Mathematics

Definite Integrals

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Table of Content
1. Definition.

2. Definite Integral as the Limit of a Sum.

3. Definite Integral by Substitution.

4. Properties of Definite Integral.

5. Summation of Series by Integration.

6. Gamma Function.

7. Reduction formulae for Definite Integration.

8. Walli's Formula.

9. Leibnitz's Rule.

10. Integrals with Infinite Limits (Improper Integral).

11. Some important results of Definite Integral.

12. Integration of Piecewise Continuous Function.

1
1. Definition.
d
Let  (x ) be the primitive or anti-derivative of a function f(x) defined on [a, b] i.e., [ ( x )]  f ( x ) . Then
dx
b
the definite integral of f(x) over [a, b] is denoted by  f (x )dx and is defined as [ (b)   (a)] i.e.,
a
b
 f (x )dx   (b)  (a) . This is also called Newton Leibnitz formula.
a

The numbers a and b are called the limits of integration, ‘a’ is called the lower limit and ‘b’ the upper
limit. The interval [a, b] is called the interval of integration. The interval [a, b] is also known as range of
integration.

Important Tips
 In the above definition it does not matter which anti-derivative is used to evaluate the definite
b
integral, because if  f x dx   x   c, then  f x d x   x   c ba   (b)  c    (a)  c    (b)   (a).
a
In other words, to evaluate the definite integral there is no need to keep the constant of integration.
 Every definite integral has a unique value.

2. Definite Integral as the Limit of a Sum.

Let f(x) be a single valued continuous function defined in the interval a  x  b, where a and b are both
finite. Let this interval be divided into n equal sub-intervals, each of width h by inserting (n – 1) points
a  h, a  2 h, a  3 h...... a  (n  1)h between a and b. Then nh  b  a .
Now, we form the sum hf (a)  hf (a  h)  hf (a  2 h)  ........  hf (a  rh)  ......  hf [a  (n  1)h]
= h[ f (a)  f (a  h)  f (a  2h)  .....  f (a  rh)  ....  f {a  (n  1)h}]
n 1
= h  f (a  rh)
r 0

Where, a  nh  b  nh  b  a
n 1
The lim h
h0
 f (a  rh), if it exists is called the definite integral of f(x) with respect to x between the limits
r0
b
a and b and we denote it by the symbol  f (x )dx .
a

2
 b b n 1
Thus, 
a
f ( x )dx  lim h[ f (a)  f (a  h)  f (a  2h)  ......  f {a  (n  1)h}] 
h0 
a
f (x )dx  lim h
h 0
 f(a  rh)
r 0

Where, nh  b  a, a and b being the limits of integration.

The process of evaluating a definite integral by using the above definition is called integration
from the first principle or integration as the limit of a sum.

Important Tips

 In finding the above sum, we have taken the left end points of the subintervals. We can take the
right end points of the sub-intervals throughout.
n
Then we have, ab f ( x )dx  lim h[ f (a  h)  f (a  2h)  .....  f (a  nh)] ,  ab f ( x )dx  h  f (a  rh)
h0 r 1
Where, nh = b – a.

 
dx 
          x     x  dx     2
 x     x   8

b b nb
x a  1
 dx  b  a   f x  dx  f x  dx
a bx 2 
a n  na

b c b b c b
 f x  c  dx  f x  dx or f  x  c  dx  f x  dx
a c  a 
a c 
a

Some useful results for evaluation of definite integrals as limit for sums

n(n  1)
(i) 1 + 2 + 3 + …….+ n =
2

n(n  1)(2n  1)
(ii) 1 2  2 2  3 2  ........  n 2 
6

2
 n(n  1) 
(iii) 1 3  2 3  3 3  .......  n 3   
 2 

a(r n  1)
(iv) a  ar  ar 2  ........  ar n 1  ,r  1 , r  1
r 1

3
 a (1  r n )
(v) a  ar  ar 2  .......... .....  ar n 1  , r  1, r  1
1r

  n  1    nh 
sin a  
n 1
 h sin  
  2   2
r 0

(vi) sin a  sin(a  h)  ........  sin[ a  (n  1)h]  [sin(a  nh )] 
h
sin 
2

  n  1    nh 
cos a  
n 1
 h sin  
  2   2
(vii) cos a  cos( a  h)  cos( a  2h)  .....  cos[ a  (n  1)h]  [cos( a  nh)] 
r 0
 h
sin 
2

