1A M1.

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Integration and anti-derivatives

Calculus deals principally with two geometric problems :

ˆ (i) The problem of nding SLOPE of the tangent line to the curve, is studied by the limiting
process known as dierentiation and
ˆ (ii) Problem of nding the AREA of a region under a curve is studied by another limiting
process called Integration.
Actually integral calculus was developed into two dierent directions over a long period inde-
pendently.
ˆ (i) Leibnitz and his school of thought approached it as the anti derivative of a dierentiable
function.
ˆ (ii) Archimedes, Eudoxus and others developed it as a numerical value equal to the area
under the curve of a function for some interval.
However as far back as the end of the 17th century it became clear that a general method
for solution of nding the area under the given curve could be developed in connection with
denite problems of integral calculus.

1 Riemann Integral
1.1 Introduction
Eudoxus ( 400-355 BC approximately ) rst computed areas and volumes using stacking plates
whose thickness tends to 0 ; Archimedes ( 287-219 BC) perfects Eudoxe method ( which is
mentioned in Euclid's Elements).
At the end of the Middle Ages , (1560-1660) , Cavalieri , Galileo and Pascal enhance the area
and volume calculations by stacking small rectangles or parallelepipeds , but not rigorously.
However, they get very good approximations.
Newton (1643-1729) and Leibniz (1646-1716) , with the innitesimal calculus , succeed in
proving the
Z relationship between the anti-derivatives of a function and calculus area.( The
notation is due to Leibniz).
Cauchy (1789-1857) , denes rigorously the concept of limit , and thus gives a rigorous denition
of the integral with the continuous functions and Riemann (1826-1866) denes the integral for
continuous piecewise .
Lebesgue (1875-1941) extends the concept to classes of more general functions as piecewise
continuous functions .
Leibniz 1646-1716
Eudoxe 400-355 Newton 1643-1729 Lebesgue 1875-1941

1500
-500 0 500 1000 2000
Archimède 287-219 Galilée 1564-1642 Cauchy 1789-1857
Cavalieri 1598-1647 Riemann 1826-1866
Pascal 1623-1662

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1.2 Darboux Sums(1842-1917)

Denition 1. Upper bound, supremum and maximum point .
Let f be a bounded function on [a, b].
ˆ An upper bound of f on [a, b] is a real number M such that for all x of [a, b], f (x) 6 M .
ˆ The supremum of f on [a, b] is the least upper bound, it is is less than any other upper
bound. We denote it by sup f (x)
x∈[a;b]
ˆ A maximum point of f on [a, b], is a real number M such that for all x of [a, b], f (x) 6 M
and there exists x0 ∈ [a, b] such that M = f (x0 ). We denote max f (x)
x∈[a;b]

Example 1.
True or False ?
1. An upper bound is a maximum point.
2. A maximum point is an upper bound.
3. A bounded function has always a maximum point on [a, b].
4. A bounded function has always a supremum on [a, b].
We dene also a lower bound, an inmum and a minimum point.

A partition of an interval [a, b] is a nite sequence of values xi such that

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{x0 = a < x1 < ... < xn = b}

Each interval [xi−1 , xi ] is called a subinterval of the partition. Let f a bounded function on [a; b]
and σ = {x0 = a < x1 < ... < xn = b}. be a partition of [a,b].

We set for all i ∈ {1; 2; ...n} :

mi = inf f (x), Mi = sup f (x) and δ(σ) = max xi − xi−1 .
x∈[xi−1 ;xi ] x∈[xi−1 ;xi ] i∈{1,2,...,n}

Denition 2.
The lower Darboux sum of f with respect to σ is :
i=n
X
s[a;b] (f, σ) = mi (xi − xi−1 )
i=1
.
The upper Darboux sum of f with respect to σ is :
i=n
X
S[a;b] (f, σ) = Mi (xi − xi−1 )
i=1
.
Example 2.
Let's consider the function with the following graph :

Let's consider the partition σ : x0 = a = 0, x1 = 1, 5, x2 = 2, x3 = 4 and x4 = 5 = b.

1. Justify that sup f (x) is not a maximum point.
x∈[x0 ;x1 ]

2. Compute Darboux sums.

3. Represent surfaces such that Darboux sums are their areas.

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4. Let's consider now the partition σ 0 : x00 = a = 0, x01 = 1, 5, x02 = 2, x03 = 3, 5, x04 = 4 and
x05 = 5 = b.
(a) Check on the graph that :
s[a;b] (f, σ) < s[a;b] (f, σ 0 ) < area below the curve < S[a;b] (f, σ 0 ) < S[a;b] (f, σ)

(b) What can you predict on s[a;b] (f, σ) and on S[a;b] (f, σ) if δ(σ) tends to 0 ?

