Recall: A function f (x) is defined for each x in [a, b],

with dividing points xi between a and b such that

a = x0 < x1 < x2 < ... < xi < ... < xn = b.
Each subinterval [xi−1, xi] has a sampling point ξi
where xi−1 ≤ ξi ≤ xi for each i = 1, 2, ...n.

x0 x1 x2 x3 xi−1 xi xn−1 xn
x
a ξ1 ξ2 ξ3 ξi ξn b
Z b
The corresponding Riemann Sum for f (x)dx is defined as:
a

f (ξ1)(x1 − x0) + f (ξ2)(x2 − x1) + ... + f (ξn)(xn − xn−1)

Xn
= f (ξi)(xi − xi−1)
i=1
 n
X
We have seen that these Riemann Sums f (ξi)(xi − xi−1)
Z a i=1

converge to the integrals f (x) dx,

b

whenever finer and finer subdivisions

a = x0 < x1 < x2 < ... < xi < ... < xn = b
are made for which max (xi − xi−1) approaches 0,
and whenever the function f is continuous or nondecreasing.

Many of the following theorems about integrals

are more obvious for their corresponding Riemann Sums, first,
before we let these sums converge to the integrals:
 Z a Z b
f (x) dx = − f (x) dx
b a

Proof: If the roles of a and b are reversed,

the dividing points xi will appear also in reverse order,

xn xn−1 xi xi−1 x3 x2 x1 x0
x
b ξn ξi ξ3 ξ2 ξ1 a

The differences satisfy (xi − xi−1) = −(xi−1 − xi).

Xn Xn
The sums f (ξi)(xi−1 − xi) = − f (ξi)(xi − xi−1)
i=1 i=1
converge to the integrals
under finer and finer interval subdivisions.
 Theorem: On a finite interval,
a Bounded Nonincreasing Function is Riemann Integrable.

Outline of One Proof:

Use the original proof above
for the Riemann integrability of nondecreasing functions,
but reverse all of the right-left inequalities.
y

An Easier Proof: x
−b −a a b
Reflect the graph across the y-axis. Trade each x with −x.
If f (x) is nonincreasing as x goes from a to b,
then f (−x) is nondecreasing as −x goes from −b to −a.
Z b Z −b Z −a
f (x) dx = − f (−x) dx = f (−x) dx.
x=a −x=−a −x=−b
 Z b Z c Z c
f (x) dx + f (x) dx = f (x) dx
a b a

a b c

Interpretation:
If f (x) happens to be positive, and if a ≤ b ≤ c,
the left area and the right area add up to the total area.
 Z b Z c Z c
f (x) dx + f (x) dx = f (x) dx
a b a

a b c
Outline of Proof: Z
b Z c
The rectangles for and the rectangles for
a Z c b

will combine as the rectangles for .

a
The Riemann sums add accordingly. Then limits can be taken.
Because Riemann sums can go left-to-right or right-to-left,
it doesn’t matter which of a, b or c is larger or smaller.

Z b Z c Z c
f (x) dx + f (x) dx = f (x) dx
a b a

a c b

b a c
Theorem:
On any interval
divided into a finite number of finite closed subintervals,
any bounded function which, on each of these subintervals,
is either Nondecreasing, Nonincreasing and/or Continuous
is Riemann Integrable.

Outline of Proof:
Earlier theorems show the existence of the integral
on the subintervals where the function is nondecreasing,
on the subintervals where the function is nonincreasing,
and on the subintervals where the function is continuous.
The preceding theorem can combine the integrations
on these subintervals.
 Z b Z b
cf (x) dx = c f (x) dx
a a

Proof:
The constant c can factor out of a Riemann sum:
X n Xn
cf (ξi)(xi − xi−1) = c f (ξi)(xi − xi−1),
i=1 i=1
i.e. cf (ξ1)(x1 − x0) + ... + cf (ξn)(xn − xn−1)
 
= c f (ξ1)(x1 − x0) + ... + f (ξn)(xn − xn−1)

This equality holds for the corresponding limit integrals.

