Evaluation of definite integrals.

The Fundamental Theorem of Calculus.

If F(x) is one of the antiderivatives of a continuous function f(x) on [a,b], then the following Fundamental Theorem of Calculus holds: abf(x)dx=F(x)|ab=F(b)F(a).

Examples:

Using the Fundamental Theorem of Calculus, compute the integrals:

1. 12x3,dx.

Solution:

12x3dx=x44|12=(1)44244=14164=154=3,75.

Answer: 158.

2. π/40dxcos2x.

Solution:

π/40dxcos2x=tgx|π/40=tg0tg(π/4)=0(1)=1.

Answer: 1.

3. 12dx2x1.

Solution.

12dx2x1=1212d(ln(2x1))=12(ln(2x1))|12=ln3ln1=ln3.

Answer: ln3.

4 0π/2cos3αdα.

Solution.

0π/2cos3αdα=0π/2cos2xdsinx=0π/2(1sin2x)dsinx=(sinxsin3x3)|0π/2= =sinπ2sin3π/23(sin0sin303)=113=23.

Answer: 23.

Properties of definite integrals:

1) If f(x)0 on the interval [a,b], then abf(x),dx0.

2) If f(x)g(x) on [a,b], then abf(x),dxabg(x),dx.

3) |abf(x),dx|ab|f(x)|,dx.

4) If f(x) is continuous on [a,b], m is the smallest and M is the largest value of f(x) on [a,b], then m(ba)abf(x)dxM(ba) (theorem on the estimation of definite integrals).

5) If f(x) is continuous, and g(x) is integrable on [a,b] such that g(x)0, and m and M are the smallest and largest values of f(x) on [a,b], then mabg(x)dxabf(x)g(x)dxMabg(x)dx. (обобщенная теорема об оценке определенного интеграла)

6) If f(x) is continuous on [a,b], then there exists a point c(a,b) such that the equality holds:abf(x)dx=f(c)(ba). (mean value theorem)

The number f(c)=1baabf(x),dx is called the mean value of the function f(x) on the interval [a,b].

7) If f(x) is continuous and integrable on [a,b], and g(x)0, then there exists a point c(a,b) such that the equality holds: abf(x)g(x)dx=f(c)abg(x)dx (generalized mean value theorem).

8) If f2(x) and g2(x) are integrable on [a,b], then|abf(x)g(x)dx|=abf2(x)dxabg2(x)dx (Cauchy-Schwarz inequality).

9) Integration of even and odd functions over symmetric limits. If the function f(x) is even, then aaf(x)dx=20af(x)dx. If the function f(x) is odd, then aaf(x)dx=0.

10) If the function f(x) is continuous on the interval [a,b], then the integral with a variable upper limitΦ(x)=axf(t)dt является первообразной для функции f(x), т.е. Φ(x)=(axf(t)dt)=f(x),x[a,b].

11) If the functions ϕ(x) and ψ(x) are differentiable at the point x(a,b) and f(t) is continuous for ϕ(a)tψ(b), then (ϕ(x)ψ(x)f(t)dt)x=f(ψ(x))ψ(x)f(ϕ(x))ϕ(x).

Examples.

1. Determine the sign of the integral without evaluating it: 21x3,dx.

Solution.

Since the function x3 is odd (x3=x3), using property 9, we have 22x3,dx=0. Next, we use the formula 21x3dx=22x3dx12x3dx=12x3dx.

It's clear that x3>0 when x[1,2]. Therefore, from the first property of definite integrals, it follows that 12x3,dx>0. Hence, 21x3dx=12x3dx<0.

Answer: 21x3,dx<0.

2. Without computing the integrals, determine which of the integrals is greater, 12dxx2 or 12dxx3.

Solution:

We will use the second property of definite integrals. On the interval [1,2], the inequality 1x21x3 holds. Let's verify this: 1x21x3x3x2x1. Therefore, 12dxx212dxx3. It is easy to obtain a strict inequality by representing the given integrals as a sum of 12dxx2=13/2dxx2+3/22dxx2; 12dxx3=13/2dxx3+3/22dxx3.On the interval [1,3/2], the inequality 1x21x313/2dxx23/22dxx3; On the interval [3/2,2], the inequality 1x2>1x313/2dxx2>3/22dxx3. Thus, 12dxx2=13/2dxx2+3/22dxx2>13/2dxx3+3/22dxx3=12dxx3.

Answer: 12dxx2>12dxx3.

3. To find the average value of the function on the given interval, cosx,0xπ2.

Solution:

We will use the 6th property of definite integrals. The average value of the function f(x) on the interval [a,b] is defined as f(c)=1baabf(x),dx.

From here, we find cosc=1π/200π/2cosxdx=2πsinx|0π/2=2π(10)=2π.

Answer: 2π.

4. Estimate the integral 02πdx5+2sinx.

Solution:

Let's estimate the integrand:

1sinx1 35+2sinx7 35+2sinx7 1715+2sinx13.

From here and from the second property of definite integrals, it follows that

02π17dx02π15+2sinxdx02π13dx.

We find the limiting integrals: 02π17dx=17(2π0)=2π7; 02π13dx=13(2π0)=2π3.

Thus, 2π702π15+2sinxdx2π3.

Answer: 2π702π15+2sinxdx2π3.

5. Estimate the integral 01(1+x)(1+x3),dx using the Cauchy-Schwarz inequality.

Solution:

The Cauchy-Schwarz inequality gives us |01(1+x)(1+x3)dx|01(1+x)dx01(1+x3)dx.

Let's compute each integral under the square root on the right-hand side:

01(1+x)dx=(x+x22)|01=1+120=32; 01(1+x3)dx=(x+x44)|01=1+140=54; From here we have |01(1+x)(1+x3)dx|3254=304.

