Chapter 3.

Integration
3.1

Indefinite Integral

Integration can be considered as the antithesis of differentiation, and they are subtly linked by the Fundamental Theorem of Calculus. We first introduce indefinite integration as an inverse of differentiation.
3.1.1

Antiderivatives

A (differentiable) function F (x) is an antiderivative

of a function f (x) if
F 0(x) = f (x)
for all x in the domain of f.

MA1505 Chapter 3. Integration

The set of all antiderivatives of f is

the indefinite integral of f with respect to x, denoted by

Z
f (x) dx.

Terminology:
f : integrand of the integral x : variable of integration
3.1.2

Constant of Integration

Any constant function has zero derivative. Hence

the antiderivatives of the zero function are all the
constant functions.
If F 0(x) = f (x) = G0(x), then G(x) = F (x) + C,

MA1505 Chapter 3. Integration

where C is some constant. So

Z
f (x)dx = F (x) + C.
C here is called the constant of integration or an
arbitrary constant.

Thus,

Z
f (x) dx = F (x) + C
means the same as
d
F (x) = f (x).
dx
In words,
indefinite integral and antiderivative (of a function) differ by an arbitrary constant.

MA1505 Chapter 3. Integration

Integral formulas

3.1.3

xn+1
1. x dx =
+ C, n 6= 1, n rational
n+1
Z
Z
1 dx = dx = x + C (Special case, n = 0)
n

Z
2.

sin kx dx =
Z

3.

cos kx dx =
Z

cos kx
+C
k

sin kx
+C
k

sec2 x dx = tan x + C

4.
Z

csc2x dx = cot x + C

5.
Z
6.

sec x tan x dx = sec x + C

Z

7.

cscx cot x dx = cscx + C

MA1505 Chapter 3. Integration

Rules for indefinite integration

3.1.4

1.

kf (x) dx = k

f (x) dx,

k = constant (independent of x)
Z

2.

f (x) dx =

f (x) dx

(Rule 1 with k = 1)
Z

f (x) g(x) dx =

3.
3.1.5

Z
f (x) dx

g(x) dx

Example

Find the curve in the xy-plane which passes through

the point (9, 4) and whose slope at each point (x, y)

is 3 x.
Solution. The curve is given by y = y(x), satisfying

dy
(i)
=3 x
dx

and

(ii) y(9) = 4.
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MA1505 Chapter 3. Integration

Solving (i), we get

Z
y=
By (ii),

x3/2
3 x dx = 3
+ C = 2x3/2 + C.
3/2
4 = (2)93/2 + C = (2)27 + C,

C = 4 54 = 50.
Hence

y = 2x3/2 50.

3.2
3.2.1

MA1505 Chapter 3. Integration

Riemann Integrals
Area under a curve

Let f = f (x) be a non-negative continuous function

f = f (x) on an interval [a, b].
Partition [a, b] into n consecutive sub-intervals [xi1, xi]
(i = 1, 2, . . . , n) each of length x =

ba
, where
n

we set a = x0, b = xn, and x1, x2, , xn1 to be

successive points between a and b with xk xk1 =
x.
Let ck be any intermediate point in the sub-interval
[xk1, xk ] .
Then the sum
S=

n
X

f (ck )x

k=1
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MA1505 Chapter 3. Integration

gives an approximate area under the curve of y =

f (x) from x = a to x = b .
The exact area A under the curve of y = f (x) is
achieved by letting the partition of the interval [a, b]
tends to infinity:
A = lim

n
X

3.2.2

f (ck )x.

k=1

Riemann Integral

Let us continue with the notation as in the previous

section and denote the limit by I.

lim

n
X

f (ck ) x = I.

k=1

We call I the Riemann integral (or definite

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MA1505 Chapter 3. Integration

integral) of f over [a, b] and we write

Z
I=

f (x) dx.
a

3.2.3

Terminology
Z

f (x)dx
a

[a, b] : the interval of integration

a : lower limit of integration
b : upper limit of integration
x : variable of integration
f (x) : the integrand
x is a dummy variable, i.e.
Z

f (x) dx =
a

f (u) du =
a

f (t) dt, etc.

a

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MA1505 Chapter 3. Integration

Rules of algebra for definite integrals

3.2.4

1.

f (x) dx = 0
a

2.

f (x) dx =

f (x) dx

kf (x) dx = k

3.
a

f (x) dx,

(any constant k)
!
Z

a
b

In particular,

f (x) dx =
a

Z
4.

