INTEGRALS Equation 1 We saw in Section 5.1 that a limit of the form n lim f ( xi *)x n i 1 lim[ f ( x1*)x f ( x2 *)x ... f ( xn *)x] n arises when we compute an area. We also saw that it arises when we try to find the distance traveled by an object. INTEGRALS It turns out that this same type of limit occurs in a wide variety of situations even when f is not necessarily a positive function. INTEGRALS 5.2 The Definite Integral In this section, we will learn about: Integrals with limits that represent a definite quantity. DEFINITE INTEGRAL Definition 2 If f is a function defined for a ≤ x ≤ b, we divide the interval [a, b] into n subintervals of equal width ∆x = (b – a)/n. We let x0(= a), x1, x2, …, xn(= b) be the endpoints of these subintervals. We let x1*, x2*,…., xn* be any sample points in these subintervals, so xi* lies in the i th subinterval. DEFINITE INTEGRAL Definition 2 Then, the definite integral of f from a to b is the number denoted by the symbol b a f ( x) dx and defined by b a n f ( x) dx lim f ( xi *)x n i 1 provided that this limit exists. If it does exist, we say f is integrable on [a, b]. DEFINITE INTEGRAL The precise meaning of the limit that defines the integral is as follows: For every number ε > 0 there is an integer N such that b a n f ( x)dx f ( xi *)x i 1 for every integer n > N and for every choice of xi* in [xi-1, xi]. INTEGRAL SIGN Note 1 The symbol ∫ was introduced by Leibniz and is called an integral sign. It is an elongated S. It was chosen because an integral is a limit of sums. NOTATION In the notation Note 1 b a f ( x) dx , 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. DEFINITE INTEGRAL Note 2 The procedure of calculating an integral is called integration. The definite integral b a f ( x)dx 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 a b b a a f ( x)dx f (t )dt f (r )dr RIEMANN SUM The sum Note 3 n f ( x *)x i 1 i that occurs in Definition 2 is called a Riemann sum. It is named after the German mathematician Bernhard Riemann (1826–1866). RIEMANN SUM Note 3 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. RIEMANN SUM Note 3 We know that, if f happens to be positive, the Riemann sum can be interpreted as: A sum of areas of approximating rectangles RIEMANN SUM Note 3 Comparing Definition 2 with the definition of area in Section 5.1, we see that the definite integral b a f ( x) dx can be interpreted as: The area under the curve y = f (x) from a to b RIEMANN SUM Note 3 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 NET AREA Note 3 A definite integral can be interpreted as a net area, that is, a difference of areas: b a f ( x) dx A1 A2 A1 is the area of the region above the x-axis and below the graph of f. A2 is the area of the region below the x-axis and above the graph of f. INTEGRABLE FUNCTIONS Note 5 We have defined the definite integral for an integrable function. However, not all functions are integrable. The following theorem shows that the most commonly occurring functions are, in fact, integrable. It is proved in more advanced courses. INTEGRABLE FUNCTIONS Theorem 3 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 b a f ( x) dx exists. 