Course : Calculus II

Pr. Adam ANEBRI

a.anebri@ueuromed.org

Academic Year: 2023 - 2024

Contents

Chapter 1 : Riemann integral and antiderivatives

• Integrals of step functions
• Riemann-integrable functions
• Family of integrable functions
• Indefinite integrals and antiderivatives
• Practical calculation of antiderivatives and integrals

Chapter 2 : Convergence of improper integrals

• Criteria for convergence of improper integrals of positive functions
• Convergence of improper integrals for functions of arbitrary sign

Chapter 3 : Linear differential equations

• First-order linear differential equations
• Second-order linear differential equations with constant coefficients

1
Contents

Chapter 4 : Numerical series

• Positive term series
• Series with arbitrary terms
• Absolutely convergent series

2
 Chapter 1:

Riemann integral and

antiderivatives
Introduction

The integral is one of the most beautiful and powerful mathematical

objects. It is undoubtedly one of the most remarkable inventions of
the human mind. Indeed, it is, first and foremost, a pure creation of
the mind in the sense that it is a limit object, obtained by taking limits
on subdivisions, etc., not an object that exists in nature (or at least it
can be debated!). Furthermore, it is an object that allows the
calculation of very complicated things: practically all surfaces. Imagine
how people several centuries ago calculated complicated surfaces;
they generally had only a few tools or formulas, and they were forced
to use approximations with simple figures (like the Greeks with the
disk enclosed by regular polygons). The integral provides a very
powerful and extremely simple answer: just calculate an antiderivative
and take the difference of its values at two points! It is truly
surprisingly simple.

4
Introduction

There is not a single branch of the sciences, whether they be physical,

chemical, biological, economic, computer science, etc., that does not
make extensive use of integration today. It is clearly a key concept in
mathematical analysis and the sciences in general. There exist more or
less refined theories of integration. Theories that allow the calculation
of the integral of more or less complicated functions, or functions that
exist in more or less peculiar spaces (but necessary at a certain level).
This year, we will study the so-called Riemann integral, which is
already very powerful and general. The most general form of the
integral is the Lebesgue integral, studied in the third year of
Mathematics.

5
Step function

1.1.1 Subdivision

Definition

 A subdivision 𝜎 of the closed interval 𝐼 = [𝑎, 𝑏] is a finite set of

points σ = {𝑥1 , 𝑥2 , … , 𝑥𝑛 } such that 𝑎 = 𝑥1 < 𝑥2 < ⋯ < 𝑥𝑛 = 𝑏

 The maximum difference between any two consecutive points of

the partition is called the norm or mesh of the partition and
denoted as |𝜎|, i.e.

𝛿 𝜎 = max { 𝑥𝑖 − 𝑥𝑖−1 ; 𝑖 = 1, … , 𝑛}
𝛿(𝜎)

 A subdivision 𝜎′ is considered finer than 𝜎 if 𝜎’ contains all the

points of 𝜎 and additional points.
6
 Step function

1.1.1 Subdivision

Examples

1. Consider the interval I = [0,1].

1
 𝑥0 = 0 < 𝑥1 = < 𝑥2 = 1
2

1 1 3
 𝑥0 = 0 < 𝑥1 = < 𝑥2 = < 𝑥3 = < 𝑥4 = 1.
3 2 4

1 2 3 𝑛
 𝑥0 = 0 < 𝑥1 = < 𝑥2 = < 𝑥3 = < ⋯ < 𝑥𝑛 = = 1.
𝑛 𝑛 4 𝑛

7
 Step function

1.1.1 Subdivision

Examples

2. In the case where I = 𝑎, 𝑏 , we can consider the following uniform

subdivision :
𝑏−𝑎 𝑏−𝑎 𝑏−𝑎
𝑥0 = 𝑎 < 𝑥1 = 𝑎 + < 𝑥2 = 𝑎 + 2 < ⋯ < 𝑥𝑘 = 𝑎 + 𝑘 <
𝑛 𝑛 𝑛
⋯ < 𝑥𝑛 = 𝑏.

8
Step function

1.1.2 Step function

Definition

 We say that a function 𝑓 on [𝑎, 𝑏] is a step function if there exists a

subdivision 𝜎 = {𝑥0 , 𝑥1 , … , 𝑥𝑛 } of [𝑎, 𝑏] such that 𝑓 is constant on
each open interval (𝑥𝑖 , 𝑥𝑖+1 ) for 𝑖 = 0, … , 𝑛 − 1.

