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Review for Final Exam
                     Integration

                          Math 1a


                      January 13, 2008



Announcements
   Office hours on the website (click “Exams”)
   Email your TF, CA, or me with questions
   Final: Thursday 9:15am in Hall B
Outline
   The Riemann Integral
      Estimating the integral
      Properties of the integral
      Comparison Properties of the Integral
   The Fundamental Theorem of Calculus
      Statement
      Differentiation of functions defined by integrals
      Properties of the area function
      The Second FTC
      Examples
      Total Change
      Indefinite Integrals
   Integration by Substitution
       Substitution for Indefinite Integrals
       Substitution for Definite Integrals
The Riemann Integral
Learning Objectives




          Compute the definite integral using a limit of Riemann sums
          Estimate the definite integral using a Riemann sum (e.g.,
          Midpoint Rule)
          Reason with the definite integral using its elementary
          properties.
The Area Problem



  Given a function f defined on [a, b], how can one find the area
  between y = 0, y = f (x), x = a, and x = b?
  We divide and conquer.
Forming Riemann sums

  We have many choices of how to approximate the area:

   Ln = f (x0 )∆x + f (x1 )∆x + · · · + f (xn−1 )∆x
   Rn = f (x1 )∆x + f (x2 )∆x + · · · + f (xn )∆x
             x0 + x1              x1 + x2                    xn−1 + xn
                                            ∆x + · · · + f
  Mn = f               ∆x + f                                            ∆x
                2                    2                           2
Forming Riemann sums

  We have many choices of how to approximate the area:

   Ln = f (x0 )∆x + f (x1 )∆x + · · · + f (xn−1 )∆x
   Rn = f (x1 )∆x + f (x2 )∆x + · · · + f (xn )∆x
             x0 + x1                 x1 + x2                    xn−1 + xn
                                               ∆x + · · · + f
  Mn = f                ∆x + f                                              ∆x
                2                       2                           2

  In general, choose ci to be a point in the ith interval [xi−1 , xi ].
  Form the Riemann sum
               Sn = f (c1 )∆x + f (c2 )∆x + · · · + f (cn )∆x
                        n
                  =          f (ci )∆x
                       i=1
Theorem

  Theorem
  If f is a continuous function on [a, b] or has finitely many jump
  discontinuities, then

        lim Sn = lim {f (c1 )∆x + f (c2 )∆x + · · · + f (cn )∆x}
       n→∞        n→∞

  exists and is the same value no matter what choice of ci we made.
Theorem

  Theorem
  If f is a continuous function on [a, b] or has finitely many jump
  discontinuities, then

        lim Sn = lim {f (c1 )∆x + f (c2 )∆x + · · · + f (cn )∆x}
       n→∞        n→∞

  exists and is the same value no matter what choice of ci we made.

  Definition
  The definite integral of f from a to b is the number
                                              n
                        b
                            f (x) dx = lim         f (ci ) ∆x
                                      ∆x→0
                    a                        i=1
Example (“Sample Exam”, Problem 6)
The rate at which the world’s oil is being consumed is increasing.
Suppose that the rate (measured in billions of barrels per year) is
given by the function r (t), where t is measured in years and t = 0
represents January 1, 2000.
(a) Write a definite integral that represents the total quantity of
    oil used between the start of 2000 and the start of 2005.
(b) Suppose that r (t) = 32e 0.05t . Find the approximate value for
    the definite integral from part (a) using a right-hand sum with
    n = 5 subintervals.
(c) Interpret each of the five terms in the sum from part (b) in
    terms of oil consumption.
Answers


             5
  (a)            r (t) dt
         0
  (b)

        1·32e 0.05(1) +1·32e 0.05(2) +1·32e 0.05(3) +1·32e 0.05(4) +1·32e 0.05(5)

   (c) Each term stands for the approximate amount of oil used in
       each year. For instance, the term 1 · 32e 0.05(3) is approximately
       the amount of oil used between January 1, 2002 and January
       1, 2003.
Example
               1
                     4
Estimate                  dx using the midpoint rule and four divisions.
                   1 + x2
           0
Example
               1
                     4
Estimate                  dx using the midpoint rule and four divisions.
                   1 + x2
           0

Solution
                          1  1 3
The partition is 0 <        < < < 1, so the estimate is
                          4  2 4
       1        4            4            4            4
M4 =                  +            +            +
                    2            2            2   1 + (7/8)2
       4   1 + (1/8)    1 + (3/8)    1 + (5/8)
Example
               1
                     4
Estimate                  dx using the midpoint rule and four divisions.
                   1 + x2
           0

Solution
                          1  1 3
The partition is 0 <        < < < 1, so the estimate is
                          4  2 4
      1         4            4            4            4
M4 =                  +            +            +
                    2            2            2   1 + (7/8)2
      4    1 + (1/8)    1 + (3/8)    1 + (5/8)
      1      4        4        4        4
    =             +       +        +
      4    65/64 73/64 89/64 113/64
Example
               1
                     4
Estimate                  dx using the midpoint rule and four divisions.
                   1 + x2
           0

Solution
                          1  1 3
The partition is 0 <        < < < 1, so the estimate is
                          4  2 4
      1        4             4            4            4
M4 =                  +            +            +
                    2            2            2   1 + (7/8)2
      4 1 + (1/8)       1 + (3/8)    1 + (5/8)
      1     4         4        4        4
    =            +        +        +
      4 65/64 73/64 89/64 113/64
      150, 166, 784
                    ≈ 3.1468
    =
      47, 720, 465
Properties of the integral


   Theorem (Additive Properties of the Integral)
   Let f and g be integrable functions on [a, b] and c a constant.
   Then
             b
                 c dx = c(b − a)
    1.
         a
Properties of the integral


   Theorem (Additive Properties of the Integral)
   Let f and g be integrable functions on [a, b] and c a constant.
   Then
             b
                 c dx = c(b − a)
    1.
         a
             b                              b                    b
    2.           [f (x) + g (x)] dx =           f (x) dx +           g (x) dx.
         a                              a                    a
Properties of the integral


   Theorem (Additive Properties of the Integral)
   Let f and g be integrable functions on [a, b] and c a constant.
   Then
             b
                 c dx = c(b − a)
    1.
         a
             b                                   b                    b
    2.           [f (x) + g (x)] dx =                f (x) dx +           g (x) dx.
         a                                   a                    a
             b                       b
    3.           cf (x) dx = c           f (x) dx.
         a                       a
Properties of the integral


   Theorem (Additive Properties of the Integral)
   Let f and g be integrable functions on [a, b] and c a constant.
   Then
             b
                 c dx = c(b − a)
    1.
         a
             b                                   b                    b
    2.           [f (x) + g (x)] dx =                f (x) dx +           g (x) dx.
         a                                   a                    a
             b                       b
    3.           cf (x) dx = c           f (x) dx.
         a                       a
             b                                   b                    b
                 [f (x) − g (x)] dx =                f (x) dx −
    4.                                                                    g (x) dx.
         a                                   a                    a
More Properties of the Integral



