Definite Integrals

Advanced Level Pure Mathematics

Advanced Level Pure Mathematics

Calculus II

Definite Integrals 2

Properties of Definite Integrals 7

Integration by Parts 15

Continuity and Differentiability of a Definite Integral 18

Improper Integrals 23

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Definite Integrals
Advanced Level Pure Mathematics

Definite Integrals

Definition Let f (x) be a continuous function defined on [a, b] divide the interval by the points

a  x 0  x1  x 2    x n 1  b from a to b into n subintervals. (not necessarily equal

width) such that when n   , the length of each subinterval will tend to zero.

In the ith subinterval choose  i  [ x i 1 , x i ] for i  1,2, … , n . If lim ( xi  xi 1 ) f (i ) exists

n

and is independent of the particular choice of xi and  i , then we have

n
f ( x) dx  lim  ( xi  xi 1 ) f (i )
b
a n 
i 1

ba
Remark For equal width, i.e. divide [a, b] into n equal subintervals of length, i.e. h  ,
n
n n
ba
f ( x) dx  lim  f (i )h  lim  f (i )
b
we have a n
i 1
n 
i 1 n
.

Choose  i  x i and x i  a  ih
n
ba
f ( x) dx  lim  f (a 
b
 a n
i 1 n
i) h
n 1
ba
f ( x) dx  lim  f (a 
b
OR a n
i 0 n
i) h

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Definite Integrals
Advanced Level Pure Mathematics

1  2  1   2   n 1  
2 2 2

Example Evaluate lim  1  1    1    …  1   

n  n
  n  n  n  

 1 1 1 
Example I = lim    
n   
 n 1 n 2 n  n2
2 2 2 2 2

Example Using a definite integral, evaluate

 1 1 1 
(a) lim    (ln 2)
 n 1 n  2
n  2n 
n
n! 1
(b) lim ( )
n  n e

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Definite Integrals
Advanced Level Pure Mathematics
1
 ax  bx  1 x
AL95II (a) Evaluate lim  , where a, b  0 .
x 0
 3 

(b) By considering a suitable definite integral, evaluate

 13 23 n3 
lim   3  3 
n   n 3  13  3
 3 
 n 2 n n 

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Definite Integrals
Advanced Level Pure Mathematics
dx
AL83II-1 Evaluate (a)  (x  a )( x  b)
,



(b) 
0
4 ln(1  tan x)dx , [ Hint: Put u 
4
 x .]

1  2 (n  1)  
(c) lim cos  cos    cos 
n n
 n n n 

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Definite Integrals
Advanced Level Pure Mathematics
1
 (n 3 1)(n 3  2 3 )(n 3  3 3 )  (n 3  n 3 )  n
Example* I = lim  
n 
 n 3n 

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Definite Integrals
Advanced Level Pure Mathematics

Properties of Definite Integrals

P1 The value of the definite integral of a given function is a real number, depending on its lower

and upper limits only, and is independent of the choice of the variable of integration, i.e.
b b b
a
f ( x)dx   f ( y )dy   f (t )dt .
a a

 f ( x)dx    f ( x)dx
b a
P2
a b

a b b
P3 a
f ( x)dx   f ( x)dx   0 dx  0
b a

  f ( x)dx   f ( x)dx
b c b
P4 Let a  c  b , then f ( x)dx 
a a c

2
  
3 3
Example (a) [x]dx (b) x[x]dx (c) x  1dx
0 0 1

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Definite Integrals
Advanced Level Pure Mathematics

P5* Comparison of two integrals

b b
If f ( x)  g ( x) x  (a, b) , then 
a
f ( x)dx   g ( x)dx
a

Example x 2  x , for all x  (0,1) ;

x dx   x dx .
1 1
2
hence
0 0

3

2   2
Example Prove that (a) 0
2 x sin x dx    .
32
 

 sin xdx   sin n 1 xdx

n
(b) 2 2
0 0

Example In Figure, SR is tangent to the curve y  ln x at x  r , where r  2 .

By considering the area of PQRS , show that

1
r

r
1
2
2 ln xdx  ln r

n 1
Hence show that 
1
2
ln xdx  ln(n! ) 
2
ln n for any integer n  2 .

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Definite Integrals
Advanced Level Pure Mathematics

P6 Rules of Integration

If f ( x), g ( x) are continuous function on [a, b] then

b b
(a)  kf ( x)dx  k 
a a
f ( x)dx for some constant k.

  f ( x)  g ( x)dx  
b b b
(b) f ( x)dx   g ( x)dx .
a a a

 f ( x)dx   f (a  x)dx .
a a
P7* (a) a : any real constant.
0 0

   f ( x)  f ( x) dx .
a a
(b) f ( x) dx 
a 0

  f ( x)  f (2a  x) dx
2a a
(c) 0
f ( x)dx 
0

b b
(d) a
f ( x)dx   f (a  b  x)dx
a

Proof (a)


x4
0 x 4  ( x  b) 4 dx 
b
Example Evaluate (a) (b) 
3 ln(tan x)dx
6

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Definite Integrals
Advanced Level Pure Mathematics

