MS-A0111 - Differential and Integral Calculus 1, Lecture, 13.9.2021-27.10.2021
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Differential and Integral Calculus
8. Integral
From sum to integral
Definite integral
Geometric interpretation: Let be such that for all . How can we find the area of the region bounded by the function graph , the x-axis and the two lines and ?
The answer to this question is given by the definite integral Remark. The general definition of the integral does not necessitate the condition .
Integration of continuous functions
Definition: Partition
Let be continuous. A finite sequence of real numbers such that is called a partition of the interval .
Definition: Upper and lower sum
For each partition we define the related upper sum of the function as and the lower sum as
If is a positive function then the upper sum represents the total area of the rectangles circumscribing the function graph and similarly the lower sum is the total area of the inscribed rectangles.
Properties of partitions
Definition: Integrability
We say that a function is integrable if for every there exists a corresponding partition of such that
Definition: Integral
Integrability implies that there exists a unique real number such that for every partition . This is called the integral of over the interval and denoted by
Remark. This definition of the integral is sometimes referred to as the Darboux integral.
For non-negative functions this definition of the integral coincides with the idea of making the difference between the the areas of the circumscribed and the inscribed rectangles arbitrarily small by using ever finer partitions.
Theorem.
A continuous function on a closed interval is integrable.
Here we will only provide the proof for continuous functions with bounded derivatives.
Suppose that is a continuous function and that there exists a constant such that for all . Let and define to be an equally spaced partition of such that Let and for some suitable points . The mean value theorem then states that and thus
Definition: Riemann integral
Suppose that is a continuous function and let be a partition of and be a sequence of real numbers such that for all . The partial sums are called the Riemann sums of . Suppose further that the partitions are such that as . The integral of can then be defined as the limit This definition of the integral is called the Riemann integral.
Remark. This definition of the integral turns out to be equivalent to that of the Darboux integral i.e. a function is Riemann-integrable if and only if it is Darboux-integrable and the values of the two integrals are always equal.
Example
Find the integral of over the interval using Riemann sums.
Let . Then , and for all . Thus the sequence is a proper partition of . This partition has the pleasant property hat is a constant. Estimating the Riemann sums we now find that as and hence
This is of course the area of the triangular region bounded by the line , the -axis and the lines and .
Remark. Any interval can be partitioned into equally spaced subintervals by setting and .
Conventions
Piecewise-defined functions
Definition: Piecewise continuity
A function is called piecewise continuous if it is continuous except at a finite number of points and the one-sided limits of the function are defined and bounded on each of these points. It follows that the restriction of on each subinterval is continuous if the one-sided limits are taken to be the values of the function at the end points of the subinterval.
Definition: Piecewise integration
Let be a piecewise continuous function. Then where and is thought as a continuous function on each subinterval . Usually functions which are continuous yet piecewise defined are also integrated using the same idea.
Important properties
Properties
Suppose that are piecewise continuous functions. The integral has the following properties
Fundamental theorem of calculus
Theorem: Mean value theorem
Let be a continuous function. Then there exists such that This is the mean value of on the interval and we denote it with .
Antiderivative
If on some open interval then is the antiderivative (or the primitive function) of . The fundamental theorem of calculus guarantees that for every continuous function there exists an antiderivative The antiderivative is not necessarily expressible as a combination of elementary functions even if were an elementary function, e.g. . Such primitives are called nonelementary antiderivatives.
Suppose that for all . Then the derivative of is identically zero and thus the difference is a constant.
(Second) Fundamental theorem of calculus
Let be a continuous function and an antiderivative of , then
Integrals of elementary functions
Constant Functions
Given the constant function . The integral has to be determined now.
Solution by finding a antiderivative
From the previous chapter it is known that gives . This means that is an antiderivative for . So the following applies
Remark: Of course, a function would also be an antiderivative of , since the constant is omitted in the derivation. For sake of simplicity can be used, since can be chosen as for definite integrals.
Solution by geometry
The area under the constant function forms a rectangle with height and length . Thus the area is and this corresponds to the solution of the integral. Illustrate this remark by a sketch.
Linear functions
Given is the linear function . We are looking for the integral .
