Friday, February 17, 2012

Integral - Kalkulus


The formal definition of a definite integral is stated in terms of the limit of a Riemann sum. Riemann sums are covered in the calculus lectures and in the textbook. For simplicity's sake, we will use a more informal definiton for a definite integral. We will introduce the definite integral defined in terms of area.
Let f(x) be a continuous function on the interval [a,b]. Consider the area bounded by the curve, the x-axis and the lines x=a and x=b. The area of the region that lies above the x-axis should be treated as a positive (+) value, while the area of the region that lies below the x-axis should be treated as a negative (-) value.
The image below illustrates this concept. The positive area, above the x-axis, is shaded green and labelled "+", while the negative area, below the x-axis, is shaded red and labelled "-".
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_areagraph.gif
The integral of the function f(x) from a to b is equal to the sum of the individual areas bounded by the function, the x-axis and the lines x=a and x=b. This integral is denoted by
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_def.gif
where f(x) is called the integrand, a is the lower limit and b is the upper limit. This type of integral is called a definite integral. When evaluated, a definite integral results in a real number. It is independent of the choice of sample points (x, f(x)).

Properties of Definite Integrals
The following properties are helpful when calculating definite integrals.
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_def_pro.gif
Examples

The Fundamental Theorem of Calculus defines the relationship between the processes of differentiation and integration. That relationship is that differentiation and integration are inverse processes.
The Fundamental Theorem of Calculus : Part 1
If f is a continuous function on [a,b], then the function denoted by
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_ftc1.gif
is continuous on [a,b], differentiable on (a,b) and g'(x) = f(x).

http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_ftc_fig.gif
If f(t) is continuous on [a,b], the function g(x) that's equal to the the area bounded by the u-axis and the function f(u) and the lines u=a and u=x will be continuous on [a,b] and differentiable on (a,b). Most importantly, when we differentiate the function g(x), we will find that it is equal to f(x). The graph to the right illustrates the function f(u) and the area g(x).

The Fundamental Theorem of Calculus : Part 2
If f is a continuous function on [a,b], then
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_ftc2.gif
where F is any antiderivative of f.

If f is continuous on [a,b], the definite integral with integrand f(x) and limits a and b is simply equal to the value of the antiderivative F(x) at b minus the value of F at a. This property allows us to easily solve definite integrals, if we can find the antiderivative function of the integrand.

Parts one and two of the Fundamental Theorem of Calculus can be combined and simplified into one theorem.
The Fundamental Theorem of Calculus
Let f be a continuous function on [a,b].
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_ftc.gif

An indefinite integral has the form
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_indef.gif
When evaluated, an indefinite integral results in a function (or family of functions). An indefinite integral of a function f(x) is also known as the antiderivative of f. A function F is an antiderivative of f on an interval I, if F'(x) = f(x) for all x in I. This is a strong indication that that the processes of integration and differentiation are interconnected.

The following tables list the formulas for antidifferentiation. These formulas allow us to determine the function that results from an indefinite integral. Since the formulas are for the most general indefinite integral, we add a constant C to each one. With these formulas and the Fundamental Theorem of Calculus, we can evaluate simple definite integrals.
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_indef_table.gif
The next table lists indefinite integrals involving trigonometric functions.
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_indef_trigtable.gif
Note: After finding an indefinite integral, you can always check to see if your answer is correct. Since integration and differentiation are inverse processes, you can simply differentiate the function that results from integration, and see if it is equal to the integrand.

Examples

The total change theorem is an adaptation of the second part of the Fundamental Theorem of Calculus. The Total Change Theorem states: the integral of a rate of change is equal to the total change.
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_tct.gif
If we know that the function f(x) is the derivative of some function F(x), then the definite integral of f(x) from a to b is equal to the change in the function F(x) from a to b.

Examples

Suppose that we have an integral such as
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_sub_intro.gif
With our current knowledge of integration, we can't find the general equation of this indefinite integral. There are no antidifferentiation formulas for this type of integral. However, from our knowledge of differentiation, specifically the chain rule, we know that 4x3 is the derivative of the function within the square root, x4 + 7. We must also account for the chain rule when we are performing integration. To do this, we use the substitution rule.
The Substitution Rule states: if u = g(x) is a differentiable function and f is continuous on the range of g, then
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_sub.gif
Note: Recall that if u = g(x), then du = g'(x)dx. If we substitute u into the left side of the equation for g(x) and du for g'(x)dx, then we get the integral on the right side of the equation.
From our previous example, if we let u = (x4+7), then du = 4x3dx. If we substitutite these values into the integral, we get an integral that can be solved using the antidifferentiation formulas.
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_sub_intro2.gif
However, this answer is still in terms of u. We must substitute u = (x4+7) into the resulting function, so that it is a function of x, rather than u.
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_sub_intro3.gif

The substitution rule also applies to definite integrals. The Substitution Rule for Definite Integrals states: If f is continuous on the range of u = g(x) and g'(x) is continuous on [a,b], then
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_sub2.gif

Examples

If f(x) is continuous on [-a, a] and f is an even function, then
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_even.gif
If f(x) is continuous on [-a, a] and f is an odd function, then
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_odd.gif
These properties of integrals of symmetric functions are very helpful when solving integration problems. Some of the more challenging problems can be solved quite simply by using this property.

