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VIETNAM NATIONAL UNIVERSITY AT HO CHI

MINH CITY
INTERNATIONAL UNIVERSITY

Chapter 4: Integration
Calculus 1
Lecturer: Nguyen Minh Quan, PhD
quannm@hcmiu.edu.vn

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 1 / 80


Contents

1 Areas under Curves

2 The Definite Integral and its properties

3 The Fundamental Theorem of Calculus

4 Techniques of Integration

5 Approximate Integration

6 Improper Integrals

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 2 / 80


Introduction

In Chapter 2 we learnt about differentiation. Given a total quantity,


differentiation allows us to find its rate of change by taking its
derivative.
In this chapter, we study the reverse process: given a rate of change,
integration allows us to find a total quantity.
Do we have any connection between differentiation and integration?
Integral and differential calculus are connected by The Fundamental
Theorem of Calculus which connects them.
Integration has various of applications such as measuring area,
volume,...It thus is related to measure the area under the curve.

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1. Areas under Curves

Assume that a car was moving with constant velocity v (m/s) during
the time t1 and t2 . Then the distance that this car traveled on [t1 , t2 ]
is S = v × (t2 − t1 ).
This quantity equals to the area bounded by the horizontal line y = v
and the two vertical lines x = t1 , x = t2 .

When the velocity of the car is not constant; that is, v varies in time
v = v (t). What is the distance traveled by this car?

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1. Areas under Curves
The previous example is related to a fundamental problem of calculus:
given a nonnegative continuous function y = f (x), find the area S of the
region R lying under the graph of f , above the x-axis and between the
vertical lines x = a and x = b, where a < b.

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1. Areas under Curves

The idea behind the computing this area is that we can effectively
compute such quantities by breaking it into small pieces and then
summing the contributions from each piece.
We divide [a, b] into N closed subinterval so that
a = x0 < x1 < x2 < ... < xn−1 < xN = b
and
∆xi → 0 as N → ∞
[For example, ∆xi = (b − a)/N, for all i = 1, .., N]
Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 6 / 80
1. Areas under Curves

The set P = {x0 , x1 , ..., xN−1 , xN } is called a partition of [a, b].


In each subinterval [xi−1 , xi ], we select an arbitrary point ci ,
i = 1, .., n. The area of a i th rectangle with height f (ci ) and width
∆xi is f (ci ) ∆xi .
We approximate the area S by summing the areas of all the
N
P
rectangles: SP = f (ci ) ∆xi . This sum is called Riemann sum. As
i=1
N → ∞, the area of the rectangles becomes closer to S.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 7 / 80


1. Areas under Curves

Definition
The area S of the region under a nonnegative, continuous function f is the
limit of the sum of the areas of approximating rectangles:
N
X
S = lim SP = lim f (ci ) ∆xi
N→∞ n→∞
i=1

Note: It can be shown that if f is continuous, this limit always exists.

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2. The Definite Integral

Definition
The definite integral of a nonnegative, continuous function f over [a, b] is
the limit of Riemann sums (that is, the limit of the sum of the areas of
approximating rectangles) and is denoted by the integral sign:

Zb N
X
f (x)dx = lim SP = lim f (ci ) ∆xi
N→∞ N→∞
a i=1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 9 / 80


2. The Definite Integral

Example
R1
Set up an expression for xdx as a limit of sums and evaluate the limit.
0
Solution:
Choose ci = xi = i/N, ∆xi = 1/N, i = 1, .., N (ci are right endpoints).

Z1 N   N  
X i 1 X i 1
xdx = lim f = lim
N→∞ N N N→∞ N N
0 i=1 i=1

Thus,
Z1 N
1 X N (N + 1) 1
xdx = lim 2
i = lim 2
=
N→∞ N N→∞ 2N 2
0 i=1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 10 / 80


2. The Definite Integral
Now we generalize further, removing the restrictions that f must be
nonnegative. Assume that f is continuous on the closed, finite interval
[a; b]. If f (x) is nonnegative, then the definite integral is not equal to an
area in the usual sense, but we may interpret it as the "signed area"
between the graph and the x-axis.
Signed area (net area) is defined as the difference of the area above x-axis
and the area below x-axis.

