MATH1520 University Mathematics for Applications Spring 2021

Chapter 10: Definite Integrals

Learning Objectives:
(1) Define the definite integral and explore its properties.
(2) State the fundamental theorem of calculus, and use it to compute definite integrals.
(3) Use integration by parts and by substitution to find integrals.
(4) Evaluate improper integrals with infinite limits of integration.

1 Riemann Sums & Definite Integrals

Suppose f is a function on [a, b]. Suppose further that f (x) is positive on [a, b]. The we define

Z b
f (x) dx = area between f (x) and the x-axis.
a

What if some of the value of f (x) is negative? Because f (x) is negative, the “height”
of f (x) at this point is negative, so we take the area as negative. Therefore, we have the
following definition.

Definition 1.1 (Total Signed Area). Let y = f (x) be defined on a closed interval [a, b]. The
total signed area from x = a to x = b under f is: the area under the graph of f and above
the x-axis on [a, b] − the area above the graph of f and under the x-axis on [a, b].

1
Chapter 10: Definite Integrals 2

Geometric interpretation of integration The definite integral of f on [a, b] is the total

signed area under f on from a to b, denoted
Z b
f (x) dx,
a

where a and b are the bounds (or limits) of integration.

We usually drop the word “signed” when talking about the definite integral, and simply
say the definite integral gives “the area under the graph of f ”.
Z 5
Example 1.1. Consider the function f given below. Compute f (x) dx.
0

y
5

x
1 2 3 4 5

−5
.

1
Solution. The graph of f is above the x-axis over [0, 3]. The area is 2 × 3 × 5 = 7.5.

The graph of f is under the x-axis over [3, 5]. This is the “negative” area. The area is
− 21 × 2 × 5 = −5. Hence
Z 5
f (x)dx = 7.5 − 5 = 2.5.
0


What if the region is not as simple as the previous example, such as the one below?
Chapter 10: Definite Integrals 3

Idea: Approximate the area by small rectangles!

b−a
1. A partition of [a, b]: a = x0 < x1 < x2 < . . . < xn = b, xk = k + a, k = 0, 1, . . . , n
n
divides [a, b] into n subintervals [ak−1 , ak ] with width:

b−a
∆xk = xk − xk−1 = , k = 1, 2, . . . , n.
n

2. Choose points ck ∈ [xk−1 , xk ], k = 1, 2, . . . , n, to form small rectangles.

3. Calculate the area of each rectangle and sum them up.

For the kth subinterval,

Area of kth rectangle = height × width = f (ck )∆xk

Chapter 10: Definite Integrals 4

Definition 1.2.
n
X
f (ck )∆xk
k=1

is called a Riemann Sum of f on [a, b].

In particular,
if ck = xk−1 , the sum is called left Riemann sum
if ck = xk , right Riemann sum
xk−1 + xk
if ck = , mid-point Riemann sum
2

Example 1.2. Approximate the area under y = 4 − x2 + 4x on [0, 4] with partition x0 =

0, x1 = 1, x2 = 2, x3 = 3, x4 = 4.
y

x
1 2 3 4
.

1. Left Riemann sum: c1 = 0, c2 = 1, c3 = 2, c4 = 3.

Area ≈ f (0) · 1 + f (1) · 1 + f (2) · 1 + f (3) · 1 = 10.

Chapter 10: Definite Integrals 5

1
0 3 4 3 x
1 2 3 4
.

2. Right Riemann sum: c1 = 1, c2 = 2, c3 = 3, c4 = 4.

y

1
3 4 3 0 x
1 2 3 4
.

Area ≈ f (1) · 1 + f (2) · 1 + f (3) · 1 + f (4) · 1 = 10.

3. Mid-point Riemann sum: c1 = , c2 = 2, c3 = 3, c4 = 4.

1
3 4 3 0 x
1 2 3 4
.

Area ≈ f (0.5) · 1 + f (1.5) · 1 + f (2.5) · 1 + f (3.5) · 1 = 11.

Question: How to get better approximation of the area?

Idea: Increase number of rectangles.

Chapter 10: Definite Integrals 6

b−a
Definition 1.3. Let f (x) be continuous on [a, b]. Consider the partition: xk = k + a,
n
n
X
k = 0, 1, . . . , n. For any ck ∈ [xk−1 , xk ], k = 1, 2, . . . , n, lim f (ck )∆xk is a fixed number,
n→+∞
k=1
Z b
called definite (Riemann) integral of f (x) on [a, b], denoted by f (x) dx, i.e.,
a

n
X Z b
lim f (ck )∆xk = f (x) dx
n→+∞ a
k=1

Z b
Hard Theorem: Let f be a piecewise continuous function, then f (x) dx is well-defined.
a
I.e. The limit in the preceding definition exists, and is independent of the choices of ck .

