Chapter 12

Integration

Summation Notation
We often need to talk about adding up a list of numbers and we
typically represent such a sum as

a0 + a1 + · · · + an

in which each ai is a real number that depends on an integer i. It is

convenient to use the Greek letter Σ (called capital sigma) to repre-
sent such a sum. We write
n
X
ai = a0 + a1 + · · · + an .
i=0
P
In this notation the symbol tells us to add up numbers of the form
ai . The subscript, i = 0, tells us where to start the sum. The super-
script, n tells us where to stop. As a concrete example
4
X
i
i=0

tells us to add the integers from 0 to 4. So

4
X
i = 0 + 1 + 2 + 3 + 4 = 10.
i=0

1
2 CHAPTER 12. INTEGRATION

Usually the ai will be a formula expressed in terms of i, as in the

following examples.
4
X
Example 1. Evaluate ai where ai = i2 .
i=0

Solution:
4
X
ai = 02 + 12 + 22 + 32 + 42
i=0

= 30

3
X
1
Example 2. Evaluate ai where ai = i+1
.
i=0

Solution:
3
X 1 1 1 1
ai = + + +
i=0
0+1 1+1 2+1 3+1
25
=
12

In the examples given so far, we have started the summation at 0,

but it is possible to start at any integer, provided the formula for ai
is defined at each integer in the required range. The most common
other place to start is at i = 1.
4
X
Example 3. Evaluate ai where ai = 1i .
i=1

Solution:
4
X 1 1 1 1
ai = + + +
i=1
1 2 3 4
25
=
12
 3

Observe that Example 2 and Example 3 represent the same sum.

3
X 1
On the other hand the formula does not represent a number
i=0
i
because 1i is undefined when i = 0.

If f is a function and each ai is an element of dom(f ), then we

can evaluate f at each ai and add the results. This is written in the
summation notation as
n
X
f (ai ).
i=0

Example 4. Suppose f : R → R is defined by f (x) = x2 + 1 and that

1
ai = i+1
. Evaluate
3
X
f (ai ).
i=0

1 1
Solution: Observe that f (ai ) = f ( i+1 )= (i+1)2
+ 1, and so

3 3  
X X 1
f (ai ) = 2
+1
i=0 i=0
(i + 1)
       
1 1 1 1
= +1 + +1 + +1 + +1
1 4 9 16
781
=
144

Summation with Index Sets

Suppose that I is a set and that f is a function for which I ⊂ dom(f ).

The symbol This symbol defines a number
X whenever I is finite but under
certain conditions it is well-defined
f (i) for some infinite sets also.
i∈I

means that we evaluate f (i) for each i ∈ I and add the results. The
set I in this notation is called an index set.
4 CHAPTER 12. INTEGRATION

π
Example 5. Consider the index set I = 2
, π3 , π4 , π6 . Let
f (x) = sin(x). Evaluate
X
f (i).
i∈I

Solution:

X X
f (i) = sin(i)
i∈I i∈I
π  π  π  π 
= sin + sin + sin + sin
2
√ 3 4 6
3 1 1
=1+ +√ +
2 2 2
√
3 3 1
= + +√
2 2 2

Definite Integrals

The problem of finding tangents to curves was used as a motivation

to define the derivative of a function and lead to differential calcu-
lus. In particular, we used limits to find the slopes of tangents.

Now we will consider the problem of finding the area of a re-

gion under a curve and use limits to solve this problem. This will
lead us to the definition of an integral and lead to integral calculus.
Although we use the problem of finding area under curves as our
motivation, integration is more general than area.

We begin by discussing how to approximate an area under a

curve by adding up the areas of a number of suitable rectangles.
 5

y y = f (x)
Suppose we are interested
in the area bounded by the
curve y = f (x), the x–axis,
and the lines x = a and
x = b. a b x

We can approximate this area by rectangles as shown below:

y y = f (x) y y = f (x)

a b x a b x

We compute the area of each rectangle by using the formula

f (t) × width of rectangle

where t is the left end point of the base of the rectangle. We can
represent this approximation by using the summation notation from
the previous section. For example, in the diagram above on the left,
the approximate area consists of four rectangles. Let us assume that
the rectangles all have the same width which we denote by ∆x. Let
t0 be the left end point of the base of the first rectangle, t1 be the left
end point of the base of the second rectangle, and so on. Observe
that t0 = a. Then the sum of the areas of the rectangles is
3
X
f (ti ) ∆x.
i=0

We can write down a similar expression for the area approxima-

tion in the diagram on the right, which consists of eight rectangles.
6 CHAPTER 12. INTEGRATION

By redefining t0 , t1 , . . . , t7 as the left end points of the bases of the

rectangles in the diagram, and now letting ∆x be the common width
of the rectangles, we obtain the expression
7
X
f (ti ) ∆x
i=0

for the approximate area in the diagram on the right.

