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Young Won Lim6/25/15
Definite Integrals
Young Won Lim6/25/15
Copyright (c) 2011 - 2015 Young W. Lim.
Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.2 or any later version published by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts. A copy of the license is included in the section entitled "GNU Free Documentation License".
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Definite Integrals 3 Young Won Lim6/25/15
dy = f ' (x) dx
dydx
= f ' (x)
ratio not a ratio
dy =dfdx
dx
Differentials and Derivatives (1)
for small enough dx
differentials derivative
f (x1 + dx ) ≈ f (x1) + dy
= f (x1) + f ' (x1)dx
f (x1 + dx ) = f (x1) + dy
= f (x1) + f ' (x1)dx
f (x1 + dx ) − f (x1)
dx= f ' ( x1)
Definite Integrals 4 Young Won Lim6/25/15
dy = f ' (x) dx
dy =dfdx
dx
Differentials and Derivatives (2)
dy = f dx
dy = Dx f dx
∫ dy = ∫ dfdx
dx
∫ dy = ∫ f ' (x) dx
∫ dy =∫ 1dy = y
Definite Integrals 5 Young Won Lim6/25/15
Integration Constant C
∫ dy = ∫ dfdx
dx
∫ dy = ∫ f ' (x) dx
y + C1 = f (x) + C2
y = f (x) + C
place a constant
place another constant
∫ dy = ∫ dfdx
dx + C
differs by a constant
∫ dy = ∫ f ' (x) dx + C
y = f (x) + C
place only one constant from the beginning
Definite Integrals 6 Young Won Lim6/25/15
Applications of Differentials (1)
∫ f ( g(x ) )⋅g ' (x) dx ∫ f ( u ) du=
Substitution Rule
u = g( x) du = g ' (x )dx
∫ f (g)dgdx
dx ∫ f ( g ) dg=
du =dgdx
dx(I)
(II)
Definite Integrals 7 Young Won Lim6/25/15
Applications of Differentials (2)
∫ f (x )g ' (x) dx f (x )g(x ) − ∫ f ' (x )g(x ) dx=
Integration by parts
u = f (x)
v = g(x )
du = f ' (x ) dx
dv = g ' ( x)dx
∫ f (x )g ' (x) dx f (x )g(x ) − ∫ f ' (x )g(x ) dx=
∫udv u v − ∫ v du=
du =dfdx
dx
dv =dgdx
dx
Definite Integrals 8 Young Won Lim6/25/15
?
Anti-derivative
f (x)
differentiation derivative of ?
?Anti-differentiation
f (x)Anti-derivative of f(x)
Definite Integrals 9 Young Won Lim6/25/15
F ' (x) = f (x)
F (x)
Anti-derivative and Indefinite Integral
∫ f (x)dx
Anti-derivative without constantthe most simple anti-derivative
Indefinite Integral
F (x) + C the most general anti-derivative
∫ f (x)dx = F (x) + C
: a function of x
Definite Integrals 10 Young Won Lim6/25/15
Anti-derivative Examples
f (x)=x2
F1(x)=13
x3
F2(x)=13
x3 + 100
F3(x)=13
x3− 49
All are Anti-derivativeof f(x)
the most general anti-derivative of f(x)
13
x3 + C
≡ ∫ x2dxindefinite Integral of f(x)
differentiation
Anti-differentiation
Definite Integrals 11 Young Won Lim6/25/15
Indefinite Integrals
∫a
x1
1 dx
x1 − a
∫a
x1
d fd x
dx
f (x1) − f (a)
∫a
x
1 dx
x − a
∫ dx
x + C
∫−c
xd fd x
dx
f (x) − f (a)
∫ d fd x
dx
f (x) + C
∫ dy
y + C
given x1
a variable x indefinite integral
given x1
a variable x indefinite integral
Definite Integrals 12 Young Won Lim6/25/15
Indefinite Integrals via the Definite Integral
∫ f (x)dxindefinite integral of f(x)
∫a
x
f (t ) dtanti-derivative by the definite integral of f(x)
ddx∫a
x
f (t ) dt = f (x )
∫ f (x) dx = F (x) + C
∫a
x
f (t) dt = F (x) − F (a)
a common reference point : arbitrary
∫a
x
f (t ) dt
Definite Integrals 13 Young Won Lim6/25/15
Definite Integrals via the Definite Integral
∫x1
x2
f (t) dt
a common reference point : arbitrary
[ F (x) + c ]x1
x2 = F( x2)−F (x1) [ F (x) ]x1
x2 = F (x1) − F (x2)
Anti-derivative without constant
∫ f (x)dxindefinite integral of f(x)
∫a
x
f (t ) dtanti-derivative by the definite integral of f(x)
ddx∫a
x
f (t ) dt = f (x )
= ∫a
x1
f (t) dt + ∫a
x2
f (t ) dt
∫a
x
f (t ) dt
