The Riemann

Integral

Mongi Blel &

Tariq Al
Fadhel

Anti-
Derivative,
The Riemann Integral
Indefinite
Integral

Substitution
Method or Mongi Blel & Tariq Al Fadhel
Change of
Variables

Riemann
Department of Mathematics
Sums, Area King Saud University
and Definite
Integral

The September 3, 2024

Fundamental
Theorem of
Calculus

Numerical
Integration
 1 Anti-Derivative, Indefinite Integral
2 Substitution Method or Change of Variables
The Riemann
Integral
3 Riemann Sums, Area and Definite Integral
Mongi Blel & 4 The Fundamental Theorem of Calculus
Tariq Al
Fadhel 5 Numerical Integration
Anti-
Derivative,
Indefinite
Integral

Substitution
Method or
Change of
Variables

Riemann
Sums, Area
and Definite
Integral

The
Fundamental
Theorem of
Calculus

Numerical
Integration
 Anti-Derivative

The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel

Anti- Definition
Derivative,
Indefinite
Integral
Let f : I −→ R be a function defined on an interval I . A
Substitution function F : I −→ R is called an anti-derivative of f on I , if F
Method or
Change of is differentiable on I and
Variables

Riemann
Sums, Area
F ′ (x) = f (x), ∀x ∈ I .
and Definite
Integral

The
Fundamental
Theorem of
Calculus

Numerical
Integration
 Example

The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel

Anti-
Derivative,
Indefinite 1 The function F (x) = x 2 + 1 is an anti-derivative of the
Integral
function f (x) = 2x on R.
Substitution
Method or √ 1
Change of 2 The function 2 x is an anti-derivative of the function √
Variables x
Riemann on (0, +∞).
Sums, Area
and Definite
Integral

The
Fundamental
Theorem of
Calculus

Numerical
Integration
The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel

Anti-
Derivative, Theorem
Indefinite
Integral Let F and G be two anti-derivatives of a function f on an
Substitution interval I , then there is a constant c ∈ R such that
Method or
Change of
Variables
F (x) = G (x) + c, ∀x ∈ I .
Riemann
Sums, Area
and Definite
Integral

The
Fundamental
Theorem of
Calculus

Numerical
Integration
 The Indefinite Integral

The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel
Definition Z
Anti-
Derivative,
Indefinite
If a function f : I −→ R has an anti-derivative on I , f (x)dx
Integral Z
Substitution denotes any anti-derivative of f . The function f (x)dx is
Method or
Change of
Variables called an indefinite integral of f on I . Therefore,
Riemann Z
Sums, Area d
and Definite f (x)dx = f (x), ∀x ∈ I .
Integral dx
The
Fundamental
Theorem of
Calculus

Numerical
Integration
 Example

The Riemann
x r +1
Integral
Z
Mongi Blel &
1 x r dx = + c, r ∈ Q\{−1},
Tariq Al r +1
Fadhel
Z
2 cos(x)dx = sin(x) + c,
Anti-
Derivative, Z
Indefinite
Integral 3 sin(x)dx = − cos(x) + c,
Substitution Z
Method or
Change of
Variables
4 sec2 (x)dx = tan(x) + c,
Riemann
Z
Sums, Area
and Definite 5 csc2 (x)dx = − cot(x) + c,
Integral
Z
The
Fundamental 6 sec(x) tan(x)dx = sec(x) + c,
Theorem of
Calculus Z
Numerical 7 csc(x) cot(x)dx = −csc(x)+c,
Integration
The Riemann
Integral

Mongi Blel & Theorem

Tariq Al
Fadhel Important formulas
Anti-
Let f , g : I −→ R be two functions.
Derivative, d
Indefinite 1 If f is differentiable and f (x) has an anti-derivative,
Integral
dx
Substitution then
Method or
Change of Z
Variables d
f (x)dx = f (x) + c.
Riemann
Sums, Area
dx
and Definite
Integral 2 If f has an anti-derivative, then
The Z
Fundamental d
Theorem of f (x)dx = f (x).
Calculus dx
Numerical
Integration
The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel

Anti-
3 If f has an anti-derivative on I , then for all λ ∈ R,
Derivative, Z Z
Indefinite
Integral
λf (x)dx = λ f (x)dx.
Substitution
Method or
Change of
Variables 4 If f and g have anti-derivatives, then the functions f ± g
Riemann have anti-derivatives and
Sums, Area
and Definite Z Z Z
Integral

The
(f (x) ± g (x)) dx = f (x)dx ± g (x)dx.
Fundamental
Theorem of
Calculus

Numerical
Integration
 Example

The Riemann
Integral

Mongi Blel & 1

Tariq Al
Fadhel Z   Z Z Z
3 −4

−4
Anti- − 5x dx = 3x − 5x dx = 3x dx − 5
Derivative, x4
Indefinite
Integral 5 2
= −x −3 − x + c.
Substitution
Method or
2
Change of
Variables 2
Riemann
2x 2 + 3
Sums, Area
Z Z Z Z
−1 3 −
2x 2 + 3 dx = 2


and Definite
Integral
√ dx = x 2 x 2 dx + 3 x 2
x
The
Fundamental 4 5 1
Theorem of = x 2 + 6 x 2 + c.
Calculus 5
Numerical
Integration
 Substitution Method

The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel
Theorem
Anti-
Integration by Substitution
Derivative,
Indefinite
Let g : I −→ J be a continuously differentiable function and
Integral f : J −→ R be a function which has an anti-derivative F on J,
Substitution
Method or
then F (g (x)) is an anti-derivative of f (g (x))g ′ (x) and
Change of Z
Variables

Riemann f (g (x))g ′ (x)dx = F (g (x)) + c.

