INTEGRATION
1. Antiderivatives
We call F an antiderivative of f on an interval I if F 0 (x) = f (x) for all x ∈ I.
Example 1.1. Find an antiderivative of f (x) = x2 .
Theorem 1.1. Suppose that F and G are both antiderivatives of f on an interval I. Then
G(x) = f (x) + c
for some constant c.
Let F be any antiderivative of f . The indefinite integral of f (x) (with respect to x), is
defined by
ˆ
f (x) dx = F (x) + c,
where c is an arbitrary constant (the constant of integration).
The process of computing an integral is called integration. Here, f (x) is called the integrand
and the term dx identifies x as the variable of integration.
Example 1.2. Evaluate
ˆ
(1) 3x2 dx,
ˆ
(2) t5 dt.
Theorem 1.2 (Power Rule). For any r 6= −1,
ˆ
xr+1
xr dx = + c.
r+1
Example 1.3. Evaluate
ˆ
(1) x17 dx,
ˆ
1
(2) 3
dx,
ˆ x
√
(3) x dx,
ˆ
1
(4) √ dx.
3
x
1
2 INTEGRATION
d
Notice that since sin x = cos x, we have
dx ˆ
cos x dx = sin x + c.
Again, by reversing any derivative formula, we get a corresponding integration formula. The
following table contains a number of important formulas.
ˆ ˆ
r xr+1
x dx = + c, for r 6= −1 sec x tan x dx = sec x + c
r+1
ˆ ˆ
sin x dx = − cos x + c csc x cot x dx = − csc x + c
ˆ ˆ
cos x dx = sin x + c ex dx = ex + c
ˆ ˆ
2
sec x dx = tan x + c e−x dx = −e−x + c
ˆ ˆ
1
2
csc x dx = − cot x + c √ dx = sin−1 x + c
1 − x2
ˆ ˆ
1 1
dx = tan−1 x + c √ dx = sec−1 x + c
1 + x2 2
|x| x − 1
Theorem 1.3. Suppose that f (x) and g(x) have antiderivatives. Then, for any constants, a
and b, ˆ ˆ ˆ
(af (x) + bg(x)) dx = a f (x) dx + b g(x) dx.
Example
ˆ 1.4. Evaluate
(1) (3 cos x + 4x8 ) dx,
ˆ
3 1 √
(2) (x 2 − 3x + 2 − x + 15) dx,
ˆ x
(3) (t − 6)(t2 − 3) dt,
ˆ
x 2
(4) 3e − 2
dx,
ˆ 1 + x
1 + x + x2
(5) dx,
ˆ x5
(6) tx2 dt,
ˆ
1
Theorem 1.4. If F is an antiderivative of f then f (ax + b) dx = F (ax + b) + c.
a
INTEGRATION 3
Example 1.5. Evaluate
ˆ
(1) sin 2x dx,
ˆ √
(2) cos 3x dx,
ˆ
(3) (2x + 1)2 dx,
ˆ
(4) (2x + 1)2001 dx,
ˆ
5 sec2 x + 4 csc2 3x dx,
(5)
d 1
Theorem 1.5. For x 6= 0, ln |x| = .
dx x
d
Example 1.6. For any x for which tan x 6= 0, evaluate ln | tan x|.
dx
Corollary 1.6. For x 6= 0, ˆ
1
dx = ln |x| + c.
x
More generally, notice that if f (x) 6= 0 and f is differentiable, we have by the chain rule that
d 1 0 f 0 (x)
ln |f (x)| = f (x) = .
dx f (x) f (x)
This proves the following integration rule:
Corollary 1.7. ˆ
f 0 (x)
dx = ln |f (x)| + c,
f (x)
provided f 0 (x) 6= 0.
ˆ
sec2 x
Example 1.7. Evaluate dx.
tan x
Example 1.8. Evaluate, if possible
ˆ
1
(1) √3
dx,
ˆ x2
(2) sec x dx,
ˆ
2x
(3) 2
dx,
ˆ x3 + 1
x +1
(4) dx,
ˆ x
(5) (x + 1)(x − 1) dx,
ˆ
(v + 1)
(6) √ dv,
v
4 INTEGRATION
ˆ
3 1
(7) x − x + 2 − sin 3x dx,
ˆ 4 x
t − 16
(8) dt,
ˆ t+2 3
1 + cos x
(9) dx,
ˆ 1 + cos x√
(10) cos(πx + 2) dx,
ˆ
(11) x sin 2x dx.
