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Properties of Definite Integrals

This document discusses definite integrals and their properties. It defines a definite integral as the limit of Riemann sums as the number of subintervals approaches infinity. Several properties of definite integrals are listed, including properties related to the limits of integration and functions being integrated. Examples are provided to demonstrate evaluating definite integrals using properties like substitution and even/odd properties of functions.
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0% found this document useful (0 votes)
24 views5 pages

Properties of Definite Integrals

This document discusses definite integrals and their properties. It defines a definite integral as the limit of Riemann sums as the number of subintervals approaches infinity. Several properties of definite integrals are listed, including properties related to the limits of integration and functions being integrated. Examples are provided to demonstrate evaluating definite integrals using properties like substitution and even/odd properties of functions.
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

Math-1101(Engineering Mathematics-I) L-04

Definite Integrals
Let the interval [a,b] subdivided by the points a  a, a  h, a  2h,......., a  rh,...., a  nh  b,
so that nh  (b  a). i.e. equal length of subinterval, h  ( a) / n. Now erecting ordinates at
the left end of each subintervals and completing the rectangles irrespective of
inscribing and circumscribing the curve y  f (x) , the total area of the rectangle is
n 1
h[ f (a )  f (a  h)  ...  f (a  rh)  ...  f (a  (n  1)h]  h  f (a  rh) (1)
r 0

Similar construction of rectangles with ordinates at the right of each subintervals will
give the total area of the rectangles as
n
h[ f (a  h)  ...  f (a  (r  1)h)  ...  f (a  nh]  h f (a  rh) (2)
r 1

Taking limit when h  0 i.e. making the length of subintervals sufficiently small, from
(1) and (2)
n 1 n
lim h f (a  rh)  Area ABCD  lim h f (a  rh)
h 0 h0
r 0 r 1

n 1 b n
i.e. lim h f (a  rh)   f ( x)dx  lim h f (a  rh) , where nh  b  a.
h 0 h 0
r 0 a r 1

(A) Definite integral as a limit of sum:


1 n
Ex 1:  x 2 dx  lim .h  f (a  rh), where nh  b  a
h 0
0 r 1

1 n
or,  x 2 dx  lim .h f (a  rh), where nh  1  0  1
h 0
0 r 1

1 n
or,  x 2 dx  lim .h (rh) 2 , where nh  1
h 0
0 r 1

1
or,  x 2 dx  lim
h 0
.h.h 2 [12  2 2  ..  n 2 ] where nh  1
0
1
n(n  1)(2n  1)
or,  x 2 dx  lim .h 3 where nh  1
0
h 0 6
1
2n 3 h 3  3n 2 h 3  nh 3
or,  x 2 dx  lim . where nh  1
0
h 0 6
1
2(nh) 3  3(nh) 2 h 2  nh.h 2
or,  x 2 dx  lim . where nh  1
0
h 0 6
1
2  3h 2  h 2 2 1
or,  x dx  lim .
2
  .
0
h 0 6 6 3
Fundamental theorem of integral calculus: If f (x) is continuous in the closed
interval [a, b] (i) has an indefinite integrals in [a, b] and (ii) if F (x) is a indefinite
integral of f (x) in [a, b] , then
b

 f ( x)dx  F (b)  F (a).


a

Properties of definite integral:


a
(i)  f ( x)dx  0.
a
b b
(ii)  f ( x)dx   f (t )dt..
a a
b a
(iii) 
a
f ( x)dx    f ( x )dx.
b
b c b
(iv)  f ( x)dx   f ( x)dx   f ( x)dx., a  c  b.
a a c
a a
(v)  f ( x)dx   f (a  x)dx.
0 0
a a

(vi)  f ( x)dx 2 f ( x)dx, when f ( x) is even


a 0

 0, when f ( x) is odd .
na a
(vii) 
0
f ( x )dx  n  f (a )dx., if (a  x)  f ( x).
0
2a a

(viii) 
0
f ( x)dx  2  f (a )dx., if (2a  x)  f ( x).
0

 0, f (2a  x)   f ( x)
b b
(ix) 
a
f ( x)dx   f ( x) dx .
a


x sin x
Ex 1: Evaluate  1  cos
0
2
x
dx.


x sin x
Solution: Let I   dx. (1)
0 1  cos x
2


(  x) sin(  x)
or, I  dx. [by property (v)]
0 1  cos (  x )
2


(  x) sin x
I   dx. (2)
0 1  cos 2
x
Adding (i) and (ii), we get

sin x
 2I    dx.
0 1  cos x
2

1
dz
or, 2 I    , put cos x  z or , sin dx  dz
1 1 z
2

or, 2 I   tan 1 z 1      


1   2
4 4 2

x sin x 2
I   dx  .
0 1  cos x
2
4

x tan x 2
Ex 2 : Show that 0 sec x  cos x dx 
4
.

