Lecture Note Chapter 5

Chapter 5.
Integration
Le Cong Nhan
Faculty of Applied Sciences

HCMC University of Technology and Education
March 26, 2022
Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

University 5.
of Integration
Technology and Education) March 26, 2022 1 / 63
Contents
1 Antidifferentiation
2 Area as the Limit of a Sum
3 Riemann Sums and the Definite Integral
4 The Fundamental Theorem of Calculus
5 Integration by Substitution
6 The mean value theorem for integrals: Average value
7 Numerical integration
8 Introduction to Differential Equations

University 5.
of Integration
5.1 Antidifferentiation
Definition 1 (Antiderivative)
A function F is called an antiderivative of f on an interval I if
F 0 (x) = f (x) for all x ∈ I.
Theorem 2
If F is an antiderivative of f on an interval I , then the most general
antiderivative of f on I is F (x) + C , where C is an arbitrary constant.
Notation: The notation

Z
f (x)dx = F (x) + C
is called the indefinite integral of f and C is called the constant of

integration.
University 5.
of Integration
University 5.
of Integration
Example 3
Find the most general antiderivative of each of the following functions
1
(a) f (x) = sin x (b) f (x) = (c) f (x) = x n , n 6= −1
x

University 5.
of Integration
Example 4 (Recover function from its derivative)
The graph of a certain function f has slope 4x 3 − 5 at each point (x, y )
and contains the point (1, 2). Find the function f .
Notice: Since f is an antiderivative of f 0 , we have that

Z
f (x) = f 0 (x)dx (1)

University 5.
of Integration
Rectilinear Motion
If the object has position function s = s(t), then

Z
0
s (t) = v (t) =⇒ s(t) = v (t)dt (2)
Z
0
v (t) = a(t) =⇒ v (t) = a(t)dt (3)
Example 5
A particle moves in a straight line and has acceleration given by a(t) =
6t + 4. Its initial velocity is v (0) = −6 cm/s and its initial displacement is
s(0) = 9 cm. Find its position function s(t).

University 5.
of Integration
Example 6
The brakes of a certain automobile produce a constant deceleration of 22
ft/s 2 . If the car is traveling at 60 mi/h (88ft/s) when the brakes are applied,
how far will it travel before coming to a complete stop?

University 5.
of Integration
5.2 Area as the Limit of a Sum
Summation Formulas
n
X n(n + 1)
1. k = 1 + 2 + ··· + n =
2
k=1
n
X n(n + 1)(2n + 1)
2. k 2 = 12 + 22 + · · · + n2 =
6
k=1
n
X n2 (n + 1)2
3. k 3 = 13 + 23 + · · · + n3 =
4
k=1

University 5.
of Integration
Example 7
Calculate the area under the line y = x and above the x-axis on the interval
[0, 1]
using area formula
expressing area as the limit of a sum

University 5.
of Integration
Example 8
Calculate the area under the parabola y = x 2 and above the x-axis on the
interval [0, 1] by expressing area as the limit of a sum.

University 5.
of Integration
5.3 Riemann Sums and the Definite Integral
Definition of a Definite Integral
Divide the interval [a, b] into n subintervals of equal width

∆x = (b − a)/n, let say
x0 = a < x1 < x2 < · · · < xn = b.
Let x1∗ , x2∗ , ..., xn∗ be any sample points with xi∗ ∈ [xi−1 , xi ] and define
the definite integral of f from a to b by
Xn Z b
∗
A = lim f (xi )∆x = f (x)dx (4)
n→∞ a
i=1

University 5.
of Integration
Some Notes about Integral
Rb
Notation a f (x)dx
f (x) is called the integrand
a and b are called the limits of integration; a is the lower limit and b
is the upper limit
The symbol dx simply indicates that the independent variable is x.
Rb
The definite integral a f (x)dx is a number; it does not depend on x.
Z b Z b Z b
f (x)dx = f (t)dt = f (r )dr
a a a

University 5.
of Integration
Some Notes about Integral
Rb
If f (x) ≥ 0 for a ≤ x ≤ b, then a f (x)dx is the area under the curve
y = f (x) above the x-axis form a to b.
If f takes on both positive and negative values. Then a definite integral

can be interpreted as a net area, that is, a difference of areas
Z b
f (x)dx = A1 − A2
a

