INTEGRALS 5. Suumary 1. Definite Integral 2.FTC1,If, then g’(x) = f(x). 3. FTC2,, where F is any...
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Transcript of INTEGRALS 5. Suumary 1. Definite Integral 2.FTC1,If, then g’(x) = f(x). 3. FTC2,, where F is any...
INTEGRALSINTEGRALS
5
Suumary
1. Definite Integral
2.FTC1,If , then g’(x) = f(x).
3. FTC2, ,
where F is any antiderivative of f, that is,
F’ = f.
( ) ( )x
ag x f t dt
( ) ( ) ( )b
af x dx F b F a
1
( ) lim ( *)nb
ia ni
f x dx f x x
INTEGRALS
We saw in Section 5.1 that a limit of the form
arises when we compute an area.
We also saw that it arises when we try to find the distance traveled by an object.
1
1 2
lim ( *)
lim[ ( *) ( *) ... ( *) ]
n
in
i
nn
f x x
f x x f x x f x x
Equation 1
DEFINITE INTEGRAL
Then, the definite integral of f from a to b is
provided that this limit exists.
If it does exist, we say f is integrable on [a, b].
1
( ) lim ( *)nb
ia ni
f x dx f x x
Definition 2
In the notation ,
f(x) is called the integrand.
a and b are called the limits of integration; a is the lower limit and b is the upper limit.
For now, the symbol dx has no meaning by itself; is all one symbol. The dx simply indicates
that the independent variable is x.
( )b
af x dx
( )b
af x dx
Note 1( )b
af x dxNOTATION
DEFINITE INTEGRAL
The definite integral is a number.
It does not depend on x.
In fact, we could use any letter in place of x
without changing the value of the integral:
( )b
af x dx
( ) ( ) ( )b b b
a a af x dx f t dt f r dr
Note 2( )b
af x dx
RIEMANN SUM
The sum
that occurs in Definition 2 is called
a Riemann sum.
It is named after the German mathematician Bernhard Riemann (1826–1866).
1
( *)n
ii
f x x
Note 3
RIEMANN SUM
So, Definition 2 says that the definite integral
of an integrable function can be approximated
to within any desired degree of accuracy by
a Riemann sum.
Note 3
RIEMANN SUM
We know that, if f happens to be positive,
the Riemann sum can be interpreted as:
A sum of areas of approximating rectangles
Note 3
RIEMANN SUM
Comparing Definition 2 with the definition
of area in Section 5.1, we see that the definite
integral can be interpreted as:
The area under the curve y = f(x) from a to b
( )b
af x dx
Note 3
RIEMANN SUM
If f takes on both positive and negative values, then the
Riemann sum is:
The sum of the areas of the rectangles that lie above the x-axis and the negatives of the areas of the rectangles that lie below the x-axis
That is, the areas of the gold rectangles minus the areas of the blue rectangles
Note 3
RIEMANN SUM
When we take the limit of such
Riemann sums, we get the situation
illustrated here.
Note 3
© Thomson Higher Education
NET AREA
A definite integral can be interpreted as
a net area, that is, a difference of areas:
A1 is the area of the region above the x-axis and below the graph of f.
A2 is the area ofthe region belowthe x-axis andabovethe graph of f.
1 2( )b
af x dx A A
Note 3
© Thomson Higher Education
INTEGRABLE FUNCTIONS
We have defined the definite integral
for an integrable function.
However, not all functions are integrable.
Note 5
INTEGRABLE FUNCTIONS
The following theorem shows that
the most commonly occurring functions
are, in fact, integrable.
It is proved in more advanced courses.
INTEGRABLE FUNCTIONS
If f is continuous on [a, b], or if f has only
a finite number of jump discontinuities, then
f is integrable on [a, b].
That is, the definite integral exists.( )b
af x dx
Theorem 3
INTEGRABLE FUNCTIONS
If f is integrable on [a, b], then the limit
in Definition 2 exists and gives the same
value, no matter how we choose the sample
points xi*.
PROPERTIES OF THE INTEGRAL
We assume f and g are continuous functions.
1. ( ), where c is any constant
2. ( ) ( ) ( ) ( )
3. ( ) ( ) , where c is any constant
4. ( ) ( ) ( ) ( )
b
a
b b b
a a a
b b
a a
b b b
a a a
c dx c b a
f x g x dx f x dx g x dx
c f x dx c f x dx
f x g x dx f x dx g x dx
COMPARISON PROPERTIES OF THE INTEGRAL
These properties, in which we compare sizes
of functions and sizes of integrals, are true
only if a ≤ b.
