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Integration
f (ck )xk ,
SP =
k=1
a Riemann sum for f on the interval [a, b]. Note that such a Riemann sum depends on the
partition P as well as the choice of the points ck . A Riemann sum is an approximation to
the area bounded between the curve y = f (x) and the x-axis by rectangles. See Fig. 5.9
[240]. The precision of the approximation depends on the norm of the partition P , written
P , the largest of all the subinterval widths. If P is a small number, then all of the
subintervals in the partition P have a small width. See Eg. 6 and Fig. 5.10 [241]
The Definite Integral [242]
Definition [243] Let f (x) be a function dened on a closed interval [a, b]. We say that a
number J is the definite integral of f over [a, b] and that J is the limit of the Riemann sums
n
f (ck )xk
k=1
f (x)dx,
a
which is read as the integral from a to b of f (x) dx, or the integral from a to b of f of
x with respect to x. When the condition in the denition
b is satised, we say the Riemann
sums of f on [a, b] converge to the denite integral J = a f (x) dx, and that f is integrable
over [a, b].
The numbers a and b are called lower limit and upper limit of the integration, the function
f (x) is the integrand and x is the variable of integration. The x is indeed a dummy variable,
which can be replaced by any other symbols.
When the condition in the denition above is satised, we say the Riemann sums of f on
[a, b] converge to the denite integral
b
f (x) dx
a
k=1
for any choice of partition P with P 0, and any choice of the points ck . So in particular,
for the partition P in which the subintervals are all of equal lengths, that is, xk = nk (ba)+a,
we have
b
n
1
f (ck ) (b a) =
lim
f (x) dx.
n
n
a
k=1
Theorem 1 - Integrability of Continuous Functions [244] If a function f is continuous
over the interval [a, b], or if f has at most nitely many jump discontinuities there, then the
b
denite integral a f (x) dx exists and f is integrable over [a, b].
Eg. 1 [245] The function f (x) dened to be 1 when x is a rational number in the interval
[0, 1] and 0 when x is an irrational number in [0, 1] is not integrable.
When a < b we dene
and
a
a
f (x) dx =
b
f (x) dx
a
Eg. 4 [248] The area under the curve y = x over the interval [0, b], b > 0 is equal to
b
2
2
b2
.
More
generally,
for
b
>
a,
x dx = b2 a2 .
2
a
b
0
x dx =
Definition [250] If f is integrable on the closed interval [a, b], then its average value over
the interval [a, b] (also called its mean) is
b
1
f (x) dx.
ba a
2
5.4
Theorem 3 - The Mean Value Theorem for Definite Integrals [254] If f is continuous
on [a, b], then at some point c in [a, b],
b
1
f (x) dx.
f (c) =
ba a
Given a nice function y = f (x),
df
f (x + x) f (x)
= lim
= limit of ratio between change of f and change of x.
dx x0
x
On the other hand
b
f (x) dx = the area under the curve y = f (x).
a
F (x) =
f (t) dt = f (x).
dx a
If G(x) is any antiderivative of f on [a, b], then
b
f (x) dx = G(b) G(a).
a
Eg. 3 [258]
Theorem 5 [259] The net change in a function F (x) over an interval a x b is the
integral of its rate of change:
b
F (b) F (a) =
F (x) dx.
a
Egs. 4, 5 [259]
Applications
Area
Eg. 7 [261] Let f (x) = sin x.
Then
2
2
sin x dx = cos x = (cos(2) cos 0) = (1 1) = 0.
0
But the area enclosed between the curve y = f (x) = sin x and the x-axis is equal to |A1 |
+ |A2 |, where
A1 =
sin x dx = cos x = (cos cos 0) = (1 1) = 2,
A2 =
2
sin x dx = cos x = (cos(2) cos ) = (1 (1)) = 2.
To find the area enclosed between the graph of y = f (x) and the x-axis over the interval
[a, b]:
1. Subdivide [a, b] at the zeros of f .
2. Integrate f over each interval.
3. Add the absolute values of the integrals.
Read Eg. 8 [261].
Theorem 8 [273] Let f be continuous on the symmetric interval [a, a].
a
(a) If f is even (that is f is symmetric with respect to the y-axis), then a f (x) dx =
a
2 0 f (x) dx.
a
(b) If f is odd (that is f is symmetric with respect to the origin), then a f (x) dx = 0.
See Fig. 5.24 [273].
Definition [274] If f and g are continuous with f (x) g(x) throughout the interval [a, b],
then the area of the region between the curves y = f (x) and y = g(x) from a to b is the
integral of (f g) from a to b:
b
A=
(f (x) g(x)) dx.
a