MINH CITY
INTERNATIONAL UNIVERSITY
Chapter 4: Integration
Calculus 1
Lecturer: Nguyen Minh Quan, PhD
quannm@hcmiu.edu.vn
4 Techniques of Integration
5 Approximate Integration
6 Improper Integrals
Assume that a car was moving with constant velocity v (m/s) during
the time t1 and t2 . Then the distance that this car traveled on [t1 , t2 ]
is S = v × (t2 − t1 ).
This quantity equals to the area bounded by the horizontal line y = v
and the two vertical lines x = t1 , x = t2 .
When the velocity of the car is not constant; that is, v varies in time
v = v (t). What is the distance traveled by this car?
The idea behind the computing this area is that we can effectively
compute such quantities by breaking it into small pieces and then
summing the contributions from each piece.
We divide [a, b] into N closed subinterval so that
a = x0 < x1 < x2 < ... < xn−1 < xN = b
and
∆xi → 0 as N → ∞
[For example, ∆xi = (b − a)/N, for all i = 1, .., N]
Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 6 / 80
1. Areas under Curves
Definition
The area S of the region under a nonnegative, continuous function f is the
limit of the sum of the areas of approximating rectangles:
N
X
S = lim SP = lim f (ci ) ∆xi
N→∞ n→∞
i=1
Definition
The definite integral of a nonnegative, continuous function f over [a, b] is
the limit of Riemann sums (that is, the limit of the sum of the areas of
approximating rectangles) and is denoted by the integral sign:
Zb N
X
f (x)dx = lim SP = lim f (ci ) ∆xi
N→∞ N→∞
a i=1
Example
R1
Set up an expression for xdx as a limit of sums and evaluate the limit.
0
Solution:
Choose ci = xi = i/N, ∆xi = 1/N, i = 1, .., N (ci are right endpoints).
Z1 N N
X i 1 X i 1
xdx = lim f = lim
N→∞ N N N→∞ N N
0 i=1 i=1
Thus,
Z1 N
1 X N (N + 1) 1
xdx = lim 2
i = lim 2
=
N→∞ N N→∞ 2N 2
0 i=1
Zb
f (x)dx = net area
a
Theorem
If f is continuous on [a, b] then f is integrable on [a, b].
Definition
The definite integral of an integrable function f over [a, b] is the limit of
Riemann sums (that is, the limit of the sum of the areas of approximating
rectangles) and is denoted by the integral sign:
Zb N
X
f (x)dx = lim SP = lim f (ci ) ∆xi
N→∞ N→∞
a i=1
Example
Use the properties of integrals to evaluate
Z3
1 + x 3 dx
−3
Solution
Z3 Z3 Z3
3
x 3 dx = 6
1+x dx = 1dx +
−3 −3 −3
Since the first integral is the area of the rectangle of the sides 6 and 1. the
second integral is zero due to the the fact that x 3 is an odd function.
Theorem
If f is continuous on [a, b] then there exists c ∈ [a, b] such that
Z b
f (x)dx = f (c)(b − a)
a
Definition
The value f (c) is called the average value or mean value of f on [a, b],
Zb
1
fav = f (x)dx.
b−a
a
Example
Find the mean value of the function f (x) = 1 + x 3 on the interval [−3, 3].
Calculating integrals by taking the limit of Riemann sums is often long and
difficult. There is a more effective way to calculate integrals. This effective
way is based on the relationship between integration and differentiation
which is called The Fundamental Theorem of Calculus.
Calculating integrals by taking the limit of Riemann sums is often long and
difficult. There is a more effective way to calculate integrals. This effective
way is based on the relationship between integration and differentiation
which is called the Fundamental Theorem of Calculus (FTC).
Zb
f (x)dx = G (b) − G (a) := G (x)|ba
a
Example
(a) Find the average value of f (x) = e −x + cosx on − π2 , 0 .
R2 2
(b) Find the derivatives of A (x) = e −t dt.
x
Rx 3 2
(c) Find the derivatives of B (x) = e −t dt.
x2
Solution
(a) The average value is
Z0
0
1 −x 2 −x 2
= (e π/2 − 1)
e + cos x dx = −e + sin x
0 − − π2
π − π π
− π2 2
Solution (Cont.)
Rx 2 2
(b) A (x) = − e −t dt ⇒ A0 (x) = −e −x .
2
2 Rx 2
(c) Let F be an antiderivative of e −t , i.e, F (x) = e −t dt for any a.
a
x3
Z x2
Z
−t 2 2
B (x) = e dt − e −t dt = F (x 3 ) − F (x 2 ).