6. If ( ) 0 for , then ( ) 0
7. If ( ) ( ) for , then ( ) ( )
8. If ( ) for , then
( ) ( ) ( )
b
a
b b
a a
b
a
f x a x b f x dx
f x g x a x b f x dx g x dx
m f x M a x b
m b a f x dx M b a
The Fundamental Theorem of Calculus
(FTC) is appropriately named.
It establishes a connection between the two branches of calculus—differential calculus and integral calculus.
FUNDAMENTAL THEOREM OF CALCULUS
The first part of the FTC deals with functions
defined by an equation of the form
where f is a continuous function on [a, b]
and x varies between a and b.
( ) ( )x
ag x f t dt
Equation 1FTC
Observe that g depends only on x, which appears as the variable upper limit in the integral.
If x is a fixed number, then the integral is a definite number.
If we then let x vary, the number also varies and defines a function of x denoted by g(x).
( ) ( )x
ag x f t dt
( )x
af t dt
( )x
af t dt
FTC
If f happens to be a positive function, then g(x)
can be interpreted as the area under the
graph of f from a to x, where x can vary from a
to b.
Think of g as the ‘area so far’ function, as seen here.
FTC
FTC1
If f is continuous on [a, b], then the function g
defined by
is continuous on [a, b] and differentiable on
(a, b), and g’(x) = f(x).
( ) ( )x
ag x f t dt a x b
In words, the FTC1 says that the derivative
of a definite integral with respect to its upper
limit is the integrand evaluated at the upper
limit.
FTC1
Using Leibniz notation for derivatives, we can
write the FTC1 as
when f is continuous.
Roughly speaking, Equation 5 says that, if we first integrate f and then differentiate the result, we get back to the original function f.
( ) ( )x
a
df t dt f x
dx
Equation 5FTC1
Find the derivative of the function
As is continuous, the FTC1 gives:
Example 2
2
0( ) 1
xg x t dt
2( ) 1f t t 2'( ) 1g x x
FTC1
A formula of the form
may seem like a strange way of defining
a function.
However, books on physics, chemistry, and statistics are full of such functions.
( ) ( )x
ag x f t dt
FTC1 Example 3
FRESNEL FUNCTION
For instance, consider the Fresnel function
It is named after the French physicist Augustin Fresnel (1788–1827), famous for his works in optics.
It first appeared in Fresnel’s theory of the diffraction of light waves.
More recently, it has been applied to the design of highways.
2
0( ) sin( / 2)
xS x t dt
Example 3
FRESNEL FUNCTION
The FTC1 tells us how to differentiate
the Fresnel function:
S’(x) = sin(πx2/2)
This means that we can apply all the methods of differential calculus to analyze S.
Example 3
Find
Here, we have to be careful to use the Chain Rule in conjunction with the FTC1.
4
1sec
xdt dt
dx
Example 4FTC1
Let u = x4.
Then,
4
1 1
1
4 3
sec sec
(Chain Rule)
sec (FTC1)
sec( ) 4
x u
u
d dt dt t dt
dx dxd du
sec t dtdu dx
duudx
x x
Example 4FTC1
In Section 5.2, we computed integrals from
the definition as a limit of Riemann sums
and saw that this procedure is sometimes
long and difficult.
The second part of the FTC (FTC2), which follows easily from the first part, provides us with a much simpler method for the evaluation of integrals.
FTC1
FTC2
If f is continuous on [a, b], then
where F is any antiderivative of f,
that is, a function such that F’ = f.
( ) ( ) ( )b
af x dx F b F a
FTC2
Let
g’(x) = f(x). But F’(x)= f(x), Hence
F(x) – g(x) = K (K constant)
F(a) –g(a) = K
F(a) – 0 = K => F(a) = K and Hence
F(x) – g(x) = F(a) => F(b)-g(b) = F(a)
F(b)-F(a) = g(b) . Therefore
( ) ( )x
ag x f t dt
Proof
( ) ( ) ( )b
af x dx F b F a g(b)=
FTC2
The FTC2 states that, if we know an
antiderivative F of f, then we can evaluate
simply by subtracting the
values
of F at the endpoints of the interval [a, b].
( )b
af x dx
FTC2
It’s very surprising that , which
was defined by a complicated procedure
involving all the values of f(x) for a ≤ x ≤ b,
can be found by knowing the values of F(x)
at only two points, a and b.
