integrals

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INTEGRALS We saw in Section 5.1 that a limit of the form arises when we compute an area. We also saw that it arises when we try to find the distance traveled by an object. 1 1 2 lim ( *) lim[ ( *) ( *) ... ( *) ] n i n i n n fx x fx x fx x fx x Equation 1

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INTEGRALS. Equation 1. We saw in Section 5.1 that a limit of the form arises when we compute an area. We also saw that it arises when we try to find the distance traveled by an object. INTEGRALS. - PowerPoint PPT Presentation

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Page 1: INTEGRALS

INTEGRALS

We saw in Section 5.1 that a limit of the form

arises when we compute an area.

• We also saw that it arises when we try to find the distance traveled by an object.

1

1 2

lim ( *)

lim[ ( *) ( *) ... ( *) ]

n

in

i

nn

f x x

f x x f x x f x x

Equation 1

Page 2: INTEGRALS

INTEGRALS

It turns out that this same type of limit occurs in a

wide variety of situations even when f is not

necessarily a positive function.

Page 3: INTEGRALS

INTEGRALS

In Chapters 6 and 8, we will see that limits of the

form Equation 1 also arise in finding:

• Lengths of curves

• Volumes of solids

• Centers of mass

• Force due to water pressure

• Work

Therefore, we give this type of limit a special

name

and notation.

Page 4: INTEGRALS

5.2

The Definite Integral

INTEGRALS

Page 5: INTEGRALS

DEFINITE INTEGRAL

If f is a function defined for a ≤ x ≤ b, we divide

the interval [a, b] into n subintervals of equal

width ∆x = (b – a)/n.

• We let x0(= a), x1, x2, …, xn(= b) be the endpoints of these subintervals.

• We let x1*, x2*,…., xn* be any sample points in these subintervals, so xi* lies in the i th subinterval.

Definition 2

Page 6: INTEGRALS

DEFINITE INTEGRAL

Then, the definite integral of f from a to b is

provided that this limit exists.

If it does exist, we say f is integrable on [a, b].

1

( ) lim ( *)nb

ia ni

f x dx f x x

Definition 2

Page 7: INTEGRALS

DEFINITE INTEGRAL

The precise meaning of the limit that defines the

integral is as follows:

• For every number ε > 0 there is an integer N such that

for every integer n > N and for every choice of xi* in

[xi-1, xi].

1

( ) ( *)nb

iai

f x dx f x x

Page 8: INTEGRALS

INTEGRAL SIGN

The symbol ∫ was introduced by Leibniz and is

called an integral sign.

• It is an elongated S.

• It was chosen because an integral is a limit of sums.

Note 1

Page 9: INTEGRALS

In the notation ,

• f(x) is called the integrand.

• a and b are called the limits of integration; a is the lower limit and b is the upper limit.

• For now, the symbol dx has no meaning by itself; is all one symbol. The dx simply indicates that the independent variable is x.

( )b

af x dx

Note 1NOTATION

Page 10: INTEGRALS

DEFINITE INTEGRAL

The procedure of calculating an integral is called

integration.

The definite integral is a number.

It does not depend on x.

In fact, we could use any letter in place of x

without changing the value of the integral:

( )b

af x dx

( ) ( ) ( )b b b

a a af x dx f t dt f r dr

Note 2

Page 11: INTEGRALS

RIEMANN SUM

The sum

that occurs in Definition 2 is called a Riemann

sum.

• It is named after the German mathematician Bernhard Riemann (1826–1866).

1

( *)n

ii

f x x

Note 3

Page 12: INTEGRALS

RIEMANN SUM

So, Definition 2 says that the definite integral of an

integrable function can be approximated to within

any desired degree of accuracy by a Riemann sum.

Note 3

Page 13: INTEGRALS

RIEMANN SUM

We know that, if f happens to be positive, the

Riemann sum can be interpreted as:

• A sum of areas of approximating rectangles

Note 3

Page 14: INTEGRALS

RIEMANN SUM

Comparing Definition 2 with the definition of area

in Section 5.1, we see that the definite integral

can be interpreted as:

• The area under the curve y = f(x) from a to b

( )b

af x dx

Note 3

Page 15: INTEGRALS

RIEMANN SUM

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

• That is, the areas of the gold rectangles minus the areas of the blue rectangles

Note 3

Page 16: INTEGRALS

NET AREA

A definite integral can be interpreted as a net area,

that is, a difference of areas:

• A1 is the area of the region above the x-axis and below the graph of f.

