lesson 26: the definite integral

43
. . . . . . Section 5.2 The Definite Integral Math 1a Introduction to Calculus April 14, 2008 Announcements Midterm is 58.3% finished Problem Sessions Sunday, Thursday, 7pm, SC 310 Office hours Tues 1–3pm, Weds, 2–4pm SC 323 . . Image: Flickr user Photointerference

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Having explored the area problem for curved regions or regions below graphs of functions, we define the definite integral and state some of its properties. It's defined for functions which are continuous or at worst have finitely many jump or removable discontinuities. It's "linear" with respect to addition and scaling of functions. And it preserves order between functions.

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Page 1: Lesson 26: The Definite Integral

. . . . . .

Section5.2TheDefiniteIntegral

Math1aIntroductiontoCalculus

April14, 2008

Announcements

◮ Midtermis58.3%finished◮ ProblemSessionsSunday, Thursday, 7pm, SC 310◮ OfficehoursTues 1–3pm, Weds, 2–4pmSC 323

..Image: FlickruserPhotointerference

Page 2: Lesson 26: The Definite Integral

. . . . . .

Announcements

◮ Midtermis58.3%finished◮ ProblemSessionsSunday, Thursday, 7pm, SC 310◮ OfficehoursTues 1–3pm, Weds, 2–4pmSC 323

Page 3: Lesson 26: The Definite Integral

. . . . . .

Outline

Lasttime: Area

Thedefiniteintegralasalimit

EstimatingtheDefiniteIntegral

Propertiesoftheintegral

ComparisonPropertiesoftheIntegral

Page 4: Lesson 26: The Definite Integral

. . . . . .

Meetthemathematician: Archimedes

◮ 287BC –212BC (afterEuclid)

◮ Geometer◮ Weaponsengineer

Page 5: Lesson 26: The Definite Integral

. . . . . .

Cavalieri

◮ Italian,1598–1647

◮ Revisitedtheareaproblemwithadifferentperspective

Page 6: Lesson 26: The Definite Integral

. . . . . .

Cavalieri’smethodingeneralLet f beapositivefunctiondefinedontheinterval [a,b]. Wewanttofindtheareabetween x = a, x = b, y = 0, and y = f(x).Foreachpositiveinteger n, divideuptheintervalinto n pieces.

Then ∆x =b− an

. Foreach i between 1 and n, let xi bethe nth

stepbetween a and b. So

..a .b. . . . . . ..x0 .x1 .x2 .xi.xn−1.xn

x0 = a

x1 = x0 + ∆x = a +b− an

x2 = x1 + ∆x = a + 2 · b− an

· · · · · ·

xi = a + i · b− an

· · · · · ·

xn = a + n · b− an

= b

Page 7: Lesson 26: The Definite Integral

. . . . . .

FormingRiemannsums

Wehavemanychoicesofhowtoapproximatethearea:

Ln = f(x0)∆x + f(x1)∆x + · · · + f(xn−1)∆x

Rn = f(x1)∆x + f(x2)∆x + · · · + f(xn)∆x

Mn = f(x0 + x1

2

)∆x + f

(x1 + x2

2

)∆x + · · · + f

(xn−1 + xn

2

)∆x

Ingeneral, choose ci tobeapointinthe ithinterval [xi−1, xi].Formthe Riemannsum

Sn = f(c1)∆x + f(c2)∆x + · · · + f(cn)∆x

=n∑

i=1

f(ci)∆x

Page 8: Lesson 26: The Definite Integral

. . . . . .

FormingRiemannsums

Wehavemanychoicesofhowtoapproximatethearea:

Ln = f(x0)∆x + f(x1)∆x + · · · + f(xn−1)∆x

Rn = f(x1)∆x + f(x2)∆x + · · · + f(xn)∆x

Mn = f(x0 + x1

2

)∆x + f

(x1 + x2

2

)∆x + · · · + f

(xn−1 + xn

2

)∆x

Ingeneral, choose ci tobeapointinthe ithinterval [xi−1, xi].Formthe Riemannsum

Sn = f(c1)∆x + f(c2)∆x + · · · + f(cn)∆x

=n∑

i=1

f(ci)∆x

Page 9: Lesson 26: The Definite Integral

. . . . . .

