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Section 5.2
                  The Definite Integral

                           Math 1a


                      December 7, 2007


Announcements
   my next office hours: Monday 1–2, Tuesday 3–4 (SC 323)
   MT II is graded. You’ll get it back today
   Final seview sessions: Wed 1/9 and Thu 1/10 in Hall D, Sun
   1/13 in Hall C, all 7–8:30pm
   Final tentatively scheduled for January 17
Outline



   The definite integral as a limit


   Estimating the Definite Integral


   Properties of the integral


   Comparison Properties of the Integral
The definite integral as a limit




   Definition
   If f is a function defined on [a, b], the definite integral of f from
   a to b is the number
                                               n
                         b
                             f (x) dx = lim         f (ci ) ∆x
                                       ∆x→0
                     a                        i=1
Notation/Terminology


                           b
                               f (x) dx
                       a
Notation/Terminology


                               b
                                   f (x) dx
                           a


        — integral sign (swoopy S)
Notation/Terminology


                               b
                                   f (x) dx
                           a


        — integral sign (swoopy S)
      f (x) — integrand
Notation/Terminology


                                 b
                                     f (x) dx
                             a


         — integral sign (swoopy S)
      f (x) — integrand
      a and b — limits of integration (a is the lower limit and b
      the upper limit)
Notation/Terminology


                                 b
                                     f (x) dx
                             a


         — integral sign (swoopy S)
      f (x) — integrand
      a and b — limits of integration (a is the lower limit and b
      the upper limit)
      dx — ??? (a parenthesis? an infinitesimal? a variable?)
Notation/Terminology


                                  b
                                      f (x) dx
                              a


         — integral sign (swoopy S)
      f (x) — integrand
      a and b — limits of integration (a is the lower limit and b
      the upper limit)
      dx — ??? (a parenthesis? an infinitesimal? a variable?)
      The process of computing an integral is called integration
The limit can be simplified

   Theorem
   If f is continuous on [a, b] or if f has only finitely many jump
   discontinuities, then f is integrable on [a, b]; that is, the definite
                  b
   integral           f (x) dx exists.
              a
The limit can be simplified

   Theorem
   If f is continuous on [a, b] or if f has only finitely many jump
   discontinuities, then f is integrable on [a, b]; that is, the definite
                  b
   integral           f (x) dx exists.
              a

   Theorem
   If f is integrable on [a, b] then
                                                       n
                                 b
                                     f (x) dx = lim         f (xi )∆x,
                                               n→∞
                             a                        i=1

   where
                                 b−a
                       ∆x =                   and          xi = a + i ∆x
                                  n
Outline



   The definite integral as a limit


   Estimating the Definite Integral


   Properties of the integral


   Comparison Properties of the Integral
Estimating the Definite Integral




   Given a partition of [a, b] into n pieces, let xi be the midpoint of
                                                  ¯
   [xi−1 , xi ]. Define
                                   n
                           Mn =         f (¯i ) ∆x.
                                           x
                                  i=1
Example
               1
                     4
Estimate                  dx using the midpoint rule and four divisions.
                   1 + x2
           0
Example
               1
                     4
Estimate                  dx using the midpoint rule and four divisions.
                   1 + x2
           0

Solution
                          1  1 3
The partition is 0 <        < < < 1, so the estimate is
                          4  2 4
       1        4            4            4            4
M4 =                  +            +            +
                    2            2            2   1 + (7/8)2
       4   1 + (1/8)    1 + (3/8)    1 + (5/8)
Example
               1
                     4
Estimate                  dx using the midpoint rule and four divisions.
                   1 + x2
           0

Solution
                          1  1 3
The partition is 0 <        < < < 1, so the estimate is
                          4  2 4
      1         4            4            4            4
M4 =                  +            +            +
                    2            2            2   1 + (7/8)2
      4    1 + (1/8)    1 + (3/8)    1 + (5/8)
      1      4        4        4        4
    =             +       +        +
      4    65/64 73/64 89/64 113/64
Example
               1
                     4
Estimate                  dx using the midpoint rule and four divisions.
                   1 + x2
           0

Solution
                          1  1 3
The partition is 0 <        < < < 1, so the estimate is
                          4  2 4
      1        4             4            4            4
M4 =                  +            +            +
                    2            2            2   1 + (7/8)2
      4 1 + (1/8)       1 + (3/8)    1 + (5/8)
      1     4         4        4        4
    =            +        +        +
      4 65/64 73/64 89/64 113/64
      150, 166, 784
                    ≈ 3.1468
    =
      47, 720, 465
Outline



