Integral Calculus

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Think of integration as the inverse of differentiation.

As an example, the result of differentiating the function $y(x) = ax^3 +bx+c $ was:

$$f(x) = \dfrac{dy}{dx} = 3 ax^3 +b$$

We can write this Equation as $dy= f(x) dx = (3 ax^3 +b) dx$ and obtain $y(x)$ by “summing” over all values of $x$. Mathematically, we write this inverse operation as:

$$y(x) = \int f(x) dx = \int (3 ax^3 +b) dx = ax^3+bx+c$$

where $c$ is a constant of the integration.

Indefinite and Definite integrals

The above example of integral is called an indefinite integral because its value depends on the choice of $c$. A general indefinite integral $I(x)$ is defined as:

$$I(x) = \int f(x) dx$$

where $f (x)$ is called the integrand and $f(x) = \dfrac{dI(x)}{dx}$.

 

yjetdrsetghgtuFor a general continuous function $f(x)$, the integral can be interpreted geometrically as the area under the curve bounded by $f(x)$ and the $x$ axis, between two specified values of $x$, say, $x_1$ and $x_2$.

The area of the blue element in the figure is approximately $f(x_i)$ $\Delta x_i$. If we sum all these area elements between $x_1$ and $x_2$ and take the limit of this sum as $\Delta x_i \to 0$, we obtain the true area under the curve bounded by $f(x)$ and the $x$ axis, between the limits $x_1$ and $x_2$:

$$\text{Area}= \lim_{\Delta x_i \to 0} \sum_{i} f(x_i) \Delta x_i =\int^{x_2}_{x_1} f(x) dx $$

Integrals of the type defined by the above Equation are called definite integrals.

 

One common integral that arises in practical situations has the form:

$\int x^n dx = \dfrac{x^{n+1}}{n+1} + c \;\;\;\;\;\;\;\;\; (n \neq -1)$

This result is obvious, being that differentiation of the right-hand side with respect to $x$ gives $f(x)= x^n$ directly.

If the limits of the integration are known, this integral becomes a definite integral and is written:

$\int_{x_1}^{x_2} x^n dx = \left.\begin{matrix} \dfrac{x^{n+1}}{n+1} \end{matrix}\right|_{x_1}^{x_2} = \dfrac{x_2^{n+1} - x_1^{n+1}}{n+1} \;\;\;\;\;\;\;\;\; (n \neq -1)$

 

Useful indefinite integrals

Some useful indefinite integrals

Italian Trulli

 

Useful definite integrals

Gauss’s probability integral and other definite integrals

Italian Trulli

Exercises

With help from the preceding integration rules, evaluate the integral:

  • $\int_{0}^{a} x^2 dx$    Answer

    Answer

    $\dfrac{a^3}{3}$.
  • $\int_{3}^{5} x dx$    Answer

    Answer

    8.
  • $\int_{0}^{b} x^{\frac{3}{2}} dx$    Answer

    Answer

    $\dfrac{2}{5} b^{\frac{5}{2}}$.
Online Calculators:    Indefinite integral
Online Calculators:    Definite integral

Partial Integration

Sometimes it is useful to apply the method of partial integration (also called “integrating by parts”) to evaluate certain integrals. This method uses the property:

$$\int u dv = uv - \int v du$$

where $u$ and $v$ are carefully chosen so as to reduce a complex integral to a simpler one.

In many cases, several reductions have to be made. Consider the function:

$I(x) = \int x^2 e^x dx$

which can be evaluated by integrating by parts twice. First, if we choose $u = x^2$, $v = e^x$, we obtain:

$\int x^2 e^x dx = \int x^2 d(e^x) = x^2 e^x - 2 \int e^x x dx + c_1$

Now, in the second term, choose $u=x$, $v=e^x$, which gives:

$\int x^2 e^x dx = x^2 e^x - 2 x e^x + 2 \int e^x dx + c_1 \\$ $\int x^2 e^x dx = x^2 e^x - 2 x e^x + 2 e^x + c_2$

The Perfect Differential

Another useful method to remember is that of the perfect differential, in which we look for a change of variable such that the differential of the function is the differential of the independent variable appearing in the integrand. For example, consider the integral:

$I(x) = \int \cos^2 x \sin x dx$

This integral becomes easy to evaluate if we rewrite the differential as $d (\cos x) = -\sin x dx$. The integral then becomes:

$\int \cos^2 x \sin x dx = -\int \cos^2 x d(\cos x)$

If we now change variables, letting $y = \cos x$, we obtain:

$\int \cos^2 x \sin x dx = - \int y^2 dy = -\dfrac{y^3}{3} + c = - \dfrac{\cos^3 x}{3} +c$

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