Definite Integrals 14 Young Won Lim6/25/15
Indefinite Integral Examples
f (x)=x2
=13
x3+ C∫ x2dxindefinite integral
of f(x)
∫0
x
f (x) dx = [ 13 x3]0
x
=13
x3
∫a
x
f (x) dx = [ 13 x3]a
x
=13
x3−
13a3
∫a
x
f (t ) dt = [ 13 t3]a
x
=13
x3−
13
a3
∫a
x
t 2 dt =13
x3−
13
a2anti-derivative by the definite integral of f(x)
ddx∫a
x
f (t ) dt = f (x ) = x2
Definite Integrals 15 Young Won Lim6/25/15
Definite Integrals on [a, x1]
∫a
x1
f ' (x) dx [ f (x) ]ax1 = f (x1)−f (a)
∫a
x1
g(x) dx [G (x)]ax1 = G (x1)−G(a)
view (I)
view (II)
∫a
x1
1 dx f ' (x) = 1
g(x) = 1
∫a
x1
f ' (x) dx
∫a
x1
1 dx ∫a
x1
g(x) dx
view (I)
view (II)
Definite Integrals 16 Young Won Lim6/25/15
Definite Integrals on [a, x1]
a x1
1
∫a
x1
1 dx
a x1
1
x1−a
∫a
x1
1 dx
dx
dy =dydx
dx = f ' (x)dx
f ' ( x)= 1 g(x) = 1
view (I) view (II)
=∫a
x1
f ' (x) dx
G( x1) = x 1 − a
=∫a
x1
g (x) dx
Definite Integrals 17 Young Won Lim6/25/15
Definite Integrals on [x1, x
2]
a x1
1
x2a x1 x2
x
area
length
f ' ( x)= 1 g(x) = 1
view (I) view (II) G( x) = x
[ f (x) ]x1
x2 = f (x2)−f (x1) [G(x)]x1
x 2 = G (x2)−G(x1)
arbitrary reference point (a, f(a))
arbitrary reference point (a, G(a))
Definite Integrals 18 Young Won Lim6/25/15
A reference point : integration constant C
x2 − x1
f (x) = x∫x1
x2
1 dx
= [ f (x)]x1
x2
= [ f (x) − f (a)]x1
x2
= [ f (x) + C ]x1
x2
arbitrary reference point (a, f(a))
x2 − x1
G (x) = x∫x1
x2
1 dx
= [G (x)]x1
x2
= [G (x) − G (a)]x1
x2
= [G(x) + C ]x1
x2
arbitrary reference point (a, G(a))
view (I) view (II)Anti-derivativewithout a constant
= ∫c
x2
f ' (x)dx −∫c
x1
f ' (x)dx = ∫c
x2
g(x )dx −∫c
x1
g(x)dx
f ' (x) g (x)
Anti-derivativewithout a constant
Definite Integrals 19 Young Won Lim6/25/15
Indefinite Integrals through Definite Integrals
∫ 1 dx
= f (x) − f (a) = x − a
∫a
x1
f ' (x) dx ∫ 1 dx
= G(x) − G (a) = x − a
∫a
x1
g(x) dx
a x1
x1−a
−a
a x1
x1−a
−a
G(x )= x − a
view (I) view (II)
= f (x) + C = G (x) + C
G(x )= x + C
x − a
x − a
f (x )= x − a
f (x )= x + C
arbitrary reference point (a, f(a))
arbitrary reference point (a, G(a))
Definite Integrals 20 Young Won Lim6/25/15
Definite Integrals on [x1, x
2]
a x2
f ' (x)
x1 a x2
G(x2)
x1
G(x1)
G(x )
area
length
∫x1
x2
f ' (x) dx ∫x1
x2
g (x) dxview (I) view (II)
Definite Integrals 21 Young Won Lim6/25/15
Definite Integrals on [a, x1] and [a, x
2]
a x2
a x2x1 a x2
G(x2)
x1
G(x1)
G(x )
length
a x2
G(x2)
x1
G(x1)
G(x )
length
f ' (x)
area
area
∫c
x2
f ' (x)dx −∫c
x1
f ' ( x)dx ∫c
x2
g(x )dx −∫c
x1
g(x)dx
Definite Integrals 22 Young Won Lim6/25/15
Indefinite Integrals through Definite Integrals
a x1a x1
G(x1)− G(a) y = G (x) − G(a)
f ' (x)
= f (x) − f (a) = x − a = G (x) − G(a) = x − a
= f (x) + C = G(x) + C
∫a
x1
f ' (x) dx ∫a
x1
g(x) dxview (I) view (II)
arbitrary reference point (a, f(a))
arbitrary reference point (a, G(a))
Definite Integrals 23 Young Won Lim6/25/15
Derivative Function and Indefinite Integrals
limh→0
f (x1 + h) − f ( x1)
hf ' (x1)
limh→0
f (x2 + h) − f (x2)
hf ' (x2)
limh→0
f (x3 + h) − f (x3)
hf ' (x3)
f ' (x ) = limh→0
f (x + h) − f (x)
h
x1 , x2 , x3
f ' (x1) , f ' (x2) , f ' (x3)
∫x1
x2
f (x ) dx
F (x ) + C = ∫a
x
f ( x) dx
[ x1 , x2] ,[ x3 , x4] , [x5 , x6]
[ F(x ) ]x 1
x 2 , [ F(x) ]x 3
x 4 , [ F (x ) ]x5
x6
∫x3
x4
f (x ) dx
∫x5
x6
f ( x ) dx
function of x function of x
Young Won Lim6/25/15
References
[1] http://en.wikipedia.org/[2] M.L. Boas, “Mathematical Methods in the Physical Sciences”[3] E. Kreyszig, “Advanced Engineering Mathematics”[4] D. G. Zill, W. S. Wright, “Advanced Engineering Mathematics”