VIETNAM NATIONAL UNIVERSITY AT HO

CHI MINH CITY

INTERNATIONAL UNIVERSITY

Chapter 4: Integration
Calculus 1
Lecturer: Nguyen Minh Quan, PhD
[email protected]

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 1 / 78

 Contents

1 Areas under Curves

2 The Definite Integral and its properties

3 The Fundamental Theorem of Calculus

4 Techniques of Integration

5 Approximate Integration

6 Improper Integrals

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 2 / 78

Introduction

In Chapter 2 we learnt about differentiation. Given a total

quantity, differentiation allows us to find its rate of change by
taking its derivative.
In this chapter, we study the reverse process: given a rate of
change, integration allows us to find a total quantity.
Do we have any connection between differentiation and
integration?
Integral and differential calculus are connected by The
Fundamental Theorem of Calculus which connects them.
Integration has various of applications such as measuring area,
volume,...It thus is related to measure the area under the curve.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 3 / 78

1. Areas under Curves

Assume that a car was moving with constant velocity v (m/s)

during the time t1 and t2 . Then the distance that this car
traveled on [t1 , t2 ] is S = v × (t2 − t1 ).
This quantity equals to the area bounded by the horizontal line
y = v and the two vertical lines x = t1 , x = t2 .

When the velocity of the car is not constant; that is, v varies in
time v = v (t). What is the distance traveled by this car?

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 4 / 78

1. Areas under Curves
The previous example is related to a fundamental problem of
calculus: given a nonnegative continuous function y = f (x), find the
area S of the region R lying under the graph of f , above the x-axis
and between the vertical lines x = a and x = b, where a < b.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 5 / 78

1. Areas under Curves

The idea behind the computing this area is that we can

effectively compute such quantities by breaking it into small
pieces and then summing the contributions from each piece.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 6 / 78

1. Areas under Curves

The idea behind the computing this area is that we can

effectively compute such quantities by breaking it into small
pieces and then summing the contributions from each piece.
We divide [a, b] into N closed subinterval so that
a = x0 < x1 < x2 < ... < xn−1 < xN = b
and
∆xi → 0 as N → ∞
Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 6 / 78
1. Areas under Curves

The set P = {x0 , x1 , ..., xN−1 , xN } is called a partition of [a, b].

In each subinterval [xi−1 , xi ], we select an arbitrary point ci ,
i = 1, .., n. The area of a i th rectangle with height f (ci ) and
width ∆xi is f (ci ) ∆xi .
We approximate the area S by summing the areas of all the
PN
rectangles: SP = f (ci ) ∆xi . This sum is called Riemann sum.
i=1
As N → ∞, the area of the rectangles becomes closer to S.
Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 7 / 78
1. Areas under Curves

Definition
The area S of the region under a nonnegative, continuous function f
is the limit of the sum of the areas of approximating rectangles:
N
X
S = lim SP = lim f (ci ) ∆xi
N→∞ n→∞
i=1

Note: It can be shown that if f is continuous, this limit always exists.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 8 / 78

2. The Definite Integral

Definition
The definite integral of a nonnegative, continuous function f over
[a, b] is the limit of Riemann sums (that is, the limit of the sum of the
areas of approximating rectangles) and is denoted by the integral sign:

Zb N
X
f (x)dx = lim SP = lim f (ci ) ∆xi
N→∞ N→∞
a i=1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 9 / 78

2. The Definite Integral
Now we generalize further, removing the restrictions that f must be
nonnegative. Assume that f is continuous on the closed, finite interval
[a; b]. If f (x) is nonnegative, then the definite integral is not equal to
an area in the usual sense, but we may interpret it as the "signed
area" between the graph and the x-axis.
Signed area (net area) is defined as the difference of the area above
x-axis and the area below x-axis.

Zb
f (x)dx = net area
a
Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 10 / 78
2. The Definite Integral

Theorem
If f is continuous on [a, b] then f is integrable on [a, b].

Definition
The definite integral of an integrable function f over [a, b] is the limit
of Riemann sums (that is, the limit of the sum of the areas of
approximating rectangles) and is denoted by the integral sign:

Zb N
X
f (x)dx = lim SP = lim f (ci ) ∆xi
N→∞ N→∞
a i=1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 11 / 78

2. The Definite Integral

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 12 / 78

Properties of the Definite Integral
If f and g are integrable on an interval containing a, b and c.
Ra
a
f (x)dx = 0.
Rb Ra
a
f (x)dx = − b f (x)dx.
Rb Rb Rb
a
[αf (x) + βg (x)]dx = α a
f (x)dx + β a
g (x)dx.
Rb Rc Rc
a
f (x)dx + b f (x)dx = a f (x)dx.
Rb Rb
If f (x) 6 g (x) and a 6 b then a f (x)dx 6 a g (x)dx.
R  R
 b b
If a 6 b then  a f (x)dx  6 a |f (x)|dx

Ra
If fodd is an odd function then −a fodd (x)dx = 0.
Ra
If feven is an even function then −a feven (x)dx =
Ra
2 0 feven (x)dx.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 13 / 78

