Integral Calculus

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 Antiderivative Definition

Reverse the process of diÄerentation

Given a function f , we look for an antiderivative function F whose

derivative is f ; that is, a function F such that

F0 = f

Definition
A function F is an antiderivative of f on an interval I if

F 0 (x) = f (x), for all x 2 I

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 Antiderivative Definition

Think Backward

f (x) = 1 =) F (x) = x, because F 0 (x) = 1 = f (x)

f (x) = 2x =) F (x) = x2 , because F 0 (x) = 2x = f (x)
f (x) = cos x =) F (x) = sin x, because F 0 (x) = cos x = f (x)

Question
Does a function have more than one antiderivative ?

f (x) = 1 =) F (x) = x + 5, check F 0 (x) = 1 = f (x)

f (x) = 2x =) F (x) = x2 2015, check F 0 (x) = 2x = f (x)
f (x) = cos x =) F (x) = sin x + 2, check F 0 (x) = cos x = f (x)

Data Engineering Calculus 3 / 40

 Antiderivative Definition

Family of Antiderivatives
Let F be any antiderivative of f . Then
1 G(x) = F (x) + C0 is also an antiderivative of f
2 any and all the antiderivatives of f have the form F (x) + C,
where C is an arbitrary constant.

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 Antiderivative Definition

Definite Integral

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 Definite Integral Area problem

Problem: Find the area under the curve.

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 Definite Integral Area problem

Problem: Find the area under the curve.

Divide [a, b] into n subintervals of length x

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 Definite Integral Area problem

Problem: Find the area under the curve.

Choose sample points xk 2 [xk 1 , xk ]

Data Engineering Calculus 6 / 40

 Definite Integral Area problem

Problem: Find the area under the curve.

In every subinterval build a rectangle with base [xk 1 , xk ] and

height f (xk )

Ak = f (xk ) · x

Data Engineering Calculus 6 / 40

 Definite Integral Area problem

Problem: Find the area under the curve.

Take the sum of the areas of the rectangles, which gives an

approximate area under the curve

A ⇡ f (x1 ) · x + f (x2 ) · x + · · · + f (xn ) · x

Data Engineering Calculus 6 / 40

 Definite Integral Riemann Sum

Definition
The Riemann Sum of the function f corresponding to the given
division of [a, b], and to the sample points xk of the division, is given
by
n
X
f (xk ) · x = f (x1 ) · x + f (x2 ) · x + · · · + f (xn ) · x
k=1

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 Definite Integral Riemann Sum

Note
If f (x) < 0 on [a, b], then the Riemann sum approximates the
negative area between the curve f (x) and the x axis.
n
X
f (xk ) · x⇡ |A|
k=1

If f (x) changes sign in [a, b], then the Riemann sum

approximates the net area between f (x) and the x axis (sum of
green areas, f (x) > 0, minus the sum of red areas, f (x) < 0).
Data Engineering Calculus 8 / 40
 Definite Integral Definition; Properties

Definite Integral

Definition
The Definite Integral of f on the interval [a, b] is defined as follows
Z b n
X
f (x) dx = lim f (xk ) · x
a n!1
k=1

provided the limit exists and does not depend on the choice of the
partition of [a, b] nor the sample points xk .

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 Definite Integral Definition; Properties

Geometrical interpreation of the integral

Z b
The integral f (x) dx is the net area between the graph of f (x)
a
and the x axis.

Z b
f (x) dx = A1 A2 + A3
a

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 Definite Integral Definition; Properties

When is a function integrable ?

If f is
continuous on the interval [a, b]
or
bounded on the interval [a, b] with a finite number of
discontinuities (jump, removable) on this interval,
then it is integrable on [a, b].