As the rectangles get narrower, the combined area of all the
rectangles approaches the area under the curve. The area under the
curve is defined to be the limit of these approximations as the width
of the rectangles approaches 0.

Although we used the concept of area as our motivation, an inte-

gral does not necessarily compute the area under the curve. Suppose
that f is a function that is not always positive on the interval [a, b].
Then we can still construct rectangles as in the diagrams below.
y y
y = f (x) y = f (x)

t
a b x a b x

However, we are not computing the areas of the rectangles when

the curve lies below the x-axis. Consider the grey rectangle in the
diagram. The contribution of this rectangle is

f (t) × width of the rectangle

which is a negative number.

Suppose we divide the interval [a, b] into n equal length sub-
b−a
intervals. Let ∆x = n
, which is the common width of each of these
subintervals. Let ti = a + i ∆x for each i ∈ {0, . . . , n − 1}. We add
 7

n−1
X
the contribution of all the rectangles to obtain f (ti ) ∆x. Now we
i=0
take the limit as ∆x approaches 0. This also means that the number
n must approach ∞. We define the integral of f from a to b as

Z b n−1
X
f (x) dx = lim f (ti ) ∆x.
a ∆x→0
i=0

This limit exists whenever the function f is continuous on [a, b]. The
function f is called the integrand of the integral.
The process of

1. adding the contribution of each rectangle, and then

2. taking the limit as the width of the rectangles approaches 0

is called integration.
The technical details of how this process takes place is beyond
the scope of this course but you need to understand the basic idea
outlined here.
Although we have not explained the details of how to compute
integrals by using limits, we can show you how to compute inte-
grals for many functions by using an important result known as the
Fundamental Theorem of Calculus.
First we need to discuss the concept of an antiderivative.

Definition. Let f be a function. Suppose that there is a function F

satisfying the equation

F 0 (x) = f (x)

Then we say that F is an antiderivative of f .

8 CHAPTER 12. INTEGRATION

Example 6.

(a) If f (x) = x2 , then F (x) = 13 x3 is an antiderivative of f (x) because

F 0 (x) = f (x).

(b) If f (x) = x + 2, then F (x) = 12 x2 + 2x is an antiderivative of f (x)

because F 0 (x) = f (x).

(c) If f (x) = 3x2 + 2x + 1, then F (x) = x3 + x2 + x is an antiderivative

of f (x) because F 0 (x) = f (x).

(d) If f (x) = cos(x), then F (x) = sin(x) is an antiderivative of f (x)

because F 0 (x) = f (x).

Observe that antiderivatives are not unique. For example both

sin(x) and sin(x) + 1 are antiderivatives of cos(x). We will discuss
this in more detail in the section on indefinite integrals.

Theorem 1 (Fundamental Theorem of Calculus). Suppose f is contin-

uous on [a, b], and let F be any antiderivative of f . Then
Z b
f (x) dx = F (b) − F (a).
a

The proof of the Fundamental Theorem of Calculus is beyond the

scope of this course.
When computing integrals, the antiderivative F is usually
written inside square brackets. This is a useful shorthand for cal-
culations, in which
h ib
F (x) = F (b) − F (a).
a

The use of this shorthand is apparent in the following examples.

 9

Z 3
Example 7. Evaluate the integral x2 dx.
1

Solution: Note that 13 x3 is an antiderivative of x2 .

