Chapter 5

Integrals

1
Chapter 5
Integrals

1
 Section 5.1
Area and Estimating with
Finite Sums

2
 Ling-Hua

Finite Sums Chang,

YZU

1 + a
• Sigma notation 2 - &z
n
i
• ∑
ai ≜ a1 + a2 + ⋯ + an
i=1 n + an

• There is a “pointer” i which starts with 1 and end with n

• When i point at some value, we see a number ai
• It sum up every ai, for i = 1,2,⋯, n

-
n
i2
• Example: ∑ i + 1 =
i=1

T In &
T
3
 Ling-Hua
Approximation of an Area Chang,
YZU

• What is the area of the region R beneath

the graph of y = f(x), above the x-axis,
and between x = a and x = b?
• The approximation for the area(R): y = f(x)

a b

4
 Ling-Hua
Approximation of an Area Chang,
YZU

• What is the area of the region R beneath

the graph of y = f(x), above the x-axis,
and between x = a and x = b?
• The approximation for the area(R): y = f(x)
• Upper estimate of area(R) can be
obtained via the areas of rectangles
which contain R a b

5
 Ling-Hua
Approximation of an Area Chang,
YZU

• What is the area of the region R beneath

the graph of y = f(x), above the x-axis,
and between x = a and x = b?
• The approximation for the area(R): y = f(x)
• Upper estimate of area(R) can be
obtained via the areas of rectangles
which contain R a b
• A lower estimate of area(R) can be
obtained via the areas of rectangles
which lie within the region R
• The upper and lower estimates are closer to the true area as the
number of such rectangles increases

6
 Ling-Hua
Approximation of an Area Chang,
YZU

• What is the area of the region R beneath

the graph of y = f(x), above the x-axis,
and between x = a and x = b?
• The approximation for the area(R): y = f(x)
• Upper estimate of area(R) can be
obtained via the areas of rectangles
which contain R a b
• A lower estimate of area(R) can be
obtained via the areas of rectangles
which lie within the region R
• The upper and lower estimates are closer to the true area as the
number of such rectangles increases

7
 Ling-Hua
Approximation of an Area Chang,
YZU

• Using n rectangles to approximate the area of the region R

• Subdivide [a, b] into n equal subintervals with
endpoints x0, x1, ⋯, xn

• The base of the first rectangle is

y = f(x) b−a
Δx1 ≜ x1 − x0 = M
• The height of the first rectangle is
chosen to be f(c1) for arbitrary one
representative c1 ∈ [x1, x0]
• The area of the first rectangle is
Δx1 Δx2 f (c) :
oX1

a x1 x2 ⋯ b
= x0 = xn 8
 Ling-Hua
Approximation of an Area Chang,
YZU

• Using n rectangles to approximate the area of the region R

• Subdivide [a, b] into n equal subintervals with
endpoints x0, x1, ⋯, xn
• The base of the third rectangle is
y = f(x) Δx3 ≜
• The height of the third rectangle is
chosen to be f(c3) for arbitrary one
representative c3 ∈ [ Xc X2 ]
,

• The area of the third rectangle is

Δx1 Δx2 f((s) .

6Xs

a x1 x2 ⋯ b
= x0 = xn 9
 Ling-Hua
Approximation of an Area Chang,
YZU

• Using n rectangles to approximate the area of the region R

• Subdivide [a, b] into n equal subintervals with
endpoints x0, x1, ⋯, xn
• The base of the ith rectangle is
y = f(x) Δxi ≜
• The height of the ith rectangle is
chosen to be f(ci) for arbitrary one
representative ci ∈ [ Xi Xi + ]
,

• The area of the ith rectangle is

Δx1 Δx2 + (ci) .

