AMA 1120 Week 4 Lecture note Antiderivatives, definite integral, indefinite integral Xindong Tang February 8th, 2023 AMA1120 Week 4 Outline Antiderivatives Indefinite integral Definite integral AMA1120 Week 4 Antiderivatives: definition Definition 1 (Antiderivative) Suppose that f (x ) is a function defined in an interval I. A function F (x ) is said to be an antiderivative of f (x ) if F ′ (x ) = f (x ) for all x ∈ I. Example 1 (i) Let f (x ) = 3x 2 , then F (x ) = x 3 is an antiderivative of f (x ) because F ′ (x ) = 3x 2 = f (x ). (ii) Let f (x ) = e x , then F (x ) = e x is an antiderivative of f (x ) because F ′ (x ) = e x = f (x ). AMA1120 Week 4 Antiderivatives: definition Why do we say ‘an’ antiderivative? How many antiderivative can a function have? Theorem 1 Suppose that f (x ) is a function defined in an interval I, and F (x ) is an antiderivative of f (x ), then a function G(x ) is also an antiderivative of f (x ) if and only if G(x ) = F (x ) + c for all x ∈ I, where c is a constant. So there are always infinitely many antiderivatives, as long as they exist. AMA1120 Week 4 Antiderivatives: definition Theorem 1 Suppose that f (x ) is a function defined in an interval I, and F (x ) is an antiderivative of f (x ), then a function G(x ) is also an antiderivative of f (x ) if and only if G(x ) = F (x ) + c for all x ∈ I, where c is a constant. Sketch of Proof. If G(x ) = F (x ) + c, then G ′ (x ) = F ′ (x ) = f (x ), then G(x ) is an antiderivative of f (x ). Conversely, if G(x ) is an antiderivative of f (x ), then (G(x ) − F (x ))′ = G ′ (x ) − F ′ (x ) = f (x ) − f (x ) = 0. Hence G(x ) − F (x ) is a constant, namely c, in I. Thus G(x ) − F (x ) = c for all x ∈ I. AMA1120 Week 4 Antiderivatives: existence Theorem 2 (Existence of antiderivative) If a function f (x ) is continuous in an interval I, then it has an antiderivative. ▶ The converse of the theorem is not true: even if f (x ) has an antiderivative, f (x ) could still be discontinuous. For example, consider 2 x sin(1/x ) when x ̸= 0, F (x ) = 0 when x = 0. Then it is the antiderivative of 2x sin(1/x ) − cos(1/x ) f (x ) = 0 when x ̸= 0, when x = 0. ▶ There exist functions who have no antiderivative. An example? AMA1120 Week 4 Indefinite integral: definition Definition 2 (Indefinite integral) Suppose that f (x ) is a function on an interval I. If F (x ) is an antiderivative of f (x ), then we will also call F (x ) an indefinite R integral of f (x ) and denoted as f (x )dx ▶ ‘Antiderivative’ and ‘indefinite integral’ are synonyms. They are also called ‘primitive function’. R ▶ The is the integral symbol, f (x ) is called ‘integrand’, and x is called the integration variable. ▶ If F (x ) is an antiderivative of f (x ), then Z f (x )dx = F (x ) + c, where c is a constant, namely the ‘constant of integration’. AMA1120 Week 4 Indefinite integral: definition Example 3 Z 3x 2 dx = x 3 + c, because x 3 is an antiderivative of 3x 2 . Example 4 Z e x dx = e x + c, because e x is an antiderivative of e x . AMA1120 Week 4 Indefinite integral vs derivatives Integration is the inverse of differentiation. Let f (x ) be a differentiable function in an interval I. Then according to the definition of antiderivative (or definite integral), we have ( f (x )dx )′ = f (x ), ( R R ′ f (x )dx = f (x ) + c. Using the notation d dx f (x ) for f ′ (x ), we have R d ( f (x )dx ) = f (x ), Rdx d f (x ) dx = f (x ) + c. dx In other words, the operators R and d dx cancel each other. AMA1120 Week 4 Indefinite integral: basic formulas ▶ R adx = ax + c; x a dx = x a+1 a+1 ▶ R ▶ R ▶ R ax dx = ▶ R sin(x )dx = − cos(x ) + c; ▶ R cos(x )dx = sin(x ) + c; + c, if a ̸= −1; x −1 dx = ln(|x |) + c; ax ln(a) + c, if a > 0; ▶ R sec2 (x )dx = tan(x ) + c; ▶ R csc2 (x )dx = − cot(x ) + c; ▶ R sec(x ) tan(x )dx = sec(x ) + c; ▶ R ▶ R csc(x ) cot(x )dx = − csc(x ) + c; R ▶ √ 1 dx = arcsin(x ) + c; 2 1−x 1 1+x 2 dx = arctan(x ) + c. AMA1120 Week 4 Indefinite integral: basic formulas ▶ R af (x )dx = a f (x )dx ; ▶ R (f (x ) + g(x ))dx = ▶ R (af (x ) + bg(x ))dx = a f (x )dx + b g(x )dx . R R R f (x )dx + g(x )dx ; R R Exercise Show these formulas. (Hint: consider their analogs for derivatives) AMA1120 Week 4 Indefinite integral Example 5 2 3 + 2 + e x )dx x x Z Z Z Z Z Z 3 2 2 = x