MAE C5 6 Integrals

Chapter 5, 6
Integrals & Techniques of Integration

MAE101 - CALCULUS
Ly Anh Duong
duongla3@fe.edu.vn
Table of Contents
1 Definite Integral
▶ Definite Integral
▶ Techniques of integration
▶ Approximate integration
▶ Improper integral of type 1
▶ Problems
The area problem
1 Definite Integral
Find the area of the region S that lies under the curve y = f(x) from x = a to x =
b.
Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

duongla3@fe.edu.vn 3 / 56
We start by subdividing S into strips S1 ; S2 ; ...; Sn of equal width as in Figure
below

• Let’s approximate the th strip Si by a rectangle with width ∆x and height
f (xi ). Then the area of the rectangle is f (xi ) ∆x.
• So, the area of S is approximated by the sum of the areas of these rectangles,
which is
Rn = f (x1 ) ∆x + f (x2 ) ∆x + · · · + f (xn ) ∆x

On each rectangle Si takes any number x∗i in the subinterval [xi−1 , xi ]. We have
S = S1 + S2 + · · · + Sn
S ≃ f (x∗1 ) ∆x + f (x∗2 ) ∆x + · · · + f (x∗n ) ∆x
n
f (x∗ ) ∆xi
X
Ly Anh Duong
S≃ Chapteri 5, 6 Integrals & Techniques of Integration
Figure below shows this approximation for n = 2; 4; 8 and 12. Notice that this
approximation appears to become better and better as the number of strips
increases, that is, as n → +∞

Definition
1 Definite Integral
Given a function f (x) that is continuous on the interval [a, b] we divide the interval
into n subintervals of equal width, ∆x, and from each interval choose a point, x∗i .
Then the definite integral of f (x) from a to b is
n
! Z b
I = lim (x∗i ) ∆xi = f (x)dx.
X
f
n→+∞ a
i=1
Remark: the sum (x∗i ) ∆xi is call Riemann sum.

Pn
i=1 f

- The width of the interval [a, b] is b − a, so the width of each of the n strips is
b−a
∆x := ∆xi =
n
- These strips divide the interval [a, b] into n subintervals
[x0 , x1 ] , [x1 , x2 ] , [x2 , x3 ] , . . . , [xn−1 , xn ]
where x0 = a and xn = b. The right endpoints of the subintervals are
x1 = a + ∆x,
x2 = a + 2∆x,
x3 = a + 3∆x,
So
n
S≃ f (x∗i ) ∆x
P
i=1
- If x∗i = xi for any i ∈ 1, n, then
n
Rn := S ≃ f (xi ) ∆x =⇒ Right Endpoint Rule
X
i=1
- If x∗i = xi−1 for any i ∈ 1, n, then

n
Ln := S ≃ f (xi−1 ) ∆x. =⇒ Left Endpoint Rule
X
i=1
xi−1 + xi
- If x∗i = , for any i ∈ 1, n, then
2
n
xi−1 + xi

Mn := S ≃ ∆x =⇒ Midpoint Rule
X
f
i=1
2

Example
1 Definite Integral
Use rectangles to estimate the area under the parabola y = x2 from 0 to 1 . Use
right and Left Endpoint rules.

1 i
Dividing the interval [0, 1] into n subintervals. So, ∆x = and xi = with
n n
i = 1, n.
n n 2 n
i 1 1 X 1 n(n + 1)(2n + 1)
Rn = f (xi ) · ∆x = = i2 = 3 ·
X X
i=1 i=1
n n 3
n i=1 n 6
n n
i−1 2 1

Ln = f (xi−1 ) · ∆x =
X X
i=1 i=1
n n
n
1 X 2n2 − 3n + 1
= (i − 1)2
= .
n3 i=1 6n2

Properties
1 Definite Integral
1. If m ≤ f (x) ≤ M for a ≤ x ≤ b, then

1
Z b
m≤ f (x)dx ≤ M.
b−a a
1 b Z
We call fave = f (x)dx is average value of the function f (x) on [a, b].
b−a a
2. If f (x) is continuous on [a, b], and u(x) is differentiable, then
Z u(x) !′
f (t)dt = f (u(x)) · u′ (x).
a
3. If f (x) is continuous on [a, b], and u(x), v(x) are differentiable, then
Z u(x) !′
f (t)dt = −v ′ (x)f (v(x)) + u′ (x)f (u(x))
v(x)

