CompleteNotes Math204
CompleteNotes Math204
Dr Oteng Maphane
1 The Integral
P
Sigma Notation
Area and Estimating with Finite Sums
Definite Integral
The Fundamental Theorem of Calculus
Indefinite Integrals and Triq Substitution Method
2 Applications of Definite Integrals
Volumes Using Cross-Sections
Areas of Surfaces of Revolution
3 Techniques of Integration and Taylor Series
Improper Integration
Numerical Integration
Taylor Series and Applications
2
A = πr 2 = π 92 = 82 or π ≈ (4.5) 64 64
2 = 20.25 ≈ 3.16. Thus we see that
before 1650 B.C. the Egyptians could calculate the area of a circle from
the formula A = 3.16r 2 . Since π = 3.1416, we see that this result is
remarkably close, considering that the Egyptian formula dates back nearly
four thousand years!
In ancient Greece there was much interest in obtaining methods for
calculating the areas bounded by curves other than circles and rectangles.
The problem was solved for a wide variety of curves by Archimedes of
Syracuse (287-212 B.C.), who is considered by many to be the greatest
mathematician who ever lived. Archimedes used what he called the
method of exhaustion to calculate the shaded area A bounded by a
parabola. To be discussed at a later stage.
Solution: We have
8 2 8 8
X k 1 X 1 2 1 X 2
S= = k = k .
8 8 83 83
k=1 k=1 k=1
Note that: 5k=1 k = 5j=1 j = 10, changing the index of summation does
P P
not change the sum.
Exercise:
Pn Suppose g is some function whose domain include integers, show
that k=1 [g (k) − g (k − 1)] = g (n) − g (0) called the Telescoping sum.
Further, if we let g (k) = 12 k(k + 1), show that g (k) − g (k − 1) = k and
deduce that the first part yields
n
X
k = n(n + 1)/2.
k=1
What is the area of the shaded region R that lies above the x-axis, below
the graph of y = 1 − x 2 and between the vertical lines x = 0 and x = 1
Figure 5.2a shows two rectangles that together contain the region R. Each
rectangle has width 12 and they have heights 1 and 43 moving from left to
right. The height of each rectangle is the maximum value of the function
f , obtained by evaluating f at the left endpoint of the subinterval of [0, 1]
forming the base of the rectangle. The total area of the two rectangles
approximates the area A of the region R,
1 3 1
A≈1· + · = 0.875.
2 4 2
This estimate is larger than the true area A, since the two rectangles
contain R. We say that 0.875 is an upper sum because it is obtained by
taking the height of each rectangle as the maximum (uppermost) value of
f (x) for x a point in the base interval of the rectangle.
The fourth rectangle has zero height and therefore contributes no area.
Summing these rectangles with heights equal to the minimum value of
f (x) for x a point in each base subinterval, gives a lower sum
approximation to the area,
15 1 3 1 7 1 1 17
A≈ · + · + · +0· = = 0.53125.
16 4 4 4 16 4 4 32
This estimate is smaller than the area A since the rectangles all lie inside
of the region R. The true value of A lies somewhere between these lower
and upper sums:
0.53125 < A < 0.78125.
area.
Table 5.1 shows the values of upper and lower sum approximations to the
area of R using up to 1000 rectangles. In a moment we will see how to get
an exact value of the areas of regions such as R by taking a limit as the
base width of each rectangle goes to zero and the number of rectangles
goes to infinity. With the techniques developed there, we will be able to
show that the area of R is exactly 23 .
The finite sum approximations we considered in earlier got more accurate
as the number of rectangles increased and the subinterval widths (lengths)
became thinner. The next example shows how to calculate a limiting value
as the widths of the subintervals go to zero and their number grows to
infinity.