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 Definite Integral Definition; Properties

Properties of Definite Integral

Z a
f (x)dx = 0
a
Z b Z a
f (x)dx = f (x)dx
a b
Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx
a a c
Z b Z b Z b
(f (x) ± g(x))dx = f (x)dx ± g(x)dx
a a a
Z b Z b
c · f (x)dx = c · f (x)dx
a a

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 Definite Integral Fundamental Theorem of Calculus

Definition
For every x 2 ha, bi we define the area function
Z x
A(x) = f (t)dt
a

Fundamental Theorem of Calculus, part I

If f is integrable on ha, bi then the area function is diÄerentiable on
(a, b), and Z x
0 d
A (x) = f (t)dt = f (x)
dx a
(i.e. the area function of f is the antiderivative of f )

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 Definite Integral Fundamental Theorem of Calculus

Fundamental Theorem of Calculus, part II

If f is continuous on ha, bi and F is any antiderivative of f on this
interval, then
Z b
f (x)dx = F (b) F (a)
a
This formula is called the Newton-Leibniz formula.

Notation
Z b
f (x)dx = F (x)|ba = F (b) F (a)
a

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 Definite Integral Indefinite Integral

d
The notation (f ) means take the derivative of f .
dx
We need analogous notation that means find the antiderivative of f .

Definition
Let F be any antiderivative of f on the interval I. The indefinite
integral of f on I is the set of all antiderivatives of f on I.
Z
f (x) dx = F (x) + C

Terminology
f (x) – integrand
x – variable of integration
C – constant of integration

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 Definite Integral Indefinite Integral

Z
f (x) dx = F (x) + C, F 0 (x) = f (x)

Integration and DiÄerentiation are Inverse Processes

Z Z 0
d
f (x)dx = f (x)dx = [F (x) + C]0 = F 0 (x) = f (x)
dx

Z Z Z
d
[F (x)]dx = F 0 (x)dx = f (x)dx = F (x) + C
dx

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 Definite Integral Basic Integration Rules

Indefinite Integrals of basic functions

Z
0 dx = C Z
Z ↵+1 ex dx = ex + C
x
x↵ dx = + C, ↵ 6= 1 Z
↵+1 1
Z x dx = ln |x| + C
a x
ax dx = + C, a > 0, a 6= 1
Z ln a Z
1
sin x dx = cos x + C dx = tg x + C
cos2 x
Z Z
1
cos x dx = sin x + C dx = ctg x + C
Z sin2 x
1
dx = arc tg x + C = arc ctg x + C
1 + x2
Z
1
p dx = arc sin x + C = arc cos x + C
1 x2

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 Definite Integral Basic Integration Rules

Constant Multiple and Sum Rules

Z Z
c · f (x) dx = c · f (x) dx
Z Z Z
(f (x) ± g(x)) dx = f (x) dx ± g(x) dx

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 Integrating Products Integration by Parts

How do we integrate products ?

Z Z
x · ex dx =? x · sin (x2 ) dx =?

Important !!!
Z Z Z
f (x) · g(x) dx 6= f (x) dx · g(x) dx

Bad news
There is no ”Product Rule” nor ”Quotient Rule” for integration that
fit all cases.

Encouraging news
There are several integration techniques for products and quotients.

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 Integrating Products Integration by Parts

Integration By Parts

Given two diÄerentiable functions u and v, we have Product Rule

d
[u(x) · v(x)] = u0 (x) · v(x) + u(x) · v 0 (x)
dx
Integrate both sides
Z Z
u(x) · v(x) = u0 (x) · v(x) dx + u(x) · v 0 (x) dx

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 Integrating Products Integration by Parts

Integration By Parts
Suppose u and v are diÄerentiable functions. Then,
Z Z
0
u(x) · v (x) dx = u(x) · v(x) u0 (x) · v(x) dx

Z b Z b
u(x) · v 0 (x) dx = [u(x) · v(x)]x=b
x=a u0 (x) · v(x) dx
a a

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 Integrating Products Integration by Substitution

Integration by Substitution
F (g(x)) – composite function
F – antiderivative of f , that is F 0 = f
apply the chain rule

d
[F (g(x))] = F 0 (g(x)) · g 0 (x) = f (g(x)) · g 0 (x)
dx | {z }
f (g(x))