Sums, Area
and Definite
Integral This formula is obtained by the chain rule formula. The
The
Fundamental
substitution method is also called the changing variable
Theorem of
Calculus
method.
Numerical
Integration
 Example
Z Z Z
The Riemann (u=2x) 1 1
Integral 1 cos(2x)dx = cos(u) du = cos(u)du =
Mongi Blel &
2 2
Tariq Al 1
Fadhel sin(2x) + c.
2
u n+1
Z Z
Anti- (u=x 2 +1)
Derivative, 2 (x 2 + 1)n 2xdx = u n du = +c =
Indefinite
Integral
n+1
(x 2 + 1)n+1
Substitution + c, for n ̸= −1.
Method or
Change of
n+1
Variables 3
Riemann Z Z
Sums, Area (u=2x+3) 1 1
and Definite sin(2x + 3)dx = sin(u)du = − cos(u) + c
Integral 2 2
The
1
Fundamental
Theorem of
= − cos(2x + 3) + c.
Calculus 2
Numerical
Z Z
(u=πx) 1 1
Integration
4 sec2 (πx)dx = sec2 (u)du = tan(πx) + c.
π π
The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel

Anti-
Theorem
Derivative,
Indefinite Let I be an interval, r ∈ Q \ {−1} and f : I −→ R a
Integral
continuously differentiable function. Assume also that the
Substitution
Method or function f r is continuous on I . Then
Change of
Variables Z
1 r +1
Riemann f r (x)f ′ (x)dx = f (x) + c.
Sums, Area r +1
and Definite
Integral

The
Fundamental
Theorem of
Calculus

Numerical
Integration
 Example
Z Z
3 7 2 (u=2x 3 +1) 1
u 7 du = (2x 3 + 1)8 + c,
The Riemann
Integral 1 (2x + 1) 6x dx =
Z Z 8
Mongi Blel &
2 12 (u=7−6x 2 ) 1 1
Tariq Al
Fadhel
2 (7 − 6x ) xdx = − u 2 du =
12
Anti-
1 2 23
Derivative, − (7 − 6x ) + c,
Indefinite Z 18
x2 − 1
Z
Integral (u=x 3 −3x+1) 1 du
3 dx = =
Substitution
Method or
(x 3 − 3x + 1)6 3 u6
Change of 1
Variables − (x 3 − 3x + 1)−5 + c,
Riemann
Z 15 Z
Sums, Area u=3x+4 1
and Definite 4 cos (3x + 4)dx = cos(u)du =
Integral 3
1
The sin (3x + 4) + c,
Z3 
Fundamental
Theorem of
5 3 1

u=1+ x5 −1
Z
Calculus
5 1+ dx = u 3 du =
Numerical
Integration
x x2 5
5 4
 
−1
1+ + c,
 Summation Notation

The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel
Definition
Anti- n
Derivative, X
Indefinite Given a set of real numbers {a1 , a2 , ..., an }, the symbol ak
Integral
k=1
Substitution
Method or represents their sum as follows
Change of
Variables n
X
Riemann
Sums, Area
ak = a1 + a2 + ... + an .
and Definite k=1
Integral

The
Fundamental
Theorem of
Calculus

Numerical
Integration
The Riemann
Integral

Mongi Blel &

Theorem
Tariq Al
Fadhel For m, n ∈ N, the following summation properties hold:
Xn X n Xn
Anti-
Derivative, 1 (ak + bk ) = ak + bk .
Indefinite
Integral k=1 k=1 k=1
n n n
Substitution X X X
Method or
Change of
2 (ak − bk ) = ak − bk .
Variables k=1 k=1 k=1
Riemann Xn n
X
Sums, Area
and Definite 3 Cak = C ak , where C ∈ R
Integral
k=1 k=1
The m n n
Fundamental X X X
Theorem of 4 For 1 ≤ m ≤ n, ak + ak = ak .
Calculus
k=1 k=m+1 k=1
Numerical
Integration
The Riemann
Integral

Mongi Blel &

Theorem
Tariq Al
Fadhel For n ∈ N and C ∈ R, the following properties hold:
Xn
Anti-
Derivative,
Indefinite
1 C =C| + ·{z
· · + C} = nC ,
Integral k=1 n times
n
Substitution X n(n + 1)
Method or
Change of
2 k= ,
Variables
2
k=1
Riemann n
Sums, Area
X n(n + 1)(2n + 1)
and Definite 3 k2 = ,
Integral 6
k=1
The n
Fundamental X h n(n + 1) i2
Theorem of 4 k3 = .
Calculus
2
Numerical
k=1
Integration
 Example

The Riemann
Integral Evaluation of the following sums
Mongi Blel & 100
Tariq Al
X 100 × (100 + 1)
Fadhel 1 k= = 5050,
2
k=1
Anti-
Derivative, 20
X 20.(20 + 1).(2.20 + 1)
Indefinite
Integral 2 k2 = = 2870,
6
Substitution k=1
Method or
Change of
3
Variables
n n n n
Riemann X X X X
Sums, Area
and Definite
(3k 2 − 2k + 1) = 3 k2 − 2 k+ 1
Integral k=1 k=1 k=1 k=1
The n(n + 1)(2n + 1)
Fundamental = − n(n + 1) + n
Theorem of
Calculus
2
n
Numerical = (2n2 + n + 1).
Integration 2
 Example

The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel

Anti-
Derivative,
Find the following limits:
Indefinite n
Integral 1 X
1 lim 5k,
Substitution n→∞ n2
Method or k=1
Change of n
Variables 1 X
2 lim (k − 1)2 .
Riemann n→∞ n3
Sums, Area k=1
and Definite
Integral

