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Introduction to integration
Introduction
The Indenite Integral The Denite Integral Reference
Integration is used for two essentially dierent purposes: 1. where the derivative of a function (its rate of change) is known and we want to nd the function itself. Here we need to reverse the process of dierentiation. This is called anti-dierentiation or nding an indenite integral. 2. where we want to nd area, volume and other such applications. These problems involve adding up a large number of small quantities, and then taking the limit as the number of terms tend to . This process leads to the denition of the denite integral.
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If the derivative of F (x) is f (x), then we say that an indenite integral of f (x) with respect to x is F (x). d (F (x)) = f (x) then . . . dx The symbol f (x)dx refers to the indenite integral of f(x) with respect to x i.e. a function whose derivative is f(x). Note that . . . dx acts like a pair of brackets around the function, the integral sign cannot stand by itself and needs the dx to complete it. For example, as the derivative (w.r.t. x) of x2 is 2x, we can say that an indenite integral of 2x is x2 . d 2 (x ) = 2x So . . . dx 2xdx = x2 f (x)dx = F (x)
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Note that we refer to an indenite integral and not the indenite integral because it is not unique. For example the derivative of x2 + 3 is also 2x and so if c is any constant the derivative of x2 + c is 2x. 2xdx = x2 + c and so f (x)dx A collection of functions
The graphs of F = x2 + c for the selected values of c (c= -3, 0, 2) are shown above. Notice that for any xed values of x, the tangent lines to these graphs have the same slope equal to 2x.
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Rule 1 kdx = kx + c
As:
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Rule 2
For example
1 3 x dx = x + c 3
2
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So
1 dx = ln(x) + c x
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Rule 5
ax +c a dx = lna
x
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Rule 6 [f (x) g(x)]dx = For example (ex + 3x2 )dx = ex dx + 3 x2 dx = ex + x3 + c f (x)dx g(x)dx
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Pitfalls
Introduction The Indenite Integral Anti-Derivative Rules Pitfalls
A constant can be moved past the integral sign but this cannot be done with a variable xf (x)dx = x f (x)dx
The integral of a sum is the sum of the integrals but this does not apply to products f (x) g(x)dx = f (x)dx g(x)dx
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One can think of nding the area under a curve by forming lots of rectangles, working out their areas and summing them together.
n
A = lim
n i=1
f (xi )x
Reference
where the interval [a,b] has been divided up into n equal subintervals each of width x and where xi is a point in the ith subinterval. This is a clumsy expression and mathematicians have developed a simpler notation:
b
f (x)dx
a
The
limit of a sum. The denite integral is dened as the limit of a particular type of sum as the width of each subinterval approaches zero and the number of subintervals approaches .
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where F is the anti-derivative of f i.e. F (x) = f (x). This is also notated as:
b
Reference
For example:
1 0
x2 1 12 02 1 xdx = |0 = = 2 2 2 2
Note: there is no arbitrary constant in a denite integral.Try it and youll see that any c cancels out.
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The probability that X falls between a and b is found by calculating the area under the graph of f (x) between a and b. P r[a < X < b] = f (x)
b a f (x)dx
Reference
-7
X Values
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Reference
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Reference
Introduction The Indenite Integral The Denite Integral Reference Reference
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