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INTERNATIONAL UNIVERSITY
Chapter 4: Integration
Calculus 1
Lecturer: Nguyen Minh Quan, PhD
quannm@hcmiu.edu.vn
4 Techniques of Integration
5 Approximate Integration
6 Improper Integrals
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?
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
and
∆x := xk − xk−1 = (b − a)/N → 0 as N → ∞.
Nguyen Minh Quan (IU, VNU-HCM) Chapter 4: Integration HCMC 2021-22 6 / 78
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 (xi∗ ) ∆x
N→∞ n→∞
i=1
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 (xi∗ ) ∆x
N→∞ N→∞
a i=1
Solution
Choose xi∗ = xi = i/N, ∆x = 1/N, i = 1, .., N (xi∗ are right endpoints).
N
f Ni N1 . Therefore,
P
The Riemann sum is
i=1
Z1 N N
X i 1 X i 1
xdx = lim f = lim
N→∞ N N N→∞ NN
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
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
Nguyen Minh Quan (IU, VNU-HCM) Chapter 4: Integration HCMC 2021-22 11 / 78
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
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.
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 (c) = f (x)dx.
b−a
a
Example
Find the mean (average) value of the function f (x) = 1 + x 3 on the
interval [−3, 3].
Solution
The average value is
Z3
1
1 + x 3 dx = 1
3 − (−3)
−3
Zb
f (x)dx = G (b) − G (a) := G (x)|ba
a
Example
(a) Find the average value of f (x) = 1 + x on [−3, 3].
Rx 2
(b) Find the derivatives of A (x) = e −t dt.
2
Rx 3 2
(c) Find the derivatives of B (x) = e −t dt.
0
Solution
(a) The average value is
Z3
1
(1 + x) dx = 1
3 − (−3)
−3
Solution (Cont.)
2 2
(b) Using FTC for f (t) = e −t , we have A′ (x) = e −x .
2 Rx 2
(c) Let F be an antiderivative of e −t , i.e, F (x) = e −t dt for any
a
2
constant a. We have F ′ (x) = e −x and
Zx 3
2
B (x) = e −t dt = F (x 3 ).
0
d d 6
F x 3 = 3x 2 F ′ x 3 = 3x 2 e −x .
Thus, B(x) =
dx dx
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.
Zb Zb
dF
f (x)dx = dx = F (b) − F (a)
dx
a a
Zt2
dP
dt = P (t2 ) − P (t1 )
dt
t1
3. If an object move along a straight line with position function s(t), then
its velocity is v (t) = s ′ (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
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:
1 75 − 60
T (2) = 60 + (80 − 60) e −2k = 75 ⇒ k = − ln = 0.1438
2 80 − 60
−ktd = 98.6.
− 60) e
At time of death: T (td) = 60 + (80
98.6 − 60
Therefore, td = − k1 ln = −4.57 hours.
80 − 60
Nguyen Minh Quan (IU, VNU-HCM) Chapter 4: Integration HCMC 2021-22 29 / 78
Substitution Method
Substitution Rule
Z Z
′
f (u (x)) u (x)dx = f (u) du =F (u (x)) + C
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 2 cos x 3 dx = cos (u) du = sin u + C = sin x 3 + C .
Example
5
2x x 2 + 9
R
Evaluate dx.
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
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
2
4. xe x +1 dx
R
R √
5. x 5 1 + x 2 dx
6. cos3 x sin xdx
R
R tan−1 x
7. dx
1 + x2
R (ln x)2
8. dx. [u = ln x]
x
Nguyen Minh Quan (IU, VNU-HCM) Chapter 4: Integration HCMC 2021-22 33 / 78
Substitution Method For Definite Integrals
Solution
Let u = x 3 +√ 1, thus du 1= 3x 2 dx.
2 √
We have x x 3 + 1 = 3 udu.
x = 0 ⇒ u (0) = 1
x = 2 ⇒ u (2) = 9
Therefore,
Z2 Z9 9
2
p 1 √ 2 3/2
52
x x 3 + 1dx = udu = u =
3 9 1 9
0 1
R4 √
2. x x 2 + 9dx.
0
π/2
cos3 x sin xdx.
R
3.
0
Re 4 dx
4. √ .
e x ln x
1
R1 dt Ra dt
5. Prove that 2
= 2
.
a 1+t 1 1+t
1
R1 dt Ra du
Hint: Let u = 1/t → = .
a 1 + t2 1 1+u
2
Integration by parts
Z Z
′
u (x) v (x) dx = u (x) v (x) − u ′ (x) v (x) dx
Or Z Z
udv = uv − vdu
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
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
Example
x 2 e x dx
R
Evaluate
Solution
u = x2
du = 2xdx
Let x ⇒
dv = e dx v = ex
Z Z Z
2 x
x e dx = udv = uv − vdu
Z Z
2 x 2 x
x e dx = x e − 2 xe x dx
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
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.
Trigonometric Substitution
Evaluate Z
sinm x cosn xdx
Method:
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
Example
1. Evaluate
Z1/2 p
x 2 1 − x 2 dx
0
2. Z
dx
√
4 + x2
P (x) R (x)
= S (x) +
Q (x) Q (x)
Example
x3 + x
Z Z
2
dx = x2 + x + 2 + dx
x −1 x −1
x3 x2
= + + 2x + 2 ln |x − 1| + C
3 2
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
Z
x +5
Evaluate
x2 +x −2
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 .