The
Fundamental
Theorem of
Calculus

Numerical
Integration
 The Riemann Integral

The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel Let f : [a, b] −→ R be a bounded function on a closed and
bounded interval. The aim of the section is to define the
Anti-
Derivative, Riemann integral of the function f on [a, b] if it is possible.
Indefinite
Integral The integral of f on [a, b] is a real number whose geometrical
Substitution interpretation is the signed area under the graph of the function
Method or
Change of f on [a, b]. This number is also called the definite integral of f .
Variables
By integrating the function f over the interval [a, x] with
Riemann
Sums, Area varying x in [a, b], we get a function F of x. The most
and Definite
Integral important result about integration is the fundamental Theorem
The of calculus, which states that if the function f is continuous,
Fundamental
Theorem of the function F is an anti derivative of f .
Calculus

Numerical
Integration
The Riemann
Integral Definition
Mongi Blel &
Tariq Al 1 A partition P of the closed interval [a, b] is a finite set of
Fadhel
points P = {a0 , a1 , . . . , an } such that
Anti- a = a0 < . . . < an = b. Each [aj−1 , aj ] is called a
Derivative,
Indefinite sub-interval of the partition and the number
Integral
hj = aj − aj−1 is called the amplitude of this interval.
Substitution
Method or
Change of
2 The norm of a partition P = {a0 , a1 , . . . , an } is the length
Variables
of the longest sub-interval [aj , aj+1 ], that is:
Riemann
Sums, Area ||P|| = max{hj , j = 1, . . . , n}.
and Definite
Integral 3 A partition P = {a0 , a1 , . . . , an } of the closed interval
The b−a
Fundamental [a, b] is a called uniform if ak+1 − ak = . In this case
Theorem of n
Calculus
b−a
Numerical ak = a + k , 0 ≤ k ≤ n.
Integration n
The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel

Anti- 4 A mark on the partition P = {a0 , a1 , . . . , an } is a set of

Derivative,
Indefinite points w = {x1 , . . . , xn } such that xj ∈ [aj−1 , aj ] for all
Integral
1 ≤ j ≤ n.
Substitution
Method or
Change of
5 A pointed partition of the interval [a, b] is a partition of
Variables the interval together with a mark w = {x1 , . . . , xn } on
Riemann
Sums, Area
this partition. This pointed partition will be denoted by
and Definite
Integral
(P, w ) = {([aj−1 , aj ], xj )}1≤j≤n .
The
Fundamental
Theorem of
Calculus

Numerical
Integration
The Riemann
Integral

Mongi Blel &

Tariq Al
Definition
Fadhel
Let (P, w ) = {([aj−1 , aj ], xj )}1≤j≤n be a pointed partition of
Anti-
Derivative,
the interval [a, b]. The Riemann sum of f with respect to the
Indefinite pointed partition P is the number
Integral

Substitution n n
Method or X X
Change of R(f , P, w ) = f (xj )(aj − aj−1 ) = f (xj )hj .
Variables
j=1 j=1
Riemann
Sums, Area
and Definite Each term in the sum is the product of the value of the
Integral
function at a given point by the length of an interval.
The
Fundamental Consequently, each term represents the area of a rectangle with
Theorem of
Calculus height f (xj ) and length aj − aj−1 .
Numerical
Integration
The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel

Anti-
Derivative,
Indefinite The Riemann sum R(f , P, w ) is the algebraic area of the union
Integral
of the rectangles of width hj and height f (xj ). This is an
Substitution
Method or algebraic area since f (xj )hj is counted positively if f (xj ) > 0
Change of
Variables and negatively if f (xj ) < 0.
Riemann
Sums, Area
and Definite
Integral

The
Fundamental
Theorem of
Calculus

Numerical
Integration
The Riemann
y
Integral

Mongi Blel &

Tariq Al
Fadhel

Anti-
Derivative,
Indefinite
Integral

Substitution
Method or
Change of
Variables
f (xi )
Riemann
Sums, Area
and Definite
Integral

The
Fundamental
Theorem of
Calculus

Numerical
Integration
a = a0 ai−1 ai xi ai+1 b = an x
 Example

The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel
Let f : [0, 1] −→ R the function defined by f (x) = 2x − 2x 2 .
k
Anti- If P = {ak = , 0 ≤ k ≤ 10} is the uniform partition of the
Derivative, 10
Indefinite interval [0, 1] and the mark w = {xk = ak , 1 ≤ k ≤ 10}, we
Integral
get the Riemann sum
Substitution
Method or
Change of
Variables 10 10
1 X 1 X
Riemann
R(f , P, w ) = f (xk ) = (2xk − 2xk2 )
10 k=1 10 k=1
Sums, Area
and Definite
Integral
1
= [0.18 + 0.32 + 0.42 + 0.48 + 0.5 + 0.48 + 0.42 + 0.32 + 0.18 + 0
10
The
Fundamental = 0.33.
Theorem of
Calculus

Numerical
Integration
 Example

The Riemann
Integral
Consider the function f (x) = x on the interval [0, 1] and the
Mongi Blel &
uniform partition P = { kn , 0 ≤ k ≤ n}, for n ≥ 1. Presenting
Tariq Al
Fadhel
three principal cases of Riemann sums, as we put the xk at the
left, the middle or the right end point of the intervals
Anti- k
Derivative, [ak−1 , ak ], where ak = , for 1 ≤ k ≤ n.
Indefinite
Integral
n
1 xk = ak−1 :
Substitution
Method or
n n−1
Change of 1 Xk −1 1 X n−1
Variables
R(f , P, w ) = = 2 k= .
Riemann n n n 2n
Sums, Area k=1 k=0
and Definite
Integral ak−1 + ak
2 xj =
The
Fundamental
2
Theorem of
Calculus n n
1 X 2k − 1 1 X 1
Numerical R(f , P, w ) = = 2 2k − 1 = .
Integration n 2n 2n 2
k=1 k=1
The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel 3 x k = ak :
Anti-
n
Derivative,
Indefinite
1Xk n+1
Integral
R(f , P, w ) = = .
n n 2n
Substitution k=1
Method or
Change of 1
Variables The second sum is equal to for every n, the other sums tend
2
Riemann 1
Sums, Area
and Definite
to when n tends to infinity. The area of the triangle under
Integral
2
1
The the graph of the function is equal to .
Fundamental 2
Theorem of
Calculus