 Z b Z b Z b
f (x) + g(x) dx = f (x) dx + g(x) dx
a a a

Proof: The Riemann sums are additive:

Xn  
f (ξi) + g(ξi) (xi − xi−1)
i=1
Xn  
= f (ξi)(xi − xi−1) + g(ξi)(xi − xi−1)
i=1
n
X  n
X 
= f (ξi)(xi − xi−1) + g(ξi)(xi − xi−1)
i=1 i=1

This equality also extends to the corresponding limit integrals.

 If f (x) ≤ g(x) for a ≤ x ≤ b,
Z b Z b
then f (x) dx ≤ g(x) dx.
a a

Proof: Since f (ξi) ≤ g(ξi),

and since 0 ≤ xi − xi−1 = xi − xi−1,
we have f (ξi)(xi − xi−1) ≤ g(ξi)(xi − xi−1),
n
X n
X
f (ξi)(xi − xi−1) ≤ g(ξi)(xi − xi−1),
i=1 i=1

This inequality holds for the corresponding limit integrals.

 If f (x) ≤ g(x) for a ≤ x ≤ b,
Z b Z b
then f (x) dx ≤ g(x) dx.
a a

has the special cases:

If f (x) ≤ 0 for a ≤ x ≤ b,
Z b
then f (x) dx ≤ 0.
a

If 0 ≤ g(x) for a ≤ x ≤ b,
Z b
then 0 ≤ g(x) dx.
a
A Bound on the Integrand implies a Bound on the Integral

If m≤ f (x) ≤M for a ≤ x ≤ b,
Z b
then m(b − a) ≤ f (x) dx ≤ M (b − a).
a

Proof:
If m ≤ f (x) ≤ M for a ≤ x ≤ b,
then, from the inequality theorem above, we have
Z b Z b Z b
m dx ≤ f (x) dx ≤ M dx,
a
Za b a

m(b − a) ≤ f (x) dx ≤ M (b − a).

a
A Bound on the Integrand implies a Bound on the Integral

If m≤ f (x) ≤M for a ≤ x ≤ b,
Z b
then m(b − a) ≤ f (x) dx ≤ M (b − a).
a

Another Interpretation:
These are just the usual inequalities about a lower rectangle,
an integral, and an upper rectangle.
M M M

t)
f(
(t) =
f y t )
= f (
y =
y
m m m
Triangle Inequality for Integrals
Z b  Z b
   
 f (x) dx  ≤ f (x) dx, if a ≤ b.
 
a a

Proof: −|f (x)| ≤ f (x) ≤ |f (x)| yields

Z b  Z b Z b
−|f (x)| dx ≤ f (x) dx ≤ |f (x)| dx,
a
Z b Za b Za b
− |f (x)| dx ≤ f (x) dx ≤ |f (x)| dx,
a  Za b  Za b
   
and 
 f (x) dx  ≤

f (x) dx.
a a
( x) ( x )|
f |f
= =
a y b y
x a x
b
 If |f (x)| ≤M for a ≤ x ≤ b,
b
Z 
 
then 
 f (x) dx ≤ M |b − a|.
a

Proof:
Z b b b
 Z Z
   
 f (x) dx  ≤ f (x) dx ≤ M dx ≤ M (b−a)
 
a a a

M M
x ) |
( x)
f |f(
= =
a y b y
x a x
b

−M
 
An Integral-Accumulating Function 

 1 for t ≤ 1,






 2 for 1 < t ≤ 3,

−1

for 3 < t ≤ 4,
Start with the function: y = f (t) =
y 
 t − 4 for 4 < t ≤ 5,
y = f (t)



2 6 − t for 5 < t ≤ 6,










0
 for 6 < t.
1




−1 1 2 3 4 5 6 7
−1 


Z x
We define F (x) to equal f (t) dt.
t=2
 Z x
We define F (x) to equal f (t) dt.
2
For 1 ≤ x ≤ 3,
Z x Z x
F (x) = f (t) dt = 2 dt = 2(x − 2) = 2x−4.
2 2

y
y = f (t)
2




1




−1 1 2 3 4 5 6 7
x
−1



For 3 ≤ x ≤ 4, Z
x Z 3 Z x
F (x) equals f (t) dt = 2 dt + (−1) dt
2 2 3

= 2(3 − 2) + (−1)(x − 3) = 2−x + 3 = 5 − x.

