.


5.1. AREA

Carrying the process one-step further, we have


5

෍ 2𝑖 + 1 = (2•1 + 1) + 2•2 + 1 ) + 2•3 + 1 + 2•4 + 1 + 2•5 + 1


𝑖=1
= 3 + 5 + 7 + 9 + 11 = 35 and

෍[ 𝑘 + 1 3 − 𝑘3] = 2+1 3 − 23 + 3 + 1 3 − 33 + 4 + 1 3 − 43 + 5 + 1 3 − 53
𝑘=2
= 33 − 23 + 43 − 33 + 53 − 43 + 63 − 53
= −23 + 63 = 208
5.1. AREA
The summation notation, as it is called, is of great help in manipulating
sums. As an example, consider
6

෍ 2𝑖 = 2•1 + 2•2 + 2•3 + 2•4 + 2•5 + 2•6


𝑖=1

= 2 ( 1 + 2 + 3 + 4 + 5 + 6)
6

=2 ෍𝑖
𝑖=1

More generally, we have the 𝑛rule that for𝑛any sum


෍ 𝑐𝑎𝑘 = 𝑐 ෍ 𝑎𝑘 , 𝑐 = 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡
𝑘=1 𝑘=1
where the symbol means that the sum starts with 𝑎1 and ends with 𝑎𝑛 . The number at the
bottom is called the lower limit of the sum and the number at the top the upper limit. We
also have 𝑛 𝑛 𝑛

෍ (𝑎𝑘 + 𝑏𝑘 ) = ෍ 𝑎𝑘 + ෍ 𝑏𝑘
𝑘=1 𝑘=1 𝑘=1
5.1. AREA
Sums of the form 𝑛

෍ ( 𝑏𝑘+1 − 𝑏𝑘 )
𝑘=1
(1) occur frequently in practice. When we write out the individual terms we get

𝑏2 − 𝑏1 + 𝑏3 − 𝑏2 + 𝑏4 − 𝑏3 + ⋯ + 𝑏𝑛 − 𝑏𝑛−1 + 𝑏𝑛+1 − 𝑏𝑛 ,

and we make the important observation that almost all the terms cancel. In fact, the above
sum reduces to
−𝑏1 + 𝑏𝑛+1 .
For this reason we designate any sum of the form (1) a telescoping sum.
5.1. AREA
Sometimes a sum may be put in a telescoping form even when at first glance it
appears quite different. For example, the sum
𝑛
1
෍ 2
𝑘 +𝑘
𝑘=1

is actually a telescoping sum. To see this we write


1 1 𝐴 𝐵
= = + ,
𝑘 2 +𝑘 𝑘(𝑘+1) 𝑘 𝑘+1
where 𝐴 and 𝐵 are numbers to be determined. Multiplying through by 𝑘(𝑘 + 1) we
find
1 = 𝐴 𝑘 + 1 + 𝐵𝑘.
This equation is an identity only if 𝐴 = 1 and 𝐴 + 𝐵 = 0, and thus 𝐵 = −1.
5.1. AREA
Finally,
1 1 1
= −
𝑘2 + 𝑘 𝑘 𝑘 + 1
and the sum
𝑛 𝑛
1 1 1
෍ 2 = ෍ −
𝑘 +𝑘 𝑘 𝑘+1
𝑘=1 𝑘=1

is in a telescoping form.

Example : Evaluate the sum

100
1
෍ 2
𝑘 +𝑘
𝑘=1
❑ 5.2 THE DEFINITE INTEGRAL
5.2. THE DEFINITE INTEGRAL
Suppose that f is a function defined on an interval [a,b]. We make a subdivision of
this interval by introducing n – 1 intermediate points; call them x1, x2, x3, ..., xn-1 (Fig. 9).
These points are not necessarily equally spaced. Letting x0 = a and xn = b, we see that
there are exactly n subintervals. Since it is convenient to have a symbol for such a
subdivision, we shall use the Greek letter ∆ for this purpose. That is, ∆ stands for the
process of introducing n - 1 points between a and b. The subdivision can be made in an
infinite variety of ways for each value of n and can also be made for every positive integer
n. However, we will simply use the symbol ∆ to indicate such a subdivision without
attempting to describe the way in which it is made. We now introduce the important symbol
∆ix
∆ix = xi – xi-1 length of ith subinterval in the subdivision ∆.

