VNU-HCMIU Chapter 4: Integration

VIETNAM NATIONAL UNIVERSITY AT HO
CHI MINH CITY

INTERNATIONAL UNIVERSITY
Chapter 4: Integration
Calculus 1
Lecturer: Nguyen Minh Quan, PhD
quannm@hcmiu.edu.vn
Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 1 / 78

Contents
1 Areas under Curves
2 The Definite Integral and its properties
3 The Fundamental Theorem of Calculus
4 Techniques of Integration
5 Approximate Integration
6 Improper Integrals

Introduction
In Chapter 2 we learnt about differentiation. Given a total

quantity, differentiation allows us to find its rate of change by
taking its derivative.
In this chapter, we study the reverse process: given a rate of
change, integration allows us to find a total quantity.
Do we have any connection between differentiation and
integration?
Integral and differential calculus are connected by The
Fundamental Theorem of Calculus which connects them.
Integration has various of applications such as measuring area,
volume,...It thus is related to measure the area under the curve.

1. Areas under Curves
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 previous example is related to a fundamental problem of
calculus: given a nonnegative continuous function y = f (x), find the
area S of the region R lying under the graph of f , above the x-axis
and between the vertical lines x = a and x = b, where a < b.

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.

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 → ∞
The set P = {x0 , x1 , ..., xN−1 , xN } is called a partition of [a, b].

In each subinterval [xi−1 , xi ], we select an arbitrary point ci ,
i = 1, .., n. The area of a i th rectangle with height f (ci ) and
width ∆xi is f (ci ) ∆xi .
We approximate the area S by summing the areas of all the
PN
rectangles: SP = f (ci ) ∆xi . This sum is called Riemann sum.
i=1
As N → ∞, the area of the rectangles becomes closer to S.
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
Note: It can be shown that if f is continuous, this limit always exists.

2. The Definite Integral
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

Now we generalize further, removing the restrictions that f must be
nonnegative. Assume that f is continuous on the closed, finite interval
[a; b]. If f (x) is nonnegative, then the definite integral is not equal to
an area in the usual sense, but we may interpret it as the "signed
area" between the graph and the x-axis.
Signed area (net area) is defined as the difference of the area above
x-axis and the area below x-axis.
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


Properties of the Definite Integral
If f and g are integrable on an interval containing a, b and c.
Ra
a
f (x)dx = 0.
Rb Ra
a
f (x)dx = − b f (x)dx.
Rb Rb Rb
a
[αf (x) + βg (x)]dx = α a
f (x)dx + β a
g (x)dx.
Rb Rc Rc
a
f (x)dx + b f (x)dx = a f (x)dx.
Rb Rb
If f (x) 6 g (x) and a 6 b then a f (x)dx 6 a g (x)dx.
R R
b b
If a 6 b then a f (x)dx 6 a |f (x)|dx

Ra
If fodd is an odd function then −a fodd (x)dx = 0.
Ra
If feven is an even function then −a feven (x)dx =
Ra
2 0 feven (x)dx.

Example
Use the properties of integrals to evaluate
Z3
1 + x 3 dx

−3

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.
The Mean Value Theorem for Integrals
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

The Mean Value Theorem for Integrals
Example
Find the mean value of the function f (x) = 1 + x 3 on the interval
[−3, 3].

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.

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).

Suppose that f is continuous on an interval I containing the point a.
(a) Let a function F (x) be defined on I by
Zx
F (x) = f (t)dt
a
Then F is an antiderivative of f , i.e., F 0 (x) = f (x).

(b) If G is any antiderivative of f on I , then for any b in I we have
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

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 2 2
e −x −e −x + sin x = e π/2

+ cos x dx =
0 − − π2

π −π π
− π2 2

Solution (Cont.)
Rx 2 2
(b) A (x) = − e −t dt ⇒ F 0 (x) = −e −x .
2

Solution (Cont.)
Rx 2 2
(b) A (x) = − e −t dt ⇒ F 0 (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
Zx 3 Zx 2
2 2
B (x) = e −t dt − e −t dt = F (x 3 ) − F (x 2 ).
0 0
d d d
F x3 − F x2 =

Thus, B(x) =
dx dx dx
2 0 0 2 −x 6 4
3
3x F x − 2xF x = 3x e2
− 2xe −x .

