MATH19832/19542 Mathematics 0C2/1C2.

General information for the academic year 2012-2013:

Lecturer: Dr Theodore Voronov, Room 2.109, School of Mathematics, Alan Turing

Building, email: theodore.voronov@manchester.ac.uk .
Lectures: Tuesdays at 11am in Renold/D7 and Wednesdays at 9am in Sackville/C14.
Tutorials: Thursdays 11am : George Begg/C3 (optometry only) and Fridays 9am : rooms
announced on the webpage (foundation). ALL TUTORIALS START IN WEEK 2.
Assessment: coursework 1 (deadline in week 4): 10%, coursework 2 (deadline in week
10): 10%, 2 hour end of semester 2 exam: 80%.
Course webpage: http://www.maths.manchester.ac.uk/service/MATH19832/ .

§1 Definite and Indefinite Integrals

1.1 Introduction. Area under a graph and definite integral

There are two sorts of integrals:

• definite integral, related with the area under a graph (giving a number);

• indefinite integral, as the inverse of differentiation (giving a function).

These two tasks (finding area under a graph and taking the inverse of differentiation) are indeed
related, as we shall see shortly.
Let us start with the problem of finding area under a graph. Consider a function y = f (x)
and numbers a < b. Look at the picture (for simplicity there we assumed that f (x) is positive):

y 6
y = f (x)

f (x∗k )

. -
0 a x∗k b x

1
 How to find the area? An obvious idea is to cut it into thin vertical strips, and the area is
obtained as the limit of the sum of the areas of the thin strips, as the width of each strip tends
to zero and the number of strips tends to infinity. The key idea is that the area of a thin strip
where xk < x < xk+1 can be found approximately as the area of a rectangle of base ∆xk and
height f (x∗k ), where ∆xk = xk+1 − xk and x∗k is some point between xk and xk+1 . Therefore the
area under the graph is approximately the following sum:
N
X −1
area ≈ f (x∗k )∆xk ,
k=0

where we have a = x0 < x1 < . . . < xk < xk+1 < . . . < xN = b. Denote by δ the maximal width
of our thin strips; in other words, δ = max ∆xk . When N grows, δ tends to zero.
k=0,...,N −1

Definition 1. The limit of the above sums when δ → 0 is denoted

Z b
f (x)dx
a

and called the integral of a function f (x) with respect to variable x in the limits a and b.
Here the number a is called the lower limit of integration and the number b, the upper limit of
integration.

(This integral, i.e., the limit of the sums in question, may exist or may not; the function is
then called integrable or not integrable, respectively. In practice we shall not meet functions
that are not integrable. So the main task will be to work out practical methods of finding
integrals.)
The construction shows close resemblance and indeed a connection between integration and
R
summation. In fact, the very notation used for integrals tells about that: the “integral sign”
is nothing but the Latin letter S stretched vertically 1 , and dx under the integral sign is meant
to remind about the increments ∆x of the independent variable x appearing in the above sum.
Sometimes the function f (x) is referred to as the integrand, but it is more correctly to view
the whole expression involving dx,
f (x) dx ,

as the integrand. In particular, this emphasizes the role of the independent variable x and is
practically important when considering change of variable (substitution) method of calculating
1
More precisely, the integral sign was initially a modification of the letterform “long s” s used in the times
of Leibniz, to whom the notation belongs. Such form of the letter “s” was used at the beginning of a syllable,
so the Latin word summa (sum) was written as ‘summa’ (Roman) or ‘summa’ (cursive).

2
integrals. We shall come back to that later and give an independent meaning to the expressions
such as f (x) dx.
By the construction we have Z b
area = f (x)dx ,
a
the area under the graph of a function is given by the integral (compare the approximate equality
above). The integral that we have just defined is also called definite integral to distinguish it
from ‘indefinite integral’ that will be defined later. The definite integral of a function is a
number.
Our main task will be developing methods for calculating integrals. But certain integrals
can be found directly from the definition.

