Module 9
Module 9
Integrals
(F − G)′ = F ′ − G′ = f − f = 0
⇒F −G=C
⇒F =G+C
2
Antiderivatives: Example
3
Indefinite Integrals
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
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
17
Introduction: geometric approach
18
Introduction: geometric approach
19
Introduction: geometric approach
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
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
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
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
38
Properties
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
44
Fundamental Theorem of Calculus (Torricelli-Barrow)
45
Proof
46
Proof
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
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
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 =
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
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.
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
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
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
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
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
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
90