Zb
f (x)dx = net area
a

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2. The Definite Integral

Theorem
If f is continuous on [a, b] then f is integrable on [a, b].

Definition
The definite integral of an integrable function f over [a, b] is the limit of
Riemann sums (that is, the limit of the sum of the areas of approximating
rectangles) and is denoted by the integral sign:

Zb N
X
f (x)dx = lim SP = lim f (ci ) ∆xi
N→∞ N→∞
a i=1

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2. The Definite Integral

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Properties of the Definite Integral

If f and g are integrable on an interval containing a, b and c.


Ra
a f (x)dx = 0.
Rb Ra
a f (x)dx = − b f (x)dx.
Rb Rb Rb
a [αf (x) + βg (x)]dx = α a f (x)dx + β a g (x)dx.
Rb Rc Rc
a f (x)dx + b f (x)dx = a f (x)dx.
Rb Rb
If f (x) 6 g (x) and a 6 b then a f (x)dx 6 a g (x)dx.
R R
b b
If a 6 b then a f (x)dx 6 a |f (x)|dx

Ra
If fodd is an odd function then −a fodd (x)dx = 0.
Ra Ra
If feven is an even function then −a feven (x)dx = 2 0 feven (x)dx.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 14 / 80


Properties of the Definite Integral

Example
Use the properties of integrals to evaluate

Z3
1 + x 3 dx


−3

Solution

Z3 Z3 Z3
3
x 3 dx = 6

1+x dx = 1dx +
−3 −3 −3

Since the first integral is the area of the rectangle of the sides 6 and 1. the
second integral is zero due to the the fact that x 3 is an odd function.

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The Mean Value Theorem for Integrals

Theorem
If f is continuous on [a, b] then there exists c ∈ [a, b] such that
Z b
f (x)dx = f (c)(b − a)
a

Definition
The value f (c) is called the average value or mean value of f on [a, b],

Zb
1
fav = f (x)dx.
b−a
a

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The Mean Value Theorem for Integrals

Example
Find the mean value of the function f (x) = 1 + x 3 on the interval [−3, 3].

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The Fundamental Theorem of Calculus

Calculating integrals by taking the limit of Riemann sums is often long and
difficult. There is a more effective way to calculate integrals. This effective
way is based on the relationship between integration and differentiation
which is called The Fundamental Theorem of Calculus.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 18 / 80


The Fundamental Theorem of Calculus

Calculating integrals by taking the limit of Riemann sums is often long and
difficult. There is a more effective way to calculate integrals. This effective
way is based on the relationship between integration and differentiation
which is called the Fundamental Theorem of Calculus (FTC).

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 19 / 80


The Fundamental Theorem of Calculus

Suppose that f is continuous on an interval I containing the point a. (a)


Let a function F (x) be defined on I by
Zx
F (x) = f (t)dt
a

Then F is an antiderivative of f , i.e., F 0 (x) = f (x).


(b) If G is any antiderivative of f on I , then for any b in I we have

Zb
f (x)dx = G (b) − G (a) := G (x)|ba
a

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 20 / 80


The Fundamental Theorem of Calculus

Example
(a) Find the average value of f (x) = e −x + cosx on − π2 , 0 .
 

R2 2
(b) Find the derivatives of A (x) = e −t dt.
x
Rx 3 2
(c) Find the derivatives of B (x) = e −t dt.
x2
Solution
(a) The average value is

Z0
 0

1 −x 2 −x 2
= (e π/2 − 1)

e + cos x dx = −e + sin x
0 − − π2

π − π π
− π2 2

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 21 / 80


The Fundamental Theorem of Calculus

Solution (Cont.)
Rx 2 2
(b) A (x) = − e −t dt ⇒ A0 (x) = −e −x .
2
2 Rx 2
(c) Let F be an antiderivative of e −t , i.e, F (x) = e −t dt for any a.
a
x3
Z x2
Z
−t 2 2
B (x) = e dt − e −t dt = F (x 3 ) − F (x 2 ).
0 0

d d d
F x3 − F x 2 = 3x 2 F 0 x 3 − 2xF 0 x 2 =
   
Thus, B(x) =
dx
6 4
dx dx
3x 2 e −x − 2xe −x .

