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Lecture 1 Math2

This document discusses indefinite integrals and antiderivatives. It defines what an antiderivative is and provides examples of finding antiderivatives. It then discusses properties of antiderivatives and indefinite integrals. Finally, it outlines some basic methods for evaluating indefinite integrals like decomposition, integration by parts, and substitution.

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0% found this document useful (0 votes)
18 views32 pages

Lecture 1 Math2

This document discusses indefinite integrals and antiderivatives. It defines what an antiderivative is and provides examples of finding antiderivatives. It then discusses properties of antiderivatives and indefinite integrals. Finally, it outlines some basic methods for evaluating indefinite integrals like decomposition, integration by parts, and substitution.

Uploaded by

yazan al
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
Download as pdf or txt
Download as pdf or txt
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Indefinite Integral

Antiderivative
When differentiating a function we
solve the problem of finding of the
derivative of a given function. Now we
want to solve the inverse problem: given
the derivative of a function, to find this
function.
Definition. The function F (x) is called
an antiderivative or a primitive of the
given function f(x) in a given interval if
F ( x)  f ( x) or dF ( x)  f ( x)dx .
/

Let us consider some examples.


5
x
1. The function F ( x) 
/
is an
5
antiderivative of the function f ( x)  x in
4

the interval (,) , since


/
x 
 
5
1 / 1
F ( x)  
/    x5
   5 x 4  x 4  f ( x)
 5  5 5
2. The function F ( x)  sin x 2
is a
antiderivative of the function
f ( x)  sin 2 x in the interval (,) ,
since /
 
2 /
F ( x)  sin x  2  sin x  (sin x) 
/

 2  sin x  cos x  sin 2 x  f ( x)


It is easy to see, from thesex 5 two
examples, that the derivatives of 5  C
and sin x  C , where C is an arbitrary
2

constant, are also equal respectively to


4 and sin 2 x .
x
Properties of an
antiderivative
1. If the function f(x) possesses an
antiderivative F(x), then it possesses
infinitely many antiderivatives, all the
antiderivatives being contained in the
expression F(x)+C, where C is an
arbitrary constant.
2. Any two primitives differ by a
constant.
Proof. Let F1 and F2 be two
antiderivatives of f. It means that F1/  f
and F2  f . Let us consider the
/

difference F1  F2 and find its derivative.


We have
( F1  F2 ) 
/
F1/
 F2/
 f  f 0
It follows that F1  F2  C , where C
is a constant.
3. If the function f possesses an
antiderivatives F and the function g
possesses an antiderivatives G, then the
sum f+g possesses an antiderivative
F+G.
Proof. Indeed since F’=f and G’=g we
have (F+G)’=F’+G’=f+g
4. If the function f possesses an
antiderivatives F, then the function kf,
where k is a constant, possesses an
antiderivative kF .
Proof. Indeed we have(kF ) /  k ( F ) /  k  f
5. If the function f(x) possesses a
primitive F(x) , then the function f(t)
possesses a primitive F(t) .
6. If the function f(x) possesses a
primitive F(x), then the function
f(ax+b) possesses a primitive
1
F (ax  b) , where a and b are
a
constant and also a  0.
Indefinite Integral and its
Properties
Definition. The collection of all
antidrivatives of a function f(x) is called
the indefinite integral and is denoted by
the symbol  f ( x)dx .  f ( x)dx  F ( x)  C
Here  is the integral sign, f (x) is the
integrand, f ( x)dx is the element of
integration, and x is the variable of
integration.
The process of finding an indefinite
integral is called integration of a
function.
To find the indefinite integral of a
function means to find all its
antiderivatives (for which it is sufficient
to determine one of them). This is the
reason why we speak of indefinite
integration as it is not indicated which
of the antiderivatives is meant.
• The graph of an antiderivative of a
function f(x) is called an integral curve of
the function y=f(x) . It is clear that any
integral curve can be obtained by a
translation (parallel displacement) of
any other integral curve in the vertical
direction. Geometrically, the indefinite
integral is represented by the set
(collection) of all integral curves
obtained by continuous parallel
displacement of one of them in then
vertical direction.
Properties of an Indefinite Integral
(rules of integration)
1.  ( f ( x)dx)  f ( x)
/

Proof. By the definition of the indefinite


integral we have
( f ( x)dx) /  ( F ( x)  C ) /  F / ( x)  C /  F / ( x)  f ( x)

2. d  ( f ( x)dx)  f ( x)dx
Proof. According to the definitions of
the differential and the indefinite
integral we have
d ( f ( x)dx)  ( f ( x)dx)  f ( x)dx
/

3.  df ( x)  f ( x)  C
or  ( x)dx  f ( x)  C
f /

Thus, the signs of integration and


differentiation mutually cancel out. The
result of computing an indefinite
integral can always be verified by
finding the derivative of the result.
4. A constant factor in the integrand can
be taken outside the sign of the
integral:
 Cf ( x)dx  C  f ( x)dx , C=constant
5. The integral of a sum of a finite
number of functions is equal to the sum
of the integrals of these functions:
  f1 ( x)  f 2 ( x)dx 
  f1 ( x)dx   f 2 ( x)dx
  f1  f 2  ...  f n dx 
  f1dx   f 2 dx  ...   f n dx