Example
R 1 √
(a) Find 0
(2x 5 + 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.

Table of indefinite integral
Both parts of the Fundamental Theorem establish connections
between antiderivatives and definite integrals.
Table of antiderivatives

Practical Application: Finding Total Change
Theorem
If F (x) is a total quantity and f = dF /dx is its rate of change, then
the integral of a rate of change is the total change
Zb Zb
dF
f (x)dx = dx = F (b) − F (a)
dx
a a
Example of practical applications

1. If the rate of growth of a population is dP/dt, then the increase in
population during the time period from t1 to t2 is
Zt2
dP
dt = P (t2 ) − P (t1 )
dt
t1

2. If C (x) is the cost of producing x units of a commodity, then the
cost of increasing production from x1 to x2 is
Zx2
C’ (x) dx = C (x2 ) − C (x1 )
x1
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

The marginal cost in producing x computer chips (in units of 1000) is
C 0 (x) = 150x 2 − 3000x + 17500 ($ per 1000 chips).
(a) Find the cost of increasing production from 10,000 to 15,000
chips.
(b) Assuming C(0) = $35,000 (that is, set up costs were $35,000),
find the total cost of producing 15,000 chips


A particle moves along a line so that its velocity at time t is
v (t) = t 2 − t − 6 (m/s).
(a) Find the displacement of the particle during the time period
1 ≤ t ≤ 4.
(b) Find the distance traveled during this time period.

Practical Application: Newton’s Law of Cooling
Newton’s Law of Cooling: Let T (t) be the temperature of the
object at time t and Ts be the temperature of the surroundings
(Ts < (T (t)), then
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.

Newton’s Law of Cooling: Let T (t) be the temperature of the
object at time t and Ts be the temperature of the surroundings
(Ts < (T (t)), then
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,
dT
Z Z
= k dt ⇒ ln (T − Ts ) = −kt + ln (T (0) − Ts )
T − Ts
This implies
T (t) = Ts + (T (0) − Ts ) e −kt

Example: Newton’s Law of Cooling
A detective found a corpse in a motel room at midnight and its
temperature was 80o F. The temperature of the room is kept
constant at 60o F. Two hours later the temperature of the corpse
dropped to 75o F. Find the time of death. Note that the temperature
of a normal person is 98.6o F (37o C)

Example: Newton’s Law of Cooling
A detective found a corpse in a motel room at midnight and its
temperature was 80o F. The temperature of the room is kept
constant at 60o F. Two hours later the temperature of the corpse
dropped to 75o F. Find the time of death. Note that the temperature
of a normal person is 98.6o F (37o C)
Solution
Let T (t) be the temperature of the corpse at time t. We have
T (t) = Ts + (T (0) − Ts ) e −kt . Thus, at t = 2:

−2k 1 75 − 60
T (2) = 60+(80 − 60) e = 75 ⇒ k = − ln = 0.1438
2 80 − 60
At time of death: T (td ) = 60+ (80 − 60) e −ktd = 98.6.

Therefore, td = − k1 ln 98.6−60
80−60
= −4.57 hours.
Substitution Method
Substitution Rule
Z Z
0
f (u (x)) u (x)dx = f (u) du =F (u (x)) + C
where F is an anti-derivative of f , that is, F 0 (x) = f (x).

Substitution Method
Substitution Rule
Z Z
0
f (u (x)) u (x)dx = f (u) du =F (u (x)) + C
where F is an anti-derivative of f , that is, F 0 (x) = f (x).
Example
R
Evaluate 3x 2 cos (x 3 ) dx.
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


Substitution Method
Example
R 5
Evaluate 2x (x 2 + 9) dx.

Substitution Method
Example
R 5
Evaluate 2x (x 2 + 9) dx.
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
1
Z Z
5
2x x + 9 dx = u 5 du = u 6 + C
2
6
Step 3. Express the final answer in terms of x
1 2
Z
5 6
2x x 2 + 9 dx = x + 9 + C.
6

Substitution Method
Example
√ x
R
Evaluate 1−4x 2
dx.