TheoremoftheDay

TheoremIf f isacontinuousfunctionon [a,b] orhasfinitelymanyjumpdiscontinuities, then

limn→∞

Sn = limn→∞

{f(c1)∆x + f(c2)∆x + · · · + f(cn)∆x}

existsandisthesamevaluenomatterwhatchoiceof ci wemade.

Page 10: Lesson 26: The Definite Integral

. . . . . .

Outline

Lasttime: Area

Thedefiniteintegralasalimit

EstimatingtheDefiniteIntegral

Propertiesoftheintegral

ComparisonPropertiesoftheIntegral

Page 11: Lesson 26: The Definite Integral

. . . . . .

Thedefiniteintegralasalimit

DefinitionIf f isafunctiondefinedon [a,b], the definiteintegralof f from ato b isthenumber∫ b

af(x)dx = lim

∆x→0

n∑i=1

f(ci) ∆x

Page 12: Lesson 26: The Definite Integral

. . . . . .

Notation/Terminology

∫ b

af(x)dx

◮∫

— integralsign (swoopy S)

◮ f(x) — integrand◮ a and b — limitsofintegration (a isthe lowerlimit and bthe upperlimit)

◮ dx —??? (aparenthesis? aninfinitesimal? avariable?)◮ Theprocessofcomputinganintegraliscalled integration

Page 13: Lesson 26: The Definite Integral

. . . . . .

Notation/Terminology

∫ b

af(x)dx

◮∫

— integralsign (swoopy S)

◮ f(x) — integrand◮ a and b — limitsofintegration (a isthe lowerlimit and bthe upperlimit)

◮ dx —??? (aparenthesis? aninfinitesimal? avariable?)◮ Theprocessofcomputinganintegraliscalled integration

Page 14: Lesson 26: The Definite Integral

. . . . . .

Notation/Terminology

∫ b

af(x)dx

◮∫

— integralsign (swoopy S)

◮ f(x) — integrand

◮ a and b — limitsofintegration (a isthe lowerlimit and bthe upperlimit)

◮ dx —??? (aparenthesis? aninfinitesimal? avariable?)◮ Theprocessofcomputinganintegraliscalled integration

Page 15: Lesson 26: The Definite Integral

. . . . . .

Notation/Terminology

∫ b

af(x)dx

◮∫

— integralsign (swoopy S)

◮ f(x) — integrand◮ a and b — limitsofintegration (a isthe lowerlimit and bthe upperlimit)

◮ dx —??? (aparenthesis? aninfinitesimal? avariable?)◮ Theprocessofcomputinganintegraliscalled integration

Page 16: Lesson 26: The Definite Integral

. . . . . .

Notation/Terminology

∫ b

af(x)dx

◮∫

— integralsign (swoopy S)

◮ f(x) — integrand◮ a and b — limitsofintegration (a isthe lowerlimit and bthe upperlimit)

◮ dx —??? (aparenthesis? aninfinitesimal? avariable?)

◮ Theprocessofcomputinganintegraliscalled integration

Page 17: Lesson 26: The Definite Integral

. . . . . .

Notation/Terminology

∫ b

af(x)dx

◮∫

— integralsign (swoopy S)

◮ f(x) — integrand◮ a and b — limitsofintegration (a isthe lowerlimit and bthe upperlimit)

◮ dx —??? (aparenthesis? aninfinitesimal? avariable?)◮ Theprocessofcomputinganintegraliscalled integration

Page 18: Lesson 26: The Definite Integral

. . . . . .