Remark. The “Lebesque integral” is well-defined for more general functions.

Z 3
Example 1.3. Evaluate x dx using the left Riemann sum with n equally spaced subinter-
2
vals.
Chapter 10: Definite Integrals 7

Z 1
Example 1.4. Evaluate x2 dx using the right Riemann sum with n equally spaced subin-
0
tervals.

Solution. Let f (x) = x2 . Consider the partition of [0, 1]: xk = nk , k = 0, . . . , n.

k
Right Riemann sum: on [xk−1 , xk ], ck = xk = .
n
n n
k 21
 
X X (n + 1)(2n + 1)
f (ck )∆xk = = .
n n 6n2
k=1 k=1

n
X n(n + 1)(2n + 1)
( k2 = )
6
k=1
Z 1
(n + 1)(2n + 1) 1
So, x2 dx = lim 2
= . 
0 n→+∞ 6n 3
Z b
Remark. It’s so complicated to used definition to compute f (x) dx. Later, we will discuss
a
another easier method: fundamental theorem of calculus.

Using the interpretation of definite integrals as signed areas and its definition as limits
of Riemann sums, we have:

Theorem 1.1 (Properties of definite integrals).

Z a
1. f (x) dx = 0
a

Z b
2. k dx = k(b − a)
a

Z b Z b Z b
3. (f (x) ± g(x)) dx = f (x) dx ± g(x) dx
a a a
Z b
kf (x) dx = k f (x) dx
a

4. if a < b,
Z a Z b
f (x) dx , − f (x) dx (,, defined to be )
b a

Z c Z b Z c
5. f (x) dx = f (x) dx + f (x) dx
a a b
Chapter 10: Definite Integrals 8

6. if f (x) ≤ g(x) on [a, b], then

Z b Z b
f (x) dx ≤ g(x) dx
a a
Chapter 10: Definite Integrals 9

2 The fundamental Theorem of Calculus

Notation:
Z b Z b
f (x) dx = f (t) dt: definite integral of function f on [a, b], which is a number.
a a
Z x
f (t) dt: definite integral of function f on [a, x], it can be regarded as a function of x.
a

Theorem 2.1 (Fundamental Theorem of Calculus).

Assume f (x) is continuous.

Z x Z x
d
1. f (t) dt = f (x) (i.e. f (t) dt is an anti-derivative of f (x))
dx a a

2. Let F (x) be any anti-derivative of f (x), F 0 (x) = f (x), then

Z b
f (x) dx = F (x)|ba := F (b) − F (a) .
a

Heuristic explanation:

Example 2.1. Computing the integrals in Examples 1.3 and 1.4 using the fundamental
theorem of calculus.

Example 2.2. Derive Theorem 1.1 from the corresponding theorem for indefinite integrals
and the fundamental theorem of calculus.
Chapter 10: Definite Integrals 10

Remark.

Differentiation Fundamental thm of calculus Integration

1. ⇐==============⇒ Z b
F 0 (x) = f (x) f (x) dx = F (b) − F (a)
a

2. Anti-derivative F (x) is not unique. Which one should we choose?

Another anti-derivative: F̃ (x) = F (x) + C, then

F̃ (b) − F̃ (a) = (F (b) + C) − (F (a) + C) = F (b) − F (a).

so, it does not matter, we can choose any anti-derivative.

Example 2.3.
Z 9√ Z 9 9
2 3/2 2 52
x dx = x1/2 dx = x = (27 − 1) = .
1 1 3 1 3 3

Z 2
Example 2.4. Evaluate ln x dx.
1

We first find one antiderivative of ln x,

Z Z
ln x dx = x ln x − 1 dx (integration by parts)
= x ln x − x + C.
Z 2
So, ln x dx = (x ln x − x)|21 = 2 ln 2 − 1.
1

Example 2.5. Let (

x2 , x<2
f (x) = .
3x − 2, x≥2
Z 3
Find f (x) dx.
0
Chapter 10: Definite Integrals 11

Z 3 Z 2 Z 3 Z 2 Z 3
2
f (x) dx = f (x) dx + f (x) dx = x dx + (3x − 2) dx (integrate separately)
0 0 2  0 2 
2 3
x3 3x2
  
8 15 49
= + − 2x = −0 + −2 = .
3 0 2 2 3 2 6

Exercise 2.1.

