Chapter 3: Integrals

Thi Hoai Thuong NGUYEN

University of Science, VNU-HCM, Vietnam

September 19, 2024

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Table of Contents

1 Antiderivatives

2 Areas and Distances

3 The definite integral

4 The fundamental theorem of calculus

5 The Substitution rule

6 Integration by parts

7 Improper integrals

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Antiderivatives

Definition
A function F is called an antiderivative of f on an interval I if
F 0 (x) = f (x) for all x in I.

Theorem
If F is an antiderivative of f on an interval I, then the most general
antiderivative of f on I is

F (x) + C

where C is an arbitrary constant.

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Antiderivatives

Example: Find the most general antiderivative of each of the following

functions
a. f (x) = sin(x)
b. f (x) = 1/x

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Antiderivatives
Solution:
a. If F (x) = − cos(x) then F 0 (x) = sin(x). So, an antiderivative of
sin(x) is − cos(x). Therefore, the most general antiderivative is
G(x) = − cos(x) + C
where C is an arbitrary constant.
b. We can see that the function f (x) = ln(x) defined on (0, +∞).
Moreover, we also get
1
(ln(x))0 = .
x
So, on the interval (0, +∞), the general antiderivative of 1/x is
ln(x) + C.
On the other hand, we also learned that
1
(ln(|x|))0 = .
x
for all x 6= 0. Thus, the general antiderivative of f (x) = 1/x is
ln(|x|) + C on any interval that doesn’t contain 0.
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Table of Contents

1 Antiderivatives

2 Areas and Distances

3 The definite integral

4 The fundamental theorem of calculus

5 The Substitution rule

6 Integration by parts

7 Improper integrals

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Areas and Distances

We can calculate the area of simple shapes such as

Rectangle
Triangle
Polygon (combined of many triangles)
However, it isn’t so easy to find the area of a region with curved sides.
For example: Find the area of the region S that lies under the curve
y = f (x) from a to b?

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Areas and Distances
We start by subdividing S into n strips S1 , S2 , ..., Sn of equal width as in
the following figure

The width of the interval [a, b] is b − a. So, the width of each of the n
strips is
b−a
∆x = .
n
These strips divide the interval [a, b] into n sub-intervals
[x0 , x1 ], [x1 , x2 ], ..., [xn−1 , xn ] where xi = a + i∆x, ∀i = 0, ..., n.
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Areas and Distances
Let us approximate the ith strip Si by a rectangle with width ∆x and height f (xi ), which
is the value of f at the right endpoint.

The area of the ith rectangle is f (xi )∆x.

What we think of intuitively as the area of S is approximated by the sum of the
areas of these rectangles, which is
n
X
Rn = f (xi )∆x = f (x1 )∆x + f (x2 )∆x + ... + f (xn )∆x.
i=1

It can also be shown that we get the same value if we use left endpoints
n−1
X
Ln = f (xi )∆x = f (x0 )∆x + f (x1 )∆x + ... + f (xn−1 )∆x.
i=0
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Areas and Distances
In fact, instead of using left endpoints or right endpoints, we could take the
height of the ith rectangle to be the value of f at any number xi∗ in the ith
sub-interval [xi−1 , xi ].
We call the numbers xi∗ the sample points. The following figure shows
approximating rectangles when the sample points are not chosen to be
endpoints.

So, a more general expression for the area of S is

n
X
An = f (xi∗ )∆x = f (x1∗ )∆x + f (x2∗ )∆x + ... + f (xn∗ )∆x.
i=1
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Areas and Distances

We can show that if f is continuous then the following three limits exist
and are equal

A = lim Rn = lim Ln = lim An .

n→∞ n→∞ n→∞

Moreover, we define that the value of A is the area of the region S.

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Areas and Distances
Example: Let A be the area of the region that lies under the graph of
f (x) = e−x between x = 0 and x = 2. Estimate the area by taking the
sample points to be midpoints and using four sub-intervals and then
ten sub-intervals.
Solution: With n = 4, the sub-intervals of equal width
∆x = (2 − 0)/4 = 0.5 are
[0, 0.5], [0.5, 1], [1, 1.5] and [1.5, 2].
The midpoints of these sub-intervals are
x1∗ = 0.25, x2∗ = 0.75, x3∗ = 1.25 and x4∗ = 1.75.

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Areas and Distances

The sum of the areas of the four approximating rectangles is

4
X
M4 = f (xi∗ )∆x
i=1
= f (0.25)∆x + f (0.75)∆x + f (1.25)∆x + f (1.25)∆x
= e−0.25 × 0.5 + e−0.75 × 0.5 + e−1.25 × 0.5 + e−1.75 × 0.5
≈ 0.8557.
So, an estimate for the area is A ≈ 0.8557.
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Areas and Distances
With n = 10, the sub-intervals are [0, 0.2], [0.2, 0.4], ..., [1.8, 2] and the
midpoints are x1∗ = 0.1, x2∗ = 0.3, ..., x10
∗ = 1.9.

