Introduction to integration

August 14, 2008

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Introduction to integration
Introduction
The Indenite Integral The Denite Integral Reference

Integration is used for two essentially dierent purposes: 1. where the derivative of a function (its rate of change) is known and we want to nd the function itself. Here we need to reverse the process of dierentiation. This is called anti-dierentiation or nding an indenite integral. 2. where we want to nd area, volume and other such applications. These problems involve adding up a large number of small quantities, and then taking the limit as the number of terms tend to . This process leads to the denition of the denite integral.

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The Integral as an Anti-Derivative

Introduction The Indenite Integral Anti-Derivative Rules Pitfalls

If the derivative of F (x) is f (x), then we say that an indenite integral of f (x) with respect to x is F (x). d (F (x)) = f (x) then . . . dx The symbol f (x)dx refers to the indenite integral of f(x) with respect to x i.e. a function whose derivative is f(x). Note that . . . dx acts like a pair of brackets around the function, the integral sign cannot stand by itself and needs the dx to complete it. For example, as the derivative (w.r.t. x) of x2 is 2x, we can say that an indenite integral of 2x is x2 . d 2 (x ) = 2x So . . . dx 2xdx = x2 f (x)dx = F (x)

The Denite Integral Reference

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The Integral as an Anti-Derivative

Introduction The Indenite Integral Anti-Derivative Rules Pitfalls

Note that we refer to an indenite integral and not the indenite integral because it is not unique. For example the derivative of x2 + 3 is also 2x and so if c is any constant the derivative of x2 + c is 2x. 2xdx = x2 + c and so f (x)dx A collection of functions

The Denite Integral Reference

The graphs of F = x2 + c for the selected values of c (c= -3, 0, 2) are shown above. Notice that for any xed values of x, the tangent lines to these graphs have the same slope equal to 2x.

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Rules for calculating integrals

Introduction The Indenite Integral Anti-Derivative Rules Pitfalls

Rule 1 kdx = kx + c

The Denite Integral Reference

As:

d d d (kx + c) = (kx) + c=k+0=k dx dx dx

For example 4dx = 4x + c

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Rules for calculating integrals

Introduction The Indenite Integral Anti-Derivative Rules Pitfalls

Rule 2

xn+1 (x )dx = + c if n = 1 n+1

n

The Denite Integral Reference

For example

1 3 x dx = x + c 3
2

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Rules for calculating integrals

Introduction The Indenite Integral Anti-Derivative Rules Pitfalls

Rule 3 - special case of power rule when n = 1 d 1 (ln(x)) = dx x

The Denite Integral Reference

So

1 dx = ln(x) + c x

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Rules for calculating integrals

Introduction The Indenite Integral Anti-Derivative Rules Pitfalls

Rule 4 (cf (x))dx = c f (x)dx for any constant c

The Denite Integral Reference

For example 2xdx = 2 1 2 xdx = 2( x ) = x2 + c 2

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Rules for calculating integrals

Introduction The Indenite Integral Anti-Derivative Rules Pitfalls

Rule 5

ax +c a dx = lna
x

The Denite Integral Reference

For example (a special case) ex e dx = = ex + c lne

x

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Rules for calculating integrals

Introduction The Indenite Integral Anti-Derivative Rules Pitfalls

Rule 6 [f (x) g(x)]dx = For example (ex + 3x2 )dx = ex dx + 3 x2 dx = ex + x3 + c f (x)dx g(x)dx

The Denite Integral Reference

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Pitfalls
Introduction The Indenite Integral Anti-Derivative Rules Pitfalls

A constant can be moved past the integral sign but this cannot be done with a variable xf (x)dx = x f (x)dx

The Denite Integral Reference

The integral of a sum is the sum of the integrals but this does not apply to products f (x) g(x)dx = f (x)dx g(x)dx

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The Denite Integral

Introduction The Indenite Integral The Denite Integral Finding areas Evaluating the Denite Integral Properties

One can think of nding the area under a curve by forming lots of rectangles, working out their areas and summing them together.
n

A = lim

n i=1

f (xi )x

Reference

where the interval [a,b] has been divided up into n equal subintervals each of width x and where xi is a point in the ith subinterval. This is a clumsy expression and mathematicians have developed a simpler notation:
b

f (x)dx
a

The

sign is an elongated s and stands for sum or more specically the

limit of a sum. The denite integral is dened as the limit of a particular type of sum as the width of each subinterval approaches zero and the number of subintervals approaches .

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Evaluating the Denite Integral

Introduction The Indenite Integral The Denite Integral Finding areas Evaluating the Denite Integral Properties

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

a

where F is the anti-derivative of f i.e. F (x) = f (x). This is also notated as:
b

Reference

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

a

For example:
1 0

x2 1 12 02 1 xdx = |0 = = 2 2 2 2

Note: there is no arbitrary constant in a denite integral.Try it and youll see that any c cancels out.
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Evaluating the Denite Integral

Introduction The Indenite Integral The Denite Integral Finding areas Evaluating the Denite Integral Properties

The probability that X falls between a and b is found by calculating the area under the graph of f (x) between a and b. P r[a < X < b] = f (x)
b a f (x)dx

Reference

-7

X Values

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Properties of the Denite Integral

Introduction The Indenite Integral The Denite Integral Finding areas Evaluating the Denite Integral Properties

Reference

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Reference
Introduction The Indenite Integral The Denite Integral Reference Reference

This material was taken from 2 pdfs prepared by Mary Barnes:

http://www.usyd.edu.au/stuserv/documents/maths learning centre/integration part1.pdf

http://www.usyd.edu.au/stuserv/documents/maths learning centre/integration part2.pdf

and material prepared by Lida Zacna (STA1001)

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