Z 1
2
1. 2xex dx = e − 1.
0
Z 2
5
2. |x| dx = .
−1 2

Z x Z x3 Z h(x)
d 2 2
Example 2.6. Compute for (1) et dt, (2) et dt, (3) f (t) dt.
dx 1 x2 g(x)

Z
2
Solution. It’s impossible to get explicit formula for F (t) = et dt.

1. By fundamental theorem of calculus (1), we have

Z x
d 2 2
et dt = ex .
dx 1

2
2. Let F 0 (t) = et , then
Z x3
d 2 d 6 4
et dt = (F (x3 ) − F (x2 )) = F 0 (x3 ) · 3x2 − F 0 (x2 ) · 2x = ex · 3x2 − ex · 2x.
dx x2 dx
Chapter 10: Definite Integrals 12

3. Let F 0 (t) = f (t),

Z h(x)
d d
f (t) dt = (F (h(x)) − F (g(x)))
dx g(x) dx

= F 0 (h(x)) · h0 (x) − F 0 (g(x)) · g 0 (x)

= f (h(x))h0 (x) − f (g(x))g 0 (x).

Z x+1 √ √ √
d t x+1 2x
Exercise 2.2. e dt = e − 2e .
dx 2x

3 Definite Integration by Substitution & Integration by Parts

Theorem 3.1.
Z b Z g(b)
0 g(x)=u
f (g(x))g (x) dx ===== f (u) du
a g(a)

Example 3.1.

1.
Z 1 Z 1
8x(x2 + 1)dx = 4(x2 + 1) d(x2 + 1)
0 0
Z 2
= 4u du (x2 + 1 = u, (0)2 + 1 = 1, 12 + 1 = 2)
1
2
= 2u2 1
= 2 × 2 − 2 × 12 = 6.
2

2.
Z e2 Z e2
1 1
dx = d(ln x)
e x ln x e ln x
Z 2
1
= du (ln x = u, ln e = 1, ln e2 = 2)
1 u
= ln u|21
= ln 2 − ln 1 = ln 2.
Chapter 10: Definite Integrals 13

Theorem 3.2.
Z b b Z b
u(x) d(v(x)) = u(x)v(x) − v(x) d(u(x))
a a a

Example 3.2.

1.
e e
x2
Z Z  
x ln x dx = ln xd
1 1 2
 2 e Z e 2
x x
= ln x − d ln x
2 1 1 2
 2  Z e
e 1 x
= ln e − ln 1 − dx
2 2 1 2
 2 e
e2 x
= −
2 4
2
 2 1 
e e 1
= − −
2 4 4
e 2 1
= + .
4 4

2.
Z 1 Z 1
x
xe dx = x d(ex )
0 0
Z 1
x 1
= xe |0 − ex dx
0
=e− ex |10 =1

Z 1
2x + 1
Exercise 3.1. 1. dx =?
−2 x2 +x+1

Z 3
dx
2. =?
2 (x − 1)(x2 + 2x − 3)
Chapter 10: Definite Integrals 14

4 Applications of Definite Integration

Z b
4.1 Area bounded by the graph of f (x) and the x-axis on [a, b] = |f (x)| dx
a

Z b Z c Z b
f (x) dx = f (x) dx + f (x) dx = − Area 1 + Area 2 = Signed area
a a c

Z b Z c Z b
|f (x)| dx = −f (x) dx + f (x) dx = Area 1 + Area 2 = Area
a a c

Example 4.1. Find the total area between the curve y = 1 − x2 and the x-axis over the
interval [0, 2].

Solution. Let 1 − x2 = 0, ⇒ x = ±1.

(
2 ≥ 0, for − 1 ≤ x ≤ 1,
1−x
< 0, for x < −1 or x > 1.
Chapter 10: Definite Integrals 15

The area is given by

Z 2 Z 1 Z 2
2 2
|1 − x | dx = (1 − x )dx + −(1 − x2 )dx
0 0 1  1 
2
x3 x3
= x− − x−
3 0 3 1
2 4
= − − = 2.
3 3


√
Exercise 4.1. Area bounded by the graph of f (x) = x − x and x-axis on [0, 2].