   The definite integral as a limit


   Estimating the Definite Integral


   Properties of the integral


   Comparison Properties of the Integral
Properties of the integral


   Theorem (Additive Properties of the Integral)
   Let f and g be integrable functions on [a, b] and c a constant.
   Then
             b
                 c dx = c(b − a)
    1.
         a
Properties of the integral


   Theorem (Additive Properties of the Integral)
   Let f and g be integrable functions on [a, b] and c a constant.
   Then
             b
                 c dx = c(b − a)
    1.
         a
             b                              b                    b
    2.           [f (x) + g (x)] dx =           f (x) dx +           g (x) dx.
         a                              a                    a
Properties of the integral


   Theorem (Additive Properties of the Integral)
   Let f and g be integrable functions on [a, b] and c a constant.
   Then
             b
                 c dx = c(b − a)
    1.
         a
             b                                   b                    b
    2.           [f (x) + g (x)] dx =                f (x) dx +           g (x) dx.
         a                                   a                    a
             b                       b
    3.           cf (x) dx = c           f (x) dx.
         a                       a
Properties of the integral


   Theorem (Additive Properties of the Integral)
   Let f and g be integrable functions on [a, b] and c a constant.
   Then
             b
                 c dx = c(b − a)
    1.
         a
             b                                   b                    b
    2.           [f (x) + g (x)] dx =                f (x) dx +           g (x) dx.
         a                                   a                    a
             b                       b
    3.           cf (x) dx = c           f (x) dx.
         a                       a
             b                                   b                    b
                 [f (x) − g (x)] dx =                f (x) dx −
    4.                                                                    g (x) dx.
         a                                   a                    a
More Properties of the Integral



   Conventions:
                       a                      b
                           f (x) dx = −           f (x) dx
                   b                      a
More Properties of the Integral



   Conventions:
                       a                          b
                           f (x) dx = −               f (x) dx
                   b                          a
                                  a
                                      f (x) dx = 0
                              a
More Properties of the Integral



   Conventions:
                                  a                                b
                                      f (x) dx = −                     f (x) dx
                              b                                a
                                              a
                                                  f (x) dx = 0
                                          a
   This allows us to have
             c                    b                        c
    5.           f (x) dx =           f (x) dx +               f (x) dx for all a, b, and c.
         a                    a                        b
Example
Suppose f and g are functions with
           4
               f (x) dx = 4
       0
           5
               f (x) dx = 7
       0
           5
               g (x) dx = 3.
       0
Find
           5
               [2f (x) − g (x)] dx
(a)
       0
           5
(b)            f (x) dx.
       4
Solution
We have
(a)
               5                                 5                    5
                   [2f (x) − g (x)] dx = 2           f (x) dx −           g (x) dx
           0                                 0                    0
                                      = 2 · 7 − 3 = 11
Solution
We have
(a)
               5                                          5                       5
                   [2f (x) − g (x)] dx = 2                    f (x) dx −              g (x) dx
           0                                          0                       0
                                           = 2 · 7 − 3 = 11

(b)
                          5                    5                       4
                                                   f (x) dx −
                              f (x) dx =                                   f (x) dx
                      4                    0                       0
                                      =7−4=3
Outline



   The definite integral as a limit


   Estimating the Definite Integral


   Properties of the integral


   Comparison Properties of the Integral
Comparison Properties of the Integral
   Theorem
   Let f and g be integrable functions on [a, b].
Comparison Properties of the Integral
   Theorem
   Let f and g be integrable functions on [a, b].
    6. If f (x) ≥ 0 for all x in [a, b], then
                                      b
                                          f (x) dx ≥ 0
                                  a
Comparison Properties of the Integral
   Theorem
   Let f and g be integrable functions on [a, b].
    6. If f (x) ≥ 0 for all x in [a, b], then
                                           b
                                               f (x) dx ≥ 0
                                       a

    7. If f (x) ≥ g (x) for all x in [a, b], then
                                 b                       b
                                     f (x) dx ≥              g (x) dx
                             a                       a
Comparison Properties of the Integral
   Theorem
   Let f and g be integrable functions on [a, b].
    6. If f (x) ≥ 0 for all x in [a, b], then
                                           b
                                               f (x) dx ≥ 0
                                       a