Examples

Suppose that we have an integral such as
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_ibp_intro.gif
Similar to integrals solved using the substitution method, there are no general equations for this indefinite integral. However there do not appear to be any clear substitutions that could be made to simplify this integral. This brings us to an integration technique known as integration by parts, which will call upon our knowledge of the Product Rule for differentiation.
The Product Rule states: If f and g are differentiable functions, then
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_ibp_pr0.gif
By taking the indefinite integral of both sides of the equation we have:
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_ibp_pr1.gif
and we can rearrange this equation as
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_ibp_pr2.gif
To make it easier to remember it is commonly written in the following notation. Let u=f(x) and v=g(x). Then the differentiables are du=f'(x)dx and dv=g'(x)dx, so by the substitution rule, the formula for integration by parts becomes:
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_ibp_pr3.gif
From our previous example, if we let u=x and dv=cosx, then du=dx and v=sinx. If we substitute these values into the formula we have:
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_ibp_intro2.gif
Note: By choosing u=x we obtain a simpler integral than we started with. Had we chose u=cosx and dv=x then du=-sinx and v=(1/2)x2 so integration by parts gives:
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_ibp_intro3.gif
This equation is correct, but the integral is more difficult than the one we started with.
When choosing u and dv always try to choose u=f(x) to be a function that becomes simpler when differentiated (or at least not more complicated) and to choose dv=g'(x) to be a function that can be easily integrated to give v.
Examples

Suppose we have an integral such as
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_trig_intro1.gif
The easy mistake is to simply make the substitution u=sinx, but then du=cosxdx. So in order to integrate powers of sine we need an extra cosx factor. Similarily, in order to integrate powers of cosine we need an extra sinx factor. Thus for this example knowing we need an extra sinx factor to integrate powers of cosine we can separate one sine factor and convert the remaining sin4x to an expression involving cosine using the identity sin2x + cos2x = 1.
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_trig_intro2.gif
Now by using our knowledge of substitution we can evaluate the integral by letting u=cosx, then du=-sinxdx and
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_trig_intro3.gif

Now consider the integral
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_trig_half1.gif
If we were to use the method from the previous example and separate one cosine factor we would be left with a factor of cosine of odd degree which isn't easily converted to sine. We must now consider the half angle formulas
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_trig_half2.gif
Using the half angle formula for cos2x, we have:
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_trig_half3.gif

Strategy for Evaluatinghttp://www.nipissingu.ca/calculus/tutorials/integralgifs/int_strat_sincos1.gif
(a)
If the power of sine is odd (m=2k+1), save one sine factor and use the identity sin2x + cos2x = 1 to convert the remaining factors in terms of cosine.
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_strat_sincos2.gif
then substitute u=cosx.
(b)
If the power of cosine is odd (n=2k+1), save one cosine factor and use the identity sin2x + cos2x = 1 to convert the remaining factors in terms of sine.
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_strat_sincos3.gif
then substitute u=sinx.
(c)
If the powers of both sine and cosine are even then use the half angle identities.
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_trig_half2.gif
In some cases it may be helpful to use the identity
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_strat_sincos4.gif

Now that we have learned strategies for solving integrals with factors of sine and cosine we can use similar techniques to solve integrals with factors of tangent and secant. Using the identity sec2x = 1 + tan2x we are able to convert even powers of secant to tangent and vice versa. Now we will consider two examples to illustrate two common strategies used to solve integrals of the form
Suppose we have an integral such as
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_strat_tansec1.gif
Observing that (d/dx)tanx=sec2x we can separate a factor of sec2x and still be left with an even power of secant. Using the identity sec2x = 1 + tan2x we can convert the remaining sec2x to an expression involving tangent. Thus we have:
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_strat_tansec2.gif
Then substitute u=tanx to obtain:
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_strat_tansec3.gif

Note: Suppose we tried to use the substitution u=secx, then du=secxtanxdx. When we separate out a factor of secxtanx we are left with an odd power of tangent which is not easily converted to secant.

