INTEGRAL CALCULUS

DEFINITE INTEGRALS

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Definite Integration
The definite integral is the key tool in calculus for defining and calculating quantities such as areas, volumes,
lengths of curved paths, probabilities, and the weights of various objects.

Upper Sum: 𝑈 𝑃, 𝑓
Lower Sum: 𝐿(𝑃, 𝑓)

area (𝑆)

𝑥0 𝑥1 𝑥2 , … 𝑥𝑛 𝑥0 𝑥1 𝑥2 , … 𝑥𝑛
𝑈 𝑃, 𝑓 ≥ area 𝑆 ≥ 𝐿 𝑃, 𝑓 ; for any partitian 𝑃
A partition of the interval [𝑎, 𝑏] is a set 𝑃 = {𝑥0 , 𝑥1 , 𝑥2 , … , 𝑥𝑛 } of finitely many points of [𝑎, 𝑏] such that
𝑎 = 𝑥0 < 𝑥1 < 𝑥2 < ⋯ < 𝑥𝑛 = 𝑏.
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Lower and Upper Sum

Let 𝑃 = {𝑥0 ; 𝑥1 ; 𝑥2 , … , 𝑥𝑛 } be any partition of [𝑎, 𝑏]

[𝑥𝑖−1 , 𝑥𝑖 ]: 𝑖th subinterval of the partition 𝑃

Length of the 𝑖th subinterval: Δ𝑥𝑖

area (𝑆)
Given any bounded function 𝑓 ∶ 𝑎, 𝑏 → 𝑅, let us define

𝑚𝑖 𝑓 = inf{𝑓 (𝑥 ) | 𝑥 ∈ [𝑥𝑖 − 1, 𝑥𝑖 ]} 𝑥0 𝑥1 𝑥2 , … , 𝑥𝑛
𝑥𝑥00𝑥𝑥11𝑥𝑥22, , …… 𝑥𝑥𝑛𝑛
𝑀𝑖 𝑓 = sup 𝑓 𝑥 𝑥 ∈ [𝑥𝑖 − 1, 𝑥𝑖 ]} The lower sum of 𝑓 w.r.t. the partition 𝑃
𝑛

𝑚 𝑓 = inf{𝑓 (𝑥 ) | 𝑥 ∈ [𝑎, 𝑏]} 𝐿 𝑃, 𝑓 = ෍ 𝑚𝑖 Δ𝑥𝑖

𝑖=1
The upper sum of 𝑓 w.r.t. the partition 𝑃
𝑀 𝑓 = sup{𝑓 (𝑥 ) | 𝑥 ∈ [𝑎, 𝑏]} 𝑛

𝑈 𝑃, 𝑓 = ෍ 𝑀𝑖 Δ𝑥𝑖
𝐍𝐨𝐭𝐞: 𝑚(𝑓) ≤ 𝑚𝑖 (𝑓) ≤ 𝑀𝑖 (𝑓) ≤ 𝑀(𝑓) for each 𝑖 = 1, 2, . . . , 𝑛.
𝑖=1
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Some Observations
If 𝑃 is a partition of [𝑎, 𝑏] and 𝑃∗ is a refinement of 𝑃, i.e., 𝑃 ⊂ 𝑃∗ ,

𝑎 𝑃 𝑏 𝑎 𝑃∗ 𝑏

𝐿(𝑃, 𝑓 ) ≤ 𝐿(𝑃∗, 𝑓 ) Similarly, 𝑈(𝑃, 𝑓 ) ≥ 𝑈(𝑃∗, 𝑓 )

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Some Observations

𝑓(𝑥)
𝑓(𝑥)

𝑚 𝑓 = inf{𝑓 (𝑥 ) | 𝑥 ∈ [𝑎, 𝑏]}

𝑀 𝑓 = sup{𝑓 (𝑥 ) | 𝑥 ∈ [𝑎, 𝑏]}

𝑥0 𝑥1 𝑥2 , … 𝑥𝑛 𝑥0 𝑥1 𝑥2 , … 𝑥𝑛

If 𝑃1 & 𝑃2 are any two partitions of [𝑎, 𝑏], then 𝐿 𝑃1 , 𝑓 ≤ 𝑈(𝑃2 , 𝑓)