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 22 / 80


The Fundamental Theorem of Calculus

Example
R 1 5 √
(a) Find 0 (2x + 2 x − 1) dx.

(b) Find the area under the curve y = 1/x 2 and above y = 0 between
x = 1 and x = 2.

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Table of indefinite integral
Both parts of the Fundamental Theorem establish connections between
antiderivatives and definite integrals.
Table of antiderivatives

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Practical Application: Finding Total Change
Theorem
If F (x) is a total quantity and f = dF /dx is its rate of change, then the
integral of a rate of change is the total change

Zb Zb
dF
f (x)dx = dx = F (b) − F (a)
dx
a a

Example of practical applications


1. If the rate of growth of a population is dP/dt, then the increase in
population during the time period from t1 to t2 is

Zt2
dP
dt = P (t2 ) − P (t1 )
dt
t1

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Practical Application: Finding Total Change

Example of practical applications


2. If C (x) is the cost of producing x units of a commodity, then the cost of
increasing production from x1 to x2 is
Zx2
C’ (x) dx = C (x2 ) − C (x1 )
x1

3. If an object move along a straight line with position function s(t), then
its velocity is v (t) = s 0 (t), so the change of position (displacement) of the
object during the time period from t1 to t2 is

Zt2
v (t) dt = s (t2 ) − s (t1 )
t1

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Practical Application: Finding Total Change

Rt2
Note that the total distance travelled during t1 and t2 is |v (t) |dt.
t1

Example of practical applications


The marginal cost in producing x computer chips (in units of 1000) is
C 0 (x) = 150x 2 − 3000x + 17500 ($ per 1000 chips).
(a) Find the cost of increasing production from 10,000 to 15,000 chips.
(b) Assuming C(0) = $35,000 (that is, set up costs were $35,000), find
the total cost of producing 15,000 chips

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 27 / 80


Practical Application: Finding Total Change

Example of practical applications


A particle moves along a line so that its velocity at time t is
v (t) = t 2 − t − 6 (m/s).
(a) Find the displacement of the particle during the time period 1 ≤ t ≤ 4.
(b) Find the distance traveled during this time period.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 28 / 80


Practical Application: Newton’s Law of Cooling
Newton’s Law of Cooling: Let T (t) be the temperature of the object at
time t and Ts be the temperature of the surroundings (Ts < (T (t)), then

dT
= −k (T − Ts )
dt
where k is a positive constant.
That is, the rate of cooling of an object is proportional to the temperature
difference between the object and its surroundings.
Find T (t)? Integrating the (differential) equation,
Z Z
dT
= k dt ⇒ ln (T − Ts ) = −kt + ln (T (0) − Ts )
T − Ts
This implies
T (t) = Ts + (T (0) − Ts ) e −kt

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 29 / 80


Practical Application: Newton’s Law of Cooling
Example: Newton’s Law of Cooling
A detective found a corpse in a motel room at midnight and its
temperature was 80o F. The temperature of the room is kept constant at
60o F. Two hours later the temperature of the corpse dropped to 75o F.
Find the time of death. Note that the temperature of a normal person is
98.6o F (37o C)
Solution
Let T (t) be the temperature of the corpse at time t. We have
T (t) = Ts + (T (0) − Ts ) e −kt . Thus, at t = 2:
 
−2k 1 75 − 60
T (2) = 60 + (80 − 60) e = 75 ⇒ k = − ln = 0.1438
2 80 − 60
−ktd = 98.6.
At time of death: T (td) = 60 + (80 − 60) e
Therefore, td = − k1 ln 98.6−60
80−60 = −4.57 hours.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 30 / 80


Substitution Method
Substitution Rule
Z Z
f (u (x)) u 0 (x)dx = f (u) du =F (u (x)) + C

where F is an anti-derivative of f , that is, F 0 (x) = f (x).