 Note that we only refer to open intervals; nothing is specified or

imposed regarding the points 𝑥𝑖 . It is entirely possible to have right
or left continuity at certain points, isolated points, etc.

 If 𝑓 is a step function, we say that a subdivision 𝜎 is adapted to 𝑓 if

𝑓 is constant on each interval of 𝜎.

9
Step function

1.1.2 Step function

Definition

We say that a function 𝑓 on [𝑎, 𝑏] is a step function if there exists a

subdivision 𝜎 = {𝑥0 , 𝑥1 , … , 𝑥𝑛 } of [𝑎, 𝑏] such that 𝑓 is constant on
each interval (𝑥𝑖 , 𝑥𝑖+1 ) for 𝑖 = 0, … , 𝑛 − 1.

10
 Step function

1.1.2 Step function

Remark
If 𝜎 is adapted to 𝑓, then any subdivision finer than 𝜎 is also adapted
to 𝑓

Proposition 1.1.1

Let 𝑓 and 𝑔 be two step functions on [𝑎, 𝑏] and 𝜆 ∈ ℝ. Then 𝑓 ,

𝑓 + 𝑔, 𝑓𝑔 and 𝜆𝑓 are step functions on 𝑎, 𝑏 .
Proof.

11
 Step function

1.1.3 Integrals of step functions

Definition (algebraic surface)

If 𝑓 is a step function on 𝜎 = 𝑥𝑘 𝑘=0,…,𝑛 , equal to 𝑐𝑘 on each interval
(𝑥𝑘 , 𝑥𝑘+1 ), we denote I𝜎 (𝑓) as the algebraic area of the family of
rectangles under the curve of 𝑓 :

I𝜎 𝑓 = σ𝑛−1
𝑘=0 𝑐𝑘 (𝑥𝑘+1 − 𝑥𝑘 )

12
 Step function

1.1.3 Integrals of step functions

Definition (algebraic surface)
If 𝑓 is a step function on 𝜎 = 𝑥𝑘 𝑘=0,…,𝑛 , equal to 𝑐𝑘 on each interval
(𝑥𝑘 , 𝑥𝑘+1 ), we denote I𝜎 (𝑓) as the algebraic area of the family of
rectangles under the curve of 𝑓 :

I𝜎 𝑓 = σ𝑛−1
𝑘=0 𝑐𝑘 (𝑥𝑘+1 − 𝑥𝑘 )

13
 Step function

1.1.3 Integrals of step functions

Definition (algebraic surface)
If 𝑓 is a step function on 𝜎 = 𝑥𝑘 𝑘=0,…,𝑛 , equal to 𝑐𝑘 on each interval
(𝑥𝑘 , 𝑥𝑘+1 ), we denote I𝜎 (𝑓) as the algebraic area of the family of
rectangles under the curve of 𝑓 :

I𝜎 𝑓 = σ𝑛−1
𝑘=0 𝑐𝑘 (𝑥𝑘+1 − 𝑥𝑘 )

Proposition 1.1.2

The quantity I𝜎 (𝑓) does not depend on the choice of the subdivision
𝜎 adapted to 𝑓; it only depends on 𝑓 and [𝑎, 𝑏].

14
 Step function

1.1.3 Integrals of step functions

Definition (algebraic surface)
If 𝑓 is a step function on 𝜎 = 𝑥𝑘 𝑘=0,…,𝑛 , equal to 𝑐𝑘 on each interval
(𝑥𝑘 , 𝑥𝑘+1 ), we denote I𝜎 (𝑓) as the algebraic area of the family of
rectangles under the curve of 𝑓 :

I𝜎 𝑓 = σ𝑛−1
𝑘=0 𝑐𝑘 (𝑥𝑘+1 − 𝑥𝑘 )
Integrals of Step Functions
This quantity, which depends only on 𝑓 and [𝑎, 𝑏], is denoted as
𝑏
න 𝑓 𝑥 𝑑𝑥 .
𝑎

It is called the integral of 𝒇 from 𝒂 to 𝒃.