University 5.
of Integration
Example 9
Evaluate the following integrals by interpreting each in terms of areas.
Z 1p Z 3
(a) 2
1 − x dx (b) (x − 1)dx
0 0

University 5.
of Integration
Properties of the Integral
Z b
1. cdx = c(b − a), where c is any constant
Za b Z b
2. cf (x)dx = c f (x)dx, where c is any constant
a a
Z b Z b Z b
3. [f (x) ± g (x)] dx = f (x)dx ± g (x)dx
a a a
Z c Z b Z b
4. f (x)dx + f (x)dx = f (x)dx
a c a
Z b
5. If f (x) ≥ 0 for a ≤ x ≤ b, then f (x)dx ≥ 0.
a
Z b Z b
6. If f (x) ≥ g (x) for a ≤ x ≤ b, then f (x)dx ≥ g (x)dx.
a a
7. If m ≤ f (x) ≤ M for a ≤ x ≤ b, then
Z b
m(b − a) ≤ f (x)dx ≤ M(b − a)
a

University 5.
of Integration
5.4 The Fundamental Theorem of Calculus
The First Fundamental Theorem of Calculus

If f is continuous on [a, b] and F is any antiderivative of f , then
Z b
f (x)dx = F (b) − F (a) (5)
a
We also reformulate this theorem as follows:

Z b
F 0 (x)dx = F (b) − F (a) (6)
a

University 5.
of Integration
Example 10
(a) Find the area under the parabola y = x 2 from 0 to 1.
π
(b) Find the area under the cosine curve from 0 to 2.

University 5.
of Integration
Example 11
What is wrong with the following calculation?
Z 1 1
1 1
2
dx = − = −1 − 1 = −2
−1 x x −1

University 5.
of Integration
The Second Fundamental Theorem of Calculus
If f is continuous on [a, b], then the function F (x) defined by
Z x
F (x) = f (t)dt a ≤ x ≤ b (7)
a
is continuous on [a, b] and differentiable on (a, b), and

Z x
0 d
F (x) = f (t)dt = f (x). (8)
dx a

University 5.
of Integration
Example 12
Z x p
Find the derivative of a function g (x) = 1 + t 2 dt.
0

University 5.
of Integration
Example 13
The Fresnel function
Z x
sin πt 2 /2 dt

S(x) =
0
is named after the French physicist Augustin Fresnel (1788–1827), who is

famous for his works in optics.

University 5.
of Integration
Example 14
The sine integral function
Z x
sin t
Si(x) = dt
1 t
is important in electrical engineering.

University 5.
of Integration
Example 15
Z x2
Find the derivative of a function f (x) = t 2 dt.
0

University 5.
of Integration
5.5 Integration by Substitution
The Substitution Rule

Let u = u(x) be a differentiable function of x and f be a continuous
function. Then
Z Z
0
f (u(x))u (x)dx = f (u)du (9)
Example 16
Find
Z p Z
a. 2x x 2 + 1dx b. (2x − 1)5 dx

University 5.
of Integration
Example 17
Evaluate
Z Z
3 4
(4 − 2 cos t)3 sin tdt

a. x cos x + 2 dx b.

University 5.
of Integration
Example 18
Calculate
Z Z
5x 2
a. e dx b. xe 4−x dx

University 5.
of Integration
Example 19
Evaluate
Z Z p
3
a. x (2x − 1) dx b. x5 1 + x 2 dx

University 5.
of Integration
Example 20
Show that
Z Z
tan xdx = − ln |cos x| + C and cot xdx = ln |sin x| + C

University 5.
of Integration
Example 21
√
Water is flowing into a tank at the rate of 3t + 1 ft 3 /min. If the tank is
empty when t = 0, how much water does it contain 5 min later?

University 5.
of Integration
Example 22
An oil storage tank ruptures at time t = 0 and oil leaks from the tank at a
rate of r (t) = 100e −0.01t liters per minute. How much oil leaks out during
the first hour?