1.3 Riemann Integral

Denition 3.
A function f is said Riemann integrable on [a, b] if
lim S(f, σ) − s(f, σ) = 0.
δ(σ)→0
Z b
The Riemann integral is denoted : f (x)dx = lim S(f, σ) = lim s(f, σ).
a δ(σ)→0 δ(σ)→0

Example 3.
Prove that the function f dened on [0, 1] by f (x) = 1 if x ∈ Q and 0 if not, is not Riemann
integrable. (This function is Lebesgue integrable).

Remark 1.

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Z
ˆ is read sum as it deals with the limit of Σ.
ˆ In f (x)dx, f (x) matches Mi and mi , dx matches xi − xi−1 as δ(σ) tends to 0.
ˆ If σ is a regular subdivision, and f is Riemann integrable on [a, b], we get :
b n
b−a b−a
Z
.
X
f (x)dx = lim f (a + k )
a n→+∞
k=1
n n

Property 1.
The following functions are Riemann integrable :
ˆ piecewise continuous functions.
ˆ monotonic functions.

1.4 Fundamental properties

Let f and g be two Riemann integrable functions on an interval [a; b] and λ be a real number.

1.4.1 Linearity
Z b Z b Z b
(f + g) = f+ g
a
Z b Z b a a

λf = λ f
a a

Example 4.
Prove this property

1.4.2 Positivity
Z b
If f > 0 on the interval [a; b] then f >0
a

1.4.3 Monotonicity
Z b Z b
If g > f on [a; b] then : g> f.
a a

Example 5.
Prove this property

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1.4.4 Increase in absolute value

Z b Z b
f 6 |f |
a a

1.4.5 Mean Inequality

Z b Z b
f g 6 sup |f | × |g|
a a Z b
In particular, (taking g=1) : f 6 sup |f | × (b − a)
a

1.4.6 Mean value of a function

Z b
1
The mean value of f on the interval [a; b] is : M = f
b−a a

1.4.7 The addition property

Z b Z c Z b
∀c ∈ [a; b], f= f+ f
a a c

1.4.8 Cauchy-Schwarz Inequality

Z b 2 Z b Z b
2
fg 6 f × g2
a a a

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Proofs :

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2 Antiderivatives
2.1 Denition and properties
Denition 4.
Let's consider f : I → R and I a real interval. F : I → R is an antiderivative of f on I if and
only if F is dierentiable on I and F 0 = f .
Proposition 1.
Let's consider f, F, G : I → R such that F is an antideriavtive of f on I , then G − F = K with
K a real constant. Thus antideriavtives of a function only dier from a constant.

2.2 Antiderivatives of usual functions

Let u be a function dened on the subset I of R.
f (x) F (x) Foru(x) ∈ ...
uα+1
u0 uα , α 6= −1 R ifα ∈ N, R∗+ if α ∈ R − N
α+1
u0
ln |u| R∗+ orR∗−
u
u0 cos u sin u R
u0 sin u − cos u R
π π
u0 tan u − ln | cos u| ]− ; [
2 2
u0 eu eu R
u0 ch u sh u R
0
u sh u ch u R
u0 th x ln(ch u) R
u0
Arctan u R
1 +0u2
u
Argth u ] − 1; 1[
1 −0u2
u
√ Arcsin u ] − 1; 1[
1 − u2
u0
√ Argsh u R
1 + u2
u0
√ Argch u ]1; +∞[
u2 − 1
u0 π π
tan u ] − ; [
cos2 (u) 2 2
u0
th u R
ch2 u
Example 6.
Compute those antiderivatives :
1. f1 (x) = 2xex
2

sin(x)
2. f2 (x) =
x

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2x
3. f3 (x) =
x2
+1
2
4. f4 (x) = 2
4x + 1
1
5. f5 (x) = ln(x)
x

2.3 Fundamental theorem of dierential calculus Z x

Let f be a continuous function on a real interval I and a ∈ I .The function F : x → f (t)dt
a
is the unique antiderivative of f which vanishes at a.
Thus we get : Z b
f (x)dx = F (b) − F (a) = [F (x)]ba
a
Z 2
Example 7. Compute (x + 1)dx.
1
Remark 2.
Z
Let f be a continuous function on the interval I , the not f (x)dx refers to any antiderivative
Z
1
of f . Thus, for instance, we get : x2 dx = x3 + C
3
Example 8.
Z x
1. Let f be a continuous function on I , let's dene for a ∈ I F (x) = f (t)dt. Compute F 0 .
a
Z b
2. We assume that f is dierentiable on I , let's compute f 0 (t)dt
a
,
Remark 3. Optional
If f is not a continuous function, the previous theorem is false :
ˆ f could have antiderivatives even though f is non integrable.
Example :
1
Let's consider the function F dened on [0 ;1] by F (x) = x2 sin( 2 ) sur ]0 ;1] et F (0) = 0.
x
1 2 1
W show that F is dierentiable on [0 ;1] and F (x) = 2x sin( 2 ) − cos( 2 ) sur ]0 ;1] and
0
x x x
F 0 (0) = 0.
1
Let h be the function dened by h(x) = 2x sin( 2 ) on ]0 ;1] with h(0) = 0, let g be
x
2 1
g(x) = − cos( 2 ) on ]0 ;1] with g(0) = 0.
x x
h is a continuous function on [0 ;1] and so admits an antiderivative H on [0; 1].
Finally we get g = F 0 − h = F 0 − H 0 = (F − H)0 , so g admits F − H as antiderivative.
But g is not integrable on [0 ;1], as g is not bounded at 0.
ˆ A piecewise function is integrable but has no antiderivative.

