LECTURE. INTEGRATION AND ANTIDERIVATIVE.


 Jayson King
 5 years ago
 Views:
Transcription
1 ANALYSIS FOR HIGH SCHOOL TEACHERS LECTURE. INTEGRATION AND ANTIDERIVATIVE. ROTHSCHILD CAESARIA COURSE, 2015/6 1. Integrtion Historiclly, it ws the problem of computing res nd volumes, tht triggered development of the modern clculus Definite integrl nd the re under the grph. Computing the re of the shpe bounded, sy, by the grph of f(x) = x 2, the horizontl xis y = 0 nd the verticl line x = 1, cn be done by elementry methods: this mounts to computtion of the sums n 1 ( ) k 2 Sn 1 n ( ) k 2 = n n, 1 S+ n = n n k=0 for lrge n N. One cn prove by induction n explicit formul for the sum n 1 k2 = 1 n3 6n(n+1)(2n+1) = 3 + n2 2 + n 6 nd conclude tht S± n = 1 3 +o(1) s n. However, if the function f(x) = x 2 is replced by more generl polynomil of higher degree, then the summtion becomes more nd more sophisticted. Alterntive is required. But first of ll, wht is the re? more specificlly, wht is the re of the trpeze between the grph of positive function f : [, b] R +, the xis y = 0 nd two lines x = nd x = b? The definition is bsed on the ide of the inequlity vlid for polygons on R 2 : if P, Q re two polygons with P Q, then re(p ) re(q). Let P = (x 0,..., x n ) be n points on [, b], = x 0 < x 1 < < x n = b (it will be clled n nprtition), nd f : [, b] R function on [, b]. Define the two uxiliry functions, f P (x) = f + P (x) = k=1 inf f(x), if x [x k 1, x k ], x [x k 1,x k ] sup f(x), if x [x k 1, x k ]. x [x k 1,x k ] The grph of ech of these functions is polygon on the (x, y)plne, hence the re S ± P (f) cn be esily computed for ny prtition P. Since f P (x) f(x) f + P (x), we lwys hve the inequlity S P (f) S+ P (f). If the re Dte: December 22,
2 2 ROTHSCHILD CAESARIA COURSE, 2015/6 S(f) under the grph of f exists in ny sense, it must seprte the two sets, S P (f) S(f) S+ P (f) for ny two prtitions P, P. If there is more thn one such number, we re in trouble, but if this number is unique, there is no other choice but to cll it the re. Definition 1. A function f : [, b] R is clled (Riemnn) integrble (on this segment), if sup S P (f) = inf P P S+ P (f), the supremum/infimum being tken over ll nprtitions P for ll n. The (unique) common vlue bove is clled the Riemnn integrl of f nd denoted f(x) dx. The corresponding sums re clled lower (resp., upper) integrl sums for f on [, b]. Remrk 1. An unbounded (on finite segment) function f does not dmit either lower or upper pproximtion f ± so one of integrl sums if ±. Thus by definition it cnnot be Riemnn integrble. Remrk 2. The nottion is both historiclly nd mthemticlly justified: it is for good reson tht insted of the function f we integrte the differentil f(x) dx. Lter we will lern tht this nottion is well dpted mnemoniclly to the chnge of the independent vrible x. By the wy, the nottion of the derivtive f () lso concels the choice of the independent vrible, so in sense the oldfshioned nottion df dx () is better! Obviously, the constnt function f(x) = c is integrble on ny (finite) intervl, nd c dx = c(b ). The functions f(x) = x2 nd f(x) = x 3 re lso integrble, s the bove computtions show (one hs to ensure tht there is no gp between the lower nd the upper sums). Theorem 1. Any function f : [, b] R continuous on [, b], is integrble. Some functions re nonintegrble, however. Exmple 1. The Dirichlet function f(x) = 1 or 0 depending on whether x is rtionl or not, is nonintegrble on ny segment. Indeed, since both rtionl nd irrtionl numbers re dense, ll upper sums will be b, while ll lower sums re zero. Exmple 2. If f is integrble on [, b] nd g differs from f only in finitely mny points, then g is lso integrble on [, b]. Exmple 3. The function f(x) = 1/x is nonintegrble on the segment [0, 1] regrdless of the wy how one defines f(0). Remrk 3. Integrbility on infinite segments is out of question currently: ny finite prtition will necessrily involve the infinite difference x n x n 1, lthough sometimes the res of the infinite shpes re finite. Remrk 4. If f is integrble on [, b], then it is integrble on [, c] for ny c (, b). Prove it!