Example
3x 2 cos x 3 dx.
R 
Evaluate
Solution

Let u = x 3 ⇒ du = 3x 2 dx.
Applying the substitution rule:
Z Z
3x cos x dx = cos (u) du = sin u + C = sin x 3 + C .
2 3
 

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 31 / 80


Substitution Method

Example
5
Evaluate 2x x 2 + 9 dx.
R

Solution
Step 1. Choose the function u and compute du.
Let u = x 2 + 9 then du = 2xdx.
Step 2. Rewrite the integral in terms of u and du , and evaluate
Z Z
5 1
2x x + 9 dx = u 5 du = u 6 + C
2
6
Step 3. Express the final answer in terms of x
Z
5 1 2 6
2x x 2 + 9 dx = x + 9 + C.
6

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 32 / 80


Substitution Method

Example
√ x
R
Evaluate 1−4x 2
dx.
Solution
1
Let u = 1 − 4x 2 . Thus du = −8xdx, so xdx = − du
8
1 √ 
Z Z Z
x 1 1 1
√ dx = − √ du = − u −1/2 du = − 2 u + C
1 − 4x 2 8 u 8 8
Therefore, Z
x 1p
√ dx = − 1 − 4x 2 + C .
1 − 4x 2 4

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 33 / 80


Substitution Method

Exercises
Using
R substitution method to evaluate
3x 2 +6x
1. 3 2 4 dx
(x +3x +9)
4
x 2 + 2x x 3 + 3x 2 + 1 dx
R 
2.
e 3x dx
R
3.
2
xe x +1 dx
R
4.
R √
5. x 5 1 + x 2 dx
6. cos3 x sin xdx
R

−1 x
7. tan
R
1+x 2
dx
2
8. (lnxx) dx. [u = ln x]
R

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 34 / 80


Substitution Method For Definite Integrals

Change of Variables Formula for Definite Integrals


If u(x) is differentiable on [a, b] and f (x) is integrable on the range of
u(x), then
Zb u(b)
Z
0
f (u (x)) u (x) dx = f (u) du
a u(a)

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Substitution Method For Definite Integrals
Example
R2 √
Evaluate x 2 x 3 + 1dx.
0
Solution
Let u = x 3 +
√ 1, thus du = 3x 2 dx.

We have x 2 x 3 + 1 = 13 udu.

x = 0 ⇒ u (0) = 1

x = 2 ⇒ u (2) = 9
Therefore,

Z2 Z9
1 √ 2 3/2 9 52
p
2 3
x x + 1dx = udu = u =
3 9 1 9
0 1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 36 / 80


Substitution Method For Definite Integrals

Examples
Use the Change of Variables Formula to evaluate the definite integral 1-4.
R6 √
1. x + 3dx.
1
R4 √
2. x x 2 + 9dx.
0
π/2
cos3 x sin xdx.
R
3.
0
Re 4 dx
4. √
x ln x
.
e
1 1
R1 dt
Ra dt
R1 dt
Ra du
5. Prove that 1+t 2
= 1+t 2
. Hint: Let u = 1/t → 1+t 2
= 1+u 2
.
a 1 a 1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 37 / 80


Integration by parts

Integration by parts
Z Z
0
u (x) v (x) dx = u (x) v (x) − u 0 (x) v (x) dx

Or Z Z
udv = uv − vdu

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Integration by parts

Example
R
Evaluate x sin xdx
Solution
 
u=x du = dx
Let ⇒
dv = sin xdx v = − cos x
Z Z Z
x sin xdx = udv = uv − vdu

Thus,
Z Z
x sin xdx = −x cos x + cos xdx = −x cos x + sin x + C

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 39 / 80


Integration by parts

Example
R
Evaluate ln xdx
Solution

du = x1 dx
 
u = ln x
Let ⇒
dv = dx v =x
Z Z Z
ln xdx = udv = uv − vdu

Thus, Z Z
ln xdx = x ln x − dx = x ln x − x + C

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 40 / 80


Integration by parts

Example
x 2 e x dx
R
Evaluate
Solution

u = x2
 
du = 2xdx
Let ⇒
dv = e x dx v = ex
Z Z Z
x 2 e x dx = udv = uv − vdu
Z Z
x 2 e x dx = x 2 e x − 2 xe x dx

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 41 / 80


Integration by parts

Solution(Cont.)
xe x dx
R
Evaluate
 
u=x du = dx
Let x ⇒
dv = e dx v = ex
Z Z Z
x
xe dx = udv = uv − vdu
Z Z
x x
xe dx = xe − e x dx = xe x − e x + C