OX

a x1 x2 ⋯ b
= x0 = xn 10
 Ling-Hua
Approximation of an Area Chang,
YZU

b−a
• The area of the ith rectangle is f(ci) ⋅ n

y = f(x) b−a
• Letting Δx = n , the summation of the
areas of such rectangles is called the
Riemann sum:
n

∑
f(ci) ⋅ Δx
i=1

Δx1 Δx2

a x1 x2 ⋯ b
= x0 = xn
11
 Ling-Hua
Approximation of an Area Chang,
YZU

• Conceptually, as n approaches infinity,

arbitrary Riemann sum get close to the
area under f(x) and between x = a and
y = f(x)
x = b as much as possible!
area(R) = lim
n→∞ + (i) : 0x

if the limit exists

Δx1 Δx2

a x1 x2 ⋯ b
= x0 = xn
12
 Ling-Hua
Approximation of an Area Chang,
YZU

• Note that if f(ci) < 0, the product

f(ci) ⋅ Δx < 0 implies that the associated
rectangle lies below the x-axis
y = f(x)

a x1 x2 ⋯ b
= x0 = xn

13
Section 5.3
The Definite Integral

14
 Ling-Hua
The Definite Integral Chang,
YZU

Theorem-Integrability of continuous function.

If the function f(x) is continuous over [a, b], then the definite
integral of f(x) over [a, b] is the limit of the Riemann sum
b n

∫a n→∞ ∑
f(x)dx ≜ lim f(ci) ⋅ Δx
i=1
We say f(x) is integrable over [a, b]

• x is the variable of the integration

• ∫ is the integral sign

y = f(x)
• f(x) is called the integrand

a b
15
 Ling-Hua
The Definite Integral Chang,
YZU
b

• Conceptually, ∫ f(x)dx is the

b n

∫a n→∞ ∑
a f(x)dx ≜ lim f(ci) ⋅ Δx
area between f(x), the x-axis, i=1
x = a, and x = b!
• The area is swept out by moving the “pointer” x which starts
with a and ends with b
• When x points at some value between a
and b, it calculate f(x)dx for a
(conceptually) very small dx
• It then sums up every f(x)dx for all
y = f(x)
x ∈ [a, b]

a b
16
 Ling-Hua
Properties of Integrals Chang,
YZU
• Order of integration
a b

∫b ∫a
f(x)dx ≜ O
− f(x)dx
• Zero width Interval
a

∫a
f(x)dx ≜ 0

17
 Ling-Hua
Properties of Integrals Chang,
YZU
• If f and g are integrable over [a, b], then the rules of Integration
must hold
• Constant multiple:

c]"c
b

∫a
cf(x)dx = + (x)dx

• Sum and difference:

∫a ( )
b
f(x) + g(x) dx = ( +(xdx + Jag(x)dx
• Additivity:
b c

∫a ∫b S
f(x)dx + f(x)dx = +(x)dx

• Domination: If f(x) ≥ g(x) on [a, b], then

18
 Ling-Hua
Homework Chang,
YZU

• Exercise. Please find the area between the parabola y = x 2 and

the line y = x. Hint: Find the left boundary and right boundary
of this region, and calculate the definite integral
=

&
X = X x =

sixex-loxdy

19
 Ling-Hua
Homework Chang,
YZU

b b

• Exercise. Compute ∫ xdx and ∫ xdx.

0 a
↓ ↓
[b" - Ich
I
↓

20
 Ling-Hua
Average Value of a Function Chang,
YZU
• What value properly represent f(x) over [a, b]?
• Can we find a constant function over [a, b] such that its integration
b

∫a
is equivalent to f(x)dx?

• Please obtain this constant function

#
(3 + (x)dx = (b a) h
-
-

y = f(x)

(2 + (x)dx
h= b -
a

21
 Ling-Hua
Average Value of a Function Chang,
YZU

Definition.
If the function f(x) is integrable on [a, b], then the average value, or the so-
called mean, on [a, b] is
av( f ) =

y = f(x)

22
 Ling-Hua
The Mean Value Theorem Chang,
YZU

Theorem-The Mean Value Theorem for Definite Integrals.