3 ANALYSIS FOR HIGH SCHOOL TEACHERS 3 2. The Newton Leibniz formul: the mgic key Theorem 2. Assume tht f : [, b] R is continuous function, nd F (c) = c f(x) dx is the integrl of f over [, c] s function of the right endpoint c [, b]. Then F is differentible function on [, b], F () = 0 nd F (c) = f(c) t ny point c [, b]. Definition 2. A function F is clled n ntiderivtive of f, if F is differentible nd DF = f. Corollry 3 (inversion). If F is n ntiderivtive of f, then f(x) dx = F (b) F (). Computtion of derivtives is n explicit process, in prticulr, derivtive of n elementry function is gin n elementry function. Thus there is Google wy to compute integrls: sk computers to differentite ll possible functions nd serch mong the results to find out whether your specific function is somewhere in the dtbse. There re esy rules which follow from the corresponding rules of the differentition: linerity (ntiderivtive of liner combintion is liner combintion of ntiderivtives); ntileibniz rule: if f = uv nd ntiderivtive of v is known, V = v, then one cn express the nswer in terms of uv nd the ntiderivtive of the function g = u V. There re no priori resons why the ltter ntiderivtive is esier to compute, but sometimes it indeed is. This trick is clled integrtion by prts. However, the thumb rule is tht you should be quite lucky to find n explicit ( elementry ) ntiderivtive for your function. Exmple 4. If u = x, v = e x, then V = e x, so the ntiderivtive for xe x cn be expressed through the function uv = xe x nd the ntiderivtive of u V = e x which is gin the exponent e x. Repeting the sme trick, one cn reduce computtion of the ntiderivtive of x 2 e x to tht of xe x, lredy known by the previous trick. It looks like trechery, but surprisingly it works nd, moreover, llows to define the vlue of the fctoril F (n) = n! from nturl to ll rel (nd even complex) vlues of the rgument (Euler). Mysteriously, ( 1 2 )! = 1 2 π... Exmple 5. All monomils x n, n Z, re ntiderivtives of the monomils x n+1 n+1, except for n = 1: there is no lgebric function f stisfying the eqution f = 1 x. Antiderivtive of x 1 is the logrithm ln x. This is how the logrithmic nd exponentil functions enter the lgebric world. Exmple 6. Antiderivtives of the elementry trigonometric functions (when they cn be computed) re usully trigonometric.
4 4 ROTHSCHILD CAESARIA COURSE, 2015/6 The bridge between the trigonometric functions nd lgebric functions is the identity (rctn x) = x 2. This hs mzing consequences! Trigonometric constnts (e.g., π, the most mysterious number in mth) cn be expressed through the rtionl series. Upon the second thought, π/2 is the re between the curve x 2 +y 2 = 1 (the unit circle) nd the upper hlfplne {y 0}... Integrtion is source of mny mircles Chnge of vribles. Assume tht f is integrble on [, b], x = ϕ(t) is monotonously growing differentible function, ϕ(a) =, ϕ(b) = b. Theorem 4. f(x) dx = B A f(ϕ(t)) dϕ (t) dt = dt First proof. Use the chin rule for derivtion B A (f ϕ) dϕ. d df (ϕ(t)) (F (ϕ(t)) = dϕ(t) dt dx dt pply it to the cse where F = f nd integrte both sides from A to B. Second proof. Consider prtition P nd its ϕpreimge Q = {A = t 0 < t 1 < < t n = B}, ϕ(t i ) = x i. Then the vlues of the functions f ± (ϕ(t)) on [t k 1, t k ] coincide with the vlues of f ± on [x k 1, x k ], but x k x k 1 by the Lgrnge theorem is ϕ (ξ k )(t k t k 1 ) for some intermedite points ξ k (t k 1, t k ). If the derivtive ϕ is continuous, the upper nd lower sums S ± P (f ϕ) converge to the integrl of (f ϕ) ϕ The Stieltjes integrl. One cn slightly generlize the notion of the Riemnn integrl. Let f, g be two functions on [, b], with f continuous nd g monotonous (growing). Insted of the Riemnn sums S ± P (f) = k f ± (x)(x k x k 1 ) one cn consider the Stieltjes sums S ± P (f, g) = f ± (x)(g(x k ) g(x k 1 )). k These sums converge in the sense tht sup S P (f, g) = inf P P S+ P (f, g). The common vlue is the Stieltjes integrl denoted by f(x) dg(x). Exmple 7. If g(x) hs continuous derivtive g, then the Stieltjes integrl is equl to the Riemnn integrl, f dg = f(x)g (x) dx.
5 ANALYSIS FOR HIGH SCHOOL TEACHERS 5 Exmple 8. Assume tht g(x) is step function, g(x) = c i if x [x i 1, x i ) for some prtition P, c 1 < c 2 < < c n. Then the Stieltjes integrl of continuous function f reduces to finite sum, n 1 f dg = f(x i )(c i+1 c i ). i=1 Thus the Stieltjes integrl interpoltes between the genuine integrtion nd the finite sums (if g hs jumps). Theorem 5 (chnge of vribles in the Stieltjes integrl). If ϕ : [A, B] [, b], t ϕ(t) is monotone differentible chnge of vribles, f, g : [, b] R re two functions such tht the Stieltjes integrl f dg exists, then f dg = B A F dg, F = f ϕ, G = g ϕ. Proof. This is tutologicl sttement relted to the upper/lower sums. Contempltion of the Stieltjes integrl nd its trnsformtion clrifies the reson, why we integrte not function f, but rther differentil df = f(x) dx. The Newton Leibnitz formul then becomes the obvious identity df = F (b) F () Integrbility of discontinuous functions. Integrtion improves the regulrity of functions. Exmple 9. If f(x) = sign(x) = ±1 for ±x > 0, then (regrdless of the choice for f(0)) this function is integrble on ny segment, nd 0 signx dx = x. Note tht the function F (x) = x is not exctly ntiderivtive of f: F is nondifferentible t = 0. Yet F is continuous nd F () = f() for ll 0. This exmple cn simplified even more: let f be continuous nd F = f. Consider the function f which differs from f t one point only. Then f is discontinuous t this point, yet integrble, nd F is n lmost ntiderivtive of f s well. Proposition 6. Any bounded function hving only finitely mny points of discontinuity, is integrble. In fct, stronger sttement cn be proved. Definition 3. We sy tht subset C R is εsmll for some ε > 0, if it cn be covered by finitely mny open intervls of totl length less thn ε. The set C hs zero length, if it is εsmll for ny ε > 0. Of course, ll finite sets hve zero length. One cn construct infinite sets of zero length, e.g., C = { 1 n : n N} (prove it!).