Properties of the Definite Integral
Example
Use the properties of integrals to evaluate

Z3
1 + x 3 dx

−3

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 14 / 78

Properties of the Definite Integral
Example
Use the properties of integrals to evaluate

Z3
1 + x 3 dx

−3

Solution

Z3 Z3 Z3
3
x 3 dx = 6


1+x dx = 1dx +
−3 −3 −3

Since the first integral is the area of the rectangle of the sides 6 and
1. the second integral is zero due to the the fact that x 3 is an odd
function.
Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 14 / 78
The Mean Value Theorem for Integrals

Theorem
If f is continuous on [a, b] then there exists c ∈ [a, b] such that
Z b
f (x)dx = f (c)(b − a)
a

Definition
The value f (c) is called the average value or mean value of f on
[a, b],
Zb
1
fav = f (x)dx.
b−a
a

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 15 / 78

The Mean Value Theorem for Integrals

Example
Find the mean value of the function f (x) = 1 + x 3 on the interval
[−3, 3].

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 16 / 78

The Fundamental Theorem of Calculus

Calculating integrals by taking the limit of Riemann sums is often

long and difficult. There is a more effective way to calculate integrals.
This effective way is based on the relationship between integration
and differentiation which is called The Fundamental Theorem of
Calculus.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 17 / 78

The Fundamental Theorem of Calculus

Calculating integrals by taking the limit of Riemann sums is often

long and difficult. There is a more effective way to calculate integrals.
This effective way is based on the relationship between integration
and differentiation which is called the Fundamental Theorem of
Calculus (FTC).

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 18 / 78

The Fundamental Theorem of Calculus
Suppose that f is continuous on an interval I containing the point a.
(a) Let a function F (x) be defined on I by
Zx
F (x) = f (t)dt
a

Then F is an antiderivative of f , i.e., F 0 (x) = f (x).

(b) If G is any antiderivative of f on I , then for any b in I we have

Zb
f (x)dx = G (b) − G (a) := G (x)|ba
a

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 19 / 78

The Fundamental Theorem of Calculus

Example
(a) Find the average value of f (x) = e −x + cosx on − π2 , 0 .
 
R2 2
(b) Find the derivatives of A (x) = e −t dt.
x
Rx 3 2
(c) Find the derivatives of B (x) = e −t dt.
x2

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 20 / 78

The Fundamental Theorem of Calculus

Example
(a) Find the average value of f (x) = e −x + cosx on − π2 , 0 .
 
R2 2
(b) Find the derivatives of A (x) = e −t dt.
x
Rx 3 2
(c) Find the derivatives of B (x) = e −t dt.
x2
Solution
(a) The average value is

Z0 0
1 2 2
e −x −e −x + sin x  = e π/2



+ cos x dx =
0 − − π2


π −π π
− π2 2

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 20 / 78

The Fundamental Theorem of Calculus

Solution (Cont.)
Rx 2 2
(b) A (x) = − e −t dt ⇒ F 0 (x) = −e −x .
2

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 21 / 78

The Fundamental Theorem of Calculus

Solution (Cont.)
Rx 2 2
(b) A (x) = − e −t dt ⇒ F 0 (x) = −e −x .
2
2 Rx 2
(c) Let F be an antiderivative of e −t , i.e, F (x) = e −t dt for any a.
a
Zx 3 Zx 2
2 2
B (x) = e −t dt − e −t dt = F (x 3 ) − F (x 2 ).
0 0

d d d
F x3 − F x2 =





Thus, B(x) =
dx
dx
dx
2 0 0 2 −x 6 4
3
3x F x − 2xF x = 3x e2
− 2xe −x .

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 21 / 78

The Fundamental Theorem of Calculus
Example
R 1 √
(a) Find 0
(2x 5 + 2 x − 1) dx.

(b) Find the area under the curve y = 1/x 2 and above y = 0
between x = 1 and x = 2.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 22 / 78

Table of indefinite integral
Both parts of the Fundamental Theorem establish connections
between antiderivatives and definite integrals.
Table of antiderivatives

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 23 / 78

Practical Application: Finding Total Change
Theorem
If F (x) is a total quantity and f = dF /dx is its rate of change, then
the integral of a rate of change is the total change

Zb Zb
dF
f (x)dx = dx = F (b) − F (a)
dx
a a

Example of practical applications

1. If the rate of growth of a population is dP/dt, then the increase in
population during the time period from t1 to t2 is
Zt2
dP
dt = P (t2 ) − P (t1 )
dt
t1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 24 / 78

Practical Application: Finding Total Change
Example of practical applications
2. If C (x) is the cost of producing x units of a commodity, then the
cost of increasing production from x1 to x2 is
Zx2
C’ (x) dx = C (x2 ) − C (x1 )
x1

3. If an object move along a straight line with position function s(t),

then its velocity is v (t) = s 0 (t), so the change of position
(displacement) of the object during the time period from t1 to t2 is

Zt2
v (t) dt = s (t2 ) − s (t1 )
t1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 25 / 78