Z 3  3
2 1 3
x dx = x Write an antiderivative in square brackets.
1 3 1
1 1
= (3)3 − (1)3 Substitute in the end values.
3 3
27 1
= −
3 3
26
=
3

Z 1
Example 8. Evaluate the integral 2x − 3 dx.
0

Solution:
Z 1 1
2x − 3 dx = x2 − 3x 0

0

= ((1)2 − 3(1)) − ((0)2 − 3(0))

=1−3−0

= −2

Z 2π
Example 9. Evaluate the integral cos(x) dx.
π
2

Solution:
Z 2π
cos(x) dx = [sin(x)]2π
π
π 2
2
π 
= sin(2π) − sin
2
=0−1

= −1
10 CHAPTER 12. INTEGRATION

Properties of Definite Integrals

The following properties (which we state without proof) help us to

evaluate integrals.
Z b
(a) 0 dx = 0
a
Z b
(b) c dx = c(b − a)
a
Z bh i Z b Z b
(c) f (x) + g(x) dx = f (x) dx + g(x) dx
a a a
Z bh i Z b Z b
(d) f (x) − g(x) dx = f (x) dx − g(x) dx
a a a
Z b Z b
(e) cf (x) dx = c f (x) dx
a a
Z a
(f) f (x) dx = 0
a
Z b Z a
(g) f (x) dx = − f (x) dx
a b
Z b Z c Z b
(h) f (x) dx = f (x) dx + f (x) dx
a a c

Property (h) shows us that an integral can be split into two sepa-
rate integrals:
y y y
y = f (x) y = f (x) y = f (x)

a c b x a c x c b x
Z b Z c Z b
f (x) dx = f (x) dx + f (x) dx
a a c
Property (h) is often used when evaluating integrals of piecewise
defined functions as in the next example.
 11

Example 10. Consider the function f : R → R defined by


x 2 + 1

if x ≤ 1
f (x) =
x2 − 4x + 5

if x > 1.

Z 3
Evaluate the integral f (x) dx.
0

Solution:
Z 3 Z 1 Z 3
2
f (x) dx = x + 1 dx + x2 − 4x + 5 dx
0 0 1

Let us evaluate each of these integrals separately:

Z 1  1
2 1 3
x + 1 dx = x + x
0 3 0
   
1 3 1 3
= (1) + 1 − (0) + 0
3 3
4
= −0
3
4
=
3
Z 3  3
2 1 3 2
x − 4x + 5 dx = x − 2x + 5x
1 3 1
   
1 3 2 1 3 2
= (3) − 2(3) + 5(3) − (1) − 2(1) + 5(1)
3 3
   
27 1
= − 18 + 15 − −2+5
3 3
26
= −6
3
8
=
Z 3 3
4 8
∴ f (x) dx = +
0 3 3
=4
12 CHAPTER 12. INTEGRATION

Indefinite Integrals
Often we are interested in finding an antiderivative of a function
without finding the value of a definite integral. However, we still
use the integral notation for this purpose. For example, since we
write an antiderivative in our computation of the definite integral
Z b  b
1
x dx = x2
a 2 a

this leads us to use the suggestive notation

Z
1
x dx = x2 + C
2

for antiderivatives. You may be wondering why the symbol “+ C”

is written in the formula. We do this because 21 x2 is not the only
antiderivative of x. For example, try differentiating each of the fol-
lowing expressions:

1 2 1 2 1 2 √
x + 27, x − 134, x + π3 − 2
2 2 2

and you will see that each of them is an antiderivative of x.

In general, if F (x) is an antiderivative of f (x), then for any con-
stant C, the function F (x) + C is also an antiderivative of f (x). The
expression F (x) + C is often called the most general antiderivative
of f (x). The constant C is often referred to as an arbitrary constant.

Definition. For a function f the symbol

Z
f (x) dx

is called an indefinite integral of f (x) and represents the most

general antiderivative of f (x).
 13

Z
Example 11. Evaluate x5 dx

Solution: Z
1
x5 dx = x6 + C
6
Z
When you evaluate an indefinite integral f (x) dx, your answer
should have x–terms. Roughly speaking, an indefinite integral is a
function.

• When finding indefinite integrals, you can check your answers

by differentiating them. (This should give back the original
expression.)

• Don’t forget to include the arbitrary constant when finding indefinite

integrals.
Z b
Compare this with a definite integral f (x) dx, which (when de-
a
fined) is a number.

Rules and Formulae for Indefinite Integrals

The statements (a) – (e) given in the section Properties of Definite

Integrals also apply to indefinite integrals in an obvious way. For
example, statement (c) written as a statement about indefinite inte-
grals is Z Z Z
f (x) + g(x) dx = f (x) dx + g(x) dx.