Integrate both sides

Z Z
d
[F (g(x))] dx = f (g(x)) · g 0 (x) dx
dx
Z
f (g(x)) · g 0 (x) dx = F (g(x)) + C

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 Integrating Products Integration by Substitution

Substitution Rule (Change of Variable)

Let u = g(x), where g 0 is continuous on an interval, and let f be
continuous on the corresponding range of g. On that interval,

Z u = g(x) Z
0 0 du
f (g(x)) · g (x) dx = = g (x) = f (u) du =
dx
| {z } | {z } 0 (x)dx
f (u) du du = g

= F (u) + C = F (g(x)) + C

Z b Z
f (g(x)) · g 0 (x) dx = f (u) du
a ↵
↵ = g(a), = g(b)

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 Integration of Rational Functions Integration By Partial Fractions

Vk (x)
Rational Functions f (x) = , k<n
Wn (x)

The idea of Integration by Partial Fractions

rational function partial fraction
decomposition
3x 1 2
method of partial fractions +
x2 + 2x 8 ! x 2 x+4

Easy to integrate:
DiÖcult to
integrate:
Z Z
3x 1 2
2
dx = + dx
x + 2x 8 x 2 x+4

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 Integration of Rational Functions Integration By Partial Fractions

Vk (x)
Rational Functions f (x) = , k<n
Wn (x)

Definition
The rational function of the form
A Bx + C
or
(x a)n (ax2+ bx + c)n

where n 2 N, is called a partial fraction.

Fact
A polynomial can be written as the product of linear factors of the
form (x a) and irreducible quadratic factors of the form ax2 + bx + c.

Fact
Every rational function can be written as a sum of partial fractions.

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 Integration of Rational Functions Integration By Partial Fractions

Vk (x)
Rational Functions f (x) = , k<n
Wn (x)

Partial Fraction Decomposition - fractions

If the denominator is factored

Wn (x) = a(x a1 )k1 ·· · ··(x am )km ·(x2 +p1 x+q1 )l1 ·· · ··(x2 +ps x+qs )ls

then the rational function is written as the sum of k1 + k2 + · · · + km

linear partial fractions and l1 + l2 + · · · + ls quadratic partial fractions.
The factor (x ai )ki corresponds to ki linear partial fractions of
the form
Ai 1 Ai 2 Aiki
+ + · · · +
x ai (x ai )2 (x ai )ki
...

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 Integration of Rational Functions Integration By Partial Fractions

...
the factor (x2 + pj x + qj )lj corresponds to lj quadratic partial
fractions of the form

Bj1 x + C j1 Bj x + C j2 B j l x + C j lj
2
+ 2 2 2
+ ··· + 2 j
x + pj x + q j (x + pj x + qj ) (x + pj x + qj )lj

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 Integration of Rational Functions Integration By Partial Fractions

Vk (x)
Rational Functions f (x) = , k<n
Wn (x)

Partial Fraction Decomposition - procedure

Step 1. Factor the denominator
Step 2. Write the function as a sum of partial fractions
Step 3. Solve for the unknown coeÖcients, Ak , Bk , Ck
Step 4. Integrate each fraction

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 Integration of Trigonometric Functions Products of sin x and cos x
Z
Integrals of the form sinm x · cosn x dx
R
sinm x · cosn x dx Strategy

m odd, n real Split oÄ sin x, rewrite the resulting

even power of sin x in terms of cos x,
and then use u = cos x.

n odd, m real Split oÄ cos x, rewrite the resulting

even power of cos x in terms of sin x,
and then use u = sin x.

m and n both even, Use half-angle identities

nonnegative integers
1
cos 2x
sin2 x =
2
2 1 + cos 2x
cos x =
2

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 Integration of Trigonometric Functions Functions with sin x and cos x