Solve by finding a antiderivative
The antiderivative of a linear function is in any case a quadratic function, since . The derivative of a quadratic function results in a linear function. Here, it is important to consider the leading factor as in Thus the result is
Solving by geometry
The integral can be seen geometrically, as subtracting the triangle with the edges , and from the triangle with the edges , and . Since the area of a triangle ist given by , the area of the first triangle and that of the second triangle is analogous . For the integral the result is . This is consistent with the integral calculated using the antiderivative. Illustrate this remark by a sketch.
Power functions
In constant and linear functions we have already seen that the exponent of a function decreases by one when it is derived. So it has to get bigger when integrating. The following applies: It follows that the antiderivative for must have the exponent , By multiplying the last equation with we get Finally the antiderivative is .
Examples
The formula is also valid, if the exponent of the function is a real number and not equal .
Examples
Natural Exponential function
The natural exponential function is one of the easiest function to differentiate and integrate. Since the derivation of results in , it follows
Example 1
Determine the value of the integral .
Example 2
Determine the value of the integral . Using the same considerations as above we get Important is here, that we have to use the factor .
Natural Logarithm
The derivative of the natural logarithmic function is for . It even applies to . These results together result in for the antiderivative of
An antiderivative can be specified for the natural logarithm:
Trigonometric function
The antiderivatives of and also result logically if you derive "backwards". We have since Furthermore we know since applies.
Example 1
Which area is covered by the sine on the interval and the -axis? To determination the area we simply have to evaluate the integral That means Again make a sketch for this example.
Example 2
How can the integral be expressed analytically?
To determine the integral we use the antiderivative of the cosine: . However, the inner derivativ has to be considered in the given function and thus we get
Example 1
Solution. The antiderivative of is so we have that The antiderivative of is and thus
Example 2
Solution. The antiderivative might look something like , where we can find the factor through differentiation: hence if we get the correct antiderivative. Thus This integral can also be solved using integration by substitution; more on this method later.
Geometric applications
Area of a plane region
Suppose that and are piecewise continuous functions. The area of a region bounded by the graphs , and the vertical lines and is given by the integral
Especially if is a non-negative function on the interval and for all then the integral is the area of the region bounded by the graph , the -axis and the vertical lines and .
Arc length
The arc length of a planar curve between points and is given by the integral
Heuristic reasoning: On a small interval the arc length of the curve between and is approximately
Surface of revolution
The area of a surface generated by rotating the graph around the -axis on the interval is given by Heuristic reasoning: An area element of the surface is approximately
Solid of revolution
Suppose that the cross-sectional area of a solid is given by the function when . Then the volume of the solid is given by the integral If the graph is rotated around the -axis between the lines and the volume of the generated figure (the solid of revolution) is This follows from the fact that the cross-sectional area of the figure at is a circle with radius i.e. .
More generally: Let and suppose that the region bounded by and and the lines and is rotated around the -axis. The volume of this solid of revolution is
Improper integral
Definition: Improper integral
One limitation of the improper integration is that the limit must be taken with respect to one endpoint at a time.
Example
Provided that both of the integrals on the right-hand side converge. If either of the two is divergent then so is the integral.
Definition
Let be a piecewise continuous function. Then provided that the limit exists and is finite. We say that the improper integral of converges over .
Likewise for we define provided that the limit exists and is finite.
Example
Solution. Notice that as . Thus the improper integral converges and
Definition
Let be a piecewise continuous function. Then if both of the two integrals on the right-hand side converge.
However, this doesn't apply in general. For example, let . Note that even though for all the improper integral does not converge.
Improper integrals of the 2nd kind are handled in a similar way using limits. As there are many different (but essentially rather similar) cases, we leave the matter to one example only.
Example
Find the value of the improper integral .
Solution. We get as . Thus the integral converges and its value is .
Comparison test
Example 2
Notice that and that the integral converges. Thus by the comparison test the integral also converges and its value is less than or equal to .
Example 3
Likewise and because converges so does and its value is less than or equal to .
Note. The choice of the dominating function depends on both the original function and the interval of integration.
Example 4
Determine whether the integral converges or diverges.
