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Young Won Lim 12/29/15 Integrals

Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

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Page 1: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Young Won Lim12/29/15

Integrals

Page 2: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Young Won Lim12/29/15

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".

Please send corrections (or suggestions) to [email protected].

This document was produced by using OpenOffice and Octave.

Page 3: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Trigonometry 3 Young Won Lim12/29/15

A

f x = x

f 1 = 1 f 2 = 2 f 3 = 3 f 4 = 4

slope = 1

slope = 2

slope = 3

slope = 4

Page 4: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Trigonometry 4 Young Won Lim12/29/15

B

12

42

92

162

∫ f x dx =12

x2 C

Page 5: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 5 Young Won Lim12/29/15

?

Anti-derivative

f (x)

differentiation derivative of ?

?Anti-differentiation

f (x)Anti-derivative of f(x)

Page 6: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 6 Young Won Lim12/29/15

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

Page 7: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 7 Young Won Lim12/29/15

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

Page 8: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 8 Young Won Lim12/29/15

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

Page 9: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 9 Young Won Lim12/29/15

Indefinite Integrals via the Definite Integral

∫ f (x )dxindefinite integral

∫a

x

f (t ) dtdefinite integral

∫ f (x) d x = F (x ) + C

∫a

x

f (t) d t = F (x) − F (a)

a common reference point : arbitrary

∫a

x

f (t ) dt

f (x )

f (x )

anti-derivative

anti-derivative

Page 10: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 10 Young Won Lim12/29/15

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

= ∫a

x1

f (t) dt + ∫a

x2

f (t ) dt

∫a

x

f (t ) dt

∫ f (x)dxindefinite integral

∫a

x

f (t ) dtdefinite integral

f (x)

f (x)

anti-derivative

anti-derivative

Page 11: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 11 Young Won Lim12/29/15

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

Page 12: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 12 Young Won Lim12/29/15

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)

Page 13: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 13 Young Won Lim12/29/15

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

G (x) = x

= [x ]ax1 = x1 − a

Page 14: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 14 Young Won Lim12/29/15

Definite Integrals over an interval [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))

∫x1

x2

f ' (x) dx = ∫x1

x2

g (x) dx =

Page 15: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 15 Young Won Lim12/29/15

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

Page 16: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 16 Young Won Lim12/29/15

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))

Page 17: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 17 Young Won Lim12/29/15

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)

Page 18: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 18 Young Won Lim12/29/15

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

Page 19: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 19 Young Won Lim12/29/15

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))

Page 20: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 20 Young Won Lim12/29/15

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

Page 21: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 21 Young Won Lim12/29/15

a

Page 22: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 22 Young Won Lim12/29/15

Differentiation & Integration of sinusoidal functions

f x = sin x dd x

f x = cos x leads

g (x) = cos (x )dd x

g(x ) = −sin(x) leads

f x = sin x ∫ f x dx = −cos x C lags

g (x) = cos (x )∫ g(x ) dx = sin(x ) + C lags

Page 23: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 23 Young Won Lim12/29/15

Plotting Lineal Elements

F (x , f (x )) = f ' (x)(x , y) f ' (x)

F (x , y)

tangentslope

x y

f (x)

a single variable function

a two variable function

Page 24: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 24 Young Won Lim12/29/15

Derivative of sin(x)

f (x) = sin(x)

+1 0 -1 0 +1 0 -1 0 +1 0 -1 0 slope

dd x

f (x ) = cos (x )

leads

A1

Page 25: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 25 Young Won Lim12/29/15

Plot of F(x,y) = f'(x) (= cos(x))

+1 0 -1 0 +1 0 -1 0 +1 0 -1 0 slope

f (x ) = sin (x)

+1 0 -1 0 +1 0 -1 0 +1 0 -1 0 slope m

(x , y ) = (x , f (x)) = (x ,sin (x )) x y

(x , y )

(x , y ) m = slope of a tangent f ' (x )

F (x , y ) = f ' ( x)

F (x , sin(x )) = cos(x )

y '

A2

Page 26: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 26 Young Won Lim12/29/15

Plot of f'(x)=cos(x) from a lineal element plot

+1 0 -1 0 +1 0 -1 0 +1 0 -1 0 slope

+1

0

-1

0

+1

0

-1

0

+1

0

-1

0

f (x ) = sin (x)

f ' (x ) = cos(x)

F (x , y ) = f ' ( x)

f (x ) = cos(x)

A3

Page 27: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 27 Young Won Lim12/29/15

Derivative of cos(x)

f x = cos x

0 -1 0 +1 0 -1 0 +1 0 -1 0 +1 slope

dd x

f x = −sin x

leads

B1

Page 28: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 28 Young Won Lim12/29/15

Plot of F(x,y) = f'(x) (= -sin(x))

+1 0 -1 0 +1 0 -1 0 +1 0 -1 0 slope

f (x ) = cos(x)

+1 0 -1 0 +1 0 -1 0 +1 0 -1 0 slope m

(x , y ) = (x , f (x)) = (x ,cos(x )) x y

(x , y )

(x , y ) m = slope of a tangent f ' (x )

F (x , y ) = f ' (x)

F (x , cos(x )) = −sin(x )

y '

B2

Page 29: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 29 Young Won Lim12/29/15

Plot of f'(x)=-sin(x) from a lineal element plot

+1

-1

+1

-1

+1

-1

0 -1 0 +1 0 -1 0 +1 0 -1 0 +1 slope

0 0 0 0 0 0

cos(x)

f (x ) = cos(x)

f ' (x ) = −sin(x)

f (x ) = −sin (x )

B3

Page 30: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 30 Young Won Lim12/29/15

Definite Integrals of sin(x)

f x = sin x

0 1 2 1 0 1 2 1 0 1 2 1 area + 0

-1 0 +1 0 -1 0 +1 0 -1 0 +1 0 area - 1

∫0

/2sin t d t = 1

∫0

xsin (t) d t

∫−π /2

xsin (t ) d t

= [−cos(t)]0x

= [−cos(t)]−π /2x

=−cos(x)+1

=−cos(x)+0

C1

Page 31: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 31 Young Won Lim12/29/15

Indefinite Integrals of sin(x)

f x = sin x

∫ f (x ) dx = −cos(x) + C

∫0

/2sin t d t = 1

lags

C2

Page 32: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 32 Young Won Lim12/29/15

Definite Integrals of cos(x)

f x = cos x

0 1 0 -1 0 1 0 -1 0 1 0 -1

∫0

/2cos x d x = 1

D1

∫0

xcos(t) d t

∫−π /2

xcos(t) d t

= [sin (t)]0x

= [sin (t)]−π/2x

= sin (x)−0

= sin (x)+1

1 2 1 0 1 2 1 0 1 2 1 0

area - 0

area + 1

Page 33: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Integrals 33 Young Won Lim12/29/15

Indefinite Integrals of cos(x)

f x = cos x

∫ f (x ) dx = sin( x) + C

∫0

/2cos x d x = 1

lags

D2

Page 34: Integrals - Wikimedia...2015/12/29  · Integrals 6 Young Won Lim 12/29/15 F'(x) = f(x) F(x) Anti-derivative and Indefinite Integral ∫f(x)dx Anti-derivative without constant the

Young Won Lim12/29/15

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”