Consider the integral
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_strat_tansec4.gif
Since (d/dx)secx=secxtanx we can separate a factor of secxtanx and still be left with an even power of tangent which we can easily convert to an expression involving secant using the identity sec2x = 1 + tan2x. Thus we have:
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_strat_tansec5.gif
Then substitute u=secx to obtain:
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_strat_tansec6.gif
Note: Suppose we tried to use the substitution u=tanx, then du=sec2xdx. When we separate out a factor of sec2x we are left with an odd power of secant which is not easily converted to tangent.
Strategy for Evaluatinghttp://www.nipissingu.ca/calculus/tutorials/integralgifs/int_strat_tansec7.gif
(a)
If the power of secant is even (n=2k, k>2) save a factor of sec2x and use the identity sec2x = 1 + tan2x to express the remaining factors in terms of tanx.
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_strat_tansec8.gif
then substitute u=tanx.
(b)
If the power of tangent is odd (m=2k+1), save a factor of secxtanx and use the identity sec2x = 1 + tan2x to express the remaining factors in terms of secx.
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_strat_tansec9.gif
then substitute u=secx.
Note: If the power of secant is even and the power of tangent is odd then either method will suffice, although there may be less work involved to use method (a) if the power of secant is smaller, and method (b) if the power of tangent is smaller.

Integrals of cotangent and cosecant are very similar to those with tangent and secant.
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_strat_cotcsc1.gif
it is easy to see that integrals of the form http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_strat_cotcsc.gifcan be solved by nearly identical methods as are integrals of the form http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_strat_tansec7.gif.

Unlike integrals with factors of both tangent and secant, integrals that have factors of only tangent, or only secant do not have a general strategy for solving. Use of trig identities, substitution and integration by parts are all commonly used to solve such integrals. For example,
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_trig_tan1.gif
If we make the substitution u=secx, then du=secxtanxdx, and we are left with the simple integral
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_trig_tan2.gif
Similarily we can use the same technique to solve
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_trig_sec1.gif

Another problem that may be encountered when solving trigonometric integrals are integrals of the form
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_strat_sincos5.gif
Using the product formulas which are deduced from the addition/subtraction rules we have the corresponding identities
http://www.nipissingu.ca/calculus/tutorials/integralgifs/int_iden_sinmcosn.gif

Sometimes trigonometric substitutions are very effective even when at first it may not be so clear why such a substitution be made. For example, when finding the area of a circle or an ellipse you may have to find an integral of the form http://www.nipissingu.ca/calculus/tutorials/integralgifs/trig_sub1.gifwhere a>0.
It is difficult to make a substitution where the new variable is a function of the old one, (for example, had we made the substitution u = a2 - x2, then du= -2xdx, and we are unable to cancel out the -2x.) So we must consider a change in variables where the old variable is a function of the new one. This is where trigonometric identities are put to use. Suppose we change the variable from x to http://www.nipissingu.ca/calculus/tutorials/integralgifs/thada.gifby making the substitution x = a sin θ. Then using the trig identity http://www.nipissingu.ca/calculus/tutorials/integralgifs/thada3.gifwe can simplify the integral by eliminating the root sign.
http://www.nipissingu.ca/calculus/tutorials/integralgifs/trig_sub2.gif
By changing x to a function with a different variable we are essentially using the The Substitution Rule in reverse. If x=g(t) then by restricting the boundaries on g we can assure that g has an inverse function; that is, g is one-to-one. In the example above we would require http://www.nipissingu.ca/calculus/tutorials/integralgifs/thada4.gifto assure http://www.nipissingu.ca/calculus/tutorials/integralgifs/thada5.gifhas an inverse function.
If we look at the Substitution Rule and replace u with x and x with t, we obtain
http://www.nipissingu.ca/calculus/tutorials/integralgifs/inverse_sub.gif
This is known as the "inverse substitution".
http://www.nipissingu.ca/calculus/tutorials/integralgifs/trig_sub_table.gif

Integration of rational functions by partial fractions is a fairly simple integrating technique used to simplify one rational function into two or more rational functions which are more easily integrated.
Think back to the steps taken when adding or subtracting fractions that do not have the same denominator. First you find the lowest common multiple of the two denominators and then cross multiply with the numerators accordingly. eg.
http://www.nipissingu.ca/calculus/tutorials/integralgifs/partial_fraction1.gif
Well the same process applies when dealing with polynomial fractions. eg.
http://www.nipissingu.ca/calculus/tutorials/integralgifs/partial_fraction2.gif
Now by reversing this process we can simplify a function such as http://www.nipissingu.ca/calculus/tutorials/integralgifs/partial_fraction3.gifinto two fractions http://www.nipissingu.ca/calculus/tutorials/integralgifs/partial_fraction4.gifwhich are more easily integrated.
This process is possible when the function is proper; that is the degree of the numerator is less than the degree of the denominator. If the function is improper; that is the degree of the numerator is greater than or equal to the degree of the denominator, then we must first use long division to divide the denominator into the numerator until we obtain a remainder, such that it's degree is less than the denominator. Then if possible the above process is used to simplify the proper function.