Practical Application: Finding Total Change

Rt2
Note that the total distance travelled during t1 and t2 is |v (t) |dt.
t1

Example of practical applications

The marginal cost in producing x computer chips (in units of 1000) is
C 0 (x) = 150x 2 − 3000x + 17500 ($ per 1000 chips).
(a) Find the cost of increasing production from 10,000 to 15,000
chips.
(b) Assuming C(0) = $35,000 (that is, set up costs were $35,000),
find the total cost of producing 15,000 chips

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 26 / 78

Practical Application: Finding Total Change

Example of practical applications

A particle moves along a line so that its velocity at time t is
v (t) = t 2 − t − 6 (m/s).
(a) Find the displacement of the particle during the time period
1 ≤ t ≤ 4.
(b) Find the distance traveled during this time period.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 27 / 78

Practical Application: Newton’s Law of Cooling
Newton’s Law of Cooling: Let T (t) be the temperature of the
object at time t and Ts be the temperature of the surroundings
(Ts < (T (t)), then
dT
= −k (T − Ts )
dt
where k is a positive constant.
That is, the rate of cooling of an object is proportional to the
temperature difference between the object and its surroundings.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 28 / 78

Practical Application: Newton’s Law of Cooling
Newton’s Law of Cooling: Let T (t) be the temperature of the
object at time t and Ts be the temperature of the surroundings
(Ts < (T (t)), then
dT
= −k (T − Ts )
dt
where k is a positive constant.
That is, the rate of cooling of an object is proportional to the
temperature difference between the object and its surroundings.
Find T (t)? Integrating the (differential) equation,

dT
Z Z
= k dt ⇒ ln (T − Ts ) = −kt + ln (T (0) − Ts )
T − Ts
This implies
T (t) = Ts + (T (0) − Ts ) e −kt

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 28 / 78

Practical Application: Newton’s Law of Cooling
Example: Newton’s Law of Cooling
A detective found a corpse in a motel room at midnight and its
temperature was 80o F. The temperature of the room is kept
constant at 60o F. Two hours later the temperature of the corpse
dropped to 75o F. Find the time of death. Note that the temperature
of a normal person is 98.6o F (37o C)

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 29 / 78

Practical Application: Newton’s Law of Cooling
Example: Newton’s Law of Cooling
A detective found a corpse in a motel room at midnight and its
temperature was 80o F. The temperature of the room is kept
constant at 60o F. Two hours later the temperature of the corpse
dropped to 75o F. Find the time of death. Note that the temperature
of a normal person is 98.6o F (37o C)
Solution
Let T (t) be the temperature of the corpse at time t. We have
T (t) = Ts + (T (0) − Ts ) e −kt . Thus, at t = 2:
 
−2k 1 75 − 60
T (2) = 60+(80 − 60) e = 75 ⇒ k = − ln = 0.1438
2 80 − 60

At time of death: T (td ) = 60
+ (80 − 60) e −ktd = 98.6.

Therefore, td = − k1 ln 98.6−60
80−60
= −4.57 hours.
Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 29 / 78
Substitution Method
Substitution Rule
Z Z
0
f (u (x)) u (x)dx = f (u) du =F (u (x)) + C

where F is an anti-derivative of f , that is, F 0 (x) = f (x).

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 30 / 78

Substitution Method
Substitution Rule
Z Z
0
f (u (x)) u (x)dx = f (u) du =F (u (x)) + C

where F is an anti-derivative of f , that is, F 0 (x) = f (x).

Example
R
Evaluate 3x 2 cos (x 3 ) dx.
Solution

Let u = x 3 ⇒ du = 3x 2 dx.
Applying the substitution rule:
Z Z
3x cos x dx = cos (u) du = sin u + C = sin x 3 + C .
2 3

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 30 / 78

Substitution Method
Example
R 5
Evaluate 2x (x 2 + 9) dx.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 31 / 78

Substitution Method
Example
R 5
Evaluate 2x (x 2 + 9) dx.
Solution
Step 1. Choose the function u and compute du.
Let u = x 2 + 9 then du = 2xdx.
Step 2. Rewrite the integral in terms of u and du , and evaluate
1
Z Z

5
2x x + 9 dx = u 5 du = u 6 + C
2
6
Step 3. Express the final answer in terms of x
1 2
Z

5
6
2x x 2 + 9 dx = x + 9 + C.
6

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 31 / 78

Substitution Method

Example
√ x
R
Evaluate 1−4x 2
dx.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 32 / 78

Substitution Method

Example
√ x
R
Evaluate 1−4x 2
dx.
Solution
1
Let u = 1 − 4x 2 . Thus du = −8xdx, so xdx = − du
8
x 1 1 1 1 √

Z Z Z
√ dx = − √ du = − u −1/2 du = − 2 u + C
1 − 4x 2 8 u 8 8
Therefore,
x 1√
Z
√ dx = − 1 − 4x 2 + C .
1 − 4x 2 4