y
y = f (t)
2




1

x
t




−1 1 2 3 4 5 6 7
−1



 For 4 ≤ x ≤ 5, Z
x Z 4 Z x
F (x) equals f (t) dt = f (t) dt + t − 4 dt
2 2 4
(x − 4)2 1
= 2 − 1+ = x2 − 4x + 9.
2 2

y
y = f (t)
2




1

t



−1 1 2 3 4 5 6 7
x
−1



 For 5 ≤ x ≤ 6, Z
x Z 5 Z x
F (x) equals f (t) dt = f (t) dt + 6 − t dt
2 2 5
1 (x − 5)2
= 2 − 1 + + + (x − 5)(6 − x)
2 2

y = − 12 x2 + 6x − 16.
y = f (t)
2




1

t



−1 1 2 3 4 5 6 7
x
−1



 For 6 ≤ x, Z x Z 6 Z x
F (x) equals f (t) dt = f (t) dt + 0 dt
2 2 6
1 1
= 2 −1 + + + 0(x − 6) = 2.
2 2
y
y = f (t)
2




1




−1 1 2 3 4 5 6 7
x
−1



For 1 ≤ x ≤ 3, Z
x Z 2
F (x) = 2 dt = − 2 dt
2 x

= −2(2 − x) = 2x − 4.

y
y = f (t)
2




1

t



−1 1 2 3 4 5 6 7
x
−1



For x ≤ 1, Z x Z 1 Z x
F (x) = f (t) dt = 2 dt + 1 dt
2 2 1

= −2 − 1(1 − x) = x − 3.

y
y = f (t)
2




1

t



−1 1 2 3 4 5 6 7
x
−1



 
An Integral-Accumulating Function 

 1 for t ≤ 1,






 2 for 1 < t ≤ 3,

−1

for 3 < t ≤ 4,
Start with the function: y = f (t) =
y 
 t − 4 for 4 < t ≤ 5,
y = f (t)



2 6 − t for 5 < t ≤ 6,










0
 for 6 < t.
1




−1 1 2 3 4 5 6 7
−1 


Z x
We defined F (x) to equal f (t) dt.
t=2
 F (x)
y = F (x)
2
1
x
−1 1 2 3 4 5 6 7
−1 
−2 x−3 for x ≤ 1,






−3



 2x − 4 for 1 ≤ x ≤ 3,

x 5 − x for 3 ≤ x ≤ 4,
Z 
F (x) = f (t) dt =
1 2
2 

 2
x − 4x + 9 for 4 ≤ x ≤ 5,

1 2

− x + 6x − 16 for 5 ≤ x ≤ 6,




 2

2
 for 6 ≤ x.
Note: f is a function of t; F is a continuous function of x.
Wherever f has jumps, F has corners.
WhereverZ f (x) is bounded (|f (x)| ≤ some M ),
x
F (x) = f (t) dt is continuous (even if f isn’t).
t=a
y
y=M

y = f (t)
f (x)
F (x)
o(1)
t
a x x + o(1)
Z x+o(1) Z x Z x+o(1)
f (t) dt = f (t) dt + f (t) dt
t=a t=a t=x
F (x + o(1)) = F (x) + o(1)
 WhereverZ f (x) is bounded,
x
F (x) = f (t) dt is a continuous function of x.
t=a

Proof: Having f (t) bounded, for all t’s near some number x0,
means that |f (t)| ≤ some M , for |t − x0| < some δ1.
  