   Conventions:
                       a                      b
                           f (x) dx = −           f (x) dx
                   b                      a
More Properties of the Integral



   Conventions:
                       a                          b
                           f (x) dx = −               f (x) dx
                   b                          a
                                  a
                                      f (x) dx = 0
                              a
More Properties of the Integral



   Conventions:
                                  a                                b
                                      f (x) dx = −                     f (x) dx
                              b                                a
                                              a
                                                  f (x) dx = 0
                                          a
   This allows us to have
             c                    b                        c
    5.           f (x) dx =           f (x) dx +               f (x) dx for all a, b, and c.
         a                    a                        b
Example
Suppose f and g are functions with
           4
               f (x) dx = 4
       0
           5
               f (x) dx = 7
       0
           5
               g (x) dx = 3.
       0
Find
           5
               [2f (x) − g (x)] dx
(a)
       0
           5
(b)            f (x) dx.
       4
Solution
We have
(a)
               5                                 5                    5
                   [2f (x) − g (x)] dx = 2           f (x) dx −           g (x) dx
           0                                 0                    0
                                      = 2 · 7 − 3 = 11
Solution
We have
(a)
               5                                          5                       5
                   [2f (x) − g (x)] dx = 2                    f (x) dx −              g (x) dx
           0                                          0                       0
                                           = 2 · 7 − 3 = 11

(b)
                          5                    5                       4
                                                   f (x) dx −
                              f (x) dx =                                   f (x) dx
                      4                    0                       0
                                      =7−4=3
Comparison Properties of the Integral
   Theorem
   Let f and g be integrable functions on [a, b].
Comparison Properties of the Integral
   Theorem
   Let f and g be integrable functions on [a, b].
    6. If f (x) ≥ 0 for all x in [a, b], then
                                      b
                                          f (x) dx ≥ 0
                                  a
Comparison Properties of the Integral
   Theorem
   Let f and g be integrable functions on [a, b].
    6. If f (x) ≥ 0 for all x in [a, b], then
                                           b
                                               f (x) dx ≥ 0
                                       a

    7. If f (x) ≥ g (x) for all x in [a, b], then
                                 b                       b
                                     f (x) dx ≥              g (x) dx
                             a                       a
Comparison Properties of the Integral
   Theorem
   Let f and g be integrable functions on [a, b].
    6. If f (x) ≥ 0 for all x in [a, b], then
                                           b
                                               f (x) dx ≥ 0
                                       a

    7. If f (x) ≥ g (x) for all x in [a, b], then
                                 b                         b
                                     f (x) dx ≥                g (x) dx
                             a                         a

    8. If m ≤ f (x) ≤ M for all x in [a, b], then
                                               b
                     m(b − a) ≤                    f (x) dx ≤ M(b − a)
                                           a
Example
               4
                      1
Estimate                         dx using the comparison properties.
                   x + sin2 πx
           1
Outline
   The Riemann Integral
      Estimating the integral
      Properties of the integral
      Comparison Properties of the Integral
   The Fundamental Theorem of Calculus
      Statement
      Differentiation of functions defined by integrals
      Properties of the area function
      The Second FTC
      Examples
      Total Change
      Indefinite Integrals
   Integration by Substitution
       Substitution for Indefinite Integrals
       Substitution for Definite Integrals
The Fundamental Theorem of Calculus
Learning Objectives




          State and use both fundamental theorems of calculus
          Understand the relationship between integration and
          antidifferentiation
          Use FTC to compute derivatives of integrals with functions in
          the limits
          Use FTC to compute areas or other accumulations
Theorem (The First Fundamental Theorem of Calculus)
Let f be an integrable function on [a, b] and define
                                      x
                        g (x) =           f (t) dt.
                                  a

If f is continuous at x in (a, b), then g is differentiable at x and

                           g (x) = f (x).
Example (Spring 2000 Final, Problem 7c)
                    100
       dy
                            p 2 − p dp
Find      if y =
       dx          x 3 +x
Example (Spring 2000 Final, Problem 7c)
                         100
       dy
                                       p 2 − p dp
Find      if y =
       dx               x 3 +x

Solution           u
                         p 2 − p dp. By the Fundamental Theorem of
Let A(u) =
               1
                             u 2 − u. We have
Calculus, A (u) =
                                 100
                   d
                                          p 2 − p dp
       y   =
                   dx       x 3 +x
                                                              x 3 +x
                                 100
                   d
                                          p2                           p 2 − p dp
                                               − p dp −
           =
                   dx       1                             1
             d
                A(100) − A(x 3 + x)
           =
             dx
           = −A (x 3 + x) · (3x 2 + 1)
           = −(3x 2 + 1)                  (x 3 + x)2 − (x 3 + x).
Facts about g from f

   Let f be the function whose graph is given below.
   Suppose the the position at time t seconds of a particle moving
                                                       t
   along a coordinate axis is s(t) =                       f (x) dx meters. Use the
                                                   0
   graph to answer the following questions.
  4
  3                •
                       (3,3)
  2         •                  •
                (2,2)              (5,2)
  1    •
           (1,1)

       1    2      3    4      5    6      7   8   9
Facts about g from f

   Let f be the function whose graph is given below.
   Suppose the the position at time t seconds of a particle moving
                                           t
   along a coordinate axis is s(t) =           f (x) dx meters. Use the
                                       0
   graph to answer the following questions.
  4
                                         What is the particle’s velocity
  3            •
                 (3,3)                   at time t = 5?
  2        •           •
             (2,2)       (5,2)
  1    •
         (1,1)

       1   2   3   4   5   6   7   8   9
Facts about g from f

   Let f be the function whose graph is given below.
   Suppose the the position at time t seconds of a particle moving
                                           t
   along a coordinate axis is s(t) =           f (x) dx meters. Use the
                                       0
   graph to answer the following questions.
  4
                                         What is the particle’s velocity
  3            •
                 (3,3)                   at time t = 5?
  2        •           •
             (2,2)       (5,2)           Solution
  1    •
         (1,1)                           Recall that by the FTC we
                                                have
       1   2   3   4   5   6   7   8   9
                                                         s (t) = f (t).