• A2 is the area of

the region below

the x-axis and above the graph

of f.

1 2( )b

af x dx A A

Note 3

Page 17: INTEGRALS

UNEQUAL SUBINTERVALS

Though we have defined by dividing

[a, b] into subintervals of equal width, there are

situations in which it is advantageous to work with

subintervals of unequal width.

• In Exercise 14 in Section 5.1, NASA provided velocity data at times that were not equally spaced.

• We were still able to estimate the distance traveled.

( )b

af x dx

Note 4

Page 18: INTEGRALS

UNEQUAL SUBINTERVALS

There are methods for numerical integration that

take advantage of unequal subintervals.

Note 4

Page 19: INTEGRALS

UNEQUAL SUBINTERVALS

If the subinterval widths are ∆x1, ∆x2, …, ∆xn, we

have to ensure that all these widths approach 0 in

the limiting process.

• This happens if the largest width, max ∆xi , approaches 0.

Note 4

Page 20: INTEGRALS

UNEQUAL SUBINTERVALS

Thus, in this case, the definition of a definite

integral becomes:

max 01

( ) lim ( *)i

nb

i ia xi

f x dx f x x

Note 4

Page 21: INTEGRALS

INTEGRABLE FUNCTIONS

We have defined the definite integral for an

integrable function.

However, not all functions are integrable.

Note 5

Page 22: INTEGRALS

INTEGRABLE FUNCTIONS

The following theorem shows that the most

commonly occurring functions are, in fact,

integrable.

• It is proved in more advanced courses.

Page 23: INTEGRALS

INTEGRABLE FUNCTIONS

If f is continuous on [a, b], or if f has only a

finite number of jump discontinuities, then f is

integrable on [a, b].

That is, the definite integral exists.( )b

af x dx

Theorem 3

Page 24: INTEGRALS

INTEGRABLE FUNCTIONS

If f is integrable on [a, b], then the limit in

Definition 2 exists and gives the same value, no

matter how we choose the sample points xi*.

To simplify the calculation of the integral, we

often take the sample points to be right endpoints.

• Then, xi* = xi and the definition of an integral simplifies as follows.

Page 25: INTEGRALS

INTEGRABLE FUNCTIONS

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

where

1

( ) lim ( )i

nb

ia ni

f x dx f x x

and i

b ax x a i x

n

Theorem 4

Page 26: INTEGRALS

DEFINITE INTEGRAL

Express

as an integral on the interval [0, π].

• Comparing the given limit with the limit in Theorem 4, we see that they will be identical if we choose

f(x) = x3 + x sin x.

3

1

lim ( sin )n

i i i in

i

x x x x

Example 1

Page 27: INTEGRALS

DEFINITE INTEGRAL

We are given that a = 0 and b = π.

So, by Theorem 4, we have:

3 3

01

lim ( sin ) ( sin )n

i i i in

i

x x x x x x x dx

Example 1

Page 28: INTEGRALS

DEFINITE INTEGRAL

Later, when we apply the definite integral to

physical situations, it will be important to

recognize limits of sums as integrals—as we did

in Example 1.

When Leibniz chose the notation for an integral,

he chose the ingredients as reminders of the

limiting process.

Page 29: INTEGRALS

DEFINITE INTEGRAL

In general, when we write

we replace:

• lim Σ by ∫

• xi* by x

• ∆x by dx

1

lim ( *) ( )n b

i ani

f x x f x dx

Page 30: INTEGRALS

EVALUATING INTEGRALS

When we use a limit to evaluate a definite integral,

we need to know how to work with sums.

The following three equations give formulas for

sums of powers of positive integers.

Page 31: INTEGRALS

EVALUATING INTEGRALS

Equation 5 may be familiar to you from a course in

algebra.

1

( 1)

2

n

i

n ni

Equation 5

Page 32: INTEGRALS

EVALUATING INTEGRALS

Equations 6 and 7 were discussed in Section 5.1

and are proved in Appendix E.