Example 1.9. If an object’s downward acceleration is given by y 00 (t) = −32ft/s2 , find the
position function y(t). Assume that the initial velocity is y 0 (0) = −100ft/s and the initial
position is y(0) = 100, 000 feet.
2. Area
We start with the following problem: Estimate the area below the graph of y = f (x) and above
the x−axis for a ≤ x ≤ b. For now, we assume that f (x) ≥ 0 and f is continuous on the
interval [a, b], as in the figure below:
We start by dividing the interval [a, b] into n equal pieces. This is called a regular partition
b−a
of [a, b]. The width of each subinterval in the partition is then , which we denote by ∆x.
n
The points in the partition are denoted by x0 = a, x1 = x0 + ∆x, x2 = x1 + ∆x and so on. In
general,
xi = x0 + i∆x, for i = 1, 2, . . . , n.
On each subinterval [xi−1 , xi ], construct a rectangle of height f (xi ). The area under the curve
A is roughly the same as the sum of the areas of these n rectangles,
n
X
A ≈ f (x1 )∆x + f (x2 )∆x + f (x3 )∆x + · · · + f (xn )∆x = f (xi )∆x = An .
i=1
Example 2.1. Approximate the area under the curve y = f (x) = 2x − 2x2 on the interval
[0, 1] using 10 rectangles.
INTEGRATION 5
Example 2.2. Approximate the area under the curve y = f (x) = 2x − 2x2 on the interval
[0, 1] using 20 rectangles.
For a function f defined on the interval [a, b], if f is continuous on [a, b] and f (x) ≥ 0 on [a, b],
the area A under the curve y = f (x) on [a, b] is given by
Xn
A = lim An = lim f (xi )∆x.
n→∞ n→∞
i=1
Example 2.3. Find the area under the curve y = f (x) = 2x − 2x2 on the interval [0, 1].
b−a
Let {x0 , x1 , . . . , xn } be a regular partition of the interval [a, b], with xi − xi−1 = ∆x = ,
n
for all i. Pick points c1 , c2 , . . . , cn where ci is any point in the subinterval [xi−1 , xi ], for i =
1, 2, . . . , n. (These are called evaluation points.) The Riemann sum for this partition and
set of evaluation points is
Xn
f (ci )∆x.
i=1
So far, we have shown that we have shown that for a continuous, nonnegative function f , the
area under the curve y = f (x) is the limit of the Riemann sums:
X n
A = lim f (ci )∆x.
n→∞
i=1
where ci = xi , for i = 1, 2, . . . , n. Surprisingly, for any continuous function f , the limit above is
the same for any choice of the evaluation points ci ∈ [xi−1 , xi ]. The most common choices for
1
the evaluation points ci are xi (the right endpoint), xi−1 (the left endpoint) and (xi−1 + xi )
2
(the midpoint).
3. The definite integral
For any function f defined on [a, b], the definite integral of f from a to b is
ˆ b Xn
f (x) dx = lim f (ci )∆x,
a n→∞
i=1
whenever the limit exists and is the same for any choice of evaluation points, c1 , c2 , . . . , cn .
When the limit exists, we say that f is integrable on [a, b].
6 INTEGRATION
Remark 3.1. If f is continuous on [a, b], then
ˆ b
f (x) dx = Area between the graph of f and the x-axis from a to b.
a
´
The elongated “S”, is used as the integral sign. The lower and upper limits of integra-
tion, a and b, respectively, indicate the endpoints of the interval over which you are integrating.
The dx in the integral corresponds to the increment ∆x in the Riemann sum and also indicates
the variable of integration. The letter used for the variable of integration (called a dummy
variable) is irrelevant, since the value of the integral is a constant and not a function of x.
Here, f (x) is called the integrand.
ˆ 2
Example 3.1. Compute (x2 − 2x) dx.