Substitution Method
Example
√ x
R
Evaluate 1−4x 2
dx.
Solution
1
Let u = 1 − 4x 2 . Thus du = −8xdx, so xdx = − du
8
x 1 1 1 1 √
Z Z Z
√ dx = − √ du = − u −1/2 du = − 2 u + C
1 − 4x 2 8 u 8 8
Therefore,
x 1√
Z
√ dx = − 1 − 4x 2 + C .
1 − 4x 2 4

Substitution Method
Exercises
Using
R substitution method to evaluate
2 +6x
1. (x 33x
+3x 2 +9)4
dx
R 2 4
2. (x + 2x) (x 3 + 3x 2 + 1) dx
R
3. e 3x dx
R 2
4. xe x +1 dx
R √
5. x 5 1 + x 2 dx
R
6. cos3 x sin xdx
R −1 x
7. tan1+x 2
dx
2
8. (lnxx) dx. [u = ln x]
R

Substitution Method For Definite Integrals
Change of Variables Formula for Definite Integrals

If u(x) is differentiable on [a, b] and f (x) is integrable on the range
of u(x), then
Zb Zu(b)
f (u (x)) u 0 (x) dx = f (u) du
a u(a)

Example
R2 √
Evaluate x 2 x 3 + 1dx.
0

Example
R2 √
Evaluate x 2 x 3 + 1dx.
0
Solution
Let u = x 3 +√ 1, thus du1=
√ 3x 2 dx.
2
We have x x 3 + 1 = 3 udu.
x = 0 ⇒ u (0) = 1
x = 2 ⇒ u (2) = 9
Therefore,
Z2 √ Z9 9
2 1 √ 2 3/2 52
x x 3 + 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
R
3. cos3 x sin xdx.
0
Re 4 dx
4. √
x ln x
.
e
1
R1 dt
Rx dt
5. Prove that 1+t 2
= 1+t 2
.
x 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

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

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
R
Evaluate x 2 e x dx

Example
R
Evaluate x 2 e x dx
Solution

u = x2

du = 2xdx
Let x ⇒
dv = e dx v = ex
Z Z Z
2 x
x e dx = udv = uv − vdu
Z Z
2 x 2 x
x e dx = x e − 2 xe x dx

Solution(Cont.)
R
Evaluate xe x dx

u=x du = dx
Let ⇒
dv = e x 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

Integration by parts for definite integrals

Zb Zb
u (x) v 0 (x) dx = u (x) v (x)|ba − u 0 (x) v (x) dx
a a
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 Integrals
Trigonometric Substitution
Evaluate Z
sinm x cosn xdx
If either m or n is odd, positive integer, the integral can be done

easily by substitution.
If the power of sin x and cos x are both even, then we can make
use of the double-angle formulae
1 + cos 2x 1 − cos 2x
cos2 x = , and sin2 x =
2 2

Trigonometric Substitution
Evaluate
(a) R sin4 x cos3 xdx
R
(b) R sin4 x dx
(c) R tan xdx
dx
(d) sin x
.

Example: Trigonometric Inverse Substitutions
Example
1.Evaluate
Z1/2 √
x 2 1 − x 2 dx
0
2.
dx
Z
√
4 + x2
The Method of Partial Fractions
R P(x)
Find Q(x)
dx where P(x) and Q(x) are polynomials (a ratio of
P(x)
polynomials)? We rewrite Q(x)
as
P (x) R (x)
= S (x) +
Q (x) Q (x)
where deg (R) < deg (Q).
Example
x3 + x
Z
2
Z
dx = x2 + x + 2 + dx
x −1 x −1
x3 x2
= + + 2x + 2 ln |x − 1| + C
3 2

Case 1: The denominator Q(x) is a product of distinct linear factors
(no factor is repeated).
Q (x) = (a1 x + b1 ) (a2 x + b2 ) ... (ak x + bk )
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 a k 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
x +5 2 1
Z
2
dx = − dx =
x +x −2 x −1 x +2
= 2 ln |x − 1| − ln |x + 2| + C .

