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Module 9

Module 9 covers integrals, focusing on indefinite integrals and antiderivatives, defining a function's antiderivative and providing various examples and properties. It also introduces definite integrals, discussing geometric approaches to finding areas under curves and the conditions for integrability of functions. Key properties of integrals, including linearity, additivity, and the mean value theorem, are also presented.

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0% found this document useful (0 votes)
5 views95 pages

Module 9

Module 9 covers integrals, focusing on indefinite integrals and antiderivatives, defining a function's antiderivative and providing various examples and properties. It also introduces definite integrals, discussing geometric approaches to finding areas under curves and the conditions for integrability of functions. Key properties of integrals, including linearity, additivity, and the mean value theorem, are also presented.

Uploaded by

Pegah Asgari
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Module 9

Integrals

Prof. Serena Brianzoni


Mathematics
Digital Economics and Business - Bachelor’s Degree
Marche Polytechnic University
Indefinite integrals
Antiderivatives (Primitive functions)

DEFINITION: A function F (x) is an antiderivative (or primitive) of


f (x) on an interval E if:
• F (x) is differentiable
• F ′ (x) = f (x) ∀x ∈ E
THEOREM: if F (x) is an antiderivative of f (x) on E, then the
most general antiderivative of f (x) on E is
F (x) + C
where C ∈ R is an arbitrary constant
1
Antiderivatives (Primitive functions)

PROPERTY: Any two antiderivatives of the same function differ by


a constant:
Let F (x) and G(x) be antiderivatives of f (x)
→ F ′ (x) = f (x) and G′ (x) = f (x)

(F − G)′ = F ′ − G′ = f − f = 0

⇒F −G=C
⇒F =G+C
2
Antiderivatives: Example

The curves y = x3 + C fill the


coordinate plane without
overlapping

3
Indefinite Integrals

The set of all antiderivatives of f is called the indefinite integral of


R
f with respect to x, and is denoted by f (x)dx

• is the integral sign, f (x) is called the integrand, x is the


R

variable of integration
• Continuity on an interval is a sufficient condition for the
existence of primitives
• Integration is the process of finding a function from its
derivative, and can be viewed as the ‘inverse’ of differentiation
4
Antiderivative formulas

Z
1
Dxn = n · xn−1 ⇒ xn dx = xn+1 + C with n ̸= −1
Z n+1
1
Dekx = kekx ⇒ ekx dx = ex + C
k
akx
Z
kx kx kx
Da = ka · log a ⇒ a dx = + C with a > 0, a ̸= 1
Z k log a
1 1
D log x = ⇒ dx = log |x| + C with x ̸= 0
x x
with k non-zero constant
5
Antiderivative linearity rule

• Sum or difference rule


Z Z Z
(f (x) ± g(x))dx = f (x)dx ± g(x)dx

• Constant multiply rule


Z Z
D(k · f (x)) = k · Df (x) ⇒ k · f (x)dx = k · f (x)dx

NOTE
Z Z Z
(f (x) · g(x))dx ̸= f (x)dx · g(x)dx

6
Examples

Polynomials
R R
dx = x + C −dx = −x + C
xdx = 12 x2 + C (−x)dx = − 12 x2 + C
R R

x dx = 31 x3 + C −x2 dx = − 31 x3 + C
R 2 R 

x dx = 14 x4 + C x dx = 15 x5 + C
R 3 R 4

7
Examples

Polynomials (cont’d)
Z
1 1
x − x3 + 1 dx = x2 − x4 + x + C

Z Z 2 4
3
3x4 dx = 3 x4 dx = x5 + C
Z 5
3 2 4
−3x + 2x3 − 4x5 dx = − x2 + x4 − x6 + C

2 4 6

8
Examples

Rational functions
Z
1 1
dx = − +C
x2 x
x−2
Z Z
1 −3 1
3
dx = x dx = − +C =− 2 +C
x 2 2x
x−3
Z Z
1 −4 1
dx = x dx = − + C = − +C
x4 3 3x3