Therefore, Z
x 2 e x = x 2 e x − 2xe x + 2e x + C1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 42 / 80


Integration by parts

Integration by parts for definite integrals


Zb Zb
0
u (x) v (x) dx = u (x) v (x)|ba − u 0 (x) v (x) dx
a a

Example
Find the area of the region bounded by the curve y = tan−1 x, the x-axis,
and the lines x = 0 and x = 1.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 43 / 80


Trigonometric Integrals

Trigonometric Substitution
Evaluate Z
sinm x cosn xdx

If either m or n is odd, positive integer, the integral can be done


easily by substitution.
If the power of sin x and cos x are both even, then we can make use
of the double-angle formulae
1 + cos 2x 1 − cos 2x
cos2 x = , and sin2 x =
2 2

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 44 / 80


Trigonometric Integrals

Examples
Evaluate
1. R sin4 x cos3 xdx
R

2. R sin4 x dx
3. R tan xdx
2x
4. cos x+sin dx
R cos5sin
x
x
5. √sin x dx
R sin3 (√x )
6. √
x
dx

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 45 / 80


Trigonometric Integrals

Example: Trigonometric Inverse Substitutions

Example
1. Evaluate
Z1/2 p
x 2 1 − x 2 dx
0
2. Z
dx

4 + x2

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 46 / 80


The Method of Partial Fractions
R P(x)
Find Q(x) dx where P(x) and Q(x) are polynomials (a ratio of
P(x)
polynomials)? We rewrite Q(x) as

P (x) R (x)
= S (x) +
Q (x) Q (x)

where deg (R) < deg (Q).

Example
x3 + x
Z Z  
2 2
dx = x +x +2+ dx
x −1 x −1
x3 x2
= + + 2x + 2 ln |x − 1| + C
3 2

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 47 / 80


The Method of Partial Fractions

Case 1: The denominator Q(x) is a product of distinct linear factors (no


factor is repeated).

Q (x) = (a1 x + b1 ) (a2 x + b2 ) ... (ak x + bk )

In this case the partial fraction theorem states that there exist constants
A1 , .., Ak such that

R (x) A1 A2 Ak
= + + ... +
Q (x) a1 x + b1 a2 x + b2 ak x + bk

Example
x+5
R
Evaluate x 2 +x−2

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 48 / 80


The Method of Partial Fractions

Solution
Note that
x +5 x +5 A B
= := +
x2
+x −2 (x − 1) (x + 2) x −1 x +2

A+B =1
x + 5 = A (x + 2) + B (x − 1) .This implies
2A − B = 5
⇒ A = 2, B = −1
Thus, Z Z  
x +5 2 1
2
dx = − dx =
x +x −2 x −1 x +2
= 2 ln |x − 1| − ln |x + 2| + C .

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 49 / 80


The Method of Partial Fractions. Case 1.

Exercises
Evaluate Z
cos xdx
2
sin x − 3 sin x + 2

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 50 / 80


The Method of Partial Fractions

Case 2: Q(x) is a product of linear factors, some of which are repeated.


3 −x+1
Example: xx2 (x−1) A B C
2 = x + x 2 + x−1 +
D
(x−1)2
.

Example
x 4 −2x 2 +4x+1
R
Evaluate x 3 −x 2 −x+1
dx
Hint:
x 4 − 2x 2 + 4x + 1 4x
3 2
=x +1+ 3 2
x −x −x +1 x −x −x +1
4x 4x A B C
3 2
= 2
= + 2
+
x −x −x +1 (x − 1) (x + 1) x − 1 (x − 1) x +1
A = 1, B = 2, C = −1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 51 / 80


The Method of Partial Fractions

Case 3: Q(x)contains irreducible quadratic factors, none of which is


repeated.
If Q(x) has the factor ax 2 + bx + c, where b 2 − 4ac < 0, then the
expression for R(x)/Q(x) will have a term of the form axAx+B
2 +bx+c where A
and B are constants to be determined.
Example
−2x + 4
Z
dx
(x 2 + 1) (x − 1)
Answer:
1
− ln x 2 + 1 − 3 arctan (x) + ln |x − 1| + C

2

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 52 / 80


Approximate Integration

How to evaluate the following integral

Z1
sin x 2 dx =?