Case 2: Q(x) is a product of linear factors, some of which are
repeated.
3 −x+1
Example: xx2 (x−1) A B C
2 = x + x 2 + x−1 +
D
(x−1)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
= 2 = + 2 +
x3 − x2 − x + 1 (x − 1) (x + 1) x − 1 (x − 1) x +1
A = 1, B = 2, C = −1

Case 3: Q(x)contains irreducible quadratic factors, none of which is
repeated.
If Q(x) has the factor ax 2 + bx + c, where b2 − 4ac < 0, then the
expression for R(x)/Q(x) will have a term of the form axAx+B
2 +bx+c
where A and B are constants to be determined.

Example
−2x + 4
Z
dx
(x 2 + 1) (x − 1)
Answer:
1
− ln x 2 + 1 − 3 arctan (x) + ln |x − 1| + C

2

Approximate Integration
How to evaluate the following integral
Z1
sin x 2 dx =?


How to evaluate the following integral
Z1
sin x 2 dx =?

2
The
√ antiderivatives of some functions, like sin(x ), 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.

Midpoint Rule
Rb
Assume we want to approximate the following integral f (x)dx. We
a
b−a
divide [a, b] into n subintervals of equal length ∆x = n
. Denoting
xk = a + k∆x, k = 0, 1, 2, .., n.
Midpoint Rule
Zb
f (x)dx ≈ Mn = ∆x [f (x̄1 ) + f (x̄2 ) + ... + f (x̄n )]
a
where x̄i = 21 (xi−1 + xi ) = midpoint of [xi−1 , xi ]

Midpoint Rule
Example
R2 dx
Use the Midpoint Rule with n = 5 to approximate the integral x
.
1

Midpoint Rule
Example
R2 dx
Use the Midpoint Rule with n = 5 to approximate the integral x
.
1
Solution
Noting that a = 1, b = 2, n = 5, ∆x = 0.2; x0 = 1, x1 = 1.2, x2 =
1.4, x3 = 1.6, x4 = 1.8, x5 = 2.
Z2
dx
≈ ∆x [f (1.1) + f (1.3) + f (1.5) + f (1.7) + f (1.9)]
x
1

The Trapezoidal Rule
Rb
The n-subinterval Trapezoid Rule approximation to f (x)dx is given
a
by
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
Use the Trapezoidal Rule with n = 4 to approximate the integral
R2 2
x dx.
1

Example
Use the Trapezoidal Rule with n = 4 to approximate the integral
R2 2
x 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
T4 = [f (x0 ) + 2f (x1 ) + 2f (x2 ) + 2f (x3 ) + f (x4 )]
8

1 25 36 49 75
T4 = 1+2 +2 +2 +4 = = 2.34375
8 16 16 16 32

The Simpson’s Rule
Rb
The Simpson’s Rule approximation to f (x)dx based on an even
a
number 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
Use the Simpson’s Rule with n = 4 to approximate the integral
R2 2
5x dx.
0

Example
Use the Simpson’s Rule with n = 4 to approximate the integral
R2 2
5x dx.
0
Solution
a = 0, b = 2, n = 4, ∆x = 1/2; x0 = 0, x1 = 1/2, x2 = 3/2, x3 = 2.
∆x
S4 = [f (x0 ) + 4f (x1 ) + 2f (x2 ) + 4f (x3 ) + f (x4 )]
3

1 5 405 1
S4 = 0+4 + 2 (5) + 4 + (80) = 32
6 16 16 2

Exercise
1. Calculate the Trapezoid Rule approximations T4 , T8 and T16 for
R2 dx
x
.
1
2. Calculate the Simpson’s Rule approximations S4 , S8 and S16 for

R2 dx
x
. Compute the exact errors if we know the value of the integral
1
R2 dx
x
= ln2 = 0.69314718....
1

Improper Integrals
Up to now, we have required definite integrals to have two

properties. First, that the domain of integration [a, b] be finite.
Second, that the range of the integrand be finite on this domain.

