Unit 1
Unit 1
Unit 1
Structure
1.1 Introduction
Objectfves
1.2 Preliminaries
1.2.1 Partitions of Closed-'Interval
1.2.2 Upper and Lower Product Sums
1.2.3 Upper and Lower Integrals
1.3 Defrnite Integral
1.4 Fundamental Theorem of Calculus
1.5 Summary
1.6 Solutions and Answers
1.1 INTRODUCTION
We have seen in Unit 3 of Block 1 that one of the problems which motivated the concept of a
derivative was a geometrical one-that of finding a tangent to a curve at a point. The concept
of integration was also similarly motivated by a geometrical problem-that of finding the
areas of plane regions enclosed by curves. Some recently discovered Egyptian manuscripts
reveal that the formulas for finding the areas of triangles and rectangles were known even in
1800 B.C. Using these one could also find the area of any figure bounded by straight line
segments. But no method for finding the area of figures bounded by curves had evolved till
much later.
In the third century B.C. Archimedes was successful in rigorously proving the formula for the
area of a circle. His solution contahed the seeds of the present day integral calculus. But it
was only later, in the seventeenth century, that Newton and Leibniz were able to generalise
Archimedes' method and also to establish the link between differential and integral calculus.
The definition of the definite integral of a function, which we shall give in this unit was fist
given by Riemann in 1854. In Unit 2 of this block, we will acquaint you with various methods of
integration.
You have probably studies integration before. But in this unit we shall adopt a new approach
towards integration. When you have finished the unit, you should be able to tie in our
treatment with your previous knowledge.
Objectives
After reading this unit you should be able to :
define and calculate the lower and upper sums of some simple functions defined on [a,b],
correspondmg to a partition of [a,b],
define the upper and lower integrals of a function,
define the definite integral of a given function and check whether a given function is
integrable or not, '
1.2 PRELIMINARIES
We have mentioned in the introduction that Archimedes was able to find the formula for the
area of a circle. For this he approximated a circle by an inscribed regular polygon (See Fig. 1
(a)).
Further, we can see from Fig. l(b) that this approximation.becomesbetter and better as we
increase the number of sides of the polygon. Archimedes also tried to approximate the area of
the circle by a gumber of circumscribed polygons as in Fig. l(c). The area of the circle was thus
rnmnressed hetween the inscrihed and the circumscribed nolv~ons.
Fig. 1
We shall follow a similar procedure for finding the area of the shaded region shown in Fig. 2.
We begin with the concept of a partition.
1.2.1 Partition of a Closed Interval
't I Let us consider the closed interval [a, b] c R Then we have the following definition.
Defintion 1 Let x,, x,, x,- .......,xn-, ,X,..be numbers in [a,b] such that
- ~~ -
I Fig. 2
Moreover,
P, UP,= {0,1/4,1/3,1/2,2/3,3/4,6/7,1) and=P,nP,= {0,1/2,1) arealsopartitionsof[0,1].
By an ordered set we mean a See Fig. 3 (a), (b), (c) and (d).
set. in which, the order in
which its elements occur is
fixed. \
I I I 1 1 : : : I I I
We call partition P regular if every sub-interval has the same length, that is, if x, - %,
"2-X~,..........,xn- x,,, h e all equal.' In this case, the length of [a, b], that is b - a, is equally
divided into n parts and we get
E E2) Write down a regular partition for each of the following intervals
a) [O, 21 with 7 partitioning points.
'b) [2,9] with 11 partitioning points.
Definition 2 Given two partition PI and P, of [a,b], we say that P, is a refinement of PI (or P, is
finer than P I )i f P 2 ~ P l .
In other words, P, is a refinement of PI if each sub-interval of P, is contained in some sub-
interval of PI.
Example 2 Consider the partitions
PI = {1,5/4,3/2,7/4,2),
P,= {1,6/5,5/4,3/2,19/10,2),
P, = {I, 5/4,3/2,2)
PI and P, are both finer than P,, as PI 2 P, and P 2 2 P,. However, neither is P I a refinement of
P, nor is P, a refinement of P I .