( )b
af x dx
FTC2
At first glance, the theorem may be
surprising.
However, it becomes plausible if we interpret it in physical terms.
FTC2
If v(t) is the velocity of an object and s(t)
is its position at time t, then v(t) = s’(t).
So, s is an antiderivative of v.
FTC2
In Section 5.1, we considered an object that
always moves in the positive direction.
Then, we guessed that the area under the
velocity curve equals the distance traveled.
In symbols,
That is exactly what the FTC2 says in this context.
( ) ( ) ( )b
av t dt s b s a
FTC2
Evaluate the integral
The function f(x) = x3 is continuous on [-2, 1] and we know from Section 4.9 that an antiderivative is F(x) = ¼x4.
So, the FTC2 gives:
Example 51 3
2 x dx
1 3
2
4 41 14 4
154
(1) ( 2)
1 2
x dx F F
FTC2
Notice that the FTC2 says that we can use any antiderivative F of f.
So, we may as well use the simplest one, namely F(x) = ¼x4, instead of ¼x4 + 7 or ¼x4 + C.
Example 5
FTC2
We often use the notation
So, the equation of the FTC2 can be written
as:
Other common notations are and .
( )] ( ) ( )baF x F b F a
( ) ( )] where 'b b
aaf x dx F x F f
( ) |baF x [ ( )]baF x
FTC2
Find the area under the parabola y = x2
from 0 to 1.
An antiderivative of f(x) = x2 is F(x) = (1/3)x3. The required area is found using the FTC2:
Example 6
13 3 31 2
00
1 0 1
3 3 3 3
xA x dx
FTC2
Find the area under the cosine curve
from 0 to b, where 0 ≤ b ≤ π/2.
Since an antiderivative of f(x) = cos x is F(x) = sin x, we have:
Example 7
00cos sin
sin sin 0
sin
b b
A x dx x
b
b
FTC2
In particular, taking b = π/2, we have
proved that the area under the cosine curve
from 0 to π/2 is sin(π/2) =1.
Example 7
FTC2
When the French mathematician Gilles de
Roberval first found the area under the sine
and cosine curves in 1635, this was a very
challenging problem that required a great deal
of ingenuity.
FTC2
If we didn’t have the benefit of the FTC,
we would have to compute a difficult limit
of sums using either:
Obscure trigonometric identities
A computer algebra system (CAS), as in Section 5.1
FTC2
It was even more difficult for
Roberval.
The apparatus of limits had not been invented in 1635.
FTC2
However, in the 1660s and 1670s,
when the FTC was discovered by Barrow
and exploited by Newton and Leibniz,
such problems became very easy.
You can see this from Example 7.
FTC2
What is wrong with this calculation?
313
211
1 1 41
1 3 3
x
dxx
Example 8
FTC2
To start, we notice that the calculation must
be wrong because the answer is negative
but f(x) = 1/x2 ≥ 0 and Property 6 of integrals
says that when f ≥ 0.( ) 0b
af x dx
Example 9
FTC2
The FTC applies to continuous functions.
It can’t be applied here because f(x) = 1/x2
is not continuous on [-1, 3].
In fact, f has an infinite discontinuity at x = 0.
So, does not exist.3
21
1dx
x
Example 9
INVERSE PROCESSES
We end this section by
bringing together the two parts
of the FTC.
FTC
Suppose f is continuous on [a, b].
1.If , then g’(x) = f(x).
2. , where F is
any antiderivative of f, that is, F’ = f.
( ) ( )x
ag x f t dt
( ) ( ) ( )b
af x dx F b F a
SUMMARY
The FTC is unquestionably the most
important theorem in calculus.
Indeed, it ranks as one of the great accomplishments of the human mind.
SUMMARY
Before it was discovered—from the time
of Eudoxus and Archimedes to that of Galileo
and Fermat—problems of finding areas,
volumes, and lengths of curves were so
difficult that only a genius could meet
the challenge.
SUMMARY
Now, armed with the systematic method
that Newton and Leibniz fashioned out of
the theorem, we will see in the chapters to
come that these challenging problems are
accessible to all of us.
Suumary
1. Definite Integral
2.FTC1,If , then g’(x) = f(x).
3. FTC2, ,
where F is any antiderivative of f, that is,
F’ = f.
( ) ( )x
ag x f t dt
( ) ( ) ( )b
af x dx F b F a
1
( ) lim ( *)nb
ia ni
f x dx f x x