Example 1. Consider the function that is identically equal to 1: f (x) = 1 for all x. Then for
any a and b, Z b Z b
1 · dx = dx = 1 · (b − a) = b − a .
a a
(The area of a rectangle with sides 1 and b − a.) We write this shortly as
Z b
dx = b − a .
a

Note that the number b − a is the increment of x between x = a and x = b.

Example 2. Calculate the integral Z b

xdx .
a
The graph y = x is a straight line with slope 1 and therefore the area is question (which is the
area of a trapezoid) can be found as the difference of the areas of the two right angled triangles
of heights b and a respectively and of the same bases. Recalling the formula for the area of a
triangle, we obtain Z b
1
xdx = (b2 − a2 ) .
a 2
1 2
Note that the answer 2
(b − a ) is the increment of the function 21 x2 between x = a and x = b.
2

We shall shortly generalize the answers in Examples 1 and 2 .

Obviously if in Example 1 we choose another constant, say, 5, the answer will be multiplied
by 5: Z b
5dx = 5(b − a) .
a
The same happens with any integral if we “stretch” the function under the integral with a
constant factor:

3
Proposition 1. For any function f (x) and any constant λ,
Z b Z b
λf (x)dx = λ f (x)dx .
a a

Also, for any two functions,

Z b

Z b Z b
f (x) + g(x) dx = f (x)dx + g(x)dx .
a a a

This immediately follows from the definition of integral.

Finally, in the definition of integral we have assumed that a ≤ b. It is convenient to
supplement the definition by the following convention:
Z a Z b
f (x)dx = − f (x)dx
b a

(swapping the limits changes the sign).

Note that if in the construction of the integral we take the limits of integration approaching
each other (e.g., fix a and let b tend to a), then the area under a graph will be approaching
zero, so it is natural to set that the integral vanishes for coinciding limits of integration:
Z a
f (x)dx = 0 .
a

Also from the definition of the integral we obtain the following properties of the integral
with respect to the interval of integration.

Proposition 2. For arbitrary a, b and c,

Z b Z c Z c
f (x)dx + f (x)dx = f (x)dx .
a b a

To see that, consider first the case a < b < c. The areas add up, hence the equality. (Make
a sketch!) The other cases can be reduced to that by swapping the limits of integration.

Remark 1. The argument of functions was denoted by x in the above examples. There is
nothing special about the letter x. Depending on the nature of the problem, we may consider,
for example, functions f (t) of an argument denoted by t. (The letter t is a traditional notation
for the time variable.) For a definite integral such as
Z b
f (x)dx ,
a

4
the variable of integration x is but a placeholder variable (sometimes called “dummy variable”
or “bound variable”) and one can use any other letter instead of it, such as u, t, s, y, etc., so
that Z b Z b Z b
f (x)dx = f (u)du = f (t)dt , etc.
a a a
Of course it is assumed that in each case the variable of integration x, u, or t varies between
the same limits a and b. This is analogous to the property of sums:
n
X n
X n
X
Ci = Cj = Ck , etc. ,
i=1 j=1 k=1

where the summation index is a “dummy index”.

1.2 Relation with derivatives: the Newton–Leibniz formula

Recall the definition of the derivative of a function. Given a function y = f (x), its derivative
(denoted as y 0 (x), f 0 (x), or dy/dx) is defined as the limit of the difference ratio:
dy ∆y
= lim .
dx ∆x→0 ∆x
Here ∆x is an arbitrary increment of the independent variable x (with the only restriction that
f (x + ∆x) make sense) and ∆y = f (x + ∆x) − f (x) is the corresponding increment of the
value of the dependent variable y = f (x). The difference ratio ∆y/∆x represents the slope of
a secant (or chord) of the graph emanating from the point (x, f (x)). We consider this ratio for
smaller and smaller ∆x and in the limit the secant becomes the tangent to the graph, at the
point (x, f (x)), so the value of the derivative dy/dx is the slope of the tangent.
We shall apply this to the following problem. Consider the definite integral of a given
function f (x) and allow the upper limit of integration to vary. In other words, we consider the
area under the graph as before, but allow the right vertical line delimiting the area to move, so
that the area can vary. For clarity, we shall denote the variable of integration by u instead of
x and denote by x the variable upper limit:
Z x
F (x) = f (u)du.
a