If P, and P, are partitions of [a,b], then from Definition 2 it follows that
This means PI,has 2" + 1 elements. We can see that PI,is a regular partition, with each sub-
A x, = x, - x,+,
interval having length
b-a
b - a - -1 -
Now?-n;i-2(2n
b-a
j =a+i--
b-a
2"
This means that the length of the sub-intervals corresponding to PI,, is half the length of --
those corresponding to PI,. We can also see that Pn+l2 PI,. In other words, P,+, is finer than Pn 2"
(also see E3)). Thus we have defined a sequence of partitions {Pn) of [a,b], such that P,,, is a
refinement of Pnfor all n. Such a sequence (P, } is called a sequence of refinements of
partitionsof la,bl.
a) Find P, and P, .
b) Yerify that P, 2 P, 2 P,.
c) . What are the lengths of the sub-intewals in each of these partitions?
Integral Calculus , E E4) Let {P, )=:, be a sequence of partitions of [a,b], and let P; = PI,
we have defined (sup- NOWfor my subinterval [xi-,,xi],consider the set Si = {qx) :x E [xi-],xi]}.
remum) and g.1.b. (infimum of
a bounded set numbers in Since f is a bounded function, S,must be a bounded subset of R This means, it has a
Unit I .
supremum (or least upper bound) and infimum ( ~greatest
r lower bound). We write
We now define the upper product sumU (PJ)and the lower product sum L (P, f) by
You must have come across this notation earlier. But let us state clearly what (1) means :
(b)
Fig.
and useful one.
We started this unit saying that we wanted to find the aiea of the shaded region in Fig. 2. Then
what are we doing with partitions, U(P,f) and L(P,f)? Fig. 4 will give you a clue tothe path
which we are going to follow to achieve our aim.
Fig. 4 (a) and 4(b) give the geometric view of M,A x, and m,A x,as areas of rectangles with
base A x, and heights M, and m, respectively.
The shaded rectangles in Fig 4(a) are termed as outer rectangles, while the shaded rectangles
in Fig. 4(b) are called inner rectangles.
Thus, when f is a non-negative valued fimction (qx) 2 0 t, x),
U(P,f) = sum of the areas of outer rectangles as in Fig. 4(a).
L(P,f) = sum of the areas of inner rectangles as in Fig. 4(b), and ,
-
U(P,f) L(P,f) = difference of the ateas of the shaded rectangles along the graph of
f as shown in Fig. 4(c).
As you see fiom Fig. 5, U(P,f) and L(P,f) depend upon the fimction
f:{a,b] -,R (compareFig. 5(a) and (b)), and the partition P of [a,b] (compare
Fig. 5(c) and (d)).
M, - sup (f (x): x E ]
[xi-,,xil .Hence Mi h M.
X m i=l
C Ax,IL(P,f)SU(P,f)I Mi=l
C Axi
!
*m(b-a) < L(P,f) Iu(P,~)5M(b-a),
n
since m C A xi = the sum of the lengths of all sub-intervals
i=l
Fig. 7
Since f is an increasing function on each sub-interval (see Fig. 7) the supremum off in [xi-,,xi]
will be attained at xiand the infimum will be attained at xi-, That is,
Mi = qxi)and
m, = f ( ~ ~ -Therefore,
~). we can m t e
U(P, f ) = C Mi Axi = C f(xi ) Axi = C xi2 (xi-
-- X ~ ( X ~ - ~ , , ) + ~ ( ~ - X ~ ) + X ~ ~+xi(x4-xJ
( X ~ - ~ )
... up, f ) =
(b) (;12
+ (a) + ',(; (;) +m2 (5)
Definite Integral
(a) (b)
Fig. 8
Fig. 8(a) clearly shows that L(P,,~) 5 L(P,,f) (by an amount represented by the area ofthe
shaded rectangle).
Similarly, Fig 8(b) shows that U(P,,f) lU(P,,f).
Since L(P,,f) I U(P2,f),the conclusion of the theorem follows in this case.
If P, is not a simple refinement of P,, and P2 has m elements more than PI.Then we can find
PT-'
(m - 1) partitions p i ,:P , p23 .............
such that
Intcgral Calculus
PI c P: c P; c P; c.............c pZm-Ic p2 and each partition in this &pence is a
e
Then we have
L(P,,f) I L(P,,f) 5 ..........5 L(Pn,f) 1.........5 A 1.........IU(Pn,f) 5 ..........-
< u(p2,f) 5 u ~ l , f )
where A is the area bounded by the curve, the x-axis and the
lines x = a and x = b.