Numerical
Integration
 Example

The Riemann
Integral

Mongi Blel &

Let f : [1, 3] −→ R be the function defined by: f (x) = 3x + 1,
Tariq Al
Fadhel
the uniform partition P = {ak , 0 ≤ k ≤ n} of the interval [1, 3]
and the mark w = {xk , 1 ≤ k ≤ n}, where xk is the middle
Anti- 2k − 1
Derivative,
Indefinite
point of the sub-interval [ak−1 , ak ], xk = 1 + . The
Integral
n
Riemann sum is
Substitution
Method or
Change of
Variables n n    
2X 2X 2k − 1
Riemann R(f , P, w ) = f (xk ) = 3 1+ +1
Sums, Area
and Definite
n n n
k=1 k=1
Integral
n  
The 2X 6k 3
Fundamental = 4+ −
Theorem of n n n
Calculus k=1
Numerical 1 6
Integration = 8 + 6(1 + ) − .
n n
 Example

The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel Referring to the last example with xk the right end point of the
2k
Anti- sub-interval [ak−1 , ak ], xk = 1 + .
Derivative,
Indefinite
n
Integral

Substitution n n    
Method or 2X 2X 2k
Change of R(f , P, w ) = f (xk ) = 3 1+ +1
Variables n n n
k=1 k=1
Riemann n  
Sums, Area 2X 6k 1
and Definite = 4+ = 8 + 6(1 + ).
Integral n n n
k=1
The
Fundamental
Theorem of
Calculus

Numerical
Integration
 Fundamental Properties

The Riemann
Integral
Theorem
Mongi Blel &
Tariq Al Let f , g : [a, b] → R be two functions and α, β ∈ R and (P, w )
Fadhel
a pointed partition of the interval [a, b].
Anti-
Derivative, 1 Linearity:
Indefinite
Integral R(αf + βg , P, w ) = αR(f , P, w ) + βR(g , P, w ).
Substitution
Method or
2 Monotony: If f ≤ g , then R(f , P, w ) ≤ R(g , P). In
Change of
Variables
particular, if f ≥ 0, then R(f , P, w ) ≥ 0.
Riemann 3 Chasles’s Formula: Let c ∈ (a, b), (P1 , w1 ) a pointed
Sums, Area
and Definite partition of [a, c] and (P2 , w2 ) a pointed partition of [b, c],
Integral
then
The
Fundamental (P1 ∪ P2 , w = w1 ∪ w2 ) is a pointed partition of [a, b] and
Theorem of
Calculus

Numerical R(f , P1 ∪ P2 , w ) = R(f , P1 , w1 ) + R(f , P2 , w2 ).

Integration
The Riemann
Integral
Definition
Mongi Blel &
Tariq Al Let f : [a, b] −→ R be a bounded function, the Riemann
Fadhel
integral of f on the interval [a, b] is
Anti-
Derivative,
Indefinite
Integral
lim R(f , P, w ).
∥P∥→0
Substitution
Method or
Change of
whenever the limit exists. (The limit is over all pointed
Variables partitions
Riemann
Sums, Area
P = {([xj−1 , xj ], wj )}1≤j≤n ).
and Definite
Integral
If the limit exists, it is said that f is Riemann integrable (or
The integrable) on [a, b]. This limit if it exists, is denoted by:
Fundamental
Z b
Theorem of
Calculus f (x)dx and called the definite integral of f on the interval
a
Numerical
Integration
[a, b].
The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel

Anti-
Derivative, Theorem
Indefinite
Integral If f : [a, b] −→ R is Riemann integrable, then
Substitution
Method or b n
b−aX b−a
Z
Change of
Variables f (x)dx = lim f (a + k ).
a n→+∞ n n
Riemann k=1
Sums, Area
and Definite
Integral

The
Fundamental
Theorem of
Calculus

Numerical
Integration
The Riemann
Integral Theorem
Mongi Blel &
Tariq Al Let f , g : [a, b] −→ R be two Riemann integrable functions and
Fadhel
α, β ∈ R. Then
Anti-
Z b
Derivative,
Indefinite
1 αdx = α(b − a).
Integral a
Substitution 2 The function αf is Riemann integrable on [a, b] and
Method or
Change of
Variables
Z b Z b
Riemann
αf (x)dx = α f (x)dx.
Sums, Area a a
and Definite
Integral
3 The functions f ± g are Riemann integrable on [a, b] and
The
Fundamental
Theorem of
Z b Z b Z b
Calculus
f (x) ± g (x)dx = f (x)dx ± g (x)dx.
Numerical a a a
Integration
The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel
4 For all c ∈ (a, b) the function f is Riemann integrable on
Anti-
Derivative, [a, c], on [c, b] and
Indefinite
Integral Z b Z c Z b
Substitution
Method or
f (x)dx = f (x)dx + f (x)dx.
Change of a a c
Variables

Riemann
Z b
Sums, Area
and Definite
5 If f ≥ 0, then f (x)dx ≥ 0.
Integral a
Z b Z b
The
Fundamental 6 If f ≤ g , then f (x)dx ≤ g (x)dx.
Theorem of a a
Calculus

Numerical
Integration
The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel
Theorem
b] −→ R is Riemann integrable, the function
If f : [a, Z
Anti- x
Derivative,
Indefinite F (x) = f (t)dt is continuous.
Integral a
Substitution
Method or
Change of Definition
Variables

Riemann A function f : [a, b] −→ R is called piecewise continuous if

Sums, Area
and Definite there exists a partition P = {x0 , x1 , . . . , xn } of [a, b] such that
Integral
f is continuous on every interval ]xk , xk+1 [, limx→x + f (x) and
The k
Fundamental limx→x − f (x) exist in R, for all k = 0, . . . , n − 1.
Theorem of k+1
Calculus