Thelimitcanbesimplified

TheoremIf f iscontinuouson [a,b] orif f hasonlyfinitelymanyjumpdiscontinuities, then f isintegrableon [a,b]; thatis, thedefinite

integral∫ b

af(x)dx exists.

TheoremIf f isintegrableon [a,b] then∫ b

af(x)dx = lim

n→∞

n∑i=1

f(xi)∆x,

where

∆x =b− an

and xi = a + i∆x

Page 19: Lesson 26: The Definite Integral

. . . . . .

Thelimitcanbesimplified

TheoremIf f iscontinuouson [a,b] orif f hasonlyfinitelymanyjumpdiscontinuities, then f isintegrableon [a,b]; thatis, thedefinite

integral∫ b

af(x)dx exists.

TheoremIf f isintegrableon [a,b] then∫ b

af(x)dx = lim

n→∞

n∑i=1

f(xi)∆x,

where

∆x =b− an

and xi = a + i∆x

Page 20: Lesson 26: The Definite Integral

. . . . . .

Outline

Lasttime: Area

Thedefiniteintegralasalimit

EstimatingtheDefiniteIntegral

Propertiesoftheintegral

ComparisonPropertiesoftheIntegral

Page 21: Lesson 26: The Definite Integral

. . . . . .

EstimatingtheDefiniteIntegral

Givenapartitionof [a,b] into n pieces, let x̄i bethemidpointof[xi−1, xi]. Define

Mn =n∑

i=1

f(x̄i)∆x.

Page 22: Lesson 26: The Definite Integral

. . . . . .

Example

Estimate∫ 1

0

41 + x2

dx usingthemidpointruleandfourdivisions.

SolutionThepartitionis 0 <

14

<12

<34

< 1, sotheestimateis

M4 =14

(4

1 + (1/8)2+

41 + (3/8)2

+4

1 + (5/8)2+

41 + (7/8)2

)

=14

(4

65/64+

473/64

+4

89/64+

4113/64

)=

150, 166,78447, 720, 465

≈ 3.1468

Page 23: Lesson 26: The Definite Integral

. . . . . .

Example

Estimate∫ 1

0

41 + x2

dx usingthemidpointruleandfourdivisions.

SolutionThepartitionis 0 <

14

<12

<34

< 1, sotheestimateis

M4 =14

(4

1 + (1/8)2+

41 + (3/8)2

+4

1 + (5/8)2+

41 + (7/8)2

)

=14

(4

65/64+

473/64

+4

89/64+

4113/64

)=

150, 166,78447, 720, 465

≈ 3.1468

Page 24: Lesson 26: The Definite Integral

. . . . . .

Example

Estimate∫ 1

0

41 + x2

dx usingthemidpointruleandfourdivisions.

SolutionThepartitionis 0 <

14

<12

<34

< 1, sotheestimateis

M4 =14

(4

1 + (1/8)2+

41 + (3/8)2

+4

1 + (5/8)2+

41 + (7/8)2

)=

14

(4

65/64+

473/64

+4

89/64+

4113/64

)

=150, 166,78447, 720, 465

≈ 3.1468

Page 25: Lesson 26: The Definite Integral

. . . . . .

Example

Estimate∫ 1

0

41 + x2

dx usingthemidpointruleandfourdivisions.

SolutionThepartitionis 0 <

14

<12

<34

< 1, sotheestimateis

M4 =14

(4

1 + (1/8)2+

41 + (3/8)2

+4

1 + (5/8)2+

41 + (7/8)2

)=

14

(4

65/64+

473/64

+4

89/64+

4113/64

)=

150, 166,78447, 720, 465

≈ 3.1468

Page 26: Lesson 26: The Definite Integral

. . . . . .

Outline

Lasttime: Area

Thedefiniteintegralasalimit

EstimatingtheDefiniteIntegral

Propertiesoftheintegral

ComparisonPropertiesoftheIntegral

Page 27: Lesson 26: The Definite Integral

. . . . . .