University 5.
of Integration
The Substitution Rule for Definite Integral
If u 0 is continuous on [a, b] and f is continuous on the range of u = u(x),
then
Z b Z b
0
f (u(x))u (x)dx = f (u(x))d[u(x)] (10)
a a
Example 23
Evaluate
√
Z 4 Z 2 Z e
dx ln x
a. 2x + 1dx b. 2
c. dx
0 1 (3 − 5x) 1 x

University 5.
of Integration
Integrals of Symmetric Functions
Suppose f is continuous on [−a, a].
(a) If f is even, i.e., f (−x) = f (x) ∀x ∈ [−a, a], then
Z a Z a
f (x)dx = 2 f (x)dx. (11)
−a 0
(b) If f is odd, i.e., f (−x) = −f (x) ∀x ∈ [−a, a], then

Z a
f (x)dx = 0. (12)
−a

University 5.
of Integration
Example 24
Evaluate
Z π Z π/2
a. sin xdx b. cos xdx
−π −π/2

University 5.
of Integration
Example 25
Evaluate
Z 1 Z 1
6
sin x
a. x + 1 dx b. dx
−1 −1 x2 + 1

University 5.
of Integration
5.6 The mean value theorem for integrals: Average value
The average value of finitely many numbers y1 , y2 , ..., yn :

y1 + y2 + · · · + yn
yave = .
n
How do we compute the average temperature during a day if infinitely many

temperature readings are possible?

University 5.
of Integration
Average value
If f is continuous on [a, b], the average value of f on [a, b], denote by
fave , is given by
Z b
1
fave = f (x)dx. (13)
b−a a
Sketch the proof:

Step 1: Divide the interval [a, b] into equal subintervals, each with
length ∆x = b−a
n .
Step 2: Choose points x1∗ , x2∗ , ..., xn∗ , in successive subintervals and ap-
proximate the average value of f , denote by fave
f (x1∗ ) + f (x2∗ ) + · · · + f (xn∗ )

fave ≈ (14)
n

University 5.
of Integration
Simple calculation yields
1
fave ≈ [f (x1∗ )∆x + f (x2∗ )∆x + · · · + f (xn∗ )∆x] (15)
b−a
Step 3: Let n → ∞, we get
n Z b
1 X 1
fave = lim f (xk∗ )∆x = f (x)dx (16)
b − a n→∞ b−a a
k=1

University 5.
of Integration
Theorem 26 (The Mean Value Theorem for Integrals)
If f is continuous on [a, b], there exists a number c ∈ [a, b] such that
Z b
1
f (c) = fave = f (x)dx. (17)
b−a a
The geometric interpretation of the

Mean Value Theorem for Integrals
Z b
f (x)dx = f (c) (b − a)
a

University 5.
of Integration
Example 27
Suppose a study suggests that between the hours of 1:00 P.M. and 4:00
P.M. on a normal weekday the speed of the traffic at a certain expressway
exit is modeled by the formula
S(t) = 2t 3 − 21t 2 + 60t + 20
kilometers per hour, where t is the number of hours past noon. Compute
the average speed of the traffic between the hours of 1:00 P.M. and 4:00
P.M.

University 5.
of Integration
Example 28
Suppose that during a typical winter day in Minneapolis, the temperature
(in degree Celsius) x hours after midnight is modeled by the formula
1
T (x) = 2 − (x − 13)2 .
7
Find the average temperature over the time period from 2:00 AM to 2:00
PM, and find a time when the average temperature actually occurs.

University 5.
of Integration
5.7 Numerical integration: Rectangle rule
Let f be continuous on [a, b]. The rectangle rule is

Z b
f (x)dx ≈ [f (x1 ) + · · · + f (xn−1 ) + f (xn )] ∆x (18)
a
b−a
where ∆x = , xk = a + k∆x, k = 0, n.
n

University 5.
of Integration
Trapezoidal rule
Let f be continuous on [a, b]. The trapezoidal rule is

Z b
1
f (x)dx ≈ [f (x0 ) + 2f (x1 ) + · · · + 2f (xn−1 ) + f (xn )] ∆x (19)
a 2
b−a
where ∆x = , xk = a + k∆x, k = 0, n.
n

University 5.
of Integration
Sketch the Idea
Step 1: Divide the interval [a, b]

into equal subintervals, each with
length
b−a
∆x =
n
Step 2: Let Tn be the sum of the areas of n trapezoids, we see that

1 1
Tn = [f (x0 ) + f (x1 )] ∆x + [f (x1 ) + f (x2 )] ∆x
2 2
1
+ · · · + [f (xn−1 ) + f (xn )] ∆x
2
1
= [f (x0 ) + 2f (x1 ) + 2f (x2 ) + · · · + 2f (xn−1 ) + f (xn )] ∆x
2

University 5.
of Integration
Simpson’s rule
Let f be continuous on [a, b]. The Simpson’s rule is

Z b
1
f (x)dx ≈ [f (x0 ) + 4f (x1 ) + 2f (x2 ) + · · ·
a 3
+2f (xn−2 ) + 4f (xn−1 ) + f (xn )] ∆x (20)
b−a
where ∆x = n , xk = a + k∆x, k an integer and n an even integer.

