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Calculus/Definite integral
Suppose we are given a function and would like to determine the area underneath its graph over an interval. We could guess, but how could we figure out the exact area? Below, using a few clever ideas, we actually define such an area and show that by using what is called the Definite integral we can indeed determine the exact area underneath a curve.
Figure 1
Figure 2
Suppose we have a function f that is positive and two numbers a,b such that a<b. Let's pick an integer n and divide the interval [a,b] into n subintervals of equal width (see Figure 1). As the interval [a,b] has width b-a, each subinterval has width us We denote the endpoints of the subintervals by . This gives
Calculus/Definite integral
Figure 3
in the interval
and consider the rectangle of height . By adding up the area of all the
(see Figure 2). The area of this rectangle is we get that the area S is approximated by
For each number n we get a different approximation. As n gets larger the width of the rectangles gets smaller which yields a better approximation (see Figure 3). In the limit of as n tends to infinity we get the area of S. Definition of the Definite Integral Suppose f is a continuous function on [a,b] and . Then the definite integral of f between a and b is
where
It is a fact that if f is continuous on [a,b] then this limit always exists and does not depend on the choice of the points . For instance they may be evenly spaced, or distributed ambiguously throughout the interval. The proof of this is technical and is beyond the scope of this section. Notation When considering the expression, , the function f is called the integrand and the interval [a,b] is the
interval of integration. Also a is called the lower limit and b the upper limit of integration.
Calculus/Definite integral
Figure 6
One important feature of this definition is that we also allow functions which take negative values. If f(x)<0 for all x then so . So the definite integral of f will be strictly negative. More generally if f takes on both positive an negative values then will be the area under the positive part of the graph of f minus is
the area under the graph of the negative part of the graph (see Figure 6). For this reason we say that the signed area under the graph. A geometrical proof that anti-derivative gives the area Suppose we have a function F(x) which returns the area between x and some unknown point u. (Actually, u is the first number before x which satisfies F(u) = 0, but our solution is independent from u, so we won't bother ourselves with it.) We don't even know if something like F exists or not, but we're going to investigate what clue do we have if it does exist.
The area spanned by We can use F to calculate the area between a and b, for instance, which is obviously F(b)-F(a); F is something general. Now, consider a rather peculiar situation, the area bounded at
and
in the limit of
. Of course it can be calculated by using F, but we're looking for another solution this time.
As the right border approaches the left one, the shape seems to be an infinitesimal rectangle, with the height of f(x) and width of . So, the area reads:
, we get
Calculus/Definite integral
which is an interesting result, because the left-hand side is the derivative of F with respect to x. This remarkable result doesn't tell us what F itself is, however it tells us what the derivative of F is, and it is f.
Independence of Variable
It is important to notice that the variable x did not play an important role in the definition of the integral. In fact we can replace it with any other letter, so the following are all equal:
Each of these is the signed area under the graph of f between a and b.
This is called the right-handed Riemann sum, and the integral is the limit
Alternatively we could have taken each sample point on the left hand side of the interval. In this case (see Figure 8) and the approximation becomes
The key point is that, as long as f is continuous, these two definitions give the same answer for the integral.
Figure 7
Calculus/Definite integral
Figure 8
Example 1
In this example we will calculate the area under the curve given by the graph of First we fix an integer n and divide the interval width for x between 0 and 1. into n subintervals of equal width. So each subinterval has
To calculate the integral we will use the right-handed Riemann Sum. (We could have used the left-handed sum instead, and this would give the same answer in the end). For the right-handed sum the sample points are
Notice that
to get
To calculate the integral of f between 0 and 1 we take the limit as n tends to infinity,
Calculus/Definite integral
Example 2
Next we show how to find the integral of the function [a,b] has width b-a so between x=a and x=b. This time the interval
Once again we will use the right-handed Riemann Sum. So the sample points we choose are
Thus
We have to calculate each piece on the right hand side of this equation. For the first two,
to get
Calculus/Definite integral
Example We saw in the previous section that . Using the constant rule we can use this to calculate that
There is a special case of this rule used for integrating constants: Integrating Constants If c is constant then When Example and this integral is the area of a rectangle of height c and width b-a which equals c(b-a).
Calculus/Definite integral
As with the constant rule, the addition rule follows from the addition rule for limits:
=
The subtraction rule can be proved in a similar way. Example From above and so
Example
Figure 9
Suppose
Calculus/Definite integral
Suppose
If
then each of the rectangles in the Riemann sum to calculate the integral of f will be above the y axis, then and by linearity of the integral we get then the area under the graph of f will be greater than the area of
rectangle with height m and less than the area of the rectangle with height M (see Figure 9). So
Example
Again suppose that f is positive. Then this property should be interpreted as saying that the area under the graph of f between a and b is the area between a and c plus the area between c and b (see Figure 8)
Figure 8
Also in defining the integral we assumed that a<b. But the definition makes sense even when b<a in which case so has changed sign. This gives
10
Caution: For improper integrals (e.g. if a is infinity, or if the function approaches infinity at 0 or a, etc.), the first equation above is only true if principal value is 0. Suppose f is an odd function and consider first just the integral from -a to 0. We make the substitution u=-x so du=-dx. Notice that if x=-a then u=a and if x=0 then u=0. Hence Now as f is odd, becomes we can replace it with the letter x to give Now we split the integral into two pieces so the integral exists. Otherwise the integral is undefined, and only the Cauchy
Now we can replace the dummy variable u with any other variable. So
The proof of the formula for even functions is similar, and is left as an exercise. Example
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