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MATH131 - lecture notes

MATH131 - lecture notes

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Integration

1 Antiderivatives

Consider the function

f

(

x

) = 3

x

2

. Suppose that instead of ﬁnding the derivative of

f

we wishto ﬁnd a function

F

, which when diﬀerentiated yields

f

, i.e. we seek a function

F

such that

F

(

x

) = 3

x

2

.It is fairly easy to see that

F

(

x

) =

x

3

will do. We shall then say that

F

is an

antiderivative

of

f

.

Antiderivative

Deﬁnition 1.1

If

f

is a given function, then

F

is an antiderivative of

f

provided that

F

(

x

) =

f

(

x

)

.

Note that we have said “an antiderivative” not “the antiderivative”. The reason is that afunction may have many antiderivatives. For example consider again

f

(

x

) = 3

x

2

. We haveseen that

F

(

x

) =

x

3

is one antiderivative, since

F

(

x

) =

f

(

x

). Equally well, so are

G

(

x

) =

x

3

+ 1

, H

(

x

) =

x

3

−

1726739etc., since they also give 3

x

2

when diﬀerentiated. Indeed it is plain that

K

(

x

) =

x

3

+

C

where

C

is any constant is an antiderivative of

f

.

Theorem 1.2

If

F

(

x

)

is an antiderivative of

f

(

x

)

, then so is

F

(

x

)+

C

, for any constant

C

.

Proof

. We know

F

(

x

) =

f

(

x

). Then

ddx

[

F

(

x

) +

C

] =

ddxF

(

x

) +

ddxC

=

F

(

x

) + 0 =

f

(

x

)

.

Example 1.1

Find antiderivatives for:(a)

4

x

3

(b)

x

2

+ 1

(c)

x

4

+

x

3

+

x

(d)

3sin3

x

.

Solution

We must ﬁnd functions which when diﬀerentiated yield the above.(a) It is fairly obvious that

x

4

+

C

will do for any constant

C

.(b) It is not hard to see that

x

3

/

3 +

x

+

C

will suﬃce.(c) Again we take

x

5

/

5 +

x

4

/

4 +

x

2

/

2 +

C

.(d) Clearly

−

cos3

x

+

C

will do.

We have seen that any function

K

(

x

) =

x

3

+

C

is an antiderivative of 3

x

2

. Now we areentitled to ask, “Are there any more antiderivatives?” Could there be some other strangefunction, not of the form

K

(

x

) =

x

3

+

C

, which when diﬀerentiated also gives 3

x

2

?The answer is that there is not. A rigorous proof of this depends on the following tworesults, the ﬁrst of which we shall not prove here, as it would take us too far aﬁeld.1

Rolle’s Theorem

Theorem 1.3 (Rolle’s Theorem)

. Suppose

a < b

and

f

is continuous on

[

a,b

]

and diﬀer-entiable on

(

a,b

)

and that

f

(

a

) =

f

(

b

)

. Then there exists a point

ξ

∈

(

a,b

)

such that

f

(

ξ

) = 0

.

This has a very simple geometric interpretation........................

aξb

.....................

f

(

x

)Figure 1.1The Theorem says that in Figure 1.1, there must exist a point

ξ

, at which there is a horizontaltangent to the graph of

f

.

Mean Value Theorem

Theorem 1.4 (Mean Value Theorem)

Suppose

a < b

and

f

is continuous on

[

a,b

]

and diﬀerentiable on

(

a,b

)

. Then there exists a point

ξ

∈

(

a,b

)

such that

f

(

b

)

−

f

(

a

)

b

−

a

=

f

(

ξ

)

.

(1)

Proof

. Let

g

(

x

) =

f

(

x

)

−

f

(

a

)

−

f

(

b

)

−

f

(

a

)

b

−

a

(

x

−

a

)

.

Then

g

(

a

) =

g

(

b

) = 0. Thus

g

satisﬁes then conditions of Rolle’s Theorem. Hence there existsa point

ξ

at which

g

(

ξ

) = 0, i.e.0 =

f

(

ξ

)

−

f

(

b

)

−

f

(

a

)

b

−

a.

The geometrical interpretation of this is as follows....................................................................................................................................................................................

f

(

b

)

f

(

a

)

aξbRQP

Figure 1.22

Let

P

and

Q

be the points (

a,f

(

a

)) and (

b,f

(

b

)) as shown in Figure 1.2 and let

R

be the point(

b,f

(

a

)). Then

QR

=

f

(

b

)

−

f

(

a

) and

PR

=

b

−

a

. Hence the left hand-side of (1) is just

QR/PR

which is the slope of

PQ

.On the other hand,

f

(

ξ

) is the slope of the tangent at

ξ

.What the theorem says is that there is at least one point

ξ

, at which the tangent is parallelto the chord

PQ

.An immediate consequence of this is the following result.

Theorem 1.5

If

f

(

x

)

≡

0

then

f

(

x

)

≡

constant

.

Proof

. Let

a

and

b

be any two distinct points. We shall show that

f

(

a

) =

f

(

b

), which meansthat the value of

f

is the same at any two points, i.e.

f

is a constant function.For convenience, suppose

a < b

. Then for some

ξ

∈

(

a,b

)

f

(

b

)

−

f

(

a

)

b

−

a

=

f

(

ξ

)

.

But the right-hand side is zero by hypothesis, and so

f

(

a

) =

f

(

b

).This result can be used to prove the following theorem.

Theorem 1.6

If

F

1

and

F

2

are antiderivatives of

f

then

F

1

(

x

)

−

F

2

(

x

)

≡

constant

.

Proof

. We have

F

1

(

x

) =

f

(

x

) and

F

2

(

x

) =

f

(

x

). Hence(

F

1

−

F

2

)

(

x

) =

f

(

x

)

−

f

(

x

) = 0

.

Then by Theorem 1.5,

F

1

(

x

)

−

F

2

(

x

)

≡

constant

.

What this theorem says is that once we have found one antiderivative, then all others diﬀerfrom that one only by a constant. Thus returning to

f

(

x

) = 3

x

2

, we know

F

(

x

) =

x

3

is anantiderivative. Then by Theorem 1.2, so is

x

3

+

C

, and by Theorem 1.6 there are no others.

Indeﬁnite Integral

We now introduce some special notation. If

F

is an antiderivative of

f

we write

f

(

x

)

dx

=

F

(

x

) +

C

(2)and say that

f

(

x

)

dx

is the

indeﬁnite integral

of

f

with respect to

x

, or often more simplythe

integral

of

f

. The reason for this symbolization will become clear later.It follows that

F

(

x

) =

f

(

x

), i.e.

ddx

f

(

x

)

dx

=

f

(

x

)

,

(3)and

F

(

x

)

dx

=

F

(

x

) +

C.

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