Improper Integrals

In practice, we may encounter problems that fail to meet one or
both of these conditions. In either case the integral is called an
improper integral.

Improper Integrals

In practice, we may encounter problems that fail to meet one or
both of these conditions. In either case the integral is called an
improper integral.
The integral for the area under the curve y = 1/x 2 from x = 1
to x = ∞ is an example for which the domain is infinite.

Improper Integrals of Type 1 (Infinite Intervals)
Let consider the area A under the curve y = 1/x 2 from x = 1 to
x = ∞. The area of the part of that lies to the left of the line x = t is
Zt t
dx 1 1
A (t) = 2
= − =1−
x x 1 t
1

Let consider the area A under the curve y = 1/x 2 from x = 1 to
x = ∞. The area of the part of that lies to the left of the line x = t is
Zt t
dx 1 1
A (t) = 2
= − =1−
x x 1 t
1
We define A as the limit of A(t) as t → ∞:

A = lim A (t) = 1 sq.unit.
t→∞
R∞ Rt
Thus, it is reasonable to define dxx2
= lim dx
2.
1 t→∞ 1 x

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

Definition
Type I .
R∞ Rb
a b→∞ a
If f is continuous on [−∞, b), then

Rb Rb
f (x)dx = lim f (x)dx.
−∞ a→−∞ a

Definition
Type I .
R∞ Rb
a b→∞ a
If f is continuous on [−∞, b), then

Rb Rb
f (x)dx = lim f (x)dx.
−∞ a→−∞ a
If f (x) is continuous on (−∞, ∞), then

Z∞ Zc Z∞
f (x)dx = f (x)dx + f (x)dx.
−∞ −∞ c

Example
R∞
Evaluate I = e −x/2 dx.
0

Example
R∞
Evaluate I = e −x/2 dx.
0
Solution
By definition
Zb
−x/2 b
−2e −x/2 0 = lim 2 − 2e −b/2 = 2

I = lim e dx = lim
b→∞ b→∞ b→∞
0
Note that an improper integral is called convergent if the limit exists

as a finite number, and divergent otherwise.

Example
R∞ 2x−1
Evaluate I = e 3x
dx
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 = − 91

Example
+∞
2 arctan 2x
R
Evaluate I = 1+4x 2
dx
0

Example
+∞
2 arctan 2x
R
Evaluate I = 1+4x 2
dx
0
Solution
Applying the technique of substitution, we obtain:
Zt arctan
Z 2t
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

Example
R∞ ln x
Evaluate x3
dx.
1
Hint Using the technique of integration by parts

Example
R∞
Evaluate xe −x dx.
0

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

Example
R∞ dx
For what values of p is the integral xp
convergent?
1
Hint
Z∞ (
dx ∞, if p = 1
= 1−p
lim t 1−p−1 , if p 6= 1
xp t→∞
1
R∞ dx
Thus, xp
is convergent for p > 1 and divergent if p ≤ 1.
1
Theorem
Z∞ 1
dx p−1
if p > 1
=
xp ∞ if p ≤ 1
1
Improper Integrals of Type 2
Another type of improper integral arises when the integrand has a
vertical asymptote at a limit of integration.
Example
Consider
√ the region in the first quadrant that lies under the curve
y = 1/ x from x = 0 to x = 1.

Example
Consider
y = 1/ x from x = 0 to x = 1.
Z1 Z1
dx dx √
√ = lim+ √ = lim+ 2 − 2 a = 2
x a→0 x a→0
0 a

Example
Consider
y = 1/ x from x = 0 to x = 1.
Z1 Z1
dx dx √
√ = lim+ √ = lim+ 2 − 2 a = 2
x a→0 x a→0
0 a
Definition of Improper Integrals of Type 2
Integrals of functions that become infinite at a point within the
interval of integration are improper integrals of Type II.
If f is continuous on (a, b] and discontinuous at a, then
Rb Rb
f (x)dx = lim+ f (x)dx.
a c→a c