6 6 ROTHSCHILD CAESARIA COURSE, 2015/6 Theorem 7. A bounded function continuous on the complement to set of length zero, is integrble. This is lredy very close to the necessry nd sufficient condition of integrbility (Lebesgue, erly 20th century). Definition 4. A subset C R is sid to hve zero mesure, if for ny ε > 0 it cn be covered by countbly mny open intervls of totl length less thn ε > 0. Exmple 10. Any countble subset of R, e.g., C = Q, hs mesure zero. Theorem 8. A bounded function is integrble if nd only if it is continuous on the complement to set of mesure zero. 3. Conclusions The problem of computing res, volumes etc., cn be solved by computing definite (Riemnn) integrl. By the Newton Leibniz fundmentl theorem, insted of clculting the limits of integrl sums, one cn serch for n ntiderivtive. Unlike derivtion which is lwys explicitly computble (hence cn be trusted to computers mnging symbolic computtions), ntiderivtions cn be relly new functions not dmitting explicit expression. Integrtion regulrizes functions (mkes them behving better). The Riemnn pproch to integrtion is not the only one possible: there exist other constructions (most notbly the Lebesgue integrl) which cn be pplied to broder clss of functions. One cn work out some wys to define (nd compute) integrls of unbounded functions or integrls over infinite intervls. For instnce, the re under the grph of the function f(x) = 1 on the whole rel line R, is 1+x 2 equl to π. In fct, integrls over the entire rel line R re sometimes esier to compute thn integrls over finite segments (the resons for this lie in the complex domin).
The Regulated and Riemann Integrals
Chpter 1 The Regulted nd Riemnn Integrls 1.1 Introduction We will consider severl different pproches to defining the definite integrl f(x) dx of function f(x). These definitions will ll ssign the sme vlue
More information1 The Riemann Integral
The Riemnn Integrl. An exmple leding to the notion of integrl (res) We know how to find (i.e. define) the re of rectngle (bse height), tringle ( (sum of res of tringles). But how do we find/define n re
More informationRiemann is the Mann! (But Lebesgue may besgue to differ.)
Riemnn is the Mnn! (But Lebesgue my besgue to differ.) Leo Livshits My 2, 2008 1 For finite intervls in R We hve seen in clss tht every continuous function f : [, b] R hs the property tht for every ɛ >
More informationReview of Riemann Integral
1 Review of Riemnn Integrl In this chpter we review the definition of Riemnn integrl of bounded function f : [, b] R, nd point out its limittions so s to be convinced of the necessity of more generl integrl.
More information7.2 Riemann Integrable Functions
7.2 Riemnn Integrble Functions Theorem 1. If f : [, b] R is step function, then f R[, b]. Theorem 2. If f : [, b] R is continuous on [, b], then f R[, b]. Theorem 3. If f : [, b] R is bounded nd continuous
More informationLecture 3 ( ) (translated and slightly adapted from lecture notes by Martin Klazar)
Lecture 3 (5.3.2018) (trnslted nd slightly dpted from lecture notes by Mrtin Klzr) Riemnn integrl Now we define precisely the concept of the re, in prticulr, the re of figure U(, b, f) under the grph of
More informationLecture 1: Introduction to integration theory and bounded variation
Lecture 1: Introduction to integrtion theory nd bounded vrition Wht is this course bout? Integrtion theory. The first question you might hve is why there is nything you need to lern bout integrtion. You
More informationReview of Calculus, cont d
Jim Lmbers MAT 460 Fll Semester 200910 Lecture 3 Notes These notes correspond to Section 1.1 in the text. Review of Clculus, cont d Riemnn Sums nd the Definite Integrl There re mny cses in which some
More informationMA 124 January 18, Derivatives are. Integrals are.
MA 124 Jnury 18, 2018 Prof PB s oneminute introduction to clculus Derivtives re. Integrls re. In Clculus 1, we lern limits, derivtives, some pplictions of derivtives, indefinite integrls, definite integrls,
More informationMath& 152 Section Integration by Parts
Mth& 5 Section 7.  Integrtion by Prts Integrtion by prts is rule tht trnsforms the integrl of the product of two functions into other (idelly simpler) integrls. Recll from Clculus I tht given two differentible
More informationDefinite integral. Mathematics FRDIS MENDELU
Definite integrl Mthemtics FRDIS MENDELU Simon Fišnrová Brno 1 Motivtion  re under curve Suppose, for simplicity, tht y = f(x) is nonnegtive nd continuous function defined on [, b]. Wht is the re of the
More informationMath 360: A primitive integral and elementary functions
Mth 360: A primitive integrl nd elementry functions D. DeTurck University of Pennsylvni October 16, 2017 D. DeTurck Mth 360 001 2017C: Integrl/functions 1 / 32 Setup for the integrl prtitions Definition:
More informationDefinite integral. Mathematics FRDIS MENDELU. Simona Fišnarová (Mendel University) Definite integral MENDELU 1 / 30
Definite integrl Mthemtics FRDIS MENDELU Simon Fišnrová (Mendel University) Definite integrl MENDELU / Motivtion  re under curve Suppose, for simplicity, tht y = f(x) is nonnegtive nd continuous function
More informationUnit #9 : Definite Integral Properties; Fundamental Theorem of Calculus
Unit #9 : Definite Integrl Properties; Fundmentl Theorem of Clculus Gols: Identify properties of definite integrls Define odd nd even functions, nd reltionship to integrl vlues Introduce the Fundmentl
More informationReview on Integration (Secs ) Review: Sec Origins of Calculus. Riemann Sums. New functions from old ones.