Exercises
Evaluate Z
cos xdx
2
sin x − 3 sin x + 2
Example
x 4 − 2x 2 + 4x + 1
Z
Evaluate dx
x3 − x2 − x + 1
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
= 2
= + 2
+
x3 − x2 − x + 1 (x − 1) (x + 1) x − 1 (x − 1) x +1
A = 1, B = 2, C = −1
Answer:
1
− ln x 2 + 1 − 3 arctan (x) + ln |x − 1| + C
2
Z1
sin x 2 dx =?
The 2
√ antiderivatives of some functions, like sin(x ), 1/ln(x), and
4
1 + x , 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 .
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
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.
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
Zb
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 = and xi = a + i∆x.
n
In other words,
∆x
Sn = [f (xend ) + 4f (xodd ) + 2f (xeven )]
3
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
Exercises
R2 dx
1. Calculate the Trapezoid Rule approximations T4 , T8 and T16 for .
1 x
R2 dx
2. Calculate the Simpson’s Rule approximations S4 , S8 and S16 for .
1 x
Compute the exact errors if we know the value of the integral
R2 dx
= ln 2 = 0.69314718....
1 x
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.
Zt
1 t
dx 1
A (t) = 2
= − =1−
x x 1 t
1
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
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
Example
Z∞
2x − 1
Evaluate I = dx.
e 3x
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
1
Therefore, I = − .
9
Example
+∞
R 2 arctan 2x
Evaluate I = dx
0 1 + 4x 2
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
Example
Z∞
ln x
Evaluate dx.
x3
1
Hint Using the technique of integration by parts
Example
Z∞
Evaluate xe −x dx.
0
Hint Using the technique of integration by parts
Z∞
dx
2. Evaluate √ .
x
1
Hint
Z∞
∞, if p = 1
dx
1−p − 1
= t
xp lim , if p ̸= 1
1 t→∞ 1 − p
R∞ dx
Thus, is convergent for p > 1 and divergent if p ≤ 1.
1 xp
Theorem
Z∞
1
dx if p > 1
p
= p−1
x ∞ if p ≤ 1
1
Z1 Z1
dx dx √
√ = lim √ = lim 2 − 2 a = 2
x a→0+ x a→0+
0 a
Zb Zc Zb
f (x)dx = f (x)dx + f (x)dx.
a a c
Solution
Z5 Z5 √ √
1 1 5
√ dx = lim+ √ dx = lim+ 2 x − 2b = 2 3
x −2 b→2 x −2 b→2
2 b
Solution
1
Observe that the integrand has an infinite discontinuity at x = 1.
x −1
R3 dx R1 dx R3 dx
By definition c: = + . On the other hand,
0 x −1 0 x −1 1 x −1
R1 dx Rt dx
= lim = lim ln |x − 1||t0
0 x − 1 t→1 −
0 x − 1 t→1−
1
R dx
⇒ = lim (ln |t − 1| − ln |−1|) = −∞.
0 x −1 t→1−
1
R dx R3 dx
Thus, diverges and hence x−1 diverges.
0 x −1 0
Example (Cont.)
Warning The following "solution" is NOT correct.
Z3
dx
= ln |x − 1||30 = ln 2
x −1
0
Z1
dx
2. Evaluate √ .
1 − x2
0
Z1
dx
3. Evaluate √ .
x
0
Z1
dx
4. Evaluate .
x2
0
Z1
5. Evaluate ln xdx.
0
Nguyen Minh Quan (IU, VNU-HCM) Chapter 4: Integration HCMC 2021-22 75 / 78
Comparison Test
Theorem
Suppose that f and g are continuous functions with f (x) ⩾ g (x) ⩾ 0 for
x ⩾ a.
Z∞ Z∞
If f (x) dx is convergent, then g (x) dx is convergent.
a a
Z∞ Z∞
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.
Solution
Z∞ Z1 Z∞
−x 2 −x 2 2
e dx = e dx + e −x dx
0 0 1
R1 2 R1 R1 2
e −x dx ⩽ e 0 dx = 1 ⇒ e −x dx is convergent.
0 0 0
2
We note that e −x ⩽ 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 (IU, VNU-HCM) Chapter 4: Integration HCMC 2021-22 77 / 78
Exercises
Determine whether each integral is convergent or divergent.
Z∞
sin2 x sin2 (x) 1
1. 2
dx. Hint: 0 ⩽ 2
⩽ 2.
x +1 x +1 x
1
Z∞
2
2. xe −x dx. Hint: Substitution.
0
Z∞
x +1
3. dx. Hint: Divergent by the Comparison Test.
x 2 + 2x
1
Z∞
ln x
4. dx. Hint: Integration by parts.
x
1
Z∞
dx
5. . Answer: π/4.
4x 2 + 4x + 5
−∞
–End of Chapter 4. Thank you!–
Nguyen Minh Quan (IU, VNU-HCM) Chapter 4: Integration HCMC 2021-22 78 / 78