9
Examples

Irrational functions
√ √
Z
1 1
D x= √ ⇒ √ dx = x + C
2 x 2 x

Z
1
√ dx = x + 1 + C
Z 2 x+1
1 √
√ dx = 2 x + 1 + C
x+1

10
Examples

f (x)n+1
Z
n n−1 ′ n ′
Df (x) = nf (x) · f (x) ⇒ f (x) · f (x)dx = +C
n+1

Irrational functions

1√
Z Z
1 1 4
√ dx = √ dx = 4x + 1 + C
4x + 1 4 4x + 1 2
h√ i 4
Z
1 1
Z
4
D 4x + 1 = √ ⇒ √ dx = √ dx
2 4x + 1 4x + 1 2 2 4x + 1
11
Examples

af (x)
Z

Da f (x) f (x)
=a · log a · f (x) ⇒ af (x) · f ′ (x)dx = +C
log a

Exponentials
4x
Z
x
4 dx = +C
log 4

12
Examples
Exponentials (cont’d)
Z
−e−x dx = e−x + C

Z
2e2x dx = e2x + C
Z
2 2
ex · 2xdx = ex + C
√ √
Z
x 1
e · √ dx = e x + C
2 x

13
Examples

f ′ (x) f ′ (x)
Z
D log f (x) = ⇒ dx = log |f (x)| + C
f (x) f (x)

Logarithms
Z
1 1
dx = log |2x| + C
Z 2x 2
−1 1
dx = − log |4x| + C
Z 4x 4
2x 2

dx = log 1 + x +C
1 + x2 14
Examples
Logarithms (cont’d)
2x − 4
Z
2
dx = log |x2 − 4x + 5| + C
x − 4x + 5
4x3 − 15x4
Z
4 5
dx = log |x4 − 3x5 | + C
x − 3x
Z 1 − √1
2 x √
√ dx = log |x − x| + C
x− x
x2 3x2
Z Z
1 1
3
dx = 3
dx = log |1 + x3 | + C
1+x 3 1+x 3

15
Indefinite integral
Observation
2
• You cannot find an elementary function that has y = e−x as
its derivative
• The reason is that some integrals are impossible to “solve”,
except by introducing special new function
2
• e−x dx is used in the definition of a new special error
R

function that plays an important role in statistics


R 2
• A few other examples of impossible integrals are: ex dx,
R ex R 1
x dx, ln(x) dx
16
Definite integrals
Introduction

The area of the region R cannot be found by a simple formula

17
Introduction: geometric approach

18
Introduction: geometric approach

Lower and upper sums using 16 rectangles

19
Introduction: geometric approach

• The midpoint rule uses rectangles whose height is the value of


y = f (x) at the midpoints of their bases
• The estimate appears closer to the true value of the area
because the light red overshoot areas roughly balance the light
blue undershoot areas

20
21
Introduction: geometric approach

Number of
Lower sum Midpoint sum Upper sum
subintervals
2 0.375 0.6875 0.875
4 0.53125 0.671875 0.78125
16 0.634765625 0.6669921875 0.697265625
50 0.6566 0.6667 0.6766
100 0.66165 0.666675 0.67165
1000 0.6661665 0.66666675 0.6671665

22
Introduction: geometric approach

Given a continuous and positive function in a closed interval, we


want to determine the area delimited by the graph of the function
and the x-axis
→ We proceed by approximation, splitting the domain into smaller
intervals
→ The required area is approximated by the area of an inscribed
and circumscribed multi-rectangle
The hypothesis regarding the positivity of the function is not
essential 23
Lower and upper sums

X
sp = ci · (xi+1 − xi )
i
X
Sp = Ei · (xi+1 − xi )
i
Where xi+1 − xi is the base and
ci or Ei are the heights of a
generic rectangle

24
Lower and upper sums
Ei = max of f (x) on [xi , xi+1 ]
ci = min of f (x) on [xi , xi+1 ]
sp = c1 · (x2 − x1 ) + c2 · (x3 − x2 )
3
X
+ c3 · (x4 − x3 ) = ci · (xi+1 − xi )
i=1
Sp = E1 · (x2 − x1 ) + E2 · (x3 − x2 )
3
X
+ E3 · (x4 − x3 ) = Ei · (xi+1 − xi )
i=1

25
Lower and upper sums

Varying the partition of [a, b] in all possible ways we get:

{sp } → lower integral sum


{Sp } → upper integral sum
sp < Area < Sp

If we take inf {Sp } and sup {sp }, considering the width of the
rectangels’ base to be infinitesimal, and if inf {Sp } = sup {sp },
then f (x) is integrable on [a, b]
26
Definite integral

The integral is the common value inf {Sp } = sup {sp } and is
written as:

27
Integrability of continuous functions

THEOREM If a function f is continuous over an interval [a, b], or if


f has at most finitely many jump discontinuities there, then the
Rb
definite integral a f (x)dx exists and f is integrable over [a, b]
DEFINITION if f (x) is non-negative and integrable over a closed
interval [a, b], then the area under the curve y = f (x) over [a, b] is
the integral of f from a to b
Z b
A= f (x)dx
a

28
Integrability of continuous functions
Discontinuous non-integrable f
Discontinuous integrable f

29
Geometric meaning

30
Geometric meaning

31
Geometric meaning

32
Area between graph and x-axis

33
Area between graph and x-axis: example

34
Properties (for integrable functions)

Zero-width interval Z a
f (x)dx = 0
a
Order of integration
Z b Z a
f (x)dx = − f (x)dx
a b
Linearity
Z b Z b Z b
[c1 · f (x) + c2 · g(x)] dx = c1 · f (x)dx + c2 · g(x)dx
a a a

35
Properties (for integrable functions)

Additivity
Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx with c ∈ (a, b)
a a c
Domination
Z b Z b
if f (x) ≤ g(x) ∀x ∈ [a, b] f (x)dx ≤ g(x)dx
a a
Special case
Z b
f (x) ≥ 0 ⇒ f (x)dx ≥ 0 ( vice versa)
a
36
Domination: graphically

37
Examples

Linearity and additivity


Z 3 Z 3 Z 3
x 2 x
x2 dx

2 · e + 3x dx = 2 · e dx + 3 ·
1 1 1
Z 5 Z 2 Z 5
2 2
x dx = x dx + x2 dx
0 0 2

38
Properties

Max-min inequality If f (x) has maximum max f and minimum


minf on [a, b], then:
Z b
(min f ) · (b − a) ≤ f (x)dx ≤ (max f ) · (b − a)
a
DEFINITION If f (x) is integrable on [a, b], then its average value
on [a, b], also called its mean, is
Z b
1
av(f ) = f (x)dx
b−a a
with min f ≤ av(f ) ≤ max f
39
Mean value theorem for definite integrals

THEOREM If f (x) is continuous on [a, b], then there exits a


1
Rb
c ∈ [a, b], such that f (c) = b−a a f (x)dx

The area of the


rectangle with base ab
and height f (c) is
Rb
equal to a f (x)dx

40
Mean value theorem: examples

Example
f (x) = x2
a=1 c =?
b=3 f (c) =?
Z 3  3 3
2 x 33 13
x dx = = − =
1 3 1 3 3
17 1 26
− = = 8, 6
3 3 3

41
Mean value theorem: examples
Example (cont’d)

Z b
av(f ) · (b − a) = f (x)dx
a
av(f ) · (3 − 1) = 8, 6
av(f ) = 4, 3 = f (c)
c2 = 4, 3
q
c = 4, 3 = 2.08
42
Mean theorem: examples

Example
1
Let the function be f (x) = x with x ∈ [1, 3]
Z 3
1
dx = [log x]31 = log 3
1 x
⇒ ∃c ∈ (1, 3) such that: log 3 = (3 − 1) · f (c)
1 2
i.e. log 3 = 2 · ⇒ c = ≃ 1, 82
c log 3

43
The Fundamental Theorem of
Calculus
Integral function

The integral function is denoted by Ia (x) and defined as


Z x
Ia (x) = f (t)dt
a

with fixed a and variable x.


Ia (x) describes the variable area under the curve between a and x

44
Fundamental Theorem of Calculus (Torricelli-Barrow)

It can be stated for continuous (T1) or integrable (T2) functions


THEOREM (T1). If f (x) is continuous then

Ia′ (x) = f (x) ∀x ∈ [a, b]

THEOREM (2). If f (x) is bounded and integrable on [a, b] then its


integral function Ia (x) is continuous on [a, b] and, at every point x0
at which f (x) is continuous, we have:

Ia′ (x0 ) = f (x0 )

45
Proof

Proof for continuous f (x).


