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Definite Integral: Chapter - 2

1. An improper integral is a definite integral where either the limits of integration are infinite, or the integrand is discontinuous or unbounded over some part of the domain of integration. 2. There are two types of improper integrals: integrals of the first kind where the limits are infinite, and integrals of the second kind where the integrand is discontinuous or unbounded. 3. Improper integrals may converge, yielding a finite value, or diverge if the limiting value is infinite. Standard techniques exist to evaluate many common improper integrals by transforming them into ordinary integrals.

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389 views47 pages

Definite Integral: Chapter - 2

1. An improper integral is a definite integral where either the limits of integration are infinite, or the integrand is discontinuous or unbounded over some part of the domain of integration. 2. There are two types of improper integrals: integrals of the first kind where the limits are infinite, and integrals of the second kind where the integrand is discontinuous or unbounded. 3. Improper integrals may converge, yielding a finite value, or diverge if the limiting value is infinite. Standard techniques exist to evaluate many common improper integrals by transforming them into ordinary integrals.

Uploaded by

Nitish Pokhrel
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Chapter -2

Definite Integral
If F’(x) = f(x), then F(x) is called the primitive function of f(x) and

, where C is a constant of integration.

When x = a, F(x) +C = F(a) + C


When x = b, F(x) +C = F(b) + C
Now the difference of the values of F(x) +C at x = b and x = a is

Which is called the


definite integral of f(x) between the limits a and b. It is written as
Exercise- 2(A)

+
Or, I
Solution:
Properties of definite Integral:

2.

3.

4.
Definition:- ( Even function and odd function)

A function f(x) is said to be even if f(- x) = f(x) and odd


if f(- x) = - f(x) .
e.g. the function
Exercise – 2(B)

…………………………….(1

{Using property (4)}


(Property 4)
2.3 Definite Integral as the limit of a sum
Let f(x) be a single valued continuous function in the interval [a,b]
where a and b are finite and a<b. If the interval [a,b] be divided into n equal
parts, each of length h, by the points, a, a+h, a+2h, a+3h, ….. , a+nh, where
nh = b-a.
The limit of the sum given by

is defined as the definite integral of f(x) with respect to x between the limits
x=a and x=b.
We write as

Also we write
When a=0, the above sums would be in the form

Remarks:
Since each term of tends to zero, we may add or omit the terms h
f(a) and h f(a+nh). Then may also be defined as

Or,
2.4 Geometrical Interpretation of Definite Integral as the Limit of a Sum
If f(x) is continuous on the interval [a,b] then the area bounded by the
curve y = f(x), x-axis and the ordinate x=a and x=b is represented by the
definite integral

Y=f(x)

B C x
O a a+h a+2h a+(n-1) a+nh

Let, y= f(x) be continuous on [a, b]. Divide [a, b] into n equal parts
by the points a, a+h, a+2h, a+3h,…………a+(n-1)h each of length h so that b-
a = nh.
Thus, the value of y at these points, a, a+h, a+2h, a+3h,………a+nh are
f(a), f(a+h), f(a+2h),……………………..f(a+nh).
Completing the rectangles as shown the figure, the area of inner
rectangles are h.f(a), h.f(a+h),h. f(a+2h),…………………….h.f(a+(n-1)h) and
area of outer rectangles are h.f(a+h),h. f(a+2h),…………………….h.f(a+nh) .
Let denote the sum of areas of the inner and outer
rectangles, respectively, then
= h.f(a)+ h.f(a+h)+h. f(a+2h)+…………………….+h.f(a+(n-1)h)
= h[f(a)+ f(a+h)+ f(a+2h)+…………………….+f(a+(n-1)h)]

= …………………………………….(i)

And = h.f(a+h)+h. f(a+2h)+…………………….+h.f(a+(n-1)h)+h.f(a+nh)

= h[f(a+h)+ f(a+2h)+…………………….+f(a+(n-1)h)+f(a+nh)]

= ………………………………………(ii)
Let S denote the area ABCD as shown in the figure which lies between
the areas (i) and (ii) then, .

i.e.

Or,
Generalized Definition: Y=f(x)
Y

If f(x) si continuous function on [a, b]


with a<b, Take a finite set of points

Which divides the interval in any manner o X


(equal or unequal) into n subintervals.
The values of the function at these points are

is called Reimann sum for the

function f(x) in the interval [a, b]. If the sum tends to a definite limit as
. For each value of i, and for any choice of .

is called definite integral of f(x) from x=a to x=b and it is


denoted by
Summation of series:
Some useful formulae
Exercise – 2(c)
Integrate the following by summation method:
…………………………………………………..(ii)
Evaluate the following:
State and prove Fundamental theorem of integral calculus.
Solution:
Statement:- If F(x) is integrable in (a, b) and the function F(x) defined on
[a, b] is differentiable such that

Proof: Let the interval [a, b] be divided into n subintervals by the set of
points

Each of length δ.
Since, F’(x) = f(x) is integrable in (a, b)

By mean –value theorem,


ved
o
Pr
Infinite integrals or Improper integrals

Definition: The definite integral is called an improper integral if the


range of integration (a, b) is not finite or if f(x) is not bounded at one or more
points of (a, b).
In other words, the integral is called an improper integral
if,
(i) Or both i.e. one or both limits of integration are infinite.
(ii) F(x) is unbounded at one or more points in (a, b) i.e.

Such points are called singularities or points of infinite discontinuity of f(x).


Types of improper integrals:

1. Improper integral of first kind.


2. Improper integral of second kind

Improper integral of first kind


The definite integral is called the improper integral of first kind
if the limit of integration is infinite. i.e. either a = - or b = or both,
and the integrand f(x) is bounded.

e.g.

These integrals are said to be convergent if these limits exist finitely,


otherwise are said to be divergent.
Improper integral of second kind:
The definite integral is called the improper
integral of second kind if f(x) is unbounded at one or more points of the
range of integration .

We derive the values of the integrals as follows:


(i) If f(x) is unbounded at upper limit b only, then

(ii) If f(x) is unbounded at lower limit a only, then

(iii) If f(x) is unbounded at c, where , then,

These integrals are said to converge if the limiting values exist finitely,
otherwise, are said to be divergent.
Some standard infinite integrals:

Note: Some times an infinite (improper) integral can be carried out


by transforming it into an ordinary definite integral by a
suitable substitution.
Exercise - 3

1. Evaluate the following integrals and discuss their convergence.

(i)
2. Evaluate the integrals if possible

(i)

( since, here f(x) is unbounded at the lower limit 0 .)

Since the limit exists finitely the integral is convergent.

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