Integration

Math for Electronics 1

Andrew Thangaraj
Electrical Engineering, IIT Madras
 Introduction:
Calculus of motion
Objects in uniform motion
x(T )

Constant
speed v0
t=0 t=T

v(t)
constant speed
x(T ) = v0 T
v0

Distance = Area under speed line from 0 to T

0 T t
Falling object: Speed is not constant
Speed v(t) = 10t
Speed at t = 0 s 0 m/s Linear function of time

v(t)
Speed at t = 0.1 s 1 m/s
Straight line
with slope 10

Speed at t = 0.2 s 2 m/s

0 t
Slope of v(t) is called acceleration
Speed at t = 1.0 s 10 m/s Gravity: Falling objects have a constant
acceleration of 10 m/s2

What about position x(t) at time t?

Speed vs time: Consider an ϵ interval

v(t) = 10t
v(t)

Speed between > 10t0 m/s

10t0 + 10ϵ t0 and t0 +ϵ sec < 10t0 + 10ϵ m/s

Area: 10ϵ2
Distance travelled > 10t0 ϵ m
10t0
from t0 to t0 +ϵ sec < (10t0 + 10ϵ)ϵ m

Area: 10t0 ϵ

As ϵ becomes smaller, the

0 t0 t0 + ϵ t bounds come closer together.
Speed vs time: Consider an ϵ interval

v(t) = 10t
v(t)

Speed between > 10t0 m/s

t0 and t0 +ϵ sec < 10t0 + 10ϵ m/s
10t0 + 10ϵ > 10t0 ϵ m
Area: 10ϵ2 Distance travelled
10t0 from t0 to t0 +ϵ sec < (10t0 + 10ϵ)ϵ m

Area: 10t0 ϵ As ϵ becomes smaller, the

bounds come closer together.
0 t0 t0 + ϵ t
What about distance travelled
in a large interval [0, T ]?
Break [0, T ] into 2 intervals

v(t) 10t

Assume the following

constant speed 0 from time 0 to T /2
constant speed 10(T /2) from time T /2 to T
5T

Distance travelled
≥ 0(T /2) + 10(T /2)2 = 2.5T 2
in [0, T ]

Area of
t
green region
0 T /2 T
Break [0, T ] into 2 intervals
v(t)
10t
10T

Assume the following

constant speed 10(T /2) from time 0 to T /2
constant speed 10(T /2) ⋅ 2 from time T /2 to T
5T

Distance travelled
≤ 10(T /2)2 +10(T /2)2 2=7.5T 2
in [0, T ]

t Area of
0 T /2 T red region
Break [0, T ] into 4 intervals
v(t)
10t
Assume the following
constant speed 0 from time 0 to T /4
7.5T constant speed 10(T /4) from time T /4 to T /2
constant speed 10(T /4) ⋅ 2 from time T /2 to 3T /4
5T constant speed 10(T /4) ⋅ 3 from time 3T /4 to T

Distance travelled
2.5T ≥ 10(T /4)2 (1 + 2 + 3) = 3.75T 2
in [0, T ]

t Area of
0 T /4 T /2 3T /4 T green region
Break [0, T ] into 4 intervals
v(t)
10T 10t
Assume the following
constant speed 10(T /4) from time 0 to T /4
7.5T constant speed 10(T /4) ⋅ 2 from time T /4 to T /2
constant speed 10(T /4) ⋅ 3 from time T /2 to 3T /4
5T constant speed 10(T /4) ⋅ 4 from time 3T /4 to T

Distance travelled
2.5T ≥ 10(T /4)2 (1 + 2 + 3 + 4) = 6.25T 2
in [0, T ]

t Area of
0 T /4 T /2 3T /4 T red region
Break [0, T ] into n intervals of length ϵ = T /n
v(t) 10t v(t) 10t

t t
0 ϵ 2ϵ 3ϵ ⋯ (n−1)ϵ T = nϵ 0 ϵ 2ϵ 3ϵ ⋯ (n−1)ϵ T = nϵ
Distance travelled
≥ 10ϵ2 (1+2+ ⋯ +(n−1)) and ≤ 10ϵ2 (1+2+ ⋯ +n)
from 0 to T
Break [0, T ] into n intervals of length ϵ = T /n
v(t) 10t v(t) 10t

t t
0 ϵ 2ϵ 3ϵ ⋯ (n−1)ϵ T = nϵ 0 ϵ 2ϵ 3ϵ ⋯ (n−1)ϵ T = nϵ
Distance travelled n(n − 1) n(n + 1)
≥ 10ϵ2 = 5T 2 (1−1/n) and ≤ 10ϵ2 = 5T 2 (1 + 1/n)
from 0 to T 2 2
Illustration of limit as n → ∞

As n → ∞,
lower bound and upper bound
lines meet on the actual line!