f (x) dx
a

f (x) g(x) dx =

f (x) dx
a

g(x) dx
a

5. If f (x) g(x) on [a, b], then

f (x) dx
a

g(x) dx.
a

In particular, if f (x) 0 on [a, b], then

Z

f (x) dx 0.
a
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MA1505 Chapter 3. Integration

6. If f is continuous on the interval joining a, b

and c, then
Z b
Z c
Z c
f (x) dx +
f (x) dx =
f (x) dx
a
3.3

The Fundamental Theorem of Calculus

Part 1

3.3.1

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

Z x
F (x) =
f (t) dt

(1)

has a derivative at every point of [a, b], and

Z x
d
d
F (x) =
f (t) dt = f (x).
dx
dx a
Examples

3.3.2

x
d
cos t dt =
dx
Z x
d
dt
=
dx 0 1 + t2
11

(2)

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d
dx

MA1505 Chapter 3. Integration

3.3.3

x2

cos t dt =
1

Part 2

If f is continuous at every point of [a, b] and F is

any antiderivative of f on [a, b],
then

Proof.

f (x)dx = F (b) F (a).

a
Z x
Set G(x) =
f (t) dt.
a

By the Fundamental Theorem of Calculus, Part 1,

above,
d
d
G0(x) = G(x) =
dx
dx
We also know that

f (t) dt = f (x).
a

F 0(x) = f (x). Thus G0(x) =

F 0(x) for x [a, b] .

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MA1505 Chapter 3. Integration

Hence we have F (x) = G(x) + c throughout [a, b]

for some constant c. Thus

F (b) F (a) = G(b) + c G(a) + c

= G(b) G(a)
Z b
Z a
=
f (t) dt
f (t) dt
a
Za b
=
f (t) dt.
a

Examples

3.3.4

cos x dx =
Z0 2

t2 dt =

Z0 2

(4 u2) du =

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3.4

MA1505 Chapter 3. Integration

Integration by substitution
Z

To evaluate

0
f g(x) g (x) dx where f and g 0 are

continuous:
du
1. Set u = g(x). Then g (x) =
, the given
dx
Z
integral becomes
f (u) du.
0

2. Integrate with respect to u.

3. Replace u by g(x) in the result of step 2.
Examples

3.4.1

Z
(x2 + 2x 3)2(x + 1) dx =

Z
sin4 x cos x dx =

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MA1505 Chapter 3. Integration

3.4.2

Substitution in definite integrals

The limits change accordingly:

Z

Z
f (g(x)) g 0(x) dx =

g(b)

f (u) du.
g(a)

Note that in general we require g 0 0 or g 0 0 in

[a, b] .
3.4.3

Example
Z

I=

/4

tan x sec2 x dx =

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3.5

MA1505 Chapter 3. Integration

Integration by parts

Integration by parts is a technique for evaluating integrals of the form

Z
f (x)g(x) dx
in which f can be differentiated repeatedly and g
can be integrated without difficulty.
Recall the product rule
d
dv
du
(uv) = u
+v
dx
dx
dx
In differential form it becomes
d(uv) = u dv + v du
or, equivalently,
u dv = d(uv) v du.
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MA1505 Chapter 3. Integration

Thus we have the

mula:

Integration-by-parts For-

Z
u dv = uv

or,

Z
u

3.5.1

dv
dx = uv
dx

v du

Z
v

du
dx.
dx

Example
Z

Evaluate I =

x cos x dx.

Solution.
Z

I =

x cos x dx = x d(sin x)
Z
= x sin x sin x dx

= x sin x + cos x + C

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3.5.2

MA1505 Chapter 3. Integration

Exercise

Evaluate
Z
(a)
ln x dx
Z
(b)
x2ex dx
Z 1
(c)
xex dx
Z0
(d) ex cos x dx
3.6

Z
(Hint: Consider also

ex sin x dx.)

Area between two curves

If f1 and f2 are continuous functions with f1(x)

f2(x) in the interval a x b, then the area of the
region between the curves y = f1(x) and y = f2(x)
from a to b is the integral of f2 f1 from a to b,

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MA1505 Chapter 3. Integration

i.e.

Area =

f2(x) f1(x) dx.

(1)

This is the basic formula.

If the curves only cross at one or both end points of
[a, b], we apply (1) once to find the area. If the curves
cross within the interval [a, b], we need to apply (1)
more than once. Thus, to find the area of the region
between two curves
(i) Sketch the curves and determine the crossing points.
(ii) Evaluate the area(s) using (1). Or, integrate
|f2 f1| over [a, b].

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3.6.1

MA1505 Chapter 3. Integration

Example

Find area enclosed by the parabola y = 2 x2 and

the line y = x.

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