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Lecture 7: Integration
Techniques
Antiderivatives and Indefinite Integrals
Basic Rules of Integration
The Methods of Integration by Substitution
and by Parts
Definite Integrals
Improper Integrals
Differentiation of an Integral
Some Notes on Multiple Integrals
Antiderivatives and Indefinite
Integrals
Here we are interested in the operation of
searching for functions whose derivatives
are a given function.
Let f(x) be a function defined on interval of
real numbers. An antiderivative function of
f is any function F(x) such that
F'(x) = f(x).
Clearly if F is an antiderivative of f then so is
F + c, where c is a constant.
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Antiderivatives and Indefinite
Integrals
The indefinite integral is written as
F(x) + c = f ( x )d x .
The symbol is the integral sign. If f has no
antiderivative (nonintegrable), then its indefinite
integral is . The f(x) part is the integrand. The
f(x) dx may be taken as the differential dF of a
primary or antiderivative function.
Basic Rules of Integration
R1 [f(x) + g(x)] dx = f(x) dx + g(x) dx.
R2 cf(x) dx = c f(x) dx.
R3 For every N -1,
1
x N dx = x N+1 + c.
N 1
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Examples
#1 Let f(x) = x4, then
x5
x4dx = + c.
5
check:
d x 5 / 5
= x4.
dx
#2 Let f(x) = x 3 + 5x 4, then
[x 3 + 5x 4 ] dx = x 3 dx + 5 x 4 dx
= x 4 /4 + 5(x5 /5) + c
= x 4 /4 + x5 + c
check.
d 4
(x /4 + x 5) = x 3 + 5x 4 .
dx
Examples
#3 Let f(x) = x2 - 2x
[x2 - 2x] dx = x2 dx + -2x dx
= x3/3 - 2 x dx + c
= x3/3 - 2(x2/2) + c
= x3/3 - x2 + c.
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Basic Rules of Integration
R4 The antiderivative of ex is given by
ex dx = ex + c.
R5 The antiderivative of x-1, x 0 is given
by
x-1 dx = ln|x| + c.
(Note ln is only defined on positive reals)
Example:
Let f(x) = 2ex - x-1.
f(x) dx = 2ex dx - x-1 dx = 2ex - ln|x| + c
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The Methods of Integration by
Substitution and by Parts
Substitiuton:
f(x) dx = g(u) u(x) dx = g(u) du.
Requires us to find g and u such that
f(x) = g(u) u(x)
Example #1
x
Let f(x) = , find f(x) dx.
x 2
1
1/ 2
Choose u = u(x) = x2 + 1, then we have that u(x) = 2x, such that
du = u(x) dx = 2xdx
Now
f(x) = g(u) u(x)
x x 1 1
f(x) = u ( x)
x 2
1
1/ 2
u1 /2 2 u1/ 2
Here, g(u) = (1/2)(u-1/2).
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Example #1
1
f(x) dx = 2 u-1/2du
1 1 1/2
= 1 u +c
2
2 1
1
1 1/2
= 2 1 u +c
2
= u1/2 + c
Substitute for u = x2 + 1, then
x
dx = (x2+1) 1/2 + c.
x 1
2 1/ 2
Example #2
2x3 x
L e t f(x ) = . F in d f d x.
x 4
x 2 1
1/ 3
(1 ) C h o o se u = (x 4 - x 2 + 1 )
u (x ) = 4 x 3 - 2x , su c h t ha t
du = (4 x 3 - 2 x) dx .
