5.

2 The Definite Integral

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The Definite Integral (1 of 12)
We have seen that a limit of the form

       
n
1 lim  f xi x  lim f x1 x  f x2 x   f xn x 
n  n 
i 1

arises when we compute an area.

We also saw that it arises when we try to find the distance traveled by an
object.

It turns out that this same type of limit occurs in a wide variety of situations
even when f is not necessarily a positive function.

2
The Definite Integral (2 of 12)
2 Definition of a Definite Integral If f is a function defined for a ≤ x ≤ b, we
b  a
divide the interval [a, b] into n subintervals of equal width x  n .
We let x0(= a), x1, x2, . . . , xn (= b) be the endpoints of these subintervals and
we let x1*, x2*, . . . , xn* be any sample points in these subintervals, so xi* lies
in the ith subinterval [xi −1, xi ]. Then the definite integral of f from a to b is

 
n
f  x  dx  lim  f xi x
b
a n 
i 1

provided that this limit exists and gives the same value for all possible choices
of sample points. If it does exist, we say that f is integrable on [a, b].
Note 1: The symbol  was introduced by Leibniz and is called an integral
sign.
It is an elongated S and was chosen because an integral is a limit of sums.
3
The Definite Integral (3 of 12)
In the notation a f  x  dx, f  x  is called the integrand and a and b are called the
b

limits of integration; a is the lower limit and b is the upper limit.

a f  x  dx is all one symbol.

b
For now, the symbol dx has no meaning by itself;

The dx simply indicates that the independent variable is x. The procedure of

calculating an integral is called integration.

4
The Definite Integral (4 of 12)
a f  x  dx is a number; it does not depend on x.
b
Note 2: The definite integral

In fact, we could use any letter in place of x without changing the value of the
integral:
 f  x  dx   f t  dt   f  r  dr
b b b

a a a

Note 3: The sum

 
n

 i x
f x
i 1


that occurs in Definition 2 is called a Riemann sum after the German

mathematician Bernhard Riemann (1826–1866).

5
The Definite Integral (5 of 12)
So Definition 2 says that the definite integral of an integrable function can be
approximated to within any desired degree of accuracy by a Riemann sum.

We know that if f happens to be positive,

then the Riemann sum can be
interpreted as a sum of areas of
approximating rectangles (see Figure 1).

If f (x) ≥ 0, the Riemann sum f (xi*) x is the sum

of areas of rectangles.
Figure 1

6
The Definite Integral (6 of 12)
a f  x  dx can be interpreted as the area
b
We see that the definite integral
under the curve y = f (x) from a to b. (See Figure 2.)

If f  x   0, the integral  f  x  dx is the area

b

under the curve y  f  x  from a to b.

Figure 2

7
The Definite Integral (7 of 12)
If f takes on both positive and negative values, as in Figure 3, then the
Riemann sum is the sum of the areas of the rectangles that lie above the x-axis
and the negatives of the areas of the rectangles that lie below the x-axis (the
areas of the blue rectangles minus the areas of the gold rectangles).

f (xi*) Δx is an approximation to the net area.

Figure 3

8
The Definite Integral (8 of 12)
When we take the limit of such Riemann sums, we get the situation illustrated
in Figure 4. A definite integral can be interpreted as a net area, that is, a
difference of areas:

a f  x  dx  A1  A2
b

where A1 is the area of the region

above the x-axis and below the
graph of f, and A2 is the area of the
region below the x-axis and above
a f  x  dx is the net area.
b

the graph of f.
Figure 4

9
Example 1
Evaluate the Riemann sum for f  x   x 3  6 x, 0  x  3, with n = 6 subintervals
and taking the sample endpoints to be right endpoints.