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 32 / 78

Substitution Method
Exercises
Using
R substitution method to evaluate
2 +6x
1. (x 33x
+3x 2 +9)4
dx
R 2 4
2. (x + 2x) (x 3 + 3x 2 + 1) dx
R
3. e 3x dx
R 2
4. xe x +1 dx
R √
5. x 5 1 + x 2 dx
R
6. cos3 x sin xdx
R −1 x
7. tan1+x 2
dx
2
8. (lnxx) dx. [u = ln x]
R

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 33 / 78

Substitution Method For Definite Integrals

Change of Variables Formula for Definite Integrals

If u(x) is differentiable on [a, b] and f (x) is integrable on the range
of u(x), then

Zb Zu(b)
f (u (x)) u 0 (x) dx = f (u) du
a u(a)

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 34 / 78

Substitution Method For Definite Integrals
Example
R2 √
Evaluate x 2 x 3 + 1dx.
0

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 35 / 78

Substitution Method For Definite Integrals
Example
R2 √
Evaluate x 2 x 3 + 1dx.
0
Solution
Let u = x 3 +√ 1, thus du1=
√ 3x 2 dx.
2
We have x x 3 + 1 = 3 udu.

x = 0 ⇒ u (0) = 1

x = 2 ⇒ u (2) = 9
Therefore,
Z2 √ Z9 9
2 1 √ 2 3/2  52
x x 3 + 1dx = udu = u  =
3 9 1 9
0 1
Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 35 / 78
Substitution Method For Definite Integrals
Examples
Use the Change of Variables Formula to evaluate the definite integral
1-4.
R6 √
1. x + 3dx.
1
R4 √
2. x x 2 + 9dx.
0
π/2
R
3. cos3 x sin xdx.
0
Re 4 dx
4. √
x ln x
.
e
1
R1 dt
Rx dt
5. Prove that 1+t 2
= 1+t 2
.
x 1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 36 / 78

Integration by parts

Integration by parts
Z Z
0
u (x) v (x) dx = u (x) v (x) − u 0 (x) v (x) dx

Or Z Z
udv = uv − vdu

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 37 / 78

Integration by parts

Example
R
Evaluate x sin xdx

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 38 / 78

Integration by parts

Example
R
Evaluate x sin xdx
Solution
 
u=x du = dx
Let ⇒
dv = sin xdx v = − cos x
Z Z Z
x sin xdx = udv = uv − vdu

Thus,
Z Z
x sin xdx = −x cos x + cos xdx = −x cos x + sin x + C

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 38 / 78

Integration by parts

Example
R
Evaluate ln xdx

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 39 / 78

Integration by parts

Example
R
Evaluate ln xdx
Solution

du = x1 dx
 
u = ln x
Let ⇒
dv = dx v =x
Z Z Z
ln xdx = udv = uv − vdu

Thus, Z Z
ln xdx = x ln x − dx = x ln x − x + C

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 39 / 78

Integration by parts

Example
R
Evaluate x 2 e x dx

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 40 / 78

Integration by parts

Example
R
Evaluate x 2 e x dx
Solution

u = x2

du = 2xdx
Let x ⇒
dv = e dx v = ex
Z Z Z
2 x
x e dx = udv = uv − vdu
Z Z
2 x 2 x
x e dx = x e − 2 xe x dx

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 40 / 78

Integration by parts
Solution(Cont.)
R
Evaluate xe x dx
 
u=x du = dx
Let ⇒
dv = e x dx v = ex
Z Z Z
x
xe dx = udv = uv − vdu
Z Z
x x
xe dx = xe − e x dx = xe x − e x + C

Therefore, Z
x 2 e x = x 2 e x − 2xe x + 2e x + C1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 41 / 78

Integration by parts

Integration by parts for definite integrals

Zb Zb
u (x) v 0 (x) dx = u (x) v (x)|ba − u 0 (x) v (x) dx
a a

Example
Find the area of the region bounded by the curve y = tan−1 x, the
x-axis, and the lines x = 0 and x = 1.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 42 / 78

Trigonometric Integrals
Trigonometric Substitution
Evaluate Z
sinm x cosn xdx

If either m or n is odd, positive integer, the integral can be done

easily by substitution.
If the power of sin x and cos x are both even, then we can make
use of the double-angle formulae
1 + cos 2x 1 − cos 2x
cos2 x = , and sin2 x =
2 2

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 43 / 78

Trigonometric Integrals

Trigonometric Substitution
Evaluate
(a) R sin4 x cos3 xdx
R

(b) R sin4 x dx
(c) R tan xdx
dx
(d) sin x
.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 44 / 78

Trigonometric Integrals
Example: Trigonometric Inverse Substitutions

Example
1.Evaluate
Z1/2 √
x 2 1 − x 2 dx
0

2.
dx
Z
√
4 + x2
Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 45 / 78
The Method of Partial Fractions
R P(x)
Find Q(x)
dx where P(x) and Q(x) are polynomials (a ratio of
P(x)
polynomials)? We rewrite Q(x)
as

P (x) R (x)
= S (x) +
Q (x) Q (x)

where deg (R) < deg (Q).