    7. If f (x) ≥ g (x) for all x in [a, b], then
                                 b                         b
                                     f (x) dx ≥                g (x) dx
                             a                         a

    8. If m ≤ f (x) ≤ M for all x in [a, b], then
                                               b
                     m(b − a) ≤                    f (x) dx ≤ M(b − a)
                                           a
Example
               2
                   1
Estimate             dx using the comparison properties.
                   x
           1
Example
               2
                   1
Estimate             dx using the comparison properties.
                   x
           1

Solution
Since
                                 1      1
                                   ≤x ≤
                                 2      1
for all x in [1, 2], we have
                                       2
                           1               1
                             ·1≤             dx ≤ 1 · 1
                           2               x
                                   1

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Lesson 30: The Definite Integral

  • 1. Section 5.2 The Definite Integral Math 1a December 7, 2007 Announcements my next office hours: Monday 1–2, Tuesday 3–4 (SC 323) MT II is graded. You’ll get it back today Final seview sessions: Wed 1/9 and Thu 1/10 in Hall D, Sun 1/13 in Hall C, all 7–8:30pm Final tentatively scheduled for January 17
  • 2. Outline The definite integral as a limit Estimating the Definite Integral Properties of the integral Comparison Properties of the Integral
  • 3. The definite integral as a limit Definition If f is a function defined on [a, b], the definite integral of f from a to b is the number n b f (x) dx = lim f (ci ) ∆x ∆x→0 a i=1
  • 4. Notation/Terminology b f (x) dx a
  • 5. Notation/Terminology b f (x) dx a — integral sign (swoopy S)
  • 6. Notation/Terminology b f (x) dx a — integral sign (swoopy S) f (x) — integrand
  • 7. Notation/Terminology b f (x) dx a — integral sign (swoopy S) f (x) — integrand a and b — limits of integration (a is the lower limit and b the upper limit)
  • 8. Notation/Terminology b f (x) dx a — integral sign (swoopy S) f (x) — integrand a and b — limits of integration (a is the lower limit and b the upper limit) dx — ??? (a parenthesis? an infinitesimal? a variable?)
  • 9. Notation/Terminology b f (x) dx a — integral sign (swoopy S) f (x) — integrand a and b — limits of integration (a is the lower limit and b the upper limit) dx — ??? (a parenthesis? an infinitesimal? a variable?) The process of computing an integral is called integration
  • 10. The limit can be simplified Theorem If f is continuous on [a, b] or if f has only finitely many jump discontinuities, then f is integrable on [a, b]; that is, the definite b integral f (x) dx exists. a
  • 11. The limit can be simplified Theorem If f is continuous on [a, b] or if f has only finitely many jump discontinuities, then f is integrable on [a, b]; that is, the definite b integral f (x) dx exists. a Theorem If f is integrable on [a, b] then n b f (x) dx = lim f (xi )∆x, n→∞ a i=1 where b−a ∆x = and xi = a + i ∆x n
  • 12. Outline The definite integral as a limit Estimating the Definite Integral Properties of the integral Comparison Properties of the Integral
  • 13. Estimating the Definite Integral Given a partition of [a, b] into n pieces, let xi be the midpoint of ¯ [xi−1 , xi ]. Define n Mn = f (¯i ) ∆x. x i=1
  • 14. Example 1 4 Estimate dx using the midpoint rule and four divisions. 1 + x2 0
  • 15. Example 1 4 Estimate dx using the midpoint rule and four divisions. 1 + x2 0 Solution 1 1 3 The partition is 0 < < < < 1, so the estimate is 4 2 4 1 4 4 4 4 M4 = + + + 2 2 2 1 + (7/8)2 4 1 + (1/8) 1 + (3/8) 1 + (5/8)