To complete some of the problems in this section it will be useful to know the table integral
http://www.nipissingu.ca/calculus/tutorials/integralgifs/partial_table_integral.gif
In general there are 4 cases to consider to express a rational function as the sum of two or more partial fractions.
Case 1
The denominator is a product of distinct linear factors (no factor is repeated or a constant mulptiple of another).
For example, http://www.nipissingu.ca/calculus/tutorials/integralgifs/partial_case_one1.gif
Since the degree of the numerator is less than the degree of the denominator we don't need to divide. The denominator can be factored as follows:
http://www.nipissingu.ca/calculus/tutorials/integralgifs/partial_case_one2.gif
Since the denominator has distinct linear factors we can write the rational fraction as the sum of two or more partial fractions as follows:
http://www.nipissingu.ca/calculus/tutorials/integralgifs/partial_case_one3.gif
By multiplying both sides by http://www.nipissingu.ca/calculus/tutorials/integralgifs/partial_case_one4.gifwe have:
http://www.nipissingu.ca/calculus/tutorials/integralgifs/partial_case_one5.gif
From this equation we can match terms of the same degree to determine the coefficients by solving the following system of equations:
http://www.nipissingu.ca/calculus/tutorials/integralgifs/partial_case_one6.gif

Case 2
The denominator is a product of linear functions, some of which are repeated.
For example, http://www.nipissingu.ca/calculus/tutorials/integralgifs/partial_case_two1.gif
Since the degree of the numerator is greater than the degree of the denominator we must factorize by long division.
http://www.nipissingu.ca/calculus/tutorials/integralgifs/partial_case_two2.gif
So we can now factor the denominator to obtain:
http://www.nipissingu.ca/calculus/tutorials/integralgifs/partial_case_two3.gif
Since the linear factor (x-2) occurs twice, the partial fraction decomposition is:
http://www.nipissingu.ca/calculus/tutorials/integralgifs/partial_case_two4.gif
When we multiply both sides by the least common denominator we get:
http://www.nipissingu.ca/calculus/tutorials/integralgifs/partial_case_two5.gif
From this equation we can match terms of the same degree to determine the coefficients by solving the following system of equations:
http://www.nipissingu.ca/calculus/tutorials/integralgifs/partial_case_two6.gif

Case 3
The denominator contains irreducible quadratic factors, none of which are repeated.
When reducing such functions to partial fractions if there is a term in the denominator of the form ax2 + bx + c, where b2 - 4ac < 0, then the numerator for that partial fraction will be of the form Ax + B.
For example, http://www.nipissingu.ca/calculus/tutorials/integralgifs/partial_case_three1.gif
Since the degree of the numerator is less than the degree of the denominator we do not have to divide first.
Since x3 + 4x = x(x2 + 4) can't be factored any further we have:
http://www.nipissingu.ca/calculus/tutorials/integralgifs/partial_case_three2.gif
multiplying both sides by x(x2 + 4), we have:
http://www.nipissingu.ca/calculus/tutorials/integralgifs/partial_case_three3.gif
From this equation we can match terms of the same degree to determine the coefficients by solving the following system of equations:
http://www.nipissingu.ca/calculus/tutorials/integralgifs/partial_case_three4.gif

Case 4
The denominator contains a repeated irreducible quadtratic factor.
Functions of this form are the same as those in case 3 only there is a term in the denominator that is repeated or is a constant multiple of another.
For example, http://www.nipissingu.ca/calculus/tutorials/integralgifs/partial_case_four1.gif
If we were to expand the denominator we would see that its degree is greater than the the degree of the numerator so we do not have to divide first.
Since the function cannot be factored any further we have:
http://www.nipissingu.ca/calculus/tutorials/integralgifs/partial_case_four2.gif
multiplying both sides by (x + 1)(x2 + 4)2, we have:
http://www.nipissingu.ca/calculus/tutorials/integralgifs/partial_case_four3.gif
From this equation we can match terms of the same degree to determine the coefficients by solving the following system of equations:
http://www.nipissingu.ca/calculus/tutorials/integralgifs/partial_case_four4.gif


In all of the previous tutorials we have dealt with integrals with a continous function f on a finite interval [a,b]. In this section we will consider two types of integrals known as improper integrals. The first type of improper integral are those defined on an infinite interval, and the second are those where the function f has an infinite discontinuity in [a,b].

Type 1: Infinite Intervals
Type 2: Discontinous Integrands

For more practice with the concepts covered in this tutorial, visit the Integral Problems page at the link below. The solutions to the problems will be posted after these chapters are covered in your calculus course.

To test your knowledge of integration problems, try taking the general integrals test on the iLrn website or the advanced integrals test at the link below.


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