Notes@HKU by Jax

Integrals

Definite integrals

Signed areas

Signed area is the area between the curve and the x-axis, where the area above the x-axis is positive and below is negative.

Properties of definite intergrals

  1. abf(x)dx=baf(x)dx\int_{a}^{b}f(x)dx=-\int_{b}^{a}f(x)dx
  2. aaf(x)dx=0\int_{a}^{a}f(x)dx=0
  3. abf(x)dx+bcf(x)dx=acf(x)dx\int_{a}^{b}f(x)dx+\int_{b}^{c}f(x)dx=\int_{a}^{c}f(x)dx
  4. abkf(x)dx=kabf(x)dx\int_{a}^{b}kf(x)dx=k\int_{a}^{b}f(x)dx
  5. ab(f(x)±g(x))dx=abf(x)dx±abg(x)dx\int_{a}^{b}(f(x)\pm g(x))dx=\int_{a}^{b}f(x)dx\pm\int_{a}^{b}g(x)dx

Fundamental theorem of calculus

Fundamental theorem of calculus (FTC)

If f(x)f(x) is continuous in [a,b][a,b], then:

abf(x)dx=F(b)F(a)\int_{a}^{b}f(x)dx=F(b)-F(a)

Where F(x)F(x) is the definite integral of f(x)f(x).

Second fundamental theorem of calculus

If f(x)f(x) is continuous in [a,b][a,b], then:

ddxaxf(t)dt=f(x)\frac{d}{dx}\int_{a}^{x}f(t)dt=f(x)

Find g(x)g'(x) for g(x)=1x2cost dtg(x)=\int_1^{x^2}\cos t\ dt:

We first define G(u)=1ucost dtG(u)=\int_1^{u}\cos t\ dt, then we can apply the chain rule:

g(x)=(G(x2))&=G(x2)2x&=cosx22x\begin{aligned} g'(x) & =(G(x^2))' \&=G'(x^2)\cdot2x\&=\cos x^2\cdot2x \end{aligned}

Cases of area 0

For abf(x)dx\int^{b}_{a}f(x)dx:

  • If b=ab=a, then the area is 0 (no width)
  • If f(x)=f(x)f(x)=f(-x) and a=ba=-b, then the area is 0 (symmetry)

Limit of Riemann sums

We can convert a limit to infinity of a Riemann sum to a definite integral:

limni=1nf(a+iΔx)Δx=0bf(a+x)dx,Δx=ban\lim_{n\to\infty}\sum_{i=1}^{n}f(a+i\Delta x)\Delta x=\int_{0}^{b}f(a+x)dx,\quad\Delta x=\frac{b-a}{n}

Some properties of summation:

  1. xf(x)=xf(x)x\sum f(x) = \sum x f(x)
  2. i=1+nf(x,i),let k=ink=1nf(x,k+n)\sum_{i=1+n} f(x, i), \text{let }k=i-n\to\sum_{k=1}^{n}f(x, k+n)

Techniques of integration

Overview

  • By substitution: “sub g(x)ug(x)\to u, find dudu and replace all functions of x(dx)x(dx) with u(du)u(du)
  • By part: “ab=ab(a×b)\int ab=a\int b-\int (a'\times \int b)
  • By joining recurring parts: “ab=f(ab)+ab2ab=f(ab)\int ab=f(ab)+\int ab\to 2\int ab = f(ab)
  • By partial fractions: “kf(x)g(x)=Af(x)+Bg(x)\frac{k}{f(x)g(x)}=\frac{A}{f(x)}+\frac{B}{g(x)}
  • By trigonometric identities
  • By multiplying fractions by one: “Multiplying sec2xsec2x\frac{\sec^2x}{\sec^2x} to fit trigo form”

Integration by substitution

For f(g)gdx\int f(g)g'\:dx:

  1. Let u=gu=g
  2. Find du=gdxdu=g'dx
  3. Change limits in terms of uu if definite
  4. Replace all gug\to u and gdxdug'dx\to du
  5. Integrate, then subsitute ugu\to g

Integration by parts

ab=ab(a×b)\int ab=a\int b-\int (a'\times \int b)

Tips: Let aa (differentiating term) to the first term you see on the list:

  1. Logarithmic
  2. Inverse trigo
  3. Alebratic (polynomial)
  4. Trigo
  5. Exponential

Deriving the IBP formula

The formula is derived from the product rule of differentiation:

(ab)=ab+baba=(ab)abba=ababab=ab(a×b)\begin{aligned} (ab)' & = a'b + b'a \\ b'a & = (ab)' - a'b \\ \int b'a & = ab - \int a'b \\ \int ab & =a\int b-\int (a'\times \int b) \end{aligned}

Trigo-identities substitution tips

Use the following trigonometric identities to simplify the integral:

  • sin2x+cos2x=1\sin^2x+\cos^2x=1
  • sin2x=1cos2x2\sin^2x=\frac{1-\cos2x}{2}
  • cos2x=1+cos2x2\cos^2x=\frac{1+\cos2x}{2}
  • 2sinxcosx=sin2x2\sin x\cos x=\sin2x
  • cos2x=cos2xsin2x\cos2x=\cos^2x-\sin^2x
  • sec2x=1+tan2x\sec^2x=1+\tan^2x
  • csc2x=1+cot2x\csc^2x=1+\cot^2x

Use the following substitutions for similar expressions:

Expressions of the form {a2f(x)2f(x)=asinθa2+f(x)2f(x)=atanθf(x)2a2f(x)=asecθ\text{Expressions of the form } \begin{cases} a^2-f(x)^2 & \to f(x)=a\sin\theta \\ a^2+f(x)^2 & \to f(x)=a\tan\theta \\ f(x)^2-a^2 & \to f(x)=a\sec\theta \\ \end{cases}

Remember that this uses integration by substitution, so we need to find dxdx in terms of θ\theta.

Solids of revolution

Solids of revolution

A 3D shape formed by rotating a region around an axis.

A region is defined by 2 curves and an interval:

  1. The vertical region bounded by an outer cruve R(x)R(x) and an inner curve r(x)r(x).
  2. The inner curve is y=0y=0 for the region bounded by the xx-axis.
  3. The horizontal region is bounded by an interval x: [a,b]x:\ [a, b]

Note that for the methods below, the terms xx and yy can be switched to fit the problem.

{f(x) x}\{f(x)\to\ \circlearrowright x\} denotes using a function of xx to find the volume of a solid of revolution around the xx-axis.

  1. If the volume is generated by the rotation about an axis other than the main axes, we can simply shift the function to fit the main axes.
  2. If the curves in the given range does not form a closed region with only acute angles, we can split the region into multiple parts.

Volume by Washers (Disk)

{f(x) x}:V=πabR2(x)r2(x)dx\{f(x)\to\ \circlearrowright x\}:\quad V=\pi\int_{a}^{b}R^2(x)-r^2(x)dx

For rotating about y=ny=n: R/r(x)nR/r(x)\forall R/r(x)\to n-R/r(x)

Volume by Cylindrical shells

{f(x) y}:V=2πab[x][R(x)r(x)]dx\{f(x)\to\ \circlearrowright y\}:\quad V=2\pi\int_{a}^{b}[x][R(x)-r(x)]dx

For rotating about x=nx=n: [x][xn][x]\to [x-n]

Arcs and surfaces

Arc length

The arc length of a curve y=f(x)y=f(x) from x=ax=a to x=bx=b is given by:

L=ab1+f2(x)dxL=\int_{a}^{b}\sqrt{1+f'^2(x)}dx

And for parametized equations x=f(t)x=f(t), y=g(t)y=g(t):

L=abf2(t)+g2(t)dtL=\int_{a}^{b}\sqrt{f'^2(t)+g'^2(t)}dt

For polar equations r=f(θ)r=f(\theta):

L=abr2+r2(θ)dθL=\int_{a}^{b}\sqrt{r^2+r'^2(\theta)}d\theta

Area surfaces of revolution

Used to find the surface area generated by rotating a curve along an axis.

{f(x) x}:A=2πabf(x)1+f2(x)dx\{f(x)\to\ \circlearrowright x\}:\quad A=2\pi\int_{a}^{b}f(x)\sqrt{1+f'^2(x)}dx

And for parametized equations x=f(t)x=f(t), y=g(t)y=g(t):

A=2πabg(t)f2(t)+g2(t)dtA=2\pi\int_{a}^{b}g(t)\sqrt{f'^2(t)+g'^2(t)}dt

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