Mth 20B Integrl Clculus Lecture Review on Integrtion (Secs. 5.  5.3) Remrks on the course. Slide Review: Sec. 5.5.3 Origins of Clculus. Riemnn Sums. New functions from old ones. A mthemticl description
More informationAdvanced Calculus: MATH 410 Notes on Integrals and Integrability Professor David Levermore 17 October 2004
Advnced Clculus: MATH 410 Notes on Integrls nd Integrbility Professor Dvid Levermore 17 October 2004 1. Definite Integrls In this section we revisit the definite integrl tht you were introduced to when
More informationAdvanced Calculus: MATH 410 Uniform Convergence of Functions Professor David Levermore 11 December 2015
Advnced Clculus: MATH 410 Uniform Convergence of Functions Professor Dvid Levermore 11 December 2015 12. Sequences of Functions We now explore two notions of wht it mens for sequence of functions {f n
More informationThe Riemann Integral
Deprtment of Mthemtics King Sud University 20172018 Tble of contents 1 Antiderivtive Function nd Indefinite Integrls 2 3 4 5 Indefinite Integrls & Antiderivtive Function Definition Let f : I R be function
More informationRiemann Sums and Riemann Integrals
Riemnn Sums nd Riemnn Integrls Jmes K. Peterson Deprtment of Biologicl Sciences nd Deprtment of Mthemticl Sciences Clemson University August 26, 2013 Outline 1 Riemnn Sums 2 Riemnn Integrls 3 Properties
More informationAntiderivatives/Indefinite Integrals of Basic Functions
Antiderivtives/Indefinite Integrls of Bsic Functions Power Rule: In prticulr, this mens tht x n+ x n n + + C, dx = ln x + C, if n if n = x 0 dx = dx = dx = x + C nd x (lthough you won t use the second
More information11 An introduction to Riemann Integration
11 An introduction to Riemnn Integrtion The PROOFS of the stndrd lemms nd theorems concerning the Riemnn Integrl re NEB, nd you will not be sked to reproduce proofs of these in full in the exmintion in
More informationRiemann Sums and Riemann Integrals
Riemnn Sums nd Riemnn Integrls Jmes K. Peterson Deprtment of Biologicl Sciences nd Deprtment of Mthemticl Sciences Clemson University August 26, 203 Outline Riemnn Sums Riemnn Integrls Properties Abstrct
More informationA REVIEW OF CALCULUS CONCEPTS FOR JDEP 384H. Thomas Shores Department of Mathematics University of Nebraska Spring 2007
A REVIEW OF CALCULUS CONCEPTS FOR JDEP 384H Thoms Shores Deprtment of Mthemtics University of Nebrsk Spring 2007 Contents Rtes of Chnge nd Derivtives 1 Dierentils 4 Are nd Integrls 5 Multivrite Clculus
More informationINTRODUCTION TO INTEGRATION
INTRODUCTION TO INTEGRATION 5.1 Ares nd Distnces Assume f(x) 0 on the intervl [, b]. Let A be the re under the grph of f(x). b We will obtin n pproximtion of A in the following three steps. STEP 1: Divide
More informationSections 5.2: The Definite Integral
Sections 5.2: The Definite Integrl In this section we shll formlize the ides from the lst section to functions in generl. We strt with forml definition.. The Definite Integrl Definition.. Suppose f(x)
More informationProperties of Integrals, Indefinite Integrals. Goals: Definition of the Definite Integral Integral Calculations using Antiderivatives
Block #6: Properties of Integrls, Indefinite Integrls Gols: Definition of the Definite Integrl Integrl Clcultions using Antiderivtives Properties of Integrls The Indefinite Integrl 1 Riemnn Sums  1 Riemnn
More informationUNIFORM CONVERGENCE MA 403: REAL ANALYSIS, INSTRUCTOR: B. V. LIMAYE
UNIFORM CONVERGENCE MA 403: REAL ANALYSIS, INSTRUCTOR: B. V. LIMAYE 1. Pointwise Convergence of Sequence Let E be set nd Y be metric spce. Consider functions f n : E Y for n = 1, 2,.... We sy tht the sequence
More informationa < a+ x < a+2 x < < a+n x = b, n A i n f(x i ) x. i=1 i=1
Mth 33 Volume Stewrt 5.2 Geometry of integrls. In this section, we will lern how to compute volumes using integrls defined by slice nlysis. First, we recll from Clculus I how to compute res. Given the
More informationOverview of Calculus I
Overview of Clculus I Prof. Jim Swift Northern Arizon University There re three key concepts in clculus: The limit, the derivtive, nd the integrl. You need to understnd the definitions of these three things,
More information63. Representation of functions as power series Consider a power series. ( 1) n x 2n for all 1 < x < 1
3 9. SEQUENCES AND SERIES 63. Representtion of functions s power series Consider power series x 2 + x 4 x 6 + x 8 + = ( ) n x 2n It is geometric series with q = x 2 nd therefore it converges for ll q =
More informationThe area under the graph of f and above the xaxis between a and b is denoted by. f(x) dx. π O
1 Section 5. The Definite Integrl Suppose tht function f is continuous nd positive over n intervl [, ]. y = f(x) x The re under the grph of f nd ove the xxis etween nd is denoted y f(x) dx nd clled the
More informationChapter 0. What is the Lebesgue integral about?