6. On the invariance of integration


formulas.
If  f ( x)dx  F ( x)  C and u   (x) any
function possessing a continuous
derivative, then
 f (u)du  F (u)  C .
Proof. From  f ( x)dx  F ( x)  C it follows
that F / ( x)  f ( x) .
For the composite function F (u)  F ( ( x))
its differential is
dF (u )  F (u )du  f (u )du .
/

Therefore
 f (u )du   dF (u )  F (u )  C
Basic Methods of Integration
The basic methods of integration
are the following methods:
1.The decomposition method
2. Integration by parts.
3.Integration by change of
variable (by substitution).
The Decomposition Method
A given integral can often be
represented in the form of a sum of
tabular integrals (i.e. the integrals
from the table). Then we perform
termwise integration and thus
obtain the answer. Let us consider
several examples.
1. 2
sin x 1  cos x
2
 tan xdx   dx   dx 
2
cos2 x cos2 x
 1  1
   1dx   dx   dx  tan x  x  C
 cos x 
2 2
cos x

2.

 a0  a1x  a2 x  ...  an x dx 
2 n

 a0  dx  a1  xdx a2  x dx ...  an  x dx 
2 n

1 2 1 1 n 1
 a0 x  a1x  a2 x  ... 
3
an x  C
2 3 n 1
Integration by parts
The method of integration by parts
is implied by formula for
differentiating a product of two
functions. Let u=u(x) and v=v(x) be
functions of x possessing continuous
derivatives. We have d(uv)=udv+vdu
whence udv=d(uv)-vdu
Integrating both sides of the latter
equality, we get  udv   d (uv)   vdu
that is,  u dv  uv   vd u
This is the formula of integration by
parts which can be rewritten as
follows
 u ( x)v ( x)dx  u( x)v( x)   v( x)u ( x)dx
/ /
We do not write down the arbitrary
constant appearing in the
integration of d(uv) and include it
into the arbitrary constant in the
second integral on the right-hand
side of equality.
Let us consider some examples.
1. Let us find  xe x dx
Weput x  u, e dx  dv, whence
x

du  dx , and v   e dx  e .
x x

Now using the formula of integration by


parts (*) we get

 xe dx  xe   e dx  xe  e  C
x x x x x
Integration by change of variable
A change of variable in an indefinite
integral is performed by means of
substitutions of two types:
I. x   (t ), where  (t ) is a monotonic,
continuously differentiable function of
the new variable t. In this case, the
integration is carried out by the formula
/.
f ( x)dx   f [ (t )]   (t )dt ;
II. u   (x) , where u is a new variable.
With the aid of this substitution, the
integration is performed by the formula.
/.
f ( x)dx   f [ ( x)]  ( x)dx   f (u )du

Let us consider several examples.


1. Find the integral

 (5x  2) dx
8
Solution. Putting 5x  2  t , we
1
get 5dx  dt , i..e. dx  dt ,
5
which yields
1 8 1 1 9
 (5 x  2) dx  5  t dt  5  9 t  C 
8

1
 (5 x  2)  C9
45
Recurrence Formula for Finding
the Integral
dx
In  
(x  a )
2 2 n

The desired formula is obtained by


means of integration by parts.
We have
dx 1 a x x 2 2 2
In   2   dx 
(x  a )
2 n
a 2
(x  a )
2 2 n

1 a x
2 2
1 x 2
 2 2 dx   dx 
a (x  a ) 2 n
a (x  a )
2 2 2 n

1 1 x
 2 I n 1  2  x  2 dx .
a a (x  a ) 2 n
x
Let us put u  x, dv  dx ;
(x  a )
2 2 n

then du  dx and
xdx 1 2 n
v   ( x 2
 a ) d ( x 2
 a 2
) 
(x  a )
2 2 n
2
1 1
  2
2(n  1) ( x  a 2 ) n 1
Consequently
1
I n  2 I n 1 
a
1  x 1 dx 
 2 2 n 1
  2 n 1 
,
a  2(n  1)( x  a )
2
2(n  1) ( x  a ) 
2

or
1 x
I n  2 I n 1  2 2 n 1

a 2a (n  1)( x  a )
2

1
 2 I n 1
2a (n  1)
That is
x 1 2n  3
In   2 I n1
2a 2 (n  1)( x 2  a 2 ) n1 a 2n  2

FOR n=1 we have

dx
1 x
I1   2  arctan  C
x a 2 a a
Putting n=2, we obtain an
expression for the integral I 2 in
terms of the elementary functions:
1 x 1 1 x
I2  2  2   I1   
2a x  a 2
2a 2
2a x  a
2 2 2

1 1 x 
 2  arctan  C 
2a  a a 
Assuming now n=3, we find the
integral I 3 (the integral I 2
having been found). In this way
we find I n for any positive
integer n.

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