E E 5) Find the upper product sum and the lower product sum of the function f relative to the
partition P, when
a) f(x) = 1+ x2,P = {0,112,1,3/2,2)
b) f(x) = llx, P = {1,2,3,4)
E E 6) Verify Theorem 2 for the function f(x) = llx, 2 I x 13, and the partitions
P, = {2,512,3) and P, = {2,914,5/2,1114,3)of [2,3]
In this sub-section we have seen that the area A in Fig. 2 can be approximated by means of the Definite Integral
lower and upper sums corresponding to some partition of [a,b], further. Theorem 2 tells us that
as we go on refining our partition, the lower and upper sums approach A from both sides. The
lower sums underestimate A (L(P,f) IA), while the upper sums overestimate A, i.e., IJ(P,f)2 A.
Let us go a step further in the next sub-section, and definelpygr 'and ugper integrals.
1.23 Upper and Lower Integrals
Let,f:[a,b] + R be a nonnegative bounded function. Then to each partition P of [a,b], there
correspondsthe upper product sum U(P,f) and the lower product sum L(P,f).
Let P b e the set of all partitions of [a,b], Then the set u = {U(P,f) :P E P ) is a subset of R and is
Recall (Unit I ) that every set
bounded below since A I U(P,f) t/ P E P. Thus, it is possible to find the infimum of u. which is bounded below has an
infimum, and every set which IS
Sirmlarly the set u ' = {L(P,f): P E P ) is bounded above, since L(P,f) IA V PEP. bounded above has a supremum
Hence we can find the supremum of u '.The infimum of u and the supremum of u ' are given
special names as you will see from this definition.
Definition 3 If a function f is defined on [a,b] and if P denotes the set of all partitions of [a,b]
then infmum of {U@,f):PEP) is called the upper integral off
-
on [a,b], and is denoted by Jab f(x)dx. The symbol '[I is read as ~ntepral
The supremum of {L(P,f):PEP) is called the lower ihtegral off on [a,b], and is
b
denoted by [ f(x)dx.
I
Example 4. Let us find f(x)dx and f(x)dx.
-
0 if x is rational
for the function f, defined by f(x)
1 if x is irrational
U(P,f)= c~~
n
i-I
n
A 3 = c ( 1 ) (3-xkl)=l-0=l
ill
and
Since P was any arbitrary partition of [O, 11, this means that
u(P,f)= 1 andL(P,f)=O t/ PEP.
Thus,u= {U(P,f): PEP) = (1)
and u'= {L.(P,f) :PEP) = (0)
Hence inf u = 1 and sup u '= 0.That is,
-
f(x) dx = 1 and
-
See if you can do these exercise now.
Integral Calculus
E E8) If the fimction f and g are bounded non-negative valued functions in [a,b] and if
Qx) a g(x) in [a,b], provethat Ia
-b
f (x )dx i jab
g(x)dx and
jabf(x) d r i-
-
Jab g(x) dx.
Fig. 9
With this definition then, we can interpret L(P,f) as the signed area of a polygon inscribed
inside the given region, and U(P,f) as the signed area of a polygon circumscribed about the
region. Thus, for any bounded function on a closed interval [a,b], we can define
This common value is called the definite integral off over the interval of integration [a,b], and
is denoted by f(x)dx.
In this notation for the definite integral, f(x) is called the integrand, a is called the lower limit
and b is called the upper limit of integration.
The symbol dx following f(x) indicates the independent variable. Here x is merely a dummy
variable, and we may replace it by t or v, or any other letter. This means,
b b
jabf(x)dx = j f(t)dt = f(v) dv.
-
f(x)dx = 0, and
I. f(x) dx = 1
Since the lower and upper integrals for this function are not equal, we conclude that it Lo not
integrable.
E E 9) Check whether the function given in E7) is integrable or not.
This is intuitively obvious since the area represented by the integral is simply a rectangle with
base b - a and height c, (see Fig. 10).
Fig. 10 Now let us consider a function f which is integrable over [a,b].
11)ConstantMultiple Property
(b)
Fig. 11
-b -
3 0i 1 f(x) dx - Iab f(x) d r i U (P. f ) - L (P, f).
If the function f has the property that for every E > 0 there exists a partition P of [a,b] such that
U(P,f) - L(P,f) < E, we conclude that
-
From this it follows that fab f(x) dx - jab
f(x) dx = 0, and hence f is integrable over [a,b].
-
On the other hand, iff is integrable over [a,b],
lab f(x) dx = sup {L(P,f): P E P} = inf {U(P,f): P E P}.Thus, for every E > 0 we canBnd
partitions P' and P" of [a, b], spch that
b
02 fab f(x)dx-L(Pt.I.)<~/2,andOiU(P",f)- f ( x ) d x c ~ / 2(seeSec,2of
a
Unit 1).