Chpter 0. Wht is the Lebesgue integrl bout? The pln is to hve tutoril sheet ech week, most often on Fridy, (to be done during the clss) where you will try to get used to the ides introduced in the previous
More informationChapter 6. Riemann Integral
Introduction to Riemnn integrl Chpter 6. Riemnn Integrl WonKwng Prk Deprtment of Mthemtics, The College of Nturl Sciences Kookmin University Second semester, 2015 1 / 41 Introduction to Riemnn integrl
More informationf(x)dx . Show that there 1, 0 < x 1 does not exist a differentiable function g : [ 1, 1] R such that g (x) = f(x) for all
3 Definite Integrl 3.1 Introduction In school one comes cross the definition of the integrl of rel vlued function defined on closed nd bounded intervl [, b] between the limits nd b, i.e., f(x)dx s the
More informationHomework 4. (1) If f R[a, b], show that f 3 R[a, b]. If f + (x) = max{f(x), 0}, is f + R[a, b]? Justify your answer.
Homework 4 (1) If f R[, b], show tht f 3 R[, b]. If f + (x) = mx{f(x), 0}, is f + R[, b]? Justify your nswer. (2) Let f be continuous function on [, b] tht is strictly positive except finitely mny points
More informationMath 554 Integration
Mth 554 Integrtion Hndout #9 4/12/96 Defn. A collection of n + 1 distinct points of the intervl [, b] P := {x 0 = < x 1 < < x i 1 < x i < < b =: x n } is clled prtition of the intervl. In this cse, we
More informationACCESS TO SCIENCE, ENGINEERING AND AGRICULTURE: MATHEMATICS 1 MATH00030 SEMESTER /2019
ACCESS TO SCIENCE, ENGINEERING AND AGRICULTURE: MATHEMATICS MATH00030 SEMESTER 208/209 DR. ANTHONY BROWN 7.. Introduction to Integrtion. 7. Integrl Clculus As ws the cse with the chpter on differentil
More informationReview of basic calculus
Review of bsic clculus This brief review reclls some of the most importnt concepts, definitions, nd theorems from bsic clculus. It is not intended to tech bsic clculus from scrtch. If ny of the items below
More informationUNIFORM CONVERGENCE. Contents 1. Uniform Convergence 1 2. Properties of uniform convergence 3
UNIFORM CONVERGENCE Contents 1. Uniform Convergence 1 2. Properties of uniform convergence 3 Suppose f n : Ω R or f n : Ω C is sequence of rel or complex functions, nd f n f s n in some sense. Furthermore,
More informationMAA 4212 Improper Integrals
Notes by Dvid Groisser, Copyright c 1995; revised 2002, 2009, 2014 MAA 4212 Improper Integrls The Riemnn integrl, while perfectly welldefined, is too restrictive for mny purposes; there re functions which
More informationMain topics for the First Midterm
Min topics for the First Midterm The Midterm will cover Section 1.8, Chpters 23, Sections 4.14.8, nd Sections 5.15.3 (essentilly ll of the mteril covered in clss). Be sure to know the results of the
More informationChapter 6 Notes, Larson/Hostetler 3e
Contents 6. Antiderivtives nd the Rules of Integrtion.......................... 6. Are nd the Definite Integrl.................................. 6.. Are............................................ 6. Reimnn
More informationLecture 14: Quadrature
Lecture 14: Qudrture This lecture is concerned with the evlution of integrls fx)dx 1) over finite intervl [, b] The integrnd fx) is ssumed to be relvlues nd smooth The pproximtion of n integrl by numericl
More information1. On some properties of definite integrals. We prove
This short collection of notes is intended to complement the textbook Anlisi Mtemtic 2 by Crl Mdern, published by Città Studi Editore, [M]. We refer to [M] for nottion nd the logicl stremline of the rguments.
More informationn f(x i ) x. i=1 In section 4.2, we defined the definite integral of f from x = a to x = b as n f(x i ) x; f(x) dx = lim i=1
The Fundmentl Theorem of Clculus As we continue to study the re problem, let s think bck to wht we know bout computing res of regions enclosed by curves. If we wnt to find the re of the region below the
More informationHow can we approximate the area of a region in the plane? What is an interpretation of the area under the graph of a velocity function?
Mth 125 Summry Here re some thoughts I ws hving while considering wht to put on the first midterm. The core of your studying should be the ssigned homework problems: mke sure you relly understnd those
More informationSection 6.1 INTRO to LAPLACE TRANSFORMS
Section 6. INTRO to LAPLACE TRANSFORMS Key terms: Improper Integrl; diverge, converge A A f(t)dt lim f(t)dt Piecewise Continuous Function; jump discontinuity Function of Exponentil Order Lplce Trnsform
More informationLecture 1. Functional series. Pointwise and uniform convergence.