                                                So s (5) = f (5) = 2.
Facts about g from f

   Let f be the function whose graph is given below.
   Suppose the the position at time t seconds of a particle moving
                                           t
   along a coordinate axis is s(t) =           f (x) dx meters. Use the
                                       0
   graph to answer the following questions.
  4
                                         Is the acceleration of the par-
  3            •
                 (3,3)                   ticle at time t = 5 positive or
  2                                      negative?
           •           •
             (2,2)       (5,2)
  1    •
         (1,1)

       1   2   3   4   5   6   7   8   9
Facts about g from f

   Let f be the function whose graph is given below.
   Suppose the the position at time t seconds of a particle moving
                                           t
   along a coordinate axis is s(t) =           f (x) dx meters. Use the
                                       0
   graph to answer the following questions.
  4
                                         Is the acceleration of the par-
  3            •
                 (3,3)                   ticle at time t = 5 positive or
  2                                      negative?
           •           •
             (2,2)       (5,2)
  1    •
         (1,1)                           Solution
                                                We have s (5) = f (5), which
       1   2   3   4   5   6   7   8   9
                                                looks negative from the
                                                graph.
Facts about g from f

   Let f be the function whose graph is given below.
   Suppose the the position at time t seconds of a particle moving
                                           t
   along a coordinate axis is s(t) =           f (x) dx meters. Use the
                                       0
   graph to answer the following questions.
  4
                                         What is the particle’s position
  3            •
                 (3,3)                   at time t = 3?
  2        •           •
             (2,2)       (5,2)
  1    •
         (1,1)

       1   2   3   4   5   6   7   8   9
Facts about g from f

   Let f be the function whose graph is given below.
   Suppose the the position at time t seconds of a particle moving
                                           t
   along a coordinate axis is s(t) =           f (x) dx meters. Use the
                                       0
   graph to answer the following questions.
  4
                                         What is the particle’s position
  3            •
                 (3,3)                   at time t = 3?
  2        •           •
             (2,2)       (5,2)           Solution
  1    •
         (1,1)                           Since on [0, 3], f (x) = x, we
                                                have
       1   2   3   4   5   6   7   8   9
                                                                    3
                                                                              9
                                                       s(3) =           x dx = .
                                                                              2
                                                                0
Facts about g from f

   Let f be the function whose graph is given below.
   Suppose the the position at time t seconds of a particle moving
                                           t
   along a coordinate axis is s(t) =           f (x) dx meters. Use the
                                       0
   graph to answer the following questions.
  4
                                         At what time during the first 9
  3            •
                 (3,3)                   seconds does s have its largest
  2                                      value?
           •           •
             (2,2)       (5,2)
  1    •
         (1,1)

       1   2   3   4   5   6   7   8   9
Facts about g from f

   Let f be the function whose graph is given below.
   Suppose the the position at time t seconds of a particle moving
                                           t
   along a coordinate axis is s(t) =           f (x) dx meters. Use the
                                       0
   graph to answer the following questions.
  4
                                         At what time during the first 9
  3            •
                 (3,3)                   seconds does s have its largest
  2                                      value?
           •           •
             (2,2)       (5,2)
  1    •
         (1,1)                           Solution
       1   2   3   4   5   6   7   8   9
Facts about g from f

   Let f be the function whose graph is given below.
   Suppose the the position at time t seconds of a particle moving
                                           t
   along a coordinate axis is s(t) =           f (x) dx meters. Use the
                                       0
   graph to answer the following questions.
  4
                                         At what time during the first 9
  3            •
                 (3,3)                   seconds does s have its largest
  2                                      value?
           •           •
             (2,2)       (5,2)
  1    •
         (1,1)                           Solution
                                                The critical points of s are
       1   2   3   4   5   6   7   8   9
                                                the zeros of s = f .
Facts about g from f

   Let f be the function whose graph is given below.
   Suppose the the position at time t seconds of a particle moving
                                           t
   along a coordinate axis is s(t) =           f (x) dx meters. Use the
                                       0
   graph to answer the following questions.
  4
                                         At what time during the first 9
  3            •
                 (3,3)                   seconds does s have its largest
  2                                      value?
           •           •
             (2,2)       (5,2)
  1    •
         (1,1)                           Solution
                                                By looking at the graph, we
       1   2   3   4   5   6   7   8   9
                                                see that f is positive from
                                                t = 0 to t = 6, then negative
                                                from t = 6 to t = 9.
Facts about g from f

   Let f be the function whose graph is given below.
   Suppose the the position at time t seconds of a particle moving
                                           t
   along a coordinate axis is s(t) =           f (x) dx meters. Use the
                                       0
   graph to answer the following questions.
  4
                                         At what time during the first 9
  3            •
                 (3,3)                   seconds does s have its largest
  2                                      value?
           •           •
             (2,2)       (5,2)
  1    •
         (1,1)                           Solution
                                                Therefore s is increasing on
       1   2   3   4   5   6   7   8   9
                                                [0, 6], then decreasing on
                                                [6, 9]. So its largest value is
                                                at t = 6.
Facts about g from f

   Let f be the function whose graph is given below.
   Suppose the the position at time t seconds of a particle moving
                                           t
   along a coordinate axis is s(t) =           f (x) dx meters. Use the
                                       0
   graph to answer the following questions.
  4
                                         Approximately when is the ac-
  3            •
                 (3,3)                   celeration zero?
  2        •           •
             (2,2)       (5,2)
  1    •
         (1,1)

       1   2   3   4   5   6   7   8   9
Facts about g from f

   Let f be the function whose graph is given below.
   Suppose the the position at time t seconds of a particle moving
                                           t
   along a coordinate axis is s(t) =           f (x) dx meters. Use the
                                       0
   graph to answer the following questions.
  4
                                         Approximately when is the ac-
  3            •
                 (3,3)                   celeration zero?
  2        •           •
             (2,2)       (5,2)           Solution
  1    •
         (1,1)                           s = 0 when f = 0, which
                                                happens at t = 4 and t = 7.5
       1   2   3   4   5   6   7   8   9
                                                (approximately)
Facts about g from f

   Let f be the function whose graph is given below.
   Suppose the the position at time t seconds of a particle moving
                                           t
   along a coordinate axis is s(t) =           f (x) dx meters. Use the
                                       0
   graph to answer the following questions.
  4
                                         When is the particle moving
  3            •
                 (3,3)                   toward the origin? Away from
  2                                      the origin?
           •           •
             (2,2)       (5,2)
  1    •
         (1,1)

       1   2   3   4   5   6   7   8   9
Facts about g from f

   Let f be the function whose graph is given below.
   Suppose the the position at time t seconds of a particle moving
                                           t
   along a coordinate axis is s(t) =           f (x) dx meters. Use the
                                       0
   graph to answer the following questions.
  4
                                         When is the particle moving
  3            •
                 (3,3)                   toward the origin? Away from
  2                                      the origin?
           •           •
             (2,2)       (5,2)
  1    •
         (1,1)                           Solution
                                                The particle is moving away
       1   2   3   4   5   6   7   8   9
                                                from the origin when s > 0
                                                and s > 0.
Facts about g from f