If 𝑃 is any partition, then 𝑚(𝑏 − 𝑎) ≤ 𝐿(𝑃, 𝑓) ≤ 𝑈(𝑃, 𝑓) ≤ 𝑀(𝑏 − 𝑎)

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Riemann Integral
Let 𝑓 ∶ [𝑎, 𝑏] → ℝ be a bounded function. Let 𝑃 = {𝑥0 , 𝑥1 , 𝑥2 , … , 𝑥𝑛 } be any partition of [𝑎, 𝑏].
𝑏
Lower Riemann Integral sup 𝐿 𝑃, 𝑓 𝑃 is a partitian of [𝑎, 𝑏]} = න 𝑓(𝑥) 𝑑𝑥 = lim 𝐿(𝑃, 𝑓)
𝑎 𝑛→∞

𝑏ത
Upper Riemann Integral inf 𝑈 𝑃, 𝑓 𝑃 is a partitian of [𝑎, 𝑏]} = න 𝑓(𝑥) 𝑑𝑥 = lim 𝑈(𝑃, 𝑓)
𝑎 𝑛→∞
𝑏 𝑏ത
It follows from the definition න 𝑓(𝑥) 𝑑𝑥 ≤ න 𝑓(𝑥) 𝑑𝑥
𝑎 𝑎

Riemann Integrable: A bounded function 𝑓 ∶ [𝑎, 𝑏] → ℝ is said to be Riemann Integrable over [𝑎, 𝑏] if
𝑏 𝑏ത
න 𝑓(𝑥) 𝑑𝑥 = න 𝑓(𝑥) 𝑑𝑥
𝑏 𝑎 𝑎
and it is denoted by න 𝑓(𝑥) 𝑑𝑥
𝑎
1, if 𝑥 is rational
Example: Let 𝑓 : [0,1] → ℝ be the function (Dirichlet function) 𝑓 𝑥 = ቊ
0, if 𝑥 is irrational
Then 𝑓 is not Riemann integrable.
Remark: A function need not be Riemann integrable on [𝑎, 𝑏], even though it is bounded on [𝑎, 𝑏].
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Homework!

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Some properties of integrable functions

 A constant function is Riemann integrable on [𝑎, 𝑏]

 If 𝑓: [𝑎, 𝑏] → ℝ is continuous on [𝑎, 𝑏] , then 𝑓 is integrable on [𝑎, 𝑏].

 If 𝑓: [𝑎, 𝑏] → ℝ is monotonic on 𝑎, 𝑏 , then 𝑓 is integrable on [𝑎, 𝑏].

 If the set of points of discontinuity of a bounded function 𝑓: [𝑎, 𝑏] → ℝ is finite, then 𝑓 is Riemann integrable.
𝑏 𝑎
 If 𝑓 is Riemann integrable on 𝑎, 𝑏 , then න 𝑓(𝑥) 𝑑𝑥 = − න 𝑓(𝑥) 𝑑𝑥 1, if 𝑥 ∈ ℚ
𝑎 𝑏 𝑓 𝑥 =ቊ
−1, if 𝑥 ∈ ℝ\ℚ
 If 𝑓 is Riemann integrable on 𝑎, 𝑏 , then |𝑓| is also Riemann integrable. The converse need not be true!

 If 𝑓 & 𝑔 are Riemann integrable on [𝑎, 𝑏], then 𝑓 ⋅ 𝑔 and (𝑓 ± 𝑔) are also Riemann integrable on [𝑎, 𝑏].
(Even though 𝑓, 𝑔 are not integrable on 𝑎, 𝑏 , 𝑓 ⋅ 𝑔 may be integrable on [𝑎, 𝑏])

 If 𝑓 is Riemann integrable on [𝑎, 𝑏] and 𝑚, 𝑀 are the infimum and supremum of 𝑓 on [𝑎, 𝑏], then
𝑏
𝑚 𝑏 − 𝑎 ≤ න 𝑓 𝑥 𝑑𝑥 ≤ 𝑀(𝑏 − 𝑎)
𝑎
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Some properties of integrable functions

 If 𝑓 is integrable on 𝑎, 𝑏 , then 𝑓 2 is also integrable on [𝑎, 𝑏].