15
 Step function

1.1.3 Integrals of step functions

Remark
• Changing the value of 𝑓 at a finite number of points does not alter
𝑏
the value of ‫ 𝑥𝑑 𝑥 𝑓 𝑎׬‬.

• In particular, if 𝑓 𝑥 = 0 except at a finite number of points, then

𝑏
‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥 = 0.

16
 Step function

1.1.3 Integrals of step functions

Proposition 1.1.3

Let 𝑓 and 𝑔 be two step functions on [𝑎, 𝑏] and 𝜆 ∈ ℝ. Then :

𝑏 𝑏
න 𝜆 𝑓 𝑥 𝑑𝑥 = 𝜆 න 𝑓 𝑥 𝑑𝑥
𝑎 𝑎
and

𝑏 𝑏 𝑏
න (𝑓 + 𝑔) 𝑥 𝑑𝑥 = න 𝑓 𝑥 𝑑𝑥 + න 𝑔 𝑥 𝑑𝑥 .
𝑎 𝑎 𝑎

17
 Step function

1.1.3 Integrals of step functions

Proposition 1.1.4
Let 𝑐 ∈ 𝑎, 𝑏 and 𝑓 be a step function on [𝑎, 𝑏]. Then 𝑓 𝑎,𝑐 and 𝑓 𝑐,𝑏
are step functions on [𝑎, 𝑐] and [𝑐, 𝑏] respectively. So, we have :
𝑏 𝑐 𝑏
න 𝑓 𝑥 𝑑𝑥 = න 𝑓 𝑎,𝑐 𝑥 𝑑𝑥 + න 𝑓 𝑐,𝑏 𝑑𝑥
𝑎 𝑎 𝑐

18
 Step function

1.1.3 Integrals of step functions

Proposition 1.1.5

Let 𝑓 and 𝑔 be two step functions on [𝑎, 𝑏].

1) If 𝑓 is positive on 𝑎, 𝑏 , then
𝑏
න 𝑓 𝑥 𝑑𝑥 ≥ 0.
𝑎

2) If 𝑓 ≤ 𝑔 on 𝑎, 𝑏 , then
𝑏 𝑏
න 𝑓 𝑥 𝑑𝑥 ≤ න 𝑔 𝑥 𝑑𝑥 .
𝑎 𝑎

3) We have
𝑏 𝑏
න 𝑓 𝑥 𝑑𝑥 ≤ න 𝑓(𝑥) 𝑑𝑥 .
𝑎 𝑎
19
 Riemann-integrable functions

We are now going to move beyond step functions to try to calculate

the integral of more complicated functions. In fact, we will use the
intuitive idea of the integral, similar to that of the Greeks, namely that
we can calculate the integral of functions that can be well approximated
by step functions.

Initially, we will work a bit blindly, meaning that we will examine the
properties of the integral without knowing precisely on which functions
it applies. Please be a bit patient; we will then provide classes of
functions for which these properties hold, expanding our understanding.

20
Riemann-integrable functions

Bernard Riemann
(1826-1866)

21
Riemann-integrable functions

1.2.1 Conceptual Construction

Let 𝑓: a, b → ℝ be a bounded function. So,

∃𝑚, 𝑀 ∈ ℝ, ∀𝑥 ∈ ℝ, 𝑚 ≤ 𝑓 𝑥 ≤ 𝑀.

𝑓 is bounded

22
Riemann-integrable functions

1.2.1 Conceptual Construction

Let 𝑓 be a defined and bounded function on [𝑎, 𝑏]. We denote ℰ_(𝑓) as

the set of all step functions 𝜙 on [𝑎, 𝑏] that satisfy 𝜙 ≤ 𝑓 on 𝑎, 𝑏 .
Similarly, ℰ+ (𝑓) represents the set of all step functions 𝜓 on [𝑎, 𝑏] that
satisfy 𝑓 ≤ 𝜓 on 𝑎, 𝑏 .
Also,
𝑏
𝐼− 𝑓 = න 𝜙 𝑥 𝑑𝑥 ; 𝜙 ∈ ℰ_(𝑓)
𝑎

𝑰− 𝒇 is the set of integrals of step functions on 𝑎, 𝑏 that are less than 𝑓.