Objective: Ia′ (x) = f (x)
R x+h Rx
Ia (x + h) − I a (x) f (t)dt − a f (t)dt
Ia′ (x) = lim = lim a =
h→0 h h→0 h
R x+h Ra R x+h
f (t)dt + f (t)dt f (t)dt
= lim a x
= lim x
h→0 h h→0 h

46
Proof

From the mean value theorem


Z x+h
f (t)dt = f (c) · h with c ∈ [x, x + h]
x

Therefore
R x+h
x f (t)dt f (c) · h
lim = lim = lim f (c) = f (x)
h→0 h h→0 h h→0

The last equality derives from the continuity of f .


Note that, since c ∈ [x, x + h], h → 0 is equivalent to c
47
Graphically
Ia (x) is the area to the left of
x and Ia (x + h) is the area to
the left of x + h. The
difference quotient
Ia (x + h) − Ia (x)
h
is then approximately equal to
f (x), the height of the
rectangle with base h
48
Consequences

We have shown that if f (x) is continuous on [a, b], then Ia (x) is an


antiderivative (primitive) of f (x) on the same interval.
Let G(x) be an antiderivative of f (x). We know that there exists a
constant C such that G(x) = Ia (x) + C
If we set x = a → G(a) = Ia (a) + C = C
If we set x = b → G(b) = Ia (b) + G(a)
Z b
⇒ Ia (b) = f (x)dx = G(b) − G(a) = [G(x)]ba
a
49
Conclusion

Three important consequences:

1. Continuity is a sufficient condition for the existence of


primitives
2. A rule of thumb for the computation of the definite integral
3. A connection between the definite integral and the indefinite
integral

50
Integration by parts and by
substitution
Integration by parts: indefinite integrals

We know that:
D[f (x) · g(x)] = f ′ (x) · g(x) + f (x) · g ′ (x)
Therefore:
Z Z

f (x) · g(x) = f (x) · g(x)dx + f (x) · g ′ (x)dx

The rule of integration by parts is:


Z Z
f (x) · g (x)dx = f (x) · g(x) − f ′ (x) · g(x)dx

The goal is to obtain a simpler integral


51
Integration by parts: definite integrals

For the definite integral we obtain:


Z b Z b
′ b
f (x) · g (x)dx = [f (x) · g(x)]a − f ′ (x) · g(x)dx
a a
Hypothesis To apply this rule we must impose that the functions
f (x) and g(x) are differentiable with continuous derivative on the
interval [a, b]. These conditions ensure the existence of the two
integrals
The function f (x) is called the finite factor and the function g ′ (x)
is the differential factor
52
Examples
Example 1
" "
f ′ (x) = 1/x
Z
f (x) = log x
x2 · log xdx →
g ′ (x) = x2 g(x) = x3 /3
x3 1 x3
Z Z
2
⇒ x · log xdx = · log x − · dx =
3 x 3
x3 x3 x3
Z
1 2
= · log x − x dx = · log x − +C =
3 3 3 9
x3
= · (3 log x − 1) + C
9
53
Examples
Example 2
" "
f ′ (x) = 1/x
Z
f (x) = log x
x · log xdx →
g ′ (x) = x g(x) = x2 /2
x2 1 x2
Z Z
⇒ x · log xdx = · log x − · dx =
2 x 2
x2 x2 x2
Z
1
= · log x − xdx = · log x − +C =
2 2 2 4
x2
= · (2 log x − 1) + C
4
54
Examples

Example 3
" "
f ′ (x) = 1/x
Z
f (x) = log x
log xdx →
g ′ (x) = 1 g(x) = x
Z Z
log xdx = f (x) · g(x) − f ′ (x) · g(x)dx
Z Z
1
⇒ log xdx = log x · x − · xdx = x · log x − x + C
x

55
Examples
Example 4
" "
2
f ′ (x) = 2 log x
Z
2 f (x) = log x x
log xdx →
g ′ (x) = 1 g(x) = x
Z Z
log2 xdx = f (x) · g(x) − f ′ (x) · g(x)dx
Z Z
2 2
⇒ log xdx = x · log x − 2 log xdx =