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*. To simplify the calculation of the integral, we often take the sample points to be right endpoints. Then, xi* = xi and the definition of an integral simplifies as follows. INTEGRABLE FUNCTIONS Theorem 4 If f is integrable on [a, b], then b a n f ( x) dx lim f ( xi ) x ni i 1 ba where x and xi a i x n DEFINITE INTEGRAL Example 1 Express n lim ( xi xi sin xi ) x 3 n i 1 as an integral on the interval [0, π]. Comparing the given limit with the limit in Theorem 4, we see that they will be identical if we choose f(x) = x3 + x sin x. DEFINITE INTEGRAL Example 1 We are given that a = 0 and b = π. So, by Theorem 4, we have: n lim ( xi xi sin xi ) x ( x x sin x) dx 3 n i 1 0 3 DEFINITE INTEGRAL Later, when we apply the definite integral to physical situations, it will be very important to recognize limits of sums as integrals, as we did in Example 1. When Leibniz chose the notation for an integral, he chose the ingredients as reminders of the limiting process. DEFINITE INTEGRAL In general, when we write n b i 1 a lim f ( xi *) x f ( x) dx n we replace: lim Σ by ∫ xi* by x ∆x by dx EVALUATING INTEGRALS When we use a limit to evaluate a definite integral, we need to know how to work with sums. For instance we need expressions such as n( n 1) i 2 i 1 n n n i i 1 3 n(n 1) 2 i i 1 2 2 n(n 1)(2n 1) 6 EVALUATING INTEGRALS However, in Calculus II we will make use of the Fundamental Theorem of Calculus (section 5.3) to evaluate definite integrals. This means that here, definite integrals will not be computed by using limits of Riemann sums. But we will still use the definition and a specific Riemann sum to get an estimate of a definite integral in a particular case. EVALUATING INTEGRALS Estimate the value of 3 0 Example 2 ( x 6 x) dx using a 3 Riemann sum for f (x) = x3 – 6x taking the sample points to be the right endpoints of the partition and n = 6 subintervals. EVALUATING INTEGRALS Example 2a With n = 6, b a 30 1 The interval width is: x n 6 2 The right endpoints are: x1 = 0.5, x2 = 1.0, x3 = 1.5, x4 = 2.0, x5 = 2.5, x6 = 3.0 EVALUATING INTEGRALS Example 2a So, the Riemann sum is: 6 R6 f ( xi ) x i 1 f (0.5) x f (1.0) x f (1.5) x f (2.0) x f (2.5) x f (3.0) x 12 (2.875 5 5.625 4 0.625 9) 3.9375 EVALUATING INTEGRALS Example 2a Notice that f is not a positive function. So, the Riemann sum does not represent a sum of areas of rectangles. EVALUATING INTEGRALS Example 2a However, it does represent the sum of the areas of the gold rectangles (above the x-axis) minus the sum of the areas of the blue rectangles (below the x-axis). EVALUATING INTEGRALS Example 2b This integral can not be interpreted as an area because f takes on both positive and negative values. EVALUATING INTEGRALS Example 2b However, it can be interpreted as the difference of areas A1 – A2, where A1 and A2 are as shown. EVALUATING INTEGRALS Example 2b This figure illustrates the calculation by showing the positive and negative terms in the right Riemann sum Rn for n = 40. EVALUATING INTEGRALS Example 2b The values in the table show the Riemann sums approaching the exact value of the integral, – 6.75, as n . EVALUATING INTEGRALS A much simpler method for evaluating the integral in Example 2 will be given in Section 5.3 EVALUATING INTEGRALS a.Set up an expression for sums. 3 1 Example 3 x e dx as a limit of b.Use a computer algebra system (CAS) to evaluate the expression. EVALUATING INTEGRALS Example 3a Here, we have f (x) = ex, a = 1, b = 3, and ba 2 x n n So, x0 = 1, x1 = 1 + 2/n, x2 = 1 + 4/n, x3 = 1 + 6/n, and, in general, xi = 1 + 2i / n EVALUATING INTEGRALS Example 3a From Theorem 4, we get: 3 1 n e dx lim f ( xi ) x x n i 1 n lim n i 1 2i 2 f 1 n n 2 n 1 2i / n lim e n n i 1 EVALUATING INTEGRALS Example 3b If we ask a CAS to evaluate the sum and simplify, we obtain: n e i 1 1 2i / n e (3n 2) / n ( n 2) / n e 2/ n e 1 EVALUATING