Recall that in each of our computed sums, the interval [a, b] over which
the function f is defined was subdivided into n subintervals/rectangles of
b−a
equal width (also called length) ∆x = and f was evaluated at a
n
point ci in each subinterval: c1 in the first subinterval, c2 in the second
subinterval, and so on. The finite sums then all take the form
n
X
f (ck )∆x = f (c1 )∆x + f (c2 )∆x + · · · + f (cn )∆x.
k=1
By taking more and more rectangles, with each rectangle thinner than
before, it appears that these finite sums give better and better
approximations to the true area of the region R.
The first of these subintervals is [x0 , x1 ], the second is [x1 , x2 ] and the k-th
subinterval of P is [xk−1 , xk ], for k an integer between 1 and n.
The sum SP is called a Riemann sum for f on the interval [a, b]. There are
many such sums, depending on the partition P we choose, and the choices
of the points ck in the subintervals. Any Riemann sum associated with a
partition of a closed interval [a, b] defines rectangles that approximate the
region between the graph of a continuous function f and the x-axis.
We will see in the next section that if the function f is continuous over the
closed interval [a, b], then no matter how we choose the partition P and
the points ck in its subintervals to construct a Riemann sum, a single
limiting value is approached as the subinterval widths, controlled by the
norm of the partition, approach zero. We define the norm of a partition P,
written ||P|| to be the largest of all the subinterval widths.
Find the limiting value of lower sum approximations to the area of the
region R below the graph of y = 1 − x 2 and above the interval [0, 1] on
the x-axis using equal width rectangles whose widths approach zero and
whose number approaches infinity.
Solution: We compute a lower sum approximation using n rectangles of
equal width and then we see what happens as We start by subdividing
[0, 1] into n equal width subintervals
n n
X 1 X k2
= −
n n3
k=1 k=1
n
1 1 X 2
=n· − 3 k
n n
k=1
1 (n)(n + 1)(2n + 1)
=1−
n3 6
3 2
2n + 3n + n
=1− .
6n3
We have obtained an expression for the lower sum that holds for any n.
Taking the limit of this expression as we see that the lower sums converge
as the number of subintervals increases and the subinterval widths
approach zero:
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Solution Cont’d
2n3 + 3n2 + n
2 2
lim 1 − 3
=1− = .
n→∞ 6n 6 3
The lower sum approximations converge to 2/3. A similar calculation
shows that the upper sum approximations also converge to 2/3 and left as
an Exercise. This is because it is possible to show that any finite sum
approximation is trapped between the lower and upper sum approximations
(The Sandwich Rule). For this reason we are led to define the area of the
region R as this limiting value.
Approximate the area bounded by the curve y = x 2 and the x-axis above
Recall that, we investigated the limit of a finite sum for a function defined
over a closed interval [a, b] using n subintervals of equal width (or length),
∆x = (b − a)/n.
Now, we consider the limit of more general Riemann sums as the norm of
the partitions of [a, b] approaches zero.
For general Riemann sums the subintervals of the partitions need not have
equal widths. The limiting process then leads to the definition of the
definite integral of a function over a closed interval [a, b].
The definition of the definite integral is based on the idea that for certain
functions, as the norm of the partitions of [a, b] approaches zero, the
values of the corresponding Riemann sums approach a limiting value I .
What we mean by this converging idea is that a Riemann sum will be close
to the number I provided that the norm of its partition is sufficiently small
(so that all of its subintervals have thin enough widths).
To capture this, we introduce the symbol ϵ as a small positive number that
specifies how close to I the Riemann sum must be, and the symbol δ as a
second small positive number that specifies how small the norm of a
partition must be in order for that to happen.
Leibniz introduced a notation for the definite integral that captures its
construction as a limit of Riemann
Pn sums.
He envisioned the finite sums k=1 f (ck )∆xk becoming an infinite sum of
function values f (x)
P multiplied by “infinitesimal”subinterval widthsR∆xk .
The sum symbol is replaced in the limit by the integral symbol ,
whose origin is in the letter “S.”
The function values f (ck ) are replaced by a continuous selection of
function values f (x).
The subinterval widths become the differential dx. It is as if we are
summing all products of the form f (x) · dx as x goes from a to b.