1 Introduction. Lecture 1. Functionl series. Pointwise nd uniform convergence. In this course we study mongst other things Fourier series. The Fourier series for periodic function f(x) with period 2π is
More informationMath 1B, lecture 4: Error bounds for numerical methods
Mth B, lecture 4: Error bounds for numericl methods Nthn Pflueger 4 September 0 Introduction The five numericl methods descried in the previous lecture ll operte by the sme principle: they pproximte the
More informationGoals: Determine how to calculate the area described by a function. Define the definite integral. Explore the relationship between the definite
Unit #8 : The Integrl Gols: Determine how to clculte the re described by function. Define the definite integrl. Eplore the reltionship between the definite integrl nd re. Eplore wys to estimte the definite
More informationStuff You Need to Know From Calculus
Stuff You Need to Know From Clculus For the first time in the semester, the stuff we re doing is finlly going to look like clculus (with vector slnt, of course). This mens tht in order to succeed, you
More informationDefinition of Continuity: The function f(x) is continuous at x = a if f(a) exists and lim
Mth 9 Course Summry/Study Guide Fll, 2005 [1] Limits Definition of Limit: We sy tht L is the limit of f(x) s x pproches if f(x) gets closer nd closer to L s x gets closer nd closer to. We write lim f(x)
More informationMORE FUNCTION GRAPHING; OPTIMIZATION. (Last edited October 28, 2013 at 11:09pm.)
MORE FUNCTION GRAPHING; OPTIMIZATION FRI, OCT 25, 203 (Lst edited October 28, 203 t :09pm.) Exercise. Let n be n rbitrry positive integer. Give n exmple of function with exctly n verticl symptotes. Give
More information1 Techniques of Integration
November 8, 8 MAT86 Week Justin Ko Techniques of Integrtion. Integrtion By Substitution (Chnge of Vribles) We cn think of integrtion by substitution s the counterprt of the chin rule for differentition.
More informationRiemann Integrals and the Fundamental Theorem of Calculus
Riemnn Integrls nd the Fundmentl Theorem of Clculus Jmes K. Peterson Deprtment of Biologicl Sciences nd Deprtment of Mthemticl Sciences Clemson University September 16, 2013 Outline Grphing Riemnn Sums
More informationMATH 409 Advanced Calculus I Lecture 19: Riemann sums. Properties of integrals.
MATH 409 Advnced Clculus I Lecture 19: Riemnn sums. Properties of integrls. Drboux sums Let P = {x 0,x 1,...,x n } be prtition of n intervl [,b], where x 0 = < x 1 < < x n = b. Let f : [,b] R be bounded
More informationSYDE 112, LECTURES 3 & 4: The Fundamental Theorem of Calculus
SYDE 112, LECTURES & 4: The Fundmentl Theorem of Clculus So fr we hve introduced two new concepts in this course: ntidifferentition nd Riemnn sums. It turns out tht these quntities re relted, but it is
More information1.9 C 2 inner variations
46 CHAPTER 1. INDIRECT METHODS 1.9 C 2 inner vritions So fr, we hve restricted ttention to liner vritions. These re vritions of the form vx; ǫ = ux + ǫφx where φ is in some liner perturbtion clss P, for
More informationCalculus III Review Sheet
Clculus III Review Sheet 1 Definitions 1.1 Functions A function is f is incresing on n intervl if x y implies f(x) f(y), nd decresing if x y implies f(x) f(y). It is clled monotonic if it is either incresing
More informationIntegrals  Motivation
Integrls  Motivtion When we looked t function s rte of chnge If f(x) is liner, the nswer is esy slope If f(x) is nonliner, we hd to work hrd limits derivtive A relted question is the re under f(x) (but
More informationThe Fundamental Theorem of Calculus. The Total Change Theorem and the Area Under a Curve.
Clculus Li Vs The Fundmentl Theorem of Clculus. The Totl Chnge Theorem nd the Are Under Curve. Recll the following fct from Clculus course. If continuous function f(x) represents the rte of chnge of F
More informationExam 2, Mathematics 4701, Section ETY6 6:05 pm 7:40 pm, March 31, 2016, IH1105 Instructor: Attila Máté 1
Exm, Mthemtics 471, Section ETY6 6:5 pm 7:4 pm, Mrch 1, 16, IH115 Instructor: Attil Máté 1 17 copies 1. ) Stte the usul sufficient condition for the fixedpoint itertion to converge when solving the eqution
More information38 Riemann sums and existence of the definite integral.
38 Riemnn sums nd existence of the definite integrl. In the clcultion of the re of the region X bounded by the grph of g(x) = x 2, the xxis nd 0 x b, two sums ppered: ( n (k 1) 2) b 3 n 3 re(x) ( n These
More informationNumerical Analysis: Trapezoidal and Simpson s Rule
nd Simpson s Mthemticl question we re interested in numericlly nswering How to we evlute I = f (x) dx? Clculus tells us tht if F(x) is the ntiderivtive of function f (x) on the intervl [, b], then I =
More informationMain topics for the Second Midterm
Min topics for the Second Midterm The Midterm will cover Sections 5.45.9, Sections 6.16.3, nd Sections 7.17.7 (essentilly ll of the mteril covered in clss from the First Midterm). Be sure to know the
More informationThe First Fundamental Theorem of Calculus. If f(x) is continuous on [a, b] and F (x) is any antiderivative. f(x) dx = F (b) F (a).
