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I. Newton (1643-1727) G. W.

Leibniz (1646-1716)

INTEGRALS CHAPTER 8
INTRODUCTION

This chapter starts with the area and distance problems


Formulate the idea of a definite integral, which is the basic
concept of integral calculus

Recall that in defining a tangent we first approximated the


slope of the tangent line by slopes of secant lines and then
we took the limit of these approximations.
We pursue a similar idea for areas.
We first approximate the region S by rectangles and then we
take the limit of the areas of these rectangles as we increase
the number of rectangles.
CHAPTER 4,6

4.1 Anti-integral
4.2 Definite integral
4.3 Improper Intergral
4.4 Applications of integration
WHY STUDY THIS CHAPTER?

A new concept
A method, a tool for calculating quantities.
Integrals are used to solve problems concerning volumes,
lengths of curves, population predictions, forces on a
dam, work, consumer surplus (economics), and baseball
(sports), among many others.
OUR GOAL

From Riemann sums to definition of definite integrals.


The Fundamental Theorem of Calculus
Indefinite Integrals and the Net Change Theorem
The average value of a function on an interval [a, b]
The substitution rule
Integration by parts
THE AREA PROBLEM
Find the area of the region S that lies under the curve
y=f(x) from a to b.
This means that S, illustrated in Figure 1, is bounded by
the graph of a continuous function f [where f(x)> 0], the
vertical lines x = a and x = b, and the x-axis.
EXAMPLE 1
Use rectangles to estimate the area under the parabola
y=x2 from 0 to 1

area of S must be
somewhere between
0 and 1
APPROXIMATION BY RECTANGLES

Divide into 4 strips Using right end point Using left end point
Approximate by rectangles
1 1 1 1 1 1 1 1
 Base : keep remain .𝑓 (𝟎 ,𝟐𝟓)+ .𝑓 (𝟎 ,𝟓 )+ .𝑓 (𝟎 ,𝟕𝟓)+ .𝑓 (𝟏 ) .𝑓 (𝟎 )+ .𝑓 (𝟎 ,𝟐𝟓 )+ .𝑓 (𝟎 ,𝟓)+ .𝑓 (𝟎 ,𝟕𝟓 )
 Height: ???
4 4 4 4 4 4 4 4
R4=0.46875 L4=0.21875

Estimate
APPROXIMATION BY RECTANGLES

A good estimate is obtained by averaging these


numbers: A < 0.3333335
USING LIMIT

the sum of the areas of the upper


approximating rectangles approaches
1/3
As n increases, both Ln and Rn become better and better
approximations to the area of S.
Therefore we define the area A to be the limit of the
sums of the areas of the approximating rectangles, that
is,
GENERALIZATION Step 1. Divide
Step 2. Sum by limit
Tích - phân

Width (base): 𝑥 0 =𝑎
𝑥1 =𝑎+ 𝛥 𝑥
𝑥 2=𝑎 +2. 𝛥 𝑥
Right end points: ....................
𝑥𝑛 − 1=𝑎 + ( 𝑛 −1 ) 𝛥 𝑥
Left end points: 𝑥𝑛 =𝑏

Mid points:
DEFINITION
The area A of the region S that lies under the graph of the continuous
function f is the limit of the sum of the areas of approximating rectangles
THE DISTANCE PROBLEM

The distance problem: find the distance traveled by an object


during a certain time period if the velocity of the object is
known at all times.
INTRODUCTION
Speed = 30km/h
Distance after 5 minutes: 30.5/60 = 2.5km
speed

30.(5/60) = 2.5 km
Total distance
 1 + 1.67 + 1.167 = 3.84 km

50x(2/60) 70x(1/60)
 1.67km  1.167km
30x(2/60)
= 1km
How to calculate the total distance?
speed

34 x (1/60) f(x) = -(x-4)2 + 50


 0.57 km

f(0) = 34

x1* = 0 // sample point = left endpoint


xi* : sample points = left endpoints
HOW TO GIVE MORE ACCURATE RESULT?