Numerical
Integration
The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel

Anti-
Derivative,
Indefinite
Integral Theorem
Substitution
Method or
Any piecewise continuous function f : [a, b] −→ R is Riemann
Change of
Variables
integrable.
Riemann
Sums, Area
and Definite
Integral

The
Fundamental
Theorem of
Calculus

Numerical
Integration
 Example

The Riemann
Integral

Mongi Blel &

Evaluation of the following definite integrals
Tariq Al Z 3 n
Fadhel 4X 16n
1 4dx = lim 4 = lim = 16,
Anti- −1 n→+∞ n n→+∞ n
k=1
Derivative,
Indefinite Z 4 n
Integral 4 X 4k 8(n + 1)
2 xdx = lim = lim = 8,
Substitution 0 n→+∞ n n n→+∞ n
Method or k=1
Change of
Variables
3
Riemann n
Z 1
Sums, Area 1 X 3k
and Definite (3x + 7)dx = lim +7
Integral
0 n→+∞ n n
k=1
The
Fundamental 3(n + 1) 3 17
Theorem of = lim +7= +7=
Calculus n→+∞ 2n 2 2
Numerical
Integration
The Riemann
Integral Z 4 Z 0 Z 4 n
1Xk
Mongi Blel & 4 |x|dx = − xdx + xdx = lim +8=
Tariq Al
−1 −1 0 n→+∞ n n
Fadhel k=1
1 17
Anti- +8= ,
Derivative, 2 2
Indefinite
Integral
5

Substitution
Z 4 n  2
2 3X k k
Method or (x + x + 2)dx = lim 1+3 + (1 + 3 ) + 2
Change of
1 n→+∞ n n n
Variables k=1
n
k2
 
Riemann 3X k k
Sums, Area = lim 1+6 +9 2 +1+3 +2
and Definite n→+∞ n n n n
k=1
Integral  
3 9(n + 1) 3(n + 1)(2n + 1)
The = lim 4n + +
Fundamental n→+∞ n 2 2n
Theorem of
Calculus 69
= .
Numerical 2
Integration
 Example

The Riemann
Integral
Using the definition of the Riemann integral, the following
Mongi Blel &
Tariq Al limits can be expressed as definite integrals
Fadhel n
1X k
Anti- lim ((2 + )2 − 4), and
Derivative,
n→∞ n n
Indefinite
k=1
n
Integral 1X k 1 k
Substitution lim ((−4 + ) 3 + 4(−4 + )),
Method or
n→∞ n n n
Change of
k=1
Variables If f (x) = x 2 − 4 on the interval [2, 3],
Z 3 n
Riemann
1X k
Sums, Area
and Definite
(x 2 − 4)dx = lim ((2 + )2 − 4).
Integral 2 n→+∞ n n
k=1
1
The
Fundamental
If f (x) = x 3 + 4x on the interval [−4, −3],
Theorem of
Z −3 n
Calculus 1 1X k 1 k
(x + 4x)dx = lim
3 ((−4 + ) 3 + 4(−4 + )).
Numerical −4 n→+∞ n n n
Integration k=1
The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel
Theorem
Anti-
Derivative,
Indefinite
If f : [a, b] → R is Riemann integrable and
Integral
f (x) ≥ 0, ∀x ∈ [a, b], then the area A of the region under the
Substitution
Method or graph of f from a to b is
Change of
Variables Z b
Riemann
Sums, Area
A= f (x)dx.
and Definite a
Integral

The
Fundamental
Theorem of
Calculus

Numerical
Integration
 The Fundamental Theorem of Calculus

The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel

Anti-
Theorem
Derivative,
Indefinite The Mean Value Theorem
Integral
Let f : [a, b] −→ R be a continuous function. There exists
Substitution
Method or c ∈ [a, b] such that
Change of
Variables Z b
Riemann
Sums, Area
f (x)dx = (b − a)f (c).
and Definite a
Integral

The
Fundamental
Theorem of
Calculus

Numerical
Integration
 Remark

The Riemann
Integral

Mongi Blel & If f is a non negative continuous function on [a, b]. The
Tariq Al Z b
Fadhel
integral f (x)dx represents the area under the graph of f
Anti- a
Derivative, and (b − a)f (c) represents the area of the rectangle with side
Indefinite
Integral measurements f (c) and b − a.
Substitution
Method or
Change of
Definition
Variables
Let f be a continuous function on [a, b]. The average value of
Riemann
Sums, Area f is defined by:
and Definite
Integral Z b
The
1
Fundamental
fav = f (x)dx.
Theorem of b−a a
Calculus

Numerical
Integration
 Example

The Riemann
Integral

Mongi Blel &

Tariq Al
1 The average value of the function f (x) = 3x + 7 on the
Z 1
Fadhel 17
interval [0, 1] is (3x + 7)dx = . The number c where
Anti- 0 2
Derivative, 17
Indefinite f reaches its average value verifies 3c + 7 = , then
Integral
2
Substitution 1
Method or c= .
Change of 2
Variables
2 The average value of the function f (x) = x 2 + x + 2 on
Riemann Z 1
Sums, Area 17
and Definite the interval [1, 4] is (x 2 + x + 2)dx = . The number
Integral 0 6
The c where f reaches its average √ value√ verifies
Fundamental
Theorem of 2 17 13 − 3
Calculus c + c + 2 = 6 , then c = √ .
2 3
Numerical
Integration
 Example

The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel

Anti-
Derivative,
Indefinite Let f be a continuous function on [a, b] such that
Integral
Z b
Substitution f (x)dx = 0, then the equation f (x) = 0 has a solution in
Method or a
Change of
Variables
[a, b]. The average value of f on [a, b] is 0. Then by the Mean
Riemann Value Theorem, f reaches this value at some point c ∈ [a, b].
Sums, Area
and Definite
Integral