Taking some partition P which is finer than both P' and P", and adding the two inequalities, we
have
b-a
For each positive integer n, let Pn = {a, a + h, ............., a + nh = b), where h = -,be a
n
regular partition of [a,b]. Then
- x f(a + ih)
11 n n
b-a "
u ( P , ~ ) = ~ AX^
M ~= C Mh~= h C M~= -
i= l i=l i=l II ,=I
n
b-a "
andL(~n,f)= h x m r = -h x f ( a + ( i - l ) h )
i=l " i-I
Integral Calculus Therefore
b-a
u (Pn,f)-L(Pn,f) = ----
n
[.f(a+h)+f(a+2h)+ ..........+ f ( a + nh)
b-a
= ----- [f (a + nh) - f (a)]
n
Let E > 0.Can we choose an hwhich will make U(Pn,Q- L(P,Q < E ?
Yes, we c a , Try some n > (b- a)[f(b) -f(a)l . If we substitute this value of n in (I), r e gei
E
b-a
= lim h [ f ( a + h )
h-o
+ f(a+2h) +..........+ f(a+nh)], where h = -
n
We shall illustrate the usefulness of Corollary 1 through some examples. But before that we
state another theorem, which identifies one more class of integrable functions.
Theorem 5 If a function f:[a,b) + R is continuous, then f isbintegrable.
The proof of this theorem is beyond the scope of this course. We shall prove it in a later
course on real analysis.
In Sec. 5 in Unit 3, we have seen that differentiability implies continuity, Now we can write
differentiability q continuity integrability
Now, let us evaluate some definite integrals with the help of Corollary 1.
Example 5 To evaluate
Jab
cos x dx, 0 r a 5 b I ?c / 2, we observe that
Now
2 sin (W2) [cos(a + h) + cos(a +2h) + .......... + cos(a +nh)]
= 2 sin (W2) cos (a +h) + 2sin (W2) cos (a + 2h) + ...... + 2 sin (W2) cos (a +nh).
2n+1 211-1
[sin(a + (-) h) - sin (a + (-) h)]
2 2
h h
= [sin(b + -) - s i n ( a + -), s i n c e a + n h = b
2 2
sin ( b + h / 2 ) - sin ( a + h / 2 )
cos(a+h) + cos(a+2h) +............+ cos(a+nh) =
2 sin h / 2
Thus
( x + x 2 ) d x = lim h T f ( l + i h ) . h = l / n
h+O
i=l
lim h
h+ O
x
i=l
[(l + i h ) + (1 + i h ) ' ]
Recall that
lim [2h
h+O
5 1+ 3h2 5 i + h3 x i2]
=I a=l i=l
3 1
lim [2nh+- h2n(n+l) + - h3n(n+l) (2n+l)]
I~+O 2 6
3 1
lim [2 + - (1 + h ) + - (1 + h ) (2 + h ) , since&= 1.
h+ o 2 6
3 1 23
=2+-+-=-.
2 3 6
In this section we have noted that a continuous function is integrable. We have also proved
that a monotone function is integrable. corollary 1 gives us a method of fmding the integral of
a monotone function. One condition which is very essential for the integrability of a function
in an interval, is its boundness in that interval. If a function is unbounded, it cannot be
integrable. In fact, if a function is not bounded, we cannot talk of Mi or mi, and thus cannot
form the upper or lower product sums. Now on the basis of the criteria discussed in this
section you should be able to solve this exercise.
E E10) State whether or not each of the following functions is integrable in the given interval.
Give reasons for each answer.
x + l when x < O
f(x) = in [-I,]]
1-x when XSO,
Integral Calculus E Ell) Use corollary 1 to evaluate the following definite integral.
The following theorem tells us that every continuous hnction on a closed interval attains its
average value at some point of the interval. We shall not give its proof here.
Theorem 6 (Average Value Theorem) Iff: [a,b] 4 R is continuous,then
b
- 1
f(x) = -Jf(x) dx
b-a a
for some x E [a,b]
Then F is an antiderivative off, that is, F'(x) = f(x) for all x in ]a,b[.
Part 2 If G is an antiderivative off in]a,b[, then
b
Iabf(x)dx = G(x)] = G(b) - G(a).
a
Proof of Part 1.
F(x + h) - f (x)
By the definition of derivative, F'(x) = lim
h+O h
h + 0, i + x Therefore,
That is, if we first integrate the continuous function f with the variable x as the upper limit of
integration and then differentiate with respect to x, the result is the function f again. So
differentiation offsets the effect of integration.