More subintervals, more accurate

n = 10 n = 30
SAMPLE POINTS = RIGHT ENDPOINTS

41x(1/60) f(x) = -(x-4)2 + 50


 .68 km

f(1) = 41

x1* = 1 // sample point = right endpoint


MIDPOINT METHOD

f(x) = -(x-4)2 + 50

f(1/2) = 37.75

x1* = ½ // sample point = midpoint


RIEMANN SUMS

Bernhard Riemann (1826 – 1866)


RIEMANN SUMS
y = f(x) on [a, b] Tell us to end with i = n
Tell us to add
n: number of subintervals
x = (b-a)/n
xi*: sample points in [xi-1, xi]
Tell us to start with i = 1

= f(x1*)x + f(x2*)x + … + f(xn*)x


DEFINITE INTEGRAL
EVALUATING INTEGRALS BY SUM
Property 3 seems intuitively reasonable
because we know that multiplying a
function by a positive number c
stretches or shrinks its graph vertically
by a factor of c.
So it stretches or shrinks each
approximating rectangle by a factor c
and therefore it has the effect of
multiplying the area by c.
FUNDAMENTAL THEOREM OF CALCULUS

Establishes a connection between the two branches of


calculus: differential calculus and integral calculus
Differential calculus arose from the tangent problem, whereas
integral calculus arose from a seemingly unrelated problem,
the area problem
differentiation and integration are inverse processes
A SPECIAL FUNCTION

Example. If f is the function whose graph is shown below and


Find the values of g(0), g(1), g(2), g(3), g(4) and g(5)
SOLUTION
FUNDAMENTAL THEOREM OF CALCULUS

Provides us with a much simpler method for the evaluation of integrals.


INDEFINITE INTEGRALS
DEFINITE INTEGRAL
Definition.

Read: the integral from a to b of f of x dee x


Or “the integral from a to b of f of x with respect to x”
DEFINITE INTEGRAL. EXAMPLE

a. Using Midpoint rule n = 5 to estimate the integral.


b. Find the value of the integral. 1

∫ 𝑥 𝑑𝑥
0
DO YOURSELF

Area = 3
Integral = -3
INTEGRAL CAN BE APPROXIMATED BY SUMS

Estimate the integral using left endpoints and the


table below
REVIEW

Many real life problems need a new idea (method):


finding areas, distances, work, volumes, etc.
Integration idea: divide and compute an infinite sum
A Definite integral is defined by a limit of a Riemann sum.
NEXT: CALCULATING INTEGRALS

First, difficult to calculate by sums


Then, using some rules (properties), theorems for
calculating a lot of definite integrals
Approximate the integrals that we have no way to
compute exactly (next chapter)
FUNDAMENTAL THEOREM OF CALCULUS
DERIVATIVES OF INTEGRALS - FTC 1
Use the Fundamental Theorem to find dy/dx if
𝑑
c) 𝑑𝑥
FTC 1
DO YOURSELF
Suppose
and
Find F’’(2).
Do yourself:
and

find F’’(4).
FTC 2
APPLICATIONS
amount of change

Rate of change of F(x)


APPLICATIONS
amount of change

Rate of change of F(x)


APPLICATIONS
Change of position, or displacement

Example. The velocity function (in meters per second) is


v(t) = 3t – 5, 0  t  3, for a particle moving along a line.
Find
(a) the displacement and
(b) the distance traveled by the particle during the given time interval.
THE AVERAGE VALUE OF A CONTINUOUS FUNCTION

If f is continuous on [a, b], then the average value of f on


[a, b] is

Find the average value of the functions:


a. f(x) = x2 + x on [0, 3]
b. f(x) = x + 3 on [1, 5]
THE SUBSTITUTION RULE
u = u(x)
du = u’(x)dx

 f(u)du =  f(u(x))u’(x)dx
For example,
 sin(x3 + 5)(3x2)dx
u(x) u’(x)dx

=  sin(u)du
= -cosu(u) + C
DO YOURSELF
INTEGRALS OF ODD AND EVEN FUNCTIONS
ON [-A, A]
DO YOURSELF

Find the integral


SUMMARY

Riemann sums and definition of a definite integral


FTC 1 and FTC 2
Average values of functions
Substitution rule
TECHNIQUES OF
CHAPTER 8
INTEGRATION
CHAPTER 6

Integration by parts

Approximate integration
 Trapezoidal rule
 Simpson’s rule

Improper integrals
 Infinite intervals
 Discontinuous Intervals
INTEGRATION BY PARTS

Examples.
1. // u = lnx, dv = dx
2. // u = 3x+1, dv = sin2xdx
3. // u = lnx, dv = (x2+1)dx
4. // u = x2, dv = exdx
5. // u = x2 + 1, dv = e-3xdx
6. // u = ex, dv = sinxdx
STRATEGY FOR INTEGRATION

1. Simplify the Integrand if Possible


2. Look for an Obvious Substitution
3. Classify the Integrand According to Its Form
4. Try Again

Can We Integrate All Continuous Functions?


