Lecture 32 Handout
Lecture 32 Handout
Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
Differentiating an integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
Differentiating an integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
Differentiating an integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
Calculus for probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
Calculus for probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
Elementary integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
Elementary integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
Area via the integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
The integral via area . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
What is ln x , really? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
Warning . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
The area of the region between two curves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
The area between two curves. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
The area between two curves. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
The area between the waves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
The area bounded by three curves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
The area between a curve and its tangent . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
Comprehension checkpoint . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
1
Objectives
Remember that The Fundamental Theorem of Calculus (FTC) establishes
a connection between the definite and indefinite integrals:
If f (x) is a continuous function on [a, b] , then
Z x
d
1) f (t)dt = f (x)
dx a
Z b
2) f (x)dx = F (b) − F (a) , where F is an antiderivative of f ,
a
that is, any function F with F ′ (x) = f (x) .
In this lecture we will show how to apply the Fundamental Theorem of Calculus
to the differentiation of integrals and the calculation of definite integrals.
2 / 21
Differentiating an integral
Problem. Using the FTC, find the derivatives of the following integrals:
Z x Z 2 Z e3x p
−t2 2
a) e dt , b) cos(t ) dt c) t2 + t dt.
0 x 1
Solution. Observe that all the integrands areZcontinuous functions,
x
d
so we may apply the first part of FTC: f (t)dt = f (x) .
dx a
x
d
Z
2 2
a) e−t dt = e−x
dx 0
1 Z x Z x
d d d
Z
b) cos(t2 ) dt = − cos(t2 ) dt =− cos(t2 ) dt = − cos(x2 )
dx x dx 1 dx 1
e3x Z up
d d
Z p
c) t2 + t dt [ u = e3x ] = t2 + t dt use the chain rule
dx 1 dx 1
Z u p
√ √ √
d du
= t2 + t dt · = u2 + u · 3e3x = 3 e6x + e3x e3x = 3 e3x + 1e9x/2
du 1 dx
3 / 21
2
Differentiating an integral
Z cos x
d dt
Problem. Find .
dx sin x 1 − t2
Solution. The FTC can’t be used directly since the integral to differentiate Z x
is not of the type f (t)dt .
a
To proceed, we split the integral into a sum of two integrals
in each of which the variable x appears only once:
Z cos x Z a Z cos x
dt dt dt
2
= 2
+ . It will turn out that
sin x 1 − t sin x 1 − t a 1 − t2 the choice of a does not matter.
Reverse the limits of integration in the first integral:
Z a Z sin x
dt dt
2
= − . Now we are ready to differentiate:
sin x 1 − t a 1 − t2
Z cos x Z sin x Z cos x
d dt d dt dt
= − +
dx sin x 1 − t2 dx a 1 − t2 a 1 − t2
4 / 21
Differentiating an integral
cos x Z sin x cos x
d dt d dt dt
Z Z
2
= − +
dx sin x 1−t dx a 1 − t2 a 1 − t2
sin x cos x
d dt d dt
Z Z
=− 2
+ Use the chain rule
dx a 1−t dx a 1 − t2
1 d 1 d
=− 2 sin x + 2
cos x
1 − sin x dx 1 − cos x dx
cos x sin x cos x sin x 1 1
=− 2 − 2
=− 2 − 2 =− − .
1 − sin x 1 − cos x cos x sin x cos x sin x
cos x
d dt 1 1
Z
Answer: 2
=− −
dx sin x 1−t cos x sin x
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3
Calculus for probability
In probability theory and statistics there is a very important function
x
1
Z
2
/2
√ e−t dt ,
2π −∞
which is called the cumulative distribution function for the normal distribution.
Let us consider a simplified version.
Z x
2
Problem. Let f (x) = e−t dt .
0
a) Find the extreme points of f .
b) Find a linear approximation to f near x = 0 .
c) Find the inflection points of f .
Solution. Z x
d 2 2
′
a) f (x) = e−t dt = e−x .
dx 0
Since f ′ (x) 6= 0 , of f has no extreme points.
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4
Elementary integration
1
1
x3 13 03 1
Z
2
1. x dx = = − = . Intergration is the inverse of differentiation.
0 3 3 3 3
0
differentiate
1
1
2x 21 20 1
Z
x
2. 2 dx = = − = .
0 ln 2 ln 2 ln 2 ln 2
0
1 1
dx dx 1
Z Z
3. =2 since f (x) = is even and [−1, 1] is symmetric.
−1 1 + x2 0 1 + x2 1 + x2
1 π π
= 2 arctan x = 2(arctan 1 − arctan 0) = 2 −0 = .