Example
1 Definite Integral
1. Find the average value of f (x) = x + 1 over the interval [0, 5].
Solution: The average value of the function is
1 1 7
Z b Z 5
f (x)dx = (x + 1)dx = .
b−a a 5−0 0 2
1
Z x
2. Find the derivative of g(x) = dt.
1 t3 + 1
Solution: We have
1
g ′ (x) = .
x3 +1
Z √x
3. Let F (x) = sin tdt. Find F ′ (x).
1
Solution: We have √
′ sin x
F (x) = √
2 x
Z 3x
Let F (x) = √ t2 sin 1 + t2 dt. Find F ′ (x)
x
Solution: This will use the final formula that we derived above.
!′ 1
1 − √ 2 √
Z 3x
√ t sin 1 + t
2 2
dt = − x 2 ( x) sin 1 + ( x)2 + (3)(3x)2 sin 1 + (3x)2
x 2
1√
=− x sin(1 + x) + 27x2 sin 1 + 9x2 .
2

The net change theorem
1 Definite Integral
The integral of a rate of change is the net change:

Rb
a F ′ (x)dx = F (b) − F (a)
This principle can be applied to all of the rates of change in the natural and social
sciences. Here are a few instances of this idea:
- If an object moves along a straight line with position function s(t), then its
velocity is v(t) = s′ (t), so
Z t2
v(t)dt = s (t2 ) − s (t1 )
t1
- If we want to calculate the distance the object travels during that time interval,
then the distance is
Z t2
|v(t)|dt = total distance traveled
t1
Example
1 Definite Integral
A particle moves along a line so that its velocity at time t is v(t) = t2 − 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.
Solution: a. The displacement is
Z 4 Z 4
s(4) − s(1) = v(t)dt = t2 − t − 6 dt
1 1
#4
9
"
t3 t2
= − − 6t =−
3 2 1
2
This means that the particle moved 4.5 m toward the left

b. The distance traveled is
Z 4 Z 3 Z 4
|v(t)|dt = [−v(t)]dt + v(t)dt
1 1 3
Z 3 Z 4
= −t2 + t + 6 dt + t2 − t − 6 dt
1 3
" #3 " #4
t3 t2 t3 t2
= − + + 6t + − − 6t
3 2 1
3 2 3
61
= ≈ 10.17m
6

Table of Contents
2 Techniques of integration
▶ Problems
Integration fomulars
1 1
Z Z
1. sin axdx = − cos ax + c. 2. cos axdx = sin ax + c.
a a
dx dx
Z Z
3. = tan x + c. 4. = − cot x + c.
Z cos x Z sin x
2 2
dx 1 x dx x x
5. 2 + a2
= arctan + c. 6. √ = arcsin + c = − arccos + c.
x a a 2
a −x 2 a a
dx
Z Z p
7. adx = ax + C. 8. √ = ln x + x2 ± a2 + C a ̸= 0.
Z x2 ± a2
1 1
Z
9. dx = ln |x| + C. 10. xα dx = xα+1 + C.
Zx α x+ 1
1 a
Z
11. eax dx = eax + C. 12. ax dx = + C.
a ln a

Integration by substitution
If u = g(x) is a differentiable function whose range is an interval I and f is

continuous on I, then
Z Z
f (g(x))g ′ (x)dx = f (u)du
Example.
Z Z √
1. x cos x + 2 dx.
3 4
2. 2x + 1dx.
x
Z Z p
3. √ dx. 4. 1 + x2 x5 dx.
Z 1 − 4x2
5. tan xdx.

Integration by parts

Example for Integration by parts



Review
Z 1 Z 2√2 p
1. I = 2
x −e 2x
+ 1 dx. 2. I = 1 + x2 · xdx.
0 0
Z 2 Z π
3. I = x ln xdx. 4. I = 4 x(1 + sin 2x)dx.
Z13 0
xe2x + 1
5. I = dx.
1 x

Table of Contents
3 Approximate integration
▶ Problems
Trapezoidal Rule
∆x
Z b
f (x)dx ≈ Tn = [f (x0 ) + 2f (x1 ) + 2f (x2 ) + · · · + 2f (xn−1 ) + f (xn )]
a 2