Propertiesoftheintegral

Theorem(AdditivePropertiesoftheIntegral)Let f and g beintegrablefunctionson [a,b] and c aconstant.Then

1.∫ b

ac dx = c(b− a)

2.∫ b

a[f(x) + g(x)] dx =

∫ b

af(x)dx +

∫ b

ag(x)dx.

3.∫ b

acf(x)dx = c

∫ b

af(x)dx.

4.∫ b

a[f(x) − g(x)] dx =

∫ b

af(x)dx−

∫ b

ag(x)dx.

Page 28: Lesson 26: The Definite Integral

. . . . . .

Propertiesoftheintegral

Theorem(AdditivePropertiesoftheIntegral)Let f and g beintegrablefunctionson [a,b] and c aconstant.Then

1.∫ b

ac dx = c(b− a)

2.∫ b

a[f(x) + g(x)] dx =

∫ b

af(x)dx +

∫ b

ag(x)dx.

3.∫ b

acf(x)dx = c

∫ b

af(x)dx.

4.∫ b

a[f(x) − g(x)] dx =

∫ b

af(x)dx−

∫ b

ag(x)dx.

Page 29: Lesson 26: The Definite Integral

. . . . . .

Propertiesoftheintegral

Theorem(AdditivePropertiesoftheIntegral)Let f and g beintegrablefunctionson [a,b] and c aconstant.Then

1.∫ b

ac dx = c(b− a)

2.∫ b

a[f(x) + g(x)] dx =

∫ b

af(x)dx +

∫ b

ag(x)dx.

3.∫ b

acf(x)dx = c

∫ b

af(x)dx.

4.∫ b

a[f(x) − g(x)] dx =

∫ b

af(x)dx−

∫ b

ag(x)dx.

Page 30: Lesson 26: The Definite Integral

. . . . . .

Propertiesoftheintegral

Theorem(AdditivePropertiesoftheIntegral)Let f and g beintegrablefunctionson [a,b] and c aconstant.Then

1.∫ b

ac dx = c(b− a)

2.∫ b

a[f(x) + g(x)] dx =

∫ b

af(x)dx +

∫ b

ag(x)dx.

3.∫ b

acf(x)dx = c

∫ b

af(x)dx.

4.∫ b

a[f(x) − g(x)] dx =

∫ b

af(x)dx−

∫ b

ag(x)dx.

Page 31: Lesson 26: The Definite Integral

. . . . . .

MorePropertiesoftheIntegral

Conventions: ∫ a

bf(x)dx = −

∫ b

af(x)dx

∫ a

af(x)dx = 0

Thisallowsustohave

5.∫ c

af(x)dx =

∫ b

af(x)dx +

∫ c

bf(x)dx forall a, b, and c.

Page 32: Lesson 26: The Definite Integral

. . . . . .

MorePropertiesoftheIntegral

Conventions: ∫ a

bf(x)dx = −

∫ b

af(x)dx

∫ a

af(x)dx = 0

Thisallowsustohave

5.∫ c

af(x)dx =

∫ b

af(x)dx +

∫ c

bf(x)dx forall a, b, and c.

Page 33: Lesson 26: The Definite Integral

. . . . . .

MorePropertiesoftheIntegral

Conventions: ∫ a

bf(x)dx = −

∫ b

af(x)dx

∫ a

af(x)dx = 0

Thisallowsustohave

5.∫ c

af(x)dx =

∫ b

af(x)dx +

∫ c

bf(x)dx forall a, b, and c.

Page 34: Lesson 26: The Definite Integral

. . . . . .

ExampleSuppose f and g arefunctionswith

◮∫ 4

0f(x)dx = 4

◮∫ 5

0f(x)dx = 7

◮∫ 5

0g(x)dx = 3.

Find

(a)∫ 5

0[2f(x) − g(x)] dx

(b)∫ 5

4f(x)dx.

Page 35: Lesson 26: The Definite Integral

. . . . . .