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3 Change of variable and integration by parts

3.1 Integration by parts
Let u, v : [a; b] → R be of dierentiability class C ∞ on [a; b]. We get :
Z b Z b
0
uv = [uv]ba − u0 v
a a
ExampleZ9.
1
Calcuate x sin(2x)dx
0

3.2 Change of variable

3.2.1 General Case
Let f : I → R, be a continuous function on the interval I and φ : [a; b] → I , of dierentiability
class C 1 on [a; b]. We get : Z Z b φ(b)
f (φ(t))φ0 (t)dt = f (x)dx
a φ(a)
In practise, we may use this formula from the left to the to the right, otr from the right to the
left, to calulate an antiderivative :
From the left to the right
ˆ We set x = φ(t), and replace φ(t) by x.
ˆ We calculate dx = φ0 (t)dt, and replace φ0 (t)dt by dx.
ˆ We change the limits of the integral : t varies from a a to b thus x varies from φ(a) à φ(b).
Example 10.
Z π
dt 4
Calculate : setting x = sin t
0 cos t
Z 9 √ √
√
t t
Compute by setting x = t, then give antiderivatives for f (x) = .
4 1+t 1+t
From the right to the left
ˆ We set x = φ(t), and replace x by φ(t).
ˆ We calculate dx = φ0 (t)dt, and replace dx by φ0 (t)dt.
ˆ We change the limits of the integral : x varies from φ(a) to φ(b) thus t varies from a to b.
Example 11.
Z 1 √ √
Calculate : 1 − x2 dx setting x = cos t and give an antiderivative for f (x) = 1 − x2
0

To calculate an antiderivative
We ignore the limits of the integral.
ˆ From the left to the right : we replace x by φ(t).
ˆ From the right to the left : φ requires to be a bijection from I to f (I), thus we replace t
by φ−1 (x).
Example 12.
Calculate antiderivatives in examples 10 et 11.

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3.2.2 Bioche's rules

P (cos(t), sin(t))
Let f be a function dened by f (t) = where P and Q are two polynomials
Q(cos(t), sin(t)))
functions of two variables,
Z with real coecients.
In order to calculate f (t)dt, we dene ω(t) = f (t)dt.
We will use the change of variable :
ˆ u = cos(t), if ω(−t) = ω(t).
ˆ u = sin(t), if ω(π − t) = ω(t).
ˆ u = tan(t), if ω(π + t) = ω(t).
ˆ u = tan(t/2) for all others cases.
t 1 − u2 2u 2u
Setting u = tan , we get : cos t = 2
; sin t = 2
et tan t = .
2 1+u 1+u 1 − u2
Example 13. Find the good change of variables for those integrals :
cos2 (t) sin(t)
Z
1. dt
1 + cos(t)
Z
cos(t)
2. dt
1 + sin(t)
Z
cos(t)
3. dt
sin(t)(1 + cos2 (t))
Z
sin(t)
4. dt
1 + sin(t)

4 To calculate antiderivatives
To calculate an antiderivative of f , we may use one of the following method :
u0 0 n
1. use the inverse of derivatives formula : f is of the form , u u , etc
u
2. Integration by parts
ˆ Classical examples : f (x) = P (x)eax , f (x) = P (x) sin(ax) and f (x) = P (x)Ln(Q(x)) with
P and Q two polynomial functions.
ˆ If I is an antiderivative, then I is solution of a dierential equation.
3. Case where f (x) = sinn x cosp x
ˆ If n and p are even, then we linearize f .
ˆ If n or p is odd, we write f as a sum u0 uk with u = cos or u = sin.
4. Antiderivative of a rational function.
ˆ We use partial fraction decomposition for f .
5. Change of variables
ˆ General Case
ˆ Bioche's rules √
ˆ Antiderivative of f ( ax + b) with f a rational function.