For any  > 0, let δ2 = min δ1, .
M
x0 − δ 2 x0 x0 + δ 2
Then for any x within |x − x0| < δ2, x
t
any t between x and x0 will also satisfy
|t − x0| < |x − x0| < δ2 ≤ δ1, so that |f (t)| ≤ M ,
Z x Z x0 
   
and F (x) − F (x0) =  f (t) dt − f (t) dt
Z x  t=a t=a
  
=  f (t) dt ≤ M |x − x0| < M δ2 ≤ M
 = ,
t=x0 M
 Meaning:
An integral is usually a continuous function of its endpoints.

Z b Z b Z a
f (x) dx = f (x) dx − f (x) dx
a c c
is a continuous function of a and a continuous function of b.

Application:
For rational k ≥ 0, tk is bounded at t = 0,
so that for b > 0 we have,
Z b Z b k+1 k+1
b − a
tk dt = lim tk dt = lim
0 a→0+ a a→0+ k+1
bk+1 − 0k+1 bk+1
= = .
k+1 k+1
Another Example: G(x) is 3 Units Higher than F (x) .
Z x Z 2 Z x
G(x) = f (t) dt = f (t) dt + f (t) dt = 3 + F (x)
0 0 2

y y = G(x)

4 (f (t) is still)
the same.)
3
y = F (x)
2

x
−1 1 2 3 4 5 6 7
−1
Another Example: Same f , but G is 3 Units Higher
Z x Z 2 Z x
G(x) = f (t) dt = f (t) dt + f (t) dt = 3 + F (x)
0 0 2

x for x ≤ 1,









 2x − 1 for 1 ≤ x ≤ 3,

x 8 − x for 3 ≤ x ≤ 4,
Z 
G(x) = f (t) dt =
1 2
0 

 2
x − 4x + 12 for 4 ≤ x ≤ 5,

1 2

− x + 6x − 13 for 5 ≤ x ≤ 6,




 2

5
 for 6 ≤ x.
Both functions F and G are continuous,
even where f has jumps.
 Z x
What’s an integral accumulating function, like F (x) = f (t)dt,
c
good for?
y y = f (t )
F (b)
c t
y b

F (a)
c a t
y

F (b) − F (a)
a t
b
Z b Z b Z a h ib
f (t)dt = f (t)dt− f (t)dt = F (b)−F (a) = F (x)
a c c a
 h ib h ib
Bracket Notation: f (x) or f (x) means f (b) − f (a).
x=a a

h i3
x2 = 32 − 12 = 9 − 1 = 8,
1
h i5
2x4 = 2 · 54 − 2 · 04 = 2 · 625 − 2 · 0 = 1350,
0
h i1  
3x3 − x = 3 · 13 − 1 − 3(−1)3 − (−1)
−1
= 3 − 1 − (−3 + 1) = 3 − 1 + 3 − 1 = 4,
h ib
2 = 2 − 2 = 0,
a
h ib
f (x) + C = f (b) + C − f (a) − C = f (b) − f (a)
a
h ib
= f (x) , regardless of the constant C.
a
 Z x Z c Z x
G(x) = f (t) dt = f (t) dt + f (t) dt = K + F (x)
d d c
What is G(x) good for? The same thing.
y y = f (t )
G(b)
y t
d b
G(a)
y a t
d
G(b) − G(a)
a t
b
Z b h ib h ib
f (t) dt = G(b) − G(a) = G(x) = F (x) + K
a a a
    h ib
= F (b) + K − F (a) + K = F (b) − F (a) = F (x)
a
 F (x) y = F (x)
1



x

−1 −1 1 Z 2
2 3 h 4 i 5 6 7
2
−2
−3 f (x)dx = F (x) = F (2) − F (1)
1 1
y

y = f (x) = 0 − (−2) = 2,


1



−1 0 1 2 3 4 5 6 7
Z 5 h i5 3 1
f (x)dx = F (x) = F (5) − F (4) = −1= ,
4 4 2 2
 F (x) y = F (x)



1



x
−1 −1 1 Z 3
2 3 h 4 i 5 6 7
3
−2
−3 f (x)dx = F (x) = 2 − (−3) = 5,
0

y 0
Z 4
y = f (t) h i4
f (x)dx = F (x)