   Let f be the function whose graph is given below.
   Suppose the the position at time t seconds of a particle moving
                                           t
   along a coordinate axis is s(t) =           f (x) dx meters. Use the
                                       0
   graph to answer the following questions.
  4
                                         When is the particle moving
  3            •
                 (3,3)                   toward the origin? Away from
  2                                      the origin?
           •           •
             (2,2)       (5,2)
  1    •
         (1,1)                           Solution
                                                Since s(0) = 0 and s > 0 on
       1   2   3   4   5   6   7   8   9
                                                (0, 6), we know the particle is
                                                moving away from the origin
                                                then.
Facts about g from f

   Let f be the function whose graph is given below.
   Suppose the the position at time t seconds of a particle moving
                                           t
   along a coordinate axis is s(t) =           f (x) dx meters. Use the
                                       0
   graph to answer the following questions.
  4
                                         When is the particle moving
  3            •
                 (3,3)                   toward the origin? Away from
  2                                      the origin?
           •           •
             (2,2)       (5,2)
  1    •
         (1,1)                           Solution
                                                After t = 6, s < 0, so the
       1   2   3   4   5   6   7   8   9
                                                particle is moving toward the
                                                origin.
Facts about g from f

   Let f be the function whose graph is given below.
   Suppose the the position at time t seconds of a particle moving
                                           t
   along a coordinate axis is s(t) =           f (x) dx meters. Use the
                                       0
   graph to answer the following questions.
  4
                                         On which side (positive or neg-
  3            •
                 (3,3)                   ative) of the origin does the
  2        •           •
                                         particle lie at time t = 9?
             (2,2)       (5,2)
  1    •
         (1,1)

       1   2   3   4   5   6   7   8   9
Facts about g from f

   Let f be the function whose graph is given below.
   Suppose the the position at time t seconds of a particle moving
                                           t
   along a coordinate axis is s(t) =           f (x) dx meters. Use the
                                       0
   graph to answer the following questions.
  4
                                         On which side (positive or neg-
  3            •
                 (3,3)                   ative) of the origin does the
  2        •           •
                                         particle lie at time t = 9?
             (2,2)       (5,2)
  1    •
         (1,1)                           Solution
                                                We have s(9) =
       1   2   3   4   5   6   7   8   9             6                    9
                                                         f (x) dx +           f (x) dx,
                                                 0                    6
                                                where the left integral is
                                                positive and the right integral
                                                is negative.
Facts about g from f

   Let f be the function whose graph is given below.
   Suppose the the position at time t seconds of a particle moving
                                           t
   along a coordinate axis is s(t) =           f (x) dx meters. Use the
                                       0
   graph to answer the following questions.
  4
                                         On which side (positive or neg-
  3            •
                 (3,3)                   ative) of the origin does the
  2        •           •
                                         particle lie at time t = 9?
             (2,2)       (5,2)
  1    •
         (1,1)                           Solution
                                                In order to decide whether
       1   2   3   4   5   6   7   8   9
                                                s(9) is positive or negative,
                                                we need to decide if the first
                                                area is more positive than the
                                                second area is negative.
Facts about g from f

   Let f be the function whose graph is given below.
   Suppose the the position at time t seconds of a particle moving
                                           t
   along a coordinate axis is s(t) =           f (x) dx meters. Use the
                                       0
   graph to answer the following questions.
  4
                                         On which side (positive or neg-
  3            •
                 (3,3)                   ative) of the origin does the
  2        •           •
                                         particle lie at time t = 9?
             (2,2)       (5,2)
  1    •
         (1,1)                           Solution
                                                This appears to be the case,
       1   2   3   4   5   6   7   8   9
                                                so s(9) is positive.
Theorem (The Second Fundamental Theorem of Calculus)
Suppose f is integrable on [a, b] and f = F for another function f ,
then
                         b
                             f (x) dx = F (b) − F (a).
                     a
Examples




  Find the following integrals:
            1                 1                        2                          2
                                                                                      1
                x 2 dx,           x 3 dx,                  x n dx (n = −1),             dx
                                                                                      x
        0                 0                        1                          1
            π                         1
                                          e x dx
                sin θ dθ,
        0                         0
The Integral as Total Change


   Another way to state this theorem is:
                            b
                                F (x) dx = F (b) − F (a),
                        a

   or the integral of a derivative along an interval is the total change
   between the sides of that interval. This has many ramifications:
The Integral as Total Change


   Another way to state this theorem is:
                             b
                                 F (x) dx = F (b) − F (a),
                         a

   or the integral of a derivative along an interval is the total change
   between the sides of that interval. This has many ramifications:

   Theorem
   If v (t) represents the velocity of a particle moving rectilinearly,
   then
                             t1
                                  v (t) dt = s(t1 ) − s(t0 ).
                         t0
The Integral as Total Change


   Another way to state this theorem is:
                            b
                                F (x) dx = F (b) − F (a),
                        a

   or the integral of a derivative along an interval is the total change
   between the sides of that interval. This has many ramifications:

   Theorem
   If MC (x) represents the marginal cost of making x units of a
   product, then
                                                x
                      C (x) = C (0) +               MC (q) dq.
                                            0
The Integral as Total Change


   Another way to state this theorem is:
                            b
                                F (x) dx = F (b) − F (a),
                        a

   or the integral of a derivative along an interval is the total change
   between the sides of that interval. This has many ramifications:

   Theorem
   If ρ(x) represents the density of a thin rod at a distance of x from
   its end, then the mass of the rod up to x is
                                              x
                                m(x) =            ρ(s) ds.
                                          0
A new notation for antiderivatives



   To emphasize the relationship between antidifferentiation and
   integration, we use the indefinite integral notation

                                   f (x) dx

   for any function whose derivative is f (x).
A new notation for antiderivatives



   To emphasize the relationship between antidifferentiation and
   integration, we use the indefinite integral notation

                                  f (x) dx

   for any function whose derivative is f (x). Thus

                             x 2 dx = 3 x 3 + C .
                                      1
My first table of integrals

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

                  x n+1
       x n dx =                             cf (x) dx = c    f (x) dx
                        + C (n = −1)
                  n+1
                                                1
             e x dx = e x + C                     dx = ln |x| + C
                                                x
                                                         ax
                                                ax dx =       +C
          sin x dx = − cos x + C
                                                        ln a
                                            csc2 x dx = − cot x + C
           cos x dx = sin x + C

          sec2 x dx = tan x + C           csc x cot x dx = − csc x + C
                                                1
                                          √          dx = arcsin x + C
        sec x tan x dx = sec x + C
                                              1 − x2
           1
                dx = arctan x + C
         1 + x2
Outline
   The Riemann Integral
      Estimating the integral
      Properties of the integral
      Comparison Properties of the Integral
   The Fundamental Theorem of Calculus
      Statement
      Differentiation of functions defined by integrals
      Properties of the area function
      The Second FTC
      Examples
      Total Change
      Indefinite Integrals
   Integration by Substitution
       Substitution for Indefinite Integrals
       Substitution for Definite Integrals
Integration by Substitution
Learning Objectives