The Fundmentl Theorems of Clculus Mth 4, Section 0, Spring 009 We now know enough bout definite integrls to give precise formultions of the Fundmentl Theorems of Clculus. We will lso look t some bsic emples
More informationMath 113 Exam 1Review
Mth 113 Exm 1Review September 26, 2016 Exm 1 covers 6.17.3 in the textbook. It is dvisble to lso review the mteril from 5.3 nd 5.5 s this will be helpful in solving some of the problems. 6.1 Are Between
More informationNUMERICAL INTEGRATION. The inverse process to differentiation in calculus is integration. Mathematically, integration is represented by.
NUMERICAL INTEGRATION 1 Introduction The inverse process to differentition in clculus is integrtion. Mthemticlly, integrtion is represented by f(x) dx which stnds for the integrl of the function f(x) with
More informationImproper Integrals. Type I Improper Integrals How do we evaluate an integral such as
Improper Integrls Two different types of integrls cn qulify s improper. The first type of improper integrl (which we will refer to s Type I) involves evluting n integrl over n infinite region. In the grph
More informationCalculus II: Integrations and Series
Clculus II: Integrtions nd Series August 7, 200 Integrls Suppose we hve generl function y = f(x) For simplicity, let f(x) > 0 nd f(x) continuous Denote F (x) = re under the grph of f in the intervl [,x]
More informationP 3 (x) = f(0) + f (0)x + f (0) 2. x 2 + f (0) . In the problem set, you are asked to show, in general, the n th order term is a n = f (n) (0)
1 Tylor polynomils In Section 3.5, we discussed how to pproximte function f(x) round point in terms of its first derivtive f (x) evluted t, tht is using the liner pproximtion f() + f ()(x ). We clled this
More informationW. We shall do so one by one, starting with I 1, and we shall do it greedily, trying
Vitli covers 1 Definition. A Vitli cover of set E R is set V of closed intervls with positive length so tht, for every δ > 0 nd every x E, there is some I V with λ(i ) < δ nd x I. 2 Lemm (Vitli covering)
More informationf(x) dx, If one of these two conditions is not met, we call the integral improper. Our usual definition for the value for the definite integral
Improper Integrls Every time tht we hve evluted definite integrl such s f(x) dx, we hve mde two implicit ssumptions bout the integrl:. The intervl [, b] is finite, nd. f(x) is continuous on [, b]. If one
More informationThe HenstockKurzweil integral
fculteit Wiskunde en Ntuurwetenschppen The HenstockKurzweil integrl Bchelorthesis Mthemtics June 2014 Student: E. vn Dijk First supervisor: Dr. A.E. Sterk Second supervisor: Prof. dr. A. vn der Schft
More informationMA123, Chapter 10: Formulas for integrals: integrals, antiderivatives, and the Fundamental Theorem of Calculus (pp.
MA123, Chpter 1: Formuls for integrls: integrls, ntiderivtives, nd the Fundmentl Theorem of Clculus (pp. 27233, Gootmn) Chpter Gols: Assignments: Understnd the sttement of the Fundmentl Theorem of Clculus.
More informationSummer MTH142 College Calculus 2. Section J. Lecture Notes. Yin Su University at Buffalo
Summer 6 MTH4 College Clculus Section J Lecture Notes Yin Su University t Bufflo yinsu@bufflo.edu Contents Bsic techniques of integrtion 3. Antiderivtive nd indefinite integrls..............................................
More information7.2 The Definite Integral
7.2 The Definite Integrl the definite integrl In the previous section, it ws found tht if function f is continuous nd nonnegtive, then the re under the grph of f on [, b] is given by F (b) F (), where
More informationIndefinite Integral. Chapter Integration  reverse of differentiation
Chpter Indefinite Integrl Most of the mthemticl opertions hve inverse opertions. The inverse opertion of differentition is clled integrtion. For exmple, describing process t the given moment knowing the
More informationMath Calculus with Analytic Geometry II
orem of definite Mth 5.0 with Anlytic Geometry II Jnury 4, 0 orem of definite If < b then b f (x) dx = ( under f bove xxis) ( bove f under xxis) Exmple 8 0 3 9 x dx = π 3 4 = 9π 4 orem of definite Problem
More informationdifferent methods (left endpoint, right endpoint, midpoint, trapezoid, Simpson s).
Mth 1A with Professor Stnkov Worksheet, Discussion #41; Wednesdy, 12/6/217 GSI nme: Roy Zho Problems 1. Write the integrl 3 dx s limit of Riemnn sums. Write it using 2 intervls using the 1 x different
More informationChapter 5. Numerical Integration
Chpter 5. Numericl Integrtion These re just summries of the lecture notes, nd few detils re included. Most of wht we include here is to be found in more detil in Anton. 5. Remrk. There re two topics with
More informationarxiv: v1 [math.ca] 11 Jul 2011
rxiv:1107.1996v1 [mth.ca] 11 Jul 2011 Existence nd computtion of Riemnn Stieltjes integrls through Riemnn integrls July, 2011 Rodrigo López Pouso Deprtmento de Análise Mtemátic Fcultde de Mtemátics, Universidde
More information1 i n x i x i 1. Note that kqk kp k. In addition, if P and Q are partition of [a, b], P Q is finer than both P and Q.