Solution. Notice that for all and therefore Now, because the integral diverges then by the comparison test so does the original integral.
Integration techniques
Logarithmic integration
Given a quotient of differentiable functions, we know to apply the quotient rule. However, this is not so easy with integration. Here only for a few special cases we will state rules in this chapter.
Logarithmic integration As we already know the derivative of , i.e. the natural logarithm to the base , equal to . According to the chain rule the derivative of differentiable function with positive function values is . This means that for a quotient of functions where the numerator is the derivative of the denominator yields the rule: \begin{equation} \int \frac{f'(x)}{f(x)}\, \mathrm{d} x= \ln \left(|f(x)|\right) +c,\,c\in\mathbb{R}.\end{equation} Using the absolute value of the function is important, since the logarithm is defined on .
Examples
Integration of rational functions - partial fraction decomposition
The logarithmic integration works well in special cases of broken rational functions where the counter is a multiple of the derivation of the denominator. However, other cases can sometimes be traced back to this. This method is called partial fractional decomposition, which represents rational functions as the sum of proper rational functions.
Example 1
The function cannot be integrated at first glance. However, the denominator can be written as and the function can finally reads as by partial fraction decomposition. This expression can be integrated, as demonstrated now: \begin{eqnarray} \int \dfrac{1}{1-x^2} \,\mathrm dx &= & \int \dfrac{\frac{1}{2}}{1+x} + \dfrac{\frac{1}{2}}{1-x}\, \mathrm dx \\ & =& \frac{1}{2} \int \dfrac{1}{1+x}\, \mathrm dx - \frac{1}{2} \int \dfrac{-1}{1-x}\, \mathrm dx\\ & = &\frac{1}{2} \ln|1+x| +c_1 - \frac{1}{2} \ln|1-x| +c_2\\ &= &\frac{1}{2} \ln \left|\dfrac{1+x}{1-x}\right|+c,\,c\in\mathbb{R}. \end{eqnarray} This procedure is now described in more detail for some special cases.
Case 1: with . In this case, has the representation and can be transformed to By multiplying with it yields ot
and are now obtained by the method of equating the coefficients.
Example 2
Determe the partial fraction decomposition of .
Start with the equation to get the parameters and . Multiplication by leads to Now we get the system of linear equations
\begin{eqnarray}A+B & = & 2 \\ 5A - 4 B &=& 3\end{eqnarray} with the solution and . The representation with proper rational functions is The integral of the type is no longer mystic.
With the help of partial fraction decomposition, this integral can now be calculated in the following manner \begin{eqnarray}\int \frac{ax+b}{(x-\lambda_1)(x-\lambda_2)}\mathrm{d} x &=& \int\frac{A}{(x-\lambda_1)}+\frac{B}{(x-\lambda_2)}\mathrm{d} x \\ &=&A\int\frac{1}{(x-\lambda_1)}\mathrm{d} x +B\int\frac{1}{(x-\lambda_2)}\mathrm{d} x \\ & = & A\ln(|x-\lambda_1|) + B\ln(|x-\lambda_2|).\end{eqnarray}
Example 3
Determine the antiderivative for , i.e.
From the above example we already know:
Using the idea explained above immediately follow: So is the result
In this case has the representation and the ansatz is used.
By multiplying the equation with we get Again equating the coefficients leads us to a system of linear equations in and
In this case has the representation and the representation can not be simplified.
Only the special case is now considered.
Integration by Parts
The derivative of a product of two continuously differentiable functions and is
This leads us to the following theorem:
Theorem: Integration by Parts
Let and be continuously differentiable functions on the interval . Then Likewise for the indefinite integral it holds that
It follows from the product rule that or rearranging the terms Integrating both sides of the equation with respect to and ignoring the constant of integration now yields
Example
Solution. Set and . Then and and the integration by parts gives
Notice that had we chosen and the other way around this would have led to an even more complicated integral.
Integration by Substitution
Example 1
Find the value of the integral .
Solution. Making the substitution when we have . Solving the limits from the inverse formula i.e. we find that and . Hence
Here the latter integral was solved applying integration by parts in the previous example.