There are exactly n subintervals, and among them there is always one which is largest.
(Of course there may be several of equal size.) We introduce
∆ = length of largest subinterval in the subdivision ∆.
This quantity ∆ is called the norm of the subdivision.
5.2. THE DEFINITE INTEGRAL
When we want to know how "fine" a subdivision is, the norm ∆ , the maximum
distance between points, is a measure of this “fineness”. For example, if a = 2, b = 5,
and ∆ = 0.05, we know that n has to be at least 60. This reasoning holds because it takes
60 intervals of length 0.05 to add up to 𝑏 − 𝑎 = 3. Of course ∆ could be 0.05 and n =
100, with many points quite close together and only one or two intervals actually of length
0.05.
In each of the subintervals of a subdivision ∆ we select a point. Such a selection may
be made in any way whatsoever. Let ξ1 be the point selected in [x0, x1]; let ξ2 be the point in
[x1, x2], and, in general, let ξ𝑘 be the point in [xk-1, xk]. See Fig. 10

We now form the sum


𝑓(ξ1) 𝑥1 − 𝑥0 + 𝑓(ξ2) 𝑥2 − 𝑥1 + . . .
+ 𝑓(ξ𝑘 )(xk-𝑥𝑘−1 ) + . . . 𝑓(ξ𝑛) 𝑥𝑛 − 𝑥𝑛−1
5.2. THE DEFINITE INTEGRAL
We can abbreviate this to
𝑓(ξ1)∆1x + 𝑓(ξ2)∆2 x +. . . .+ 𝑓(ξ𝑘 )∆k x + . . . +𝑓(ξ𝑛)∆n x ,
and even further, by using the summation notation, to: 𝒏

෍ 𝒇(𝝃𝒌)∆kx
This sum is called a Riemann Sum. 𝒌=𝟏

- An approximation of a region’s area, obtained by adding up the areas of multiple simplified slices
of the region.

DEFINITION: A function f is said to be integrable on the interval [a,b] if there is a


number A with the following property; for each 𝜀 > 0 there is a 𝛿 > 0 such that
𝒏
| ෍ 𝒇(𝝃𝒌)∆kx - A | < 𝜀
𝒌=𝟏

for every subdivision ∆ with || ∆||< 𝛿 and for any choices of the ξ𝑘 and [xk-1, xk]
5.2. THE DEFINITE INTEGRAL
A simpler but less precise way of writing the above definition nevertheless gives the
idea of what is happening: 𝒏

lim ෍ 𝒇(𝝃𝒌)∆k x = 𝑨
| ∆ |→𝟎
𝒌=𝟏

The lack of precision comes about because, for any given value of the norm, ||∆||, the ∆kx
can vary greatly and the 𝜉𝑘 can wander throughout the subinterval. This limiting process is
quite different from the one we studied earlier.
It is natural to ask if there are several possible values for the number A in any
particular case. It can be shown that if there is a number A which satisfies the definition, then
it is unique. There cannot be two different values.
DEFINITION: The number A in the above definition is called the definite integral of f from
a to b and is denoted by:
𝑏
‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥 .
5.2. THE DEFINITE INTEGRAL
The function f is the integrand, and the numbers a and b are the lower and upper
limits of integration, respectively. The letter x is the variable of integration. This is a
“dummy“ variable and may be replaced by any other letter (although to prevent confusion we
would avoid using, a, b, d, or f for the variable of integration).
In order to gain further insight into the process of integration we use a method of
selecting special sums of the type which appear in the definition of integral. Suppose that f
is a continuous function on a closed interval [a,b]. The first theorem in Chapter 4 states that
there is a place in [a,b] where f has a largest value and another place where f has a
smallest value (Extreme Value Theorem). Starting with this fact, we make a subdivision ∆ of
the interval [a, b]. That is,
∆ is { a = x0 < x1 < x2 < . . < xn-1 < xn = b}