3 3
= 1 − 2 = −1,
1



x


−1 Z 70 1 2 3 4 5 6 7
h i7 3 1
f (x)dx = F (x) = F (7) − F (5) = 2 − = ,
5 5 2 2




 Z x
1 dt = x
0
y=1 Z b
1 dt = (b − a)(1)
a h ib
= b−a= t
a t a
b

Z x
k dt = kx
y=k 0
Z b
k dt = (b − a)(k)
a h ib
= kb − ka = kt
a
a t
b
 t
=
b b2
Z
y t dt =
0 2
t
0 b
t

" #b
=

b b2 a2 t2
Z
y

t dt = − =
a 2 2 2
a
t
0 a b
 " #b
b b2 a2 t2
Z

t
t dt = − =
=
a y a 2 2 2
t a
0 b

a b 0
t
t

" #b
b a2 2
b2 a2 t2
=

b
Z 
t dt = − − − = − =
y

a 2 2 2 2 2
a
 Z x
How are the functions f and F (x) = f (t) dt related?
t=0

f (x) = 1, F (x) = x, for x < 1,

f (x) = 2, F (x) = 2x − 1, for 1 < x < 3,

f (x) = −1, F (x) = −x + 8, for 3 < x < 4,

1
f (x) = x − 4, F (x) = x2 − 4x + 12, for 4 < x < 5,
2
1 2
f (x) = 6 − x, F (x) = − x + 6x − 13, for 5 < x < 6,
2
f (x) = 0, F (x) = 5 for 6 < x.
 Z x
How are the functions f and F (x) = f (t) dt related?
t=0

f (x) = 1, F (x) = x, for x < 1,

f (x) = 2, F (x) = 2x − 1, for 1 < x < 3,

f (x) = −1, F (x) = −x + 8, for 3 < x < 4,

1
f (x) = x − 4, F (x) = x2 − 4x + 12, for 4 < x < 5,
2
1 2
f (x) = 6 − x, F (x) = − x + 6x − 13, for 5 < x < 6,
2
f (x) = 0, F (x) = 5 for 6 < x.
f (x) = F 0(x), except at the jumps of f (x).
The Fundamental Theorem of Calculus
At any xZwhere f (x) is continuous,
x
F (x) = f (t) dt is differentiable, and F 0(x) = f (x).
t=a

Z x+h Z x Z x+h
f (t) dt = f (t) dt + f (t) dt
t=a t=a t=x
Z x+h


F (x + h) = F (x) + f (x) + o(1) dt
t=x
Z x+h Z x+h
F (x + h) = F (x) + f (x) dt + o(1) dt
t=x t=x
Z x+h Z x+h 
F (x + h) = F (x) + f (x) 1 dt + o 1 dt
t=x t=x

F (x + h) = F (x) + f (x) h + o(h)

 y
y = f (t)
o(1)

f (x + h)
F (x) f (x)

h
t
a x x+h
Z x+h Z x Z x+h
f (t) dt = f (t) dt + f (t) dt
t=a t=a t=x
Z x+h


F (x + h) = F (x) + f (x) + o(1) dt
t=x
Z x+h Z x+h 
F (x + h) = F (x) + f (x) 1 dt + o 1 dt
t=x t=x

F (x + h) = F (x) + f (x) h + o(h)

Now we let h be replaced by o(1):
y
y = f ( t)
o(1)

f x + o(1)
F (x) f (x)
o(1)
t
a x x + o(1)
Z x+o(1) Z x Z x+o(1)
f (t) dt = f (t) dt + f (t) dt
t=a t=a
Zt=x
x+o(1)