Example
Use (a) the Trapezoidal Rule and (b) the Midpoint Rule with n = 5 to
1
Z 2
approximate the integral dx.
1 x

2−1
(a). With n = 5, a = 1, and b = 2, we have ∆x = = 0.2, and so the
5
Trapezoidal Rule gives
1 0.2
Z 2
dx ≈ T5 = [f (1) + 2f (1.2) + 2f (1.4) + 2f (1.6) + 2f (1.8) + f (2)]
1 x 2
1 2 2 2 2 1

= 0.1 + + + + +
1 1.2 1.4 1.6 1.8 2
≈ 0.695635

(b). The midpoints of the five subintervals are 1.1, 1.3, 1.5, 1.7, and 1.9, so the
Midpoint Rule give
1
Z 2
dx ≈ M5 = ∆x[f (1.1) + f (1.3) + f (1.5) + f (1.7) + f (1.9)]
1 x
1 1 1 1 1 1

= + + + +
5 1.1 1.3 1.5 1.7 1.9
≈ 0.691908

Simpson’s Rule
∆x
Z b
f (x)dx ≈ Sn = [f (x0 ) + 4f (x1 ) + 2f (x2 ) + 4f (x3 ) + · · ·
a 3
+2f (xn−2 ) + 4f (xn−1 ) + f (xn )]
Example
1
Z 2
Use Simpson’s Rule with n = 10 to approximate dx.
1 x
1
Solution: Putting f (x) = , n = 10, and ∆x = 0.1 in Simpson’s Rule, we obtain
x
1
Z 2
dx ≈ S10
1 x
∆x
= [f (1) + 4f (1.1) + 2f (1.2) + 4f (1.3) + · · · + 2f (1.8) + 4f (1.9) + f (2)]
3
0.1 1 4 2 4 2 4 2 4 2 4 1

= + + + + + + + + + +
3 1 1.1 1.2 1.3 1.4 1.5 1.6 1.7 1.8 1.9 2
≈ 0.693150.

Table of Contents
4 Improper integral of type 1
▶ Problems
The area problem
Find the area of the region S that lies under the curve y = f (x), above the -axis,
and to the right of the line x = a.
Z +∞ Z t
S= f (x)dx = lim f (x)dx
a t→+∞ a
Definition
Z t
Let y = f (x) be a function defined on [a, +∞), and there exists f (x)dx for
a
every number t ≥ a, then the integral
Z +∞ Z t
f (x)dx = lim f (x)dx
a t→+∞ a
is called an improper integrals of type 1 .

Similarly, we have the following improper integral of type 1
Z a Z a
−∞ t→−∞ t
Z +∞ Z a Z +∞
f (x)dx = f (x)dx + f (x)dx
−∞ −∞ a

Convergence and divergence of the improper
integral of type 1
Z t
If the improper integral lim f (x)dx is called convergent if the corresponding
t→+∞ a
limit exists and divergent if the limit does not exist.
Two problems with improper integral:
• Calculate the improper integrals;
• Check convergence of the improper integrals.

Example 1
1
Z +∞
Calculate and determine whether the improper integral dx is convergent or
1 x
divergent.
Solution: By definition, we have
1 1 t
Z +∞ Z t
dx = lim dx = lim ln |x|
1 x t→+∞ 1 x t→+∞ 1
= lim (ln t − ln 1) = lim ln t = +∞
t→+∞ t→+∞
1
Z +∞
The limit does not exist as a real number, so the improper integral dx is
1 x
divergent.

Example 2
1
Z +∞
Calculate and determine whether the improper integral dx, ∀p is
1 xp
convergent or divergent.