23
 Riemann-integrable functions

1.2.1 Conceptual Construction

Let 𝑓 be a defined and bounded function on [𝑎, 𝑏]. We denote ℰ_(𝑓) as

the set of all step functions 𝜙 on [𝑎, 𝑏] that satisfy 𝜙 ≤ 𝑓 on 𝑎, 𝑏 .
Similarly, ℰ+ (𝑓) represents the set of all step functions 𝜓 on [𝑎, 𝑏] that
satisfy 𝑓 ≤ 𝜓 on 𝑎, 𝑏 .
Also,
𝑏
𝐼− 𝑓 = න 𝜙 𝑥 𝑑𝑥 ; 𝜙 ∈ ℰ_(𝑓)
𝑎
and
𝑏
𝐼+ 𝑓 = න 𝜓 𝑥 𝑑𝑥 ; 𝜓 ∈ ℰ+ (𝑓) .
𝑎
𝑰+ 𝒇 is the set of integrals of step functions on 𝑎, 𝑏 that are greater than 𝑓.

24
Riemann-integrable functions

1.2.1 Conceptual Construction

Since 𝑓 is bounded, for example, 𝑚 ≤ 𝑓(𝑥) ≤ 𝑀 for all 𝑥 ∈ 𝑎, 𝑏 , then

ℰ_(𝑓) is non-empty as it contains the constant function equal to 𝑚, and
ℰ+ (𝑓) is non-empty as it contains the constant function equal to 𝑀.
Therefore, 𝐼− 𝑓 and 𝐼+ 𝑓 are non-empty. Clearly, 𝑀 𝑏 − 𝑎 is an upper
bound of 𝐼− 𝑓 ​, 𝑚(𝑏 − 𝑎) is a lower bound of 𝐼+ 𝑓 . Thus,

𝑖𝑎𝑏 𝑓 = sup 𝐼− 𝑓

and

𝐼𝑎𝑏 𝑓 = inf 𝐼+ 𝑓

exist.
25
Riemann-integrable functions

1.2.1 Conceptual Construction

It can be seen that

𝑖𝑎𝑏 𝑓 ≤ 𝐼𝑎𝑏 𝑓 .

But there is no guarantee that these two quantities will be equal for any
arbitrary function. We will, in fact, explore a counterexample.

26
Riemann-integrable functions

1.2.1 Conceptual Construction

The fundamental idea for constructing the integral is to define integrable

functions as those for which the two quantities coincide. In this case, this
common value would be, by definition, the integral of 𝑓 over [𝑎, 𝑏].

27
Riemann-integrable functions

1.2.1 Conceptual Construction

Definition (Integrable function in the sense of Riemann)

We say that a bounded function 𝑓 on [𝑎, 𝑏] is integrable (in the sense
of Riemann) if
𝑖𝑎𝑏 𝑓 = 𝐼𝑎𝑏 𝑓 .

This common value is denoted by

𝑏
න 𝑓 𝑥 𝑑𝑥
𝑎

and called the integral of 𝒇 from 𝒂 to 𝒃.

28
Riemann-integrable functions

1.2.1 Conceptual Construction

29
Riemann-integrable functions

1.2.1 Conceptual Construction

Example :
Consider the function 𝑓 𝑥 = 𝛼𝑥 on [0,1] with 𝛼 > 0 .
𝑘
For 𝑛 ∈ ℕ, we consider the subdivision 𝑥𝑘 = ​, where 𝑘 = 0, … , 𝑛. If, on
𝑛
𝛼(𝑘+1) 𝛼𝑘
each interval, we define the functions 𝜓 𝑥 = and 𝜙 𝑥 = ,
𝑛 𝑛
where 𝑘 = 0, … , 𝑛 − 1, we have defined two step functions such that
𝜙 ≤ 𝑓 ≤ 𝜓. Let us calculate the integrals of these two functions:

30
Riemann-integrable functions

1.2.1 Conceptual Construction

Example :
So, we have in particular,

𝛼(𝑛 − 1) 1 1
𝛼(𝑛 + 1)
≤ 𝑖0 𝑓 ≤ 𝐼0 𝑓 ≤
2𝑛 2𝑛
for each 𝑛 ∈ ℕ∗. Thus, as n tends to infinity, we obtain that

𝛼
𝑖01 𝑓 = 𝐼01 𝑓 =
2
which is indeed the area under the curve of f between 0 and 1.

Consequently, 𝑓 is a Riemann-integrable function.