Example
x3 + x
Z  
2
Z
dx = x2 + x + 2 + dx
x −1 x −1
x3 x2
= + + 2x + 2 ln |x − 1| + C
3 2

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 46 / 78

The Method of Partial Fractions
Case 1: The denominator Q(x) is a product of distinct linear factors
(no factor is repeated).

Q (x) = (a1 x + b1 ) (a2 x + b2 ) ... (ak x + bk )

In this case the partial fraction theorem states that there exist
constants A1 , .., Ak such that

R (x) A1 A2 Ak
= + + ... +
Q (x) a1 x + b1 a2 x + b2 a k x + bk

Example
x+5
R
Evaluate x 2 +x−2

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 47 / 78

The Method of Partial Fractions
Solution
Note that
x +5 x +5 A B
= := +
x2 + x − 2 (x − 1) (x + 2) x −1 x +2

A+B =1
x + 5 = A (x + 2) + B (x − 1) .This implies
2A − B = 5
⇒ A = 2, B = −1
Thus, Z  
x +5 2 1
Z
2
dx = − dx =
x +x −2 x −1 x +2
= 2 ln |x − 1| − ln |x + 2| + C .

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 48 / 78

The Method of Partial Fractions
Case 2: Q(x) is a product of linear factors, some of which are
repeated.
3 −x+1
Example: xx2 (x−1) A B C
2 = x + x 2 + x−1 +
D
(x−1)2
.

Example
x 4 −2x 2 +4x+1
R
Evaluate x 3 −x 2 −x+1
dx
Hint:
x 4 − 2x 2 + 4x + 1 4x
3 2
=x +1+ 3 2
x −x −x +1 x −x −x +1
4x 4x A B C
= 2 = + 2 +
x3 − x2 − x + 1 (x − 1) (x + 1) x − 1 (x − 1) x +1
A = 1, B = 2, C = −1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 49 / 78

The Method of Partial Fractions
Case 3: Q(x)contains irreducible quadratic factors, none of which is
repeated.
If Q(x) has the factor ax 2 + bx + c, where b2 − 4ac < 0, then the
expression for R(x)/Q(x) will have a term of the form axAx+B
2 +bx+c

where A and B are constants to be determined.

Example
−2x + 4
Z
dx
(x 2 + 1) (x − 1)
Answer:
1
− ln x 2 + 1 − 3 arctan (x) + ln |x − 1| + C


2

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 50 / 78

Approximate Integration
How to evaluate the following integral

Z1
sin x 2 dx =?

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 51 / 78

Approximate Integration
How to evaluate the following integral

Z1
sin x 2 dx =?

2
The
√ antiderivatives of some functions, like sin(x ), 1/ln(x), and
1 + x 4 , have no elementary formulas. When we cannot find a
workable antiderivative for a function f that we have to integrate, we
can partition the interval of integration, replace f by a closely fitting
polynomial on each subinterval, integrate the polynomials, and add
the results to approximate the integral of f .
This procedure is an example of numerical integration.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 51 / 78

Midpoint Rule
Rb
Assume we want to approximate the following integral f (x)dx. We
a
b−a
divide [a, b] into n subintervals of equal length ∆x = n
. Denoting
xk = a + k∆x, k = 0, 1, 2, .., n.
Midpoint Rule
Zb
f (x)dx ≈ Mn = ∆x [f (x̄1 ) + f (x̄2 ) + ... + f (x̄n )]
a

where x̄i = 21 (xi−1 + xi ) = midpoint of [xi−1 , xi ]

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 52 / 78

Midpoint Rule
Example
R2 dx
Use the Midpoint Rule with n = 5 to approximate the integral x
.
1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 53 / 78

Midpoint Rule
Example
R2 dx
Use the Midpoint Rule with n = 5 to approximate the integral x
.
1
Solution
Noting that a = 1, b = 2, n = 5, ∆x = 0.2; x0 = 1, x1 = 1.2, x2 =
1.4, x3 = 1.6, x4 = 1.8, x5 = 2.

Z2
dx
≈ ∆x [f (1.1) + f (1.3) + f (1.5) + f (1.7) + f (1.9)]
x
1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 53 / 78

The Trapezoidal Rule
Rb
The n-subinterval Trapezoid Rule approximation to f (x)dx is given
a
by

Zb
∆x
f (x)dx ≈ Tn = [f (x0 ) + 2f (x1 ) + ... + 2f (xn−1 ) + f (xn )]
2
a

b−a
where ∆x = n
and xi = a + i∆x.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 54 / 78

The Trapezoidal Rule

Example
Use the Trapezoidal Rule with n = 4 to approximate the integral
R2 2
x dx.
1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 55 / 78

The Trapezoidal Rule

Example
Use the Trapezoidal Rule with n = 4 to approximate the integral
R2 2
x dx.
1
Solution
Noting that a = 1, b = 2, n = 4, ∆x = 1/4; x0 = 1, x1 = 5/4, x2 =
6/4, x3 = 7/4, x4 = 2.
1
T4 = [f (x0 ) + 2f (x1 ) + 2f (x2 ) + 2f (x3 ) + f (x4 )]
8
       