          Given an integral and a specific substitution, perform that
          substitution
          Use the substitution method to evaluate definite and
          indefinite integrals
Theorem (The Substitution Rule)
If u = g (x) is a differentiable function whose range is an interval I
and f is continuous on I , then

                     f (g (x))g (x) dx =     f (u) du

or
                               du
                       f (u)      dx =     f (u) du
                               dx

This is the “anti” version of the chain rule.
Example
          2
       xe x dx
Find
Example
           2
       xe x dx
Find

Solution
Let u = x 2 . Then du = 2x dx and x dx = 1 du. So
                                         2

                           2
                       xe x dx =           e u du
                                   1
                                   2

                               = 1 eu + C
                                 2
                                       2
                               = 1 ex + C
                                 2
Theorem (The Substitution Rule for Definite Integrals)
If g is continuous and f is continuous on the range of u = g (x),
then
                    b                          g (b)
                        f (g (x))g (x) dx =            f (u) du.
                a                             g (a)
Example
              π
                  cos2 x sin x dx.
Compute
          0
Example
                π
                    cos2 x sin x dx.
Compute
            0

Solution (Slow Way)
                                       cos2 x sin x dx and then
First compute the indefinite integral
evaluate.
Example
                π
                    cos2 x sin x dx.
Compute
            0

Solution (Slow Way)
                                                       cos2 x sin x dx and then
First compute the indefinite integral
evaluate. Let u = cos x. Then du = − sin x dx and

                cos2 x sin x dx = −           u 2 du

                                      = − 1 u 3 + C = − 1 cos3 x + C .
                                          3             3

Therefore                 π
                                                             π
                              cos2 x sin x dx = − 1 cos3 x       = 2.
                                                  3                3
                                                             0
                      0
Solution (Fast Way)
Do both the substitution and the evaluation at the same time.
Solution (Fast Way)
Do both the substitution and the evaluation at the same time. Let
u = cos x. Then du = − sin x dx, u(0) = 1 and u(π) = −1.
Solution (Fast Way)
Do both the substitution and the evaluation at the same time. Let
u = cos x. Then du = − sin x dx, u(0) = 1 and u(π) = −1. So
                                                 −1
                     π
                         cos2 x sin x dx =            −u 2 du
                 0                           1
                                                 1
                                                     u 2 du
                                        =
                                             −1
                                                            2
                                                      1
                                        = 3 u3
                                          1
                                                           =.
                                                      −1    3

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Final Exam Review (Integration)