While this notation captures the process of constructing an integral, it is
Riemann’s definition that gives a precise meaning to the definite integral.
The symbol for the number I in the definition of the definite integral is
Z b
f (x)dx
a
∆x = (b − a)/n,
The limit is always taken as the norm of the partitions approaches zero
and the number of subintervals goes to infinity.
Theorem 1 tells us that functions continuous over the interval [a, b] are
integrable there. Functions that are not continuous may or may not be
integrable. Discontinuous functions that are integrable include those that
are increasing on [a, b] (See Tutorial Exercise), and the
piecewise-continuous functions which are continuous except at a finite
number of points in [a, b]. For integrability to fail, a function needs to be
sufficiently discontinuous so that the region between its graph and the
x-axis cannot be approximated well by increasingly thin rectangles. The
function (
1, x is rational
f (x) =
0, x is irrational.
is nointegrable on [0, 1], or has no Riemann integral over [0, 1]. (See a
Tutorial Exercise).
We now make precise the notion of the area of a region with curved
boundary, capturing the idea of approximating a region by increasingly
many rectangles. The area under the graph of a nonnegative continuous
function is defined to be a definite integral.
For the first time we have a rigorous definition for the area of a region
whose boundary is the graph of any continuous function. We now apply
this to a simple example, the area under a straight line, where we can
verify that our new definition agrees with our previous notion of area.
for partitions whose norms go to zero. We know that it does not matter
how we choose the partitions or the points ck as long as the norms
approach zero. All choices give the exact same limit. So we consider the
partition P that subdivides the interval [0, b] into n subintervals of equal
width
b−0 b
∆x = =
n n
and we choose ck to be the right endpoint in each subinterval. The
partition is
The Theorem in Part 2 says that to calculate the definite integral of f over
[a, b] all we need to do is:
says that if you first differentiate the function F and then integrate the
result, you get the function F back (adjusted by an integration constant).
In a sense, the processes of integration and differentiation are “inverses”of
each other. That is, every continuous function f has an antiderivative F ,
and dy /dx = f (x) has a solution y = F (x) for every continuous function
f.
Trigonometric
√ substitutions
√ can be effective
√ in transforming integrals
2 2 2 2 2 2
involving a − x , a + x , and x − a into integrals we can
evaluate directly. There are three most common/basic substitutions,
x = a tan θ, x = a sin θ and x = a sec θ. They come from the reference
right triangles in Figure 8.2.
associated with a partition P of the finite closed interval [a, b] and the
process of integration. We found that for a continuous function f on
[a, b], the limit of SP as the norm of the partition ||P|| approaches zero is
the number Z b
f (x)dx = F (b) − F (a),
a
where F is any antiderivative of f . In first year, we applied this to the
problems of computing the area between the x-axis and the graph of
y = f (x) for a ≤ x ≤ b, and to finding the area between two curves.
This equation forms the basis for defining the volumes of many solids that
are not cylindrical by the method of slicing.
pyramid.
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Solution cont’d
The solid generated by rotating a plane region about an axis in its plane is
called a solid of revolution. To find the volume of a solid like the one
shown in Figure 6.8, we need only observe that the cross-sectional area
A(x) is the area of a disk of radius R(x), the distance of the planar
region’s boundary from the axis of revolution. The area is then
A(x) = π[R(x)]2 .
√
The region between the curve y = x, 0 ≤ x ≤ 4 and the x-axis is
revolved about the x-axis to generate a solid. Find its volume.
Solution: We draw figures showing the region, a typical radius, and the
generated solid (Figure 6.8). The volume is
A(x) = πy 2 = π[a2 − x 2 ].
If the region we revolve to generate a solid does not border on or cross the
axis of revolution, the solid has a hole in it (Figure 6.13). The
cross-sections perpendicular to the axis of revolution are washers (the
purplish circular surface in Figure 6.13) instead of disks. The dimensions
of a typical washer are Outer radius R(x) and Inner radius r (x). The
washer’s area is
A(x) = π([R(x)]2 − [r (x)]2 ).
