Académique Documents
Professionnel Documents
Culture Documents
Rainer Klages
Autumn 2009
example:
n
X
k=1 +2 +3 +... + (n − 1) +n
k=1
=n + (n − 1) + (n − 2) + ... +2 +1
Pn
⇒2 k=1 k = n(n + 1) (C.F.Gauß, ≃ 1784), or
Note that ∆xk = xk − xk−1 , the width of the subinterval [xk−1 , xk ], may vary.
Choose ck ∈ [xk−1 , xk ] and construct rectangles:
n
X
The resulting sums Sp = f (ck )∆xk are called Riemann sums for f on [a, b].
k=1
Then choose finer and finer partitions by taking the limit such that the width of the largest
subinterval goes to zero.
For a partition P = {x0 , x1 , . . . , xn } of [a, b] we write ||P || (called “norm”) for the width of
the largest subinterval.
4
shorthand notation: n
X Z b
I = lim f (ck )∆xk = f (x)dx
||P ||→0 a
k=1
with
note: Z b Z b
f (t)dt = f (x)dx , etc.
a a
(idea of proof: check convergence of upper/lower sums; (see p.345 of book for further details)
0 if x ∈ Q
example of a nonintegrable function on [0, 1]: f (x) =
1 if x ∈ R \ Q
R1
Upper sum is always 1; lower sum is always 0 ⇒ 0 f (x)dx does not exist!
5
Theorem 2 For integrable functions f, g on [a, b] the definite integral satisfies the following
rules:
Z a Z b
and (g) order of integration: f (x)dx = − f (x)dx (for idea of proof of (b) to (f ) see
b a
book p.348; (a), (g) are definitions!)
Interpretation, loosely speaking: “f assumes its average value somewhere on [a, b].”
7
geometrical meaning:
(proof: see book p.357; not hard; based on max-min-inequality for integrals and intermedi-
ate value theorem for continuous functions)
Geometric interpretation:
8
Z x+h Z x
F (x + h) − F (x) 1
= f (t)dt − f (t)dt
h h a a
1 x+h
Z
(additivity rule and see figure below) = f (t)dt
h x
(mean value theorem for definite integrals) = f (c)
Since f is continuous,
lim f (c) = f (x)
h→0
and therefore
F (x + h) − F (x)
F ′ (x) = lim = f (x) .
h→0 h
We have just proven (except a little detail - which one?)
examples:
1. x
d 1 1
Z
dt =
dx a 1 + 4t3 1 + 4x3
2. Find
x2
d
Z
cos t dt :
dx 2
9
Define Z u
y= cos t dt with u = x2
2
Apply the chain rule:
dy dy du
= ·
dx du dx
Z u
d du
= cos t dt ·
du 2 dx
= cos u · 2x
= 2x cos x2
Z b
Recipe to calculate f (x)dx:
a
1. Find an antiderivative F of f
Notation:
F (b) − F (a) = F (x)|ba
example:
Z 4 4
3√
4 4
3/2
x− 2 dx = x +
1 2 x x 1
3/2 4 3/2 4
= 4 + − 1 +
4 1
= 4
To find the area between the graph of y = f (x) and the x-axis over the interval [a, b], do
the following:
11
3. Replace u = g(x).