Upper and lower bound areas

become area under the curve
5T 2 (1 − 1/n) → 0
5T 2 (1 + 1/n) → 0
As n → ∞, we get distance v(t)
10t
10T
t=0s 5t2 = 0 m

t = 0.1 s 5t2 = 0.05 m

t = 0.2 s 5t2 = 0.20 m

0 T t
Distance travelled 2 1
from 0 to T → 5T = T (10T )
2
t = 1.0 s 5t2 = 5 m
Area under the speed-
time line from 0 to T
Problems
1. Compute area under the following "curves" from x = 0 to x = 5.
3
3
2
2
1
1

0 1.5 3 5 0 2 5 0 1 2.5 5

2. Compute area under the following "curves".

a. 3 + x from −1 to 1. b. 3 − ∣x∣ from −3 to 3. c. ∣x∣ − x from −1 to 1.

3. A vehicle accelerates at a constant rate from 0 to 60 Km/hr in 10 seconds,

goes at a constant speed of 60 Km/hr for the next 5 minutes, and decelerates at
a constant rate to a complete stop in another 30 seconds. Calculate the distance
travelled by the vehicle.
Area under the curve and
Riemann sum
Why area under a curve? Going from derivative of a
quantity to the quantity
Finding area of different
shapes such as a circle Speed v(t) = x′ (t), the derivative of position x(t)

v(t)
y= 1 − x2

0 T t

x(T ) = area under the v(t) vs t curve

from 0 to T (let x(0) = 0)

Area under a curve: antiderivative

Approximating area under a curve
f (x)
Approximating Ai
xi : midpoint of i-th part
Ai ≈ f (xi )Δ
Illustrated
for n = 4
Area under f (x)
x0 x1 x2 x3
from x = a to x = b
a a+Δ a+2Δ a+3Δ b x
b−a A0 + A1 + ⋯ + An−1
Divide [a, b] into n parts Δ = ≈ f (x0 )Δ + f (x1 )Δ + ⋯ + f (xn−1 )Δ
n
i-th part: [a + iΔ, a + (i + 1)Δ]
i = 0, 1, … , n − 1 As n → ∞, will approximation
Ai : area under curve in i-th part become equality?
Riemann sum
Definition
An n-regular Riemann sum of a function f on an interval [a, b] is
Rn,x (f , a, b) = f (x0 )Δ + f (x1 )Δ + ⋯ + f (xn−1 )Δ,
where Δ = (b − a)/n, x = [x0 , … , xn−1 ] with xi ∈ [a + iΔ, a + (i + 1)Δ].

Special cases of sampling points xi

Mid Riemann sum
xi = a + iΔ + Δ/2 is the midpoint of [a + iΔ, a + (i + 1)Δ]
Left Riemann sum Rn,x (f , a, b) is a
xi = a + iΔ is the left-point of [a + iΔ, a + (i + 1)Δ] sequence. Does it
Right Riemann sum converge?
xi = a + (i + 1)Δ is the right-point of [a + iΔ, a + (i + 1)Δ]
Illustration Mid

f (x) = 2 + 2x − x2 + 0.12x3 All 3 appear to

a = 0, b = 6 converge to area under
the curve f (x) from
n = 1, 2, … , 20 x = 0 to x = 6

Left Right
Problems
1. Compute regular mid/left/right Riemann sums for the following functions. Let a =
0, b = 4, n = 5.
x
a. f (x) = 10 b. f (x) = 2x c. f (x) = x + x + 1
2
d. f (x) = 2
2x + 1
e. f (x) = ex f. f (x) = −5 g. f (x) = (x − 2)(x − 3) h. f (x) = (x − 2)2 e−x

2. Compute regular mid/left/right Riemann sums for the following functions. Let a =
0, b = 1, any n. Evaluate the limit as n → ∞.
a. f (x) = 10 b. f (x) = 2x c. f (x) = x2 + x + 1 d. f (x) = x − x3
The definite integral
Definite integral: Limit of Riemann sums
Definition
The definite integral of f (x) from x = a to x = b, denoted as ∫a f (x)dx, is defined as
b

b
∫ f (x)dx = lim Rn,x (f , a, b) = lim (f (x0 )Δ + ⋯ + f (xn−1 )Δ), (Δ = (b − a)/n)
a n→∞ n→∞

whenever the limit exists and is independent of choice of xi ∈ [a + iΔ, a + (i + 1)Δ].