Since f is continuous on [x0, x1 ], there is a point on this subinterval, call it ξ′1, where f
has a minimum value and a point, call it ξ"1 , where f has a maximum value. On [x1,x2] f is
continuous. Let ξ" 2 be the places where f has minimum and maximum values, respectively.
5.2. THE DEFINITE INTEGRAL
See Fig.11. Continue this process. The values are
respectively the places where f has a minimum and
maximum values on the interval [xk-1, xk]. In this way
corresponding to the subdivision ∆ we get two sums:

We abbreviate this even further by writing:

From our method of selection we know that S(∆ ) ≤ S (∆) always. But we know even more:
since in each subinterval the function f is always between its minimum and maximum, then for
any choice ξk in a particular subdivision ∆ we always have
5.2. THE DEFINITE INTEGRAL
That is, the Riemann Sum is always between S(∆ ) ≤ S (∆) .
If we can show that S(∆ ) ≤ S (∆) tend to the same limit, A , for all possible ∆, with
|| ∆ || → 0, then the same will be true for every possible choice of the ξi and therefore for
all subdivisions. The function f will satisfy the definition of integrability.

Example 1: Given that 𝑓(𝑥) = 𝑥 2 and given the subdivision


∆: { a = x0 = - 1, x1 = -0.6, x2 = - 0.2, x3 = 0.3, x4 = 0.7, x5 = b = 1} ,
find S (∆) and S(∆).
5.2. THE DEFINITE INTEGRAL

THEOREM 1: If f(x) is defined and increasing (or at least nondecreasing) on the closed
interval a ≤ 𝑥 ≤ b, then it is integrable there.

THEOREM 2: If f is continuous on [a,b], then it is integrable [a,b].


❑ 5.3 THE DEFINITE INTEGRAL AND AREA
5.3. THE DEFINITE INTEGRAL AND AREA
Suppose that 𝑦 = 𝑓(𝑥) is a function which happens
to lie above the x axis, as shown in Fig. 14. At two points on
the x axis, a and b, vertical lines are drawn. We shall
concern ourselves with the problem of calculating the area
of the region (denoted R) bounded by the x axis, the vertical
lines through a and b, and the graph of the function f. The
fact that three sides of the region are straight line simplifies
the problem. At this stage we assume that the only kind of
region for which we can calculate the area is a rectangle.
The problem seems fairly hopeless until we realize that we
can get an approximate idea of how large the area is in, the
following way.
We make a subdivision of the interval [a,b]
∆ = { a = x0 < x1 < x2 < . . . < xn = b}
as shown in Fig. 15.
5.3. THE DEFINITE INTEGRAL AND AREA
In each subinterval [xi-1, xi] we choose a point ξi and form the Riemann Sum

where we recall that ∆ix = xi – xi-1. As we note in Fig. 16 each


term f(𝜉𝑖 ) ∆ ix in the above sum is the area of the shaded
rectangle of width ∆ix and height f(𝜉𝑖 ). We observe that the
sum of all these shaded areas is an approximation to the area
of R.
Figure 16 shows an approximation for six intervals of subdivision. It is natural to expect
that if we take 60 intervals of subdivision, each of them much narrower than the ones shown,
the approximation to the area would be much better. And if we take 600 subintervals, it would
be better still. We recognize that if the function f(x) represents a smooth curve then in the limit
as n → ∞ we get:
5.3. THE DEFINITE INTEGRAL AND AREA
which measures the area of the region R. We formalize the above discussion into the next
theorem.

THEOREM 1: If f(x) is continuous nonnegative function on [a,b], then the area A of the
region bounded by the x axis, the lines x = a, x = b and the curve y = f(x) is given by:
𝑏
‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥

Example 1: Approximate, by rectangles, the area under


the curve f(x) = x2 if a = 0, b = 1, the number of rectangles
is 5, the subintervals are all equal in size, and the ξi are
all taken at the midpoints of the subintervals. Draw a
graph. Compute the exact area by the antiderivative
method.
❑ 5.4. PROPERTIES OF THE DEFINITE
INTEGRAL
5.4. PROPERTIES OF THE DEFINITE INTEGRAL
The properties we shall now discuss will be useful in learning methods for integrating
various kinds of functions.
THEOREM 4: If c is any number and f is integrable on [a,b], then the function c f(x) is
integrable on [a,b] and :
𝑏 𝑏
‫𝑓𝑐 𝑎׬‬ 𝑥 𝑑𝑥 =c‫𝑓 ׬‬
𝑎
𝑥 𝑑𝑥
THEOREM 5: If f(x) and g(x) are integrable on [a,b], then f(x) + g(x) is integrable on [a,b]
and :
𝑏 𝑏 𝑏
‫𝑓[ 𝑎׬‬ 𝑥 + 𝑔 𝑥 ]𝑑𝑥 =‫𝑓 ׬‬
𝑎
𝑥 𝑑𝑥 +‫𝑔 ׬‬
𝑎
𝑥 𝑑𝑥
THEOREM 6: If f(x) is integrable on an interval [a,b], then f is bounded there.
5.4. PROPERTIES OF THE DEFINITE INTEGRAL
THEOREM 7: If f(x) is integrable on an interval [a,b] and m and M are numbers such that
m ≤ f(x) ≤ M for a ≤ x ≤ b
then it follows that
𝑏
m(b-a) ≤ ‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥 ≤ 𝑀 (𝑏 − 𝑎)

THEOREM 8: If f and g are integrable on an interval [a,b], then f(x) ≤ g(x) for each x in
[a,b], then
𝑏 𝑏
‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥 ≤ ‫𝑔 𝑎׬‬ 𝑥 𝑑𝑥

THEOREM 9: If f(x) is continuous on an interval [a,b] and c is any number in [a,b], then
𝑏 𝑐 𝑏
‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥 = ‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥 + ‫𝑓 𝑐׬‬ 𝑥 𝑑𝑥
❑ 5.5. EVALUATION OF DEFINITE
INTEGRALS.
FUNDAMENTAL THEOREM OF
CALCULUS
5.5. EVALUATION OF DEFINITE INTEGRALS.
FUNDAMENTAL THEOREM OF CALCULUS
It is apparent from the work in section 3, that the definite
integral is intimately connected with area. In fact, Theorem 3
states that if f (x) ≥ 0 on an interval [a, b] and if it is integrable
there, then
𝑏
න 𝑓 𝑥 𝑑𝑥
𝑎
is the area bounded by the lines x = a, x = b, the x axis, and the
curve of y = f (x) (shaded region in Fig. 19). If f(x) is entirely below
the x axis, then the sums

are always negative. If f is integrable on [a, b], this integral will have a negative value.
5.5. EVALUATION OF DEFINITE INTEGRALS.
FUNDAMENTAL THEOREM OF CALCULUS
The value of:
𝑏
‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥
will be the negative of the area bounded by the lines x = a, x = b,
the x axis, and the curve of y = f (x) (shaded region in Fig. 20). If a
function f is partly positive and partly negative on [a, b] so that
there is a point c where it crosses the x axis (see Fig.21), the
value of
𝑏
‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥
is the difference between the area above the x axis and the area
below it.
5.5. EVALUATION OF DEFINITE INTEGRALS.
FUNDAMENTAL THEOREM OF CALCULUS
To obtain the true area of a region such as the shaded one shown in
Fig.21, we must first find the point c where the function f crosses the
x axis and compute
𝑐 𝑏
‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥 𝑎𝑛𝑑 ‫𝑥𝑑 𝑥 𝑓 𝑐׬‬
separately. The value of the first integral is positive and that of the
second negative. We add the absolute value of the second integral
to the value of the first, and the resulting quantity is the total area.
THEOREM 10 (FUNDAMENTAL THEOREM OF CALCULUS, FIRST FORM) : Suppose
that F is continuous and that F’ is integrable on the interval [a,b]. Then
𝑏
‫𝐹 𝑎׬‬′ 𝑥 𝑑𝑥 = 𝐹 𝑏 − 𝐹(𝑎)
COROLLARY: If F1(x) and F2(x) are antiderivatives of the same function f on the interval
[a,b], then
F1(x) = F2(x) + constant on [a,b]
5.5. EVALUATION OF DEFINITE INTEGRALS.
FUNDAMENTAL THEOREM OF CALCULUS
PRACTICE PROBLEMS!!!
2
Example 1: Evaluate ‫׬‬
1
𝑥2 𝑑𝑥
4
Example 2: Evaluate ‫׬‬
0
𝑥3 − 2 𝑑𝑥