Z b
4.2 Area bounded by the graphs of f (x), g(x) on [a, b] = |f (x) − g(x)| dx
a

Theorem 4.1. Let f (x) and g(x) be continuous functions defined on [a, b] where f (x) ≥ g(x)
for all x in [a, b]. The area of the region bounded by the curves y = f (x), y = g(x) and the lines
x = a and x = b is Z b


f (x) − g(x) dx.
a

Proof. The area between f (x) and g(x) is obtained by subtracting the area under g from the
area under f . Thus the area is
Z b Z b Z b
f (x)dx − g(x)dx = (f (x) − g(x))dx.
a a a
Chapter 10: Definite Integrals 16

f(x)

g(x)

x
a b
.
y

f(x)

g(x)

x
a b
.

Example 4.2. Find the area of the region enclosed by the curves y = x2 +x−5 and y = 3x−2
in the x − y plane.

Solution. Let x2 + x − 5 = 3x − 2 ⇒ x = −1, 3.

Chapter 10: Definite Integrals 17

The area is
Z 3 Z 3
2
(−x2 + 2x + 3) dx


(3x − 2) − (x + x − 5) dx =
−1 −1
 3
1 3 2
= − x + x + 3x
3
 −1 
1 1
= − (27) + 9 + 9 − +1−3
3 3
2
= 10 .
3

Example 4.3. Find the area bounded by the curves

2
y = f (x) = x, y = g(x) = , and y = h(x) = 2x + 2.
x+1

Solution. Area is Z 0 Z 1
(h(x) − f (x))dx + (g(x) − f (x))dx
−2 0
Z 0 Z 1 
2
= (2x + 2 − x) + − x dx
−2 0 x+1
 2 0 1
x2

x
= + 2x + 2 ln |x + 1| −
2 −2 2 0
1 3
= 2 + (2 ln 2 − ) = + ln 4.
2 2

Chapter 10: Definite Integrals 18

4.3 Other Applications

Example 4.4. An object moves along x-axis towards right with speed v(t) = t2 m/s. Calcu-
late the distance traveled from t = 0 to t = 3s.

Solution. Let S(t) be the position at t. Then, S 0 (t) = v(t) = t2 .

The distance from t = 0 to t = 3 is

rate of change
Z 3 Z 3 3
z }| { 1 3
S(3) − S(0) = S 0 (t) dt = t2 dt = t = 9m
| {z } 0 0 3 0
total distance change

Geometrically,

Example 4.5. Let L(t) be the level of carbon monoxide (CO). Given that L0 (t) = 0.1t + 0.1
parts per million (ppm). How much will the pollution change from t = 0 to t = 3?

Solution. Z 3 1
L0 (t)dt = 0.05t2 + 0.1t 0 = 0.75ppm.

L(3) − L(0) =
0

Chapter 10: Definite Integrals 19

Exercise 4.2. Let t be the time (in hour). Let m(t) be the mass of a certain amount of
protein. The protein is changed to an amino acid and cause a decrease in mass at a rate
dm −2
= g/hr.
dt t+1
Find the decrease in mass of the protein from t = 2 to t = 5.

Ans: −2 ln 2.

5 Improper Integrals

Question: How to find area of an unbounded region?

Definition 5.1. The following types of integrals are called “improper integrals” (of the
first type). The integrals we have encountered previously, namely integrals of piecewise
continuous functions over finite intervals, are “proper integrals”.

Define

1.
Z +∞ Z b
f (x)dx = lim f (x)dx
a b→+∞ a

if the limit exists, we say that the integral is convergent. Otherwise, divergent.
Chapter 10: Definite Integrals 20

2.
Z b Z b
f (x)dx = lim f (x)dx
−∞ a→−∞ a

if the limit exists, we say that the integral is convergent. Otherwise, divergent.

3. Let c be a fixed real number.

Z +∞ Z c Z +∞
f (x)dx = f (x)dx + f (x)dx
−∞ −∞ c

if both the two integrals on the right are convergent, we say that the integral is
convergent. Otherwise, divergent.

Example 5.1.

Z +∞ Z b
−x b
1. e dx = lim e−x dx = lim −e−x 0
= lim (e0 −e−b ) = lim (1−e−b ) =
0 b→+∞ 0 b→+∞ b→+∞ b→+∞
1, convergent.
Z +∞ Z b
1 1
2. dx = lim dx = lim ln x|b1 = lim ln b − ln 1 = lim ln b = +∞,
1 x b→+∞ 1 x b→+∞ b→+∞ b→+∞
divergent.