  • 1. Review for Final Exam Integration Math 1a January 13, 2008 Announcements Office hours on the website (click “Exams”) Email your TF, CA, or me with questions Final: Thursday 9:15am in Hall B
  • 2. Outline The Riemann Integral Estimating the integral Properties of the integral Comparison Properties of the Integral The Fundamental Theorem of Calculus Statement Differentiation of functions defined by integrals Properties of the area function The Second FTC Examples Total Change Indefinite Integrals Integration by Substitution Substitution for Indefinite Integrals Substitution for Definite Integrals
  • 3. The Riemann Integral Learning Objectives Compute the definite integral using a limit of Riemann sums Estimate the definite integral using a Riemann sum (e.g., Midpoint Rule) Reason with the definite integral using its elementary properties.
  • 4. The Area Problem Given a function f defined on [a, b], how can one find the area between y = 0, y = f (x), x = a, and x = b? We divide and conquer.
  • 5. Forming Riemann sums We have many choices of how to approximate the area: Ln = f (x0 )∆x + f (x1 )∆x + · · · + f (xn−1 )∆x Rn = f (x1 )∆x + f (x2 )∆x + · · · + f (xn )∆x x0 + x1 x1 + x2 xn−1 + xn ∆x + · · · + f Mn = f ∆x + f ∆x 2 2 2
  • 6. Forming Riemann sums We have many choices of how to approximate the area: Ln = f (x0 )∆x + f (x1 )∆x + · · · + f (xn−1 )∆x Rn = f (x1 )∆x + f (x2 )∆x + · · · + f (xn )∆x x0 + x1 x1 + x2 xn−1 + xn ∆x + · · · + f Mn = f ∆x + f ∆x 2 2 2 In general, choose ci to be a point in the ith interval [xi−1 , xi ]. Form the Riemann sum Sn = f (c1 )∆x + f (c2 )∆x + · · · + f (cn )∆x n = f (ci )∆x i=1
  • 7. Theorem Theorem If f is a continuous function on [a, b] or has finitely many jump discontinuities, then lim Sn = lim {f (c1 )∆x + f (c2 )∆x + · · · + f (cn )∆x} n→∞ n→∞ exists and is the same value no matter what choice of ci we made.
  • 8. Theorem Theorem If f is a continuous function on [a, b] or has finitely many jump discontinuities, then lim Sn = lim {f (c1 )∆x + f (c2 )∆x + · · · + f (cn )∆x} n→∞ n→∞ exists and is the same value no matter what choice of ci we made. Definition The definite integral of f from a to b is the number n b f (x) dx = lim f (ci ) ∆x ∆x→0 a i=1
  • 9. Example (“Sample Exam”, Problem 6) The rate at which the world’s oil is being consumed is increasing. Suppose that the rate (measured in billions of barrels per year) is given by the function r (t), where t is measured in years and t = 0 represents January 1, 2000. (a) Write a definite integral that represents the total quantity of oil used between the start of 2000 and the start of 2005. (b) Suppose that r (t) = 32e 0.05t . Find the approximate value for the definite integral from part (a) using a right-hand sum with n = 5 subintervals. (c) Interpret each of the five terms in the sum from part (b) in terms of oil consumption.
  • 10. Answers 5 (a) r (t) dt 0 (b) 1·32e 0.05(1) +1·32e 0.05(2) +1·32e 0.05(3) +1·32e 0.05(4) +1·32e 0.05(5) (c) Each term stands for the approximate amount of oil used in each year. For instance, the term 1 · 32e 0.05(3) is approximately the amount of oil used between January 1, 2002 and January 1, 2003.
  • 11. Example 1 4 Estimate dx using the midpoint rule and four divisions. 1 + x2 0
  • 12. Example 1 4 Estimate dx using the midpoint rule and four divisions. 1 + x2 0 Solution 1 1 3 The partition is 0 < < < < 1, so the estimate is 4 2 4 1 4 4 4 4 M4 = + + + 2 2 2 1 + (7/8)2 4 1 + (1/8) 1 + (3/8) 1 + (5/8)
  • 13. Example 1 4 Estimate dx using the midpoint rule and four divisions. 1 + x2 0 Solution 1 1 3 The partition is 0 < < < < 1, so the estimate is 4 2 4 1 4 4 4 4 M4 = + + + 2 2 2 1 + (7/8)2 4 1 + (1/8) 1 + (3/8) 1 + (5/8) 1 4 4 4 4 = + + + 4 65/64 73/64 89/64 113/64
  • 14. Example 1 4 Estimate dx using the midpoint rule and four divisions. 1 + x2 0 Solution 1 1 3 The partition is 0 < < < < 1, so the estimate is 4 2 4 1 4 4 4 4 M4 = + + + 2 2 2 1 + (7/8)2 4 1 + (1/8) 1 + (3/8) 1 + (5/8) 1 4 4 4 4 = + + + 4 65/64 73/64 89/64 113/64 150, 166, 784 ≈ 3.1468 = 47, 720, 465
  • 15. Properties of the integral Theorem (Additive Properties of the Integral) Let f and g be integrable functions on [a, b] and c a constant. Then b c dx = c(b − a) 1. a
  • 16. Properties of the integral Theorem (Additive Properties of the Integral) Let f and g be integrable functions on [a, b] and c a constant. Then b c dx = c(b − a) 1. a b b b 2. [f (x) + g (x)] dx = f (x) dx + g (x) dx. a a a
  • 17. Properties of the integral Theorem (Additive Properties of the Integral) Let f and g be integrable functions on [a, b] and c a constant. Then b c dx = c(b − a) 1. a b b b 2. [f (x) + g (x)] dx = f (x) dx + g (x) dx. a a a b b 3. cf (x) dx = c f (x) dx. a a
  • 18. Properties of the integral Theorem (Additive Properties of the Integral) Let f and g be integrable functions on [a, b] and c a constant. Then b c dx = c(b − a) 1. a b b b 2. [f (x) + g (x)] dx = f (x) dx + g (x) dx. a a a b b 3. cf (x) dx = c f (x) dx. a a b b b [f (x) − g (x)] dx = f (x) dx − 4. g (x) dx. a a a
  • 19. More Properties of the Integral Conventions: a b f (x) dx = − f (x) dx b a
  • 20. More Properties of the Integral Conventions: a b f (x) dx = − f (x) dx b a a f (x) dx = 0 a
  • 21. More Properties of the Integral Conventions: a b f (x) dx = − f (x) dx b a a f (x) dx = 0 a This allows us to have c b c 5. f (x) dx = f (x) dx + f (x) dx for all a, b, and c. a a b
  • 22. Example Suppose f and g are functions with 4 f (x) dx = 4 0 5 f (x) dx = 7 0 5 g (x) dx = 3. 0 Find 5 [2f (x) − g (x)] dx (a) 0 5 (b) f (x) dx. 4
  • 23. Solution We have (a) 5 5 5 [2f (x) − g (x)] dx = 2 f (x) dx − g (x) dx 0 0 0 = 2 · 7 − 3 = 11
  • 24. Solution We have (a) 5 5 5 [2f (x) − g (x)] dx = 2 f (x) dx − g (x) dx 0 0 0 = 2 · 7 − 3 = 11 (b) 5 5 4 f (x) dx − f (x) dx = f (x) dx 4 0 0 =7−4=3
  • 25. Comparison Properties of the Integral Theorem Let f and g be integrable functions on [a, b].
  • 26. Comparison Properties of the Integral Theorem Let f and g be integrable functions on [a, b]. 6. If f (x) ≥ 0 for all x in [a, b], then b f (x) dx ≥ 0 a
  • 27. Comparison Properties of the Integral Theorem Let f and g be integrable functions on [a, b]. 6. If f (x) ≥ 0 for all x in [a, b], then b f (x) dx ≥ 0 a 7. If f (x) ≥ g (x) for all x in [a, b], then b b f (x) dx ≥ g (x) dx a a
  • 28. Comparison Properties of the Integral Theorem Let f and g be integrable functions on [a, b]. 6. If f (x) ≥ 0 for all x in [a, b], then b f (x) dx ≥ 0 a 7. If f (x) ≥ g (x) for all x in [a, b], then b b f (x) dx ≥ g (x) dx a a 8. If m ≤ f (x) ≤ M for all x in [a, b], then b m(b − a) ≤ f (x) dx ≤ M(b − a) a
  • 29. Example 4 1 Estimate dx using the comparison properties. x + sin2 πx 1
  • 30. Outline The Riemann Integral Estimating the integral Properties of the integral Comparison Properties of the Integral The Fundamental Theorem of Calculus Statement Differentiation of functions defined by integrals Properties of the area function The Second FTC Examples Total Change Indefinite Integrals Integration by Substitution Substitution for Indefinite Integrals Substitution for Definite Integrals
  • 31. The Fundamental Theorem of Calculus Learning Objectives State and use both fundamental theorems of calculus Understand the relationship between integration and antidifferentiation Use FTC to compute derivatives of integrals with functions in the limits Use FTC to compute areas or other accumulations