F (x + o(1)) = F (x) + f (x) + o(1) dt
t=x
Z x+o(1)  Z x+o(1)
F (x + o(1)) = F (x) + f (x) 1 dt + o 1 dt
t=x t=x
F (x + o(1)) = F (x) + f (x) o(1) + o(o(1))
F (x + o(1)) = F (x) + o(1)
WhereverZ f (x) is bounded,
x
F (x) = f (t) dt is continuous, even if f isn’t.
t=a
y
o(1)

y = f (t)

f x + o(1)
f (x)
F (x)
o(1)
t
a x x + o(1)
Z x+o(1) Z x Z x+o(1)
f (t) dt = f (t) dt + f (t) dt
t=a t=a t=x
F (x + o(1)) = F (x) + o(1)
 The Fundamental Theorem of Calculus
At any xZwhere f (x) is continuous,
x
F (x) = f (t) dt is differentiable, and F 0(x) = f (x).
t=a

δ-Proof: If f (t) is continuous at t = x, then for any  > 0,

there’d be a δ > 0 such that: |f (t) − f (x)| <  for |t − x| < δ.
Z u 
 
MVT =⇒  f (t) − f (x) dt < |u − x| for |u − x| < δ.
Z u t=x Z u 
 

 f (t) dt − f (x) dt  < |u − x| for |u − x| < δ.

t=x t=x
 
F (u) − F (x) − f (x)(u − x) < |u − x| for |u − x| < δ.
 F (u) − F (x)
 

 − f (x) < for |u − x| < δ.
 u−x 
F (u) − F (x)
→ f (x) as u → x.
u−x
The Fundamental Theorem of Calculus
At any xZwhere f (x) is continuous,
x
F (x) = f (t) dt is differentiable, and F 0(x) = f (x).
t=a

Examples:
d x2
Z x x
d d d
Z
1 dt = x = 1. t dt = = x.
dx t=0 dx dx t=0 dx 2
Z x Z x
d 1 1 d
dt = . sin t dt = sin x.
dx t=1 t x dx t=a
Z x Z x
d d
tan t dt = tan x. cos t dt = cos x.
dx t=1 dx t=a
Z x √ √ x
d 1+ t 1+ x d
Z
7
dt = 7
. t2 dt = x2.
dx t=1 t + t x+x dx t=a
 Z x
F (x) = f (t) dt has a right-hand derivative wherever
t=a
f (x) has a right-handed limit, and F 0(x+) = f (x+).
Proof: For h > 0, we have
Z x+h Z x Z x+h
f (t) dt = f (t) dt + f (t) dt
t=a t=a t=x
Z x+h


F (x + h) = F (x) + f (x+) + o(1) dt
t=x
Z x+h Z x+h
F (x + h) = F (x) + f (x+) dt + o(1) dt
t=x t=x
Z x+h Z x+h
F (x + h) = F (x) + f (x+) 1 dt + o(1) dt
t=x t=x

F (x + h) = F (x) + f (x+) h + o(h).

 y
o(1)

y = f (t)
f (x+) f (x + h)
F (x)
h>0
a x t
x+h
Proof: For h > 0, we have
Z x+h Z x Z x+h
f (t) dt = f (t) dt + f (t) dt
t=a t=a
Zt=x
x+h

F (x + h) = F (x) + f (x+) + o(1) dt
t=x
Z x+h Z x+h
F (x + h) = F (x) + f (x+) 1 dt + o(1) dt
t=x t=x
F (x + h) = F (x) + f (x+) h + o(h).
 Z x
F (x) = f (t) dt has a right-hand derivative wherever
t=a
f has a right-handed limit, f (x+), and F 0(x+) = f (x+).
Proof: If f (t) has a right-handed limit at t = x,
then for any  > 0, there is a δ > 0 such that, ignoring f (x):
for x ≤ t ≤ u < x + δ, |f (t) − f (x+)| < ,
Z u 
 

 f (t) − f (x+) dt < (u − x),
Z u t=x Z u 
 

 f (t) dt − f (x+) dt 
 < (u − x),
 t=x t=x

F (u) − F (x) − f (x+)(u − x) < (u − x),
 F (u) − F (x)
 