If the function f(x) is continuous on [a, b], then there exists one point
c ∈ [a, b] at which
f(c) = avab( f ) = d
• Proof: We can prove this theorem by contradiction. If for all c ∈ [a, b],
f(c) ≠ avab( f ), it means either f(c) > av( f ) for all c ∈ [a, b] or
f(c) < avab( f ) for all c ∈ [a, b]. For the former, we have

a
b

avab( f ) ≜ #x > ∫a ardx

b−a
= avast
which leads to contradiction. Similarly for the later, it follows that

23
 Ling-Hua
Homework Chang,
YZU

• Exercise. Find the average value of x over [0,b].

avH) =x Ek

*
24
 Section 5.4
The Fundamental Theorem
of Calculus

25
 Ling-Hua
The Fundamental Theorem of Calculus Chang,
YZU
u

• Given a function f(t) = t, we generate a function F(u) = ∫ f(t)dt

0

• Please construct the graphs of f(t) and F(u) respectively (Homework)

F (iv) = 1 -
0 10
-
F(u)
y = f (t)
-10
Forse
10

#II"
·
.

1 .
j

To
↓
n= T n = 10

• Note that f(t) = t and f(v) = v represent the same function !

26
 Ling-Hua
The Fundamental Theorem of Calculus Chang,
YZU

Theorem-The Fundamental Theorem of Calculous, Part 1.

u

∫a
If the function f is continuous on [a, b], then F(u) ≜ f(x)dx is not only

continuous but also differentiable on [a, b]. Moreover, the derivative of F at

u is f(u)
d d u
du ∫a
F′(u) ≜ F(u) = f(x)dx = f(u)
du

y = f (x)

27
 Ling-Hua
The Fundamental Theorem of Calculus Chang,
YZU

• Proof of the Fundamental Theorem of Calculous, Part 1: u

∫a
F(u) ≜ f(x)dx
We derive
d F(u+any F(u)
F(u) = lim
du -h→0 ou

f(x)dx
utou

∫
= lim
U

h→0
·
avuu+h( f ) ⋅·
h
= lim
·
h→0
-
= lim f(c) for some c ∈ [u, u +he
h]
- y = f (x) -h→0

#win
Hul

28
 Ling-Hua
Homework Chang,
YZU
u
dy
∫a
2
(a) y = f(u) = 3x sin x + 1dx. Find .
du
dy
= Jutsinn + /
du

a x

∫x ∫a
(b) y = g(x) = 3t 2 sin t + 1dt: We note that y = − 3t 2 sin t + 1dt. Thus

dy
= -

(xsinx +
dx

29
 Ling-Hua
Chang,
Homework YZU
x2

∫a
(c) y = h(x) = sin tdt: Using the chain rule and letting u = x 2, we have

dy du dy
= ⋅ = 2x ⋅ sin u = 2x ⋅ sinx
dx dx du

X+ X -jacinth - sindt =
y

a x2

∫x2 ∫a
(d) y = f(x) = sin tdt: Since y = − sin t, we have

X <x- us -Y Sindi-=f * sindt

= -

Sinu .

2x = -

Jinx 2x
30
 Ling-Hua
Antiderivative Chang,
YZU
d d
dx dx
f′(x) f(x) ?
The derivative of f The antiderivative of f
R
Definition. A function g is an antiderivative of f on [a, b] if
g′(x) = f(x) for all x ∈ [a, b].
x

∫a
Is the definite integral F(x) ≜ f(t)dt one antiderivative of f ? ~
•

• Given a constant c, what is the derivative of F(x) + c? +(x) + 0 =

f(x)
• Is F(x) + c an antiderivative of f ? ~
• Is F(x) − c an antiderivative of f ? ~

31
 Ling-Hua
Antiderivative Chang,
YZU
d d
dx dx
f′(x) f(x) ?
The derivative of f The antiderivative of f

Definition. A function g is an antiderivative of f on [a, b] if

g′(x) = f(x) for all x ∈ [a, b].
c

• Given one point c ∈ [a, b], please obtain ∫ f(t)dt. Is it a constant?

~
a
x c

• Given F(x) ≜ ∫ f(t)dt, what does F(x) − ∫ f(t)dt mean? Is it an

a a
antiderivative of f ? ~ constant
J + CtJdt

# X
32
 Ling-Hua
Antiderivative Chang,
YZU
d d
dx dx
f′(x) f(x) ?
The derivative of f The antiderivative of f

Definition. A function g is an antiderivative of f on [a, b] if

g′(x) = f(x) for all x ∈ [a, b].
c

• Given one point c ∈ [a, b], please obtain ∫ f(t)dt. Is it a constant?

a
x c

• Given F(x) ≜ ∫ f(t)dt, what does F(x) − ∫ f(t)dt mean? Is it an

a a
antiderivative of f ?
• Is the antiderivative of f unique? No

33
 Ling-Hua
Antiderivative Chang,
YZU
d d
dx dx
f′(x) f(x) ?
The derivative of f The antiderivative of f

Definition. A function g is an antiderivative of f on [a, b] if

g′(x) = f(x) for all x ∈ [a, b].