  • 16. Example 1 4 Estimate dx using the midpoint rule and four divisions. 1 + x2 0 Solution 1 1 3 The partition is 0 < < < < 1, so the estimate is 4 2 4 1 4 4 4 4 M4 = + + + 2 2 2 1 + (7/8)2 4 1 + (1/8) 1 + (3/8) 1 + (5/8) 1 4 4 4 4 = + + + 4 65/64 73/64 89/64 113/64
  • 17. Example 1 4 Estimate dx using the midpoint rule and four divisions. 1 + x2 0 Solution 1 1 3 The partition is 0 < < < < 1, so the estimate is 4 2 4 1 4 4 4 4 M4 = + + + 2 2 2 1 + (7/8)2 4 1 + (1/8) 1 + (3/8) 1 + (5/8) 1 4 4 4 4 = + + + 4 65/64 73/64 89/64 113/64 150, 166, 784 ≈ 3.1468 = 47, 720, 465
  • 18. Outline The definite integral as a limit Estimating the Definite Integral Properties of the integral Comparison Properties of the Integral
  • 19. Properties of the integral Theorem (Additive Properties of the Integral) Let f and g be integrable functions on [a, b] and c a constant. Then b c dx = c(b − a) 1. a
  • 20. Properties of the integral Theorem (Additive Properties of the Integral) Let f and g be integrable functions on [a, b] and c a constant. Then b c dx = c(b − a) 1. a b b b 2. [f (x) + g (x)] dx = f (x) dx + g (x) dx. a a a
  • 21. Properties of the integral Theorem (Additive Properties of the Integral) Let f and g be integrable functions on [a, b] and c a constant. Then b c dx = c(b − a) 1. a b b b 2. [f (x) + g (x)] dx = f (x) dx + g (x) dx. a a a b b 3. cf (x) dx = c f (x) dx. a a
  • 22. Properties of the integral Theorem (Additive Properties of the Integral) Let f and g be integrable functions on [a, b] and c a constant. Then b c dx = c(b − a) 1. a b b b 2. [f (x) + g (x)] dx = f (x) dx + g (x) dx. a a a b b 3. cf (x) dx = c f (x) dx. a a b b b [f (x) − g (x)] dx = f (x) dx − 4. g (x) dx. a a a
  • 23. More Properties of the Integral Conventions: a b f (x) dx = − f (x) dx b a
  • 24. More Properties of the Integral Conventions: a b f (x) dx = − f (x) dx b a a f (x) dx = 0 a
  • 25. More Properties of the Integral Conventions: a b f (x) dx = − f (x) dx b a a f (x) dx = 0 a This allows us to have c b c 5. f (x) dx = f (x) dx + f (x) dx for all a, b, and c. a a b
  • 26. Example Suppose f and g are functions with 4 f (x) dx = 4 0 5 f (x) dx = 7 0 5 g (x) dx = 3. 0 Find 5 [2f (x) − g (x)] dx (a) 0 5 (b) f (x) dx. 4
  • 27. Solution We have (a) 5 5 5 [2f (x) − g (x)] dx = 2 f (x) dx − g (x) dx 0 0 0 = 2 · 7 − 3 = 11
  • 28. Solution We have (a) 5 5 5 [2f (x) − g (x)] dx = 2 f (x) dx − g (x) dx 0 0 0 = 2 · 7 − 3 = 11 (b) 5 5 4 f (x) dx − f (x) dx = f (x) dx 4 0 0 =7−4=3
  • 29. Outline The definite integral as a limit Estimating the Definite Integral Properties of the integral Comparison Properties of the Integral
  • 30. Comparison Properties of the Integral Theorem Let f and g be integrable functions on [a, b].
  • 31. Comparison Properties of the Integral Theorem Let f and g be integrable functions on [a, b]. 6. If f (x) ≥ 0 for all x in [a, b], then b f (x) dx ≥ 0 a
  • 32. Comparison Properties of the Integral Theorem Let f and g be integrable functions on [a, b]. 6. If f (x) ≥ 0 for all x in [a, b], then b f (x) dx ≥ 0 a 7. If f (x) ≥ g (x) for all x in [a, b], then b b f (x) dx ≥ g (x) dx a a
  • 33. Comparison Properties of the Integral Theorem Let f and g be integrable functions on [a, b]. 6. If f (x) ≥ 0 for all x in [a, b], then b f (x) dx ≥ 0 a 7. If f (x) ≥ g (x) for all x in [a, b], then b b f (x) dx ≥ g (x) dx a a 8. If m ≤ f (x) ≤ M for all x in [a, b], then b m(b − a) ≤ f (x) dx ≤ M(b − a) a
  • 34. Example 2 1 Estimate dx using the comparison properties. x 1
  • 35. Example 2 1 Estimate dx using the comparison properties. x 1 Solution Since 1 1 ≤x ≤ 2 1 for all x in [1, 2], we have 2 1 1 ·1≤ dx ≤ 1 · 1 2 x 1