Integration
1 The idea of integration
Integration is considered the reverse process of differentiation.
So, it is used to find the original function \(f(x)\) from its derivative \(f'(x)\).
Let \(\displaystyle y = x^3+ 2x\), the first derivative is \(\displaystyle \frac{dy}{dx} = 3x^2 + 2\). Inversely, we say that the integral of \(\displaystyle 3x^2 + 2\) with respect to \(x\) is \(\displaystyle x^3 + 2x + c\), where \(c\) is the constant of integration.
Adding this constant is important because the derivative \(\displaystyle \frac{dy}{dx} = 3x^2 + 2\) could have been obtained from different functions, e.g., \(\displaystyle x^3 + 2x + 1\) or \(\displaystyle x^3 + 2x - 25\), etc.
During the integration process, the constant term in the original function is unknown, therefore, the constant of integration \(c\) is added to account for this unknown term.
The integration of the above function is denoted by \(\displaystyle \int (3x^2 + 2)dx = x^3 + 2x + c\):
The symbol \(\displaystyle \int\) is the integral sign.
The function to be integrated is known as the integrand.
The term \(dx\) indicates the variable with respect to which the integration is carried out.
\(c\) is the constant of integration.
Types of integrals:
Indefinite integral:
The integral of a function without limits, e.g., \(\displaystyle \int f(x)dx\).
The result is a function with an unknown constant of integration.
Definite integral:
The integral of a function over a specific interval, e.g., \(\displaystyle \int_{a}^{b} f(x)dx\).
The result is a number.
\(a\) and \(b\) are numbers known as the lower and upper limits of the integral, respectively.
2 Basic rules of integration
- The following table summarizes the integrals of basic functions:
Function \(f(x)\) | Integral \(\displaystyle \int f(x)dx\) |
---|---|
Constant \(k\) | \(kx + c\) |
\(x\) | \(\displaystyle \frac{1}{2}x^2 + c\) |
\(x^n\) | \(\displaystyle \frac{1}{n+1}x^{n+1}\), where \(n \ne -1\) |
\(kx^n\) | \(\displaystyle \frac{k}{n+1}x^{n+1}\), where \(n \ne -1\) |
\(\displaystyle \frac{1}{x} = x^{-1}\) | \(\displaystyle \ln |x| + c\) |
\(e^x\) | \(e^x + c\) |
\(e^{kx}\) | \(\displaystyle \frac{1}{k}e^{kx} + c\) |
\(e^{-x}\) | \(-e^{-x} + c\) |
Rules of integration:
\(\displaystyle \int k f(x)dx = k \int f(x)dx\), where \(k\) is a constant.
\(\displaystyle \int \Big( f(x) \pm g(x) \Big)dx = \int f(x)dx \pm \int g(x)dx\).
Find \(\displaystyle \int (2x^3 + \frac{2}{x}- \sqrt{x})\ dx\)
\[ \displaystyle \int (2x^3 + \frac{2}{x}- \sqrt{x})\ dx = \displaystyle 2\int x^3dx + \displaystyle 2\int \frac{1}{x}dx - \displaystyle \int x^{\frac{1}{2}}dx = \] \[ 2(\frac{1}{4}x^4 + c_1) + 2(\ln |x| + c_2) - (\frac{2}{3}x^{\frac{3}{2}} + c_3) = \] \[ \frac{1}{2}x^4 + 2\ln |x| - \frac{2}{3}x^{\frac{3}{2}} + C,\ \text{where}\ C = c_1 + c_2 + c_3 \]
Find \(\displaystyle \int (3x^2 + 2x - e^x)\ dx\)
\[ \displaystyle \int (3x^2 + 2x - e^x)\ dx = \displaystyle 3\int x^2dx + \displaystyle 2\int xdx - \displaystyle \int e^xdx = \]
\[ 3(\frac{1}{3}x^3 + c_1) + 2(\frac{1}{2}x^2 + c_2) - (e^x + c_3) = \]
\[ x^3 + x^2 - e^x +C \]
3 Definite integrals
The definite integral of a function \(f(x)\) over an interval \([a, b]\) is denoted by \(\displaystyle \int_{a}^{b} f(x)dx\) and is read as “the integral of \(f(x)\) from \(a\) to \(b\)”.
