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Cours 2

The document discusses subdivisions and Darboux sums, defining the lower and upper Darboux sums for bounded functions on intervals, and introduces Riemann integrability. It covers properties of the Riemann integral, primitive functions, and methods for calculating integrals, including direct integration, integration by parts, and variable substitution. Theorems and examples illustrate the concepts, emphasizing the relationship between integrals and the area under curves.

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0% found this document useful (0 votes)
9 views11 pages

Cours 2

The document discusses subdivisions and Darboux sums, defining the lower and upper Darboux sums for bounded functions on intervals, and introduces Riemann integrability. It covers properties of the Riemann integral, primitive functions, and methods for calculating integrals, including direct integration, integration by parts, and variable substitution. Theorems and examples illustrate the concepts, emphasizing the relationship between integrals and the area under curves.

Uploaded by

ayamerh3
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

Primitives and integrals

1 Subdivisions and Darboux Sums


Definition 1 Let n ∈ N∗ . An n-th order subdivision of an interval [a, b] is a finite set l =
{x0 , x1 , · · · , xn } ⊂ [a, b], such that
a = x0 < x1 < x2 < · · · < xn = b.
We called the step of the subdivision l the real number h = max (xi − xi−1 ).
1≤i≤n
We say that h is the uniform step of the subdivision when xi = x0 + ih, i = 1 · · · n with
b−a
h= ·
n
Example 1 In this example, we provide some subdivisions of the interval [0, 1] :
1 1 1 3 1 2 2 1 5
l1 = {0, , 1}, l2 = {0, , , , 1}, l3 = {0, , , 1}, l4 = {0, , , , 1}.
2 4 2 4 3 3 5 2 6
1 1 1
l1 , l2 , and l3 are uniform with steps of h1 = , h2 = and h3 = · In contrast, l4 is not
2 4 3
2
uniform and has a step of h4 = ·
5

1.1 Darboux Sums


Let f be a bounded function on [a, b]. We consider a subdivision l of [a, b] denoted as:
l = {a = x0 < x1 < x2 < · · · < xn = b}.
For i = 1, · · · n, we define
mi = inf f (x) and Mi = sup f (x).
x∈[xi−1 ,xi ] x∈[xi−1 ,xi ]

Definition 2 The lower Darboux Sum associated with f is given by:


n
X
s[a,b] (f, l) = mi (xi − xi−1 ).
i=1

The upper Darboux Sum associated with f is given by:


n
X
S[a,b] (f, l) = Mi (xi − xi−1 ).
i=1

1
1 SUBDIVISIONS AND DARBOUX SUMS

Remark 1 The two quantities S(f, l) and s(f, l) are finite, because supx∈[xi−1 ,xi ] and inf x∈[xi−1 ,xi ]
are finite real numbers since f is assumed to be bounded. Furthermore, s(f, l) ≤ S(f, l) because
inf x∈[xi−1 ,xi ] ≤ supx∈[xi−1 ,xi ] .
Geometric Interpritation: The upper (respectively, lower) Darboux sum is the sum of the
areas of the upper rectangles with base [xi−1 − xi ] (respectively, the lower rectangles).

1.2 Riemann-integrable function


Definition 3 An integral is a mathematical operation that, given a function, finds the area
under the curve of that function over a specified interval.

Definition 4 Let f be a bounded function on [a, b]. We say that f is Riemann-integrable (or
integrable in the Riemann sense) on [a, b] if

s(f, l) = S(f, l).


Z b
This value is denoted by f (x)dx, which represents the integral of f over the interval [a, b].
a

Theorem 1

1. Every continuous function on a segment [a, b] ⊂ R is Riemann-integrable on [a, b].

2. If f is Riemann-integrable on [a, b] (with a < b), then f is also Riemann-integrable on


[a, b] and we have:
Z b Z b
f (x)dx ≤ |f (x)|dx.
a a

This inequality is a consequence of the absolute value inequality for integrals.