We now wish to state some more formulae that are more appro-
priate for indefinite integrals (although they could be stated in terms
of definite integrals also).
The following formulae can be checked by differentiating the right
hand side in each case. They are essentially the differentiation for-
mulae that you already know written “in reverse.”
 14 CHAPTER 12. INTEGRATION

(a) For all r 6= −1 we have

Z
1
xr dx = xr+1 + C .
r+1

(b) Z
1
dx = ln x + C .
x
(c) Z
sin(x) dx = − cos(x) + C .

(d) Z
cos(x) dx = sin(x) + C .

(e) Z
sec2 (x) dx = tan(x) + C .

(f) Z
ex dx = ex + C .

It might seem odd that the absolute value symbol appears in the for-
mula involving the natural logarithm, but the following calculation
explains why this is needed. We consider two cases:

Case 1: x > 0
d d
(ln |x| + C) = (ln(x) + C)
dx dx
1
=
x

Case 2: x < 0
d d
(ln |x| + C) = (ln(−x) + C)
dx dx
1 d
= (−x)
−x dx
1
= · (−1)
−x
1
=
x
 15

We will often need to integrate expressions that are more compli-

cated than those in the list above. The following result is sufficient
for the problems that will be encountered in this course.

Result 1. If F 0 (x) = f (x) then

Z
1
f (ax + b) dx = F (ax + b) + C
a
where a, b and C are constants, and a 6= 0.

To see that this formula is correct, we differentiate the right hand

side:
 
d 1 1 d
F (ax + b) + C = (F (ax + b))
dx a a dx
1 d
= f (ax + b) · (ax + b)
a dx
1
= f (ax + b) · a
a
= f (ax + b)
Z
Example 12. Evaluate (2x + 1)8 dx.

Solution: Let f (x) = x8 . Then the integrand is f (2x + 1) = (2x + 1)8 .

So we first integrate the expression f (x) = x8 .
Z Z
f (x) dx = x8 dx
1
= x9 + C
9
Let F (x) = 91 x9 so that F 0 (x) = f (x). Now use Result 1 to obtain
Z
1
(2x + 1)8 dx = F (2x + 1) + C
2
1 1
= · (2x + 1)9 + C
2 9
1
= (2x + 1)9 + C.
18
16 CHAPTER 12. INTEGRATION

Whenever you evaluate an integral such as the previous exam-

ple, it is wise to differentiate your answer to check if it is correct.
After some practice, you won’t need to write down as many details
as given in the previous example.
The next example shows how to use Result 1 in combination with
differentiation formulae on the Maths 1 Formula Sheet.
Z
Example 13. Evaluate cos(3x + 2) dx.

Solution: Let f (x) = cos(x). Then f (3x + 2) = cos(3x + 2). From the
formula sheet we see

d
(sin(x)) = cos(x).
dx

Let F (x) = sin(x). Then using Result 1 we obtain

Z
1
cos(3x + 2) dx = F (3x + 2) + C
3
1
= sin(3x + 2) + C.
3

The integrand in Result 1 has the form f (ax + b). Observe that
the expression that f acts on is a linear expression. Result 1 does not
apply when this expression
Z is non-linear. For example, you cannot
use Result 1 to evaluate cos(3x2 + 2) dx.
The next two examples also use Result 1 but we have not made
explicit reference to that result in the computations. You should aim
to write your solutions in a similar way. However, it may be instruc-
tive to work out explicitly where Result 1 is used in the following
examples.
 17

Z  
1
Example 14. Find − 3x dx .
(x + 2)2
Solution:
Z   Z Z
1 1
− 3x dx = dx − 3x dx
(x + 2)2 (x + 2)2
Z Z
−2
= (x + 2) dx − 3 x dx
 
−1 1 2
= −(x + 2) + C1 − 3 x + C2
2
3
= −(x + 2)−1 + C1 − x2 − 3C2
2
3
= −(x + 2)−1 − x2 + C where C = −3C2 + C1 .
2

Since all the constants are arbitrary, it is okay to just add one
“+C” when the final integral is found, as shown in the next example.
Z 2x
e +7
Example 15. Find dx .
e3x
Solution:

e2x + 7 e2x
Z Z  
7
dx = + 3x dx
e3x e3x e
Z
e−x + 7e−3x dx


=
Z Z
−x
= e dx + 7e−3x dx
Z
−x
= −e +7 e−3x dx

= −e−x − 37 e−3x + C .