(2 ) C o n stru c t t he p ro du c t g (u ) u ( x) s uc h th a t f(x ) = g( u) u (x )
2x3 x 2x3 x
f( x) = =
x 4 x 2 1
1 /3
u1/ 3
1 2 u x
= 1
u 3
ux
= 1
2u 3
1
H e re g (u ) = 1
2u 3
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Example #2
(3) Thus we have that
f(x) dx = g(u) u(x) dx
1 1
= 1 u(x) dx = 1 du
2u 3 2u 3
Take last integral:
1
f(x) dx = u-1/3 du
2
1 1 23
= u +c
2 23
3 23
= u +c
4
3 4
x x 2 1 3 + c
2
=
4
By parts
To determine the indefinite integral of the
function f(x), we choose by inspection two
differentiable functions u(x), v(x) such that
f(x) = u(x)v(x). Then
f(x) dx = u dv = uv - v du.
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By parts
If we can find u and v such that f(x) = u v(x),
then dv = v(x) dx and
f(x) dx = u v(x) dx = u dv.
To see that u dv = uv - v du, let z vu, then
dz = u dv + v du
Integrate both sides
dz = u dv + v du
z = u dv + v du
u dv = z - v du
u dv = uv - v du. ||
Examples
#1 Let f( x) = xe ax
(1) Choose dv so that it is the m os t complicated expression,
but is easy to integrate
Let dv = e a x dx
Let u = x such that du = dx
1 ax
(2) u dv = x e - v du
a
Now since
dv = e ax dx
dv = v = e a x dx
1 ax
v = e
a
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#1 continued
Also since
u =x
du = 1 dx
x
u dv = e ax - v du
a
x ax 1
= e - eax dx
a a
x ax 1 ax
= e - e dx
a a
x ax 1 ax
= e - 2 e +c
a a
x ax 1 ax
x eax dx = e - 2 e + c.
a a
Example
x 2 2
#2 Let f( x) = 6 x e . Integrate by parts.
2
2
(1) Let v = e x
2
2
then dv = 2x e x dx
Hence, let
u =3
du = 0 dx = 0
(2) T hen f(x) dx = u dv
2 2
2 2
= 3ex - ex du.
How ever, du = 0.
Hence,
2 2
2 2
6x e x dx = 3 e x + c
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Definite Integrals
Let f(x) be continuous on an interval X R,
where f: X R. Let F(x) be an antiderivative of
f, then f(x) dx = F(x) + c.
Now choose a, b X such that a < b. Form the
difference
[F(b) + c] - [F(a) + c] = F(b) - F(a).
This difference F(b) - F(a) is called the definite
integral of f from a to b. The point a is termed
the lower limit of integration and the point b, the
upper limit of integration.
Notation
f x dx F x a F x a F b F a
b
b b
a
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Examples
#1 Let f(x) = x3, find
1 1 1 4 1 4
x dx 4 x 1 0
3 41
0 0
4 4
1
.
4
5
f x dx ,
2
#2 f(x) = 2x ex , find
3
5 5
2xe x2 2
ex = e25 - e9
3 3
Illustration
The absolute value of the definite integral
represents the area between f(x) and the
x-axis between the points a and b.
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Illustration continued
f(x)
a b c B d x
f x dx and the area B = ( 1 ) f x dx .
b d
The area A =
a c
Properties
b
P. 1 If f(x) is such that f x dx over [a, b], then
a
b a
a f x dx b f xdx .
P. 2 If f(x) is defined and continuous at the point a, then
a
f xdx 0 .
a
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Properties
P. 3 If f(x) is defined and continuous on each of the closed intervals [x1, x2], , [xN,
xN +1], where N, the number of subintervals, is finite and
Ui x i , x i 1 x1 , x N 1 , then
x N 1 x2 x3 xN 1
x 1
f x dx x 1
f x dx f x dx
x2 xN
f x dx .
Properties
b b
P. 4 If f(x) and g(x) are such that a
f x dx and a
g x dx, then
b b
(i) a
kf x dx k f x dx , for any k R
a
f x g x dx
b b b
(ii)
a a
f x dx a g x dx .
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Improper Integrals
Consider a function f(x) and the definite
integral
b
a
f x d x
If a or b or both are infinite or if f(x) is
undefined for some x [a, b], the above
expression is termed improper.
