Chapter 5: Integration

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§5.1 Sums and Sigma Notation

Definition (Sigma Notation)

If m and n are integers with m ≤ n, and Pn if f is a function defined at the
integers m, m + 1, . . . , n, the symbol i=m f (i) represents the sum of the
values of f at those integers:
n
X
f (i) = f (m) + f (m + 1) + · · · + f (n).
i=m

The explicit sum appearing on the right side of the equation is the
expansion of the sum represented in sigma notation on the left side. m is
the lower limit, and n is the upper limit.

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Example 1:
Write the sum 22 − 32 + 42 − 52 + · · · − 992 in sigma notation.

Solution: The general term is of the form (−1)j · j 2 , so

99
X
2 2 2 2 2
2 − 3 + 4 − 5 + · · · − 99 = (−1)j · j 2 .
j=2

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Example 2:
Pn
Write the sum 22 − 32 + 42 − 52 + · · · − 992 in the form i=1 f (i).

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Theorem (Summation Formulas)
n
X n(n + 1)
(a) i = 1 + 2 + ··· + n = .
2
i=1
n
X (n − m + 1)(n + m)
(b) i = m + (m + 1) + · · · + n = .
2
i=m
n
X n(n + 1)(2n + 1)
(c) i2 = 12 + 22 + · · · + n2 = .
6
i=1
n
X n2 (n + 1)2
(d) i3 = 13 + 23 + · · · + n3 = .
4
i=1
n
X rn − 1
(e) ri−1 = 1 + r + r2 + · · · + rn−1 = .
r−1
i=1

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§5.2 Area Problem

This section aims to find the area of a region R trapped by two

functions between x = a and x = b.

To put it simple, we will use nonnegative and continuous function on

[a, b] in the geometric interpretation.

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Idea: Approximate the area by small rectangles!
P, a partition of [a, b] is a set of points P = {x0 , x1 , · · · , xn } s.t.
a = x0 < x1 < x2 < · · · < xn−1 < xn = b
i.e., divide the intervals [a, b] into n subintervals.

Denote by ∆xi the width of the ith subinterval [xi−1 , xi ], i.e.,

∆xi = xi − xi−1 , i = 1, . . . , n.
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Arbitrarily choose points ci ∈ [xi−1 , xi ], i = 1, 2, · · · , n to form small
rectangles with heights f (ci ).

The area of the ith rectangle is f (ci )∆xi . The sum of all these areas
is
Xn
f (ci )∆xi .
i=1

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Example 3:
Approximate the area under y = x2 on [0, 1] with the partition
n 1 2 3 o
P = 0, , , , 1 and choose ci to be the midpoint in each subinterval.
4 4 4
Solution:

4
X 1 1 3 1 5 1 7 1
f (ci )∆xi = ( )2 × + ( )2 × + ( )2 × + ( )2 × ≈ 0.328125.
8 4 8 4 8 4 8 4
i=1
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Definition
Let f be a function defined on [a, b].
n
X
f (ci )∆xi
i=1

is called a Riemann sum of f on [a, b] corresponding to a partition P.

Note that
∆xi can be different.
▶ The norm of P is the number ∥P∥ = max |∆xi |.
1≤i≤n

b−a
▶ If ∆xi = , we call a uniform partition, and the Riemann sum is
n
n
b−aX
f (ci ).
n i=1

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ci ∈ [xi−1 , xi ] is chosen arbitrarily. In particular,
▶ if ci = xi−1 (left endpoint), the sum is called left Riemann sum.
▶ if ci = xi (right endpoint), the sum is called right Riemann sum.

Figure: (Assume uniform partition)

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Example 4:
Find the left and right Riemann sums of f (x) = x2 on [0, 1] by using
uniform partition.

Solution: By uniform partition, the width ∆xi of each subinterval is the

1 i
same, i.e., ∆x = with xi = .
n n
Left Riemann sum: ci = xi−1 ,
n n n
L
X 1X 1 X i−1 2
R = f (ci )∆x = f (xi−1 ) = ( )
n n n
i=1 i=1 i=1
(n − 1)(2n − 1)
= .
6n2
Right Riemann sum: ci = xi ,
n
1 X i 2 (n + 1)(2n + 1)
RR = ( ) = .
n n 6n2
i=1

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Question: How to get better approximation of the area?