  • 32. Theorem (The First Fundamental Theorem of Calculus) Let f be an integrable function on [a, b] and define x g (x) = f (t) dt. a If f is continuous at x in (a, b), then g is differentiable at x and g (x) = f (x).
  • 33. Example (Spring 2000 Final, Problem 7c) 100 dy p 2 − p dp Find if y = dx x 3 +x
  • 34. Example (Spring 2000 Final, Problem 7c) 100 dy p 2 − p dp Find if y = dx x 3 +x Solution u p 2 − p dp. By the Fundamental Theorem of Let A(u) = 1 u 2 − u. We have Calculus, A (u) = 100 d p 2 − p dp y = dx x 3 +x x 3 +x 100 d p2 p 2 − p dp − p dp − = dx 1 1 d A(100) − A(x 3 + x) = dx = −A (x 3 + x) · (3x 2 + 1) = −(3x 2 + 1) (x 3 + x)2 − (x 3 + x).
  • 35. Facts about g from f Let f be the function whose graph is given below. Suppose the the position at time t seconds of a particle moving t along a coordinate axis is s(t) = f (x) dx meters. Use the 0 graph to answer the following questions. 4 3 • (3,3) 2 • • (2,2) (5,2) 1 • (1,1) 1 2 3 4 5 6 7 8 9
  • 36. Facts about g from f Let f be the function whose graph is given below. Suppose the the position at time t seconds of a particle moving t along a coordinate axis is s(t) = f (x) dx meters. Use the 0 graph to answer the following questions. 4 What is the particle’s velocity 3 • (3,3) at time t = 5? 2 • • (2,2) (5,2) 1 • (1,1) 1 2 3 4 5 6 7 8 9
  • 37. Facts about g from f Let f be the function whose graph is given below. Suppose the the position at time t seconds of a particle moving t along a coordinate axis is s(t) = f (x) dx meters. Use the 0 graph to answer the following questions. 4 What is the particle’s velocity 3 • (3,3) at time t = 5? 2 • • (2,2) (5,2) Solution 1 • (1,1) Recall that by the FTC we have 1 2 3 4 5 6 7 8 9 s (t) = f (t). So s (5) = f (5) = 2.
  • 38. Facts about g from f Let f be the function whose graph is given below. Suppose the the position at time t seconds of a particle moving t along a coordinate axis is s(t) = f (x) dx meters. Use the 0 graph to answer the following questions. 4 Is the acceleration of the par- 3 • (3,3) ticle at time t = 5 positive or 2 negative? • • (2,2) (5,2) 1 • (1,1) 1 2 3 4 5 6 7 8 9
  • 39. Facts about g from f Let f be the function whose graph is given below. Suppose the the position at time t seconds of a particle moving t along a coordinate axis is s(t) = f (x) dx meters. Use the 0 graph to answer the following questions. 4 Is the acceleration of the par- 3 • (3,3) ticle at time t = 5 positive or 2 negative? • • (2,2) (5,2) 1 • (1,1) Solution We have s (5) = f (5), which 1 2 3 4 5 6 7 8 9 looks negative from the graph.
  • 40. Facts about g from f Let f be the function whose graph is given below. Suppose the the position at time t seconds of a particle moving t along a coordinate axis is s(t) = f (x) dx meters. Use the 0 graph to answer the following questions. 4 What is the particle’s position 3 • (3,3) at time t = 3? 2 • • (2,2) (5,2) 1 • (1,1) 1 2 3 4 5 6 7 8 9
  • 41. Facts about g from f Let f be the function whose graph is given below. Suppose the the position at time t seconds of a particle moving t along a coordinate axis is s(t) = f (x) dx meters. Use the 0 graph to answer the following questions. 4 What is the particle’s position 3 • (3,3) at time t = 3? 2 • • (2,2) (5,2) Solution 1 • (1,1) Since on [0, 3], f (x) = x, we have 1 2 3 4 5 6 7 8 9 3 9 s(3) = x dx = . 2 0
  • 42. Facts about g from f Let f be the function whose graph is given below. Suppose the the position at time t seconds of a particle moving t along a coordinate axis is s(t) = f (x) dx meters. Use the 0 graph to answer the following questions. 4 At what time during the first 9 3 • (3,3) seconds does s have its largest 2 value? • • (2,2) (5,2) 1 • (1,1) 1 2 3 4 5 6 7 8 9
  • 43. Facts about g from f Let f be the function whose graph is given below. Suppose the the position at time t seconds of a particle moving t along a coordinate axis is s(t) = f (x) dx meters. Use the 0 graph to answer the following questions. 4 At what time during the first 9 3 • (3,3) seconds does s have its largest 2 value? • • (2,2) (5,2) 1 • (1,1) Solution 1 2 3 4 5 6 7 8 9
  • 44. Facts about g from f Let f be the function whose graph is given below. Suppose the the position at time t seconds of a particle moving t along a coordinate axis is s(t) = f (x) dx meters. Use the 0 graph to answer the following questions. 4 At what time during the first 9 3 • (3,3) seconds does s have its largest 2 value? • • (2,2) (5,2) 1 • (1,1) Solution The critical points of s are 1 2 3 4 5 6 7 8 9 the zeros of s = f .
  • 45. Facts about g from f Let f be the function whose graph is given below. Suppose the the position at time t seconds of a particle moving t along a coordinate axis is s(t) = f (x) dx meters. Use the 0 graph to answer the following questions. 4 At what time during the first 9 3 • (3,3) seconds does s have its largest 2 value? • • (2,2) (5,2) 1 • (1,1) Solution By looking at the graph, we 1 2 3 4 5 6 7 8 9 see that f is positive from t = 0 to t = 6, then negative from t = 6 to t = 9.
  • 46. Facts about g from f Let f be the function whose graph is given below. Suppose the the position at time t seconds of a particle moving t along a coordinate axis is s(t) = f (x) dx meters. Use the 0 graph to answer the following questions. 4 At what time during the first 9 3 • (3,3) seconds does s have its largest 2 value? • • (2,2) (5,2) 1 • (1,1) Solution Therefore s is increasing on 1 2 3 4 5 6 7 8 9 [0, 6], then decreasing on [6, 9]. So its largest value is at t = 6.
  • 47. Facts about g from f Let f be the function whose graph is given below. Suppose the the position at time t seconds of a particle moving t along a coordinate axis is s(t) = f (x) dx meters. Use the 0 graph to answer the following questions. 4 Approximately when is the ac- 3 • (3,3) celeration zero? 2 • • (2,2) (5,2) 1 • (1,1) 1 2 3 4 5 6 7 8 9
  • 48. Facts about g from f Let f be the function whose graph is given below. Suppose the the position at time t seconds of a particle moving t along a coordinate axis is s(t) = f (x) dx meters. Use the 0 graph to answer the following questions. 4 Approximately when is the ac- 3 • (3,3) celeration zero? 2 • • (2,2) (5,2) Solution 1 • (1,1) s = 0 when f = 0, which happens at t = 4 and t = 7.5 1 2 3 4 5 6 7 8 9 (approximately)
  • 49. Facts about g from f Let f be the function whose graph is given below. Suppose the the position at time t seconds of a particle moving t along a coordinate axis is s(t) = f (x) dx meters. Use the 0 graph to answer the following questions. 4 When is the particle moving 3 • (3,3) toward the origin? Away from 2 the origin? • • (2,2) (5,2) 1 • (1,1) 1 2 3 4 5 6 7 8 9
  • 50. Facts about g from f Let f be the function whose graph is given below. Suppose the the position at time t seconds of a particle moving t along a coordinate axis is s(t) = f (x) dx meters. Use the 0 graph to answer the following questions. 4 When is the particle moving 3 • (3,3) toward the origin? Away from 2 the origin? • • (2,2) (5,2) 1 • (1,1) Solution The particle is moving away 1 2 3 4 5 6 7 8 9 from the origin when s > 0 and s > 0.
