lesson 26: the definite integral
DESCRIPTION
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.TRANSCRIPT
. . . . . .
Section5.2TheDefiniteIntegral
Math1aIntroductiontoCalculus
April14, 2008
Announcements
◮ Midtermis58.3%finished◮ ProblemSessionsSunday, Thursday, 7pm, SC 310◮ OfficehoursTues 1–3pm, Weds, 2–4pmSC 323
..Image: FlickruserPhotointerference
. . . . . .
Announcements
◮ Midtermis58.3%finished◮ ProblemSessionsSunday, Thursday, 7pm, SC 310◮ OfficehoursTues 1–3pm, Weds, 2–4pmSC 323
. . . . . .
Outline
Lasttime: Area
Thedefiniteintegralasalimit
EstimatingtheDefiniteIntegral
Propertiesoftheintegral
ComparisonPropertiesoftheIntegral
. . . . . .
Meetthemathematician: Archimedes
◮ 287BC –212BC (afterEuclid)
◮ Geometer◮ Weaponsengineer
. . . . . .
Cavalieri
◮ Italian,1598–1647
◮ Revisitedtheareaproblemwithadifferentperspective
. . . . . .
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
. . . . . .
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
. . . . . .
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
. . . . . .
TheoremoftheDay
TheoremIf f isacontinuousfunctionon [a,b] orhasfinitelymanyjumpdiscontinuities, then
limn→∞
Sn = limn→∞
{f(c1)∆x + f(c2)∆x + · · · + f(cn)∆x}
existsandisthesamevaluenomatterwhatchoiceof ci wemade.
. . . . . .
Outline
Lasttime: Area
Thedefiniteintegralasalimit
EstimatingtheDefiniteIntegral
Propertiesoftheintegral
ComparisonPropertiesoftheIntegral
. . . . . .
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
. . . . . .
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
. . . . . .
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
. . . . . .
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
. . . . . .
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
. . . . . .
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
. . . . . .
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
. . . . . .
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
. . . . . .
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
. . . . . .
Outline
Lasttime: Area
Thedefiniteintegralasalimit
EstimatingtheDefiniteIntegral
Propertiesoftheintegral
ComparisonPropertiesoftheIntegral
. . . . . .
EstimatingtheDefiniteIntegral
Givenapartitionof [a,b] into n pieces, let x̄i bethemidpointof[xi−1, xi]. Define
Mn =n∑
i=1
f(x̄i)∆x.
. . . . . .
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
. . . . . .
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
. . . . . .
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
. . . . . .
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
. . . . . .
Outline
Lasttime: Area
Thedefiniteintegralasalimit
EstimatingtheDefiniteIntegral
Propertiesoftheintegral
ComparisonPropertiesoftheIntegral
. . . . . .
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.
. . . . . .
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.
. . . . . .
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.
. . . . . .
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.
. . . . . .
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.
. . . . . .
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.
. . . . . .
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.
. . . . . .
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.
. . . . . .
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
. . . . . .
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
. . . . . .
Outline
Lasttime: Area
Thedefiniteintegralasalimit
EstimatingtheDefiniteIntegral
Propertiesoftheintegral
ComparisonPropertiesoftheIntegral
. . . . . .
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)
. . . . . .
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)
. . . . . .
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)
. . . . . .
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)
. . . . . .
Example
Estimate∫ 2
1
1xdx usingthecomparisonproperties.
SolutionSince
12≤ x ≤ 1
1forall x in [1,2], wehave
12· 1 ≤
∫ 2
1
1xdx ≤ 1 · 1
. . . . . .
Example
Estimate∫ 2
1
1xdx usingthecomparisonproperties.
SolutionSince
12≤ x ≤ 1
1forall x in [1,2], wehave
12· 1 ≤
∫ 2
1
1xdx ≤ 1 · 1