0
Suppose that f (x) ≥ 0 on the interval [a, b] and A1 is the area bounded between the curve
y = f (x) and the x-axis for a ≤ x ≤ b. Further, suppose that f (x) ≤ 0 on the interval [b, c] and
A2 is the bounded area between the curve y = f (x) and the x-axis for b ≤ x ≤ c. The signed
area between y = f (x) and the x-axis for a ≤ x ≤ c is A1 − A2 , and the total area between
y = f (x) and the x-axis for a ≤ x ≤ c is A1 + A2 .
ˆ 2 ˆ 3
2
Example 3.2. Compute three related integrals: (x − 2x) dx, (x2 − 2x) dx, and
ˆ 3 0 2
(x2 − 2x) dx, and interpret each in terms of area.
0
Theorem 3.1. If f is continuous on the closed interval [a, b], then f is integrable on [a, b].
Theorem 3.2. If f and g are integrable on [a, b], then the following are true:
(i) For any constants c and d,
ˆ b ˆ b ˆ b
[cf (x) + dg(x)] dx = c f (x) dx + d g(x) dx,
a a a
and
(ii) For any c in [a, b],
ˆ b ˆ c ˆ b
f (x) dx = f (x) dx + f (x) dx.
a a c
For any integrable function f , if a < b, we define
ˆ a ˆ b
f (x) dx = − f (x) dx,
b a
and if f (a) is defined, we define ˆ a
f (x) dx = 0.
a
INTEGRATION 7
ˆ 3
Example 3.3. Evaluate f (x) dx, where f (x) is defined by
0
2x, if x ≤ 2,
f (x) =
1, if x > 2.
Theorem 3.3. Suppose that g(x) ≤ f (x) for all x ∈ [a, b] and that f and g are integrable on
[a, b]. Then,
ˆ b ˆ b
g(x) dx ≤ f (x) dx.
a a
The average value of a function f on the interval [a, b] is defined by
ˆ b
1
fave = f (x) dx.
b−a a
Example 3.4. Find the average value of the function f (x) = x2 − 2x on [0, 2].
Theorem 3.4. If M and m are the maximum and minimum values of f on [a, b], respectively.
Then,
ˆ b
m(b − a) ≤ f (x) dx ≤ M (b − a),
a
or equivalently,
ˆ b
1
m≤ f (x) dx ≤ M.
b−a a
ˆ 1 √
Example 3.5. (1) Use Theorem 3.4 to estimate the value of x2 + 1 dx.
ˆ 3 0
1 1 1
(2) Show that ≤ 2
dx ≤ .
10 2 x +1 5
Theorem 3.5 (Integral Mean Value Theorem). If f is continuous on [a, b], then there is a
number c ∈ (a, b) for which
ˆ b
1
f (c) = f (x) dx.
b−a a
4. The fundamental theorem of calculus
Theorem 4.1 (Fundamental Theorem of Calculus, Part I). If f is continuous on [a, b] and
F (x) is any antiderivative of f (x), then
ˆ b
f (x) dx = F (b) − F (a).
a
Remark 4.1. We will often use the notation
b
F (x) a
= F (b) − F (a).
Example 4.1. Compute
ˆ 5
(1) x2 dx,
2
8 INTEGRATION
ˆ 2
(2) (x2 − 2x) dx,
ˆ0 π
(3) 3 sin x dx,
ˆ0 2
(4) (4x − 6x2 ) dx,
ˆ−14
√
1
(5) x − 2 dx,
x
ˆ1 4
(6) e−2x dx,
ˆ0 −1
2
(7) dx,
x
ˆ 4
−3
(8) |x − 2| dx,
0
Example 4.2. (1) Find the area under the curve f (x) = sin x on the interval [0, π].
(2) Find the average value of the function f (x) = 1 − x3 on [0, 4].