4 2
0
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Elementary integration
2
2
x4
Z
3
4. (x − 2x + 1)dx = − x2 + x
−1 4
−1
24 (−1)4
1 15
= − 22 + 2 − 2
− (−1) + (−1) = 4 − 4 + 2 − −1−1 =
4 4 4 4
√3 8 Z 8 Z 8
x2 + 3x − 1 3 3
Z
2
− 34
5. dx = x 3 −2 + − x−2
dx = x + − x −2
dx
1 x2 1 x 1 x
1 dx
Z Z
a a+1
☞ x dx = a + 1 x if a 6= −1 x
= ln |x|
8 8
1 − 43 +1 1 −2+1 − 31 −1
= x + 3 ln |x| − x = −3x + 3 ln |x| + x
− 34 + 1 −2 + 1
1 1
− 13
1
3 1 5
−3 · 8 + 3 ln 8 + 8−1 − −3 · 1− 3 + 3 ln 1 + 1−1 = − + 9 ln 2 + + 3 − 1 = + 9 ln 2
2 8 8
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5
Area via the integral
Problem 1. Find the area of the region located between one arc of the sine curve and the x -axis.
y π
Z π
A =? A= sin xdx = − cos x
π 0
x 0
y = sin x = −(cos π − cos 0) = −(−1 − 1) = 2
Z 100π
Problem 2. Evaluate | sin x|dx .
0
y
yy==| sin xx|
A A
... A
x
π 2π 100π
Z 100π
| sin x|dx = = 100A = 100 · 2 = 200
0
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y = arccos x y
11 / 21
6
What is ln x , really?
How would you explain ln x to your little brother or sister?
1
Draw the graph of y = for positive t :
t
y
y = 1/t Consider the region under the graph
between the lines t = 1 and t = x > 1 .
Area = ln x Zx
1 t=x
Its area is dt = ln t = ln x − ln 1 = ln x
t t=1
t 1
1 x
Therefore, ln x is the area of the region under the graph of the hyperbola.
Control question: How would you explain to your little brother or sister
ln x if 0 < x < 1 ?
12 / 21
Warning
1
1
Z
Problem. Evaluate the integral dx .
−1 x2
1
1
1 1
Z
“Solution”. dx = − = −(1 − (−1)) = −2 .
−1 x2 x
−1
The answer doesn’t seem to be plausible:
we integrated a positive function and obtained a negative result.
1
What went wrong? The integral represents the area under the curve y = 2 :
y x
1
y= x2
The region under the graph is not bounded.
What could its area be?
This topic will be discussed in Calculus II.
x
−1 1
1
Applying of the FTC to this integral is illegal, since f (x) = is not continuous on [−1, 1] .
x2
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7
The area of the region between two curves
Theorem. Let f (x), g(x) be continuous functions with f (x) ≥ g(x) on [a, b] .
y
Then the area of the region bounded by
y = f (x) the curves y = f (x) , y = g(x)
and the vertical lines x = a , x = b
Z b
x
a b is given by the formula (f (x) − g(x))dx.
y = g(x) a
Z b Z b Z b
Proof. (f (x) − g(x))dx = f (x)dx − g(x)dx =
a a a
(signed area between f and the x -axis) − (signed area between g and the x -axis)
y = area between f and g .
y = f (x)
−
a x
+ b
y = g(x)
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8
The area between two curves
2
Example 2. Find the area of the region situated below the curve y =
1 + x2
and above the line y = 1 .
Solution.
y
2
y=
1 + x2 What are the intersection points
2
y=1
of y = 2
and y = 1 ?
1+x
2
= 1 ⇐⇒ 2 = 1 + x2 ⇐⇒ x = ±1
x
1 + x2
−1
? 1
?
Z1 Z1 Z1 Z1
2 2 dx
The area between the curves is − 1 dx = 2 − 1 dx = 4 − 2 dx
1 + x2 1 + x2 1 + x2
−1 0 0 0
x=1
= 4 arctan x − 2 = 4(arctan 1 − arctan 0) − 2 π
x=0 =4· −2= π−2
4
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9
The area bounded by three curves
1 x
Example 4. Find the area of the region bounded by y = , y = 4x and y = in the 1st quadrant.
x 4
Solution.
y
y = 4x
This region is not between two curves.
Split it into two regions A1 and A2 which are.
Find the limits of integration:
1
= 4x ⇐⇒ 4x2 = 1 =⇒ x = 1/2 ,
y = x/4
x
A2
A1 y = 1/x 1 x
x = ⇐⇒ x2 = 4 =⇒ x = 2 .
1
2
x 4
2
The area bounded by these three curves is the sum of areas of A1 and A2 :
Z 1/2 Z 2 h i1/2 h i2
(4x − x/4) dx + (1/x − x/4) dx = 2x2 − x2 /8 + ln x − x2 /8
0 1/2 0 1/2
1 1 1 1 1
− + ln 2 − − ln + = ln 2 + ln 2 = 2 ln 2
2 32 2 2 32
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10
Summary
In this lecture we demonstrated some important applications
of the Fundamental Theorem of Calculus.
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Comprehension checkpoint
x
ln t d
Z
• Let f (x) = dt. Find f (x).
1 t dx
• Evaluate the following integrals:
Z π/2 Z 1 1
x
Z
sin x dx, x2 + 2x dx, dx
−π 0 0 x2 +x
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11