Functions with sin x and cos x

Z
R(sin x, cos x) dx

Property of R Strategy

R is odd with respect to sin x use substitution u = cos x

R is odd with respect to cos x use substitution u = sin x

R is even with respect to both use substitution u = tg x, then

sin x and cos x
1
x = arc tg u , dx = du
1 + u2
u
sin x = p
1 + u2
1
cos x = p
1 + u2
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 Integration of Trigonometric Functions Functions with sin x and cos x

Functions with sin x and cos x

Z
R(sin x, cos x) dx

If all else fails, use universal substitution

x
tg =u
2
x 2
= arc tg u dx = du
2 1 + u2
2u 1 u2
sin x = , cos x =
1 + u2 1 + u2

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 Improper Integrals Unbounded Integrand

Improper Integrals with an Unbounded Integrand

Def. 1. If f is continuous on (a, bi with
lim f (x) = ±1, then
x!a+
Z b Z b
f (x) dx = lim f (x) dx
a c!a+ c

provided the limit exists.

Def. 2. If f is continuous on ha, b) with
lim f (x) = ±1, then
x!b
Z b Z c
f (x) dx = lim f (x) dx
a c!b a

provided the limit exists.

Def. 3. If f is continuous on ha, bi except at the interior
point p where f is undounded, then
Z b Z p Z b
f (x) dx = f (x) dx + f (x) dx
a a p

provided the improper integrals on the right side exist.

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 Improper Integrals Infinite intervals

Improper Integrals over Infinite Intervals

Def. 1. If f is continuous on ha, 1), then

Z 1 Z b
f (x) dx = lim f (x) dx
a b!1 a

provided the limit exists.

Def. 2. If f is continuous on ( 1, bi, then

Z b Z b
f (x) dx = lim f (x) dx
1 a! 1 a

provided the limit exists.

Def. 3. If f is continuous on ( 1, 1), then

Z 1 Z c Z b
f (x) dx = lim f (x) dx+ lim f (x) dx
1 a! 1 a b!1 c

provided both limits exist.

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 Applications of Definite Integral

Applications of Definite Integral

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 Applications of Definite Integral Areas

Area between the curve and x axis

Using integral to find the area

The total area between the graph of f (x) and the x axis.
Z c Z d Z b
|A| = f (x) dx f (x) dx + f (x) dx
a c d

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 Applications of Definite Integral Areas

Area of a Region Between Two Curves (Case 1)

Suppose f and g are continuous functions with f (x) g(x) on the
interval [a, b]. The area of the region bounded by the graphs of f and
g on [a, b] is
Z b
A= [f (x) g(x)] dx
a

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 Applications of Definite Integral Areas

Area of a Region Between Two Curves (Case 2)

Area of the region bounded by lines y = c, y = d and curves
x = f (y), x = g(y), where f (y) g(y) is given by
Z d
|A| = [f (y) g(y)] dy
c

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 Applications of Definite Integral Volumes

Volume of a solid
Suppose a solid object extends from x = a to x = b and the cross
section of the solid perpendicular to the x–axis has an area given by a
function A that is integrable on ha, bi. The volume of the solid is
n
X Z b
|V | = lim A(xk ) xk = A(x) dx
n!1 a
k=1

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 Applications of Definite Integral Volumes

Solids of Revolution (about x axis)

Suppose f (x) 0 is a continuous function on ha, bi. Let R be the
region bounded by the graph of f , the x–axis, and the lines x = a and
x = b. Volume of the solid V , created by revolving R around the
x–axis Z b Z b
|V | = A(x) dx = ⇡[f (x)]2 dx
a a

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 Applications of Definite Integral Volumes

More exotic solids of revolution about x axis

R is the region bounded by two continuous curves, y = f (x) and
y = g(x), and the lines x = a and x = b. Volume of the solid V
created by rotating the region R about the x axis:
Z b Z b
|V | = A(x) dx = ⇡ [f (x)]2 [g(x)]2 dx
a a

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