University 5.
of Integration
5.8 Introduction to Differential Equations
Definition 29 (Differential Equations, DEs)

An equation that contains a derivative or differential is called a differential
equation.

F x, y , y 0 , y 00 , ..., y (n) = 0. (21)
The order of a DE is the highest order of derivative appearing in the equation.
First order DEs:

dy dP
= 3x 2 + x, = kP.
dx dt
Second order DEs:
d 2x dx
2
+3 + x = sin t.
dt dt
University 5.
of Integration
Definition 30
A solution of a given differential equation is a function that satisfies
the equation.
A general solution is a characterization of all possible solutions of the
equation.
A differential equation is solved when we find a general solution.
Consider the differential equation

dy
= 2x. (22)
dx
y = x 2 is a solution to (22).
Z
A general solution to (22): y = 2xdx = x 2 + C .

University 5.
of Integration
Example 31
dy 2
If 4x − 3y 2 = 10 and y 6= 0, verify that = .
dx 3y

University 5.
of Integration
Example 31
dy 2
If 4x − 3y 2 = 10 and y 6= 0, verify that = .
dx 3y
Differentiate the equation w.r.t x, we get

d d
4x − 3y 2 =

(10)
dx dx
dy
4 − 6y =0
dx
dy 2
= .
dx 3y

University 5.
of Integration
Separable Differential Equations
Definition 32 (Separable differential equation)

A differential equation is of the form
dy f (x)
= (23)
dx g (y )
is so-called separable differential equation.

University 5.
of Integration
Separable Differential Equations
Definition 32 (Separable differential equation)

A differential equation is of the form
dy f (x)
= (23)
dx g (y )
is so-called separable differential equation.
Method of solution:
Step 1: separate the variables
g (y )dy = f (x)dx. (24)
Step 2: integrate both sides of the equation

Z Z
g (y )dy = f (x)dx. (25)

University 5.
of Integration
Example 33
Solve the equation
dy x dy xp
a) = b) = 1 − x2
dx 3y dx y

University 5.
of Integration
Example 34
Solve the equation
dy cos x dy 6x 2
a) = b) =
dx y (1 − sin x) dx 2y + cos y

University 5.
of Integration
Example 35
dy x2
(a) Solve the differential equation = 2.
dx y
(b) Find the solution of this equation that satisfies the initial condition
y (0) = 2.

University 5.
of Integration
Example 36
An oil well that yields 300 barrels of crude oil a day will run dry in 3 years.
It is estimated that
√ t days from now the price of the crude oil will be
p(t) = 100 + 0.3 t dollars per barrel. If the oil is sold as soon as it is
extracted from the ground, what will be the total future revenue from the
well?

University 5.
of Integration
Modeling exponential growth and decay
Exponential change
Q 0 (t) dQ
=k or = kQ(t) (26)
Q(t) dt
k > 0: the exponential change is growth; k < 0: the exponential change is

decay.
The growth/decay equation of a substance is
Q(t) = Q0 e kt (27)
where
Q(t) is the amount of substance present at time t.
Q0 is the initial amount of substance.
k is a constant: k > 0: growth equation, k < 0: decay equation.
University 5.
of Integration
Example 37
A particular radioactive substance has a half-life of 600 yr. Find k for this
substance and determine how much of a 50-g sample will remain after 125
yr.

University 5.
of Integration
Carbon dating problem
The ratio of 14 C to 12 C in a specimen t years after it was alive is
approximately
R(t) = R0 e kt , (28)
where R0 is the ratio of 14 C to 12 C in the atmosphere and because the

half-life of 14 C is approximately 5,730 years
ln 21
k= .
5, 730

University 5.
of Integration
Example 38
An archaeologist has found a specimen in which the ratio of 14 C to 12 C
is 20% the ratio found in the atmosphere. Approximately how old is the
specimen?