\(\displaystyle \int_{a}^{b} f(x)dx = F(b) - F(a)\), where \(F(x)\) is the integral of \(f(x)\).
The definite integral of a function is a number, not a function, and does not contain the constant of integration.
Example: Find \(\displaystyle \int_{2}^{5} 4x^3dx\)
\(\displaystyle \int 4x^3dx = \frac{\cancel{4}}{\cancel{4}}x^4 + c = x^4 + c\).
So, \(F(x) = x^4\).
\(\displaystyle \int_{2}^{5} 4x^3dx = F(5) - F(2) = 5^4 - 2^4 = 625 - 16 = 609\).
There is a shorthand notation for the difference between the two values of \(F(x)\): \(\displaystyle F(b) - F(a) = \Big[ F(x) \Big]_{a}^{b}\)
Note\(\displaystyle \int_{a}^{b} f(x)dx = - \displaystyle \int_{b}^{a} f(x)dx\)
The above example can be written as \(\displaystyle \int_{2}^{5} 4x^3dx = \Big[ x^4 \Big]_{2}^{5} = 5^4 - 2^4 = 609\).
Find the definite integral \(\displaystyle \int_{1}^{4} (2x^2 + 5x - 3)\ dx\)
\[ \displaystyle \int_{1}^{4} (2x^2 + 5x - 3)\ dx = \Bigg[ \frac{2}{3}x^3 + \frac{5}{2}x^2 - 3x \Bigg]_{1}^{4} = \] \[ \left( \frac{2}{3} \times 4^3 + \frac{5}{2} \times 4^2 - 3 \times 4 \right) - \left( \frac{2}{3} \times 1^3 + \frac{5}{2} \times 1^2 - 3 \times 1 \right) = \frac{141}{2} = 70.5 \]
Find the definite integral \(\displaystyle \int_{2}^{4} e^{2x} dx\)
\[ \displaystyle \int_{2}^{4} e^{2x} dx = \Bigg[ \frac{1}{2}e^{2x} \Bigg]_{2}^{4} = \frac{1}{2} \Bigg[ e^{2x} \Bigg]_{2}^{4} = \frac{1}{2} \left( e^8 - e^4 \right) \approx 1463.18 \]
3.1 The use of definite integrals to calculate the area under a curve
The area under a curve (AUC) is an essential concept in calculus and statistics.
It can be calculated using definite integrals.
For example, let \(y = f(x)\) be a continuous function of \(x\) and represented by the following graph:
The shaded area represents the area under the curve above the \(x\)-axis and between the points \(x = a\) and \(x = b\).
This area can be calculated by finding the definite integral of the function \(f(x)\) over the interval \([a, b]\).
AUC = \(\displaystyle \int_{a}^{b} f(x)dx\).
Example: Calculate the area under the curve \(\displaystyle y = e^{-0.4x}\) above the \(x-\)axis and between \(x = -3\) and \(x = 2\):
- The curve is represented by following graph:
- The area under the curve above the \(x-\)axis and between \(x = -3\) and \(x = 2\) is \(\displaystyle \int_{-3}^{2} e^{-0.4x}dx = \Big[ -\frac{5}{2}e^{-0.4x} \Big]_{-3}^{2} = -\frac{5}{2}e^{-0.8} - \Big(-\frac{5}{2}e^{1.2} \Big) \approx 7.177\).
4 Integration by substitution
This technique is used to simplify the integration of complex functions.
It involves substituting a new variable, say \(u\), for a more complicated part of the function to be integrated (i.e., the integrand).
The method of choosing the best substitution needs practice and experience.
Example: Find \(\displaystyle \int (2x + 1)^3dx\):
Let \(u = 2x + 1\) (i.e., substitute \(u\) for the more complex part of the integrand).