 /2  /2

Ex 3: Evaluate  log sin xdx 
0
 log cos xdx   2 log 2
0
 /2
Solution: Let I   log sin xdx. (1)
0
 /2
or, I  log sin(   x)dx [by property (v)]
0
2

 /2
I   log cos xdx.
0
(2)

Adding (i) and (ii), we get


 /2
 2I   log(sin x cos x)dx.
0
 /2
sin 2 x
or ,2 I  
0
log(
2
)dx.

 /2  /2
or ,2 I   log sin 2 xdx   log 2dx.
0 0

1  1
or ,2 I 
20 log sin z dz  log 2., put 2 x  z , or dx  dz
2 2
 /2

or ,2 I   log sin x dx  2 log 2.
0


or ,2 I  I  log 2.
2
 /2

, I   log sin x dx   2 log 2.
0
1
log(1  x) 
Ex 4 : Show that 
0 1 x 2
dx  log 2.
8

x 2
Ex5 : Show that 0 a 2 sin 2 x  b 2 cos 2 x dx 
2ab
.(a, b  0).

x tan x 
Ex 6 : Show that  sec x  tan x dx  2 (  2).
0

(B) Series represented by definite integrals:


b n
we know  f ( x)dx  lim h f (a  rh) , where nh  b  a.
a
h 0
r 1

which can e written as


1 n

 f ( x)dx  lim h  f (rh) , where a  0,  1 and nh  1


h 0
0 r 1

1 n r
 lim
n 

n r 1
f 
n
1
1 n r
  f ( x)dx  lim
n  

n r 1
f   . (1)
n
0

Working rule:
(i) Normally, the series should be of or, n terms. But addition or omission of one,
two or even mores will not alert the limiting procedure, the formla (1) can
be written as
1
1 nl r
 f ( x)dx  lim
n  

n r k
f   , where k and l are independent of n .
n
0

(ii) Always take out a factor, 1 / n and arrange the remaining terms as function of
f ( r / n) .
(iii) Put the series in summation notation.
(iv) Compare, (r / n) with x , (1 / n) with dx and lim  with  sign. 
n 

1
(v) Put the series equal to  f ( x)dx and perform the integration.
0

(vi) If, in summing notation, upper range of r is (" an"l ) instead of (n  l ) then
upper limit of integration will be 'a ' instead of 1 i.e. the symbol
1 a


0
will be 
0
.

Ex 1: Evaluate lim  1

1

1
 ....... 
1 

n   n 2  1 n 2  22 n 2  32 2n  1 

 1 1 1 1 
Let S  lim     .......  
n
 n 1
2
n2  22 n 2  32 2n  1 
 
 
1  1 1 1 1 
 lim     .......  
n  12   22   32   (n  1) 2  
n  
1  2  1  2  1  2  1  

  n   n   n   n 2  
n 1
1 1
 lim
n

r 1  r2 
n 
1  2 
 n 
1

 
1
1
S   dx  sin x  1
.
0 1 x2 0
2
 
2
2 / n2 4/n 6 / n2 2n / n2

lim  1   22   32   n2 

Ex 2: Evaluate 1   1   1  2  .....1  2 
n    n 2   n 2   n   n  
 
 
2
2 / n2 4/ n 6 / n2 2n / n2

lim  1   22   32   n2 
Let A  1   1   1  2  .....1  2  
n    n 2   n 2   n   n  
 

 log A  lim  2 log



 1 
1 
  ..... 
2n  n 2  
log1  2  
n   n 2  n 
2
n2  n 

n 2r  r2 
 log A  lim  log1 2 
n   r 1 n 2
 n 

1 n 2r  r 2 
 log A  lim  log1 2 
n   n r 1 n
 n 
1
 log A  2  x log(1  x 2 )dx
0
2 2
1
 log A   log udu  u log u    u du
2
1
1 1
u
 log A  2 log 2  u 1  2 log 2  1  log 4  log e  log( 4 / e)
2

 A  4 / e.

Common questions

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Introducing limits in definite integrals resolves series by associating the series with a Riemann sum that approximates the integral of a function. For \( \lim_{n \to \infty} \sum_{r=1}^n \frac{1}{r^2} \), it becomes \( \int_{1}^{\infty} \frac{1}{x^2} dx \) by interpreting the sum as a discrete approximation of the integral. As \( n \to \infty \), the sum approaches the area under the curve from 1 to infinity, confirmed by evaluation to be a finite, definite value, illustrating convergence and aiding in precision evaluation of the series .