Improper Integrals
Def 1. If f(x) is defined for x [a, +), then the expression a
f x dx is defined as
b b b
lim f x dx. If f(x) is defined for x (-, b], then f x dx is defined as lim f x dx.
b a a a
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Improper Integrals
Def 2. If f(x) is defined for x [a, b] then the expression
f x dx is defined as
lim a f x dx.
b
b
a
Improper Integrals
b
Def 3. If f(x) is defined for x [a, b), b R, but not defined for x = b, then a
f x dx is defined
c
as lim f x dx . If f(x) is defined for x (a, b], a R, but not defined for x = a, then the
c b a
b b
expression
a
f x dx is defined as lim f x dx .
c a c
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Improper Integrals
Def 4. If the limit of the improper integrals called for in Def. 1, 2 or 3 exists, the improper
integral is said to be convergent, otherwise divergent.
Examples
#1 Evaluate 2
x 7 dx . Hence, by Definition 1,
b
2
x 7dx lim x 7dx
b 2
1 b 1 1 1 1
= lim x 6 2 lim 6
b 6 b 6 b 6 2 6
1 6
= 2 lim b 6
6 b
1 6
= 2
6
1
our integral is convergent and =
6 2 6
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Examples
1 1
2
#2 E v a lu a te x d x l im x 2d x
0 a 0 a
1
d x lim x 1 1 lim 1 1
2
l im x
a 0 a a 0
a a 0 a
1
li m 1
a 0 a
H e n c e o ur i nt e gra l is di ve r ge n t a n d h a s n o v a lu e .
1
#3 C o m p u te # 2 f or 1
x 2 dx
1 0 1
1
x 2dx 1
x 2d x 0
x 2 dx ,
b u t w e fo u nd a b ov e th a t
1 1
li m
a 0
a
x 2 d x l im 1
a 0 a
i t d iv e rge s .
Differentiation of an integral
q (y ) q
y p (y )
f (x, y)dx f y (x , y)dx f (q, y)q '(y) f (p, y)p' (y) .
p
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Example: Consumer and Producer
Surplus
Define TV
Define CS
Consider perfectly discriminating
monopoly
Define PS
Determine market optimum
Some Notes on Multiple Integrals
In this section, we will consider the
integration of functions of more than one
independent variable. The technique is
analogous to that of partial differentiation.
When performing integration with respect
to one variable, other variables are treated
as constants.
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Multiple Integrals
Consider the following example:
d b
c a
f ( x , y ) d x d y
We read the integral operators from the inside
out. The bounds a,b refer to those on x, while
the bounds c,d refer to y. Likewise, dx appears
first and dy appears second.
Multiple Integrals
The integral is computed in two steps:
b
#1. Compute f ( x, y)dx g ( y).
a
d d b
#2. Compute g ( y)dy f (x, y)dxdy .
c c a
If there were n variables, you would follow the
same recursive steps n times. Each successive
integration eliminates a single independent
variable.
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Examples
Example 1: Suppose that z = f(x,y). W e wish to compute integrals of the form
d b
f ( x , y )dxdy.
c a
Consider the example f = x2 y, where c = a = 0 and d = 2, b = 1. We have
2 1
x
2
ydxdy.
0 0
Begin by integrating w ith respect to x, treating y as a constant
1
1 3 1 1
yx dx yx |0 y.
2
0
3 3
Next, we integrate the latter expression with respect to y.
2
1 11 1 2
3 ydy 3 2 y 4 .
2 2
|0
0
6 3
Examples
Example 2: Compute
(3xy 2z) dxdydz,
where the limits of integration are 0 and 1, in each case. Begin with x.
3x 2 y 3y
( 2 zx ) |10 2 z.
2 2
Next, y
3y2 3
( 2 zy ) |10 2 z.
4 4
Finally, z
3z 7
( z 2 ) |10 .
4 4
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