There is a convenient and simple notation which


reduces the work of evaluating integrals. We write
𝐹(𝑥)]𝑏𝑎 or [𝐹(𝑥)]𝑏𝑎 for 𝐹 𝑏 − 𝐹(𝑎)
5.5. EVALUATION OF DEFINITE INTEGRALS.
FUNDAMENTAL THEOREM OF CALCULUS
PRACTICE PROBLEMS!!!

2
Example 3: Evaluate ‫׬‬
−1
2𝑥3 − 3𝑥2 + 𝑥 − 1 𝑑𝑥
𝜋
Example 4: Evaluate ‫׬‬4
0
sin 2𝑥 𝑑𝑥
5.5. EVALUATION OF DEFINITE INTEGRALS.
FUNDAMENTAL THEOREM OF CALCULUS
If the integrand is a complicated function, it may be difficult or even impossible to get
an expression for the antiderivative. In such cases we may be interested in obtaining an
approximate value for the definite integral. The very definition of a definite integral yields
useful methods for finding an approximate value. One such process, which we shall
describe, is called the midpoint rule. We first subdivide the interval of integration into n
equal parts so that each subinterval has length (b-a)/n. That is, we choose ∆ix : (b – a)/n for
every i. In forming the Riemann Sum, we select ξi to be the midpoint of the ith subinterval.
The Riemann Sum then becomes
𝒏 𝒏
𝒃 −𝒂
෍ 𝒇(𝝃𝒊)∆i x = ෍ 𝒇(𝝃𝒊)
𝒏
𝒊=𝟏 𝒊=𝟏

𝑏
We use this last sum as an approximation of ‫𝑥𝑑 𝑥 𝑓 𝑎׬‬
5.5. EVALUATION OF DEFINITE INTEGRALS.
FUNDAMENTAL THEOREM OF CALCULUS
21
Example 5: Using the midpoint rule, compute: ‫׬‬1 𝑥 𝑑𝑥
approximately, with n = 5
❑ 9.9. NUMERICAL INTEGRATION
9.9. NUMERICAL INTEGRATION
We now discuss more accurate methods for finding the approximate value of integrals.
THEOREM 8 (TRAPEZOIDAL RULE) Suppose that f(x) is continuous for a ≤ x ≤ b, and
that {a = x0 < x1 < x2 < . . . < xn-1 < xn = b} is a subdivision of the interval [a,b] into n equal
subintervals of length h = (b – a)/n. Then
𝑏 ℎ
‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥 ≈
2
[𝑓 𝑥0 + 2𝑓 𝑥1 + 2𝑓 𝑥2 + . . . + 2𝑓 𝑥𝑛−1 + 𝑓 𝑥𝑛 ]

In case 𝑓 𝑥 ≥ 0 we have a geometric interpretation of


the Trapezoidal Rule. As shown in Fig. 41 we
approximate the area under 𝑦 = 𝑓(𝑥) by inscribed
trapezoids. The area of a typical trapezoid is
1
ℎ 𝑓 𝑥𝑖−1 + 𝑓(𝑥𝑖 ) .
2
Since each base of a trapezoid occurs twice except for
the first and last, the Trapezoidal Rule follows.
9.9. NUMERICAL INTEGRATION
1 𝑑𝑥
Example 1: Compute the approximate value of ‫׬‬
0 1+𝑥2
using the Trapezoidal Rule with n = 5. Use four decimal places in the computation
and check the result by integrating and finding the exact value.
9.9. NUMERICAL INTEGRATION
THEOREM 9 (Estimate of Error in the Trapezoidal Rule) Suppose that f has two
derivatives for a ≤ x ≤ b, and M is a number such that |f ”(x)| ≤ M for a ≤ x ≤ b. Then the
𝑏
error ET in using the Trapezoidal Rule to approximate the integral ‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥 satisfies
1
ET ≤ M (b –a)h2
12
where n is the number of equal subintervals and h = (b –a)/n.