Definition. The collection of all antiderivatives is called the indefinite

integral of f, and is denoted by F

∫
f(x)dx

∫
The symbol is called the integral sign, the function f is called the
integrand of the integral, and x is the variable of integration.

34
 Ling-Hua
Antiderivative Chang,
YZU

• For a function f(x), we can find one antiderivative, say g(x)

• Conventionally, we write ∫ f(x)dx = g(x) + C to represent the

indefinite integral of f(x)

35
 Ling-Hua
Homework Chang,
YZU

• Exercise. If F(x) is an antiderivative of f(x) and G(x) is an

antiderivative of g(x)
(a) Given a number c, please obtain one antiderivative of cf(x) and the
indefinite integral of cf(x)
F'(x) = + (x) c F(X + ( = (c + (x)dx

[c F(x)]' = c . + cy)

(b) please obtain one antiderivative of f(x) + g(x) and the indefinite
integral of f(x) + g(x)

[Fix) G(x)))
+ = + (x) +
g(x)

( + (x + f(x)bx = F(x) + G(x) + K

36
 Ling-Hua
The Fundamental Theorem of Calculus Chang,
YZU

Theorem-The Fundamental Theorem of Calculous, Part 2.

If the function f is continuous on [a, b], and H is an antiderivative of f on
[a, b], then for a ≤ c ≤ d ≤ b H +
=

∫c
f(t)dt = H(d) − H(c)

• Proof: We first find a definite integral of f as F(x) = ∫ f(t)dt

a
F(x) has been shown to be one antiderivative of f(x). Therefore,
F(x) = H(x) + q for some constant q. Thus,

( ) ( )
d

∫c
f(t)dt = F(d) − F(c) = H(d) + q − H(c) + q = H(d) -

H(0)
37
 Ling-Hua
The Fundamental Theorem of Calculus Chang,
YZU

Theorem-The Fundamental Theorem of Calculous, Part 2.

If the function f is continuous on [a, b], and H is an antiderivative of f on
[a, b], then for a ≤ c ≤ d ≤ b
d

∫c
f(t)dt = H(d) − H(c)

• In order to evaluate ∫ f(t)dt, it suffices to find arbitrarily one

c
antiderivative of f, say H, and compute H(d) − H(c)!

38
 Ling-Hua

Homework Chang,
YZU

π/2

• Exercise. Please evaluate ∫ sin xdx. cos() ( co)

=

- - -

antiderrative : -cosx
=
/

39
 Ling-Hua
The Fundamental Theorem of Calculus Chang,
YZU

• Using the fact that f is an

antiderivative of f′ and the y = f (x)
fundamental theorem of calculus, Part
2, we have the following theorem

Theorem-The Net Change Theorem.

The net change in a differentiable function f over [a, b] is the integral of its
rate of change f′. Mathematically speaking,
b

∫a
f′(t)dt = f(b) − f(a)

40
 Ling-Hua

Exercise Chang,
YZU

• Exercise. Please evaluate the definite integral of x 2 − 1 over the

interval [0,1]. Is it the area between the graph of x 2 − 1 and the x
-axis?
Sox-1dx = +x x) !
-

Il

-P -

1 -

E. 0)-

-
5

41
 Ling-Hua
Exercise Chang,
YZU

• Exercise. Please evaluate the definite integral of sin(2x) over the

interval [0,1]. Is it the area between the graph of sin(2x) and the x
-axis?

C'sinsxdx -Ecosx) d
=

-
[cos2 Ecoso -

=
- co2 + I

42
 Section 5.6
Definite Integral Substitutions and the
Area Between Curves

• Can you evaluate ∫ x 2x + 1dx?