2

1

( 1)(2 1)

6

n

i

n n ni

23

1

( 1)

2

n

i

n ni

Equation 6 and 7

Page 33: INTEGRALS

EVALUATING INTEGRALS

The remaining formulas are simple rules for

working with sigma notation:

Eqns. 8, 9, 10 & 11

1

n

i

c nc

1 1

n n

i ii i

ca c a

1 1 1

( )n n n

i i i ii i i

a b a b

1 1 1

( )n n n

i i i ii i i

a b a b

Page 34: INTEGRALS

EVALUATING INTEGRALS

a. Evaluate the Riemann sum for f (x) = x3 – 6x

taking the sample points to be right endpoints and

a = 0, b = 3, and n = 6.

b. Evaluate .3 3

0( 6 )x x dx

Example 2

Page 35: INTEGRALS

EVALUATING INTEGRALS

With n = 6,

• The interval width is:

• The right endpoints are:

x1 = 0.5, x2 = 1.0, x3 = 1.5, x4 = 2.0, x5 = 2.5, x6 = 3.0

3 0 1

6 2

b ax

n

Example 2a

Page 36: INTEGRALS

EVALUATING INTEGRALS

So, the Riemann sum is:

6

61

12

( )

(0.5) (1.0) (1.5)

(2.0) (2.5) (3.0)

( 2.875 5 5.625 4 0.625 9)

3.9375

ii

R f x x

f x f x f x

f x f x f x

Example 2a

Page 37: INTEGRALS

EVALUATING INTEGRALS

Notice that f is not a positive function.

So, the Riemann sum does not represent a sum of

areas of rectangles.

Example 2a

Page 38: INTEGRALS

EVALUATING INTEGRALS

However, it does represent the sum of the areas of

the gold rectangles (above the x-axis) minus the sum

of the areas of the blue rectangles (below the x-axis).

Example 2a

Page 39: INTEGRALS

EVALUATING INTEGRALS

With n subintervals, we have:

Thus, x0 = 0, x1 = 3/n, x2 = 6/n, x3 = 9/n.

In general, xi = 3i/n.

3b ax

n n

Example 2b

Page 40: INTEGRALS

EVALUATING INTEGRALS

Since we are using right endpoints, we can use

Theorem 4, as follows.

Example 2b

3 3

01 1

3

1

33

1

3 3( 6 ) lim ( ) lim

3 3 3lim 6 (Eqn. 9 with 3/ )

3 27 18lim

n n

in ni i

n

ni

n

ni

ix x dx f x x f

n n

i ic n

n n n

i in n n

Page 41: INTEGRALS

EVALUATING INTEGRALS

34 2

1 1

2

4 2

2

81 54lim (Eqns. 11 & 9)

81 ( 1) 54 ( 1)lim (Eqns. 7 & 5)

2 2

81 1 1lim 1 27 1

4

81 2727 6.75

4 4

n n

ni i

n

n

i in n

n n n n

n n

n n

Example 2b

Page 42: INTEGRALS

EVALUATING INTEGRALS

This integral can not be interpreted as an area

because f takes on both positive and negative

values.

Example 2b

Page 43: INTEGRALS

EVALUATING INTEGRALS

However, it can be interpreted as the difference

of areas A1 – A2, where A1 and A2 are as shown.

Example 2b

Page 44: INTEGRALS

EVALUATING INTEGRALS

This figure illustrates the calculation by showing

the positive and negative terms in the right

Riemann sum Rn for n = 40.

Example 2b

Page 45: INTEGRALS

EVALUATING INTEGRALS

The values in the table show the Riemann sums

approaching the exact value of the integral, – 6.75,

as n → ∞.

Example 2b

Page 46: INTEGRALS

EVALUATING INTEGRALS

A much simpler method for evaluating the integral

in Example 2 will be given in Section 5.3

Page 47: INTEGRALS

EVALUATING INTEGRALS

a.Set up an expression for as a limit of

sums.

b.Use a computer algebra system (CAS) to

evaluate the expression.