Thus, we have
10
X
A ≈ M10 = f (xi∗ )∆x
i=1
= f (0.1)∆x + f (0.3)∆x + f (0.5)∆x + ... + f (1.9)∆x
 
= 0.2 e−0.1 + e−0.3 + e−0.5 + ... + e−1.9
≈ 0.8632. 14 / 41
Areas and Distances
Example: Suppose the odometer on our car is broken and we want to
estimate the distance driven over a 30-second time interval. We take
speedometer readings every five seconds and record them in the following
table

Solution: During the first five seconds the velocity doesn’t change very much,
so we can estimate the distance traveled during that time by assuming that
the velocity is constant. If we take the velocity during that time interval to be
the initial velocity (25ft/s), then we obtain the approximate distance traveled
during the first five seconds
25ft/s × 5s = 125ft.
Similarly, during the second time interval the velocity is approximately
constant and we take it to be the velocity when t = 5s. So, our estimate for
the distance traveled from t = 5s to t = 10s is
31ft/s × 5s = 155ft.
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Areas and Distances

If we add similar estimates for the other time intervals, we obtain an

estimate for the total distance traveled

(25 × 5) + (31 × 5) + (35 × 5) + (43 × 5) + (47 × 5) + (45 × 5) = 1130ft.

We could just as well have used the velocity at the end of each time
period instead of the velocity at the beginning as our assumed
constant velocity. Then our estimate becomes

(31 × 5) + (35 × 5) + (43 × 5) + (47 × 5) + (45 × 5) + (41 × 5) = 1210ft.

If we had wanted a more accurate estimate, we could have taken

velocity readings every two seconds, or even every second.
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Table of Contents

1 Antiderivatives

2 Areas and Distances

3 The definite integral

4 The fundamental theorem of calculus

5 The Substitution rule

6 Integration by parts

7 Improper integrals

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The definite integral

Definition
If f is a function defined for a ≤ x ≤ b, we divide the interval [a, b] into n
sub-intervals of equal width ∆x = (b − a)/n. We define xi be the endpoints of
these sub-intervals and xi∗ be any sample points in these sub-intervals.
Then, the definite integral of f from a to b is
Z b n
X
f (x)dx = lim f (xi∗ )∆x
a n→∞
i=1

provided that this limit exists and gives the same value for all possible choices
of sample points. If it does exist, we say that f is integrable on [a, b].

Remark:
Pn
The sum i=1 f (xi∗ )∆x is called a Riemann sum. So, the previous
definition says that the definite integral of an integrable function can be
approximated to within any desired degree of accuracy by a Riemann
sum.
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The definite integral
Remark:
If f takes on both positive and negative values then the Riemann
sum is the sum of the areas of the rectangles that lie above the
x−axis and the negatives of the areas of the rectangles that lie
below the x−axis. Thus, a definite integral can be interpreted as a
net area, that is, a difference of areas
Z b
f (x)dx = A1 − A2
a
where A1 is the area of the region above the x−axis and below
the graph of f , and A2 is the area of the region below the x−axis
and above the graph of f .

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The definite integral
Properties of the Integral
Rb Ra
1. a f (x)dx = − b f (x)dx.
Ra
2. a f (x)dx = 0.
Rb
3. a c dx = c(b − a), where c is any constant.
Rb Rb Rb
4. a [f (x) ± g(x)] dx = a f (x)dx ± a g(x)dx.
Rb Rb
5. a cf (x)dx = c a f (x)dx, where c is any constant.
Rc Rb Rb
6. a f (x)dx + c f (x)dx = a f (x)dx.
Rb
7. If f (x) ≥ 0 for a ≤ x ≤ b then a f (x)dx ≥ 0.
Rb Rb
8. If f (x) ≥ g(x) for a ≤ x ≤ b then a f (x)dx ≥ a g(x)dx.
9. If m ≤ f (x) ≤ M for a ≤ x ≤ b then
Z b
m(b − a) ≤ f (x)dx ≤ M(b − a).
a
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Table of Contents

1 Antiderivatives

2 Areas and Distances

3 The definite integral

4 The fundamental theorem of calculus

5 The Substitution rule

6 Integration by parts

7 Improper integrals

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The fundamental theorem of calculus

The fundamental theorem of calculus

If f is continuous on [a, b], then the function g defined by
Z x
g(x) = f (t)dt, a ≤ x ≤ b
a

is continuous on [a, b] and differentiable on (a, b), and

g 0 (x) = f (x).

