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01
Primer on Integration
define an integral,
use Riemanns sum to approximately calculate integrals,
use Riemanns sum and its limit to find the exact expression of integrals, and
find exact integrals of different functions such as polynomials, trigonometric
function and transcendental functions.
What is integration?
The dictionary definition of integration is combining parts so that they work together or form
a whole. Mathematically, integration stands for finding the area under a curve from one
point to another. It is represented by
b
f ( x)dx
a
where the symbol is an integral sign, and a and b are the lower and upper limits of
integration, respectively, the function f is the integrand of the integral, and x is the variable
of integration. Figure 1 represents a graphical demonstration of the concept.
Riemann Sum
Let f be defined on the closed interval [a, b] , and let be an arbitrary partition of
[a, b] such as: a = x0 < x1 < x 2 < ..... < x n 1 < x n = b , where xi is the length of the i th
subinterval (Figure 2).
If ci is any point in the i th subinterval, then the sum
n
f (c )x , x
i =1
07.01.1
i 1
ci xi
07.01.2
Chapter 07.01
is called a Riemann sum of the function f for the partition on the interval [a, b] . For a
given partition , the length of the longest subinterval is called the norm of the partition. It is
denoted by (the norm of ). The following limit is used to define the definite integral.
y
y = f(x)
Figure 1 The definite integral as the area of a region under the curve, Area = f ( x)dx .
a
f (c )x , x
i
i =1
i 1
th
ci xi
xi
x0
x1
...
xi-1
xi
xn-1
xn
i =1
Primer on Integration
07.01.3
This limit exists if and only if for any positive number , there exists a positive number
such that for every partition of [a, b] with < , it follows that
n
i =1
where
I = f ( x)dx
Example 1
Find the area of the region between the parabola y = x 2 and the x -axis on the interval
[0,4.5] . Use Riemanns sum with four partitions.
Solution
We evaluate the integral for the area as a limit of Riemann sums. We sketch the region
(Figure 3), and partition [0,4.5] into four subintervals of length
4.5 0
x =
= 1.125 .
4
25
20
y 15
10
5
0
1.125
2.25
x
3.375
4.5
07.01.4
Chapter 07.01
i =1
2
x dx f (ci )x,
How does this compare with the exact value of the integral x 2 dx ?
0
Example 2
Find the exact area of the region between the parabola y = x 2 and the x axis on the
interval [0, b] . Use Riemanns sum.
Solution
Note that in Example 1 for y = x 2 that
f (ci )x = i 2 (x )
Thus, the sum of these areas, if the interval is divided into n equal segments is
3
S n = f (ci )x
i =1
n
= i 2 (x)3
i =1
= (x)3 i 2
Since
i =1
b
, and
n
n
n(n + 1)(2n + 1)
i2 =
6
i =1
x =
then
b3 n(n + 1)(2n + 1)
n3
6
3
2
b 2n + n + 2n + 1
=
6
n2
Sn =
Primer on Integration
07.01.5
b3
3 1
2 + + 2
6
n n
The definition of a definite integral can now be used
=
f ( x )dx = lim
x 0
f (c )x
i =1
2
x dx = lim f (ci )x
0
||0
i =1
= lim S n
n
b3
3 1
2+ + 2
n 6
n n
= lim
b3
= (2 + 0 + 0 )
6
b3
=
3
For the value of b = 4.5 as given in Example 1,
4.5
4.53
2
x
dx
=
0
3
= 30.375
The Mean Value Theorem for Integrals
The area of a region under a curve is usually greater than the area of an inscribed rectangle
and less than the area of a circumscribed rectangle. The mean value theorem for integrals
states that somewhere between these two rectangles, there exists a rectangle whose area is
exactly equal to the area of the region under the curve, as shown in Figure 4. Another
variation states that if a function f is continuous between a and b , then there is at least one
point in [a, b] where the function equals the average value of the function f over [a, b] .
Theorem: If the function f is continuous on the closed interval [a, b] , then there exists a
number c in [a, b] such that:
b
1
f (c ) =
f ( x)dx
b a a
Example 3
Graph the function f ( x) = ( x 1) 2 , and find its average value over the interval [0, 3] . At what
point in the given interval does the function assume its average value?
07.01.6
Chapter 07.01
Solution
Average( f ) =
1
f ( x)dx
b a a
3
1
( x 1) 2 dx
30 0
1
( x 2 2 x + 1)dx
30
1 1
27 9 + 3 0
3 3
=1
The average value of the function f over the interval [0, 3] is 1. Thus, the function assumes
its average value at
f (c ) = 1
(c 1) 2 = 1
c = 0, 2
The connection between integrals and area can be exploited in two ways. When a formula
for the area of the region between the x -axis and the graph of a continuous function is
known, it can be used to evaluate the integral of the function. However, if the area of region
is not known, the integral of the function can be used to define and calculate the area. Table 1
lists a number of standard indefinite integral forms.
=
Primer on Integration
10
9
8
7
6
5
4
3
2
1
0
07.01.7
07.01.8
Chapter 07.01
1
= (1) 2
4
=
4
The second way is to use the integrals and the trigonometric functions. First, lets simplify
the function x 2 + y 2 = 1 .
x2 + y2 = 1
y2 = 1 x2
y = 1 x2
The area of the shaded region is the equal to
1
A = 1 x 2 dx
0
A = 1 x 2 dx
0
(1 sin ) cos d
2
(cos ) cos d
2
cos
2 +
0
cos 2
d
2
2
sin 2
1
= +
4 0
2
= + 0 (0 + 0 )
4
Primer on Integration
07.01.9
The following are some more examples of exact integration. You can use the brief table of
integrals given in Table 1.