Solution:
With n = 6 subintervals, the interval width is Δx = (3 − 0)/6 = 1/2 and the right
endpoints are

x1 = 0.5 x2 = 1.0 x3 = 1.5 x4 = 2.0 x5 = 2.5 x6 = 3.0

10
Example 1 – Solution (1 of 2)
So the Riemann sum is
6
R6   f  xi  x
i 1

 f  0.5  x  f 1.0  x  f 1.5  x  f  2.0  x  f  2.5  x  f  3.0  x

1
  2.875  5  5.625  4  0.625  9 
2
 3.9375

11
Example 1 – Solution (2 of 2)
Notice that f is not a positive function and so the Riemann sum does not
represent a sum of areas of rectangles. But it does represent the sum of the
areas of the blue rectangles (above the x-axis) minus the sum of the areas of
the gold rectangles (below the x-axis) in Figure 5.

Figure 5

12
The Definite Integral (9 of 12)
a f  x  dx
b
Note 4: Although we have defined by dividing [a, b] into subintervals
of equal width, there are situations in which it is advantageous to work with
subintervals of unequal width.

If the subinterval widths are Δx1, Δ x2, . . . , Δxn, we have to ensure that all these
widths approach 0 in the limiting process. This happens if the largest width,
max Δxi, approaches 0. So in this case the definition of a definite integral
becomes

 
n
f  x  dx   i xi
b
a

lim f x
max xi 0
i 1

13
The Definite Integral (10 of 12)
We have defined the definite integral for an integrable function, but not all
functions are integrable. The following theorem shows that the most commonly
occurring functions are in fact integrable. The theorem is proved in more
advanced courses.

3 Theorem If f is continuous on [a, b], or if f has only a finite number of jump

discontinuities, then f is integrable on [a, b]; that is, the definite integral a f  x  dx
b

exists.

If f is integrable on [a, b], then the limit in Definition 2 exists and gives the same
value no matter how we choose the sample points xi*.

14
The Definite Integral (11 of 12)
To simplify the calculation of the integral we often take the sample points to be
right endpoints. Then xi* = xi and the definition of an integral simplifies as
follows.

4 Theorem If f is integrable on [a, b], then

n

a f  x  dx  nlim  f  xi  x
b


i 1

where ba
x  and xi  a  i x
n

15
Example 2
Express
 
n
lim  xi3  xi sin xi x
n 
i 1

as an integral on the interval [0, π].

Solution:
Comparing the given limit with the limit in Theorem 4, we see that they will be
identical if we choose f  x   x 3  x sin x. We are given that a = 0 and b = π.

Therefore, by Theorem 4, we have

   
n 
lim  x  xi sin xi x  
3
i x 3 + x sin x dx
n  0
i 1

16
The Definite Integral (12 of 12)
When Leibniz chose the notation for an integral, he chose the ingredients as
reminders of the limiting process.

In general, when we write

 
n
lim  f x x   f  x  dx
 b
i
n  a
i 1

we replace lim  by , xi by x,and x by dx.

17
Evaluating Definite Integrals

18
Evaluating Definite Integrals (1 of 4)
In order to use a limit to evaluate a definite integral, we need to know how to
work with sums. The following four equations give formulas for sums of powers
of positive integers.
Sums of Powers
n
5 
i 1
1 n

n n  n  1
6 
i 1
i
2
n n  n  1 2n  1
7 
i 1
i 2

6
 n  n  1 
2
n
8  i 3

2

i 1  
19
Evaluating Definite Integrals (2 of 4)
The remaining formulas are simple rules for working with sigma notation:

Properties of Sums
n n
9  ca
i 1
i  c  ai
i 1
n n n
10  a
i 1
i  bi    ai   bi
i 1 i 1
n n n
11  a
i 1
i  bi    ai   bi
i 1 i 1

20
Example 3
Evaluate
0  
3
x 3  6 x dx.

Solution:
We use Theorem 4. We have f (x) = x3 − 6x, a = 0, b = 3, and
ba 30 3
x   
n n n

Then the endpoints of the subintervals are x0 = 0, x1 = 0 + 1(3/n) = 3/n,

x2 = 0 + 2(3/n) = 6/n, x3 = 0 + 3(3/n) = 9/n, and in general,

21
Example 3 – Solution (1 of 3)
Thus
 3i  3
 
n n
x  6 x dx  lim  f  xi  x  lim  f  
3 3

i 1  n  n
0 n  n 
i 1

3 n  3i   3i  
3

 lim     6    
 
3
n 
Equation 9 with c
 n   n  
n  n
i 1  

3 n  27 3 18 
 lim   3 i  i
i 1  n n 
n  n

 81 n 3 54 n 
 lim  4  i  2  i  (Equations 11 and 9)
n  n n i 1 
 i 1
 81  n  n  1  2 54 n  n  1 
 lim  4    2  (Equations 8 and 6)
n  n 2 n 2
   