If f is continuous on [a, b], then

Z b
f (x)dx = F (b) − F (a)
a

where F is any antiderivative of f , that is, a function such that F 0 = f .

Assume that f is the function such that f 0 is also continuous on [a, b]. Then,
Z b
f 0 (x)dx = f (b) − f (a).
a

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The fundamental theorem of calculus

Rx √
Example: Find the derivative of the function g(x) = 0 1 + t 2 dt .
Solution: Let us define
p
f (t) = 1 + t 2 .

It is continuous. By using the first property in the fundamental theorem

of calculus, we have
p
g 0 (x) = f (x) = 1 + x 2 .

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The fundamental theorem of calculus

R3
Example: Evaluate the integral 1 ex dx.
Solution: The function f (x) = ex is continuous everywhere. On the
other hand, we know that an antiderivative is F (x) = ex . By using the
second property in the fundamental theorem of calculus, we have
Z 3
ex dx = F (3) − F (1) = e3 − e.
1

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Table of Contents

1 Antiderivatives

2 Areas and Distances

3 The definite integral

4 The fundamental theorem of calculus

5 The Substitution rule

6 Integration by parts

7 Improper integrals

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The Substitution rule

The Substitution rule

If u = g(x) is a differentiable function whose range is an interval I
and f is continuous on I, then
Z Z
0
f (g(x)) g (x)dx = f (u)du.

If g 0 is continuous on [a, b] and f is continuous on the range of

u = g(x), then
Z b Z g(b)
0
f (g(x)) g (x)dx = f (u)du.
a g(a)

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The Substitution rule

Example: Find x 3 cos x 4 + 2 dx.

R

Solution: Let us denote

u = x4 + 2 ⇒ du = 4x 3 dx.

By using the first property of the Substitution rule, we get

Z Z
3

4
 1
x cos x + 2 dx = cos(u) × du
4
Z
1
= cos(u)du
4
1
= sin(u) + C,
4
1 
4

= sin x + 2 + C.
4
with C be a constant.
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The Substitution rule
R2 dx
Example: Find 1 .
(3 − 5x)2
Solution: Let us denote

u = 3 − 5x du = −5dx.

On the other hand, we can see that

If x = 1 then u = −2.
If x = 2 then u = −7.
Thus, we obtain
1 −7 du
Z 2 Z
dx
2
=−
1 (3 − 5x) 5 −2 u 2
  u=−7
1 1
=− × −
5 u u=−2
1
= .
14
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The Substitution rule

Integrals of Symmetric Functions

Suppose f is continuous on [−a, a].
Ra Ra
If f is even (f (−x) = f (x)) then −a f (x)dx = 2 0 f (x)dx.
Ra
If f is odd (f (−x) = −f (x)) then −a f (x)dx = 0.

R1 tan(x)
Example: Find −1 dx.
1 + x2 + x4
tan(x)
Solution: Since f (x) = satisfies
1 + x2 + x4

f (−x) = −f (x).

It means that f is odd. So,

Z 1
tan(x)
dx = 0.
−1 1 + x2 + x4

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Table of Contents

1 Antiderivatives

2 Areas and Distances

3 The definite integral

4 The fundamental theorem of calculus

5 The Substitution rule

6 Integration by parts

7 Improper integrals

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Integration by parts

Integration by parts
If f and g are differentiable functions, then
Z Z
f (x)g 0 (x)dx = f (x)g(x) − g(x)f 0 (x)dx.

It is perhaps easier to remember in the following notation. Let

u = f (x) and v = g(x). The formula for integration by parts
becomes
Z Z
u dv = uv − v du.

If f 0 and g 0 are continuous on [a, b], then

Z b Z b
0
f (x)g (x)dx = f (x)g(x)|x=b
x=a − g(x)f 0 (x)dx.
a a

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Integration by parts
R1
Example: Calculate 0 tan−1 (x)dx.
Solution: Let

dx
u = tan−1 (x) ⇒ du =
1 + x2
dv = dx ⇒ v = x.

By using the integration by parts, we have

Z 1 Z 1
−1 −1
x=1 x
tan (x)dx = x tan (x) − dx
0 x=0 0 1 + x2
Z 1
−1 −1 x
= 1 × tan (1) − 0 × tan (0) − dx
0 1 + x2
Z 1
π x
= − dx.
4 0 1 + x2

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Integration by parts
Let us denote
t = 1 + x 2 ⇒ dt = 2x dx.
We can see that
If x = 0 then t = 1.
If x = 1 then t = 2.
So, we get
Z 1 Z 2
x 1 dt
2
dx =
0 1+x 2 1 t
t=2
1
= ln(|t|)
2 t=1
1
= ln(2).
2
Therefore, we obtain
Z 1
π 1
tan−1 (x)dx = − ln(2).
0 4 2
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Table of Contents

1 Antiderivatives

2 Areas and Distances

3 The definite integral

4 The fundamental theorem of calculus

5 The Substitution rule

6 Integration by parts

7 Improper integrals

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Improper integrals
Definition of an Improper Integral of Type 1
Rt
If a f (x)dx exists for every number t ≥ a then
Z ∞ Z t
f (x)dx = lim f (x)dx
a t→∞ a

provided this limit exists (as a finite number).

