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Pure Math – Definite Integration

Definitions
Area Function:
 Let  be a set of bdd. region
 AREA FUNCTION: :   ℝ
 (R)  0 R  
 (R1)  (R2) if R1  R2
 (R1  R2) = (R1) + (R2) if R1  R2 = 
 If R is a rectangle with width w and length , then (R) = w

Standard Region:
 For some function f: [a, b]  ℝ
f (x)
 STANDARD REGION: The region under f (x) in [a, b]
 Set of pts in a std region = {(x, y) | a  x  b, 0  y  f (x) }

Partitions: Standard
 a = x0  x1  x2  ...  xn–1  xn = b Region
 PARTITION of [a, b] is the set    x0 x1 ... xn 
 The k th interval is [xk–1, xk]
 The width of the interval, k, is xk – xk–1 a b

Riemann Sum
Riemann sum:
 Area under the curve f (x) in [a, b] is the sum of the area of all
intervals in the partition. x=xk f (x)
 For some xk  [xk–1, xk], its functional value is f (xk).
 The area of the rectangle with width = xk – xk–1= k, and
length = f (xk) can act as an approximation to the area of f (x) in
Area under f (x)
the k th interval.
 Ak = f (xk) k
Rectangle with
 The approximation to the total area in [a, b] is: width = k
n
   f ( x )  k
k
a b
k 1
xk–1 xk
 RIEMANN SUM
 Riemann sum is depended on the partition and the selection of xk
 Defined:Mk = max{ f (x) : x  [xk–1, xk] } and
mk = min{ f (x) : x  [xk–1, xk] }
n n
 UPPER SUM is U   M k  k and LOWER SUM is L   mk  k
k 1 k 1
 Upper and lower sum is depended on the partition
 LU

Riemann integral:
 The area approximated by Riemann sum has less error if the partition is denser1
 The limit of the approximated area by infinitesimally fine sub-intervals is the area under f
 
 NORM is defined to be ||  ||  max { k }kk 1n
 The width of the largest interval in the partition

1 Denser  More / Fine

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 Let I be the exact area under f in [a, b]:

 (Iℝ)  0  0 s.t. ||||    |  – I | < 
 I is called the Riemann integral of f
n

 f ( x
xn b
 I  lim
||||0
k 1
k
) k   x0
f ( x) dx   f ( x) dx
a

 [a, b] is called the interval of integration

 a is called the lower limit of integration
 b is called the upper limit of integration
 Riemann integral is independent of the partition and xk
 The function that has I exists is called Riemann integrable
 As L    U, a function is R∫ble iff lim U and lim L exists and equal.
||||0 ||||0

 L    U  lim L  lim   lim U , lim L  lim U  lim L  lim   lim U  I

||||0 ||||0 ||||0 ||||0 ||||0 ||||0 ||||0 ||||0

Properties
Properties:
b a
  a 
f ( x)dx   f ( x)dx
b
a
  f ( x)dx  0
a
b b b
   f ( x)  g ( x) dx   f ( x)dx   g ( x)dx
a a a
b b
  kf ( x)dx  k  f ( x)dx
a a
b c b
  f ( x)dx   f ( x)dx   f ( x)dx
a a c
b b
 If f (x)  g (x) x[a, b], then  f ( x)dx   g ( x)dx
a a

 If f(x) = g(x) x[a, b] except a finite number of x’s, then:

 If f(x) is R∫ble on [a, b] then g(x) is also R∫ble on [a, b]
b b
 a f ( x)dx  a g ( x)dx

First Fundamental Theorem of Calculus:

d x
 For some function f : [a, b]  ℝ and cts at x[a, b], then: 
dx a
f ( x)dx  f ( x)
x
 i.e.: a f ( x)dx  f ( x)
Second Fundamental Theorem of Calculus2:

b
a f ( x)dx    f ( x)dx    f ( x) b
a
b
a  f (b)  f ( a )

2 Second Fundamental Theorem of Calculus = Newton-Leibniz Formula

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Integration Techniques
Substitution Rule:
b β
 a f ( x)dx  α f ( g (t )) g (t )dt
 Criteria of substitution:
 f (x) is cts on [a, b], x = g(t) is a function of real variable t
 g() = a, g(  ) = b
 g' (t) is cts on [a, b]
 Either g' (t)  0 or g' (t)  0 t [a, b]
a a
 0 f ( x)dx  0 f (a  x)dx

Integration of Even, Odd & Periodic Functions:

 For a continuous real-valued function f(x) defined on ℝ,
a
 If f is an odd function, a f ( x)dx  0 aℝ
a a
 If f is an even function,  f ( x)dx  2  f ( x)dx aℝ
a 0
 For a continuous real-valued function f(x) defined on ℝ, if f is a periodic function with period T,
b b T
 a a T f ( x)dx
f ( x)dx  a, bℝ
T a T
  f ( x)dx   f ( x)dx aℝ
0 a
nT T
  f ( x)dx  n  f ( x)dx nℤ
0 0

Integration by Part:
b b b b
  
d f (t ) g (t ) dt     
f (t ) g (t )  f (t ) g (t ) dt  f (t ) g (t )dt  f (t ) g (t )dt and
a dt a a a
b
   
d f (t ) g (t ) dt  f (t ) g (t ) b
dt a 
a u2
b b u2 u2v2
 Thus:    
f (t ) g (t )dt  f (t ) g (t ) ba  f (t ) g (t )dt
 vdu
a a u1
v2 u2 u1
v udv  uv u 2v 2  u
u v
 vdu
v2
v
1 1
1 1
udv
u1v1 1

v1 v2
Reduction Formulae:
 If J n  cos n  d , then J n  sin  cos n 1   (n  1)J n  2  J n 

 Thus J n π0 / 2  0  (n  1)J n  2 π0 / 2  (n  1)J n π0 / 2
n 1
 J n π0 / 2  J n  2 π0 / 2
n
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π
 If I n  2 cosθ dθ , then I n  n n 1 I n  2
0
2
n 3  n21  n  1  
 !
n  2k  1 2  2  
2
n 1 n  3 2
 If n is odd, I n  
n n2 3 1
I   n  2k

n!
k 0
 n2 2 
n 1 n  3 1  n  2k  1   n! 
 If n is even, I n 
n n2 2
 I0  
 k 0 n  2 k 
 2

 nn 
2 2
  2 2  2  !

0 sin
m
x cos n xdx , then:
2
 If I m, n 
m 1
 I m, n  I
m  n m  2, n
n 1
 I m, n  I
m  n m, n  2
m 3
2
m 1 m  3
 If m is odd, I m, n   
2  1 
 
1
m  n m  n  2 n  3  n 1 n 1  mm  1n  22kk
k 0
n 3
2
n 1 n3
 If n is odd, I m, n   
2  1 
 
1
m  n m  n  2 m  3  m 1 m 1  mn  1n22kk
k 0

 If both m, n are even,

  n2 2  n2 2
n 1 n3     n  2k  1  n  2k  1
I m, n   
1 

mn mn2 m2 0
2
sin m d   
2
  k 0
 n  2 k  
 k  0  n  2k
m 
 
n2
( n  1  2k ) 2
2


2  (m  n  2k )(n  2k )
k 0

Improper Integrals
b
IMPROPER INTEGRAL is the integral a f ( x)dx where:
 The interval of integration [a, b] is of infinite length, or
 Function f(x) is unbounded or undefined at one or more points3 in [a, b]

An improper integral is said to CONVERGE if the limit defining the improper integral exists.
An improper integral is said to DIVERGE if the limit defining the improper integral does not exist.

3 Those points are called singularities

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Integrals w/Infinite Interval of Integration:

 b
 a b  a
f ( x)dx  limf ( x)dx
b b
  f ( x)dx  lim  f ( x)dx
 a   a
 c 
  f ( x)dx   f ( x)dx   f ( x)dx
  c
 c
 Cauchy’s principal value:  f ( x)dx  lim  f ( x)dx
 c   c

Integrals w/Singularities:
b b
 If a is singularity, a f ( x)dx  lim 
t 0 a  t
f ( x)dx
b b t
 If b is singularity,a f ( x)dx  tlim
0 a
f ( x)dx
b c t b
 If c(a, b) is singularity,  f ( x)dx  lim  f ( x)dx  lim  f ( x)dx
a t 0 a t 0 c  t
b  c t b 
 If c(a, b) is singularity, Cauchy’s principal value: 
a 
f ( x)dx  lim  f ( x)dx 
t 0 a 
c t
f ( x)dx 


Beta & Gamma Functions

1
1 x (1  x)
m 1 n 1
 Beta function: (m, n)  dx

 Gamma function: ( x)   t x 1e t dt
0
 (x+1) = x (x)
 (x) = (x–1) !
 B(m, n) = (m) (n) = (m+n)