3

1xe dx

Example 3

Page 48: INTEGRALS

EVALUATING INTEGRALS

Here, we have f (x) = ex, a = 1, b = 3, and

So, x0 = 1, x1 = 1 + 2/n, x2 = 1 + 4/n,

x3 = 1 + 6/n, and

xi = 1 + 2i / n

2

b ax

n n

Example 3a

Page 49: INTEGRALS

EVALUATING INTEGRALS

From Theorem 4, we get:

3

11

1

1 2 /

1

lim ( )

2 2lim 1

2lim

nx

in

i

n

ni

ni n

ni

e dx f x x

if

n n

en

Example 3a

Page 50: INTEGRALS

EVALUATING INTEGRALS

If we ask a CAS to evaluate the sum and simplify,

we obtain:

(3 2) / ( 2) /1 2 /

2 /1 1

n n n nn

i nn

i

e ee

e

Example 3b

Page 51: INTEGRALS

EVALUATING INTEGRALS

Now, we ask the CAS to evaluate the limit:

(3 2) / ( 2) /3

2 /1

3

2lim

1

n n n n

xnn

e ee dx

n e

e e

Example 3b

Page 52: INTEGRALS

EVALUATING INTEGRALS

We will learn a much easier method for the

evaluation of integrals in the next section.

Example 3b

Page 53: INTEGRALS

EVALUATING INTEGRALS

Evaluate the following integrals by interpreting

each in terms of areas.

a.

b.

1 2

01 x dx

3

0( 1) x dx

Example 4

Page 54: INTEGRALS

EVALUATING INTEGRALS

Since , we can interpret this

integral as the area under the curve

from 0 to 1.

2( ) 1 0 f x x21 y x

Example 4a

Page 55: INTEGRALS

EVALUATING INTEGRALS

However, since y2 = 1 – x2, we get:

x2 + y2 = 1

• This shows that the graph of f is the quarter-circle with radius 1.

Example 4a

Page 56: INTEGRALS

EVALUATING INTEGRALS

Therefore,

• In Section 7.3, we will be able to prove that the area of a circle of radius r is π r2.

1 2 2140

1 (1)4

x dx

Example 4a

Page 57: INTEGRALS

EVALUATING INTEGRALS

The graph of y = x – 1

is the line with slope 1

shown here.

• We compute the integral as the difference of the areas of the two triangles:

31 1

1 2 2 20( 1) (2 2) (1 1) 1.5 x dx A A

Example 4b

Page 58: INTEGRALS

MIDPOINT RULE

We often choose the sample point xi* to be the right

endpoint of the i th subinterval because it is

convenient for computing the limit.

However, if the purpose is to find an approximation

to an integral, it is usually better to choose xi* to be

the midpoint of the interval.

• We denote this by . ix

Page 59: INTEGRALS

MIDPOINT RULE

Any Riemann sum is an approximation to an

integral.

However, if we use midpoints, we get the

following approximation.

Page 60: INTEGRALS

THE MIDPOINT RULE

1

1

11 12

( ) ( )

( ) ... ( )

where

and ( ) midpoint of ,

nb

ia

i

n

i i i i i

f x dx f x x

x f x f x

b ax

n

x x x x x

Page 61: INTEGRALS

MIDPOINT RULE

Use the Midpoint Rule with n = 5 to approximate

• The endpoints of the five subintervals are:

1, 1.2, 1.4, 1.6, 1.8, 2.0

• So, the midpoints are: 1.1, 1.3, 1.5, 1.7, 1.9

2

1

1 dx

x

Example 5

Page 62: INTEGRALS

MIDPOINT RULE

• The width of the subintervals is:

∆x = (2 - 1)/5 = 1/5

• So, the Midpoint Rule gives:

2

1

1(1.1) (1.3) (1.5) (1.7) (1.9)

1 1 1 1 1 1

5 1.1 1.3 1.5 1.7 1.9

0.691908

dx x f f f f fx

Example 5

Page 63: INTEGRALS

MIDPOINT RULE

As f(x) = 1/x for 1 ≤ x ≤ 2,

the integral represents an

area, and the approximation

given by the rule is the sum

of the areas of the rectangles

shown.

Example 5

Page 64: INTEGRALS

MIDPOINT RULE

At the moment, we do not know how accurate the

approximation in Example 5 is.

• However, in Section 7.7, we will learn a method for estimating the error involved in using the rule.