1 1 1 1 1 2
(viii) 1       .......... ..........  
22 32 4 2 5 2 6 2 12

1 1 1 1 1 2
(ix) 1      .......... ......  
22 32 4 2 5 2 62 6

1 1 2
(x) 1    .......... ..........  
32 52 8

1 1 1 2
(xi)    .......... ..........  
22 42 62 24

e i  e i e i  e i
(xii) cos   and sin  
2 2

e   e  e   e 
(xiii) cosh   and sinh  
2 2

4
3. Evaluation of Definite Integral by Substitution.

When the variable in a definite integral is changed, the substitutions in terms of new variable should be
effected at three places.
(i) In the integrand (ii) In the differential say, dx (iii) In the limits
b b  (b )
For example, if we put  (x )  t in the integral f { ( x )} ' ( x )dx , then
  f { ( x )} ' (x )dx   f (t) dt .
a a (a )

Important Tips

  /2
 0
dx
1  sin x
2  0
dx
sin x  cos x
 2 log  2 1 
 /2 a
dx a
 log tan x  dx  0  where f a  x    f x 
0 
0 1e f x 
 ,
2
a a
dx  dx 
      
0 2
a x 2 2 0 x 2  a2 2a
a
a 2
a 2  x 2 dx 
 0 4

4. Properties of Definite Integral.

b b
(1)  f (x )dx   f (t) dt i.e., The value of a definite integral remains unchanged if its variable is replaced by
a a

any other symbol.

b a
(2)  f(x)dx   f(x)dx i.e., by the interchange in the limits of definite integral, the sign of the integral is

a b

changed.

b c b
(3)  f (x )dx   f (x )dx   f (x )dx , (where a < c < b)
a a c

5
 b c1 c2 b
or  f (x )dx   f ( x )dx   f ( x )dx  .....   f ( x )dx ; (where a  c 1  c 2  ........ c n  b )
a a c1 cn

Generally this property is used when the integrand has two or more rules in the integration interval.

Important Tips

b
  ( x  a  x  b ) dx  (b  a)2
a

Note: Property (3) is useful when f (x ) is not continuous in [a, b] because we can break up the integral into several
integrals at the points of discontinuity so that the function is continuous in the sub-intervals.
The expression for f (x ) changes at the end points of each of the sub-interval. You might at times be puzzled
about the end points as limits of integration. You may not be sure for x = 0 as the limit of the first integral or the
0
next one. In fact, it is immaterial, as the area of the line is always zero. Therefore, even if you write  1
(1  2 x ) dx ,
whereas 0 is not included in its domain it is deemed to be understood that you are approaching x = 0 from the left
in the first integral and from right in the second integral. Similarly for x = 1.

a a
(4)  f ( x )dx   f (a  x )dx : This property can be used only when lower limit is zero. It is generally used
0 0

for those complicated integrals whose denominators are unchanged when x is replaced by (a – x).
Following integrals can be obtained with the help of above property.
 /2 sin n x  /2 cos n x 
(i)  n n
dx   n n
dx 
0 sin x  cos x 0 cos x  sin x 4

 /2 tan n x  /2 cot n x 
(ii)  n
dx   n
dx 
0 1  tan x 0 1  cot x 4

 /2 1  2 1 
(iii)  dx   dx 
0 1  tan n x 0 n
1  cot x 4

 2 sec n x  /2 cosec n x 
(iv)  dx   dx 
0 sec n x  cosec n x 0 n n
cosec x  sec x 4