1 25 36 49 75
T4 = 1+2 +2 +2 +4 = = 2.34375
8 16 16 16 32

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 55 / 78

The Simpson’s Rule

Rb
The Simpson’s Rule approximation to f (x)dx based on an even
a
number n of subintervals of equal length is

∆x
Sn = [f (x0 ) + 4f (x1 ) + 2f (x2 ) + .. + 2f (xn−2 ) + 4f (xn−1 ) + f (xn )
3
b−a
where ∆x = n
and xi = a + i∆x. In other words,

∆x
Sn = [f (xend ) + 4f (xodd ) + 2f (xeven )]
3

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 56 / 78

The Simpson’s Rule

Example
Use the Simpson’s Rule with n = 4 to approximate the integral
R2 2
5x dx.
0

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 57 / 78

The Simpson’s Rule

Example
Use the Simpson’s Rule with n = 4 to approximate the integral
R2 2
5x dx.
0
Solution
a = 0, b = 2, n = 4, ∆x = 1/2; x0 = 0, x1 = 1/2, x2 = 3/2, x3 = 2.

∆x
S4 = [f (x0 ) + 4f (x1 ) + 2f (x2 ) + 4f (x3 ) + f (x4 )]
3
     
1 5 405 1
S4 = 0+4 + 2 (5) + 4 + (80) = 32
6 16 16 2

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 57 / 78

Approximate Integration

Exercise
1. Calculate the Trapezoid Rule approximations T4 , T8 and T16 for
R2 dx
x
.
1

2. Calculate the Simpson’s Rule approximations S4 , S8 and S16 for

R2 dx
x
. Compute the exact errors if we know the value of the integral
1
R2 dx
x
= ln2 = 0.69314718....
1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 58 / 78

Improper Integrals

Up to now, we have required definite integrals to have two

properties. First, that the domain of integration [a, b] be finite.
Second, that the range of the integrand be finite on this domain.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 59 / 78

Improper Integrals

Up to now, we have required definite integrals to have two

properties. First, that the domain of integration [a, b] be finite.
Second, that the range of the integrand be finite on this domain.
In practice, we may encounter problems that fail to meet one or
both of these conditions. In either case the integral is called an
improper integral.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 59 / 78

Improper Integrals

Up to now, we have required definite integrals to have two

properties. First, that the domain of integration [a, b] be finite.
Second, that the range of the integrand be finite on this domain.
In practice, we may encounter problems that fail to meet one or
both of these conditions. In either case the integral is called an
improper integral.
The integral for the area under the curve y = 1/x 2 from x = 1
to x = ∞ is an example for which the domain is infinite.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 59 / 78

Improper Integrals of Type 1 (Infinite Intervals)
Let consider the area A under the curve y = 1/x 2 from x = 1 to
x = ∞. The area of the part of that lies to the left of the line x = t is
Zt t
dx 1  1
A (t) = 2
= −  =1−
x x 1 t
1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 60 / 78

Improper Integrals of Type 1 (Infinite Intervals)
Let consider the area A under the curve y = 1/x 2 from x = 1 to
x = ∞. The area of the part of that lies to the left of the line x = t is
Zt t
dx 1  1
A (t) = 2
= −  =1−
x x 1 t
1

We define A as the limit of A(t) as t → ∞:

A = lim A (t) = 1 sq.unit.
t→∞
R∞ Rt
Thus, it is reasonable to define dxx2
= lim dx
2.
1 t→∞ 1 x

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 60 / 78

Improper Integrals of Type 1 (Infinite Intervals)
Definition
Integrals with infinite limits of integration are improper integrals of
Type I .
R∞ Rb
If f is continuous on [a, ∞), then f (x)dx = lim f (x)dx.
a b→∞ a

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 61 / 78

Improper Integrals of Type 1 (Infinite Intervals)
Definition
Integrals with infinite limits of integration are improper integrals of
Type I .
R∞ Rb
If f is continuous on [a, ∞), then f (x)dx = lim f (x)dx.
a b→∞ a

If f is continuous on [−∞, b), then

Rb Rb
f (x)dx = lim f (x)dx.
−∞ a→−∞ a

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 61 / 78

Improper Integrals of Type 1 (Infinite Intervals)
Definition
Integrals with infinite limits of integration are improper integrals of
Type I .
R∞ Rb
If f is continuous on [a, ∞), then f (x)dx = lim f (x)dx.
a b→∞ a

If f is continuous on [−∞, b), then

Rb Rb
f (x)dx = lim f (x)dx.
−∞ a→−∞ a

If f (x) is continuous on (−∞, ∞), then

Z∞ Zc Z∞
f (x)dx = f (x)dx + f (x)dx.
−∞ −∞ c

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 61 / 78

Improper Integrals of Type 1 (Infinite Intervals)

Example
R∞
Evaluate I = e −x/2 dx.
0

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 62 / 78

Improper Integrals of Type 1 (Infinite Intervals)

Example
R∞
Evaluate I = e −x/2 dx.
0
Solution
By definition

Zb 
−x/2 b  
−2e −x/2 0 = lim 2 − 2e −b/2 = 2


I = lim e dx = lim
b→∞ b→∞ b→∞
0

Note that an improper integral is called convergent if the limit exists

as a finite number, and divergent otherwise.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 62 / 78