Exercise 7C

 
a a
5. By proving that f ( x)dx  f (a  x)dx
0 0

 
sin x
evaluate (a) 0
2 (cos x  sin x)1997 dx (b) 0
2
sin x  cos x
dx

 f ( x) dx    f ( x)  f ( x) dx
a a
6 (a) Show that
a 0

(b) Using (a), or otherwise, evaluate the following integrals:


d 1
(i) 
4

4
1  sin 
(iii) 1
ln( x  1  x 2 )dx

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Definite Integrals
Advanced Level Pure Mathematics
Remind sin x, e x  e  x are odd functions.
1
cos x, are even functions.
x 1
2

Graph of an odd function Graph of an even function

P8 (i) If f ( x)  f ( x) (Even Function)

 f ( x) dx  2 f ( x) dx
a a
then
a 0

(ii) If f ( x)   f ( x) (Odd Function)


a
then f ( x) dx  0
a

Proof

 e x  e x 1
Example Evaluate (a)  sin( 2 ) dx (b) 1
(e x  e  x ) sin xdx

 sin x
 sin xdx  0
a
Example Prove that (a)

(b) 
a
1  x2
dx  0

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Definite Integrals
Advanced Level Pure Mathematics
Definition Let S be a subset of R , and f (x) be a real-valued function defined on S . f (x) is called a

PERIODIC function if and only if there is a positive real number T such that f ( x  T )  f ( x) ,

for x  S . The number T is called the PERIOD.

P9 If f (x) is periodic function, with period T i.e. f ( x  T )  f ( x)

  T
(a)  f ( x)dx  
 T
f ( x)dx

  T
(b) 0
f ( x)dx  
T
f ( x)dx

T 
 
T
(c) f ( x)dx  f ( x)dx
0

 f ( x) dx  n  f ( x) dx for n  Z 
nT T
(d)
0 0

Proof

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Definite Integrals
Advanced Level Pure Mathematics

Theorem Cauchy-Inequality for Integration

If f (x) , g (x) are continuous function on [a, b] , then

 b f ( x) g ( x)dx    b  f ( x) dx  b g ( x) dx 

2 2 2

 a   a 
 a 
Proof



Example 0
2 x sin x dx 
2 2

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Definite Integrals
Advanced Level Pure Mathematics

Theorem Triangle Inequality for Integration


b

b
f ( x) dx  f ( x) dx
a a

Proof

3 e  x sin x 
Example Show that 1 x 1
2
dx 
12e

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Definite Integrals
Advanced Level Pure Mathematics

Integration by Parts

Theorem Integration by Parts

Let u and v be two functions in x . If u ' ( x) and v' ( x) are continuous on a, b , then

uv' dx  uv    vu ' dx

b b b

a a a

udv  uv    vdu

b b b
or 
a a a

n 1
 ln xdx  ln n ne  n 1 .  xe dx  1
x
Example Show that (a) (b)
1 0

 sin kx
AL84II-1 (a) For any non-negative integer k, let uk   dx .
0 sin x
Express uk  2 in terms of uk .

Hence, or otherwise, evaluate uk .


(b) For any non-negative integers m and n , let I (m, n)   cos m  sin n dθ 2
0

(i) Show that if m  2 , then

 m 1
I ( m, n ) =   I (m  2, n  2) .
 n 1 
(ii) Evaluate I (1, n) for n  0 .

(iii) Show that if n  2 , then

 n 1
I (0, n) =   I (0, n  2) .
 n 
(iv) Evaluate I (6,4) .

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Definite Integrals
Advanced Level Pure Mathematics

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Definite Integrals
Advanced Level Pure Mathematics

AL94II-11 For any non-negative integer n , let I n   4 tan n x dx
0

n 1
1   1  
(a) (i) Show that    In   .
n 1  4  n 1  4 

4x 
[ Note: You may assume without proof that x  tan x  for x  [0, ] . ]
 4

(ii) Using (i), or otherwise, evaluate lim I n .

n 

1
(iii) Show that I n  I n  2  for n  2,3,4,… .
n 1
n
(1) k 1
(b) For n  1,2,3, … , let an   .
k 1 2k  1

(i) Using (a)(iii), or otherwise, express an in terms of I 2 n .

(ii) Evaluate lim a n .

n 

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Definite Integrals
Advanced Level Pure Mathematics

a sin x  b cos x 
Example I 
0
2
sin x  cos x
dx . ( ans:
4
( a  b) )


Solution Let u   x
2

  
1 2 
Example Show that (a) 0
2 ln(sin x)dx  0
2 ln(cos x)dx  
2 0
ln(sin 2 x)dx  ln 2
4
 
1 
(b) 0
2 ln(sin 2 x)dx 
2 0
ln(sin x)dx   2 ln(sin x)dx
0


 1
Deduce that 0
2 ln(sin x)dx  ln
2 2

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Definite Integrals
Advanced Level Pure Mathematics

Continuity and Differentiability of a Definite Integral

Theorem Mean Value Theorem for Integral

If f (x) is continuous on [a,b] then there exists some c in [a,b] and

b
a
f ( x)dx  f (c)(b  a )

Proof

Theorem Continuity of definite Integral

If f (t ) is continuous on a, b and let A( x) 

x
a
f (t )dt x  [a, b] then A(x) is

continuous at each point x in a, b .