Table 1 A brief table of integrals
dx = x + C
a f ( x) dx = a f ( x) dx + C
u dv = u v v du + C
dx
ax + b = a ln ax + b + C
sec
axdx =
1
tan(ax) + C
a
x
a dx =
ax
+C
ln a
ax
e dx =
e ax
+C
a
Example 5
Evaluate the following integral
1
2 xe
0
x2
dx
07.01.10
Chapter 07.01
Solution
Let u = x 2 , du = 2 xdx
At x = 0, u = (0) 2 = 0
At x = 1, u = (1) 2 = 1
1
x
x
2 xe dx = (e )(2 xdx)
2
= (eu )(du )
0
[ ]
= eu 0
= e 1 (e 0 )
=0.6321
Example 6
Evaluate
/4
1 + sin x
dx
cos 2 x
Solution
/4
1 + sin x
dx =
cos 2 x
=
/4
cos
0
/4
(sec
sin x
dx
cos 2 x
x + sec x tan x dx
/4
/4
= (1 0 ) +
2 1
= 2
Example 7
Evaluate x sec 2 x dx
Solution
Primer on Integration
x sec
07.01.11
= x tan x + ln cos x + C
Example 8
Evaluate
2
x ln xdx
1
Solution
x2
1
dx and dv = xdx, v =
x
2
Using the formula udv = uv vdu , the new integral is
Let u = ln x, du =
x 2 1
x2
dx
(
)(
)
=
x
ln
x
dx
ln
x
1
2 1 1 2 x
x2
x
= ln x dx
2 1 1 2
x2 x2
= ln x
2 1 4 1
22
12 2 2 12
= ln 2 ln 1
2
2 4 4
1
4 1
= (2 ln 2 ) ln 1
2 4 4
1 1
= (2 ln 2) 0 1
2 4
= 0.6362
Example 9
Evaluate
1
5x
(4 + x
0
2 2
dx
Solution
b
g (b )
g (a)
f (u )du , by substituting
u = g (x) , du = g ( x)dx
07.01.12
Chapter 07.01
so
5 1
= 2 du
24u
5
5 1
=
2 u 4
=
5 1
1
( ) ( )
2 5
4
5 1
2 20
= 0.125
=
Example 10
Evaluate
4
2 x 1 dx
0
Solution
First, lets analyze the expression 2 x 1 .
2 x 1 = (2 x 1) , x <
= (2 x 1) , x
4
2 x 1 dx =
1
2
1
2
1/ 2
(2 x 1)dx + (2 x 1)dx
12
1/ 2
= x + x 0 + x x 12
1 1
1 1
= + 0 + (16 4 )
4 2
4 2
= 12.5
Example 11
Evaluate
Primer on Integration
2
07.01.13
2
dx
1
Solution
2
2
x 2 1 dx = (x 1) (x + 1) dx
=
=
=
(x + 1) (x 1)
(x 1) (x + 1) dx
x 1
x +1
(x 1) (x + 1) (x 1) (x + 1) dx
1
1
x 1 dx x + 1 dx
x 1
= lim ln
b
x + 1 2
b 1
3
= lim ln
ln
b
b + 1
1
b 1
= ln (3) ln lim
b b + 1
= ln (3) ln (1)
= ln (3)
= 1.0986
Example 12
1
Graph the function y = ( x 2 + 2) 3 / 2 , and find the length of the curve from x = 0 to x = 3 .
3
Solution
= x x2 + 2
07.01.14
Chapter 07.01
3
L = 1 + x x 2 + 2 dx
50
45
40
35
30
25
20
15
10
5
0
0
3
x
1
Figure 7 Graph of the function y = ( x 2 + 2) 3 / 2
3
3
= 1 + x 2 ( x 2 + 2) dx
0
= 1 + x 4 + 2 x 2 dx
0
= ( x 2 + 1) 2 dx
0
= ( x 2 + 1)dx
0
x3
= + x
3
0
= 12
Example 13
Find the area of the shaded region given in Figure 8.
Primer on Integration
07.01.15
f ( x) = 1
1
0.8
g ( x) = cos 2 x
0.6
0.4
0.2
0
, b = , and
2
f ( x) g ( x) = 1 cos 2 x = sin 2 x
a=
A=
sin (x ) dx
2
1 cos 2 x
dx
2
2
2
2
cos 2 x
dx
2
x sin 2 x
=
4
2
sin (2 ) sin 2 2
4
4
4
2
= 0 0
4
2
07.01.16
Chapter 07.01
Example 14
Find the volume of the solid generated by revolving the shaded region in Figure 9 about the
y-axis.
y
y=1
x = tan( / 4) y
x
Figure 9 Volume generated by revolving shaded region.
Solution
b
Let
u=
y, du =
dy .
4
4
Therefore, at y = 0, u = 0
y = 1, u =
V = [R( y )] dy
2
= tan
4
0
1
y dy
4
= tan
0 4
y dy
4
Primer on Integration
4
07.01.17
= 4 (tan u ) du (Choosing u =
2
y)
= 4 1 + sec 2 u du
0
= 4[ u + tan u ]0
= 4 + tan (0 + tan 0 )
4
4
= 4 + 1 (0 + 0)
= 0.8584
INTEGRATION
Topic
Primer on integration
Summary These are textbook notes of a primer on integration.
Major
General Engineering
Authors
Autar Kaw, Loubna Guennoun
Date
July 2, 2010
Web Site http://numericalmethods.eng.usf.edu