Theorem 1. In the above notation,

dF
= f (x) .
dx
Rx
Proof. Consider a small increment ∆x of the upper limit for the integral a f (u)du and the
corresponding increment of the integral:
Z x+∆x Z x Z x+∆x
∆F = f (u)du − f (u)du = f (u)du ,
a a x

5
which just the area of a thin strip under the graph. It is clear that this area is approximately
the area of a rectangle of base ∆x and height f (x∗ ), where x∗ can be any value between x and
x + ∆x. Therefore,
∆F
≈ f (x∗ ) .
∆x
In the limit ∆x → 0, the equality becomes exact and x∗ becomes just x :
∆F
lim = f (x) ,
∆x→0 ∆x

which proves the claim.

We see that definite integral with variable upper limit provides an operation that is inverse
to differentiation.

Definition 2. For a given function f (x), any function F (x) such that
dF
= f (x)
dx
is called an antiderivative or primitive of f (x). (We shall use the names “primitive” and
“antiderivative” interchangeably.)
Rx
So, for a given f (x), the integral a
f (u)du as a function of the upper limit is a primitive
(antiderivative) of f (x).
If F (x) and G(x) are two antiderivatives of f (x), then d(F − G)/dx = 0. Since functions
having zero derivative are constants, it follows that F (x) = G(x) + C where C is a constant.
Therefore an antiderivative of a given function is not unique, but if one antiderivative is fixed,
all other antiderivatives can be obtained from it by adding constants. The integral
Z x
F (x) = f (u)du.
a

is the unique antiderivative of f (x) satisfying the extra property F (a) = 0. (Fixing a value at
some point makes an antiderivative unique.)

Example 3. Find the antiderivative F (x) of f (x) = x such that F (0) = 1. Solution: we know
that the integral Z x Z x
1
G(x) = udu = x2
f (u)du =
0 0 2
gives an antiderivative for f (x) = x (of course, we can also see this directly). We have F (x) =
1 2
2
x + C for some C. To find C, substitute x = 0. We obtain 1 = F (0) = 0 + C, hence C = 1
and the answer is:
1
F (x) = x2 + 1 .
2

6
 The relation between differentiation and integration can be used in the opposite direction
as well: knowing antiderivatives allows to calculate integrals.

Theorem 2 (“The Newton–Leibniz Formula”). If F (x) is an arbitrary antiderivative of f (x),

then Z b
f (x)dx = F (b) − F (a) ,
a
for any limits of integration a and b.

Proof. Suppose the numbers a and b are fixed. As we have seen, an arbitrary primitive of f (x)
has the form Z x
F (x) = C + f (u)du .
a
Then
Z b  Z a  Z b Z b
F (b) − F (a) = C + f (u)du − C + f (u)du = f (u)du = f (x)dx .
a a a a

The relation between the two seemingly unrelated geometric problems, finding the area
under the graph and finding the tangent (or the equivalent mechanical problem of finding the
velocity) expressed by Theorem 1, which links differentiation and integration, was Newton’s
extraordinary insight. Theorem 1 and following from it Theorem 2 (the “Newton–Leibniz
formula”) are often referred to as the fundamental theorem of calculus.

7
1.3 Indefinite Integral
Definition 3. An unspecified primitive of a function f (x) (or, equivalently, the family of all
primitives of f (x)) is called the indefinite integral of f (x) and denoted
Z
f (x)dx .

If F (x) is some particular primitive for f (x), then

Z
f (x)dx = F (x) + C .

An indefinite integral gives a function (or rather a family of functions depending on an

arbitrary constant), while a definite integral gives a number. Knowing the indefinite integral
of a function allows to find its definite integral between any limits a and b (by substituting the
limits).
When finding indefinite integrals, we shall agree to add an arbitrary constant only at the
end of calculation.
dy
R
Example 4. Let y = x3 , then dx
= 3x2 , and hence 3x2 dx = x3 . However, differentiating
dy
y = x3 + 1, also gives dx
= 3x2 . In general, adding any constant C gives the same derivative.
Hence, the integral of the function y = 3x2 is given by
Z
3x2 dx = x3 + C

Example 5. Find Z 2
3x2 dx .
1
We have found Z
3x2 dx = x3 + C ,
therefore Z 2
3x2 dx = [x3 ]21 = 23 − 13 = 8 − 1 = 7 .
1

Remark 2. Standard notation for the difference of values of a function (as occurring in the
Newton–Leibniz formula):
F (b) − F (a) = [F (x)]ba = F (x)|ba
(both are used).