APPROXIMATE INTEGRATION

Left end point


Right end point
Midpoint
Trapezoidal Rule
Simpson’s rule
APPROXIMATE INTEGRATION

It is difficult, or even impossible, to find an antiderivative


There may be no formula for the function
USING RECTANGULAR
TRAPEZOIDAL RULE
The area of the trapezoid that lies above
the i th subinterval is:
 f ( xi 1 )  f ( xi )  x
x   [ f ( xi 1 )  f ( xi )]
 2  2

Trapezoidal rule
// add up all areas
b

a
f ( x) dx  Tn 
x
  f ( x0 )  2 f ( x1 )  2 f ( x2 ) ...  2 f ( xn1)  f ( xn ) 
2
TRAPEZOIDAL RULE
Instead of using rectangles as
we did in the arches problem,
we'll
use trapezoids (trapeziums)
and we'll find that it gives a
better approximation to the
area.
The approximate area under
the curve is found by adding
the area of all the trapezoids.
(Recall that we write "Δx" to
mean "a small change in x".)
TRAPEZOIDAL RULE
TRAPEZOIDAL RULE. EXAMPLE

The function f is continuous on [3, 10] and has values


given in the table below.
Using the intervals [3, 5], [5, 8], [8, 10], find the
trapezoidal approximation of

x 3 5 8 10
f(x) 17 12 3 -7
REVIEW EXERCISES
REVIEW EXERCISES
REVIEW EXERCISES
SIMPSON’S RULE
This is called Simpson’s Rule—after the English mathematician
Thomas Simpson (1710–1761).

b x
a
f ( x) dx  S n 
3
[ f ( x0 )  4 f ( x1 )  2 f ( x2 )  4 f ( x3 )

 ...  2 f ( xn  2 )  4 f ( xn 1 )  f ( xn )]
where n is even and ∆x = (b – a)/n.
SIMPSON’S RULE
In Simpson's Rule, we will use parabolas to approximate
each part of the curve. This proves to be very efficient
since it's generally more accurate than the other
numerical methods we've seen.
SIMPSON’S RULE

http://www.sc.ehu.es/sbweb/fisica_/numerico/i
ntegral/simpson.html
MEMORY AID
We can re-write Simpson's Rule by grouping it as follows:
SIMPSON’S RULE
IMPROPER INTEGRAL Section 8.3
IMPROPER INTEGRALS

Type 1: infinite intervals

,,

Type 2: discontinuous Integrands


TYPE 1
TYPE 1. EXAMPLE 1

Consider the improper integral

By computer:  95.07802666
 992.7843924
 2991.686446
Guess:   // diverges
TYPE 1. EXAMPLE 2

Consider the improper integral

By computer:  0.7753984965
 0.7843981635
 0.7850648295
Guess:  a number // converges
CONVERGENT AND DIVERGENT


The improper integrals a
f ( x) dx is called:

 Convergent (hội tụ) if the corresponding limit exists.

 Divergent (phân kì) if the limit does not exist.


TYPE 1.

p > 1: converges
p  1: diverges

Important for future reference


TYPE 2: DISCONTINUOUS INTEGRANDS
A COMPARISON TEST FOR IMPROPER INTEGRALS
IMPROPER INTEGRAL OF TYPE 2
•If f is continuous on [a, b) and is discontinuous at b, then
• b t
a
f ( x) dx  lim  f ( x) dx
t b a

•if this limit exists (as a finite number).


TYPE 2. EXAMPLE
TYPE 2. DO YOURSELF
COMPARISON WITH

 =  divergent
COMPARISON. DO YOURSELF
APPLICATIONS OF INTEGRAL
ARC LENGTH FORMULA
EXAMPLE
Find the length of the arc of the semicubical parabola y2=
x3 between the points (1, 1) and (4, 8).
DO YOURSELF
CONSUMER SURPLUS

The consumer surplus represents the amount of money saved by consumers in


purchasing the commodity at price P, corresponding to an amount demanded of X.
EXAMPLE
The demand for a product, in dollars, is:

Find the consumer surplus when the sales is 500.


DO YOURSELF
PRODUCER SURPLUS
TOTAL SURPLUS
PROBABILITY

Probability density function


PROBABILITY DENSITY FUNCTION
AVERAGE VALUES

the mean of any probability density function f is defined


to be

the long-run average value of the


random variable X
a measure of centrality of the probability
density function
NORMAL DISTRIBUTIONS
THANKS

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