0 0
d d d
F x3 − F x 2 = 3x 2 F 0 x 3 − 2xF 0 x 2 =
Thus, B(x) =
dx
6 4
dx dx
3x 2 e −x − 2xe −x .
Example
R 1 5 √
(a) Find 0 (2x + 2 x − 1) dx.
(b) Find the area under the curve y = 1/x 2 and above y = 0 between
x = 1 and x = 2.
Zb Zb
dF
f (x)dx = dx = F (b) − F (a)
dx
a a
Zt2
dP
dt = P (t2 ) − P (t1 )
dt
t1
3. If an object move along a straight line with position function s(t), then
its velocity is v (t) = s 0 (t), so the change of position (displacement) of the
object during the time period from t1 to t2 is
Zt2
v (t) dt = s (t2 ) − s (t1 )
t1
Rt2
Note that the total distance travelled during t1 and t2 is |v (t) |dt.
t1
dT
= −k (T − Ts )
dt
where k is a positive constant.
That is, the rate of cooling of an object is proportional to the temperature
difference between the object and its surroundings.
Find T (t)? Integrating the (differential) equation,
Z Z
dT
= k dt ⇒ ln (T − Ts ) = −kt + ln (T (0) − Ts )
T − Ts
This implies
T (t) = Ts + (T (0) − Ts ) e −kt
Example
3x 2 cos x 3 dx.
R
Evaluate
Solution
Let u = x 3 ⇒ du = 3x 2 dx.
Applying the substitution rule:
Z Z
3x cos x dx = cos (u) du = sin u + C = sin x 3 + C .
2 3
Example
5
Evaluate 2x x 2 + 9 dx.
R
Solution
Step 1. Choose the function u and compute du.
Let u = x 2 + 9 then du = 2xdx.
Step 2. Rewrite the integral in terms of u and du , and evaluate
Z Z
5 1
2x x + 9 dx = u 5 du = u 6 + C
2
6
Step 3. Express the final answer in terms of x
Z
5 1 2 6
2x x 2 + 9 dx = x + 9 + C.
6
Example
√ x
R
Evaluate 1−4x 2
dx.
Solution
1
Let u = 1 − 4x 2 . Thus du = −8xdx, so xdx = − du
8
1 √
Z Z Z
x 1 1 1
√ dx = − √ du = − u −1/2 du = − 2 u + C
1 − 4x 2 8 u 8 8
Therefore, Z
x 1p
√ dx = − 1 − 4x 2 + C .
1 − 4x 2 4
Exercises
Using
R substitution method to evaluate
3x 2 +6x
1. 3 2 4 dx
(x +3x +9)
4
x 2 + 2x x 3 + 3x 2 + 1 dx
R
2.
e 3x dx
R
3.
2
xe x +1 dx
R
4.
R √
5. x 5 1 + x 2 dx
6. cos3 x sin xdx
R
−1 x
7. tan
R
1+x 2
dx
2
8. (lnxx) dx. [u = ln x]
R
x = 0 ⇒ u (0) = 1
x = 2 ⇒ u (2) = 9
Therefore,
Z2 Z9
1 √ 2 3/2 9 52
p
2 3
x x + 1dx = udu = u =
3 9 1 9
0 1
Examples
Use the Change of Variables Formula to evaluate the definite integral 1-4.
R6 √
1. x + 3dx.
1
R4 √
2. x x 2 + 9dx.
0
π/2
cos3 x sin xdx.
R
3.
0
Re 4 dx
4. √
x ln x
.
e
1 1
R1 dt
Ra dt
R1 dt
Ra du
5. Prove that 1+t 2
= 1+t 2
. Hint: Let u = 1/t → 1+t 2
= 1+u 2
.
a 1 a 1
Integration by parts
Z Z
0
u (x) v (x) dx = u (x) v (x) − u 0 (x) v (x) dx
Or Z Z
udv = uv − vdu
Example
R
Evaluate x sin xdx
Solution
u=x du = dx
Let ⇒
dv = sin xdx v = − cos x
Z Z Z
x sin xdx = udv = uv − vdu
Thus,
Z Z
x sin xdx = −x cos x + cos xdx = −x cos x + sin x + C
Example
R
Evaluate ln xdx
Solution
du = x1 dx
u = ln x
Let ⇒
dv = dx v =x
Z Z Z
ln xdx = udv = uv − vdu
Thus, Z Z
ln xdx = x ln x − dx = x ln x − x + C
Example
x 2 e x dx
R
Evaluate
Solution
u = x2
du = 2xdx
Let ⇒
dv = e x dx v = ex
Z Z Z
x 2 e x dx = udv = uv − vdu
Z Z
x 2 e x dx = x 2 e x − 2 xe x dx
Solution(Cont.)
xe x dx
R
Evaluate
u=x du = dx
Let x ⇒
dv = e dx v = ex
Z Z Z
x
xe dx = udv = uv − vdu
Z Z
x x
xe dx = xe − e x dx = xe x − e x + C
Therefore, Z
x 2 e x = x 2 e x − 2xe x + 2e x + C1
Example
Find the area of the region bounded by the curve y = tan−1 x, the x-axis,
and the lines x = 0 and x = 1.