Indefinite integrals have the following properties similar to the corresponding properties of
definite integrals. Note the appearance of arbitrary constants in all equalities. (As mentioned
above, in practice we agree to write a constant only at the end of any calculation with indefinite
integrals omitting it at all intermediate steps.)

8
Proposition 3. Let f (x), g(x) be functions of x, and let λ be a constant. Then
Z Z Z
[f (x) + g(x)] dx = f (x)dx + g(x)dx + C
Z Z
λf (x)dx = λ f (x)dx + C

dF dG
Proof: Let f (x) = dx
and g(x) = dx
. Now,

d dF dG
(F + G) = +
dx dx dx
so Z Z Z Z
dF dG
f (x) dx + g(x) dx = dx + dx = F + G
dx dx
Z Z   Z
d dF dG
= (F + G) dx = + dx = [f (x) + g(x)] dx
dx dx dx
Now we introduce an arbitrary C. So, the indefinite integral of a sum is the sum of the integrals
(up to a constant, of course). The proof of the other part is similar.

Example 6. Since Z Z
2
3x dx = 3 x2 dx = x3

we have Z
1
x2 dx = x3 + C
3

1.4 Table integrals

We can apply our previous knowledge of derivatives to obtain a list of indefinite integrals. Some
integrals may be found by recognizing that a function differentiates to give a constant times
the integrand. By adjusting the constant the integral of the desired function is obtained.
R
Example 7. Find x dx. (We have already calculated it by a different method before.) Now,

d 2
(x ) = 2x
dx
a constant times the required integrand. Thus
Z
2x dx = x2

i.e. Z
2 x dx = x2

9
(note that we have suppressed a constant: x2 instead of x2 + C). Dividing both sides by 2 and
adding an arbitrary constant C gives
Z
1
x dx = x2 + C .
2
R
Example 8. Let n be an integer not equal −1. Find xn dx.
Solution. We have

d n+1
(x ) = (n + 1)xn ,
dx
a constant times the integrand. Thus
Z
(n + 1)xn dx = xn+1 ,

dividing by (n + 1) (since n 6= −1), and adding an arbitrary constant gives

Z
1
xn dx = xn+1 + C .
n+1
R 1
Example 9. Find x dx . We have
d 1
ln x = .
dx x
Thus Z
dx
= ln x + C .
x
R
Example 10. Find cos x dx. Now
d
(sin x) = cos x ,
dx
thus Z
cos x dx = sin x + C .
We may present a list of integrals obtained in this way as a table:

Function Integral
xn+1
Z
n
xn (n 6= −1) x dx = +C
Z n+1
1 dx
= ln x + C
x Z x
1
ekx ekx dx = ekx + C
Z k
1
cos kx cos kx dx = sin kx + C
Z k
1
sin kx sin kx dx = − cos kx + C
Z k
1 dx
sec2 x = cos2 x
= tan x + C
cos2 x

10
(Here ln denotes logarithm with base e.) Note that n for xn is not necessarily integer (it may
be 1/2, for example). Later we shall add more integrals to this table.