The
Fundamental
Theorem of
Calculus

Numerical
Integration
The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel

Anti-
Derivative,
Theorem
Indefinite
Integral (First Fundamental Theorem of Calculus)
Substitution Let f : [a, b] −→ R beZa continuous function, then the function
Method or x
Change of
Variables F defined by F (x) = f (t)dt is differentiable on [a, b] and
a
Riemann
Sums, Area F ′ (x) = f (x).
and Definite
Integral

The
Fundamental
Theorem of
Calculus

Numerical
Integration
 Remark

The Riemann
Integral 1 The continuity of the function f is important. It is
Mongi Blel &
Tariq Al
possible that a discontinuous function never equals its
Fadhel average value. We can take the function f (x) = 0 on the
Anti- interval [0, 1] and f (x) = 1 on the interval [1, 2]. The
Derivative,
Indefinite average value of f on the interval [0, 2] is
Integral
1 2 1 2
Z Z
1
Substitution f (x)dx = dx = . But f (x) ̸= 12 , for all
Method or 2 0 2 1 2
Change of
Variables x ∈ [0, 2].
Riemann 2 Let f be a continuous function on a closed interval [a, b].
Sums, Area
and Definite c ∈ [a, b], the function
For any Z
Integral x
The G (x) = f (t)dt; x ∈ [a, b] is an anti derivative of f
Fundamental
c
i.e. G ′ (x)
Theorem of
Calculus Z= f (x); ∀xZ ∈ [a, b] because
x c
Numerical
Integration G (x) = f (t)dt − f (t)dt.
a a
The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel

Anti-
Derivative, Theorem
Indefinite
Integral
(Second Fundamental Theorem of Calculus)
Substitution
Method or Let f : [a, b] −→ R be a continuous function, and F an
Change of
Z b
Variables
anti-derivative of f on [a, b], then f (t)dt = F (b) − F (a)
Riemann a
Sums, Area
and Definite
Integral

The
Fundamental
Theorem of
Calculus

Numerical
Integration
The Riemann
Integral

Mongi Blel & Theorem

Tariq Al
Fadhel Let f be a continuous function on an interval I . If u and v are
Anti- two differentiable functions on an interval J such that v (J) ⊂ I
Derivative,
Indefinite and u(J) ⊂ I , then the function
Integral

Substitution
Z v (x)
Method or
Change of
x 7−→ f (t)dt
Variables u(x)
Riemann
Sums, Area
and Definite
is differentiable on the interval J. Moreover
Integral
d  v (x)
Z 
The
Fundamental f (t)dt = v ′ (x)f (v (x)) − u ′ (x)f (u(x)); ∀x ∈ J.
Theorem of dx u(x)
Calculus

Numerical
Integration
 Example

The Riemann
Integral Z x2
d  
Mongi Blel &
Tariq Al
1 (t 3 + 1)7 dt = 2x(x 6 + 1)7 − 3(27x 3 + 1)7
Fadhel dx 3x
2
Anti-
Derivative, Z x2
Indefinite
d 1 1 1
Integral
dt = (2x) − (−
Substitution dx 1−x 4 + 3t 2 4+ 3 (x 2 )2 4 + 3 (1 − x)2
Method or
Change of 2x 1
Variables = + .
Riemann
4 + 3x 4
4 + 3 (1 − x)2
Sums, Area
and Definite Z 5p Z 5p
Integral d 2
3 t + 3 dt = 0 since t 2 + 3 dt is constant,
The
Fundamental
dx 0 0
Theorem of
Z 1
d
Calculus
4 u 2 cos(u) du = −x 2 cos(x),
Numerical dx x
Integration
 Numerical Integration

The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel

Anti-
Derivative,
Indefinite
Integral
Very often definite integration cannot be done in closed form.
Substitution
When this happens some simple and useful techniques are
Method or
Change of
needed to approximate the definite integrals. This section
Variables discuss two such simple and useful methods.
Riemann
Sums, Area
and Definite
Integral

The
Fundamental
Theorem of
Calculus

Numerical
Integration
 Trapezoidal Rule

The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel
Let f : [a, b] −→ R be a non negative continuous function. To
Anti- approximate the area under the graph of f , the function f on
Derivative,
Indefinite [xj , xj+1 ] is replaced by the polynomial P of degree 1 such that
Integral
P(xj ) = f (xj ) and P(xj+1 ) = f (xj+1 ). It is said that the
Substitution
Method or polynomial P interpolates the function f on the points xj and
Change of
Variables xj+1 . Then
Riemann
Sums, Area xj+1 − x x − xj
and Definite P(x) = f (xj ) + f (xj+1 ) .
Integral xj+1 − xj xj+1 − xj
The
Fundamental
Theorem of
Calculus

Numerical
Integration
The Riemann The area under the graph of P on the interval [xj , xj+1 ] is the
Integral
area of a trapezoid equal to
Mongi Blel &
Tariq Al
Fadhel 1
(xj+1 − xj )(f (xj+1 ) + f (xj+1 )).
Anti- 2
Derivative,
Indefinite
The area under the graph of f is approximated by
Integral
n
Substitution X 1
Method or (xj+1 − xj )(f (xj+1 ) + f (xj )).
Change of
Variables
2
j=1
Riemann
Sums, Area b−a
and Definite In the case where xj+1 − xj = , this area is approximated
Integral n
by
The
Fundamental  
Theorem of Z b n−1
Calculus b−a X
Numerical f (x)dx ≈ f (a) + 2 f (xj ) + f (b) .
Integration a 2n
j=1
This formula is called the trapezoidal rule.
The Riemann
Integral
This formula is exact for polynomials of degree at most 1.
y
Mongi Blel &
Tariq Al
Fadhel

