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25
Definite Integrals
Let f ( x ) be a function defined on the interval [a , b] and F ( x ) be its
b
anti-derivative. Then, ∫ f ( x ) dx = F ( b) − F ( a ) is defined as the
a
definite integral of f ( x ) from x = a to x = b.
The numbers a and b are called upper and lower limits of integration,
respectively.
Fundamental Theorem of Calculus
There is a connection between indefinite integral and definite integral
is known as fundamental theorem of calculus.
First Fundamental Theorem
Let f be a continuous function defined on the closed interval [a , b] and
x
let A( x ) be the area of function i.e. A( x ) = ∫ f ( x )dx. Then, A′ ( x ) = f ( x )
a
for all x ∈ [a , b].
Second Fundamental Theorem
Let f be a continuous function defined on the closed integral [a , b] and
F be an anti-derivative of f. Then,
b
∫a f ( x )dx = [F( x )]a = F( b) – F( a ).
b
Evaluation of Definite Integrals by Substitution
Consider a definite integral of the following form
b
∫ a f [ g( x )] ⋅ g ′ ( x ) dx
Step I Substitute g( x ) = t ⇒ g ′ ( x ) dx = dt
Step II Find the limits of integration in new system of variable
i. e. , the lower limit is g( a ) and the upper limit is g( b) and
g ( b)
the new integral will be ∫ g ( a ) f ( t) dt.
Step III Evaluate the integral, so obtained by usual method.
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Properties of Definite Integral
b b
1. ∫ a f ( x ) dx = ∫ a f ( t) dt
b a
2. ∫ a f ( x ) dx = − ∫ b f ( x ) dx
a
3. ∫ a f ( x ) dx = 0
b c b
4. ∫ a f ( x ) dx = ∫ a f ( x ) dx + ∫ c f ( x ) dx, where a < c < b
Generalisation
If a < c1 < c2 < K < cn − 1 < cn < b, then
b c1 c2 c3
∫ a f ( x ) dx = ∫ a f ( x ) dx + ∫
c1
f ( x ) dx + ∫c 2
f ( x ) dx
cn b
+K + ∫c n −1
f ( x ) dx + ∫c
n
f ( x ) dx
a a
5. ∫ 0 f ( x ) dx = ∫ 0 f ( a − x ) dx
a f(x) a
Deduction ∫ dx =
0 f(x) + f(a − x) 2
b b
6. ∫ a f ( x ) dx = ∫ a f ( a + b − x ) dx
b f(x) b− a
Deduction ∫ a f ( x ) + f ( a + b − x ) dx = 2
2a a a
7. ∫0 f ( x ) dx = ∫ 0 f ( x ) dx + ∫ 0 f ( 2a − x ) dx
a a a
8. ∫ − a f ( x ) dx = ∫ 0 f ( x ) dx + ∫ 0 f ( − x ) dx
2 a f ( x ) dx if, f ( 2a − x ) = f ( x )
2a ∫
9. ∫0 f ( x ) dx = 0
0, if f ( 2a − x ) = − f ( x )
0, if f ( a + x ) = − f ( b − x )
b
10. ∫a f ( x ) dx = a + b
2 2 f ( x ) dx , if f ( a + x ) = f ( b − x )
∫a
2 a f ( x ) dx , if f ( x ) is even i. e. f ( − x ) = f ( x )
a ∫
11. ∫− a f ( x ) dx = 0
0, if f ( x ) is odd i. e. f ( − x ) = − f ( x )
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Definite Integrals 271
b 1
12. If ∫ f ( x ) dx = ( b − a ) ∫ f [( b − a )x + a ] dx
a 0
13. If f ( x ) is periodic function with period T [i.e. f ( x + T ) = f ( x )].
a +T
Then, ∫ f ( x ) dx is independent of a.