Rb
If t f (x)dx exists for every number t ≤ b then
Z b Z b
f (x)dx = lim f (x)dx
−∞ t→−∞ t

provided this limit exists (as a finite number).

R∞ Rb
The improper integrals a f (x)dx and −∞ f (x)dx are called
convergent if the corresponding limit exists and divergent if the limit
does not exist.
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Improper integrals

Definition of an Improper Integral of Type 1

R∞ Ra
If both a f (x)dx and −∞ f (x)dx are convergent, then we define
Z ∞ Z a Z ∞
f (x)dx = f (x)dx + f (x)dx.
−∞ −∞ a
R∞
Example: Determine whether the integral 1 (1/x)dx is convergent or
divergent.
Solution: We have
Z ∞ Z t
1 1
dx = lim dx = lim ln(|x|)|x=t
x=1
1 x t→∞ 1 x t→∞

= lim (ln(t) − ln(1)) = lim ln(t) = ∞.

t→∞ t→∞

The
R ∞ limit does not exist as a finite number and so the improper integral
1 (1/x)dx is divergent.
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Improper integrals
R0 x dx.
Example: Evaluate −∞ xe
Solution: We have
Z 0 Z 0
x
xe dx = lim xex dx.
−∞ t→−∞ t

We integrate by parts with u = x and dv = ex dx

Z 0
xex dx = −tet − 1 + et .
t
We know that et → 0 as t → −∞. By using l’Hospital rule, we have
t 1
lim tet = lim −t = lim
t→−∞ t→−∞ e t→−∞ −e−t
= lim −et = 0.


t→−∞
Therefore, we obtain
Z 0
xex dx = lim −tet − 1 + et = −1.


−∞ t→−∞
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Improper integrals
R∞ 1
Example: Evaluate −∞
dx.
1 + x2
Solution: We have
Z ∞ Z 0 Z ∞
1 1 1
dx = dx + dx.
−∞ 1 + x2 −∞ 1 + x2 0 1 + x2
We must now evaluate the integrals on the right side separately
Z ∞ Z t
1 1 x=t
2
dx = lim 2
dx = lim tan−1 (x)
0 1+x t→∞ 0 1+x t→∞ x=0
  π
= lim tan (t) − tan (0) = lim tan−1 (t) =
−1 −1
t→∞ t→∞ 2
Z 0 Z 0
1 1 x=0
2
dx = lim dx = lim tan−1 (x)
−∞ 1 + x t→−∞ t 1 + x2 t→−∞ x=t
 
= lim tan−1 (0) − tan−1 (t)
t→−∞
  π
= lim − tan−1 (t) =
t→−∞ 2
Since both of these integrals are convergent, the given integral is convergent and
Z ∞
1 π π
2
dx = + = π.
−∞ 1 + x 2 2
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Improper integrals

Definition of an Improper Integral of Type 2

If f is continuous on [a, b) and is discontinuous at b then
Z b Z t
f (x)dx = lim f (x)dx
a t→b− a

if this limit exists (as a finite number).

If f is continuous on (a, b] and is discontinuous at a then
Z b Z b
f (x)dx = lim+ f (x)dx
a t→a t

if this limit exists (as a finite number).

Rb
The improper integrals a f (x)dx is called convergent if the
corresponding limit exists and divergent if the limit does not exist.
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Improper integrals
Definition of an Improper Integral of Type 2
Rc
If f has a discontinuity at c ∈ (a, b) and both a f (x)dx and
Rb
c f (x)dx are convergent, then we define
Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx.
a a c
R5 1
Example: Find 2
√ dx.
x −2
Solution: √
We note first that the given integral is improper because
f (x) = 1/ x − 2 has the vertical asymptote x = 2. Since the infinite
discontinuity occurs at the left endpoint of [2, 5], we have
Z 5
1
Z 5
dx √ x=5
√ dx = lim+ √ = lim+ 2 x − 2
2 x −2 t→2 t x − 2 t→2 x=t
√ √  √
= lim+ 2 3 − t − 2 = 2 3.
t→2
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THANK YOU FOR YOUR
ATTENTION !

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