Consequently, the definition of volume gives
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Solution Cont’d
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Example-Area of an Ellipse
x2 y2
Find the area enclosed by the ellipse 2 + 2 = 1. Because the ellipse is
a b
symmetric with respect to both axes, the total area A is four times the
area in the first quadrant (see figure below). Solving the equation of the
bp 2
ellipse for y ≥ 0 we get y = a − x 2 , 0 ≤ x ≤ a.
a
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Solution
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Areas of Surfaces of Revolution
When you jump rope, the rope sweeps out a surface in the space around
you called a surface of revolution. The “area”of this surface depends on
the length of the rope and the distance of each of its segments from the
axis of revolution. We want our definition of the area of a surface of
revolution to be consistent with known results from classical geometry for
the surface areas of spheres, circular cylinders,
√ and cones. So if the jump
rope takes the shape of a semicircle y = a2 − x 2 with radius a rotated
about the x-axis (see figure below), it generates a sphere with surface area
4πa2 .
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Definitions
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Applying the Surface Area Formula
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Solution
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Solution Cont’d
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Example
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Solution
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Improper Integration
Recall that definite integrals have finite domain of integration [a, b], and
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. The
integral for the area under the curve y = (ln x)/x 2 from x = 1 to x = ∞
is an example for which the domain is infinite (see figure (a)). The
√
integral for the area under the curve y = 1/ x of between x = 0 and
x = 1 is an example for which the range of the integrand is infinite (see
figure (b)). In either case, the integrals are said to be improper and are
calculated as limits.
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Infinite Limits of Integration
Consider the infinite region that lies under the curve y = e −x/2 in the first
quadrant (see figure below) which appears to have infinite area,
but in fact the natural value to assign is finite. That is, first find the area
A(b) of the portion of the region that is bounded on the right by x = b.
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Definition-Infinite Limits of Integration
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Exercise
In each case, if the limit is finite we say that the improper integral
converges and that the limit is the value of the improper integral. If the
limit fails to exist, the improper integral diverges.
Evaluate the following improper integrals
Z ∞
ln x
dx = 1,
1 x2
Z ∞
dx
dx = π,
−∞ 1 + x2
and (
∞ 1
p−1 , p>1
Z
dx
dx =
1 xp ∞, p < 1.
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Numerical Integration
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Applying the Trapezoidal Rule
R2
Use the Trapezoidal Rule with n = 4 to estimate 1 x 2 dx. Compare the
estimate with the exact value. Partition [1, 2] into four subintervals of
equal length. Then evaluate y = x 2 at each partition point.
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Simpson’s Rule
R2
Example: Use Simpson’s Rule with n = 4 to approximate 0 5x 4 dx.
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Solution
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Taylor Series and Applications
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Taylor Series Cont’d
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Solution
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Solution Cont’d
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Example
f (x) = e ix , f ′ (x) = ie ix ,
f ′′ (x) = −e ix , f ′′′ (x) = −ie ix ,
f (4) (x) = e ix , f (5) (x) = ie ix ,
f (6) (x) = −e ix , f (7) (x) = −ie ix
..
.
f (2n) (x) = (−1)n e ix , f (2n+1) (x) = (−1)n+2 ie ix .
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Solution Cont’d
At x = 0, we have f (2n) (0) = (−1)n and f (2n+1) (0) = i(−1)n+2 for every
n = 0, 1, 2, 3, . . . . Therefore, the Taylor series generated by f at x = 0 is
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Solution Cont’d
x2 x4 x6 (−1)n x 2n
But 1 − + − + ··· + + · · · and
2! 4! 6! (2n)!
x3 x5 x7 (−1)n+2 x 2n+1
x− + − + ··· + + · · · are the Taylor series
3! 5! 7! (2n + 1)!
generated by cos x and sin x respectively at x = 0. Thus,
e ix = cos x + i sin x.
If x = π, then
e iπ + 1 = 0.
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