a
nT T
(a) ∫ f ( x )dx = n ∫ f ( x )dx , n ∈ I
0 0
a + nT T
(b) ∫ f ( x ) dx = n ∫ f ( x ) dx , n ∈ I
a 0
a + nT nT T
(c) ∫ f ( x )dx = ∫ mT f ( x ) dx = ( n − m ) ∫ 0 f ( x ) dx , m , n ∈ I
a + mT
b + mT b
(d) ∫ f ( x ) dx = ∫a f ( x ) dx , n ∈ I
a + mT
a + nT a
(e) ∫ f ( x ) dx = ∫0 f ( x ) dx
nT
14. Leibnitz Rule for Differentiation under Integral Sign
If φ ( x ) and ψ ( x ) are defined on [a , b] and differentiable at point
x ∈( a , b) and f ( t ) is continuous, then
d ψ (x )
f ( t ) dt = f [ψ( x )] ⋅
d d
dx ∫ φ ( x )
dx
ψ( x ) − f [φ ( x )] ⋅
dx
φ ( x ).
b
15. If f ( x ) ≥ 0 on the interval [a , b], then ∫ f ( x ) ≥ 0.
a
b b
16. If f ( x ) ≤ φ ( x ) for x ∈ [a , b], then ∫ f ( x ) dx ≤ ∫a φ ( x ) dx.
a
17. If at every point x of an interval [a , b] the inequalities
g( x ) ≤ f ( x ) ≤ h( x )
are fulfilled, then
b b b
∫a g( x ) dx ≤ ∫a f ( x ) dx ≤ ∫a h( x ) dx.
b b
18.|∫ f ( x ) dx|≤ ∫a | f ( x )| dx
a
19. If m is the least value and M is the greatest value of the
function f ( x ) on the interval [a , b] (estimation of an integral),
then
b
m ( b − a ) ≤ ∫ f ( x ) dx ≤ M ( b − a ).
a
20. If f is continuous on [a , b], then there exists a number c in [a , b]
at which
1 b
f ( c) =
(b − a) ∫ a
f ( x ) dx
is called the mean value of the function f ( x )on the interval [a , b].
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21. If f 2 ( x ) and g2 ( x ) are integrable on [a , b], then
1/ 2 1/ 2
|∫ f ( x ) g ( x ) dx |≤ ∫ f 2 ( x )dx b g2 ( x )dx
b b
a a ∫ a
x
22. If f ( t ) is an odd function, then φ ( x ) = ∫ f ( t ) dt is an even
a
function.
x
23. If f ( t ) is an even function, then φ ( x ) = ∫ 0 f ( t)dt is an odd
function.
x
24. If f ( t ) is an even function, then for non-zero a, ∫ f ( t ) dt is not
a
necessarily an odd function. It will be an odd function, if
a
∫ f ( t) dt = 0.
0
∞
25. If f ( x ) is continuous on [a , ∞ ), then ∫ a f ( x ) dx is called an
∞ b
improper integral and is defined as ∫ f ( x ) dx = lim ∫ a f ( x ) dx.
a b→ ∞
b b
26. ∫ − ∞ f ( x ) dx = alim
→−∞ ∫a
f ( x ) dx and
∞ b ∞
∫ − ∞ f ( x ) dx = ∫ − ∞ f ( x ) dx + ∫b f ( x ) dx
∞
27. Geometrically, for f ( x ) > 0, the improper integral ∫ f ( x ) dx
a
gives area of the figure bounded by the curve y = f ( x ), the
axis and the straight line x = a.
Integral Function
Let f ( x ) be a continuous function defined on [a , b], then a function φ ( x )
x
defined by φ ( x ) = ∫ f ( t ) dt , x ∈ [a , b] is called the integral function of the
a
function f.
Properties of Integral Function
(i) The integral function of an integrable function is continuous.
(ii) If φ ( x ) is the integral function of continuous function, then
φ ( x ) is derivable and φ ′ ( x ) = f ( x ), ∀ x ∈[a , b].
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Definite Integrals 273
Walli’s Formula
π/ 2 π/ 2
∫0 sinn x dx = ∫0 cosn x dx
n −1 n − 3 n − 5 2
⋅ ⋅ K , when n is odd.