INTEGRALS Example 3b Now, we ask the CAS to evaluate the limit: 3 1 2 e e dx lim n n 3 e e x (3 n 2) / n ( n 2) / n e 2/n e 1 EVALUATING INTEGRALS Example 3b Again, we will learn a much easier method for the evaluation of integrals in the next section. EVALUATING INTEGRALS Example 4 Evaluate the following integrals by interpreting each in terms of areas. a. 1 3 0 b. 0 2 1 x dx ( x 1) dx EVALUATING INTEGRALS Example 4a Since f ( x) 1 x 2 0, we can interpret this 2 integral as the area under the curve y 1 x from 0 to 1. EVALUATING INTEGRALS Example 4a However, since y2 = 1 – x2, we get: x2 + y2 = 1 This shows that the graph of f is the quarter-circle with radius 1. EVALUATING INTEGRALS Example 4a Therefore, 1 0 1 x dx (1) 2 1 4 2 4 In Section 7.3, we will be able to prove that the area of a circle of radius r is π r2. EVALUATING INTEGRALS Example 4b The graph of y = x – 1 is the line with slope 1 shown here. We compute the integral as the difference of the areas of the two triangles: 3 0 ( x 1)dx A1 A2 12 (2 2) 12 (11) 1.5 MIDPOINT RULE We often choose the sample point xi* to be the right endpoint of the i th subinterval because it is convenient for computing the limit. However, if the purpose is to find an approximation to an integral, it is usually better to choose xi* to be the midpoint of the interval. We denote this by xi . MIDPOINT RULE Any Riemann sum is an approximation to an integral. However, if we use midpoints, we get the following approximation. THE MIDPOINT RULE b a n f ( x) dx f ( x i ) x i 1 x f ( x1 ) ... f ( x n ) where and ba x n x i 12 ( xi 1 xi ) midpoint of xi 1 , xi MIDPOINT RULE Example 5 Use the Midpoint Rule with n = 5 to approximate 2 1 1 dx x The endpoints of the five subintervals are: 1, 1.2, 1.4, 1.6, 1.8, 2.0 So, the midpoints are: 1.1, 1.3, 1.5, 1.7, 1.9 MIDPOINT RULE Example 5 The width of the subintervals is: ∆x = (2 - 1)/5 = 1/5 So, the Midpoint Rule gives: 2 1 1 dx x f (1.1) f (1.3) f (1.5) f (1.7) f (1.9) x 1 1 1 1 1 1 5 1.1 1.3 1.5 1.7 1.9 0.691908 MIDPOINT RULE As f (x) = 1/x for 1 ≤ x ≤ 2, the integral represents an area, and the approximation given by the rule is the sum of the areas of the rectangles shown. Example 5 MIDPOINT RULE At the moment, we do not know how accurate the approximation in Example 5 is. However, in Section 7.7, we will learn a method for estimating the error involved in using the rule. At that time, we will discuss other methods for approximating definite integrals. PROPERTIES OF DEFINITE INTEGRAL When we defined the definite integral b a f ( x) dx we implicitly assumed that a < b. However, the definition as a limit of Riemann sums makes sense even if a > b. PROPERTIES OF DEFINITE INTEGRAL Notice that, if we reverse a and b, then ∆x changes from (b – a)/n to (a – b)/n. Therefore, a b b f ( x) dx f ( x) dx a If a = b, then ∆x = 0, and so a b f ( x) dx 0 PROPERTIES OF DEFINITE INTEGRAL We assume f and g are continuous functions. b 1. c dx c(b a ), where c is any constant a f ( x) g ( x) dx a a 2. b b b b a a b f ( x) dx g ( x) dx a 3. c f ( x) dx c f ( x) dx, where c is any constant f ( x) g ( x) dx a a 4. b b b f ( x) dx g ( x) dx a PROPERTIES OF INTEGRALS Properties 1–5 are true whether: a < b a = b a > b COMPARISON PROPERTIES OF THE INTEGRAL These properties, that compare sizes of functions and sizes of integrals, are true only if a ≤ b. b 6. If f ( x) 0 for a x b, then f ( x) dx 0 a b b a a 7. If f ( x) g ( x) for a x b, then f ( x) dx g ( x) dx 8. If m f ( x) M for a x b, then b m(b a) f ( x) dx M (b a ) a