Proof

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Definite Integrals
Advanced Level Pure Mathematics

Theorem * Fundamental Theorem of Calculus

x
Let f (t ) be continuous on [a,b] and F ( x)  a
f (t )dt . Then F ' ( x)  f ( x) , x  (a, b)

Proof


g ( x)
Remark : H ( x)  f (t )dt  H ' ( x)  f ( g ( x)) g ' ( x)
a

Proof

Example Evaluate the Derivatives of the following

x 2 1
(i) H ( x)  0
t 2dt

 xf (t )dt
x
(ii) H ( x) 
0

x2
(iii) H ( x)  x
f (t )dt

Solution

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Definite Integrals
Advanced Level Pure Mathematics
Example Let f : R  R be a function which is twice-differentiable and with continuous second

derivative. Show that f ( x)  f (0)  xf ' (0)     f ' ' ( s )ds dt , x  R .
x t

0 0 

x5 (1) n x 4 n 1
Example Let S n ( x)  x   .
5 4n  1
x dx
Prove that lim Sn ( x)   .
n 0 1  x4

d xn
dx 0
AL90II-5 (a) Evaluate f (t ) dt , where f is continuous and n is a positive integer.

x2
(b) If F ( x)   e  t dt , find F ' (1).
2

3
x

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Definite Integrals
Advanced Level Pure Mathematics
x

Example Evaluate lim

 0
cos t 2 dt
x 0 x

1 x 2 1
AL97II-5(b) Evaluate lim  3  et dt  2  .
x0  x 0 x 

AL98II-2 Let f : R  R be a continuous periodic function with period T .

d  x T
 0 f (t )dt  0 f (t )dt 
x
(a) Evaluate
dx  
x T T
(b) Using (a), or otherwise, show that x
f (t )dt  
0
f (t )dt for all x .

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Definite Integrals
Advanced Level Pure Mathematics
Example Let k be a positive integer.
d x
dx 0
Evaluate (a) cos t 2 dt

d y 2k
(b)
dy 0
cos t 2 dt

1 y 2k
(c) lim
y 0 y 2k 
0
cos t 2 dt

1
Example Suppose f (x) has a continuous derivative on [0,1]. If 
0
f (tx)dt  f ( x)  x 2 for all x and

f (1)  0, find f (x) .

1 d 1
Remark 0
f (tx)dt is a function of x and so
dx 0
f (tx)dt  0

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Definite Integrals
Advanced Level Pure Mathematics

Improper Integrals


b
Definition A definite integral f ( x)dx is called IMPROPER INTEGRAL if the interval [a,b] of
a

integration is infinite, or if f (x) is not defined or not bounded at one or more points in [a,b].

1
    1
 
1
 
x x2
Example e dx , e dx , tan xdx , dx are improper integral.
0  0 0 x2

 b
Definition (a) a
f ( x)dx is defined as lim
b   a  f ( x)dx

b

b
(b)

f ( x)dx is defined as lim
a   a  f ( x)dx

 
  f ( x)dx  
c
(c) f (x)dx is defined as f ( x)dx for any real number c .
 - c

c 
( Or lim
     f ( x)dx  lim  f ( x)dx )
   c

(d) If f (x) is continuous except at a finite number of points, say a, x1 , b where


b
a  x1  b , then f ( x)dx is defined to be
a

c  d 
lim  f ( x)dx  lim  f ( x)dx  lim  f ( x)dx  lim  f ( x)dx
a    x1 c   x1   b d

for any c, d such that a  c  x1  d  b .

Definition The improper integral is said to be Convergent or Divergent according to the improper

integral exists or not.

1 1

1 1
Example Evaluate (a)
0
x
dx (b)  1 x3
dx

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Definite Integrals
Advanced Level Pure Mathematics
 dx
Example Evaluate 0 x 9
2

 dx
Example Evaluate   x (1  x 2 )
2

Theorem Let f (x) and g (x) be two real-valued function continuous for x  a . If 0  f ( x)  g ( x)
 
x  a then the fact that a
f ( x)dx diverges implies a
g ( x)dx diverges and the fact that

 
a
g ( x)dx converges implies that a
f ( x)dx converges.


dx
Example Discuss whether 
10 ln x
is convergence?

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Definite Integrals
Advanced Level Pure Mathematics
Example For any non-negative integer n , define

In  
0
x n e  x dx .

(a) Show if n is positive integers, then I n 1  (n  1) I n .

Hence, if I n is convergent, I n 1 is also convergent.

(b) Find I n .

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