= x · log2 x − 2(x · log x − x) + C = x · log2 x − 2 log x + 2 + C




56
Examples

Example 5
" "
f ′ (x) = 1
Z
f (x) = x
x · ex dx →
g ′ (x) = ex g(x) = ex
Z Z
x · e dx = f (x) · g(x) − f ′ (x) · g(x)d
x

Z Z
⇒ x · e dx = x · e − ex dx = x · ex − ex + C =
x x

= ex · (x − 1) + C

57
Examples

Example 6
" "
f ′ (x) = 1
Z
3x f (x) = x
x · e dx →
g ′ (x) = e3x g(x) = 31 e3x
Z Z
x · e3x dx = f (x) · g(x) − f ′ (x) · g(x)dx
Z Z
1 1 1 1
⇒ x · e3x dx = x · e3x − e3x dx = x · e3x − e3x + C
3 3 3 9

58
Examples
Example 7
" "
f ′ (x) = 1
Z
f (x) = x
x · e−x dx →
g ′ (x) = e−x g(x) = −e−x
Z Z
x · e dx = f (x) · g(x) − f ′ (x) · g(x)dx
−x

Z Z
⇒ x · e dx = −x · e + e−x dx = −x · e−x − e−x + C =
−x −x

= −e−x · (x + 1) + C

59
Examples
Example 8
" "
f ′ (x) = 1/x
Z
f (x) = log x
x3 · log xdx →
g ′ (x) = x3 g(x) = x4 /4
x4 1 x4
Z Z
3
⇒ x · log xdx = · log x − · dx =
4 x 4
x4 x4 x4
Z
1 3
= · log x − x dx = · log x − +C =
4 4 4 16
1
= x4 · (4 log x − 1) + C
16
60
Examples

Example 9
" "
2
f ′ (x) = 2x
Z
f (x) = x
x2 · e2x dx →
g ′ (x) = e2x g(x) = 21 e2x
Z Z
x · e dx = f (x) · g(x) − f ′ (x) · g(x)dx
2 2x

Z Z
1 2 2x
⇒ x · e dx = x · e − x · e2x dx
2 2x
2
We integrate by parts the last integral:

61
Examples
Example 9 (cont’d)
Z
1 1
x · e2x dx = x · e2x − e2x + C
" 2 " 4
f (x) = x f ′ (x) = 1

g ′ (x) = e2x g(x) = 21 e2x
Therefore:
Z
1 1 1
x2 · e2x dx = x2 · e2x − x · e2x + e2x + C =
 2  2 4
1 1
= e2x · x2 − x + +C
2 2 62
Examples

Example 10
" "
′ 2
f (x) = x3
Z
f (x) = 3x
3x2 · log 2xdx →
g(x) = log 2x g ′ (x) = x1
Z Z
3x · log 2xdx = x · log 2x − x2 dx =
2 3

1 1
= x3 · log 2x − x3 + C = x3 · (3 log 2x − 1) + C
3 3

63
Examples
Example 11
Z  
f ′ (x) = 3(x + 1)2 f (x) = (x + 1)3
3(x + 1)2 · log(x + 1)dx →
g(x) = log(x + 1) g ′ (x) = x+1
1
Z Z
2 3
3(x + 1) log(x + 1)dx = (x + 1) log(x + 1) − (x + 1)2 dx =
1
= (x + 1)3 · log(x + 1) − (x + 1)3 + C =
3
1
= (x + 1)3 · (3 log(x + 1) − 1) + C
3
64
Integration by substitution

THEOREM Let f (x) be an integrable function on [a, b], and let


x = h(t) be a differentiable function with continuous and invertible
derivative, then:
Z b Z h−1 (b)
f (x)dx = f (h(t)) · h′ (t)dt
a h−1 (a)

1. This rule comes from the rule of derivation of composite


functions: the goal is to obtain a simpler integral
2. Remember to change the integration extremes in the
transformed integral! 65
Integration by substitution

The differential of the integration variable needs to be transformed:


dx = h′ (t)dt
If the change of variables is expressed in the form t = h(x), we will
have:
dt = h′ (x)dx
For the indefinite integral we have a similar result:
Z Z
f (x)dx = f (h(t)) · h′ (t)dt