2
2 PRIMITIVE FUNCTIONS

1.2.1 Properties of the Riemann Integral


Let f and g be two bounded and integrable functions on an interval [a, b]. The following
properties hold:

1. Positivity: If f ≥ 0 on [a, b], then


Z b
f (x)dx ≥ 0.
a

2. Monotonicity: If f ≤ g on [a, b], then


Z b Z b
f (x)dx ≥ g(x)dx.
a a

3. Linearity:
Z b  Z b Z b
αf (x) + βg(x) dx = α f (x)dx + β g(x)dx, ∀(α, β) ∈ R2 .
a a a

2 Primitive functions
Let’s assume that I ⊂ R is an interval.

Definition 5 Let f : I → R. A primitive of f is a derivative function F : I → R, such that


F 0 (x) = f (x), ∀ x ∈ I.

Theorem 2 Every continuous function on I admits primitives on I.

Remark 2 If a function f admits a primitive, that primitive is not unique.

Proposition 1 If F is a primitive of f on I then, the function G : I → R is also a primitive


of f if and only if F − G = c, where c ∈ R is a constant.

Example 2 The function f : I → R defined by f (x) = x3 has as a primitive the function


1 1
F (x) = x4 , also G(x) = x4 + 5 is a primitive of f because F (x) − G(x) = c = −5 ∈ R.
4 4

2.1 Primitive function at a point


Theorem 3 Let f be a continuous function on I, x0 ∈ I and y0 ∈ R. Then, there exists a
primitive F of f , only one, such that F (x0 ) = y0 .
Geometric interpretation: Among all the curve presenting the premitives of f on I, there
exists one and only one passing through the point (x0 , y0 ).

3
2 PRIMITIVE FUNCTIONS

Example 3 Let f be a function defined on R by:

f (x) = x2 − 3x + 2.

Determine the primitive F of f on R which vanishes at the point x0 = 1.


Indeed: The set of primitive functions of f has the form:

x3 3 2
F (x) = − x + 2x + c, c ∈ R.
3 2
The condition F (1) = 0, gives
1 3 5
F (1) = − + 2 + c = 0 ⇐⇒ c = − ·
3 2 6
Then, the only primitive function of f at the point x0 = 1 is given by:

x3 3 2 5
F (x) = − x + 2x − ·
3 2 6

2.2 Primitive functions of elementary functions


In the following table, u is a derivable function on I.

4
2 PRIMITIVE FUNCTIONS

2.3 Operations on primitive functions


Let f and g be two derivable functions on I, with c ∈ R is a constant.

5
3 INTEGRALS

Example 4 Determine the primitive of the function: f (x) = x(1 + x2 )3 on R.


1
Indeed: The function f is continuous on R and has the form: f (x) = u0 (x)u3 (x), where
2
2 0 1 2 4
u(x) = 1 + x and u (x) = 2x. Then: F (x) = (1 + x ) + c, where c ∈ R.
8

3 Integrals
Definition 6 Let f be a function defined on I and F its primitive and a, b ∈ I. The quantity
F (b) − F (a) (also noted by [F (x)]ba ) is the integral of f between a and b and we note:
Z b
F (x) = f (x)dx.
a

Attention:

1. The order of a and b in the integral is very important.

2. The number a is the lowest upper bound and b is the highest upper bound of the integral:
Z b
f (x)dx = [F (x)]ba = F (b) − F (a).
a

3. The result of calculating the integral dosen’t depend on the chosen primitive.
Indeed: If F1 and F2 are two primitives of f , then F1 = F2 +c, where c ∈ R is a constant.
Then,

[F1 (x)]ba = [F2 (x) + c]ba = F2 (b) + c − F2 (a) − c = F2 (b) − F2 (a) = [F2 (x)]ba .

6
3 INTEGRALS

Example 5
Z 2
1. Calculate the integral: (2x2 + 3)dx.
−1
2
Let f (x) = (2x +3) which is a continuous function on [−1, 2]. Then, F (x) = x3 +3x+c
2
3
is the primitive of f on [−1, 2]. Therefore,
Z 2 h2 i2
(2x2 + 3)dx = F (2) − F (−1) = x3 + 3x = 15.
−1 3 −1

Z
1 3
2. (cos 4x − 3 sin 2x + cos x)dx = sin 4x + cos 2x + sin x + c, c ∈ R.
4 2

Theorem 4 Consider the continuous function F : [a, b] → R which admits a continuous


derivative function on [a, b]. Then,
Z b
F 0 (x)dx = F (b) − F (a).
a

Theorem 5 Consider the continuous function f : [a, b] → R. Then, for all x ∈]a, b[, we have
Z x
d
f (x)dt = f (x).
dx a