To illustrate the use of Theorem 9 we use the formula in Example 1. We have


1 6𝑥 2 −2
𝑓 𝑥 = and 𝑓"(𝑥) = .
1+𝑥 2 (1+𝑥 2 )3
4
Hence, for 0 ≤ 𝑥 ≤ 1, we may use the estimate |𝑓"(𝑥)| ≤ = 𝑀. Therefore
1
1
𝐸𝑇 = (4)(1 − 0)(0.2)2 = 0.01333
12
9.9. NUMERICAL INTEGRATION
Next method is more accurate than Trapezoidal Rule.

THEOREM 10 (PRISMOIDAL FORMULA) If f(x) is a polynomial of degree three or less,


then we have the exact formula
𝑎+2ℎ ℎ
‫𝑎׬‬ 𝑓 𝑥 𝑑𝑥 =
3
[ f(a) + 4 f(a+h) + f (a+2h)]
3 3
Example 2: Evaluate ‫𝑥 ׬‬ 𝑑𝑥, using the Prismoidal Formula. Check by integration.
1
THEOREM 11 (SIMPSON’S RULE) Suppose that f(x) is continuous for a ≤ x ≤ b and {a
= x0 < x1 < x2 < . . . < x2n-1 < x2n = b} is a subdivision of [a,b] into 2n equal intervals of
length h = (b – a)/2n. Then
𝑏 ℎ
‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥 ≈
3
[𝑓 𝑥0 + 4𝑓 𝑥1 + 2𝑓 𝑥2 + 4𝑓 𝑥3 + 2𝑓 𝑥4 + . . . .
+ 2𝑓 𝑥2𝑛−2 + 4𝑓 𝑥2𝑛−1 + 𝑓(𝑥2𝑛)]
9.9. NUMERICAL INTEGRATION
Example 3: Compute the approximate value of
1
𝑑𝑥
න 4
0 1 + 𝑥
using the Simpson’s Rule with n = 2. Do the calculations with five decimal places.
9.9. NUMERICAL INTEGRATION
THEOREM 12 (Estimate of the Error in Simpson’s Rule) Suppose that f has four
derivatives for a ≤ x ≤ b, and M is a number such that |f iv (x) | ≤ M for a ≤ x ≤ b. Then
𝑏
the error ES in using the Simpson’s Rule to approximate the integral ‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥 satisfies
1
ES ≤ M (b –a)h4
180
where 2n is the number of equal subintervals and h = (b –a)/2n.

To show how Theorem 12 works, we estimate the error in the approximation of Example 3.
First we compute 𝑓 𝐼𝑉 (𝑥) with
1 𝑖𝑣 35𝑥 12 −155𝑥 8 +65𝑥 4 −1
𝑓 𝑥 = and 𝑓 (𝑥) = 24 .
1+𝑥 4 (1+𝑥 4 )5
𝑖𝑣
An estimate shows that 𝑓 𝑥 ≤ 24 64 = 1536 for 0 ≤ 𝑥 ≤ 1. Hence
1 1 4
𝐸𝑆 ≤ (1536)(1) = 0.03333.
180 4
❑ 5.6. MEAN VALUE THEOREM FOR
INTEGRALS
5.6. MEAN VALUE THEOREM FOR INTEGRALS
In Chapter 4: Extreme Value Theorem (Theorem 1), which says that “A function which is
continuous on a closed interval takes on its maximum and minimum values there.” A
companion to this theorem is given below.
THEOREM 11 (Intermediate Value Theorem) Suppose that f is continuous on an interval
[a,b] and that f (a) = A, f (b) = B. If C is any number between A and B, there is a number c
between a and b such that f(c) = C.
Figure 23 shows a typical function defined on [a, b] with f(a) =
A, f (b) = B. We give a geometrical interpretation of Theorem 11: If C is
any point on the y axis between A and B and we draw the line y = C,
then this line must intersect the curve representing y = f(x).
Furthermore, the x value of the point of intersection is in the interval (a,
b). Figure 23 shows the intersection which occurs when x = c. That is,
we have f(c) = C. Intuitively, the theorem asserts that if the function is
continuous and if it extends from a point below the line y = C to a point
above the line y = C, it must cross this line. Note that for some values of
C (say C’, as shown in Fig.23) there may be several possible values of
c. The theorem says that there is always at least one.
5.6. MEAN VALUE THEOREM FOR INTEGRALS
If the function is not continuous the theorem is false, as the following example shows.
Define
x2 + 1, 0≤x≤1
f(x) = { 1
(2 − 𝑥) , 1 ≤ x≤2
2