66
Examples

Example 1
Z  
log x 1
dx t = log x = h(x) → dt = dx
x x
Z Z
log x 1 1
⇒ dx = tdt = t2 + C = log2 x + C
x 2 2

67
Examples

Example 2
Z 8 √
3
e x dx x = t3 = h(t) → dx = h′ (t)dt = 3t2 dt
 
1
Z 8 √ Z 2
3x
⇒ e dx = 3 t2 · et dt
1 1
Let’s solve the last integral by parts:

68
Examples

Example 2 (cont’d)
" "
2
f ′ (t) = 2t
Z
2 t f (t) = t
t · e dt →
g ′ (t) = et g(t) = et
Z Z
t · e dt = t · e − 2 t · et dt =
2 t 2 t

= t2 · et − 2 t · et − et + C = et · t2 − 2t + 2 + C
 

69
Examples

Example 2 (cont’d)
Z 8 √
3 2
e x dx = 3 et · t2 − 2t + 2 1 =

1
= 3 2e2 − e ≃ 36.1795


NOTE. The integrand function is bounded and continuous on the integration interval [1,8]

70
Examples
Example 3

Z 2
dx
x
[t = ex = h(x) → dt = ex dx]
1 e +1
Z 2 Z e2 Z e2 Z e2
dx dt dt dt
⇒ x
= = − =
1 e +1 e t · (t + 1) e t e t+1
2 2
= [log t]ee − [log(t + 1)]ee
= 2 − 1 − log 1 + e2 + log(1 + e) ≃ 0, 1863


NOTE. The integrand function is bounded and continuous on the integration interval [1,2]
71
Examples
Example 3 (cont’d)
We used the breakdown:
1 1 1
= −
t · (t + 1) t t+1
imposing:
(
1 A B A · (t + 1) + B · t A=1
= + = ⇒
t · (t + 1) t t+1 t · (t + 1) B = −1

72
Examples
Example 4

Z 2  
log x 1
dx t = log x = h(x) → dt = dx
1 x · (log x + 1) x
Z 2
log x
⇒ dx =
1 x · (log x + 1)
Z log 2 Z log 2 Z log 2
t 1
= dt = dt − dt =
0 t+1 0 0 t+1
= [t]log
0
2
− [log(t + 1)]log
0
2
= log 2 − log(1 + log 2) ≃ 0, 1666

73
Examples

Example 4 (cont’d)
NOTE. The integrand function is bounded and continuous on the
integration interval [1,2].
The denominator is different from zero on this interval.

x · (log x + 1) = 0 → x = 0 ∨ x = e−1 ≃ 0.37

74
Examples

Example 5

Z 2
x
t = x2 + 1 = h(x) → dt = 2xdx
 
√ dx
1 x2 + 1
Z 2
x
Z 5
1 √ √ √
⇒ √ dx = √ dt = [ t]52 = 5 − 2 ≃ 0.8219
1 x2 + 1 2 2 t

NOTE. The integrand function is bounded and continuous on the


integration interval [1,2]

75
Examples

Example 6

log2 x
2
Z  
1
dx t = log x = h(x) → dt = dx
1 x x
log2 x
Z 2 Z log 2
1  3 log 2 1
⇒ dx = t2 dt = t 0 = log3 2 ≃ 0, 1110
1 x 0 3 3
NOTE. The integrand function is bounded and continuous on the
integration interval [1,2]

76
Examples

Example 7

ex + 1
Z  
dt
x
dx t = ex = h(x) → dt = ex dx → dx =
e −1 t
Z x Z Z Z
e +1 t+1 1 2
⇒ dx = dt = − dt + dt =
ex − 1 t · (t − 1) t t−1
= − log t + 2 log(t − 1) + C = −x + 2 log (ex − 1) + C

77
Examples

Example 7 (cont’d)
We used the breakdown:
t+1 A B A · (t − 1) + B · t (A + B) · t − A
= + = =
t · (t − 1) t t−1 t · (t − 1) t · (t − 1)
( (
1=A+B A = −1
⇒ ⇒
1 = −A B=2