Proposition 2 Let f and g be two integrable functions on [a, b]. We have,


Z b  Z b Z b
1. f (x) + g(x) dx = f (x)dx + g(x)dx.
a a a
Z b Z b
2. λf (x)dx = λ f (x)dx, where λ ∈ R.
a a
Z a
3. f (x)dx = 0.
a
Z b Z a
4. f (x)dx = − f (x)dx.
a b
Z b Z c Z b
5. f (x)dx = f (x)dx + f (x)dx, ∀c ∈ [a, b].
a a c

3.1 Integrals and area


Let (C) be the representative curve of the function f in an orthogonal reference form. D is
the region bounded by (C), the abscissa axis and the equation lines x = a and x = b.
The unit of area is the area of the rectangle framed by the chosen coordinate system.

7
3 INTEGRALS

Theorem 6
Z b
1. Positive function: If f is a positive continuous function on [a, b], then D = f (x)dx.
a

2. Negative function: If f is a negative continuous function on [a, b], then


Z b Z a
D=− f (x)dx = f (x)dx.
a b

3. Function for any sign: If f is a continuous function with any sign on [a, b], then
Z b Z c Z d Z b
D= f (x)dx = f (x)dx − f (x)dx + f (x)dx.
a a c d

8
3 INTEGRALS

3.2 The integral calculation


In this subsection, we will present 3 methods to calculate the integrals.
u0
(a) Direct Integral: This concerns integrals of functions of the form u0 un , n , · · · where u
u
is a function whose primitive is known.

Example 6 Z 3
xdx h√ i3 √ √
√ = 2
x + 1 = 10 − 5.
2 x2 + 1 2

(b) Integration by parts: it is a technique in calculus that allows you to find the integral
of the product of two functions by applying a specific formula derived from the product
rule for differentiation.
The formula for integration by parts is often written as:
Z Z
u(x)v (x)dx = u(x)v(x) − u0 (x)v(x)dx.
0

Or, Z b h ib Z b
0
u(x)v (x)dx = u(x)v(x) − u0 (x)v(x)dx.
a a a

Example 7
Z
1. I = xex dx. Let
u = x ⇒ u0 = 1 dx
v 0 = ex dx ⇒ v = ex .
Then, Z
x
I = xe − ex dx = xex − ex + c = (x − 1)ex + c.

9
3 INTEGRALS
Z 2
2. I = ln x dx. Let
1
1
u = ln x ⇒ u0 = dx
x
v 0 = dx ⇒ v = x.
Then,
i2 Z 2
h x
I = x ln x − dx = −2 ln(2) − [x]21 = −2 ln(2) + 1.
1 1 x

(c) The variable change method: it is a technique used in calculation to simplify and
solve integrals by moking a change of variable. This method is particularly useful when
dealing with complex integrals or when the integral involves a composite function. The
general idea is to replace the variable of integration with a new variable that simplifies
the integral.

Theorem 7 Let g : [c, d] → R a continuous differentiable function and strictly mono-


tonic. Suppose that g([c, d]) = [a, b]. For all f : [a, b] → R, we have
Z b Z d
f (x)dx = f (g(t))g 0 (t)dt.
a c

Example 8
Z 2
dx
1. I = . Put:
1 ex + e−x
u(x) = ex ⇒ du = ex dx.
On the other hand,

x=1⇒u=e and x = 2 ⇒ u = e2 .

Thus,
Z e2
du 2
I= 2
= [arctan]ee = arctan(e) − arctan(e2 ).
e u +1
Z √
2. I = 1 − x2 dx. Put:
x = sin t ⇒ dx = cos tdt.

10
3 INTEGRALS

Then,
Z p Z Z
2 2
I = 1 − sin t cos tdt = cos tdt = (cos(2t) + 1)dt
Z Z
1
= 2 cos(2t)dt + dt
2
1
= sin(2t) + t + c
2
1
= sin t cos t + t + c
2
1 p
= sin t 1 − sin2 t + t + c
2
1 √
= x 1 − x2 + arcsin x + c.
2

Dr. Kicha Abir

11

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