Anti-
Derivative,
Indefinite
Integral

Substitution
Method or
Change of
Variables

Riemann
Sums, Area
and Definite
Integral

The
Fundamental
Theorem of
Calculus
x
a = a0

b = an
Numerical
Integration
The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel
Theorem
Anti-
Derivative,
Indefinite
Let f : [a, b] −→ R be a twice continuously differentiable
Integral function. The remainder for this method is approximated as
Substitution
Method or
follows
Change of
Variables
(b − a)3 M2
Riemann |Rn | ≤ , where M2 = sup |f (2) (x)|.
Sums, Area 12n2 x∈[a,b]
and Definite
Integral

The
Fundamental
Theorem of
Calculus

Numerical
Integration
 Example

The Riemann
Integral

Mongi Blel & Let f (x) = 2x − 1 and g (x) = x 2 + 3x − 1 defined on the

Tariq Al
Fadhel interval [1, 3]. Using trapezoidal method for n = 5. An
Z 3 Z 3
Anti-
Derivative,
approximation of the integrals f (x)dx and g (x)dx is
Indefinite 1 1
Integral given by:
Substitution 2k 4k 4k 2
Method or xk = 1 + , f (xk ) = 1 + and g (xk ) = 3 + 2k + .
Change of 5 5 25
Variables
4
Z 3 !
Riemann 1 X 4k
Sums, Area (2x − 1)dx ≈ 1+5+2 (1 + ) = 6.
and Definite
1 5 5
Integral k=1
The Z 3
Fundamental 3
(2x − 1)dx = x 2 − x 1 = 6.

Theorem of
Calculus
1
Numerical
Integration
The Riemann
Integral

Mongi Blel &

Tariq Al The reminder R = 0.
Fadhel

Anti- 4
!
Z 3
Derivative, 2 1 X 4k 2 4k
Indefinite (x + 3x − 1)dx ≈ 3 + 17 + 2 (1 + ) + 3(1 + )−1
Integral 1 5 5 5
k=1
4
!
Substitution
Method or 1 X 4k 2 1 3
Change of
= 20 + 2 ( + 2k + 3) = (93 + )
Variables
5 25 5 5
k=1

Riemann = 18.72.
Sums, Area
3 3
and Definite
x 3 3x 2
Z 
Integral 2 56
(x + 3x − 1)dx = + −x = .
The 1 3 2 1 3
Fundamental
Theorem of The reminder |R| ≤ 0.06.
Calculus

Numerical
Integration
 Example

The Riemann
Integral

Mongi Blel &

Tariq Al Z 1p
Fadhel
Approximation of the integral 1 + x + x 2 dx using
Anti- 0
Derivative, trapezoidal rule with n = 4.
Indefinite
Integral k xk f (xk ) mk mk f (xk )
Substitution 0 0 1 1 1
Method or
Change of 1 0.25 1.1456 2 2.2913
Variables

Riemann
2 0.5 1.3228 2 2.6457
Sums, Area
and Definite
3 0.75 1.5207 2 3.0414
Integral 4 1 1.73205 1 3.4641
The
Fundamental
12.44248
Theorem of
Calculus

Numerical
Integration
The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel Z 1p
Anti- 1 + x + x 2 dx ≈
Derivative,
Indefinite
0
Integral 1−0
[f (0) + 2f (0.25) + 2f (0.5) + 2f (0.75) + f (1)],
Substitution 2(4)
Method or Z 1p
Change of 1
Variables 1 + x + x 2 dx ≈ [12.44248] ≈ 1.5553.
0 8
Riemann
Sums, Area 1 1
and Definite The reminder R fulfills |R| ≤ 4 = .
Integral 4 256
The
Fundamental
Theorem of
Calculus

Numerical
Integration
 Example

The Riemann
Integral

Mongi Blel & Z 4

Tariq Al 1
Fadhel
Approximation of the integral dx using
2 x −1
Anti-
Derivative,
trapezoidal rule with n = 4.
Indefinite
Integral
k xk f (xk ) mk mk f (xk )
Substitution 0 2 1 1 1
Method or
Change of 1 2.5 0.6666 2 1.333
Variables
2 3 0.5 2 1
Riemann
Sums, Area 3 3.5 0.4 2 0.8
and Definite
Integral 4 4 0.3333 1 0.3333
The 4.1666
Fundamental Z 4
Theorem of 1 1
Calculus dx ≈ 1.0415. The reminder R fulfills |R| ≤ .
Numerical 2 x −1 12
Integration
 The Simpson Method

The Riemann
Integral
In this method, the function f on the interval [xj , xj+1 ] is
Mongi Blel &
Tariq Al replaced by the polynomial P of degree 2 which interpolates
Fadhel
the function f at the points xj , xj+1 and the middle point
x +x
Anti-
Derivative,
mj = j 2 j+1 .
Indefinite
Integral
xj+1 xj+1
xj+1 − xj
Z Z
Substitution
Method or f (x)dx ≈ Pj (x)dx = (f (xj )+f (xj+1 )+4f (mj )
Change of
Variables xj xj 6
Riemann
Sums, Area
and Definite
Integral (xj+1 − x)(x − mj ) (xj+1 − x)(x − xj )
Pj (x) = f (xj ) + f (mj )
The
Fundamental
(xj+1 − xj )(xj − mj ) (xj+1 − mj )(mj − xj )
Theorem of (x − xj )(x − mj )
Calculus + f (xj+1 ) .
Numerical
(xj+1 − xj )(xj+1 − mj )
Integration
The Riemann
Integral
xj+1 xj+1
xj+1 − xj
Mongi Blel &
Z Z
Tariq Al f (x)dx ≈ P2 (x)dx = (f (xj )+f (xj+1 )+4f (mj )
Fadhel
xj xj 6
Anti-
Derivative,
b−a
Indefinite
Integral
If the partition is uniform, xj+1 − xj = , then
n
Substitution
Method or
Change of n−1
Variables b−aX
Sn (f ) = (f (xj ) + f (xj+1 ) + 4f (mj ))
Riemann
Sums, Area
6n
j=0
and Definite
Integral n−1 n−1
b − a X X 
The = f (a) + f (b) + 2 f (xj ) + 4 f (mj ) .
Fundamental
Theorem of
6n
j=1 j=0
Calculus

