Академический Документы
Профессиональный Документы
Культура Документы
We start with the reverse of differentiation. We will see that this is closely related to the
problem of finding an area under the curve of a given function.
A. Definitions.
F (x), x ∈ I
f (x), x ∈ I,
if F 0 (x) = f (x).
for any constant c. Conversely if F (x) and G(x) are two primitives to f (x), then
and G(x) − F (x) is some constant c. Thus if F (x) is one antiderivative to f (x) then any
antiderivative is of the form
F (x) + c
with c constant. We use the notation
Z
f (x) dx = F (x) + c
1
(sometimes referred to as the indefinite integral of f (x)).
where a is a constant. In general the problem of finding primitives is more difficult than
differentiation. For example there is no simple product rule that gives the primitive to
f (x)g(x) when we know the primitives to f (x) and g(x).
B. Some antiderivatives.
Z
a dx = ax + c (a constant)
xα+1
Z
xα dx = +c (α 6= −1 a constant)
α+1
1
Z
dx = ln |x| + c
x
Z
ex dx = ex + c
Z
cos x dx = sin x + c
Z
sin x dx = − cos x + c
1
Z
dx = tan x + c
cos2 x
1
Z
2 dx = − cot x + c
Z sin x
1
dx = arctan x + c
1 + x2
1
Z
√ dx = arcsin x + c
1 − x2
In fact all these follow from formulas we have got for differentiation. Just differentiate
the RHS and check that you get what is under the intergral on the LHS.
2
C. A useful rule. If F (x) is an antiderivative of f (x) then
1
Z
f (ax) dx = · F (ax) + c (1)
a
where a is a constant and F (x) is the primitive to f (x).
1 1 dy 1 dy
Proof. If y = a
· F (u) and u = ax, then a
· dx
= a
· du
· a = F 0 (u) = f (ax).
Example 1. We have
1
Z
cos(5x + 3) dx = · sin(5x + 3) + c
5
Warning. One can not generalise this and take the Primitve of the outer function divided
by the inner derivative. For example
sin x2
Z
cos x2 dx 6= + c.
2x
graph y = f (x)
PSfrag replacements
Question: What is the area under the graph between some fixed point a and some general
point x?
graph y = f (x)
PSfrag replacements
x x + ∆x
3
Let A(x) be the area under the curve up between a and x then A(x + ∆x) − A(x) =shaded
area≈ ∆x × f (x) =width× height. Therefore
A(x + ∆x) − A(x)
≈ f (x).
∆x
dA
As ∆x → 0 the approximation gets better and better so = f (x) and we have that
Z dx
A(x) = f (x) dx.
So A(x) is an antiderivative to f (x). Now let F (x) be any antidervivative to f (x). Then
A(x) = F (x) + c
for some constant c. But 0 = A(a) = F (a) + C and thus c = −F (a). Hence the area
between a and b is
A(b) = F (b) + c = F (b) − F (a).
Notation. The term Z b
f (x) dx = [F (x)]ba = F (b) − F (a)
a
is called the definite integral of f (x) between a and b.
Example: Find the area under the graph of f (x) = 3x2 between x = 3 and x = 5.
Solution:
PSfrag replacements y
y = 3x2
x
3 5
As a antiderivatitve to 3x2 we can take
F (x) = x3
and the required area in F (5) − F (3) = 53 − 33 = b3 = 125 − 27 = 98.
Remark.
R Notice however, that we need f (x) to be positive between x = a and x = b for
f (x) dx to be the area under the graph of f (x). If f (x) on the other hand is negative
Rb
in the inteval. We have that a f (x) becomes the area with a negative sign.
Examples:
4
Z 2
(1) x dx =?
1
2 2
x2 x2 22 12
1 3
Z Z
x dx = +C ∴ x dx = = − =2− = .
2 1 2 1 2 2 2 2
Z π/2
(2) cos x dx =?
0
Z Z π/2
cos x dx = sin x + C ∴ cos x dx = [sin x]π/2
0 = sin(π/2) − sin(0) = 1 − 0 = 1.
0
Z 4
(3) x2 + 2x + 1 dx =?
0
4 4
x3 43
124
Z
2 2
x + 2x + 1 dx = +x +x = + 42 + 4 = .
0 3 0 3 3
Z b
As we said before, our arguments show that f (x) dx is the area under the graph only
Z b a
1 x
O 2
A2
5
1.3 Improper integrals
1
Question: What is the area bounded by y = x2
and the x-axis for x ≥ 1?
y
PSfrag replacements
y= 1 y
x2
x
1
Here is an idea of how we get the answer: We compute the area between 1 and some very
large X and let X → ∞:
Z X X
1 1 1
dx = − =1− → 1 as X → ∞.
1 x 2 x 1 X
Z ∞
1
Then we say that dx is convergent and equal to 1.
1 x2
Similarly, what about the area under y = x12 , the line x = 0 and the line x = 1?
y
1
PSfrag replacements y= x2
x
1
Answer: compute the area between some very small Z and 1 and let Z → 0:
Z 1 1
1 1 1
dx = − = − 1 → ∞ as Z → 0.
Z x x Z Z
2
6
1
1
Z
Thus we say that dx is indeterminate.
0 x
2
We can use these methods to try to evaluate integrals of the form
Z ∞ Z b
f (x) dx or f (x) dx where f fails to be defined at a or b.
a a
Integrals of this kind are called improper integrals and it may or may not be possible to
evaluate them.
Examples
FindZ the value, if it exists, of
∞
1
(1) dx.
1 x3 Z X
1
Solution: We compute dx and let X → ∞:
1 x3
X X Z ∞
1 1 1 1 1 1 1
Z
dx = − = − → as X → ∞. ∴ dx = .
1 x 3 2x 1
2 2 2X 2 2 1 x 3 2
4 Z 4
1 1 1
Z
(2) dx. Note: is undefined at x = 1 so we compute dx
1 (x − 1) (x − 1)2 Z (x − 1)
2 2
for 1 < Z < 4 and let Z → 1.
Z 4 4
1 −1 1 1 1
dx = =− + → ∞ as Z → 1 (since Z > 1 so > 0).
Z (x − 1) x−1 Z 3 Z −1 Z −1
2
4
1
Z
∴ dx is indeterminate.
1 (x − 1)2