 − f (x+) < ,
 u−x
F (u) − F (x)
→ f (x+) as u → x + .
u−x
 Z x
F (x) = f (t) dt has a left-handed derivative wherever
t=a
f has a left-handed limit, f (x−), and F 0(x−) = f (x−).
Proof: If f (t) has a left-handed limit f (x−) at t = x,
then for any  > 0, there is a δ > 0 such that, ignoring f (x):
for x − δ < u ≤ t ≤ x, |f (t) − f (x−)| <
Z u 
 

 f (t) − f (x−) dt < (x − u),
Z u t=x Z u 
 

 f (t) dt − f (x−) dt 
 < (x − u),
 t=x t=x

F (u) − F (x) − f (x−)(u − x) < (x − u),
 F (u) − F (x)
 

 − f (x−) < ,
 u−x
F (u) − F (x)
→ f (x−) as u → x − .
u−x
To Evaluate Integrals:
If G is any continuous piecewise-antiderivative
b of f ,
Z b 
then f (t) dt equals G(x) = G(b) − G(a).
a a

Proof: As a function
Z x of x
the difference f (t) dt − G(x) + G(a) is continuous
t=a
and its derivative: f (x) − G0(x) + 0 = f (x) − f (x) equals 0
at all except a finite set of points.
Zx
Thus f (t) dt − G(x) + G(a) must be a constant.
t=a
( Extended Derivative Mean Value Theorem)
Z a
At x = a this constant equals f (t)dt − G(a) + G(a) = 0,
Z b t=a
so, at x = b also, we have f (t) dt − G(b) + G(a) = 0.
t=a
To Evaluate Integrals:
If G is any continuous piecewise-antiderivative
b of f ,
Z b 
then f (t) dt equals G(x) = G(b) − G(a).
a a

Examples:
 2 b
b2 a2 b2 − a 2
Z b
t
t dt equals = − = ,
t=a 2 t=a 2 2 2
Z b  3 b 3 3 3 3
t b a b − a
t2 dt equals = − = ,
t=a 3 t=a 3 3 3
Z 2  3 2
6t h i2
6t2 dt equals = 2t3 = 2(23 − 13) = 14,
t=1 3 t=1 t=1
Z 3  −1 3 3
6t 1 1 1

−2
6t dt equals = −6 = −6( − ) = 1.
t=2 −1 t=2 t t=2 3 2
To Evaluate Integrals:
If G is any continuous piecewise-antiderivative
b of f ,
Z b 
then f (t) dt equals G(x) = G(b) − G(a).
a a

Example: 
−x if x < 0,
G(x) = |x| = is continuous.
x if x > 0,

−1 if x < 0,
0
G (x) = = sign(x) = f (x)
1 if x > 0, (piecewise)
Z b h ib
sign(x) dx = |x| = |b| − |a|.
a a
a b
a b
b−a −|a| b −b + a
a b
The traditional way: If 0 < a < b,
Z b Z b h ib b−a
sign(x) dx = 1 dx = x = b−a.
a a a a b

If a < 0 < b,
Z b Z 0 Z b h i0 h ib
sign(x) dx = −1 dx + 1 dx = −x + x
a a 0 a 0

a b
= 0 − (−a) + b − 0 = a + b. −|a| b

Z b Z b
If a < b < 0, sign(x) dx = −1 dx a b
h ib a a
−b + a
= −x = (−b)−(−a) = a−b.
a
To Evaluate Integrals:
If G is any continuous piecewise-antiderivative
b of f ,
Z b 
then f (t) dt equals G(x) = G(b) − G(a).
a a

Example: 
−x if x < 0,
f (x) = |x| =
x if x > 0,

has the piecewise-antiderivative

2

x x|x|
− + C1 = + C1 if x < 0,


G(x) = 2 2
2
 x x|x|

 + C2 = + C2 if x > 0,
2 2
which would be continuous at x = 0 if, and only if, C1 = C2.
To Evaluate Integrals:
If G is any continuous piecewise-antiderivative
b of f ,
Z b 
then f (t) dt equals G(x) = G(b) − G(a).
a a