78
Examples

Example 8

Z 8
x
1 + x = t2 → x = t2 − 1 = h(t) → dx = 2tdt
 
√dx
3 1+x
Z 3 2   3 3
t −1 ·t t 32
⇒2 dt = 2 −t =
2 t 3 2 3

NOTE. The integrand function is bounded and continuous on the


integration interval [3,8]

79
Examples

Example 9


Z
1
t = x → x = t2 = h(t) → dx = 2tdt
 
√ dx
2 x+x
Z Z
2t 2
⇒ dt = dt = 2 log |t + 2| + C =
2t + t2 2+t

= 2 log( x + 2) + C

80
Examples
Example 10

9 √

Z
x
t = x → x = t2 = h(t) → dx = 2tdt
 
√ dx
4 x−1
Z 3 2 Z 3 2  Z 3
t −1 +1

t 1
⇒2 dt = 2 dt = 2 t+1+ dt =
2 t−1 2 t−1 2 t−1
 3
1 2
= 2 t + t + log(t − 1) = 7 + 2 log 2
2 2

NOTE. The integrand function is bounded and continuous on the


integration interval [4,9] 81
Examples

Example 11


Z
x
t = x → x = t2 → dx = 2tdt
 
√ dx
x+ x
2t · t t+1−1
Z Z
⇒ dt = 2 dt
t · (t + 1) t+1
Z  
1
=2 1− dt =
t+1
√ √
= 2(t − log(t + 1)) + C = 2( x − log( x + 1)) + C

82
Examples
Example 12
 
t−1
Z
4x + 1 1
dx 5x + 1 = t → x = = h(t) → dx = dt
5x + 1 5 5
4t − 4 + 5
→ 4x + 1 =
Z 5 Z Z  
4x + 1 1 4t + 1 1 1
⇒ dx = dt = 4+ dt =
5x + 1 25 t 25 t
1 1
= (4t + log t) + C = (4(5x + 1) + log(5x + 1)) + C
25 25
83
Examples
Example 13

Z 4 √
3
x = t → x = t2 = h(t) → dx = 2tdt

√ dx
1 1−2 x
Z 4 Z 2 Z 2
3 3 · 2t −2t
⇒ √ dx = dt = −3 dt
1 1−2 x 1 1 − 2t 1 1 − 2t

Let:
−2t −2t + 1 − 1 1
= =1−
1 − 2t 1 − 2t 1 − 2t

84
Examples

Example 13 (cont’d)

Z 4 Z 2 
3 1
√ dx = −3 1− dt =
1 1 − 2 x 1 1 − 2t
 2
log |1 − 2t| 3
= −3 t − = (−4 + 2 − log 3) ≃ −4, 65
−2 1 2

NOTE. The integrand function is bounded and continuous on the



integration interval [1,4], 1 − 2 x = 0 ⇒ x = 41

85
Examples
Example 14

Z 2 √
1 + 4x
x = t → x = t2 = h(t) → dx = 2tdt

√ dx
1 x
Z 2 Z √2 2 Z √2
1 + 4x 1 + 4t
1 + 4t2 dt =

⇒ √ dx = 2 · tdt = 2
1 x 1 t 1

2 √
t3 4 √
   
=2 t+4 =2 2 − 1 + (2 2 − 1) ≃ 5.70
3 1 3
NOTE. The integrand function is bounded and continuous on the integration interval [1,2]
86
Remarks

• If the primitives contain logarithmic functions, the arguments


of logarithms must be taken in absolute value if they are
negative
• Otherwise, we can omit the absolute values as in the case of
indefinite integrals (we will assume for simplicity that there are
no problems of existence)

87
Remarks

Example

Z 2
2x  2
2 5
dx = log x − 9 1
= log 5 − log 8 = log ≃ −0.47
1 x2 − 9 8
The integral is negative since the considered function is negative
in the interval [1,2]

88
Remarks

For the definite integrals, we must verify that the integrand


function is continuous and bounded in the integration interval.
Example
We cannot calculate the following integral:
Z 4
2x + 5
dx
1 x−3

The integrand function is unbounded for x = 3, which falls into


the integration interval [1, 4]
89
Remarks

It is recommended to verify the solution of the integral: the


derivative of the primitive must be equal to the original integrand
function

90

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