Numerical
Integration
This formula is called The Simpson formula and it is exact
for polynomials of degree at most 3.
The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel
If the middle point is not used, taking n = 2m and
Anti-
Derivative, P = {x0 , x1 , . . . , x2m−1 } a partition of the interval [a, b]. The
Indefinite
Integral Simpson Formula has the following form
Substitution
Method or
Change of
m−1 m−1
Variables b − a X X 
Riemann Sn (f ) = f (a) + f (b) + 4 f (x2j+1 ) + 2 f (x2j ) .
Sums, Area 3n
and Definite j=0 j=1
Integral

The
Fundamental
Theorem of
Calculus

Numerical
Integration
 Example

The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel Let g (x) = x 2 + 3x − 1 and h(x) = x 3 defined on the interval
[1, 3]. Using Simpson method for n = 8, to approximate the
Anti-
Derivative, integrals
Indefinite Z 3 Z 3
Integral
(x 2 + 3x − 1)dx and x 3 dx.
Substitution
Method or
1 1
Change of k k 2k + 1
Variables xk = 1 + , x2k = 1 + and x2k+1 = 1 + ,
4 2 4
Riemann
Sums, Area
5k k2 3k 3k 2 k 3
and Definite g (xk ) = 3 + + and h(xk ) = 1 + + + .
Integral 4 16 4 16 64
The 3 3
!
Z 3
Fundamental 2 1 X X
Theorem of (x +3x−1)dx ≈ 3 + 17 + 4 g (x2k+1 ) + 2 g (x2k ) = 18.666
Calculus 1 12
k=0 k=1
Numerical
Integration
The Riemann
Integral

Mongi Blel &

Tariq Al k xk mk mk g (xk )
Fadhel
0 1 1 3
Anti- 1 5/4 4 17.25
Derivative,
Indefinite 2 3/2 2 11.5
Integral

Substitution
3 7/4 4 29.25
Method or
Change of
4 2 2 18
Variables 5 9/4 4 43.25
Riemann
Sums, Area
6 5/2 2 25.25
and Definite
Integral
7 11/4 4 59.25
The 8 3 1 17
Fundamental
Theorem of 224
Calculus

Numerical
Integration
 Example

The Riemann
Integral

Mongi Blel &

Tariq Al
Z 3p
Fadhel
Approximation of the integral 1 − x + x 2 dx using
1
Anti-
Derivative,
Simpson’s rule with n = 4.
Indefinite
Integral
k xk f (xk ) mk mk f (xk )
Substitution 0 1 1 1 1
Method or
Change of 1 1.5 1.32287 4 5.2915.3
Variables
2 2 1.73205 2 3.4641
Riemann
Sums, Area 3 2.5 2.179449 4 8.717798
and Definite
Integral 4 3 2.645751 1 2.645751
The 21.119181
Fundamental
Theorem of
Z 3p
Calculus 1 − x + x 2 dx ≈ 3.5198.
Numerical 1
Integration
The Riemann
Integral Theorem
Mongi Blel &
Tariq Al
Let f : [a, b] −→ R be a function of class C 4 on the interval
Fadhel [a, b]. If n = 2m and P = {x0 , x1 , . . . , x2m−1 } a partition of
Anti- the interval [a, b]. Then the remainder of the approximation of
Derivative,
Indefinite f by the following sum Sn
Integral

Substitution
Method or
m−1 m−1
Change of b − a X X 
Variables
Sn (f ) = f (a) + f (b) + 4 f (x2j+1 ) + 2 f (x2j ) .
Riemann 3n
Sums, Area j=0 j=1
and Definite
Integral
is approximated as follows:
The
Fundamental
Theorem of (b − a)5 M4
Calculus |Rn | ≤ , M4 = sup |f (4) (x)|.
Numerical 180n4 x∈[a,b]
Integration
 Example

The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel

Anti-
Derivative, p
Indefinite Let f (x) = 2 + x 2 defined on the interval [0, 2]. Use the
Integral

Substitution
Simpson
Z 2 p method for n = 6 to approximate the integral
Method or
Change of 2 + x 2 dx.
Variables
0
Riemann k
Sums, Area xk = ,
and Definite 3
Integral

The
Fundamental
Theorem of
Calculus

Numerical
Integration
The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel k xk mk mk√ f (xk )
Anti- 0 0 1 2
Derivative,
Indefinite 1 1/3 4 5.81186
Integral
2 2/3 2 3.1269438
Substitution
Method or 3 1 4 6.92820
Change of
Variables 4 4/3 2 3.8873
Riemann 5 5/3 4 8.7432513
Sums, Area
and Definite 6 2 1 2.44948974
Integral

The
32.361254842
Fundamental
Theorem of
Calculus

Numerical
Integration
The Riemann
Integral

Mongi Blel &

Tariq Al
Fadhel
Z 2p
Anti- 2 + x 2 dx ≈ 3.59569498.
Derivative,
Indefinite 0
1 1 ′′ 3
Integral
f (x) = (2 + x 2 ) 2 , f ′ (x) = x(2 + x 2 )− 2 , f (x) = 2(2 + x 2 )− 2 ,
5 7
f (3) (x) = −6x(2 + x 2 )− 2 , f (4) (x) = 12(2x 2 − 1)(2 + x 2 )− 2 and
Substitution
Method or
Change of 9
Variables f (5) (x) = 60x(3 − 2x 2 )(2 + x 2 )− 2 .
Riemann Using the variation of the function f (4) on the interval [0, 2],
Sums, Area
and Definite the value of M4 is 1.07 , then |R| ≤ 10−5 .
Integral

The
Fundamental
Theorem of
Calculus

Numerical
Integration