6
  2  /2
(v)  f (sin 2 x ) sin xdx   f (sin 2 x ) cos xdx
0 0

 /2  /2
(vi)  f (sin x )dx   f (cos x )dx
0 0

 /2  /2
(vii)  f (tan x )dx   f (cot x )dx
0 0

1 1
(viii)  f (log x )dx   f [log(1  x )]dx
0 0

 /2  /2
(ix)  log tan xdx   log cot xdx
0 0

 /4 
(x)  log(1  tan x )dx  log 2
0 8

 /2  /2   1
(xi)  log sin xdx   log cos xdx  log 2  log
0 0 2 2 2

 /2 a sin x  b cos x  /2 a sec x  b cosec x  /2 a tan x  b cot x 

(xii)  dx   dx   dx  (a  b)
0 sin x  cos x 0 sec x  cosec x 0 tan x  cot x 4

7
 a a
(5)  f ( x ) dx   f (x )  f ( x ) dx .
a 0

a
a  2
In special case:  a
f (x ) dx    f (x ) dx , if f (x ) is even function or f ( x )  f (x )
0
 0 , if f (x ) is odd is odd function or f ( x )   f (x )

This property is generally used when integrand is either even or odd function of x.

2a a a
(6)  f ( x )dx   f (x )dx   f (2a  x ) dx
0 0 0

2a 0 , if f (2 a  x )   f (x )
In particular,  f ( x ) dx   a
0
 2  f (x ) dx ,
0
if f (2a  x )  f (x )

It is generally used to make half the upper limit.

b b
(7)  f (x ) dx   f (a  b  x )dx
a a

b f ( x ) dx 1
Note: a
 (b  a)
f ( x )  f (a  b  x ) 2

a 1 a
(8)  x f (x )dx  a  f ( x )dx if f (a  x )  f (x )
0 2 0

8
 nT T
(9) If f (x ) is a periodic function with period T, then  f (x )dx  n  f (x )dx ,
0 0

a  nT a
Deduction: If f (x ) is a periodic function with period T and a  R  , then  f (x )dx   f (x )dx
nT 0

(10)

(i) If f (x ) is a periodic function with period T, then

a  nT T
 f ( x ) dx  n  f ( x ) dx where n  I
a 0

(a) In particular, if a = 0
nT T
 f ( x ) dx  n  f (x ) dx , where n  I
0 0

aT T
(b) If n = 1,  f (x ) dx   f (x ) dx ,
0 0

nT T
(i)  f (x ) dx  (n  m )  f ( x ) dx , where n, m  I
mT 0

b  nT b
(ii)  f (x ) dx   f ( x ) dx , where n I
a  nT a

aT
(11) If f (x ) is a periodic function with period T, then  f (x ) is independent of a.
a

b 1
(12)  a
f (x ) dx  (b  a)  f (b  a) x  a  dx
0

x
(13) If f (t) is an odd function, then  (x )   f (t) dt is an even function
a

x
(14) If f (x ) is an even function, then  ( x )   f (t) dt is on odd function.
0

9
 x
Note: If f(t) is an even function, then for a non zero ‘a’, 
0
f (t) dt is not necessarily an odd function. It will be odd
a
function if  f (t) dt  0
0

Important Tips

 Every continuous function defined on [a, b] is integrable over [a, b].

 Every monotonic function defined on [a, b] is integrable over [a, b].
 If f(x) is a continuous function defined on [a, b], then there exists c  (a, b ) such that
b
f ( x )dx  f (c).(b  a) .
a

b
1
The number f (c)   f (x )dx is called the mean value of the function f (x ) on the interval [a, b].
(b  a) a

x
 If f is continuous on [a, b], then the integral function g defined by g(x) = f (t)dt for x  [a, b ] is a

derivable on [a, b] and g ( x )  f ( x ) for all x  [a, b] .