Rb Rb
a c→a c
If f is continuous on [a, b) and discontinuous at b, then
Rb Rc
f (x)dx = lim− f (x)dx.
a c→b a

Rb Rb
a c→a c
If f is continuous on [a, b) and discontinuous at b, then
Rb Rc
f (x)dx = lim− f (x)dx.
a c→b a
If f (x) is discontinuous at c, where a < c < b, and continuous
on [a, c) ∪ (c, b], then
Zb Zc Zb
f (x)dx = f (x)dx + f (x)dx.
a a c

Example
R5
Evaluate √ 1 dx
x−2
2

Example
R5
Evaluate √ 1 dx
x−2
2
Solution
Z5 Z5 √
√
5
1 1
√ dx = lim+ √ dx = lim+ 2 x − 2 = 2 3

x −2 b→2 x −2 b→2 b
2 b

Example
R3 dx
Evaluate x−1
if possible.
0

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 .
0 0 1

Example
R3 dx
Evaluate x−1
if possible.
0
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

Example
R3 dx
Evaluate x−1
if possible.
0
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
The reason is that there is a infinite discontinuity at x = 1 (this leads

to the fact that the Fundamental Theorem of Calculus is not
satisfied).

Exercise
R3 dx
1. Evaluate (x−1)2/3
.
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

Comparison Test
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

Comparison Test
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.

Comparison Test
Example
R∞ 2
Show that e −x dx is convergent.
0

Comparison Test
Example
R∞ 2
0
Solution
Z∞ Z1 Z∞
−x 2 −x 2 2
e dx = e dx + e −x dx
0 0 1
R1 2 R1 2
e −x dx 6 1 ⇒ e −x dx is convergent.
0 0

Comparison Test
Example
R∞ 2
0
Solution
Z∞ Z1 Z∞
−x 2 −x 2 2
e dx = e dx + e −x dx
0 0 1
R1 2 R1 2
e −x dx 6 1 ⇒ e −x dx is convergent.
0 0
−x 2
We note that e 6 e −x (∀x > 1) and
∞
R −x t
e dx = lim e −x dx = e −1 : convergent.
R
1 t→∞ 1
R∞ 2 R∞ 2
By Comparison Theorem, e −x dx is convergent, so is e −x dx.
1 0

Exercises
Determine whether each integral is convergent or divergent.
R∞ 2 x 2
1. sin
x 2 +1
dx. Hint: 0 < sin (x)
x 2 +1
6 x12 .
1
R∞ 2
2. xe −x dx. Hint: Substitution.
0
R∞ x+1
3. x 2 +2x
dx. Hint: Divergent by the Comparison Test.
1
R∞ lnx
4. x
dx. Hint: integration by parts.
1
R∞ dx
5. 4x 2 +4x+5
. Answer: π/4.
−∞

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Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 1 / 78

1 Areas under Curves

2 The Definite Integral and its properties

3 The Fundamental Theorem of Calculus

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 2 / 78

In Chapter 2 we learnt about differentiation. Given a total

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 3 / 78

Assume that a car was moving with constant velocity v (m/s)

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 4 / 78

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 5 / 78

The idea behind the computing this area is that we can

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 6 / 78

The idea behind the computing this area is that we can

The set P = {x0 , x1 , ..., xN−1 , xN } is called a partition of [a, b].

Note: It can be shown that if f is continuous, this limit always exists.

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Calculating integrals by taking the limit of Riemann sums is often

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 17 / 78

Calculating integrals by taking the limit of Riemann sums is often

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 18 / 78

Then F is an antiderivative of f , i.e., F 0 (x) = f (x).

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Example of practical applications

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 24 / 78

3. If an object move along a straight line with position function s(t),

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 25 / 78

Example of practical applications

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 26 / 78

Example of practical applications

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Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 28 / 78

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 29 / 78

At time of death: T (td ) = 60+ (80 − 60) e −ktd = 98.6.

where F is an anti-derivative of f , that is, F 0 (x) = f (x).

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 30 / 78

where F is an anti-derivative of f , that is, F 0 (x) = f (x).

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 30 / 78

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Change of Variables Formula for Definite Integrals

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