31
Riemann-integrable functions

1.2.1 Conceptual Construction

Remark
Every step function on [𝑎, 𝑏] is Riemann integrable.

Theorem 1.2.1

A bounded function on [𝑎, 𝑏] is Riemann integrable if and only if there

exist sequences 𝜙𝑛 𝑛 and 𝜓𝑛 𝑛 of step functions such that 𝜙𝑛 ≤
𝑓 ≤ 𝜓𝑛 for every positive integer and

𝑏
lim න 𝜙𝑛 𝑥 − 𝜓𝑛 𝑥 𝑑𝑥 = 0.
𝑛→+∞ 𝑎

32
Riemann-integrable functions

1.2.1 Conceptual Construction

Theorem 1.2.1

A bounded function on [𝑎, 𝑏] is Riemann integrable if and only if there

exist sequences 𝜙𝑛 𝑛 and 𝜓𝑛 𝑛 of step functions such that 𝜙𝑛 ≤
𝑓 ≤ 𝜓𝑛 for every positive integer and

𝑏
lim න 𝜙𝑛 𝑥 − 𝜓𝑛 𝑥 𝑑𝑥 = 0.
𝑛→+∞ 𝑎

𝑏
In this case, we have lim ‫ = 𝑥 𝑛𝜙 𝑎׬‬lim 𝜓𝑛 𝑥 𝑑𝑥 and this
𝑛→+∞ 𝑛→+∞

𝑏
common limit is ‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥.
33
Riemann-integrable functions

1.2.1 Conceptual Construction

Example 1

Let 𝑓: 0,1 ⟶ ℝ, 𝑥 ⟼ 𝑥 2 . We will prove that 𝑓 is a Riemann-integrable

1 1
function on 0,1 and ‫׬‬0 𝑓 𝑥 𝑑𝑥 = .
3

34
Riemann-integrable functions

1.2.1 Conceptual Construction

Example 2

The function defined by:

𝑓: 0,1 ⟶ ℝ
1 𝑖𝑓 𝑥 ∈ ℚ
𝑥⟼𝑓 𝑥 =ቊ
0 otherwis𝑒

is not Riemann-integrable.

35
 Riemann-integrable functions

1.2.2 Operations on integrable functions

Proposition 1.2.2

Assume that 𝑓 and 𝑔 are two bounded and integrable functions on

[𝑎, 𝑏] and 𝜆 ∈ ℝ. Then 𝜆𝑓 and 𝑓 + 𝑔 are integrable functions on [𝑎, 𝑏]
and

𝑏 𝑏
න 𝜆𝑓 𝑥 𝑑𝑥 = 𝜆 න 𝑓 𝑥 𝑑𝑥
𝑎 𝑎

𝑏 𝑏 𝑏
න (𝑓 + 𝑔) 𝑥 𝑑𝑥 = න 𝑓 𝑥 𝑑𝑥 + න 𝑔 𝑥 𝑑𝑥 .
𝑎 𝑎 𝑎

36
 Riemann-integrable functions

1.2.2 Operations on integrable functions

Proposition 1.2.3

Let 𝑓 and 𝑔 be two bounded and integrable functions on [𝑎, 𝑏]. The
following assertions hold:

1) If 𝑓 ≥ 0 on 𝑎, 𝑏 , so
𝑏
න 𝑓 𝑥 𝑑𝑥 ≥ 0
𝑎

2) Assume that 𝑓 ≥ 𝑔 on 𝑎, 𝑏 . Then

𝑏 𝑏
න 𝑓 𝑥 𝑑𝑥 ≥ න 𝑔 𝑥 𝑑𝑥 .
𝑎 𝑎

37
 Riemann-integrable functions

1.2.2 Operations on integrable functions

Proposition 1.2.4

Let 𝑓 be a bounded and integrable function on [𝑎, 𝑏]. Then |𝑓| is also
integrable on 𝑎, 𝑏 and :

𝑏 𝑏
න 𝑓 𝑥 𝑑𝑥 ≤ න |𝑓 𝑥 |𝑑𝑥
𝑎 𝑎

Proposition 1.2.5

If 𝑓 and 𝑔 are two bounded and integrable functions on 𝑎, 𝑏 , then

𝑓𝑔 is an integrable function on [𝑎, 𝑏].
Remark
𝑏 𝑏 𝑏
න (𝑓𝑔) 𝑥 𝑑𝑥 ≠ න 𝑓 𝑥 𝑑𝑥 න 𝑓 𝑥 𝑑𝑥
𝑎 𝑎 𝑎 38
 Riemann-integrable functions