Improper Integrals of Type 1 (Infinite Intervals)

Example
R∞ 2x−1
Evaluate I = e 3x
dx
0

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 63 / 78

Improper Integrals of Type 1 (Infinite Intervals)

Example
R∞ 2x−1
Evaluate I = e 3x
dx
0
Solution
Applying the technique of integration by parts and by the definition
of improper integral, we obtain:
Z∞ Zt  
2x − 1 −3x 1 − 2t 2 1
dx = lim (2x − 1)e dx = lim − 3t −
e 3x t→∞ t→∞ 3e 3t 9e 9
0 0

Therefore, I = − 91

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 63 / 78

Improper Integrals of Type 1 (Infinite Intervals)

Example
+∞
2 arctan 2x
R
Evaluate I = 1+4x 2
dx
0

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 64 / 78

Improper Integrals of Type 1 (Infinite Intervals)

Example
+∞
2 arctan 2x
R
Evaluate I = 1+4x 2
dx
0
Solution
Applying the technique of substitution, we obtain:

Zt arctan
Z 2t
2 arctan 2x
u = arctan 2x, I = lim dx = lim udu
t→+∞ 1 + 4x 2 t→+∞
0 0
( arctan 2t )
u 2  π2
= lim = .
t→+∞ 2 0 8

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 64 / 78

Improper Integrals of Type 1 (Infinite Intervals)

Example
R∞ ln x
Evaluate x3
dx.
1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 65 / 78

Improper Integrals of Type 1 (Infinite Intervals)

Example
R∞ ln x
Evaluate x3
dx.
1
Hint Using the technique of integration by parts

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 65 / 78

Improper Integrals of Type 1 (Infinite Intervals)

Example
R∞
Evaluate xe −x dx.
0

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 66 / 78

Improper Integrals of Type 1 (Infinite Intervals)

Example
R∞
Evaluate xe −x dx.
0
Hint Using the technique of integration by parts

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 66 / 78

Improper Integrals of Type 1 (Infinite Intervals)

Example
R∞
1. Evaluate dx
1+x 2
. Hint: lim arctan x|t−t = π.
−∞ t→∞

R∞ dx
2. Evaluate √
x
.
1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 67 / 78

Improper Integrals of Type 1 (Infinite Intervals)
Example
R∞ dx
For what values of p is the integral xp
convergent?
1
Hint
Z∞ (
dx ∞, if p = 1
= 1−p
lim t 1−p−1 , if p 6= 1
xp t→∞
1
R∞ dx
Thus, xp
is convergent for p > 1 and divergent if p ≤ 1.
1

Theorem
Z∞  1
dx p−1
if p > 1
=
xp ∞ if p ≤ 1
1
Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 68 / 78
Improper Integrals of Type 2
Another type of improper integral arises when the integrand has a
vertical asymptote at a limit of integration.
Example
Consider
√ the region in the first quadrant that lies under the curve
y = 1/ x from x = 0 to x = 1.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 69 / 78

Improper Integrals of Type 2
Another type of improper integral arises when the integrand has a
vertical asymptote at a limit of integration.
Example
Consider
√ the region in the first quadrant that lies under the curve
y = 1/ x from x = 0 to x = 1.

Z1 Z1
dx dx √

√ = lim+ √ = lim+ 2 − 2 a = 2
x a→0 x a→0
0 a

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 69 / 78

Improper Integrals of Type 2
Another type of improper integral arises when the integrand has a
vertical asymptote at a limit of integration.
Example
Consider
√ the region in the first quadrant that lies under the curve
y = 1/ x from x = 0 to x = 1.

Z1 Z1
dx dx √

√ = lim+ √ = lim+ 2 − 2 a = 2
x a→0 x a→0
0 a
Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 70 / 78
Definition of Improper Integrals of Type 2
Integrals of functions that become infinite at a point within the
interval of integration are improper integrals of Type II.
If f is continuous on (a, b] and discontinuous at a, then
Rb Rb
f (x)dx = lim+ f (x)dx.
a c→a c

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 71 / 78

Definition of Improper Integrals of Type 2
Integrals of functions that become infinite at a point within the
interval of integration are improper integrals of Type II.
If f is continuous on (a, b] and discontinuous at a, then
Rb Rb
f (x)dx = lim+ f (x)dx.
a c→a c
If f is continuous on [a, b) and discontinuous at b, then
Rb Rc
f (x)dx = lim− f (x)dx.
a c→b a

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 71 / 78

Definition of Improper Integrals of Type 2
Integrals of functions that become infinite at a point within the
interval of integration are improper integrals of Type II.
If f is continuous on (a, b] and discontinuous at a, then
Rb Rb
f (x)dx = lim+ f (x)dx.
a c→a c
If f is continuous on [a, b) and discontinuous at b, then
Rb Rc
f (x)dx = lim− f (x)dx.
a c→b a
If f (x) is discontinuous at c, where a < c < b, and continuous
on [a, c) ∪ (c, b], then