Trigonometric Substitution
Evaluate Z
sinm x cosn xdx
Examples
Evaluate
1. R sin4 x cos3 xdx
R
2. R sin4 x dx
3. R tan xdx
2x
4. cos x+sin dx
R cos5sin
x
x
5. √sin x dx
R sin3 (√x )
6. √
x
dx
Example
1. Evaluate
Z1/2 p
x 2 1 − x 2 dx
0
2. Z
dx
√
4 + x2
P (x) R (x)
= S (x) +
Q (x) Q (x)
Example
x3 + x
Z Z
2 2
dx = x +x +2+ dx
x −1 x −1
x3 x2
= + + 2x + 2 ln |x − 1| + C
3 2
In this case the partial fraction theorem states that there exist constants
A1 , .., Ak such that
R (x) A1 A2 Ak
= + + ... +
Q (x) a1 x + b1 a2 x + b2 ak x + bk
Example
x+5
R
Evaluate x 2 +x−2
Solution
Note that
x +5 x +5 A B
= := +
x2
+x −2 (x − 1) (x + 2) x −1 x +2
A+B =1
x + 5 = A (x + 2) + B (x − 1) .This implies
2A − B = 5
⇒ A = 2, B = −1
Thus, Z Z
x +5 2 1
2
dx = − dx =
x +x −2 x −1 x +2
= 2 ln |x − 1| − ln |x + 2| + C .
Exercises
Evaluate Z
cos xdx
2
sin x − 3 sin x + 2
Example
x 4 −2x 2 +4x+1
R
Evaluate x 3 −x 2 −x+1
dx
Hint:
x 4 − 2x 2 + 4x + 1 4x
3 2
=x +1+ 3 2
x −x −x +1 x −x −x +1
4x 4x A B C
3 2
= 2
= + 2
+
x −x −x +1 (x − 1) (x + 1) x − 1 (x − 1) x +1
A = 1, B = 2, C = −1
Z1
sin x 2 dx =?
0
√
The antiderivatives of some functions, like sin(x 2 ), 1/ln(x), and 1 + x 4 ,
have no elementary formulas. When we cannot find a workable
antiderivative for a function f that we have to integrate, we can partition
the interval of integration, replace f by a closely fitting polynomial on
each subinterval, integrate the polynomials, and add the results to
approximate the integral of f .
This procedure is an example of numerical integration.
Z2
dx
≈ ∆x [f (1.1) + f (1.3) + f (1.5) + f (1.7) + f (1.9)] ≈ 0.69191
x
1
Zb
∆x
f (x)dx ≈ Tn = [f (x0 ) + 2f (x1 ) + ... + 2f (xn−1 ) + f (xn )]
2
a
b−a
where ∆x = n and xi = a + i∆x.
Example
R2
Use the Trapezoidal Rule with n = 4 to approximate the integral x 2 dx.
1
Solution
Noting that a = 1, b = 2, n = 4, ∆x = 1/4; x0 = 1, x1 = 5/4, x2 =
6/4, x3 = 7/4, x4 = 2.
1
[f (x0 ) + 2f (x1 ) + 2f (x2 ) + 2f (x3 ) + f (x4 )]
T4 =
8
1 25 36 49 75
T4 = 1+2 +2 +2 +4 = = 2.34375
8 16 16 16 32
Rb
The Simpson’s Rule approximation to f (x)dx based on an even number
a
n of subintervals of equal length is
∆x
Sn = [f (x0 ) + 4f (x1 ) + 2f (x2 ) + .. + 2f (xn−2 ) + 4f (xn−1 ) + f (xn )]
3
b−a
where ∆x = n and xi = a + i∆x. In other words,
∆x
Sn = [f (xend ) + 4f (xodd ) + 2f (xeven )]
3
Example
R2
Use the Simpson’s Rule with n = 4 to approximate the integral 5x 2 dx.
0
Solution
a = 0, b = 2, n = 4, ∆x = 1/2; x0 = 0, x1 = 1/2, x2 = 1, x3 = 3/2, x4 = 2.
∆x
S4 = [f (x0 ) + 4f (x1 ) + 2f (x2 ) + 4f (x3 ) + f (x4 )]
3
1 5 45 40
S4 = 0+4 + 2 (5) + 4 + 20 = .