Variable substitution is a powerful technique to simplify integrals such as \( \int_0^{\pi/2} e^{\cos x} \sin x\,dx \). By substituting \( u = \cos x \), \( du = -\sin x dx \), the integral becomes \( \int_{1}^{0} e^u (-du) = \int_{0}^{1} e^u du \), which is simply \( e^u \) evaluated from 0 to 1, yielding \( e - 1 \). This transformation simplifies the integral by converting it to an elementary form and is crucial for tackling otherwise intractable problems .

Integral properties such as symmetry and known identities are crucial for solving trigonometric integrals like \( \int_0^{\pi/2} \tan x\,dx \). Recognizing \( \tan x = \frac{\sin x}{\cos x} \) transforms the integral using logarithmic identities such as \( \int \frac{du}{u} = \ln|u| + C \). A substitution \( u = \cos x \), \( du = -\sin x dx \), simplifies it further: \( \int_{1}^{0} \frac{-1}{u} du \), and evaluates to \( -\ln |u| \) from 1 to 0, leading to divergence—highlighting integral evaluation techniques for special angle complexities .

To evaluate \( \int_0^{\pi} (\sin x + \cos x)\,dx \), apply property (iii) which states \( \int_a^b f(x)\dx = \int_a^b f(a+b-x)\dx \). For \( f(x) = \sin x + \cos x \), this becomes \( \int_0^{\pi} (\sin(\pi - x) + \cos(\pi - x))\,dx = \int_0^{\pi} (\sin x - \cos x)\,dx \). Using property (vii), which shows the average value when \( a = -b \), this can demonstrate equality and simplify both integrals for further analysis, leading to verified results using trigonometric identities and symmetry .

To integrate \( \int_{0}^{\pi/2} \log(\sin x)\,dx \), apply properties such as the symmetry of \( \log(\sin x) \) and substitution methods. Use property \( \int_0^a f(x)\,dx = \int_0^a f(a-x)\,dx \) and symmetry of \( \sin(\frac{\pi}{2} - x) = \cos x \) to transform the integral into one involving \( \log(\cos x) \) as well. This allows the use of complementary limits and symmetry to evaluate, often simplified via known results such as \( \int_0^{\pi/2} \log(\sin x)\,dx = -\frac{\pi}{2}\log 2 \).

The definite integral is defined as a limit of a sum by subdividing the interval [a, b] into subintervals of equal length and calculating the area under the curve y = f(x) using the sum of areas of rectangles formed at the left or right end of subintervals. Mathematically, this is represented by the equations: \( \lim_{h \to 0} \sum_{r=1}^n f(a + rh)h = \int_a^b f(x)\,dx \), where \( h = \frac{b-a}{n} \). This approach approximates the area under the curve by summing the areas of these rectangles as the number of subintervals grows, eventually leading to the definite integral as the limit of that sum .

The Fundamental Theorem of Calculus establishes a connection between differentiation and integration by stating that if \( f(x) \) is continuous over the interval \([a, b]\), then an indefinite integral \( F(x) \) of \( f(x) \) exists such that \( \int_a^b f(x)\,dx = F(b) - F(a) \). This theorem implies that the process of differentiating \( F(x) \) recovers the original function \( f(x) \) and integrating \( f(x) \) over a certain interval recovers the net change in \( F(x) \) over that interval .

The arithmetic-geometric mean simplifies integration expressions by combining the mean properties of arithmetic and geometric forms, especially in trigonometric identities. For \( \int_0^{\pi/4} \frac{\sin x}{\cos x + \sin x}\,dx \), consider rewriting the expression using identities \( \sin x = 2\sin(x/2)\cos(x/2) \) and \( \cos x = \cos^2(x/2) - \sin^2(x/2) \). This helps transform the integral into a rational expression in trigonometric halves, allowing direct integration methods or further substitution to be employed. Such techniques emphasize leveraging mean properties to handle otherwise difficult integrals .

For an even function, \( f(-x) = f(x) \), the integral \( \int_{-a}^{a} f(x)\,dx = 2\int_{0}^{a} f(x)\,dx \) by symmetry, because the areas on both sides of the y-axis are equal. For an odd function, \( f(-x) = -f(x) \), the integral \( \int_{-a}^{a} f(x)\,dx = 0 \) because the areas cancel each other out due to symmetry about the origin. This shows the significant role of function symmetry in calculating definite integrals efficiently .

Definite integrals can be used to evaluate certain infinite series by interpreting the series as a Riemann sum approximation of a function when the number of terms \( n \) approaches infinity. In the limit, the sum represents the integral of the function over a specified interval. For the series \( \sum_{n=1}^{\infty} \frac{1}{n^2} \), this aligns with approximating the area under the curve of \( f(x) = \frac{1}{x^2} \). The sum becomes equivalent to \( \int_{1}^{\infty} \frac{1}{x^2}\,dx \), which evaluates to 1, illustrating how these methods can determine convergent series .

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