43
 Ling-Hua
The Substitution Rule Chang,
YZU

u = g(x)
x g( ⋅ ) f( ⋅ ) y = f(u) = f(g(x))

Theorem-The Substitution Rule.

If u = g(x) is differentiable over the domain (a, b) and f is continuous on the
range of g, then
g(b) b b
du
∫g(a) ∫a ∫a
f(u)du = f(g(x))g′(x)dx = f(g(x)) dx
dx

du
It is easy to memorize that when computing integrals, we have dx = du
dx
d
• Proof: Let F(u) be an antiderivative of f(u). Then, du F(u) = f(u)
According to the chain rule
d
F(g(x)) = ↓ F(g() . = (v) g'(x)
.

= f(g(x)) ⋅ g′(x)
dx
44
X >
g(x) [F(V) =
-
 Ling-Hua
The Substitution Rule Chang,
YZU

u = g(x)
x g( ⋅ ) f( ⋅ ) y = f(u) = f(g(x))

Theorem-The Substitution Rule.

If u = g(x) is differentiable over the domain (a, b) and f is continuous on the
range of g, then
g(b) b b
du
∫g(a) ∫a ∫a
f(u)du = f(g(x))g′(x)dx = f(g(x)) dx
dx

• Proof: Therefore, we prove the theorem by deriving

g(b)

∫g(a)
f(u)du = F(g(b))− F(g(a))
d
F(u) = f (u)
du b 11b
∫a
d f(g(x)) ⋅ g′(x)dx = F(g(X) a
F(g(x)) = f(g(x)) ⋅ g′(x)
dx
45
 Ling-Hua
Application of the Substitution Rule - type I Chang,
YZU

g(b)

∫g(a)
Given f(u)du, rewrite it as

g(b) b
du
∫g(a) ∫a
f(u)du = f(g(x)) dx
dx
du
• Step 1. Let u be a change of variable u = g(x), and find dx
du
• Step 2. Transform du to dx dx and rewrite all in terms of x and
adjust the integration boundary

46
 Ling-Hua
Exercise Chang,
YZU
g(b) b
du 1 + cos(2x)
∫g(a) ∫a
2
Given f(u)du, obtain f(g(x)) dx cos x =
dx 2
0.5
x = - .
11 fa

• Exercise. Evaluate ∫
X + Sinx + u
2
1 − u du. X = -
-11
↑

&
0
0
du
Solution: Letting u = sin(x), we have = COSX .
dx
Therefore, we rewrite
0.5 I

∫0 ∫
1 − u 2 du =
C
1- inxdx = Sy .
cox(x
E

∫
= cos2(x) dx
O
T

∫dx +
= = Ex
47
 Ling-Hua
Application of the Substitution Rule - type II Chang,
YZU
g(b) b b
du
∫g(a) ∫ ∫
f(u)du = f(g(x))g′(x)dx = f(g(x)) dx
⏟ a a dx

∫a
Given ⋯⋯ dx, rewrite it as
⏟
b b g(b)
du
∫a ⏟ ∫a ∫g(a)
⋯⋯ dx = f(g(x)) dx = f(u)du
dx
du
• Step 1. Find a new variable u = g(x), and make sure appears in
dx
the integrand
du
• Step 2. Transform dx du to du

• Step 3. Rewrite it in terms of u and adjust the integration boundary

48
 Ling-Hua
Exercise Chang,
YZU
b b g(b)
du
∫a ⏟ ∫a ∫
⋯⋯ dx = f(g(x)) dx = f(u)du
dx g(a)
2

• Exercise. Please evaluate ∫ x 2x + 1dx.

X + xx +- n

0 X =2 .
mu = 5

du X = u -- n=
1
Solution: Let u = 2x + 1. Then, = 2 appears in the integrand, and
dx
2 2 2
du
∫0 ∫0 Xx⋅ 2 dx = ∫0 .
we rewrite x 2x + 1dx = dx
dx
We continue to rewrite
2
du
∫0 ∫ En (in-u ) du =
M .