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Answer: Let ∥P∥ → 0, i.e.,
n
X
lim f (ci )∆xi .
∥P∥→0
i=1

If this limit exists and unique for all choices of ci , the resulted
number represents the (signed) area of the region trapped between f
and x−axis on [a, b]. (See figure on next page)

For some functions, the limit of Riemann sum may not exist, or it
may yield different values depending on the choice of ci . (See
example 5 below)

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Example 5: The Dirichlet function is defined as below

1, x ∈ Q
f (x) = .
0, x ∈
/Q

Show that the limit of Riemann sum of f with uniform partition yields
different values depending on the chosen ci .

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§5.3 The Definite Integral

Definition
Let f be a function defined on [a, b]. If
n
X
lim f (ci )∆xi
∥P∥→0
i=1

exists and unique for all possible ci with respect to such a partition having
∥P∥ → 0, we say f is (Riemann) integrable on [a, b] and define the
definite integral of f from a to b by
Z b n
X
f (x)dx ≜ lim f (ci )∆xi .
a ∥P∥→0
i=1

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 Z b
The various parts of the symbol f (x)dx have their own names:
a
R
(i) is called the integral sign, it resembles the letter S since it
represents the limit of a sum.
(ii) a and b are called the limits of integration; a is the lower limit and b
is the upper limit.
(iii) The function f is the integrand and x is the variable of integration.
(iv) dx is the differential of x. It replaces ∆xi in the Riemann sums.

Replacing x with anotherR b variable does

R b not change the value of the
definite integral, i.e., a f (x)dx = a f (t)dt.

What functions are integrable?

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Theorem
If f is continuous on [a, b], then f is integrable on [a, b], i.e., the definite
integral
Z b Xn
f (x)dx ≜ lim f (ci )∆xi
a ∥P∥→0
i=1

always exists and unique, independent of choice of ci .

As a consequence of this theorem, the following functions are

integrable on [a, b].
▶ Polynomial functions
▶ Sine and cosine functions
▶ Rational functions, provided that [a, b] does not contain points where
the denominator is zero

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 Knowing that a function is integrable allows us to calculate its definite
integral by using a uniform partition and by picking ci properly, i.e.,
Z b n n
X b−aX
f (x)dx ≜ lim f (ci )∆xi = lim f (ci ).
a ∥P∥→0 n→∞ n
i=1 i=1

Example 6:
Z 1
Evaluate x2 dx from Example 4.
0

Solution:
The limit of the left Riemann sum is
(n − 1)(2n − 1) 1
lim RL = lim = .
n→∞ n→∞ 6n2 3
The limit of the right Riemann sum is
(n + 1)(2n + 1) 1
lim RR = lim 2
= .
n→∞ n→∞ 6n 3
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Recap
For a continuous function, by the theorem, the limit of Riemann sum
must exist and unique, independent of choice of ci .
For a discontinuous function, the limit of Riemann sum may exist (see
example 8 below), or it may yield different values depending on the
choice of ci (see example 5 above).
If the limit of Riemann sum of f does not exist, or yields different
values depending on the choice of ci , we call such f non-Riemann
integrable.
The connection between Riemann sum and definite integral is useful
for solving problems involving areas, volumes, centres of mass, etc.
(See example 7 below)

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Example 7:
Let R be the planar region bounded above by y = 4 − x2 and below by
y = x2 − 2x. Find the area of R by using a Riemann sum with a uniform
partition.

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Solution: The two curves intersect at two points, given by
4 − x2 = x2 − 2x =⇒ x = −1 or x = 2.