Theorem 1.2.6 (Average value Theorem)

Let 𝑓 be a continuous function on [𝑎, 𝑏]. So, there exists 𝑐 ∈ 𝑎, 𝑏

such that :
𝑏
1
𝑓 𝑐 = න 𝑓 𝑥 𝑑𝑥 .
𝑏−𝑎 𝑎

𝜇 = 𝑓 𝑐 is called the average value of 𝑓 over [𝑎, 𝑏].

Example
𝜋
Calculate the average value of 𝑓 𝑥 = sin(𝑥) over 𝐼 = [0, ].
2

39
 Riemann-integrable functions

Theorem 1.2.7 (Cauchy-Schwarz inequality)

Let 𝑓 and 𝑔 be two bounded and integrable functions on 𝑎, 𝑏 , Then:

𝑏 2 𝑏 𝑏
2 2
න 𝑓 𝑥 𝑔(𝑥)𝑑𝑥 ≤ න 𝑓 𝑥 𝑑𝑥 න 𝑔 𝑥 𝑑𝑥 .
𝑎 𝑎 𝑎

Theorem 1.2.8 (Minkowski inequality)

Let 𝑓 and 𝑔 be integrable functions on 𝑎, 𝑏 , Then:

1 1 1
𝑏 2 𝑏 2 𝑏 2
2
න 𝑓 𝑥 +𝑔 𝑥 𝑑𝑥 ≤ න 𝑓 2 𝑥 𝑑𝑥 + න 𝑔2 𝑥 𝑑𝑥 .
𝑎 𝑎 𝑎

40
 Riemann-integrable functions

1.2.3 Riemann sum

Definition

Let 𝑓: 𝑎, 𝑏 → ℝ be a bounded function,

𝜎 = 𝑥0 = 𝑎, 𝑥1 , … , 𝑥𝑛 = 𝑏 be a subdivision of [𝑎, 𝑏] and 𝜆1 , … , 𝜆𝑛
be arbitrary points in the interval 𝑥𝑘 , 𝑥𝑘+1 , 𝑘 = 1, … , 𝑛 .

The Riemann sum of 𝑓 over 𝑎, 𝑏 with subdivision 𝜎 is defined as

𝑆(𝑓, 𝜎, 𝜆1 , … , 𝜆𝑛 ) = σ𝑛𝑘=1 𝑥𝑘+1 − 𝑥𝑘 𝑓 𝜆𝑘 .

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 Riemann-integrable functions

1.2.3 Riemann sum

Proposition 1.2.9

If 𝑓: 𝑎, 𝑏 → ℝ is a Riemann integrable function, then

𝑛 𝑏
𝑏−𝑎
lim ෍ 𝑓 𝜆𝑘 = න 𝑓 𝑥 𝑑𝑥 .
𝑛→+∞ 𝑛 𝑎
𝑘=1

where 𝜎 = 𝑥0 = 𝑎, 𝑥1 , … , 𝑥𝑛 = 𝑏 is a subdivision of [𝑎, 𝑏] and

𝜆1 , … , 𝜆𝑛 be arbitrary points in the interval 𝑥𝑘 , 𝑥𝑘+1 , 𝑘 = 1, … , 𝑛 .

In particular, we have
𝑛 𝑏
𝑏−𝑎 𝑘 𝑏−𝑎
lim ෍𝑓 𝑎+ = න 𝑓 𝑥 𝑑𝑥 .
𝑛→+∞ 𝑛 𝑛 𝑎
𝑘=1
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 Riemann-integrable functions

1.2.3 Riemann sum

Example
If 𝑓: 0,1 → ℝ is a Riemann integrable function, then
𝑛−1 𝑏
1 𝑘
lim ෍𝑓 = න 𝑓 𝑥 𝑑𝑥 .
𝑛→+∞ 𝑛 𝑛 𝑎
𝑘=0

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 Riemann-integrable functions

1.2.3 Riemann sum

Exercise:
1
Compute lim 𝑢𝑛 , where 𝑢𝑛 = σ𝑛𝑘=1
𝑛→+∞ 𝑛+𝑘

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 Family of integrable functions

Theorem 1.3.1

If 𝑓 is bounded Riemann integrable on 𝑎, 𝑏 and 𝑔 is a function

defined on 𝑎, 𝑏 equal to 𝑓 except for a finite number of points, then
𝑔 is integrable and

𝑏 𝑏
න 𝑓 𝑥 𝑑𝑥 = න 𝑔 𝑥 𝑑𝑥 .
𝑎 𝑎

Theorem 1.3.2

Every piecewise monotonic function on 𝑎, 𝑏 is Riemann integrable.