  • 51. Facts about g from f Let f be the function whose graph is given below. Suppose the the position at time t seconds of a particle moving t along a coordinate axis is s(t) = f (x) dx meters. Use the 0 graph to answer the following questions. 4 When is the particle moving 3 • (3,3) toward the origin? Away from 2 the origin? • • (2,2) (5,2) 1 • (1,1) Solution Since s(0) = 0 and s > 0 on 1 2 3 4 5 6 7 8 9 (0, 6), we know the particle is moving away from the origin then.
  • 52. Facts about g from f Let f be the function whose graph is given below. Suppose the the position at time t seconds of a particle moving t along a coordinate axis is s(t) = f (x) dx meters. Use the 0 graph to answer the following questions. 4 When is the particle moving 3 • (3,3) toward the origin? Away from 2 the origin? • • (2,2) (5,2) 1 • (1,1) Solution After t = 6, s < 0, so the 1 2 3 4 5 6 7 8 9 particle is moving toward the origin.
  • 53. Facts about g from f Let f be the function whose graph is given below. Suppose the the position at time t seconds of a particle moving t along a coordinate axis is s(t) = f (x) dx meters. Use the 0 graph to answer the following questions. 4 On which side (positive or neg- 3 • (3,3) ative) of the origin does the 2 • • particle lie at time t = 9? (2,2) (5,2) 1 • (1,1) 1 2 3 4 5 6 7 8 9
  • 54. Facts about g from f Let f be the function whose graph is given below. Suppose the the position at time t seconds of a particle moving t along a coordinate axis is s(t) = f (x) dx meters. Use the 0 graph to answer the following questions. 4 On which side (positive or neg- 3 • (3,3) ative) of the origin does the 2 • • particle lie at time t = 9? (2,2) (5,2) 1 • (1,1) Solution We have s(9) = 1 2 3 4 5 6 7 8 9 6 9 f (x) dx + f (x) dx, 0 6 where the left integral is positive and the right integral is negative.
  • 55. Facts about g from f Let f be the function whose graph is given below. Suppose the the position at time t seconds of a particle moving t along a coordinate axis is s(t) = f (x) dx meters. Use the 0 graph to answer the following questions. 4 On which side (positive or neg- 3 • (3,3) ative) of the origin does the 2 • • particle lie at time t = 9? (2,2) (5,2) 1 • (1,1) Solution In order to decide whether 1 2 3 4 5 6 7 8 9 s(9) is positive or negative, we need to decide if the first area is more positive than the second area is negative.
  • 56. Facts about g from f Let f be the function whose graph is given below. Suppose the the position at time t seconds of a particle moving t along a coordinate axis is s(t) = f (x) dx meters. Use the 0 graph to answer the following questions. 4 On which side (positive or neg- 3 • (3,3) ative) of the origin does the 2 • • particle lie at time t = 9? (2,2) (5,2) 1 • (1,1) Solution This appears to be the case, 1 2 3 4 5 6 7 8 9 so s(9) is positive.
  • 57. Theorem (The Second Fundamental Theorem of Calculus) Suppose f is integrable on [a, b] and f = F for another function f , then b f (x) dx = F (b) − F (a). a
  • 58. Examples Find the following integrals: 1 1 2 2 1 x 2 dx, x 3 dx, x n dx (n = −1), dx x 0 0 1 1 π 1 e x dx sin θ dθ, 0 0
  • 59. The Integral as Total Change Another way to state this theorem is: b F (x) dx = F (b) − F (a), a or the integral of a derivative along an interval is the total change between the sides of that interval. This has many ramifications:
  • 60. The Integral as Total Change Another way to state this theorem is: b F (x) dx = F (b) − F (a), a or the integral of a derivative along an interval is the total change between the sides of that interval. This has many ramifications: Theorem If v (t) represents the velocity of a particle moving rectilinearly, then t1 v (t) dt = s(t1 ) − s(t0 ). t0
  • 61. The Integral as Total Change Another way to state this theorem is: b F (x) dx = F (b) − F (a), a or the integral of a derivative along an interval is the total change between the sides of that interval. This has many ramifications: Theorem If MC (x) represents the marginal cost of making x units of a product, then x C (x) = C (0) + MC (q) dq. 0
  • 62. The Integral as Total Change Another way to state this theorem is: b F (x) dx = F (b) − F (a), a or the integral of a derivative along an interval is the total change between the sides of that interval. This has many ramifications: Theorem If ρ(x) represents the density of a thin rod at a distance of x from its end, then the mass of the rod up to x is x m(x) = ρ(s) ds. 0
  • 63. A new notation for antiderivatives To emphasize the relationship between antidifferentiation and integration, we use the indefinite integral notation f (x) dx for any function whose derivative is f (x).
  • 64. A new notation for antiderivatives To emphasize the relationship between antidifferentiation and integration, we use the indefinite integral notation f (x) dx for any function whose derivative is f (x). Thus x 2 dx = 3 x 3 + C . 1
  • 65. My first table of integrals [f (x) + g (x)] dx = f (x) dx + g (x) dx x n+1 x n dx = cf (x) dx = c f (x) dx + C (n = −1) n+1 1 e x dx = e x + C dx = ln |x| + C x ax ax dx = +C sin x dx = − cos x + C ln a csc2 x dx = − cot x + C cos x dx = sin x + C sec2 x dx = tan x + C csc x cot x dx = − csc x + C 1 √ dx = arcsin x + C sec x tan x dx = sec x + C 1 − x2 1 dx = arctan x + C 1 + x2
  • 66. Outline The Riemann Integral Estimating the integral Properties of the integral Comparison Properties of the Integral The Fundamental Theorem of Calculus Statement Differentiation of functions defined by integrals Properties of the area function The Second FTC Examples Total Change Indefinite Integrals Integration by Substitution Substitution for Indefinite Integrals Substitution for Definite Integrals
  • 67. Integration by Substitution Learning Objectives Given an integral and a specific substitution, perform that substitution Use the substitution method to evaluate definite and indefinite integrals
  • 68. Theorem (The Substitution Rule) If u = g (x) is a differentiable function whose range is an interval I and f is continuous on I , then f (g (x))g (x) dx = f (u) du or du f (u) dx = f (u) du dx This is the “anti” version of the chain rule.
  • 69. Example 2 xe x dx Find
  • 70. Example 2 xe x dx Find Solution Let u = x 2 . Then du = 2x dx and x dx = 1 du. So 2 2 xe x dx = e u du 1 2 = 1 eu + C 2 2 = 1 ex + C 2
  • 71. Theorem (The Substitution Rule for Definite Integrals) If g is continuous and f is continuous on the range of u = g (x), then b g (b) f (g (x))g (x) dx = f (u) du. a g (a)
  • 72. Example π cos2 x sin x dx. Compute 0
  • 73. Example π cos2 x sin x dx. Compute 0 Solution (Slow Way) cos2 x sin x dx and then First compute the indefinite integral evaluate.
  • 74. Example π cos2 x sin x dx. Compute 0 Solution (Slow Way) cos2 x sin x dx and then First compute the indefinite integral evaluate. Let u = cos x. Then du = − sin x dx and cos2 x sin x dx = − u 2 du = − 1 u 3 + C = − 1 cos3 x + C . 3 3 Therefore π π cos2 x sin x dx = − 1 cos3 x = 2. 3 3 0 0
  • 75. Solution (Fast Way) Do both the substitution and the evaluation at the same time.
  • 76. Solution (Fast Way) Do both the substitution and the evaluation at the same time. Let u = cos x. Then du = − sin x dx, u(0) = 1 and u(π) = −1.
  • 77. Solution (Fast Way) Do both the substitution and the evaluation at the same time. Let u = cos x. Then du = − sin x dx, u(0) = 1 and u(π) = −1. So −1 π cos2 x sin x dx = −u 2 du 0 1 1 u 2 du = −1 2 1 = 3 u3 1 =. −1 3