The height of the each strip is f (x) = 4 − x2 − (x2 − 2x)

Z 2
Since f is continuous, we can evaluate R = (4 + 2x − 2x2 ) dx by
−1
using uniform partition with ci = xi (right endpoint)
3
i.e., Uniform partition on [−1, 2] with ∆x = 3/n and ci = −1 + i
n
This gives the Riemann sum
n
3 X 3 3 
4 + 2(−1 + i ) − 2(−1 + i )2
n n n
i=1
Thus, R is given by
n
3 X 3 3 2
lim 4 + 2(−1 + i ) − 2(−1 + i ) .
n→∞ n n n
i=1
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§5.4 Properties of the Definite Integral

Theorem
Let f and g be integrable on an interval containing the points a, b, and c.
Then
(a) An integral over an interval of zero length is zero,
Z a
f (x)dx = 0.
a

(b) Reversing the limits of integration changes the sign of the integral,
Z a Z b
f (x)dx = − f (x)dx.
b a

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Theorem (Cont’d)
(c) If A and B are constants, then
Z b Z b Z b
(Af (x) + Bg(x)) dx = A f (x)dx + B g(x)dx.
a a a

(d) An integral depends additively on the interval of integration,

Z b Z c Z c
f (x)dx + f (x)dx = f (x)dx.
a b a

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Example 8:
 √
Z 3  1 − x2 if 0 ≤ x ≤ 1
Express f (x)dx piecewisely if f (x) = 2 if 1 < x ≤ 2
0 
x−2 if 2 < x ≤ 3.

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Solution: By definition, the value of the integral is
Z 3 Z 1p Z 2 Z 3
f (x)dx = 1− x2 dx + 2dx + (x − 2)dx.
0 0 1 2

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Theorem (Cont’d)
(e) If a ≤ b and f (x) ≤ g(x) for a ≤ x ≤ b, then
Z b Z b
f (x)dx ≤ g(x)dx.
a a

(f) If a ≤ b, then
Z b Z b
f (x)dx ≤ |f (x)|dx.
a a

(g) If f is an odd function, i.e., f (−x) = −f (x), then

Z a
f (x)dx = 0.
−a

(h) If f is an even function, i.e., f (−x) = f (x), then

Z a Z a
f (x)dx = 2 f (x)dx.
−a 0

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§5.5 The Fundamental Theorem of Calculus

The Fundamental Theorem of Calculus (FTC) demonstrates the

relationship between the definite integral defined in §5.3 and the indefinite
integral introduced in §2.10:
Definition
A function F (x) is said to be an antiderivative of function f (x) if

F ′ (x) = f (x)

for every x in the domain of f (x).

Example: If f (x) = 3x2 + 5, then both F (x) and G(x) below are
anti-derivatives of f (x):
(a) F (x) = x3 + 5x,
(b) G(x) = x3 + 5x + 2.

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Definition
The indefinite integral of f (x) on I is
Z
f (x)dx = F (x) + C

where F is an antiderivative of f .

Example: If f (x) = 3x2 + 5, then

Z Z
f (x)dx = (3x2 + 5)dx = x3 + 5x + C.

Note that you should distinguish

R b carefully between definite and indefinite
integrals.R A definite integral a f (x) dx is a number, whereas an indefinite
integral f (x) dx is a function (or family of functions).

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A few simple indefinite integrals based on the known
derivatives of elementary functions

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Example 9:
Z
1
Find f (x)dx, where f (x) = (ex + e−x ).
2

Solution: We have
Z Z
1 x
f (x)dx = (e + e−x )dx
2
Z Z
1
= ( e dx + e−x dx)
x
2
1 x
= (e − e−x ) + C.
2

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Geometric Approach of FTC

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 Theorem (The Fundamental Theorem of Calculus)
Suppose that f is continuous on an interval I containing point a.
Part I. Let the function F be defined on I by
Z x
F (x) = f (t)dt.
a

Then F is differentiable on I, and F ′ (x) = f (x) there. Thus, F is an

antiderivative of f on I:
Z x
d
f (t)dt = f (x).
dx a

Part II. If G is any antiderivative of f on I, so that G′ (x) = f (x) on I, then

for any b in I we have
Z b
f (x)dx = G(b) − G(a).
a

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Both conclusions of the Fundamental Theorem are useful:

(i) Part I concerns differentiating an integral.