 If m and M are the smallest and greatest values of a function f(x) on an interval [a, b], then
b
m(b  a) 
 f (x )dx  M (b  a)
a

 If the function  (x ) and  (x ), are defined on [a, b] and differentiable at a point x  (a, b) and f(t) is
  (x ) 
continuous for  (a)  t   (b ) , then  f (t)dt   f ( (x )) ' ( x )  f ((x ))' (x )
 ( x ) 
b b

 a 
f ( x )dx  | f (x ) | dx
a

1/ 2 1/ 2
b  b   b 2 
 If f 2 (x ) and g 2 (x ) are integrable on [a, b], then  f (x ) g( x ) dx  
 f 2 (x ) dx 

 g (x ) dx 
a  a   a 

 Change of variables: If the function f(x) is continuous on [a, b] and the function x  (t) is
b t2
continuously differentiable on the interval [t1 , t 2 ] and a  (t1 ), b  (t 2 ), then  f ( x )dx 
 f ((t))' (t)dt .
a t1

b
 Let a function f ( x , ) be continuous for a  x  b and c    d . Then for any   [c, d ] , if I( )  f (x ,  )dx , a
b
then I'( )  f ' (x , )dx ,
 a

Where I'( ) is the derivative of I( ) w.r.t.  and f ' (x , ) is the derivative of f ( x , ) w.r.t. , keeping x
constant.
 For a given function f (x ) continuous on [a, b] if you are able to find two continuous function f1 ( x )
and f2 ( x ) on [a, b] such that f1 (x )  f (x )  f2 ( x )  x  [a, b ], then
b b b


a
f1 ( x ) dx 

a
f (x ) dx 

a
f2 ( x ) dx

10
5. Summation of Series by Integration.

b n
We know that f (x )dx  lim h

a n 
 f (a  rh) ,
r 1
where nh  b  a

1 1 1 r
Now, put a = 0, b = 1,  nh  1 or h 
n
. Hence  f (x )dx  lim n  f  n 
0 n 

1 r r 1
Note: Express the given series in the form   . Replace by x, by dx and the limit of the sum is
f
n h n n
1
0
f ( x ) dx .

6. Gamma Function.

m  1 n 1
   
 /2  2   2 
If m and n are non-negative integers, then  sin m n
x cos xdx 
0 m n  2
2  
 2 
Where (n) is called gamma function which satisfied the following properties
(n  1)  n (n)  n! i.e.  (1)  1 and (1 / 2)  

In place of gamma function, we can also use the following formula :

/ 2 (m  1)(m  3).....( 2 or 1)(n  1)(n  3).....( 2 or 1)
 sin m x cos n xdx =
0 (m  n)(m  n  2)....( 2 or 1)

It is important to note that we multiply by (/2); when both m and n are even.

11
7. Reduction formulae Definite Integration.

 b
(1)  e ax sin bxdx 
0 a  b2
2

 a
(2)  e ax cos bxdx 
0 a  b2
2

 n!
(3)  e ax x n dx  n
0 a 1

8. Walli's Formula.

n 1 n  3 n  5 2
 /2  /2  . . ...... , when n is odd
 sin n xdx   cos n xdx   n n  2 n  4 3
0 0 n 1 n  3 n  5 3 1 
 . . ....... . . , when n is even
 n n2 n4 4 2 2
 /2 (m  1)(m  3)......... .(n  1)(n  3)........ [If m, n are both odd +ve integers or one odd +ve
0 sin m x cos n dx 
(m  n)(m  n  2)
integer]

(m  1) (m  3)......... ...(n  1) (n  3) 
 . [If m, n are both +ve integers]
(m  n) (m  n  2) 2

12
9. Leibnitz’s Rule.