University 5.
of Integration
Modeling fluid flow through an orifice
Consider a tank that is filled with a fluid being slowly drained through a
small, sharp-edged hole in its base. Find the formula for the volume of
fluid in the tank at time t (seconds)?
Torricelli’s law: The rate of flow of fluid

dV p
= −cA0 2gh (29)
dt
where c (in the textbook c = 0.6) is a
constant due to friction and
Figure: Fluid draining from a tank
A0 is the area of the drain hole

V = V (t) is the volume of fluid at time t
h = h(t) is the height above the hole at time t
University 5.
of Integration
Example 39
A cylindrical tank (with a circular base) is filled with a liquid that is draining
through a small circular hole in its base. If the tank is 9 ft high with radius
4 ft, and the drain hole has radius 1 in., how long does it take for the tank
to empty?

University 5.
of Integration
Modeling the motion of a projectile: Escape velocity
Consider a projectile that is launched with initial velocity v0 from the planet’s
surface along a direct line through the center of the planet.
1) Find the formula for the velocity

v = v (s), where s is the distance from
the center of the planet.
2) Find the minimal velocity v0 so that the
projectile will escape the planet’s
gravitational attraction.
Figure: Satellite launched from

the suface of the Earth

University 5.
of Integration
The Newton’s law of gravitation
If the only force acting on the projectile is due to gravity, then the
acceleration of the projectile
gR 2
a=− (30)
s2
where
R is the radius of the planet
g is the acceleration due to gravity at the planet’s surface
s is the distance from the center of the planet.

University 5.
of Integration
Find the formula for the velocity v ?
Step 1: By using the chain rule
dv dv ds dv
a= = · = v (31)
dt ds dt ds
we get the DE
dv gR 2
v =− 2 . (32)
ds s

University 5.
of Integration
Find the formula for the velocity v ?
Step 1: By using the chain rule
dv dv ds dv
a= = · = v (31)
dt ds dt ds
we get the DE
dv gR 2
v =− 2 . (32)
ds s
Step 2: Solving the equation
v 2 = 2gR 2 s −1 + C . (33)
Find the constant C . Since v (R) = v0 we have
C = v02 − 2gR. (34)

University 5.
of Integration
Thus the formula for the velocity
v 2 = 2gR 2 s −1 + v02 − 2gR. (35)
Find the minimal velocity v0 ?
The projectile will keep moving away from the planet until it reaches a
point where v = 0.

University 5.
of Integration
v 2 = 2gR 2 s −1 + v02 − 2gR. (35)
point where v = 0.
Since 2gR 2 s −1 > 0 for all s > 0, we consider two following cases:
if v02 − 2gR < 0 then
2gR 2
v =0 when s = −
v02 − 2gR

University 5.
of Integration
v 2 = 2gR 2 s −1 + v02 − 2gR. (35)
point where v = 0.
Since 2gR 2 s −1 > 0 for all s > 0, we consider two following cases:
if v02 − 2gR < 0 then
2gR 2
v =0 when s = −
v02 − 2gR
√
if v02 − 2gR ≥ 0, that is, v0 ≥ 2gR then v > 0 for all s > 0. Thus
the minimal value of v0 is
p
v0 = 2gR.

University 5.
of Integration

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Chapter 5.

Faculty of Applied Sciences

March 26, 2022

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

2 Area as the Limit of a Sum

3 Riemann Sums and the Definite Integral

4 The Fundamental Theorem of Calculus

6 The mean value theorem for integrals: Average value

8 Introduction to Differential Equations

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

F 0 (x) = f (x) for all x ∈ I.

Notation: The notation

is called the indefinite integral of f and C is called the constant of

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

Notice: Since f is an antiderivative of f 0 , we have that

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

If the object has position function s = s(t), then

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

Divide the interval [a, b] into n subintervals of equal width

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

 If f takes on both positive and negative values. Then a definite integral

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

The First Fundamental Theorem of Calculus

We also reformulate this theorem as follows:

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

is continuous on [a, b] and differentiable on (a, b), and

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

is named after the French physicist Augustin Fresnel (1788–1827), who is

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

is important in electrical engineering.

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

The Substitution Rule

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

(b) If f is odd, i.e., f (−x) = −f (x) ∀x ∈ [−a, a], then

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

The average value of finitely many numbers y1 , y2 , ..., yn :

How do we compute the average temperature during a day if infinitely many

Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter

Sketch the proof:

If f takes on both positive and negative values. Then a definite integral