GT1-212-W09-CC03

CALCULUS I
Unit 9: DEFINITE INTEGRALS
LE THAI THANH
HCMC University of Technology
Week 9: Apr. 11, 2022 to Apr. 15, 2022

DEFINITE INTEGRAL
DEFINITION
If f is a function defined for a ⩽ x ⩽ b, we divide the interval [a, b]
b−a
into n subintervals of equal width ∆x = . We let
n
x0 = a, x1 , x2 , . . . , xn = b be the endpoints of these subintervals
and we let c1 , c2 , . . . , cn be any sample points in these subintervals,
so ci lies in the i th subinterval [xi−1 , xi ]. Then the definite integral
of f from a to b is
Z b X n
f (x) dx = lim f (ci )∆x
a n→∞
i=1
provided that this limit exists and gives the same value for all
possible choices of sample points. If it does exist, we say that f is
integrable on [a, b].
DEFINITE INTEGRAL
NOTES
R
1. The symbol is called an integral sign. In the notation
Rb
a f (x)dx, f (x) is called the integrand and a and b are called
the limits of integration; a is the lower limit and b is the
upper
Rb limit. For now, the symbol dx has no meaning by itself;
a f (x)dx is all one symbol. The dx simply indicates that the
independent variable is x. The procedure of calculating an
integral is called integration.
Rb
2. The definite integral a f (x)dx is a number; it does not
depend on x. In fact, we could use any letter in place of x
without changing the value of the integral:
Z b Z b Z b
f (x)dx = f (u)du = f (t)dt
a a a
DEFINITE INTEGRAL
THEOREM
If f is continuous on [a, b], or if f has only a finite number of jump
discontinuities, then f is integrable on [a, b]; that is, the definite
Rb
integral a f (x)dx exists.
PROPERTIES OF THE DEFINITE INTEGRAL
Rb
1. C dx = C (b − a), where C is any constant.
Rab Rb Rb
2. a [f (x) ± g (x)] dx = a f (x) dx ± a g (x) dx
Rb Rb
3. a Cf (x) dx = C a f (x) dx, where C is any constant.
Rb Ra Ra
4. a f (x) dx = − b f (x) dx ⇒ a f (x) dx = 0
Rb Rc Rb
5. a f (x) dx = a f (x) dx + c f (x) dx
Rb
6. If f (x) ⩾ 0 for a ⩽ x ⩽ b, then a f (x) dx ⩾ 0.
Rb Rb
7. If f (x) ⩽ g (x) for a ⩽ x ⩽ b, then a f (x) dx ⩽ a g (x) dx.
8. If m ⩽ f (x) ⩽ M for a ⩽ x ⩽ b, then
Rb
n(b − a) ⩽ a f (x) dx ⩽ M(bR− a).
a Ra
9. If f is an even function, then −a f (x)dx = 2 0 f (x)dx
Ra
10. If f is an odd function, then −a f (x)dx = 0
THE FUNDAMENTAL THEOREM OF CALCULUS
1. If f is continuous on [a, b], then the function g defined by
Z x
g (x) = f (t) dt, a ⩽ x ⩽ b
a
is continuous on [a, b] and differentiable on (a, b), and

g ′ (x) = f (x).
2. Newton-Leibniz Formula: If f is continuous on [a, b] and F
is any antiderivative of f , that is F ′ (x) = f (x), then
Z b b
f (x) dx = F (b) − F (a) = F (x)
a a
METHODS OF INTEGRATION
1. The Substitution Rule: If the 1-1 function u = g (x) is
differentiable on [a, b] and α = g (a), β = g (b), then
Z b Z β
′
f (g (x)) · g (x) dx = f (u) du
a α
2. The Integration by Parts: If f and g are differentiable on

[a, b], then
Z b b Z b
′
f (x) · g (x) dx = f (x) · g (x) − f ′ (x) · g (x) dx
a a a
IMPROPER INTEGRALS
DEFINITION OF THE IMPROPER INTEGRAL OF TYPE I
Rt
(a) If a f (x)dx exists for every number t ⩾ a, then
Z ∞ Z t
f (x)dx = lim f (x)dx
a t→∞ a
provided this limit exists (as a finite number).

Rb
(b) If t f (x)dx exists for every number t ⩽ b, then
Z b Z b
−∞ t→−∞ t
provided this limit exists (as a finite number).

R∞ Rb
The improper integrals a f (x)dx and −∞ f (x)dx are called
convergent if the corresponding limit exists and divergent if
the limit does not exist.
IMPROPER INTEGRALS

R∞ Ra
(c) If both a f (x)dx and −∞ f (x)dx are convergent, then we
define
Z ∞ Z a Z ∞
f (x)dx = f (x)dx + f (x)dx
−∞ −∞ a
where a ia any real number.