Example 2
Solution:
1
Z +∞
In Example 1, if p = 1 then the improper integral dx is divergent.
1 x
So, we assume p ̸= 1, then
! x=t
1 x−p+1 1 1
Z +∞ Z t
−p
dx = lim x dx = lim = lim −1 .
1 xp t→+∞ 1 t→+∞ −p + 1 x=1
t→+∞ 1 − p tp−1
1
- If p > 1 then p − 1 > 0 =⇒ tp−1 → +∞ and → 0 as t → +∞, hence
tp−1
1 1
Z +∞
dx = . So, the improper integral is convergent.
1 xp p−1
1
- If p < 1, then p − 1 < 0 and so p−1 = t1−p → +∞ khi t → +∞. Thus, the
t
improper integral is divergent.
Example 3
Z 0
Calculate and determine whether the improper integral xex dx is convergent or
−∞
divergent. Z 0 Z 0
Solution: By definition, we have xex dx = lim xex dx. - We use
−∞ t→−∞ t
integration by parts with u = x, dv = ex dx ⇒ du = dx, v = ex :
Z 0 Z 0
xex dx = xex |0t − ex dx = −tet − 1 + et
t t
- et → 0 as t → −∞. Follow |’Hôpital rule, then
t t′ 1
lim tet = lim = lim = lim = lim −et
=0
t→−∞ t→−∞ e−t t→−∞ (e−t )′ t→−∞ −e−t t→−∞
Thus Z 0
xex dx = lim −tet − 1 + et = −0 − 1 + 0 = −1
t→−∞
Ly Anh Duong−∞ Chapter 5, 6 Integrals & Techniques of Integration
Table of Contents
▶ Problems
Definition
If f is continuous on [a; b) and is discontinuous at b, then

Z b Z t
a t→b− a
if this limit exists as a finite number.

Definition
If f is continuous on (a; b] and is discontinuous at a, then

Z b Z b
a t→a+ t
if this limit exists as a finite number.

Definition
If f has a discontinuity at c, where a < c < b, then

Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx
a a c
Z t Z c
= lim f (x)dx + lim f (x)dx
t→c− a t→c+ t
Example 4
1
Z 5
Calculate and determine whether the improper integral √ dx is convergent
2 x−2
or divergent.
1
Solution: The function f (x) = √ is discontinuous at x = 2. So
x−2
1
Z 5 Z 5
dx
√ dx = lim √
2 x−2 t→2+ t x−2
√ 5
= lim 2 x − 2
t→2+
√ √t
= lim 2( 3 − t − 2)
t→2+
√
=2 3
Hence, the improper integral is convergent.
Example 5
Z 3
dx
Calculate and determine whether the improper integral I = is convergent
0 x−1
or divergent.
dx
Solution: The function f (x) = is discontinuous at x = 1. Thus,
x−1
Z 1 Z 3
dx dx
I= + = I1 + I2
0 x−1 1 x−1
Moreover,
Z t t
dx
I1 = lim = lim ln |x − 1| = lim ln |t − 1| = +∞
t→1− 0 x−1 t→1− 0 t→1−
So the improper integral I is divergent.

Comparison Theorem
Suppose f and g are continuous functions with f (x) ≥ g(x) ≥ 0 for x ≥ a.

Z +∞ Z +∞
a. If f (x)dx is convergent, then g(x)dx is convergent.
a Z +∞ a
Z +∞
b. If is divergent g(x)dx, then f (x)dx is divergent.
a a

Table of Contents
6 Problems
▶ Problems
Problems
6 Problems

Problems
6 Problems

Problems
6 Problems

Problems
6 Problems

Problems
6 Problems

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Chapter 5, 6

Integrals & Techniques of Integration

▶ Improper integral of type 1

▶ Improper integral of type 2

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

Remark: the sum (x∗i ) ∆xi is call Riemann sum.

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

- If x∗i = xi−1 for any i ∈ 1, n, then

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

1. If m ≤ f (x) ≤ M for a ≤ x ≤ b, then

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

The integral of a rate of change is the net change:

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

▶ Improper integral of type 1

▶ Improper integral of type 2

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

If u = g(x) is a differentiable function whose range is an interval I and f is

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

▶ Improper integral of type 1

▶ Improper integral of type 2

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

▶ Improper integral of type 1

▶ Improper integral of type 2

is called an improper integrals of type 1 .

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

▶ Improper integral of type 1

▶ Improper integral of type 2

If f is continuous on [a; b) and is discontinuous at b, then

if this limit exists as a finite number.

If f is continuous on (a; b] and is discontinuous at a, then

if this limit exists as a finite number.

If f has a discontinuity at c, where a < c < b, then

So the improper integral I is divergent.

Suppose f and g are continuous functions with f (x) ≥ g(x) ≥ 0 for x ≥ a.

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

▶ Improper integral of type 1

▶ Improper integral of type 2

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

Ly Anh Duong Chapter 5, 6 Integrals & Techniques of Integration

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