In such cases, f is said to be integrable on [a, b].

f : continuous on [a, b] any

When is f integrable? except for a finite number of points, where it bounded f ,
can have jump or removable discontinuities in practice

How to compute the anti-

Fundamental theorem of calculus
definite integral? derivatives
Explaining the notation
b
Notation ∫ f (x)dx
a

a, b limits of
elongated 'S' integration
∫
denoting summation
usually, a ≤ b
integrand or if a = b, integral = 0
f function to be
if a > b, ∫a f (x)dx ≜ − ∫b f (x)dx
b a
integrated

notation
dummy variable
b b
∫a f (x)dx = f (u)du
∫a dx
x denoting Δ → 0
of integration and so on
Property: Area under the curve
b
∫ f (x)dx : Area under the curve f (x) from x = a to x = b
a

Definite integral
= Area under curve above x-axis
− Area above curve below x-axis
Properties
If f1 , f2 are integrable on [a, b], then f1 + f2 is integrable on [a, b], and
Addition b b b
∫ (f1 (x) + f2 (x))dx = ∫ f1 (x)dx + ∫ f2 (x)dx
a a a

If f is integrable on [a, b], then c f is integrable on [a, b] for c ∈ R, and

Scaling b b
∫ c f (x)dx = c ∫ f (x)dx
a a

If f is integrable on [a, b] and a < c < b, then

Splitting b c b
∫ f (x)dx = ∫ f (x)dx + ∫ f (x)dx
a a c

If f is integrable on [a, b] and f (x) ≤ g(x) for x ∈ [a, b], then

Bound b b
∫ f (x)dx ≤ ∫ g(x)dx
a a
Even and odd functions

Definition
A function f is said to be even-symmetric or even if f (−x) = f (x).
A function f is said to be odd-symmetric or odd if f (−x) = −f (x).

Note: Functions can have no symmetry, i.e. they can be neither even nor odd.

b −a a a
f (x) even: ∫ f (x)dx = ∫ f (x)dx and ∫ f (x)dx = 2 ∫ f (x)dx
a −b −a 0

b −a a
f (x) odd: ∫ f (x)dx = − ∫ f (x)dx and ∫ f (x)dx = 0
a −b −a
Problems

Evaluate the following definite integrals using area under the curve property.

5 5 3
1. ∫ (1 + 2x)dx 2. ∫ ∣x − 3∣dx 3. ∫ (x + ∣x∣)dx
−5 0 −2

Evaluate the following definite integrals using symmetry.

1 1 1
1. ∫ x dx 2. ∫ x3 + x5 dx 3. ∫ ∣x∣dx
−1 −1 −1
Fundamental Theorem
of Calculus and
Anti-derivatives
Fundamental theorem of calculus, Part I
Theorem
If f is integrable on [a, b] and there is
Such an F is called an
a function F , differentiable in (a, b), such that F = f , then
′
b anti-derivative
∫ f (x)dx = F (b) − F (a). of f in [a, b].
a

Proof By mean value theorem, there exists ci ∈ [a+iΔ, a+(i+1)Δ] such that
F (a+(i+1)Δ) − F (a+iΔ) = F ′ (ci )Δ = f (ci )Δ

Let x = [c0 , … , cn−1 ]. Then,

Rn,x (f , a, b) = f (c0 )Δ + f (c1 )Δ + ⋯ + f (cn−1 )Δ

= F (a+Δ) − F (a) + F (a+2Δ) − F (a+Δ) + ⋯ + F (b) − F (a+(n−1)Δ)

= F (b) − F (a)
Definition, Uniqueness and Examples
Definition
A function F is called an anti-derivative of a function f if F ′ = f .

Notation Af (x): denotes an anti-derivative of f

Af (x): also called indefinite integral and denoted ∫ f (x)dx without limits

Anti-derivative is not unique. If F is an anti-derivative of f ,

Non-unique
then F + c for any constant c is also an anti-derivative.