1.5 More examples

It is possible to apply the same technique to functions which are not so simple.
R
Example 11. Find cos 2x dx. Now,

d
(sin 2x) = 2 cos 2x
dx
(the reader may wish to check this result using the chain rule of differentiation). Thus
Z
1
cos 2x dx = sin 2x + C
2
Example 12. Find the indefinite integral
Z
dx
.
1+x
We remember that dx
R
x
= ln x + C, so we inspect the function y = ln(1 + x). We have
dy 1
= ,
dx 1+x
by the chain rule. Therefore Z
dx
= ln(1 + x) + C ,
1+x
where C is an arbitrary constant.
R
Example 13. Find 2x sin x2 dx. Now,

d
(cos x2 ) = −2x sin x2
dx
(again, this may be checked using the chain rule.) Thus
Z
2x sin x2 dx = − cos x2 + C

Example 14. Let n be any positive integer. Find sinn x cos x dx. Now,
R

d
(sinn+1 x) = (n + 1) sinn x cos x
dx
and so Z
1
sinn x cos x dx = sinn+1 x + C
n+1
Similarly Z
1
cosn x sin x dx = − cosn+1 x + C
n+1

11
 R
Example 15. Find (1 + 2x)6 dx. Now,

d
(1 + 2x)7 = 7(1 + 2x)6 · 2
dx
Thus Z
1
(1 + 2x)6 dx = (1 + 2x)7 + C
14
Of course, this includes a bit of guessing. One should keep in mind that, unlike differen-
tiation, there is no algorithmic procedure for finding indefinite integrals. However, there are
various methods and tools. We shall learn some of them in this course.
When asked to integrate a function, the general strategy is to try to manipulate it into a
form in which it can be easily integrated. These forms are called “standard forms” or “table
integrals” and the above table constitutes an (incomplete) list of them. Later we shall add
more standard forms and develop further methods allowing to reduce a given integral to one of
the table integrals.
It may happen that an integral may be reduced to standard form by algebraic manipulation.

Example 16. Find I = (x + x1 )2 dx. Now, by opening the brackets,

R

Z Z
1
2
I= x+ dx = (x2 + 2 + x−2 )dx.
x
Each of these three integrals is a standard form, namely xn for some n. Hence
1 1
I = x3 + 2x − + C
3 x
We shall see more examples of algebraic manipulation later. Consider now some examples
of finding primitives (antiderivatives) satisfying an extra condition that fixes the arbitrary
constants and calculating definite integrals by the Newton–Leibniz formula.

Example 17. Find the antiderivative F (x) of the function f (x) = x5 satisfying the extra
condition that F (0) = 2.
Solution. For the indefinite integral we have
Z
1
x5 dx = x6 + C ,
6

where C is an arbitrary constant. Therefore F (x) = 16 x6 + C where we can determine C from

1
the condition F (0) = 2. We obtain 6
06 + C = 2, so C = 2. Answer:

1 6
F (x) = x + 2.
6

12
 1
Example 18. Find the primitive F (x) of the function f (x) = 1+x
satisfying the extra condition
that F (1) = 0.
Solution. For the indefinite integral we have
Z
dx
= ln(1 + x) + C ,
1+x
where C is an arbitrary constant. Therefore F (x) = ln(1 + x) + C where we can determine C
from the condition F (1) = 0. We obtain ln 2 + C = 0, so C = − ln 2. Answer:
1
F (x) = ln(1 + x) − ln 2 = ln (1 + x) .
2
Example 19. Z 3  3
3x2 dx = x3 2 = {33 } − {23 } = 27 − 8 = 19
2
This number represents the area under the graph 3x2 between the vertical lines x = 2 and
x = 3.

Example 20.
1 √ 1
x3/2 1 2 3/2 1 2
Z Z
1/2
x dx =
x dx = = x = .
0 0 3/2 0 3 0 3
√
This number represents the area under the graph y = x between x = 0 and the vertical
line x = 1.

Example 21. Find the area under the curve y = sin x between x = 0 and x = π.

-
0 π

The required calculation is as follows:

Z π
sin x dx = [− cos x]π0
0
= − cos π + cos 0 = 1 + 1 = 2
And so the area is 2.

13
Example 22. Find the two places where the curve y = 2x−x2 crosses the x-axis, and calculate
the enclosed area.
Solution: Solving 2x − x2 = 0 we get x = 0 and x = 2. Note that when x = 1, y = 1 > 0, so
the graph peaks somewhere between x = 0 and x = 2. Now integrating between these values:
Z 2  2
2 2 1 3
(2x − x ) dx = x − x
0 3 0

8 4
= (4 − ) − (0 − 0) =
3 3

14