22
Example 3 – Solution (2 of 3)

 81  1
2
 1 
 lim   1    27  1   
n 
 4  n   n  
81
  27
4
27

4
 6.75

23
Example 3 – Solution (3 of 3)
This integral can’t be interpreted as an area because f takes on both positive and
negative values. But it can be interpreted as the difference of areas A1 – A2,
where A1 and A2 are shown in Figure 6.

0  x 
3 3
 6 x dx  A1  A2  6.75
Figure 6

24
Evaluating Definite Integrals (3 of 4)
Figure 7 illustrates the calculation in Example 3 by showing the positive and
negative terms in the right Riemann sum Rn for n = 40.

R40  6.3998
Figure 7

25
Evaluating Definite Integrals (4 of 4)
The values in the table show the Riemann sums approaching the exact value
of the integral, −6.75, as n  ∞.

n Rn
40 −6.3998
100 −6.6130
500 −6.7229
1000 −6.7325
5000 −6.7473

26
The Midpoint Rule

27
The Midpoint Rule (1 of 2)
We often choose the sample point xi* to be the right endpoint of the i th
subinterval because it is convenient for computing the limit.

But if the purpose is to find an approximation to an integral, it is usually better

to choose xi* to be the midpoint of the interval, which we denote by x i .

28
The Midpoint Rule (2 of 2)
Any Riemann sum is an approximation to an integral, but if we use midpoints
we get the following approximation.

Midpoint Rule

   
n
   i x  x f x 1   f  xn  
b
a f x dx 
i 1
f x
 

ba
where x 
n

1
and xi   xi 1  xi   midpoint of  xi 1, xi 
2

29
Example 6
2 1
Use the Midpoint Rule with n = 5 to approximate 1 dx.
x

Solution:
The endpoints of the five subintervals are 1,
1.2, 1.4, 1.6, 1.8, and 2.0, so the midpoints are
1.1, 1.3, 1.5, 1.7, and 1.9. (See Figure 11.)
The endpoints and midpoints of the subintervals
used in Example 6
Figure 11

x 
 2  1  1 ,
The width of the subintervals is so the Midpoint Rule gives
5 5

1
dx  x f 1.1  f 1.3   f 1.5   f 1.7   f 1.9  
2

1 x
30
 Example 6 – Solution
1 1 1 1 1 1 
    
5  1.1 1.3 1.5 1.7 1.9 
 0.691908

Since f  x   1  0 for 1  x  2,
x
the integral represents an area, and
the approximation given by the
Midpoint Rule is the sum of the areas
of the rectangles shown in Figure 12.

Figure 12

31
Properties of the Definite Integral

32
Properties of the Definite Integral (1 of 13)
a f  x  dx, we implicitly assumed that a < b.
b
When we defined the definite integral

But the definition as a limit of Riemann sums makes sense even if a > b.

b  a a  b  .
Notice that if we reverse a and b, then Δx changes from to
n n

Therefore

b f  x  dx  a f  x  dx
a b

33
Properties of the Definite Integral (2 of 13)
If a = b, then Δx = 0 and so

a f  x  dx  0
b

We now develop some basic properties of integrals that will help us to evaluate
integrals in a simple manner. We assume that f and g are continuous functions.

34
Properties of the Definite Integral (3 of 13)
Properties of the Integral

a c dx  c  b  a ,
b
1. where c is any constant

a f  x   g  x  dx  a f  x  dx  a g  x  dx
b b b
2.

a cf  x  dx  c a f  x  dx,
b b
3. where c is any constant

a f  x   g  x  dx  a f  x  dx  a g  x  dx
b b b
4.