I
dx
dx = du =

== ju* -

49
 Ling-Hua
Exercise Chang,
YZU
b bg(b)
du
∫a ⏟ ∫a ∫
⋯⋯ dx = f(g(x)) dx = f(u)du
dx g(a)

π/4

• Exercise. Please evaluate ∫

x + crix + u
2
cot x csc xdx.
−π/3 E - -
I

du - - ...
-
Solution: We substitute u = cot x. Then, = , and thus we rewrite
dx
π/4 π/4 π/4
du
∫−π/3 ∫−π/3 ∫−π/3
2 2
cot x csc xdx = -

cut X ⋅ −csc x dx = -

cutX dx
dx
We continue to rewrite
π/4
du
∫−π/3
~
cot X
dx
dx = S - du

d
cot x = − csc2 x.
dx 50
 Ling-Hua
Exercise Chang,
YZU
b b g(b)
du
∫a ⏟ ∫a ∫
⋯⋯ dx = f(g(x)) dx = f(u)du
dx g(a)
π/4

• Exercise. Please evaluate ∫

X + co)X + n

tan xdx.
−π/4
π/4
~
π/4
sin x
∫−π/4 ∫−π/4 cos x
Solution: We first rewrite tan xdx = dx.

du
Next, we substitute u = cos x. Then, = − sin x, and thus we
dx
rewrite
π/4

e
sin x
∫−π/4 cos x
dx =
π/4

∫−π/3
-

x du
dx
dx =
∫ I du =

51
 Ling-Hua
Exercise Chang,
YZU
b b g(b)
du d sin−1 x 1
∫a ⏟ ∫a ∫
⋯⋯ d x = f (g(x)) dx = f (u)du =
dx g(a) dx 1 − x2
1
∫ 4 − x2
Exercise. Please evaluate dx.
•
Solution: We first rewrite
1 1 1 x du
∫ 4 − x2 ∫
dx =
2
dx. Let u = . Then
2 dx
= # .
1− x
2

z
Therefore,
1 1
2∫
dx =
x2
1− 4

= Adu
x
= Sint(u) + 2 = sin ( ) + C
−1
52 2
 Ling-Hua
Exercise Chang,
YZU
b b g(b)
du d sec−1 x 1
∫a ⏟ ∫a ∫
⋯⋯ d x = f (g(x)) dx = f (u)du =
dx dx
g(a)
x x2 − 1
7
∫ 5x 16x 2 − 9
Exercise. Please evaluate dx.
•
Solution: We first rewrite
7
∫ 5x 16x 2 − 9
1 7 4 du
↑
9 ∫ 5x 16 x 2 − 1
dx = dx. Let u = x. Then = .
3 dx
9
Therefore,
1 7
9 ∫ 5x 16 2
dx = Ent
9
x −1
==
1 7 −1 4x
⋅ ⋅ sec ( ) + C
-

= # # sei"(u) + ( =
9 5 3
·

53
 Ling-Hua
Exercise Chang,
YZU
b b
du g(b)
d tan−1 x 1
∫a ⏟ ∫a ∫
⋯⋯ d x = f (g(x)) dx = f (u)du =
dx g(a) dx 1 + x2
3
• Exercise. Please evaluate ∫ 2 + x 2 dx.
3 3 1
∫ 2 + x2 ∫
Solution: We first rewrite dx = dx.
( )
2 1+ x 2
2
x du
Let u = . Then =# . Therefore,
2 dx
3 1 3 1 du
2∫ 1+ x 2∫ 1+ x
dx = ⋅ 2⋅ dx
( ) ( )
2 2 dx
2 2

= /Fi du

3 x
=# tan" (u) + = tan (
−1
)+C
54
L
2 2
 Ling-Hua
Exercise Chang,
YZU
b b
du g(b)
d tan−1 x 1
∫a ⏟ ∫a ∫
⋯⋯ d x = f (g(x)) dx = f (u)du =
dx g(a) dx 1 + x2
1
• Exercise. Please evaluate ∫ 2 + (x − 1)2 dx.
dt
Solution: We first let t = x − 1, notice = 1 rewrite
dx
1 1 1 1 1
∫ 2 + (x − 1) ∫ 2 + (x − 1) ∫ 2+ 2 ∫ 1+
dx = ⋅ 1 dx = =
2 2 eadt Ed
Then let u = *
Ed = ) t =the di
= tur (a) = tunt (*) =
tan ( + C
55