(1) If f(x) is continuous and u(x), v(x) are differentiable functions in the interval [a, b], then,

d v (x ) d d
dx 
u(x )
f (t)dt  f {v(x )}
dx
{v(x )}  f {u(x )}
dx
{u(x )}

(2) If the function  (x ) and  (x ) are defined on [a,b] and differentiable at a point x  (a, b ), and f (x , t) is
d   (x )  (x ) d  d  (x )   d  (x ) 
continuous, then,  f (x , t) dt    f (x , t) dt    f ( x ,  ( x ))    f (x ,  (x ))
dx  (x )  (x ) dx  dx   dx 

10. Integrals with Infinite Limits (Improper Integral).

b
A definite integral  f (x )dx is called an improper integral, if
a

The range of integration is finite and the integrand is unbounded and/or the range of integration is
infinite and the integrand is bounded.
1 1
e.g., The integral  dx is an improper integral, because the integrand is unbounded on [0, 1]. Infact,
0 x2
1  1
2
  as x  0 . The integral  dx is an improper integral, because the range of integration is
x 0 1 x2
not finite.

There are following two kinds of improper definite integrals:

b
(1) Improper integral of first kind: A definite integral  f (x )dx is called an improper integral of first
a

kind if the range of integration is not finite (i.e., either a   or b   or a   and b   ) and the
integrand f(x) is bounded on [a, b].
 1  1  1  3x
 2
dx , 2 
dx , 2
dx ,  dx are improper integrals of first kind.

1 x 0 1 x  1  x 1 (1  2 x ) 3

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 Important Tips

 In an improper integral of first kind, the interval of integration is one of the following types [a,
), (–, b], (–, ).
 k
 The improper integral  f ( x )dx is said to be convergent, if lim  f (x )dx exists finitely and this limit
a k  a

k
is called the value of the improper integral. If lim  f ( x ) dx is either + or –, then the integral is said
k  a

to be divergent.

 The improper integral  f (x )dx is said to be convergent, if both the limits on the right-hand side


exist finitely and are independent of each other. The improper integral  f (x )dx is said to be divergent


if the right hand side is + or –

b
(2) Improper integral of second kind: A definite integral  f (x )dx is called an improper integral of
a

second kind if the range of integration [a, b] is finite and the integrand is unbounded at one or more
points of [a, b].
b
If  f (x )dx is an improper integral of second kind, then a, b are finite real numbers and there exists at
a

least one point c  [a, b ] such that f (x )   or f (x )   as x  c i.e., f(x) has at least one point of
finite discontinuity in [a, b].

For example:
3 1  1 
(i) The integral  dx , is an improper integral of second kind, because lim    .
1 x 2 x  2 x  2 

1
(ii) The integral  log xdx ; is an improper integral of second kind, because log x   as x  0 .
0

1 2 1
(iii) The integral dx , is an improper integral of second kind since integrand

1  cos x 0 1  cos x
becomes infinite at x    [0, 2 ] .
1 sin x sin x
(iv)  dx , is a proper integral since lim  1.
0 x x 0 x

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Important Tips

 Let f(x) be bounded function defined on (a, b] such that a is the only point of infinite
discontinuity of f(x) i.e., f(x)   as x  a. Then the improper integral of f(x) on (a, b] is denoted by
b b b

 f (x )dx and is defined as  f (x )dx  lim

 f ( x )dx . Provided that the limit on right hand side exists. If l
a a  0 a
b
denotes the limit on right hand side, then the improper integral  f (x )dx is said to converge to l,
a

when l is finite. If l = +  or l = –, then the integral is said to be a divergent integral.

 Let f(x) be bounded function defined on [a, b) such that b is the only point of infinite
discontinuity of f(x) i.e. f(x)   as x  b. Then the improper integral of f(x) on [a, b) is denoted by
b b b 

 f (x )dx and is defined as 

a a
f ( x )dx  lim
 0 a
f (x )dx

Provided that the limit on right hand side exists finitely. If l denotes the limit on right hand side, then
b
the improper integral  f (x )dx is said to converge to l, when l is finite.
a

If l   or l   , then the integral is said to be a divergent integral.