• At that time, we will discuss other methods for approximating definite integrals.

Page 65: INTEGRALS

MIDPOINT RULE

If we apply the rule to

the integral in Example

2, we get this picture.

Page 66: INTEGRALS

MIDPOINT RULE

The approximation

M40 = -6.7563

is much closer to the true

value -6.75 than the right

endpoint approximation,

R40 = -6.3998,

in the earlier figure.

Page 67: INTEGRALS

PROPERTIES OF DEFINITE INTEGRAL

When we defined the definite integral

we implicitly assumed that a < b.

However, the definition as a limit of Riemann

sums makes sense even if a > b.

( )b

af x dx

Page 68: INTEGRALS

Notice that, if we reverse a and b, then ∆x changes

from (b – a)/n to (a – b)/n.

Therefore,

If a = b, then ∆x = 0, and so

( ) ( ) a b

b af x dx f x dx

( ) 0a

bf x dx

PROPERTIES OF DEFINITE INTEGRAL

Page 69: INTEGRALS

PROPERTIES OF INTEGRALS

We now develop some basic properties of integrals

that will help us evaluate integrals in a simple

manner.

Page 70: INTEGRALS

We assume f and g are continuous functions.

1. ( ), where c is any constant

2. ( ) ( ) ( ) ( )

3. ( ) ( ) , where c is any constant

4. ( ) ( ) ( ) ( )

b

a

b b b

a a a

b b

a a

b b b

a a a

c dx c b a

f x g x dx f x dx g x dx

c f x dx c f x dx

f x g x dx f x dx g x dx

PROPERTIES OF DEFINITE INTEGRAL

Page 71: INTEGRALS

PROPERTY 1

This says that the integral of a constant function

f(x) = c is the constant times the length of the

interval.

( ), where c is any constant b

ac dx c b a

Page 72: INTEGRALS

PROPERTY 1

If c > 0 and a < b, this is to be expected, because

c(b – a) is the area of the shaded rectangle here.

Page 73: INTEGRALS

PROPERTY 2

Property 2 says that the integral of a sum is the

sum of the integrals.

For positive functions, it says that the area under

f + g is the area under f plus the area under g.

( ) ( ) ( ) ( ) b b b

a a af x g x dx f x dx g x dx

Page 74: INTEGRALS

PROPERTY 2

The figure helps us understand why this is true.

• In view of how graphical addition works, the

corresponding vertical

line segments have equal

height.

Page 75: INTEGRALS

PROPERTY 2

In general, Property 2 follows from Theorem 4 and

the fact that the limit of a sum is the sum of the

limits:

1

1 1

1 1

( ) ( ) lim ( ) ( )

lim ( ) ( )

lim ( ) lim ( )

( ) ( )

nb

i ia ni

n n

i ini i

n n

i in n

i i

b b

a a

f x g x dx f x g x x

f x x g x x

f x x g x x

f x dx g x dx

Page 76: INTEGRALS

PROPERTY 3

Property 3 can be proved in a similar manner and

says that the integral of a constant times a function

is the constant times the integral of the function.

• That is, a constant (but only a constant) can be taken in front of an integral sign.

( ) ( ) , where c is any constant b b

a ac f x dx c f x dx

Page 77: INTEGRALS

PROPERTY 4

Property 4 is proved by writing f – g = f + (-g) and

using Properties 2 and 3 with c = -1.

( ) ( ) ( ) ( ) b b b

a a af x g x dx f x dx g x dx

Page 78: INTEGRALS

PROPERTIES OF INTEGRALS

Use the properties of integrals to evaluate

• Using Properties 2 and 3 of integrals, we have:

1 2

0(4 3 ) x dx

1 1 12 2

0 0 0

1 1 2

0 0

(4 3 ) 4 3

4 3

x dx dx x dx

dx x dx

Example 6

Page 79: INTEGRALS

PROPERTIES OF INTEGRALS

• We know from Property 1 that:

• We found in Example 2 in Section 5.1 that:

1

04 4(1 0) 4 dx

1 2 130

x dx

Example 6

Page 80: INTEGRALS

PROPERTIES OF INTEGRALS

• Thus,

1 1 12 2

0 0 0

13

(4 3 ) 4 3

4 3 5

x dx dx x dx

Example 6

Page 81: INTEGRALS

PROPERTY 5

Property 5 tells us how to combine integrals of the

same function over adjacent intervals:

In general, Property 5 is not easy to prove.