0

The antiderivatives of some functions, like sin(x 2 ), 1/ln(x), and 1 + x 4 ,
have no elementary formulas. When we cannot find a workable
antiderivative for a function f that we have to integrate, we can partition
the interval of integration, replace f by a closely fitting polynomial on
each subinterval, integrate the polynomials, and add the results to
approximate the integral of f .
This procedure is an example of numerical integration.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 53 / 80


Midpoint Rule
Rb
Assume we want to approximate the following integral f (x)dx. We
a
b−a
divide [a, b] into n subintervals of equal length ∆x = n . Denoting
xk = a + k∆x, k = 0, 1, 2, .., n.
Midpoint Rule
Zb
f (x)dx ≈ Mn = ∆x [f (x̄1 ) + f (x̄2 ) + ... + f (x̄n )]
a
1
where x̄i = 2 (xi−1 + xi ) = midpoint of [xi−1 , xi ]

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 54 / 80


Midpoint Rule
Example
R2 dx
Use the Midpoint Rule with n = 5 to approximate the integral x .
1
Solution
Noting that a = 1, b = 2, n = 5, ∆x = 0.2; x0 = 1, x1 = 1.2, x2 = 1.4, x3 =
1.6, x4 = 1.8, x5 = 2.

Z2
dx
≈ ∆x [f (1.1) + f (1.3) + f (1.5) + f (1.7) + f (1.9)] ≈ 0.69191
x
1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 55 / 80


The Trapezoidal Rule
Rb
The n-subinterval Trapezoid Rule approximation to f (x)dx is given by
a

Zb
∆x
f (x)dx ≈ Tn = [f (x0 ) + 2f (x1 ) + ... + 2f (xn−1 ) + f (xn )]
2
a

b−a
where ∆x = n and xi = a + i∆x.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 56 / 80


The Trapezoidal Rule

Example
R2
Use the Trapezoidal Rule with n = 4 to approximate the integral x 2 dx.
1
Solution
Noting that a = 1, b = 2, n = 4, ∆x = 1/4; x0 = 1, x1 = 5/4, x2 =
6/4, x3 = 7/4, x4 = 2.
1
[f (x0 ) + 2f (x1 ) + 2f (x2 ) + 2f (x3 ) + f (x4 )]
T4 =
8
       
1 25 36 49 75
T4 = 1+2 +2 +2 +4 = = 2.34375
8 16 16 16 32

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 57 / 80


The Simpson’s Rule

Rb
The Simpson’s Rule approximation to f (x)dx based on an even number
a
n of subintervals of equal length is

∆x
Sn = [f (x0 ) + 4f (x1 ) + 2f (x2 ) + .. + 2f (xn−2 ) + 4f (xn−1 ) + f (xn )]
3
b−a
where ∆x = n and xi = a + i∆x. In other words,

∆x
Sn = [f (xend ) + 4f (xodd ) + 2f (xeven )]
3

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 58 / 80


The Simpson’s Rule

Example
R2
Use the Simpson’s Rule with n = 4 to approximate the integral 5x 2 dx.
0
Solution
a = 0, b = 2, n = 4, ∆x = 1/2; x0 = 0, x1 = 1/2, x2 = 1, x3 = 3/2, x4 = 2.

∆x
S4 = [f (x0 ) + 4f (x1 ) + 2f (x2 ) + 4f (x3 ) + f (x4 )]
3
     
1 5 45 40
S4 = 0+4 + 2 (5) + 4 + 20 = .
6 4 4 3

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 59 / 80


Approximate Integration

Exercises
R2 dx
1. Calculate the Trapezoid Rule approximations T4 , T8 and T16 for x .
1

R2 dx
2. Calculate the Simpson’s Rule approximations S4 , S8 and S16 for x .
1
Compute the exact errors if we know the value of the integral
R2 dx
x = ln2 = 0.69314718....
1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 60 / 80


Improper Integrals

Up to now, we have required definite integrals to have two properties.