SolutionWehave

(a) ∫ 5

0[2f(x) − g(x)] dx = 2

∫ 5

0f(x)dx−

∫ 5

0g(x)dx

= 2 · 7− 3 = 11

(b) ∫ 5

4f(x)dx =

∫ 5

0f(x)dx−

∫ 4

0f(x)dx

= 7− 4 = 3

Page 36: Lesson 26: The Definite Integral

. . . . . .

SolutionWehave

(a) ∫ 5

0[2f(x) − g(x)] dx = 2

∫ 5

0f(x)dx−

∫ 5

0g(x)dx

= 2 · 7− 3 = 11

(b) ∫ 5

4f(x)dx =

∫ 5

0f(x)dx−

∫ 4

0f(x)dx

= 7− 4 = 3

Page 37: Lesson 26: The Definite Integral

. . . . . .

Outline

Lasttime: Area

Thedefiniteintegralasalimit

EstimatingtheDefiniteIntegral

Propertiesoftheintegral

ComparisonPropertiesoftheIntegral

Page 38: Lesson 26: The Definite Integral

. . . . . .

ComparisonPropertiesoftheIntegral

TheoremLet f and g beintegrablefunctionson [a,b].

6. If f(x) ≥ 0 forall x in [a,b], then∫ b

af(x)dx ≥ 0

7. If f(x) ≥ g(x) forall x in [a,b], then∫ b

af(x)dx ≥

∫ b

ag(x)dx

8. If m ≤ f(x) ≤ M forall x in [a,b], then

m(b− a) ≤∫ b

af(x)dx ≤ M(b− a)

Page 39: Lesson 26: The Definite Integral

. . . . . .

ComparisonPropertiesoftheIntegral

TheoremLet f and g beintegrablefunctionson [a,b].

6. If f(x) ≥ 0 forall x in [a,b], then∫ b

af(x)dx ≥ 0

7. If f(x) ≥ g(x) forall x in [a,b], then∫ b

af(x)dx ≥

∫ b

ag(x)dx

8. If m ≤ f(x) ≤ M forall x in [a,b], then

m(b− a) ≤∫ b

af(x)dx ≤ M(b− a)

Page 40: Lesson 26: The Definite Integral

. . . . . .

ComparisonPropertiesoftheIntegral

TheoremLet f and g beintegrablefunctionson [a,b].

6. If f(x) ≥ 0 forall x in [a,b], then∫ b

af(x)dx ≥ 0

7. If f(x) ≥ g(x) forall x in [a,b], then∫ b

af(x)dx ≥

∫ b

ag(x)dx

8. If m ≤ f(x) ≤ M forall x in [a,b], then

m(b− a) ≤∫ b

af(x)dx ≤ M(b− a)

Page 41: Lesson 26: The Definite Integral

. . . . . .

ComparisonPropertiesoftheIntegral

TheoremLet f and g beintegrablefunctionson [a,b].

6. If f(x) ≥ 0 forall x in [a,b], then∫ b

af(x)dx ≥ 0

7. If f(x) ≥ g(x) forall x in [a,b], then∫ b

af(x)dx ≥

∫ b

ag(x)dx

8. If m ≤ f(x) ≤ M forall x in [a,b], then

m(b− a) ≤∫ b

af(x)dx ≤ M(b− a)

Page 42: Lesson 26: The Definite Integral

. . . . . .

Example

Estimate∫ 2

1

1xdx usingthecomparisonproperties.

SolutionSince

12≤ x ≤ 1

1forall x in [1,2], wehave

12· 1 ≤

∫ 2

1

1xdx ≤ 1 · 1

Page 43: Lesson 26: The Definite Integral

. . . . . .

Example

Estimate∫ 2

1

1xdx usingthecomparisonproperties.

SolutionSince

12≤ x ≤ 1

1forall x in [1,2], wehave

12· 1 ≤

∫ 2

1

1xdx ≤ 1 · 1