= n n−2 n−4 3
n −1 n − 3 n − 5 3 1 π
⋅ ⋅ K ⋅ ⋅ , when n is even.
n n−2 n−4 4 2 2
Some Important Deduction
π/ 2
(v) ∫0 sinm x cosn x dx
[( m − 1) ( m − 3) K 2 or 1] [( n − 1) ( n − 3) K 2 or 1]
=
[( m + n ) ( m + n − 2) K 2 or 1]
π
On multiplying the above by , when both m and n are even.
2
π /2 ( 5 ⋅ 3 ⋅ 1) ( 2) 2
(a) ∫ sin6x cos3 x dx = =
0 9 ⋅ 7 ⋅ 5 ⋅ 3 ⋅ 1 63
π /2 ( 7 ⋅ 5 ⋅ 3 ⋅ 1) π 7π
(b) ∫ sin x cos x dx =
8 2
⋅ =
0 10 ⋅ 8 ⋅ 6 ⋅ 4 ⋅ 2 2 512
(vi) Particular case when m or n = 1
π/ 2
π/ 2 sinm + 1 x 1
(a) ∫ sinm x cos x dx = =
m + 1 0 m+1
0
π/ 2
π/ 2 − cosm + 1 x 1
(b) ∫ cos x sin x dx =
m
=
m + 1 0 m+1
0
Summation of Series by Definite Integral
Let f ( x ) be a continuous function in [a , b] and h be the length of n
equal subintervals, then
n
h ∑ f ( a + rh )
b
∫ a f ( x ) dx = nlim
→∞
r= 0
where, nh = b − a
Now, put a = 0, b = 1
1
∴ nh = 1 − 0 = 1 or h =
n
n −1
1 r
∑
1
∴ ∫0 f ( x ) dx = lim
n→∞ n r=0
f
n
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274 Handbook of Mathematics
Method Express the given series in the form of
1 r
lim
n→∞
∑ f
n n
r 1 1
Replace
n
by x and
n
by dx and the limit of the sum is ∫ 0 f ( x ) dx.
pn
Note 1 r β
lim
n→ ∞
∑ n f n = ∫α f ( x )dx
r =1
r
where, = 0 (as r = 1)
α = lim
n n→ ∞
r
and β = lim = p (as r = pn)
n→ ∞ n
The method to evaluate the integral, as limit of the sum of an infinite
series is known as integration by first principle.
Some Important Results
π /2 sin x n
π π /2 cosn x
(i) (a) ∫ dx = = ∫ dx
0 sin x + cos x
n n
4 0 sin x + cosn x
n
π /2 tann x π π /2 dx
(b) ∫ dx = = ∫
0 1 + tan n x 4 0 1 + tan n x
π /2 dx π π /2 cotn x
(c) ∫
4 ∫ 0 1 + cotn x
= = dx
0 1 + cotn x
π /2 tann x π π /2 cotn x
(d) ∫ dx = = ∫ dx
0 tan x + cot x
n n
4 0 tan x + cotn x
n
π /2 secn x π π /2 cosecn x
(e) ∫ dx = = ∫ dx where, n ∈ R
0 sec x + cosec x
n n
4 0 sec x + cosecn x
n
n n
π /2 a sin x
ππ /2 a cos x
(ii) ∫0 a sin n x
+a cos n x
dx = ∫
n
+ a cos x
dx =
40
a sin n x
π /2 π /2 π
(iii) (a) ∫ log sin x dx = ∫ log cos x dx = − log 2
0 0 2
π /2 π /2
(b) ∫ log tan x dx = ∫ log cot x dx = 0
0 0
π /2 π /2 π
(c) ∫ log sec x dx = ∫ log cosec x dx = log 2
0 0 2
∞ − ax b ∞ − ax a
(iv) (a) ∫ e sin bx dx = (b) ∫ e cos bx dx =
0 a2 + b2 0 a2 + b2
∞ − ax n!
(c) ∫ e x n dx = n
0 a +1