 If 𝑓 & 𝑔 are integrable on 𝑎, 𝑏 , and 𝑔 𝑥 > 0 for all 𝑥 ∈ [𝑎, 𝑏] then 𝑓/𝑔 is also integrable on [𝑎, 𝑏].

 If 𝑓 is integrable on 𝑎, 𝑐 , and 𝑓 is also integrable on 𝑐, 𝑏 then 𝑓 is also integrable on [𝑎, 𝑏].

 If 𝑓 is integrable on 𝑎, 𝑏 , and 𝑎 < 𝑐 < 𝑏, then 𝑓 is also integrable on both [𝑎, 𝑐] and [𝑐, 𝑏]. Further
𝑏 𝑐 𝑏
න 𝑓(𝑥) 𝑑𝑥 = න 𝑓(𝑥) 𝑑𝑥 + න 𝑓(𝑥) 𝑑𝑥
𝑎 𝑎 𝑐
𝑏
 If 𝑓 is integrable on 𝑎, 𝑏 , and 𝑓 𝑥 ≥ 0 for all 𝑥 ∈ [𝑎, 𝑏], thenන 𝑓(𝑥) 𝑑𝑥 ≥ 0
𝑎 𝑏 𝑏
 න 𝑓 𝑥 𝑑𝑥 ≤ න 𝑓 𝑥 𝑑𝑥
 If 𝑓 & 𝑔 are integrable on 𝑎, 𝑏 , and 𝑓 𝑥 ≥ 𝑔(𝑥) for all 𝑥 ∈ [𝑎, 𝑏] then 𝑎 𝑎
𝑏 𝑏 𝑏
න 𝑓(𝑥) 𝑑𝑥 ≥ න 𝑔(𝑥) 𝑑𝑥  if 𝑓 𝑥 ≤ 𝑘 then න 𝑓 𝑥 𝑑𝑥 ≤ 𝑘(𝑏 − 𝑎)
𝑎 𝑎 𝑎
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Integral Function
𝑡 𝑏
Definition: Integral Function 𝐹 𝑡 = න 𝑓(𝑥) 𝑑𝑥, 𝑡 ∈ [𝑎, 𝑏] or 𝐹 𝑡 = න 𝑓(𝑥) 𝑑𝑥
𝑎 𝑡

Result: If 𝑓 is integrable on [𝑎, 𝑏], then 𝐹(𝑡) is continuous on [𝑎, 𝑏]

Note: Even if 𝑓 is discontinuous at points in [𝑎, 𝑏], the integral function 𝐹 is continuous on [𝑎, 𝑏].

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The fundamental Theorems of Integral Calculus (inverse relationship between the derivative and the integral)

The First Fundamental Theorem of Integral Calculus

𝑥
If 𝑓 is continuous on [𝑎, 𝑏] then 𝐹 𝑥 = න 𝑓 𝑡 𝑑𝑡 is continuous on [𝑎, 𝑏] and differentiable on (𝑎, 𝑏) and
𝑎

′
𝑑 𝑥
𝐹 𝑥 = න 𝑓 𝑡 𝑑𝑡 = 𝑓(𝑥)
𝑑𝑥 𝑎
Note: 𝐹 is called antiderivative or
of Primitive of 𝑓

The Second Fundamental Theorem of Integral Calculus

𝑏
If 𝑓 is continuous on [𝑎, 𝑏] and 𝐹 is any antiderivative of 𝑓 on [𝑎, 𝑏], then න 𝑓 𝑥 𝑑𝑥 = 𝐹 𝑏 − 𝐹(𝑎)
𝑎

Mean Value Theorem for Integrals

𝑏
If 𝑓 is continuous on 𝑎, 𝑏 , then ∃, 𝑐 ∈ (𝑎, 𝑏), such that න 𝑓 𝑥 𝑑𝑥 = 𝑓 𝑐 (𝑏 − 𝑎)
𝑎

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