Zb Zc Zb
f (x)dx = f (x)dx + f (x)dx.
a a c

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 71 / 78

Improper Integrals of Type 2
Example
R5
Evaluate √ 1 dx
x−2
2

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 72 / 78

Improper Integrals of Type 2
Example
R5
Evaluate √ 1 dx
x−2
2
Solution

Z5 Z5 √
√
 5 
1 1
√ dx = lim+ √ dx = lim+ 2 x − 2 = 2 3

x −2 b→2 x −2 b→2 b
2 b

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 72 / 78

Improper Integrals of Type 2
Example
R3 dx
Evaluate x−1
if possible.
0

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 73 / 78

Improper Integrals of Type 2
Example
R3 dx
Evaluate x−1
if possible.
0
Solution Observe that the integrand 1/x − 1 has an infinite
discontinuity at x = 1.
R3 dx R1 dx R3 dx
By definition c: x−1 = x−1 + x−1 .
0 0 1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 73 / 78

Improper Integrals of Type 2
Example
R3 dx
Evaluate x−1
if possible.
0
Solution Observe that the integrand 1/x − 1 has an infinite
discontinuity at x = 1.
R3 dx R1 dx R3 dx
By definition c: x−1 = x−1 + x−1 . On the other hand,
0 0 1
R1 Rt
dx
x−1
= lim− dx
x−1
= lim− ln |x − 1||t0
0 t→1 0 t→1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 73 / 78

Improper Integrals of Type 2
Example
R3 dx
Evaluate x−1
if possible.
0
Solution Observe that the integrand 1/x − 1 has an infinite
discontinuity at x = 1.
R3 dx R1 dx R3 dx
By definition c: x−1 = x−1 + x−1 . On the other hand,
0 0 1
R1 Rt
dx
x−1
= lim− dx
x−1
= lim− ln |x − 1||t0
0 t→1 0 t→1
R1 dx
⇒ x−1
= lim− (ln |t − 1| − ln |−1|) = −∞.
0 t→1
R1 dx
R3 dx
Thus, x−1
diverges and hence x−1
diverges.
0 0

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 73 / 78

Improper Integrals of Type 2

Example (Cont.)
Warning The following "solution" is NOT correct.

Z3
dx
= ln |x − 1||30 = ln 2
x −1
0

The reason is that there is a infinite discontinuity at x = 1 (this leads

to the fact that the Fundamental Theorem of Calculus is not
satisfied).

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 74 / 78

Improper Integrals of Type 2
Exercise
R3 dx
1. Evaluate (x−1)2/3
.
0

R1
2. Evaluate √ dx .
1−x 2
0

R1 dx
3. Evaluate √
x
.
0

R1 dx
4. Evaluate x2
.
0
R1
5. Evaluate lnxdx.
0

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 75 / 78

Comparison Test

Theorem
Suppose that f and g are continuous functions with
f (x) > g (x) > 0 for x > a.
R∞ R∞
If f (x) dx is convergent, then g (x) dx is convergent.
a a

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 76 / 78

Comparison Test

Theorem
Suppose that f and g are continuous functions with
f (x) > g (x) > 0 for x > a.
R∞ R∞
If f (x) dx is convergent, then g (x) dx is convergent.
a a
R∞ R∞
If g (x) dx is divergent, then f (x) dx is divergent.
a a

Note: The Comparison Test is also valid for improper integrals of

type 2.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 76 / 78

Comparison Test
Example
R∞ 2
Show that e −x dx is convergent.
0

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 77 / 78

Comparison Test
Example
R∞ 2
Show that e −x dx is convergent.
0
Solution
Z∞ Z1 Z∞
−x 2 −x 2 2
e dx = e dx + e −x dx
0 0 1

R1 2 R1 2
e −x dx 6 1 ⇒ e −x dx is convergent.
0 0

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 77 / 78

Comparison Test
Example
R∞ 2
Show that e −x dx is convergent.
0
Solution
Z∞ Z1 Z∞
−x 2 −x 2 2
e dx = e dx + e −x dx
0 0 1

R1 2 R1 2
e −x dx 6 1 ⇒ e −x dx is convergent.
0 0
−x 2
We note that e 6 e −x (∀x > 1) and
∞
R −x t
e dx = lim e −x dx = e −1 : convergent.
R
1 t→∞ 1
R∞ 2 R∞ 2
By Comparison Theorem, e −x dx is convergent, so is e −x dx.
1 0

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 77 / 78

Exercises
Determine whether each integral is convergent or divergent.
R∞ 2 x 2
1. sin
x 2 +1
dx. Hint: 0 < sin (x)
x 2 +1
6 x12 .
1
R∞ 2
2. xe −x dx. Hint: Substitution.
0
R∞ x+1
3. x 2 +2x
dx. Hint: Divergent by the Comparison Test.
1
R∞ lnx
4. x
dx. Hint: integration by parts.
1
R∞ dx
5. 4x 2 +4x+5
. Answer: π/4.
−∞

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2013 78 / 78