Chpter 6 Integrtion In this chpter we define the integrl. Intuitively, it should be the re under curve. Not surprisingly, fter mny exmples, counter exmples, exceptions, generliztions, the concept of the
More informationWeek 10: Riemann integral and its properties
Clculus nd Liner Algebr for Biomedicl Engineering Week 10: Riemnn integrl nd its properties H. Führ, Lehrstuhl A für Mthemtik, RWTH Achen, WS 07 Motivtion: Computing flow from flow rtes 1 We observe the
More informationx = b a n x 2 e x dx. cdx = c(b a), where c is any constant. a b
CHAPTER 5. INTEGRALS 61 where nd x = b n x i = 1 (x i 1 + x i ) = midpoint of [x i 1, x i ]. Problem 168 (Exercise 1, pge 377). Use the Midpoint Rule with the n = 4 to pproximte 5 1 x e x dx. Some quick
More informationBig idea in Calculus: approximation
Big ide in Clculus: pproximtion Derivtive: f (x) = df dx f f(x +h) f(x) =, x h rte of chnge is pproximtely the rtio of chnges in the function vlue nd in the vrible in very short time Liner pproximtion:
More informationTHE EXISTENCEUNIQUENESS THEOREM FOR FIRSTORDER DIFFERENTIAL EQUATIONS.
THE EXISTENCEUNIQUENESS THEOREM FOR FIRSTORDER DIFFERENTIAL EQUATIONS RADON ROSBOROUGH https://intuitiveexplntionscom/picrdlindeloftheorem/ This document is proof of the existenceuniqueness theorem
More informationF (x) dx = F (x)+c = u + C = du,
35. The Substitution Rule An indefinite integrl of the derivtive F (x) is the function F (x) itself. Let u = F (x), where u is new vrible defined s differentible function of x. Consider the differentil
More informationPolynomials and Division Theory
Higher Checklist (Unit ) Higher Checklist (Unit ) Polynomils nd Division Theory Skill Achieved? Know tht polynomil (expression) is of the form: n x + n x n + n x n + + n x + x + 0 where the i R re the
More informationNew Expansion and Infinite Series
Interntionl Mthemticl Forum, Vol. 9, 204, no. 22, 06073 HIKARI Ltd, www.mhikri.com http://dx.doi.org/0.2988/imf.204.4502 New Expnsion nd Infinite Series Diyun Zhng College of Computer Nnjing University
More informationImproper Integrals, and Differential Equations
Improper Integrls, nd Differentil Equtions October 22, 204 5.3 Improper Integrls Previously, we discussed how integrls correspond to res. More specificlly, we sid tht for function f(x), the region creted
More informationMapping the delta function and other Radon measures
Mpping the delt function nd other Rdon mesures Notes for Mth583A, Fll 2008 November 25, 2008 Rdon mesures Consider continuous function f on the rel line with sclr vlues. It is sid to hve bounded support
More information4.4 Areas, Integrals and Antiderivatives
. res, integrls nd ntiderivtives 333. Ares, Integrls nd Antiderivtives This section explores properties of functions defined s res nd exmines some connections mong res, integrls nd ntiderivtives. In order
More informationMATH34032: Green s Functions, Integral Equations and the Calculus of Variations 1
MATH34032: Green s Functions, Integrl Equtions nd the Clculus of Vritions 1 Section 1 Function spces nd opertors Here we gives some brief detils nd definitions, prticulrly relting to opertors. For further
More information1.2. Linear Variable Coefficient Equations. y + b "! = a y + b " Remark: The case b = 0 and a nonconstant can be solved with the same idea as above.
1 12 Liner Vrible Coefficient Equtions Section Objective(s): Review: Constnt Coefficient Equtions Solving Vrible Coefficient Equtions The Integrting Fctor Method The Bernoulli Eqution 121 Review: Constnt
More informationc n φ n (x), 0 < x < L, (1) n=1
SECTION : Fourier Series. MATH4. In section 4, we will study method clled Seprtion of Vribles for finding exct solutions to certin clss of prtil differentil equtions (PDEs. To do this, it will be necessry
More informationPolynomial Approximations for the Natural Logarithm and Arctangent Functions. Math 230
Polynomil Approimtions for the Nturl Logrithm nd Arctngent Functions Mth 23 You recll from first semester clculus how one cn use the derivtive to find n eqution for the tngent line to function t given
More informationSection 6.1 INTRO to LAPLACE TRANSFORMS
Section 6. INTRO to LAPLACE TRANSFORMS Key terms: Improper Integrl; diverge, converge A A f(t)dt lim f(t)dt Piecewise Continuous Function; jump discontinuity Function of Exponentil Order Lplce Trnsform
More informationLecture 20: Numerical Integration III
cs4: introduction to numericl nlysis /8/0 Lecture 0: Numericl Integrtion III Instructor: Professor Amos Ron Scribes: Mrk Cowlishw, Yunpeng Li, Nthnel Fillmore For the lst few lectures we hve discussed
More informationFirst midterm topics Second midterm topics End of quarter topics. Math 3B Review. Steve. 18 March 2009
Mth 3B Review Steve 18 Mrch 2009 About the finl Fridy Mrch 20, 3pm6pm, Lkretz 110 No notes, no book, no clcultor Ten questions Five review questions (Chpters 6,7,8) Five new questions (Chpters 9,10) No
More information