First, that the domain of integration [a, b] be finite. Second, that the
range of the integrand be finite on this domain.
In practice, we may encounter problems that fail to meet one or both
of these conditions. In either case the integral is called an improper
integral.
The integral for the area under the curve y = 1/x 2 from x = 1 to
x = ∞ is an example for which the domain is infinite.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 61 / 80


Improper Integrals of Type 1 (Infinite Intervals)
Let consider the area A under the curve y = 1/x 2 from x = 1 to x = ∞.
The area of the part of that lies to the left of the line x = t is

Zt
1 t

dx 1
A (t) = 2
= − =1−
x x 1 t
1

We define A as the limit of A(t) as t → ∞: A = lim A (t) = 1 sq.unit.


t→∞
R∞ dx dx
Rt
Thus, it is reasonable to define x2
= lim 2.
1 t→∞ 1 x

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 62 / 80


Improper Integrals of Type 1 (Infinite Intervals)

Definition
Integrals with infinite limits of integration are improper integrals of Type I .

R∞ Rb
If f is continuous on [a, ∞), then f (x)dx = lim f (x)dx.
a b→∞ a

Rb Rb
If f is continuous on [−∞, b), then f (x)dx = lim f (x)dx.
−∞ a→−∞ a

If f (x) is continuous on (−∞, ∞), then


Z∞ Zc Z∞
f (x)dx = f (x)dx + f (x)dx.
−∞ −∞ c

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 63 / 80


Improper Integrals of Type 1 (Infinite Intervals)

Example
R∞
Evaluate I = e −x/2 dx.
0
Solution
By definition

Zb  b   
−x/2 −x/2
I = lim e dx = lim −2e = lim 2 − 2e −b/2 = 2
b→∞ b→∞ 0 b→∞
0

Note that an improper integral is called convergent if the limit exists as a


finite number, and divergent otherwise.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 64 / 80


Improper Integrals of Type 1 (Infinite Intervals)

Example
R∞ 2x−1
Evaluate I = e 3x
dx
0
Solution
Applying the technique of integration by parts and by the definition of
improper integral, we obtain:

Z∞ Zt  
2x − 1 −3x 1 − 2t 2 1
dx = lim (2x − 1)e dx = lim − 3t −
e 3x t→∞ t→∞ 3e 3t 9e 9
0 0

Therefore, I = − 19

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 65 / 80


Improper Integrals of Type 1 (Infinite Intervals)

Example
+∞
2 arctan 2x
R
Evaluate I = 1+4x 2
dx
0
Solution
Applying the technique of substitution, we obtain:

Zt Z 2t
arctan
2 arctan 2x
u = arctan 2x, I = lim dx = lim udu
t→+∞ 1 + 4x 2 t→+∞
0 0
( arctan 2t )
u 2 π2
= lim = .
t→+∞ 2 0 8

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 66 / 80


Improper Integrals of Type 1 (Infinite Intervals)

Example
R∞ ln x
Evaluate x3
dx.
1
Hint Using the technique of integration by parts

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 67 / 80


Improper Integrals of Type 1 (Infinite Intervals)

Example
R∞
Evaluate xe −x dx.
0
Hint Using the technique of integration by parts

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 68 / 80


Improper Integrals of Type 1 (Infinite Intervals)

Example
R∞
1. Evaluate dx
1+x 2
. Hint: lim arctan x|t−t = π.
−∞ t→∞

R∞ dx
2. Evaluate √
x
.
1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 69 / 80


Improper Integrals of Type 1 (Infinite Intervals)
Example
R∞ dx
For what values of p is the integral xp convergent?
1
Hint
Z∞ (
dx ∞, if p = 1
= 1−p
xp lim t 1−p−1 , if p 6= 1
t→∞
1
R∞ dx
Thus, xp is convergent for p > 1 and divergent if p ≤ 1.
1

Theorem
Z∞  1
dx p−1 if p > 1
=
xp ∞ if p ≤ 1
1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 70 / 80


Improper Integrals of Type 2
Another type of improper integral arises when the integrand has a vertical
asymptote at a limit of integration.
Example
Consider the region in the first quadrant that lies under the curve

y = 1/ x from x = 0 to x = 1.