( ) ( ) ( ) c b b

a c af x dx f x dx f x dx

Page 82: INTEGRALS

PROPERTY 5

However, for the case where f(x) ≥ 0 and a < c < b,

it can be seen from the geometric interpretation in

the figure.

• The area under y = f(x) from a to c plus the area

from c to b is equal to

the total area from a to b.

Page 83: INTEGRALS

PROPERTIES OF INTEGRALS

If it is known that

find:

10 8

0 0( ) 17 and ( ) 12 f x dx f x dx

Example 7

10

8( ) f x dx

Page 84: INTEGRALS

PROPERTIES OF INTEGRALS

By Property 5, we have:

So,

8 10 10

0 8 0( ) ( ) ( ) f x dx f x dx f x dx

10 10 8

8 0 0( ) ( ) ( )

17 12

5

f x dx f x dx f x dx

Example 7

Page 85: INTEGRALS

PROPERTIES OF INTEGRALS

Properties 1–5 are true whether:

• a < b

• a = b

• a > b

Page 86: INTEGRALS

COMPARISON PROPERTIES OF THE INTEGRAL

These properties, that compare sizes of functions

and sizes of integrals, are true only if a ≤ b.

6. If ( ) 0 for , then ( ) 0

7. If ( ) ( ) for , then ( ) ( )

8. If ( ) for , then

( ) ( ) ( )

b

a

b b

a a

b

a

f x a x b f x dx

f x g x a x b f x dx g x dx

m f x M a x b

m b a f x dx M b a

Page 87: INTEGRALS

PROPERTY 6

If f(x) ≥ 0, then represents the area

under the graph of f. Thus, the geometric

interpretation of the property is simply that

areas are positive.

• However, the property can be proved from the definition of an integral.

( )b

af x dx

If ( ) 0 for , then ( ) 0 b

af x a x b f x dx

Page 88: INTEGRALS

PROPERTY 7

Property 7 says that a bigger function has a bigger

integral.

• It follows from Properties 6 and 4 because f - g ≥ 0.

If ( ) ( ) for ,

then ( ) ( )

b b

a a

f x g x a x b

f x dx g x dx

Page 89: INTEGRALS

PROPERTY 8

Property 8 is illustrated for the case where f(x) ≥ 0.

If ( ) for ,

then ( ) ( ) ( )

b

a

m f x M a x b

m b a f x dx M b a

Page 90: INTEGRALS

PROPERTY 8

If f is continuous, we could take m and M to be the

absolute minimum and maximum values of f on

the interval [a, b].

Page 91: INTEGRALS

PROPERTY 8

In this case, Property 8 says that:

• The area under the graph of f is greater than the area of the rectangle with height m and less than the area of the rectangle with height M.

Page 92: INTEGRALS

PROPERTY 8 - PROOF

Since m ≤ f(x) ≤ M, Property 7 gives:

Using Property 1 to evaluate the integrals on the

left and right sides, we obtain:

( ) b b b

a a am dx f x dx M dx

( ) ( ) ( ) b

am b a f x dx M b a

Page 93: INTEGRALS

PROPERTY 8

Property 8 is useful when all we want is a rough

estimate of the size of an integral without going to

the bother of using the Midpoint Rule.

Page 94: INTEGRALS

PROPERTY 8

Use Property 8 to estimate

• is a decreasing function on [0, 1].

• So, its absolute maximum value is M = f(0) = 1 and its absolute minimum value is m = f(1) = e

-1.

21

0

xe dx

2

( ) xf x e

Example 8

Page 95: INTEGRALS

PROPERTY 8

• Thus, by Property 8,

or

• As e-1 ≈ 0.3679, we can write:

211

0(1 0) 1(1 0) xe e dx

21

00.367 1xe dx

Example 8

211

01 xe e dx

Page 96: INTEGRALS

PROPERTY 8

The result of Example 8

is illustrated here.

• The integral is greater than the area of the lower rectangle and less than the area of the square.