Differentiate \(u\) with respect to \(x\) to find \(dx\) in terms of \(du\), \(\displaystyle \frac{du}{dx} = 2 \Rightarrow {\color{#0466c8} {dx = \frac{du}{2}}}\).
Now, the original integral \(\displaystyle \int (2x + 1)^3dx\) becomes \(\displaystyle \int u^3 dx =\displaystyle \int u^3 \frac{du}{2} = \frac{1}{2} \cdot \frac{1}{4}u^4 +c = \frac{1}{8}u^4 +c\).
NoteIn this step, the new integral with respect to \(u\) should not contain any terms involving \(x\).
Substitute back \(u = 2x + 1\) to get \(\displaystyle \frac{(2x + 1)^4}{8} + c\).
4.1 Definite integrals by substitution
The above described method can also be used to evaluate definite integrals.
Example: Find \(\displaystyle \int_{1}^{3} (2x + 1)^3dx\), apply the above mentioned steps:
Let \(u = 2x +1 \Rightarrow dx =\displaystyle \frac{du}{2}\).
In this step, we have to find the integral limits in terms of \(u \Rightarrow\) when \(x = 1, u = 2 \times 1 + 1 = 3\) and when \(x = 3, u = 2 \times 3 + 1 = 7\).
The original integral \(\displaystyle \int_{1}^{3} (2x + 1)^3dx\) becomes \(\displaystyle \int_{3}^{7} u^3 \frac{du}{2} = \frac{1}{8} \Big[ u^4 \Big]_{3}^{7} = \frac{1}{8} \left( 7^4 - 3^4 \right) = 290\).
Find \(\displaystyle \int \frac{8x^3-3}{2x^4-3x+1}\ dx\)
Let \(\displaystyle u = 2x^4 - 3x + 1 \Rightarrow \frac{du}{dx} = 8x^3 - 3 \Rightarrow du = (8x^3 - 3)\ dx\).
The integral \(\displaystyle \int \frac{8x^3-3}{2x^4-3x+1}\ dx\) becomes \(\displaystyle \int \frac{1}{u}\ du = \ln |u| + c = \ln |2x^4 - 3x + 1| + c\).
NoteFrom the above example, The following rule can be derived: \[ \displaystyle \int \frac{f'(x)}{f(x)}dx = \ln |f(x)| + c \]
5 Integration by parts
This technique is used to integrate the product of two functions.
Let \(f(x)\) and \(g(x)\) be two functions, then \(\displaystyle \int f(x)g(x)dx = f \int g(x)dx - \int \Big( f'(x) \int g(x)dx \Big)\ dx\).
This can be expressed in another way given the functions \(u\) and \(v\), \(\displaystyle \int u v'\ dx = uv - \int u'v\ dx\), where \(u = f(x)\) and \(v' = g(x)\).
For definite integrals by parts, \(\displaystyle \int_{a}^{b} u v'\ dx = \Big[ uv \Big]_{a}^{b} - \int_{a}^{b} u'v\ dx\).
Example: Find \(\displaystyle \int x e^x dx\):
Let \(u = x \Rightarrow u' = 1\) and \(\displaystyle v' = e^x \Rightarrow v = \int e^xdx = e^x\).
Using the above rule \(\displaystyle \int u v'\ dx = uv - \int u'v\ dx \Rightarrow \int x e^x\ dx = xe^x - \int 1 \cdot e^x\ dx\).
NoteIn this step, there is no need to add the integration constant \(c\).
It can be added at the final step.
Therefore, the integral \(\displaystyle \int x e^x dx = xe^x - e^x + c\).
Find \(\displaystyle \int_{3}^{6} 4x^3 \ln x\ dx\)
The answer rounded to two decimal places is
6 References
Integration. Help Engineers Learn Mathematics (HELM) workbooks. Loughborough University. Retrieved September 05, 2024, from https://www.lboro.ac.uk/media/media/schoolanddepartments/mlsc/downloads/HELM%20Workbook%2013%20Integration.pdf
Integration. In Calculus: Volume 1 (OpenStax). Retrieved September 05, 2024, from https://openstax.org/books/calculus-volume-1/pages/5-introduction