The graph of this function is shown in Fig.24. If we select a = 0,


b = 2, then f (0) = 1, f(2) = 0, and A = 1, B = 0. We see that if C
1
is chosen so that < C < 1, there is no value of c such that f(c)
2
1
= C. The function never assumes any value between and 1.
2
The discontinuity at x = 1 causes the trouble.

Another example in which Theorem 11 fails is given by the function (Fig.25)


1
f(x) = , x ≠ 3, f(3) = L
𝑥 −3
5.6. MEAN VALUE THEOREM FOR INTEGRALS
where L is any number. As the graph shows, f is not continuous
at x = 3. Any interval [a, b] which contains 3 will have values C
for which we cannot find numbers c such that f (c) = C. If a = 1,
1 1
b = 4,then f( 1) = - , f(4) = 1, and a value of C = which is
2 2
1
between A = - , B = 1 is taken on only when
2
1 1
= or x=5
𝑥 −3 2
Fig.25
1
Then f(5) = 2 , but 5 is not in the interval [1,4], and Theorem 11 is not applicable.

Example 1: Given the function 𝑓(𝑥) = (𝑥 − 1)/(𝑥 2 + 1), a = 0, b = 2. Select a value of C


between the A and B of the Intermediate Value Theorem and verify the validity of the
result.
5.6. MEAN VALUE THEOREM FOR INTEGRALS

THEOREM 12 (Mean Value Theorem for Integrals) If f is continuous on a closed interval


with endpoints a and b, there is a number 𝜉 between a and b (i.e., in [a, b] such that
𝑏
න 𝑓 𝑥 𝑑𝑥 = 𝑓 𝜉 (𝑏 − 𝑎)
𝑎

Example 2: Find the value of 𝜉 such that


3
‫׬‬1 𝑓 𝑥 𝑑𝑥 = 𝑓 𝜉 (3 − 1)
where f(x) = x2 – 2x + 1
5.6. MEAN VALUE THEOREM FOR INTEGRALS
THEOREM 13 (Fundamental Theorem of Calculus, Second Form) Suppose that f is
continuous on an interval [a,b] and c is some number in this interval. Define the function F
by 𝑥
F(x) = ‫𝑡𝑑 𝑡 𝑓 𝑐׬‬
for each x in the interval (a,b). Then:
𝐹 ‘(𝑥) = 𝑓(𝑥)

Differentiation and Integration are inverse processes.

Example 3: Find the value of


3
න 𝑥3 + 3𝑥2 + 𝑥 2 3𝑥2 + 6𝑥 + 1 𝑑𝑥
0
5.6. MEAN VALUE THEOREM FOR INTEGRALS
Example 4: Evaluate
2
න 𝑥 + 1 𝑑𝑥
−2
❑ 5.7. THE INDEFINITE INTEGRAL.
INTEGRATION BY SUBSTITUTION
5.7. THE INDEFINITE INTEGRAL. INTEGRATION
BY SUBSTITUTION
To evaluate the definite integral of a function, we must first obtain an antiderivative
of the function and then substitute the appropriate limits of integration into this
antiderivative. Every function has an infinite number of antiderivatives, since a constant of
any size may be added to one antiderivative to yield another. A common notation used for
all the antiderivatives of a function is:
න 𝑓 𝑥 𝑑𝑥

in which there are no upper and lower limits. This is called the indefinite integral of f. For
example, the formula for the antiderivative of 𝑥 𝑛 , n rational, ≠ −1, is written

𝑥 𝑛+1
න 𝑥𝑛 𝑑𝑥 = +𝐶, 𝑛 ≠ −1
𝑛+1

where the constant C is the constant of integration.