Answer: |I|304.

6. Find the derivative of the following function: Φ(x)=0xsintt,dt.

Solution:

We use property 10:

Φ(x)=f(x)=sinxx.

Answer: sinxx.

7. Find the derivative of the following function: Φ(x)=x0dt1+t3.

Solution:

Φ(x)=x0dt1+t3=0xdt1+t3.

We use property 10:

Φ(x)=f(x)=11+x3.

Answer: 11+x3.

Change of variables in a definite integral.

If the function f(x) is continuous on the interval [a,b], and the function x=φ(t) is continuously differentiable on the interval [t1,t2], where a=φ(t1) and b=φ(t2), thenabf(x)dx=t1t2f(φ(t))φ(t)dt.

Examples.

Compute the integrals using the indicated substitutions:

1. 16dx1+3x2,3x2=t2.

Solution.

16dx1+3x2=[3x2=t2x=13(t2+2)dx=23dtx=1t=1x=6t=4]=142dt3(1+t)= =23ln|1+t||14=23ln523ln2=23ln52.

Answer: 23ln52.

2. 0sh1x2+1,x=sht.

Solution.

0sh1x2+1dx=[x=shtdx=chtx=0t=0x=sh1t=1]=01sh2t+1chtdt=01ch2tdt= =0112(ch2t+1)dt=12(12sh2t+t)|01=12(12sh2+112sh00)= =14(sh2+2).

Answer: 14(sh2+2).

Compute the integrals using variable substitution:

3. 15dxx+2x1.

Solution.

15dxx+2x1=[t=2x1x=12(t2+1)dx=tdtx=1t=1x=5t=3]=13tdt12(t2+1)+t= =213tdtt2+2t+1=213tdt(t+1)2=213t+11(t+1)2dt=213dt1+t213dt(t+1)2= =(2ln|1+t|+21t+1)|13=2ln4+122ln21=2ln212.

Answer: 2ln212.

4.11xdx54x.

Solution.

11xdx54x=[t=54xx=14(5t2)dx=t2dtx=1t=3x=1t=1]=31(5t2)tdt8t= =1813(5t2)dt=18(5tt33)|13=18(1595+13)=16.

Answer: 16.

5. ln2ln6exex2ex+2dx.

Solution.

ln2ln6exex2ex+2dx=[t=ex2x=ln(t2+2)dx=2tt2+2dtx=ln2t=0x=ln6t=2]=02(t2+2)2t2dt(t2+2)(t2+4)= =202t2t2+4dt=202t2+44t2+4dt=2(t42arctgt2)|02=2(22π4)=4π.

Answer: 4π.

6. Show that ee2dxlnx=12exx,dx.

Solution.

ee2dxlnxdx=[t=lnxx=etdx=etdtx=et=1x=e2t=2]=12(etdtt. Let's change variables to t=x. We get 12(etdtt12exdxx.

This completes the proof.

Integration by parts.

If the functions u(x),,v(x) and their derivatives u(x) and v(x) are continuous on the interval [a,b], thenabudv=uv|ababvdu. (formula for integration by parts)

Examples.

Compute the integrals using the method of integration by parts:

1. 01xexdx.

Solution.

01xexdx=[u=xdu=dxdv=exdxv=ex]=xex|0101exdx= =eex|01=ee+1=1.

Answer: 1.

2. 1eln2xdx.

Solution.

1eln2xdx=[u=ln2xdu=2lnxxdxdv=dxv=x]=xln2x|1e1e2xlnxxdx= =[u=lnxdu=dxxdv=dxv=x]=xln2x|1e2xlnx|1e+21exxdx=(xln2x2xlnx+2x)|1e= =e2e+2e(00+2)=e2.

Answer: e2.

3.0π/2excosxdx.

Solution.

0π/2excosxdx=[u=cosxdu=sinxdxdv=exdxv=ex]=excosx|0π/2+0π/2exsinxdx= =[u=sinxdu=cosxdxdv=exdxv=ex]=excosx|0π/2+exsinx|0pi/20π/2excosxdx. Обозначим I=0π/2excosxdx. Получили уравнение I=excosx|0π/2+exsinx|0pi/2II=12(excosx+exsinx)|0π/2=12(eπ/21).

Answer: 12(eπ/21).

Homework.

Using the fundamental theorem of calculus, compute the following integrals:

1. 01(x+x23),dx.

2. 12ex,dx.

3 0π/4sin2φ,dφ.

4. 022x12x+1,dx.

5.) Determine the sign of the integral without calculating it: 11x3ex,dx.

6. Without calculating the integrals, determine which of the integrals is greater: 12dx1+x2 or 12dxx.

7. Find the average value of the function on the given interval: x3,,,0x1.

8. Estimate the integral 118+x3dx.

9. Estimate the integral 01(1+x)(1+x3)dx, using the generalized theorem for estimating integrals.

Find the derivatives of the following functions:

10. Φ(x)=1/xxsint2,dt.

11. Φ(x)=x2x3dtlnt,(x>0).

Compute the integrals using the specified substitutions:

12. ln3ln8dxex+1,ex+1=t2.

13. 0π/2dx3+2cosx,tanx2=t.

Compute the integrals using variable substitution:

14. 20dxx+3+(x+3)3.

15. 03x29x2,dx.

16. Show that 1/21dxarcsinx=π/4π/2cosxx,dx.

Compute the integrals using integration by parts:

17. 01arcsinx1+x,dx.

18. 0π/4e3xsin4x,dx.

19. 1exlnx,dx.

Tags: Change of variables, Integration by parts, Properties of definite integrals, The Fundamental Theorem of Calculus, calculus, integral, mathematical analysis