 Let f(x) be a bounded function defined on (a, b) such that a and b are only two points of infinite
discontinuity of f(x) i.e., f(a)  , f(b)  .
b
Then the improper integral of f(x) on (a, b) is denoted by  f (x )dx and is defined as
a
b c b 

a
f ( x )dx  lim
 0 
a
f ( x )dx  lim
 0 a
f (x )dx , a  c  b

Provided that both the limits on right hand side exist.

 Let f(x) be a bounded function defined [a, b]-{c}, c[a, b] and c is the only point of infinite
b
discontinuity of f(x) i.e. f(c). Then the improper integral of f(x) on [a, b] – {c} is denoted by  f (x )dx
a
b cx b
and is defined as  f ( x )dx  lim
 f (x )dx  lim
 f ( x )dx
a x 0 a  0 c 

b
Provided that both the limits on right hand side exist finitely. The improper integral  f (x )dx is said to
a

be convergent if both the limits on the right hand side exist finitely.

 If either of the two or both the limits on RHS are , then the integral is said to be divergent.

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11. Some Important results of Definite Integral.

 /4 1
(1) If I n   tan n xdx then I n  I n  2 
0 n 1

 /4 1
(2) If I n   cot n xdx then I n  I n  2 
0 1n

 /4 ( 2 )n  2 n  2
(3) If I n   sec n xdx then I n   In  2
0 n 1 n 1

 /4 ( 2 )n  2 n  2
(4) If I n   cosec n xdx then In   In  2
0 n 1 n 1

 /2
(5) If I n   x n sin xdx then In  n(n  1)In  2  n( / 2)n 1
0

 /2
(6) If I n   x n cos xdx then In  n(n  1)In  2  ( /2)n
0

 /2 dx 2 ab
(7) If a  b  0, then   tan 1
0 a  b cos x a2  b 2 ab

 /2 dx 1 b a  b a
(8) If 0  a  b then   log
0 a  b cos x 2
b a 2 ba  ba

 /2 dx 2 ab
(9) If a  b  0 then   tan 1
0 a  b sin x a2  b 2 ab

 /2 dx 1 ba  ba
(10) If 0  a  b , then   log
0 a  b sin x b a 2 2 ba  ba

 /2 dx 2 abc
(11) If a  b, a 2  b 2  c 2 , then   tan 1
0 a  b cos x  c sin x 2
a b c 2 2
a2  b 2  c 2

16
  /2 dx 1 a  b  c  b 2  c2  a2
(12) If a  b, a 2  b 2  c 2 , then   log
0 a  b cos x  c sin x b 2  c 2  a2 a  b  c  b 2  c 2  a2

 /2 dx 1 b  a  c  b 2  c 2  a2
(13) If a  b, a 2  b 2  c 2 then   log
0 a  b cos x  c sin x b 2  c 2  a2 b  a  c  b 2  c 2  a2

Important Tips

 lim
 f (x ) dx  f (0)
0
x 0 x

b 1
 f (b  a) t  a dt
a
f (x )dx  (b  a)

0

12. Integration of Piecewise Continuous Functions.

Any function f (x ) which is discontinuous at finite number of points in an interval [a, b] can be made
continuous in sub-intervals by breaking the intervals into these subintervals. If f (x ) is discontinuous at
points x 1 , x 2 , x 3 .......... x n in (a, b), then we can define subintervals
(a, x 1 ), ( x 1 , x 2 )......... ....( x n 1 , x n ), ( x n , b ) such that f (x ) is continuous in each of these subintervals. Such
functions are called piecewise continuous functions. For integration of Piecewise continuous function.
We integrate f (x ) in these sub-intervals and finally add all the values.

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