Z1 Z1
dx dx √ 
√ = lim √ = lim 2 − 2 a = 2
x a→0+ x a→0+
0 a

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 71 / 80


Improper Integrals of Type 2
Another type of improper integral arises when the integrand has a vertical
asymptote at a limit of integration.
Example
Consider the region in the first quadrant that lies under the curve

y = 1/ x from x = 0 to x = 1.

Z1 Z1
dx dx √ 
√ = lim √ = lim 2 − 2 a = 2
x a→0+ x a→0 +
0 a

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 72 / 80


Definition of Improper Integrals of Type 2
Integrals of functions that become infinite at a point within the interval of
integration are improper integrals of Type II.
If f is continuous on (a, b] and discontinuous at a, then
Rb Rb
f (x)dx = lim+ f (x)dx.
a c→a c
If f is continuous on [a, b) and discontinuous at b, then
Rb Rc
f (x)dx = lim f (x)dx.
a c→b − a
If f (x) is discontinuous at c, where a < c < b, and continuous on
[a, c) ∪ (c, b], then

Zb Zc Zb
f (x)dx = f (x)dx + f (x)dx.
a a c

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 73 / 80


Improper Integrals of Type 2

Example
R5
Evaluate √ 1 dx
x−2
2
Solution

Z5 Z5  √ √
1 1 5 
√ dx = lim+ √ dx = lim+ 2 x − 2 b = 2 3
x −2 b→2 x −2 b→2
2 b

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 74 / 80


Improper Integrals of Type 2

Example
R3 dx
Evaluate x−1 if possible.
0
Solution Observe that the integrand 1/x − 1 has an infinite discontinuity
at x = 1.
R3 dx R1 dx R3 dx
By definition c: x−1 = x−1 + x−1 . On the other hand,
0 0 1
R1 Rt
dx
x−1 = lim dx
x−1 = lim ln |x − 1||t0
0 t→1− 0 t→1−
R1 dx
⇒ x−1 = lim (ln |t − 1| − ln |−1|) = −∞.
0 t→1−
R1 dx
R3 dx
Thus, x−1 diverges and hence x−1 diverges.
0 0

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 75 / 80


Improper Integrals of Type 2

Example (Cont.)
Warning The following "solution" is NOT correct.

Z3
dx
= ln |x − 1||30 = ln 2
x −1
0

The reason is that there is a infinite discontinuity at x = 1 (this leads to


the fact that the Fundamental Theorem of Calculus is not satisfied).

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 76 / 80


Improper Integrals of Type 2
Exercise
R3 dx
1. Evaluate .
(x−1)2/3
0

R1
2. Evaluate √ dx .
1−x 2
0

R1 dx
3. Evaluate √
x
.
0

R1 dx
4. Evaluate x2
.
0
R1
5. Evaluate lnxdx.
0

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 77 / 80


Comparison Test

Theorem
Suppose that f and g are continuous functions with f (x) > g (x) > 0 for
x > a.
R∞ R∞
If f (x) dx is convergent, then g (x) dx is convergent.
a a
R∞ R∞
If g (x) dx is divergent, then f (x) dx is divergent.
a a

Note: The Comparison Test is also valid for improper integrals of type 2.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 78 / 80


Comparison Test
Example
R∞ 2
Show that e −x dx is convergent.
0
Solution
Z∞ Z1 Z∞
−x 2 −x 2 2
e dx = e dx + e −x dx
0 0 1

R1 2 R1 2
e −x dx 6 1 ⇒ e −x dx is convergent.
0 0
2
We note that e −x 6 e −x (∀x > 1) and
R∞ −x Rt
e dx = lim e −x dx = e −1 : convergent.
1 t→∞ 1
R∞ 2 R∞ 2
By Comparison Theorem, e −x dx is convergent, so is e −x dx.
1 0

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 79 / 80


Exercises

Determine whether each integral is convergent or divergent.


R∞ 2 x 2
1. sin
x 2 +1
dx. Hint: 0 6 sin (x)
x 2 +1
6 x12 .
1
R∞ 2
2. xe −x dx. Hint: Substitution.
0
R∞ x+1
3. x 2 +2x
dx. Hint: Divergent by the Comparison Test.
1
R∞ lnx
4. x dx. Hint: integration by parts.
1
R∞ dx
5. 4x 2 +4x+5
. Answer: π/4.
−∞

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 80 / 80