dx − xdx + 1dx − dx + dx + e x dx x x2 x3 x2 x −1 = − + x − 2 ln(|x |) + 3 + ex + c 3 2 −1 Z (x 2 − x + 1 − AMA1120 Week 4 Indefinite integral Example 6 Z Z =3 3 tan2 (x )dx = Z 2 sec (x )dx − 3 3(sec2 (x ) − 1)dx Z 1dx =3 tan(x ) − 3x + c. AMA1120 Week 4 Definite integral The definition of definite integral is based on three steps: partition, summation and taking limit. Definition 3 (Definite integral: part I: Partition) Let f (x ) be a function defined on an interval [a, b]. Let ∆ be a partition of the interval [a, b] given by ∆ := {a = x0 < x1 < x2 < · · · < xn−1 < xn = b}, in other words, we have the subintervals [x0 , x1 ], [x1 , x2 ], . . . , [xn−1 , xn ]. AMA1120 Week 4 Definite integral Definition 4 (Definite integral: part II: Riemann sum) For each i = 1, 2, . . . , n, denote the length of the subinterval [xi−1 , xi ] by ∆xi = xi − xi−1 , and let ξi be a number in the subinterval [xi−1 , xi ], then n X f (ξi )∆xi i=1 is called a Riemann sum of f (x ) for the partition ∆. AMA1120 Week 4 Definite integral Definition 5 (Definite integral: part III) Let ∥∆∥ denote the largest value of ∆x1 , ∆x2 , . . . , ∆xn , i.e., ∥∆∥ := max ∆xi . If there exists a finite number L such that i=1,...,n n X lim ∥∆∥→0 f (ξi )∆xi = L, i=1 regardless of the choice of ξi , then we say that f (x ) is integrable on [a, b], and L is the definite integral of f (x ) on [a, b]. In this case, we use the notation Z b f (x )dx = L. a AMA1120 Week 4 Definite integral AMA1120 Week 4 Definite integral: existence Theorem 2 If f (x ) is continuous in [a, b], thenR f (x ) is integrable on [a, b], meaning that the definite integral ab f (x )dx exists. In the notation ab f (x )dx , we call ▶ f (x ) the integrand; R ▶ x the integration variable; ▶ a the lower limit of integration; ▶ b the upper limit of integration. AMA1120 Week 4 Definite integral: how to calculate? Theorem 3 If f (x ) is a non-negative continuous function in [a, b], then Rb curve of f (x ) and above the a f (x )dx is the area below the Rb x -axis. We can also say that a f (x )dx is the area of the region bounded by the curve of f (x ), the x -axis, and the vertical lines x = a and x = b. If f (x ) is negative, then the ab f (x )dx is the −1 times area above the curve of f (x ) and below the x -axis. R Example 7 Use the theorem above, we have Z 2 xdx = area of the triangle bounded by (0, 0), (0, 2), (2, 2) = 2. 0 AMA1120 Week 4 Definite integral: how to calculate? Theorem 4 If f (x ) has the antiderivative Z b R f (x )dx = F (x ) on [a, b], then f (x )dx = F (b) − F (a). a Example 8 Calculate Z 2 xdx . 0 Because the indefinite integral Z 2 0 R xdx = 21 x 2 , 1 xdx = (22 − 02 ) = 2. 2 We will revisit this Theorem in the next lecture. AMA1120 Week 4 Definite integral: additive interval property Theorem 5 Let a, b and c be three constants and f (x ) be a function. We have Z b Z c f (x )dx = a Z b f (x )dx + f (x )dx , a c as long as f (x ) is integrable on all the intervals concerned. Example 9 By some elementary geometry knowledge, So we still have Z 2 Z 1 xdx = 0 Z 2 xdx + 0 R1 xdx = 1 0 xdx = 12 , R2 1 xdx = 32 . 1 3 + = 2. 2 2 This theorem do not require f to be positive. AMA1120 Week 4 Definite integral: additive interval property If we define Z b f (x )dx = − a Z a f (x )dx b when a > b, and define Z a f (x )dx = 0, a then the proposition does not require a ≤ c ≤ b. For example, R R R ▶ 02π sin(x )dx = 0π sin(x )dx + π2π sin(x )dx ; ▶ R1 x R5 x R1 x 2 e dx = 2 e dx + 5 e dx . AMA1120 Week 4 Definite integral: linearity Proposition 1 (Linearity) Suppose that f (x ) and g(x ) are integrable on [a, b], and α, β are constants. Then Z b Z b [αf (x ) + βg(x )]dx = α a Z b f (x )dx + β a g(x )dx . a Exercise Show Theorem 5 Using this proposition. (Hint: Consider ( f (x ) 0 when ( 0 f (x ) when 0 ∈ [a, c), ) otherwise. f1 (x ) = f2 (x ) = x ∈ [a, c), otherwise. AMA1120 Week 4 Definite integral: Preservation of inequality Proposition 2 (Preservation of positiveness) If a ≤ b, the function f (x ) is integrable on [a, b] and f (x ) ≥ 0 for all x ∈ [a, b], then Z b f (x )dx ≥ 0. a Proposition 3 (Preservation of inequality) If a ≤ b, the functions f (x ) and g(x ) are integrable on [a, b] and f (x ) ≥ g(x ) for all x ∈ [a, b], then Z b a f (x )dx ≥ Z b g(x )dx . a AMA1120 Week 4