35
Properties of the Definite Integral (4 of 13)
Property 1 says that the integral of a constant function f(x) = c is the constant
times the length of the interval.

If c > 0 and a < b, this is to be

expected because c(b − a) is
the area of the shaded
rectangle in Figure 14.

a cdx  c  b  a 
b

Figure 14

36
Properties of the Definite Integral (5 of 13)
Property 2 says that the integral of a sum is the sum of the integrals.

For positive functions it says that the

area under f + g is the area under f
plus the area under g.

Figure 15 helps us understand why this

is true: in view of how graphical
addition works, the corresponding
vertical line segments have equal
height. b
a f  x   g  x  dx   f  x  dx   g  x  dx
b

a
b

Figure 15

37
Properties of the Definite Integral (6 of 13)
In general, Property 2 follows from Theorem 4 and the fact that the limit of a
sum is the sum of the limits:
n
f  x   g  x   dx lim  f  xi   g  xi   x
b
a

n 
i 1

n n

 lim   f  xi  x   g  xi  x 
n 
 i 1 i 1 
n n
 lim  f  xi  x  lim  g  xi  x
n  n 
i 1 i 1

 f  x  dx   g  x  dx
b b

a a

38
Properties of the Definite Integral (7 of 13)
Property 3 can be proved in a similar manner and says that the integral of a
constant times a function is the constant times the integral of the function.

In other words, a constant (but only a constant) can be taken in front of an

integral sign.

Property 4 is proved by writing f − g = f + (−g) and using Properties 2 and 3

with c = −1.

39
Example 7
0  
1
Use the properties of integrals to evaluate 4  3 x 2 dx.

Solution:
Using Properties 2 and 3 of integrals, we have

0  
1 1 1
4  3 x dx  0 4dx   3 x 2dx
2
0
1 1
 0 4dx  3  x 2dx
0

40
Example 7 – Solution
We know from Property 1 that

0 4dx  4 1 0   4
1

1 1
and we have found that 0 x dx  .
2

So
  4  3 x  dx
1 1 1
 0 4dx  3  x 2dx
2
0 0

1
 4 3
3
 5

41
Properties of the Definite Integral (8 of 13)
The next property tells us how to combine integrals of the same function over
adjacent intervals.

a f  x  dx  c f  x  dx  a f  x  dx
c b b
5.

42
Properties of the Definite Integral (9 of 13)
This is not easy to prove in general, but for the case where f(x) ≥ 0 and a < c <
b Property 5 can be seen from the geometric interpretation in Figure 16: the
area under y = f (x) from a to c plus the area from c to b is equal to the total
area from a to b.

Figure 16

43
 Properties of the Definite Integral (10 of 13)
Properties 1–5 are true whether a < b, a = b, or a > b. The following properties,
in which we compare sizes of functions and sizes of integrals, are true only if
a ≤ b.

Comparison Properties of the Integral

6. If f  x   0 for a  x  b, then a f  x  dx  0.
b

7. If f  x   g  x  for a  x  b, then a f  x  dx  a g  x  dx.

b b

8. If m  f  x   M for a  x  b, then

m  b  a    f  x  dx  M  b  a 
b

44
Properties of the Definite Integral (11 of 13)
a f  x  dx represents the area under the graph of f, so the
b
If f (x) ≥ 0, then
geometric interpretation of Property 6 is simply that areas are positive. (It also
follows directly from the definition because all the quantities involved are
positive.)

Property 7 says that a bigger function has a bigger integral.

It follows from Properties 6 and 4 because f − g ≥ 0.

45
Properties of the Definite Integral (12 of 13)
Property 8 is illustrated by Figure 17 for the case where f(x) ≥ 0.

If f is continuous, we could take

m and M to be the absolute
minimum and maximum values
of f on the interval [a, b].

Figure 17

46
Properties of the Definite Integral (13 of 13)
In this case Property 8 says that the area under the graph of f is greater than
the area of the rectangle with height m and less than the area of the rectangle
with height M.

Property 8 is useful when all we want is a rough estimate of the size of an

integral without going to the bother of using the Midpoint Rule.

47