IMPROPER INTEGRALS
EXAMPLE
Z ∞
dx
For what values of p is the integral convergent?
1 xp
SOLUTION
If p = 1 we have
Z ∞ t
dx
= lim ln x = lim (ln t − ln 1) = ∞
1 x t→∞
1
t→∞
The limit does not exist as a finite number and so the improper
integral is divergent.
Let’s assume that p ̸= 1. Then

IMPROPER INTEGRALS
SOLUTION
Z ∞ Z t −p+1 t
dx x
= lim x −p dx = lim
1 xp t→∞ 1 t→∞ −p + 1
1
1−p
t 1 1 1
= lim − = lim −1
t→∞ 1 − p 1−p t→∞ 1 − p t p−1
If p > 1, then p − 1 > 0, so as t → ∞, 1/t p−1 −→ 0. Therefore

Z ∞
dx 1
p
= , if p > 1
1 x p − 1
and so the integral converges. Similarly, if p < 1, then p − 1 < 0,

so as t → ∞, 1/t p−1 = t 1−p −→ ∞ and the integral diverges.
Z ∞
dx
is convergent if p > 1 and divergent if p ⩽ 1.
1 xp
IMPROPER INTEGRALS
DEFINITION OF THE IMPROPER INTEGRAL OF TYPE II
(a) If f is continuous on [a, b) and is discontinuous at b, then
Z b Z t
a t→b − a
if this limit exists (as a finite number).

(b) If f is continuous on (a, b] and is discontinuous at a, then
Z b Z b
f (x)dx = lim+ f (x)dx
a t→a t
if this limit exists (as a finite number).

Rb
The improper integral a f (x)dx is called convergent if the
corresponding limit exists and divergent if the limit does not
exist.
IMPROPER INTEGRALS

(c) If f has a discontinuity at c,where a < c < b,and both
Rc Rb
integrals a f (x)dx and c f (x)dx are convergent, then we
define Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx
a a c
IMPROPER INTEGRALS
EXAMPLE
Z b
dx
For what values of p is the integral convergent?
a (b − x)p
SOLUTION
Similarly to the previous example, we have
Z b
dx
is convergent if p < 1 and divergent if p ⩾ 1.
a (b − x)p
A COMPARISON TEST FOR IMPROPER INTEGRALS
Sometimes it is impossible to find the exact value of an improper
integral and it is important to know whether it is convergent or
divergent. In such cases the following theorem is useful. Although
we state it for Type I integrals, a similar theorem is true for Type II
integrals.
COMPARISON THEOREM
Suppose that f and g are continuous functions with
f (x) ⩾ g (x) > 0 for x ⩾ a.
R∞ R∞
(a) If a f (x)dx is convergent, then a g (x)dx is convergent.
R∞ R∞
(b) If a g (x)dx is divergent, then a f (x)dx is divergent.
THE LIMIT TEST

1. Suppose that f and g are continuous functions with f (x) ⩾ 0
and g (x) ⩾ 0 for x ⩾ a. If there exists a limit
f (x)
lim =L
x→∞ g (x)
R∞ R∞
then both improper integrals a f (x)dx and a g (x)dx
converge or diverge.
THE LIMIT TEST

2. Suppose that f and g are continuous functions with f (x) ⩾ 0
and g (x) ⩾ 0 for x ∈ [a, b). If there exists a limit
f (x)
lim =L
x→b g (x)
Rb Rb
then both improper integrals a f (x)dx and a g (x)dx
converge or diverge.
That’s all. Thanks a lot
...

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CALCULUS I

Unit 9: DEFINITE INTEGRALS

HCMC University of Technology

Week 9: Apr. 11, 2022 to Apr. 15, 2022

is continuous on [a, b] and differentiable on (a, b), and

2. The Integration by Parts: If f and g are differentiable on

provided this limit exists (as a finite number).

provided this limit exists (as a finite number).

DEFINITION OF THE IMPROPER INTEGRAL OF TYPE I

where a ia any real number.

Let’s assume that p ̸= 1. Then

If p > 1, then p − 1 > 0, so as t → ∞, 1/t p−1 −→ 0. Therefore

and so the integral converges. Similarly, if p < 1, then p − 1 < 0,

if this limit exists (as a finite number).

if this limit exists (as a finite number).

DEFINITION OF THE IMPROPER INTEGRAL OF TYPE I

THE LIMIT TEST

THE LIMIT TEST

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