(ii) Part II concerns evaluating a definite integral.

To facilitate the evaluation, we define the evaluation symbol:

b
F (x) = F (b) − F (a).
a

Thus, Part II means

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

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Example 10:
Evaluate the following definite integrals.
Z π
π
(a) sin(x)dx = − cos(x)|0 = 2
0
Z 0
0
(b) cos(x)dx = sin(x)|−π = 0
−π

Z b
(c) xn dx = 1
n+1 (b
n+1 − an+1 )
a

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Example 11:
Find the area A of the plane region lying above the x-axis and under the
curve y = 3x − x2 .

Solution: Noting that y = 3x − x2 = x(3 − x), the two intercepts on the

x-axis are (0, 0) and (3, 0). The area of the region is then given by
Z 3
A = (3x − x2 )dx
0
3 2 1 3 3
 
= x − x
2 3 0
27 27
= − − (0 − 0)
2 3
9
= .
2

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Example 12:
Using the conclusion in Part I of the Fundamental Theorem to find the
derivatives of theZ following functions:
3 Z x
2 2
(a) F (x) = e−t dt, (b) G(x) = x2 e−t dt.
x −4

Solution:
Rx 2
(a) Note that F (x) = − e−t dt. By Part I we have
3
Z x
′ d 2 2
F (x) = − e−t dt = −e−x .
dx 3

(b) By the Product Rule and Part I, we have

Z x Z x
′ −t2 2 d 2
G (x) = 2x e dt + x e−t dt
dx −4
Z−4x
2 2
= 2x e−t dt + x2 e−x .
−4

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By building in the Chain Rule into the conclusion in Part I of the
Fundamental Theorem, we have the following formula:
Z g(x)
d
f (t)dt = f (g(x))g ′ (x).
dx a

More generally, if the lower limit is also a function of x, then

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

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Example 13:
Find the derivatives of the following functions:
Z 5x Z x3
−t2 2
(a) F (x) = e dt, (b) G(x) = e−t dt.
−4 x2

Solution:
2
(a) Let the integrand be f (t) = e−t and the upper limit be g(x) = 5x.
Then
2 2
F ′ (x) = f (g(x))g ′ (x) = e−(5x) (5) = 5e−25x .
R x3 2 R x2 2
(b) Note that G(x) = 0 e−t dt − 0 e−t dt. We have
3 )2 2 )2
G′ (t) = e−(x (3x2 ) − e−(x (2x)
2 −x6 −x4
= 3x e − 2xe .

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Theorem (The Mean Value Theorem (MVT) for Integral)
If f is continuous on [a, b], then there exists a point c in [a, b] such that
Z b
f (x)dx = (b − a)f (c).
a

Geometric meaning and compare to the MVT for derivative in Cal I:

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Definition
If f is integrable on [a, b], we define the average value or mean value of f
on [a, b], denoted by f¯, to be
Z b
1
f¯ = f (x)dx.
b−a a

The above theorem states that for continuous function, the mean value is
always attained for some c ∈ [a, b].

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§5.6 The Method of Substitution
In this section and in Chapter 6 we will develop some
techniques of integration, i.e., methods for finding antiderivatives of
functions.

Let’s begin by assembling a table of some known indefinite integrals.

These results have all emerged during our development of
differentiation formulas for elementary functions and we should
memorize them.

Note that formulas 1-6 are special cases of formula 7.

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44 / 63
When an integral cannot be evaluated by inspection, we require one
or more special techniques. The most important of these techniques is
the method of substitution, the integral version of the Chain Rule.

d
If we rewrite the Chain rule, f (g(x)) = f ′ (g(x))g ′ (x), in integral
dx
form, we obtain
Z
f ′ (g(x))g ′ (x)dx = f (g(x)) + C.