1 b
Z +∞ Z b    
1 1 1
3. dx = lim dx = lim − = lim 1 − = 1, conver-
1 x2 b→+∞ 1 x2 b→+∞ x 1 b→+∞ b
gent.

√ b √
Z +∞ Z b
1 1
4. √ dx = lim √ dx = lim 2 x = lim 2( b − 1) = +∞, diver-
1 x b→+∞ 1 x b→+∞ 1 b→+∞
gent.
Z 0
5. ex dx
−∞
Chapter 10: Definite Integrals 21

Z +∞
dx
Example 5.2. Compute .
0 (x + 1)(3x + 2)

Solution.
1 3 1
= − .
(x + 1)(3x + 2) 3x + 2 x + 1
Hence Z b
dx
= [ln |3x + 2| − ln |x + 1|]b0
0 (x + 1)(3x + 2)
|3b + 2|
= ln |3b + 2| − ln |b + 1| − ln |2| = ln − ln 2.
|b + 1|
Because
1
|3b + 2| |3b + 2| × |b|
lim = lim .
b→+∞ |b + 1| b→+∞ |b + 1| × 1
|b|
2
3+ b 3
lim 1 = = 3.
b→+∞ 1+ b
1
Therefore Z b
dx
lim = ln 3 − ln 2.
b→+∞ 0 (x + 1)(3x + 2)


Exercise 5.1. Let p > 1. Prove that

 1 , if p > 1,

Z +∞
1 convergent
dx = p − 1
1 xp 
+∞, if 0 < p ≤ 1, divergent.

Remark. From the above exercise,

Z +∞
1. lim f (x) = 0 ; f (x) dx is convergent.
x→+∞ 1

1 1
2. For all p > 0, p
→ 0 as x → +∞. However, only for p > 1, p decays fast enough to
x Z +∞ x
1
guarantee the total area dx is finite.
1 xp

Remark. All the integration techniques can be applied, e.g. integration by substitution,...
Chapter 10: Definite Integrals 22

Z 1
Example 5.3. Compute xex dx. (integration by parts)
−∞

Solution. Z 1 Z 1
xex dx = lim xex dx.
−∞ a→−∞ a
Z Z Z
x x x
xe dx = xd(e ) = xe − ex dx = (x − 1)ex + C.

Z 1
xex dx = lim (x − 1)ex |1a
−∞ a→−∞

= lim (1 − a)ea ∞·0 indeterminate form

a→−∞
1−a ∞
= lim
a→−∞ e−a ∞
−1
= lim L’Hôpital’s rule
a→−∞ −e−a
= 0.

Z 1
Exercise 5.2. x2 ex dx = e
−∞
Chapter 10: Definite Integrals 23

Z +∞
x
Example 5.4. Compute dx. (integration by substitution)
−∞ (1 + x2 )2

Solution. Using the substitution u = 1 + x2 , we have

−1
Z
x
2 2
dx = + C.
(1 + x ) 2(1 + x2 )

Thus Z +∞
x 1
2 2
dx =
0 (1 + x ) 2
and Z 0
x 1
2 2
dx = − .
−∞ (1 + x ) 2
Hence
Z +∞ Z +∞ Z 0  
x x x 1 1
dx = dx + dx = + − = 0.
−∞ (1 + x2 )2 0 (1 + x2 )2 −∞
2
(1 + x )2 2 2

Fact: If 0 ≤ f (x) ≤ g(x) on the interval of integration (a, b) (allowing a, b to be ±∞), then

Z b Z b
• If g(x)dx converges, then f (x)dx converges.
a a
Z b Z b
• If f (x)dx diverges, then f (x)dx diverges.
a a
Z ∞
Example 5.5. Determine whether xn e−x dx is convergent.
0
Chapter 10: Definite Integrals 24

Definition 5.2 (Improper integrals of Type 2). The improper integrals defined in Definition
5.1 has infinite intervals of integration, but the values of the integrand are finite on the
intervals of the integration. We also generalize definite integrals where the integrand may
go to ±∞ over the interval of integration.

Suppose that f (x) is continuous on (a, b), but limx→b− f (x) = ±∞. Then we define:
Z b Z c
f (x)dx := lim f (x)dx.
a c→b− a

Similarly, if limx→a+ f (x) = ±∞,

Z b Z b
f (x)dx := lim f (x)dx.
a c→a+ c
Z 1
1
Example 5.6. 1. dx
0 xp
Z 1
1
2. dx
0 ln x
Z 1
1
3. (mixed type) dx
−∞ x3