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 Family of integrable functions

1.3.1 Manipulation of Integrable Functions

Theorem 1.3.3

Every piecewise continuous function on 𝑎, 𝑏 is Riemann integrable.

46
 Indefinite integrals and antiderivatives

Until now, the integral may appear as a rather abstract concept, no

more straightforward for calculations than approximating areas using
rectangles. The breakthrough will happen when we establish the
connection with the antiderivative

1.4.1 The Fundamental theorem of calculus

Theorem 1.4.1
Let 𝑓 be a continuous function on 𝑎, 𝑏 and c ∈ 𝑎, 𝑏 . So, the
𝑥
function 𝐹 𝑥 = ‫ 𝑥𝑑 𝑥 𝑓 𝑐׬‬is differentiable on 𝑎, 𝑏 and its
derivative is 𝑓 𝑥 .

47
 Indefinite integrals and antiderivatives
1.4.1 The Fundamental theorem of calculus

Definition
Let 𝑓 be a function defined in 𝑎, 𝑏 . A function 𝐹: 𝑎, 𝑏 → ℝ is said
to be an antiderivative of 𝑓 if 𝐹 is differentiable on 𝑎, 𝑏 and 𝐹 ′ 𝑥 =
𝑓(𝑥) for all 𝑥 ∈ 𝑎, 𝑏 .

Proposition 1.4.2
Every continuous function on 𝑎, 𝑏 has an antiderivative.

Theorem 1.4.3 (The Fundamental theorem of calculus)

If 𝑓 is a continuous function on 𝑎, 𝑏 and 𝐹 is an antiderivative of 𝑓,
then
𝑏
න 𝑓 𝑥 𝑑𝑥 = 𝐹 𝑏 − 𝐹 𝑎 .
𝑎
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Indefinite integrals and antiderivatives

Theorem 1.4.4
If 𝑓 is a function of the class 𝒞 1 on 𝑎, 𝑏 , then
𝑏
න 𝑓′ 𝑥 𝑑𝑥 = 𝑓 𝑏 − 𝑓 𝑎 .
𝑎

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 Indefinite integrals and antiderivatives

Here is a short list of some standard antiderivatives:

α 𝑥 𝛼+1
1) For all α ≠ −1, ‫= 𝑥𝑑 𝑥 ׬‬ +𝐶
𝛼+1

1
2) ‫ = 𝑥𝑑 ׬‬ln 𝑥 + 𝐶
𝑥

1
3) For all 𝜆 ≠ 0, ‫ 𝑥𝜆 𝑒 = 𝑥𝑑 𝑥𝜆 𝑒 ׬‬+ 𝐶
𝜆

4) ‫ ׬‬sin(𝑥) 𝑑𝑥 = − cos 𝑥 + C

5) ‫ ׬‬cos(𝑥) 𝑑𝑥 = sin(𝑥) + C

𝑑𝑥
6) ‫׬‬ = 𝐴𝑟𝑐𝑠𝑖𝑛 𝑥 + 𝐶
1−𝑥 2

−1
7) ‫׬‬ 𝑑𝑥 = 𝐴𝑟𝑐𝑐𝑜𝑠 𝑥 + 𝐶
1−𝑥 2
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 Indefinite integrals and antiderivatives

Here is a short list of some standard antiderivatives:

𝑑𝑥
8) ‫ ׬‬1+𝑥 2 = 𝐴𝑟𝑐𝑡𝑎𝑛 𝑥 + 𝐶

𝑑𝑥
9) ‫׬‬ = 𝐴𝑟𝑔𝑠ℎ 𝑥 + 𝐶 = ln 𝑥 + 𝑥 2 + 1 + 𝐶
𝑥 2 +1

𝑑𝑥
10) ‫׬‬ = 𝐴𝑟𝑔𝑐ℎ 𝑥 + 𝐶 = ln 𝑥 − 𝑥 2 + 1 + 𝐶
𝑥 2 −1

11) ‫𝑐 ׬‬ℎ 𝑥 𝑑𝑥 = sℎ(𝑥) + C

12) ‫𝑠 ׬‬ℎ 𝑥 𝑑𝑥 = cℎ(𝑥) + C

13) ‫𝑡 ׬‬ℎ 𝑥 𝑑𝑥 = ln(𝑐ℎ 𝑥 ) + C

14) ‫ = 𝑥𝑑 𝑥 𝑛𝑎𝑡 ׬‬ln cos 𝑥 + 𝐶

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Indefinite integrals and antiderivatives

1.4.2 Integration by parts

Theorem 1.4.5
If 𝑓 and 𝑔 two functions of the class 𝒞 1 on 𝑎, 𝑏 , then

𝑏 𝑏
න 𝑓′ 𝑥 𝑔(𝑥)𝑑𝑥 = 𝑓 𝑥 𝑔 𝑥 𝑏 − න 𝑓 𝑥 𝑔′ 𝑥 𝑑𝑥 .
𝑎
𝑎 𝑎

Example
1 𝜋
Compute 𝐼 = ‫׬‬0 𝑥𝑒 𝑥 𝑑𝑥 and 𝐽 = ‫׬‬0 sin 𝑥 𝑒 −𝑥 𝑑𝑥 .

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Indefinite integrals and antiderivatives

1.4.2 Variable substitution

Theorem 1.4.6
Let 𝑓: 𝑎, 𝑏 → ℝ be a continuous function and 𝜑: 𝛼, 𝛽 → 𝑎, 𝑏 a
function of the class 𝒞 1 , with 𝜑 𝛼 = 𝑎 and 𝜑 𝛽 = 𝑏. So, we have

𝑏 𝜑(𝛽) 𝛽
න 𝑓 𝑥 𝑑𝑥 = න 𝑓 𝑥 𝑑𝑥 = න 𝑓 𝜑(𝑡) 𝜑 ′ 𝑡 𝑑𝑡 .
𝑎 𝜑(𝛼) 𝛼

The transformation 𝑥 = 𝜑(𝑡) is called a change of variables.

Example
Compute
𝜋
𝑑𝑥
4
𝐼= න .
0 cos 𝑥 53
Indefinite integrals and antiderivatives

1.4.3 Average Formulas

Theorem 1.4.7 (First average formula)

Let 𝑓 and 𝑔 two integrable functions on 𝑎, 𝑏 with 𝑔 ≥ 0. Take 𝑚 =
inf 𝑓(𝑥) and 𝑀 = s𝑢𝑝 𝑓(𝑥). So, there exists 𝛼 ∈ 𝑚, 𝑀 such that
𝑥∈ 𝑎,𝑏 𝑥∈ 𝑎,𝑏

𝑏 𝑏
න 𝑓 𝑥 𝑔(𝑥)𝑑𝑥 = 𝛼 න 𝑔(𝑥)𝑑𝑥 .
𝑎 𝑎

In addition, if 𝑓 is continuous on 𝑎, 𝑏 , then 𝛼 = 𝑓(𝑐) for some 𝑐 ∈ 𝑎, 𝑏 .

Example
Let 𝑥 > 0. Prove that
𝑥2
𝑒 −𝑡
lim+ න 𝑑𝑡 = ln(2).
𝑥→0 𝑥 𝑡
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Indefinite integrals and antiderivatives

1.4.3 Average Formulas

Theorem 1.4.8 (Second average formula)

Let 𝑓 and 𝑔 two integrable functions on 𝑎, 𝑏 . If 𝑓 is decreasing and
positive on 𝑎, 𝑏 , then there is an element 𝑐 ∈ 𝑎, 𝑏 such that
𝑏 𝑐
න 𝑓 𝑥 𝑔 𝑥 𝑑𝑥 = 𝑓(𝑎) න 𝑔(𝑥)𝑑𝑥 .
𝑎 𝑎

Example
Let 𝑛 > 0. Compute
𝑛2 + 𝑛
arctan(𝑡)
lim න 𝑑𝑡 .
𝑛→+∞ 𝑛2 𝑡

55