Example: 
−x if x < 0,
f (x) = |x| =
x if x > 0,
x|x|
has the continuous piecewise-antiderivative G(x) = + C.
2

x|x|
Z
Antiderivative |x| dx = +C
2
 (x − 3)|x − 3|
Z
Antiderivative |x − 3| dx = +C
2
5 5
(x − 3)|x − 3| (2)|2| (−2)| − 2|
Z 
|x−3|dx = = − = 4.
1 2 1 2 2

This is customarily done as

Z 5 Z 3 Z 5
|x − 3| dx = 3 − x dx + x − 3 dx
1
1 3 1 3 5
x2 3 x2 5
  
= 3x − + − 3x
2 1  2  3
9 1 25 9
    
= 9− − 3− + − 15 − −9
2 2 2 2
9 1 25 9
=9− −3+ + − 15 − + 9
2 2 2 2
=4
Continuous Piecewise-Antiderivatives
which are good for Barroom Bets:

xa+1|x|b
Z
Antiderivative xa|x|b dx = +C
a+b+1

These piecewise-antiderivatives are continuous at x = 0

if a + b + 1 > 0.

|x|
Z Z
sign(x) dx = dx = |x| + C
Z x
x|x|
and |x| dx = +C
2

were special cases in the previous examples.

Proof: For x 6= 0, we can have
a b a+1 b−1
d
d xa+1|x|b (a + 1)x |x| + x b|x| |x|
= dx
dx a + b + 1 a+b+1
(a + 1)xa|x|b + bxa+1|x|b−1sign(x)
=
a+b+1
a b a+1 b−1
|x|
(a + 1)x |x| + bx |x|
= x
a+b+1
(a + 1)xa|x|b + bxa|x|b
=
a+b+1
(a + 1) + b a b
= x |x|
a+b+1
= xa|x|b.
The function f (x) may fail to be continuous or monotone
at x = b.
The usual theory of upper, lower, and Riemann sums may not
apply very easily to its integration there.
Z x
This is often remedied by using lim f (t) dt,
x→b a
if this limit exists,
Z b
to extend the definition of f (t) dt as a Riemann integral.
a Z
x
If its antiderivative F (x) = f (t) dt were a continuous
Z x a
function at x = b, then lim f (t) dt would still mean taking
x→b a
 b
limx→b F (x) − F (a) = F (b) − F (a) = F (t) a,
as we would usually do if f were continuous or monotone.
 If f is piecewise continuous,
and if F is a Zcontinuous piecewise antiderivative of f ,
b  b
then we have f (t) dt = F (t) a.
a

Z x
Proof: F (x) and G(x) = f (t) dt are both continuous,
a
and both have the same piecewise derivative, f (x).
The Extended Corollary of the Mean Value Theorem:
If two continuous piecewise differentiable functions F and G
satisfy F 0(x) = G0(x) for all but a finite number of x’s in an
interval, then F (x) = G(x) + C for all x on that interval.
Z b
tells us that f (t) dt = G(b) − G(a) = F (b) − F (a).
a
If f is piecewise continuous,
and if F is a continuous
Z b piecewise antiderivative of f ,
 b
then we have f (t) dt = F (t) a.
a

1 1
1 √
Z 
Example: √ dx = 2 x = 2 · 1 − 2 · 0 = 2,
√0 x 0
because x is continuous.

1  √ 1
1 33 3 3 3
Z
Example: √ dx = x 2 = ·1− ·0= ,
√ 0
3
x 2 0 2 2 2
3
because x2 is continuous.

1  √ 1
1 33 3 3
Z
Example: √ dx = x 2 = ·1− · 1 = 0,
√ −1
3
x 2 −1 2 2
3
because x2 is continuous.
 1
Warning: On the other hand, is not continuous at x = 0,
Z 1 1 x
1 1 1 1
   
and 2
dx 6= − = − − − = −2.
−1 x x −1 1 −1
4

You should still use 2

Z 0− Z 1
1 1
2
dx + 2
dx 1
−1 x 0+ x
0−  1
1 1

= − + − −2 −1 0 1 2
x −1 x 0+
1 1 1 1
       
= lim − − − + lim − − − = ∞.
b→0− b −1 a→0+ 1 a