Examples Constant f (x) = a Af (x) = ax + c

xa+1
Power f (x) = xa Af (x) = +c a=
 −1
a+1
Polynomial, Exponential Af +g = Af + Ag Acf = cAf

x2 xn+1
Polynomial f (x) = a0 + a1 x + ⋯ + an xn
Af (x) = a0 x + a1 + ⋯ + an +c
2 n+1
eax
Exponential f (x) = eax Af (x) = +c
a

Problems

Find anti-derivatives for the following functions.

1. 1 + x − x 2. ex + e−x 3. e1+2x 4. 5. (x + 1/x)2 6.

5
2 x+ 3
x ex + e−x

Evaluate the following definite integrals.

3 1 1
1. ∫ ∣x2 − x − 2∣dx 2. ∫ (ex − x − 1)dx 3. ∫ (ex + e−x )2 dx
−3 0 −1
Integration by substitution
Composition rule
Theorem Proof
F (x) = v(u(x)) is an antiderivative of
F ′ (x) = v ′ (u(x))u′ (x) = f
f (x) = v ′ (u(x))u′ (x).

Examples Identify u′ , u, v ′ Find v

2 f (x) = eu(x) u′ (x) 2

1. f (x) = 2x ex v(x) = ex Af (x) = eu(x) + c = ex + c
u(x) = x2 , v ′ (x) = ex

1 ′
2x f (x) = u (x)
2. f (x)= u(x) 2 −1 −1 −1
(1+x2 )2 v(x) = Af (x) = +c= 2
+c
1 x u(x) 1+x
u(x)=1+x2 , v ′ (x)= 2
x
Integration by substitution
b
∫ g(u(x))u′ (x)dx
a

Ag (u(x)) is an anti-derivative of g(u(x))u′ (x) Why? (Ag (u(x)))′ = g(u(x))u′ (x)

By fundamental theorem of calculus,

b u(b)
∫ g(u(x))u′ (x)dx = Ag (u(b)) − Ag (u(a)) = ∫ g(y)dy
x=a y=u(a)

Substitution or Put y = u(x), identify dy = u′ (x)dx, change limits

change of variable
Problems
Find anti-derivatives for the following functions.

1+x 2 3
4. (1 + x)20 5. 1 + 3x
1. 2. (x−1)e−(x−1) 3. x2 e1+x
(3 + 2x + x2 )5

Evaluate the following definite integrals.

5 1 2
e−1/x
1. ∫ e−x dx 2. ∫ (1 − 2x)3 dx 3. ∫ 2
dx
0 0 1 x

5 5 5
u
4. ∫ z z 2 + 1 dz 5. ∫ z z + 1 dz 6. ∫ du
0 0 1 (1 + u−1/2 )3
Integration by parts
By Parts

Theorem (by parts) Proof

F (x) = u(x)v(x) − Au′ v (x) is an antiderivative F ′ (x) = u(x)v ′ (x) + u′ (x)v(x) − A′u′ v (x)
of f (x) = u(x)v ′ (x). = u(x)v ′ (x) + u′ (x)v(x) − u′ (x)v(x)
= u(x)v ′ (x)

Identify u, v ′ Find Au′ v

Examples
u(x) = x, v ′ (x) = ex
1. f (x) = xex Au′ v (x) = ex Af (x) = xex − ex + c
v(x) = ex , u′ (x)v(x) = ex

2. f (x) = x2 ex u(x) = x, v ′ (x) = xex Au′ v (x)=xex −2ex Af (x) = x2 ex − 2xex + 2ex +c
v(x)=xex −ex , u′ (x)v(x)=xex −ex
Problems
Evaluate the following definite integrals.
5 1 2 5
1. ∫ 2 −x
x e dx 2. ∫ 3 x
x e dx 3. ∫ e x
dx 4. ∫ x2 −1
xe dx
0 0 1 0

Answer the following questions.

1. A particle is moving with a speed of v(t) = te−t m/s. How much distance does
it travel from 0 sec to 2 sec?

2. For a capacitor, i(t) = 2v ′ (t), where i(t) = e−t is the current through the
capacitor for t ≥ 0 and v(t) is the voltage across the capacitor. Assume v(0) = 0
and find v(T ). What happens when T → ∞?
Summary
Integration
Area under the curve

Fundamental theorem of calculus

Anti-derivative

Methods to find anti-derivative

Easy cases - polynomial, eax
Substitution, By parts
1
What about ? 1 − x2 ?
x