On the other hand, if we assume that G' is continuous, then Part 2 of FTC may be written as
Here we can say that if we first differentiate the function G and then integrate the result from a
to x, the result can differ from the original function G(x) only by the constant G(a). If G is so
chosen that G(a) = 0,then integration offsets the effect of differentiation.
Till now we had evaluated the integrals of some functions by first finding the lower and upper
sums, and then taking their supremum and infimum, respectively. This is a tedious procedure
and we cannot apply it easily to all functions. But now. FTC gives us an easy method of
evaluating definite integrals. We shall illustrate this through some examples.
d
Example 9 To evaluate -
dx lox2
sin t dt, we put x2 = u
du
Now -= 2x. and using FTC (Part I), we get
dx
d
-
du lo d
sint dt = sin u = sin x2. Thus. -
dx
x2
If you have followed these examples, you should be able to solve the exercises below.
Remember that the main thing in evaluating a definite integral is to find an antiderivative of the
given function.
E E12) The second column in the table below consists of some functions which are
antiderivatives of the functions given in column 1. Match a function with its antiderivative by
pairing appropriate numbers.
n+l n+l
For example, we can match x" with r-- since X- is an antiderivative of xn.We shall
n+l n +l
indicate this by iii) -+ viii)
Function Antiderivative
3 sinx i) - Incosx
ii) cosx n Incoshx
iiii 4 hi sechx
iv) eaX iv) -cosx
.v) v) sin
1
vi) a vi) -em
a
vii) tanh x vii) ax
Il+I
a a) JI3 zx3dx b) 5, 3
(2x2+2x+l)dx
e) J: x(x2 + d~ 0 ~ L +sin
X r) dx
3 5, 1
sinhxcoshx dx ,y
1
L,(sinh x -cash x)dx
Integral Calculus
Definite Integral
d
E 14) Find -
dx
p(x)] when F(x) is defined by the following definite integrals.
1.5 SUMMARY
In this unit we have conered the following points:
1) A partition P of a closed intewal [a,b] is a set {a = s,x,, x2..........,xn-,,xn= b)] such that
Xo<X,<X2<.... <Xn.
Intdgrsl Calculus A partition P, of [a,b] is finer than a padition P2,if P, =, P,,
2)
3) If M and m are the supremum and the infimum of a bounded function fin [a,b], then,
given any partition P of [a,b], m(b-a) l L (P,f) l U(P,f) l M(b-a).
4) The lower integral of a bounded function is less than or equal to its upper integral.
5) A bounded function f is integrable over [a,b] if and only if its lower and upper integrals
are equal. In such a situation the lower (or upper) integral is called the
b
definite integral o f f over [a,b], denoted by f(x)dx.
6) Iff is monotonic or continuous on [a,b], then f is integrable ovet-[d,b].
7) I f f is continuous on [a,b], then 1b
f(x) dx represents the signed area of the region
bounded by the curve y = qx), the x-axis and the lines x = a and x = b.
8) I f f is monotonic on [a,b], then
Jab f(x)dx = lirn h
h+O
2
j=,
f(a +ih), = lirn h
h+O
f:f ( a +(i - 1)h).
1=1
b -a
where h = -
n
9) The Fundamental Theorem of Calculus:
i) I f f is continuous on [a,b], then for x E ]a,b[
ii) Iff is continuous on [a,b] and F'(x) = f(x) for x E ] a,b[, then
lab
f(x)dx F(b) - F(a).
=
b-a
Ax inP3 is -
8
E 4) PI:+, = P,:, LJ pI: 3 GP ,:, 3 P:+, is a refinement of P: v n.
E5) a) f(x) is an increasing function on [0,23.. Hence
5 1 1 1 3 1
and U(P,f) =-. - + 2.- + -. - + 5.-1
4 2 2 4 2 2
b) f(x) is a decreasing function on [I ,4]. Hence
Definite Integral
--1691
-
3960
L(P1,f ) L(P2,f) I U(P2,f) U(P,,f).
E 7) If P = {%, ............. x,) is a partition of (0, 1),
Hence
1
J0 f(x) dx = lo1
f(x) dx = 2.
n(n - 1)
= lim [2.1+ h2.- I
h+O 2
nh. (nh - h)
= lim [2 + I
h+O 2
E12) 3 + iv)
ii) + v)
iii) + viii)
iv) + vi)
v) + 3
vi) + vii)
vii) + ii)
viii) + iii)
4
x .
E 13 a) 71s an antiderivative of 2x3.Hence
Integral Calculus