[Another approach to the above formula] Let u = g(x). Then

du/dx = g ′ (x), or equivalently, du = g ′ (x)dx. Thus
Z Z
f (g(x))g (x)dx = f ′ (u)du = f (u) + C = f (g(x)) + C.
′ ′

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Example 14:
√
Z
Find the indefinite integral I = ex 1 + ex dx.

Solution: Let u = 1 + ex . Then du = ex dx. Using the method of

substitution,
√
Z
I = udu
2 3/2
= u +C
3
2
= (1 + ex )3/2 + C.
3

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Example 15:
Z
1
Find the indefinite integral I = √ dx.
e2x −1
Solution: An appropriate substitution seems not obvious here. Note
however that
e−x
Z Z
1
I= √ dx = √ dx.
ex 1 − e−2x 1 − e−2x

Let u = e−x . Then du = −e−x dx. Using the method of substitution,

Z
1
I = − √ du
1 − u2
= − sin−1 (u) + C
= − sin−1 (e−x ) + C.

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Theorem (Substitution of Definite Integrals)
Suppose that g is a differentiable function on [a, b] that satisfies g(a) = A
and g(b) = B. Also suppose that f is continuous on the range of g. Then
Z b Z B
′
f (g(x))g (x)dx = f (u)du.
a A

Proof: Let F be an antiderivative of f , that is, F ′ (u) = f (u). Then

d
F (g(x)) = F ′ (g(x))g ′ (x) = f (g(x))g ′ (x).
dx
Thus,
Z b b
f (g(x))g ′ (x)dx = F (g(x)) = F (g(b)) − F (g(a))
a a
Z B
= F (B) − F (A) = f (u)du.
A

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Example 16:
3
x2
Z
Find the integral of dx.
2 x3 − 1

Solution: Let u = x3 − 1. Then

du = 3x2 dx.

If x = 2, then u = 7; if x = 3, then u = 26. Using the method of

substitution,
Z 3
x2 1 26 1
Z
3
dx = du
2 x −1 3 7 u
26
1
= ln(u)
3 7
1 26
= ln( ).
3 7

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Example 17:
Z 8
√
cos x + 1
Evaluate the integral I = √ dx.
0 x+1
√
Solution: Let u = x + 1. Then
1
du = √ dx.
2 x+1
If x = 0, then u = 1; if x = 8, then u = 3. Using the method of
substitution,
Z 3
I = 2 cos(u)du
1
3
= 2 sin(u)
1
= 2 (sin(3) − sin(1)) .

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Trigonometric Integrals

Integrals involving trigonometric functions arise in many applications.

Many such integrals can be evaluated using the method of substitution,
together with trigonometric identities.
Integrals of elementary trigonometric functions
Z
tan x dx = ln | sec x| + C
Z
cot x dx = ln | sin x| + C = − ln | csc x| + C
Z
sec x dx = ln | sec x + tan x| + C
Z
csc x dx = − ln | csc x + cot x| + C = ln | csc x − cot x| + C

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Derivation for tan x and sec x:
Z Z
sin x
tan x dx = dx
cos x
Z
du
=− (subst. u = cos x, du = − sin x dx)
u
= − ln | cos x| + C
= ln | sec x| + C,
Z Z
sec x(sec x + tan x)
sec x dx = dx
sec x + tan x
Z
dv
= (subst. v = sec x + tan x,
v
dv = (sec x tan x + sec2 x)dx)
= ln | sec x + tan x| + C.

The other two integrals can be evaluated similarly.

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 sinm (x) cosn (x) dx
R
Integrals of the form
Substitutions can be used if either m or n are odd.
Z Z
3 8
Example 18: Find (a) sin (x) cos (x) dx, (b) cos5 (ax) dx.