6 4 4 3
Exercises
R2 dx
1. Calculate the Trapezoid Rule approximations T4 , T8 and T16 for x .
1
R2 dx
2. Calculate the Simpson’s Rule approximations S4 , S8 and S16 for x .
1
Compute the exact errors if we know the value of the integral
R2 dx
x = ln2 = 0.69314718....
1
Zt
1 t
dx 1
A (t) = 2
= − =1−
x x 1 t
1
Definition
Integrals with infinite limits of integration are improper integrals of Type I .
R∞ Rb
If f is continuous on [a, ∞), then f (x)dx = lim f (x)dx.
a b→∞ a
Rb Rb
If f is continuous on [−∞, b), then f (x)dx = lim f (x)dx.
−∞ a→−∞ a
Example
R∞
Evaluate I = e −x/2 dx.
0
Solution
By definition
Zb b
−x/2 −x/2
I = lim e dx = lim −2e = lim 2 − 2e −b/2 = 2
b→∞ b→∞ 0 b→∞
0
Example
R∞ 2x−1
Evaluate I = e 3x
dx
0
Solution
Applying the technique of integration by parts and by the definition of
improper integral, we obtain:
Z∞ Zt
2x − 1 −3x 1 − 2t 2 1
dx = lim (2x − 1)e dx = lim − 3t −
e 3x t→∞ t→∞ 3e 3t 9e 9
0 0
Therefore, I = − 19
Example
+∞
2 arctan 2x
R
Evaluate I = 1+4x 2
dx
0
Solution
Applying the technique of substitution, we obtain:
Zt Z 2t
arctan
2 arctan 2x
u = arctan 2x, I = lim dx = lim udu
t→+∞ 1 + 4x 2 t→+∞
0 0
( arctan 2t )
u 2 π2
= lim = .
t→+∞ 2 0 8
Example
R∞ ln x
Evaluate x3
dx.
1
Hint Using the technique of integration by parts
Example
R∞
Evaluate xe −x dx.
0
Hint Using the technique of integration by parts
Example
R∞
1. Evaluate dx
1+x 2
. Hint: lim arctan x|t−t = π.
−∞ t→∞
R∞ dx
2. Evaluate √
x
.
1
Theorem
Z∞ 1
dx p−1 if p > 1
=
xp ∞ if p ≤ 1
1
Z1 Z1
dx dx √
√ = lim √ = lim 2 − 2 a = 2
x a→0+ x a→0+
0 a
Z1 Z1
dx dx √
√ = lim √ = lim 2 − 2 a = 2
x a→0+ x a→0 +
0 a
Zb Zc Zb
f (x)dx = f (x)dx + f (x)dx.
a a c
Example
R5
Evaluate √ 1 dx
x−2
2
Solution
Z5 Z5 √ √
1 1 5
√ dx = lim+ √ dx = lim+ 2 x − 2b = 2 3
x −2 b→2 x −2 b→2
2 b
Example
R3 dx
Evaluate x−1 if possible.
0
Solution Observe that the integrand 1/x − 1 has an infinite discontinuity
at x = 1.
R3 dx R1 dx R3 dx
By definition c: x−1 = x−1 + x−1 . On the other hand,
0 0 1
R1 Rt
dx
x−1 = lim dx
x−1 = lim ln |x − 1||t0
0 t→1− 0 t→1−
R1 dx
⇒ x−1 = lim (ln |t − 1| − ln |−1|) = −∞.
0 t→1−
R1 dx
R3 dx
Thus, x−1 diverges and hence x−1 diverges.
0 0
Example (Cont.)
Warning The following "solution" is NOT correct.
Z3
dx
= ln |x − 1||30 = ln 2
x −1
0
R1
2. Evaluate √ dx .
1−x 2
0
R1 dx
3. Evaluate √
x
.
0
R1 dx
4. Evaluate x2
.
0
R1
5. Evaluate lnxdx.
0
Theorem
Suppose that f and g are continuous functions with f (x) > g (x) > 0 for
x > a.
R∞ R∞
If f (x) dx is convergent, then g (x) dx is convergent.
a a
R∞ R∞
If g (x) dx is divergent, then f (x) dx is divergent.
a a
Note: The Comparison Test is also valid for improper integrals of type 2.
R1 2 R1 2
e −x dx 6 1 ⇒ e −x dx is convergent.
0 0
2
We note that e −x 6 e −x (∀x > 1) and
R∞ −x Rt
e dx = lim e −x dx = e −1 : convergent.
1 t→∞ 1
R∞ 2 R∞ 2
By Comparison Theorem, e −x dx is convergent, so is e −x dx.
1 0