5.7. THE INDEFINITE INTEGRAL. INTEGRATION
BY SUBSTITUTION
The following seemingly trivial variation of the above formula has many useful
consequences. We write
𝑢 𝑛+1
න 𝑢𝑛 𝑑𝑢 = + 𝐶, 𝑛 ≠ −1
𝑛+1

True, this is the same formula. However, according to the Chain Rule, we know that

𝑢𝑛+1
𝑑 = 𝑢𝑛 𝑑𝑢
𝑛+1
holds if u is any function of x. Schematically we write
𝑒𝑥𝑝𝑟𝑒𝑠𝑠𝑖𝑜𝑛 𝑖𝑛 𝑥 𝑛+1
𝑛
න 𝑒𝑥𝑝𝑟𝑒𝑠𝑠𝑖𝑜𝑛 𝑖𝑛 𝑥 𝑑 𝑠𝑎𝑚𝑒 𝑒𝑥𝑝𝑟𝑒𝑠𝑠𝑖𝑜𝑛 𝑖𝑛 𝑥 = +𝐶
𝑛+1
5.7. THE INDEFINITE INTEGRAL. INTEGRATION
BY SUBSTITUTION
PRACTICE PROBLEMS!!!!!

Example 1: Find න(3𝑥 + 2)7 𝑑𝑥

Example 2: Find න(𝑥2 + 1)5/2 𝑥𝑑𝑥

The technique illustrated in Examples 1 and 2, known


as the Method of Substitution, may be used for
evaluating definite integrals as well. However, great
care must be exercised in evaluating the limits. There
are two possible methods of procedure, and we
illustrate each with an example.
5.7. THE INDEFINITE INTEGRAL. INTEGRATION
BY SUBSTITUTION
PRACTICE PROBLEMS!!!!!
2 Method I: Involves substituting
Example 3: Evaluate න 𝑥 + 1 (𝑥2 + 2𝑥 + 2)1/3 𝑑𝑥 back for 𝑢 in terms of 𝑥, thereby
1 obtaining for the definite integral.
0
2 Method II: Involves changing the
Example 4: Evaluate න 𝑥 2𝑥 + 1 𝑑𝑥 limits of the definite integral to
−2
values of 𝑢 instead of values of 𝑥.

Change of Variables Formula: 𝑏 𝑢(𝑏)


න 𝑓 𝑢 𝑥 𝑢′ 𝑥 𝑑𝑥 = න 𝑓(𝑢)𝑑𝑢 (1)
𝑎 𝑢(𝑎)

THEOREM 14: Suppose that u and u' are continuous functions defined on [a,b] and that f is
continuous on an interval [c,d]. Suppose, also, that the range of u is in (c, d). Then the above
substitution formula (1) holds.
5.7. THE INDEFINITE INTEGRAL. INTEGRATION
BY SUBSTITUTION
INDEFINITE INTEGRAL FORMULAS:

𝐴. න cos 𝑢 𝑑𝑢 = sin 𝑢 + 𝐶 𝐷. න 𝑐𝑠𝑐2 𝑢 𝑑𝑢 = −cot 𝑢 + 𝐶

𝐵. න sin 𝑢 𝑑𝑢 = −cos 𝑢 + 𝐶 𝐸. න sec 𝑢 tan 𝑢 𝑑𝑢 = sec 𝑢 + 𝐶

𝐶. න sec 2 𝑢 𝑑𝑢 = tan 𝑢 + 𝐶 𝐹. න csc 𝑢 cot 𝑢 𝑑𝑢 = −csc 𝑢 + 𝐶


5.7. THE INDEFINITE INTEGRAL. INTEGRATION
BY SUBSTITUTION

PRACTICE PROBLEMS!!!!!

Example 5: Find න sin 4𝑥 𝑑𝑥

Example 6: Find න 𝑡𝑎𝑛2 (2𝑥 − 3)

𝜋
4
Example 7: Evaluate න sin3 𝑥𝑑𝑥
0

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