Solution: (a) We have

Z Z
sin (x) cos (x) dx = sin(x)(1 − cos2 (x)) cos8 (x) dx
3 8

Let u = cos(x), du = − sin(x) dx:

Z
= − (1 − u2 )u8 du
Z
= (u10 − u8 ) du
1 1
= cos11 (x) − cos9 (x) + C.
11 9
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Solution: (b) We have
Z Z
cos (ax) dx = cos(ax)(1 − sin2 (ax))2 dx
5

Let u = sin(ax), du = a cos(ax) dx:

Z
1
= (1 − u2 )2 du
a
Z
1
= (1 − 2u2 + u4 ) du
a
 
1 2 3 1 5
= sin(ax) − sin (ax) + sin (ax) + C.
a 3 5

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 Z
Example 19: Evaluate sin4 (x) dx.

Solution: Since the power is even, we use the double angle formulas

cos(2x) = 1 − 2 sin2 (x) = 2 cos2 (x) − 1

to reduce the power as follows:

Z  2
1 − cos(2x)
Z
4
sin (x) dx = dx
2
Z Z
1 1
= (1 − 2 cos(2x)) dx + cos2 (2x) dx
4 4
Z
1 1 1
= (x − sin(2x)) + · (1 + cos(4x)) dx
4 4 2
3 1 1
= x − sin(2x) + sin(4x) + C.
8 4 32

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 R
Integrals of the form secm (x) tann (x) dx
Use the substitution u = sec(x) or v = tan(x), unless m is odd and n is
even. (For the latter case, use integration by parts, see Ch. 6.)

Example 20: Evaluate (a) sec4 (x) dx, (b) sec3 (x) tan3 (x) dx.
R R

Solution: (a) We have

Z Z
sec (x) dx = (1 + tan2 (x)) · sec2 (x) dx
4

Let v = tan(x), dv = sec2 (x) dx:

Z
= (1 + v 2 )dv
1
= tan(x) + tan3 (x) + C.
3

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Solution: (b) We have
Z Z
sec (x) tan (x) dx = sec2 (x)(sec2 (x) − 1) · sec(x) tan(x) dx
3 3

Let u = sec(x), du = sec(x) tan(x) dx:

Z
= (u4 − u2 ) du
1 1
= sec5 (x) − sec3 (x) + C.
5 3

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§5.7 Area of Plane Regions
To calculate the area A between two non-intersecting curves, express A
as the “sum” (i.e., the integral) of infinitely many area elements :
Z b
dA = (g(x) − f (x)) dx =⇒ A = (g(x) − f (x)) dx
a

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To calculate the area A of a planar region:
1 Make a sketch of the region (very important!)
2 Identify the area elements and determine the intervals of integration.
3 Express the area the sum of one or more definite integrals, and
evaluate them.

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Example 21: Find the total area A lying between the curves y = sin(x)
and y = cos(x) from x = 0 to x = 2π.

Curves intersect at x = π/4 and x = 5π/4

Area elements:
(
sin(x) − cos(x), x ∈ [π/4, 5π/4],
dA =
cos(x) − sin(x), otherwise.

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 Z π/4 Z 5π/4
Area = (cos(x) − sin(x)) dx + (sin(x) − cos(x)) dx
0 π/4
Z 2π
+ (cos(x) − sin(x)) dx
5π/4
π/4 5π/4
= (sin(x) + cos(x))|0 − (sin(x) + cos(x))|π/4
+ (sin(x) + cos(x))|2π
5π/4
√ √ √ √
= ( 2 − 1) + ( 2 + 2) + (1 + 2)
√
= 4 2 sq. units.

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Example 22: Find the area of the plane region lying to the right of the
parabola x = y 2 − 12 and to the left of the line y = x.

Method 1: Divide R into horizontal elements and integrate over y:

4  y2 4
y3
Z  343
A= (y − y 2 + 12) dy = − + 12y = sq. units
−3 2 3 −3 6

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Method 2: Integrate over x, but split the region at x = −3, since the
bottom curve changes from a parabola to a straight line there:
Z −3
√ √ √
Z 4
A= ( 12 + x − (− 12 + x)) dx + ( 12 + x − x) dx
−12 −3
−3 4
4 2 x2 
= (12 + x)3/2 + (12 + x)3/2 −
3 −12 3 2 −3
 128 9 
= (36 − 0) + − 8 − 18 +
3 2
343
= sq. units
3

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