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5 Application of integral calculus

5.1 Area calculus
Property 2.
Let f be a continuous function onZ[a, b].
b
ˆ If f is positive on [a, b] then f (x)dx is the area of the region bounded by the graph of
a
f , the x-axis and the vertical lines
Z bx = a and x = b.
ˆ If f is negative on [a, b] then − f (x)dx is the area of the region bounded by the graph
a
of f , the x-axis and
Z the vertical lines x = a and x = b.
b
ˆ If f is of any sign, areas of regions above the x axis− areas of regions below the x
X X
f (x)dx =
a

Example Z14.
3
Calculate x − 2dx and give a geometrical interpretation of this integral.
0

5.2 Center of gravity of a homogeneous plate

Let S be an homogenenous plate with constant thickness and uniform density. The center of
gravity is computed tha,ks to a double integral, but in a the particular case where the surface
is bounded by the graph of a function f , the x-axis and the lines of equations x = a and x = b,
we get the
Z point with coordinatesZ :
b b
1 1
xG = xf (x)dx et yG = (f (x))2 dx with A the area of the surface.
A a 2A a

Example 15. √
Calculate the center of inerty of the surface bounded by y = 2 x, the x-axis and the line x = h.

6 Exercises
Exercise 1. Z x
1. Let's put, for all real number x, I(x) = tdt.
0
(a) I is an integral ? an antiderivative ?
(b) Draw it and with an area calculus, nd its expression in function of x.
(c) Check your result by computing an antiderivative,
(d) by using the formula given in the rst remark.
2. Evaluate the following limits using Darboux sums :
n
X n+k
un =
k=1
n2 + k 2
n
X k kπ
vn = 2
sin( )
k=1
n n

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v
u n
1u
n
Y
wn = t (n + k)
n k=1
(You could change the product in sum...)
Exercise 2.
Compute the following antiderivatives :
√ ex
Z Z Z Z
dx z
1. 4. 1 − xdx 7. √ dz 11. dx
(2x + 1)3 Z z2 − 1 ch x
t
Z Z
x2 + 1 8. dt Z
x+1
dt 2
2. 5. √ dx Z 1+t 12. √ dx
(1 − t)2 x t+1 1 − x2
9. 2
dt
Z t +4 Z √
(1 − t)2 x x − x3 e2x + x2
Z Z
du
3. √ 6. √ dt 10. dx 13. dx
1+u t t (1 + x2 )2 x3
Exercise 3.
1. Determine the average value over a period of a purely sinusoidal signal u(t) = u0 cos(ωt+ϕ0 )
2. Determine the mean value over
 a period
 of a triangular wave of period
 T :
T 4t T 4t
For − 6 t 6 0, s(t) = −a +1 and for 0 6 t 6 , s(t) = a −1
2 T 2 T

3. The eective value u(t) is dened as the square root of the average on a period of u2 (t).
The eective value is said to be the quadratic average of u. Let's determine uef f and sef f
for the previous signals (1 and 2).

Exercise 4.
Calculate those antiderivatives using an integration by parts
Z Z Z Z
α
1. x ln (1 + x) dx 3. x Arctan xdx 5. θ sin 2θdθ 7. dα
cos2 α
Z Z Z Z
2. Arctan (2x) dx 4. Arcsin xdx 6. 2 −x
x e dx 8. x3 Arctan xdx

Exercise Z5. √
Compute x2 + 1dx using an integration by parts.

Exercise 6. Compute this antiderivative(using a double integration by parts) :

Z x
I(x) = cos(2t)et dt
0

Exercise 7.
Calulate
Z using linearization
Z : Z
1. cos xdx 2. sh tdt 3. cos2 x sin 2xdx
2 2

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Exercise 8.
Calulate
Z without linearization
Z :Z
1. cos xdx 2. sh tdt 3. cos2 x sin 2xdx
5 3

Exercise 9.
Calculate those integrals (using the given q
change of variables) :
Z 1 + 1+x r Z √
x3 √
Z   x 1+x
1. √ dx t = x + 1 2. dx(u = ) 3. a2 − x2 dx (x = a sin t)
x x
Z x+ 1
sh3 x √
Z
dx
4. 5 dx (y = ch x) 5. √ √ (u = 6 x)
ch x x+ x3

Exercise 10.
Compute, using Bioche's rules :
−
Z Z Z Z
1 cos x 1 1
1. tan θdθ 2.
4
dx 3. F (x) = dx 4. F (t) = dt
1 + cos x 1 + tan x sin t
Exercise 11.
Let's consider an homogeneous plate made by the set of points M(x ;y) whose coordinates check :
x
0 6 x 6 2 et 0 6 y 6 . Donner les coordonnées du centre de gravité de la plaque.
x+1
Exercise 12.
A horizontal cylindrical vessel of length l and whose base radius
Z h q is R, contains a liquid on a
height h. Show that the volume V of the liquid is : V = 2l R2 − (x − R)2 dx
0
Calculate it using this change of variables : x − R = R sin θ

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