Example 4.3. Evaluate
ˆ x
(1) 12t5 dt,
1
Theorem ˆ x4.2 (Fundamental Theorem of Calculus, Part II). If f is continuous on [a, b] and
F (x) = f (t) dt, then F 0 (x) = f (x), on [a, b].
a
Example 4.4. Compute F 0 (x) if
ˆ x
(1) F (x) = t2 dt,
ˆ1 x
(2) F (x) = (t2 − 2t + 3) dt,
ˆ1 x 3
t2
(3) F (x) = √ dt,
t2 + 17
ˆ x2
2
(4) F (x) = cos t dt,
ˆ x2 √
2
(5) F (x) = t2 + 1 dt,
2x
Remark 4.2. The general form of the chain rule is: If
ˆ β(x)
F (x) = f (t) dt,
α(x)
then
F 0 (x) = f (β(x))β 0 (x) − f (α(x))α0 (x).
Example 4.5. Compute F 0 (x) if
ˆ x2
(1) F (x) = (1 + t) dt,
sin x
INTEGRATION 9
ˆ x2 √
(2) F (x) = 1 + t3 dt,
ˆ0 sin x √
(3) F (x) = 1 − t2 dt,
ˆ0
x2 +1
dt
(4) F (x) = ,
1 t
Example 4.6. For the function
ˆ x2
F (x) = ln(t3 + 4) dt,
4
find an equation of the tangent line at x = 2.
Example 4.7. Find
ˆ π
2 d
(1) (sin5 x) dx,
ˆ0 1 dx √
d
(2) ( 1 + x2 ) dx,
−1ˆdx
c
d
(3) f (x) dx ,
dx a
ˆ b
d
(4) f (x) dx ,
da a
ˆ 1
d 99
(5) (2 + tan t) dt ,
dt 0
5. integration by substitution
ˆ
2
Example 5.1. Evaluate 2xex dx.
If F is any antiderivative of f , then from the chain rule, we have
d du du
[F (u)] = F 0 (u) = f (u) .
dx dx dx
From this, we have that
ˆ ˆ ˆ
du d
f (u) dx = [F (u)] dx = F (u) + c = f (u) du,
dx dx
since F is an antiderivative of f . If you read the expressions on the far left and the far right
sides of the above equation, this suggests that
du
du = dx.
ˆ dx
So, if we cannot compute the integral h(x) dx directly, we often look for a new variable u
and function f (u) for which
ˆ ˆ ˆ
du
h(x) dx = f (u(x)) dx = f (u) du
dx
where the second integral is easier to evaluate than the first.
10 INTEGRATION
ˆ
Example 5.2. Evaluate (x3 + 5)100 (3x2 ) dx.
General steps of integration by substitution.
• Choose a new variable u: a common choice is the innermost expression or “inside”
term of a composition of functions.
du
• Compute du = dx.
dx
• Replace all terms in the original integrand with expressions involving u and du.
• Evaluate the resulting (u) integral. If you still can’t evaluate the integral, you may
need to try a different choice of u.
• Replace each occurrence of u in the antiderivative with the corresponding expression
in x.
Example
ˆ 5.3. Evaluate
(1) sin x cos x dx.
ˆ
(2) x cos x2 dx.
ˆ
(3) cos(x2 + 3x) · (2x + 3) dx.
ˆ
(4) 2x sin x2 dx.
ˆ
(5) x sin(3x2 + 5) dx.
ˆ
(6) (3 sin x + 4)5 cos x dx.
ˆ √
sin x
(7) √ dx.
ˆ x
x2
(8) 3
dx.
ˆ x +−1 5
(tan x)2
(9) dx.
ˆ 1 + x2
√
(10) x 2 − x dx.
ˆ
√
(11) x 5 − 2x dx.
Substitution in Definite Integrals. There is only one slight difference in using substitution
for evaluating a definite integral: you must also change the limits of integration to correspond
to the new variable, that is, the limits of integration change from x = a and x = b to the
corresponding limits for u: u = u(a) and u = u(b). We have
ˆ b ˆ u(b)
0
f (u(x))u (x) dx = f (u) du.
a u(a)
INTEGRATION 11
Example 5.4. Evaluate
ˆ 2 √
(1) x3 x4 + 5 dx.
ˆ1 15
t2
(2) te− 2 dt.
ˆ0 π
2
(3) cos2 x sin x dx.
0
ˆ √π
2
(4) x sin3 (x2 ) cos(x2 ) dx.
ˆ0 1
x+1
(5) 2 2
dx.
0 (x + 2x + 6)