- •Донецьк 2006
- •Integral calculus lecture no. 19. Primitive and indefinite integral
- •Point 1. Primitive
- •Properties of primitives
- •Point 2. Indefinite integral and its properties
- •Point 3. Integration by substitution (change of a variable)
- •Point 4. Integration by parts
- •Lecture no.20. Classes of integrable functions
- •Point 1. Rational functions (rational fractions)
- •Point 2. Trigonometric functions
- •Universal trigonometrical substitution
- •Other substitutions
- •Point 3. Irrational functions
- •Quadratic irrationalities. Trigonometric substitutions
- •Quadratic irrationalities (general case)
- •Indefinite integral: Basic Terminology
- •Lecture no. 21. Definite integral
- •Point 1. Problems leading to the concept ofa definite integral
- •Point 2. Definite integral
- •Point 3. Properties of a definite integral
- •I ntegration of inequalities
- •Point 4. Definite integral as a function of its upper variable limit
- •Point 5. Newton-leibniz formula
- •Point 6. Main methods of evaluation a definite integral Change of a variable (substitution method)
- •Integration by parts
- •Lecture no.22. Applications of definite integral
- •Point 1. Problem – solving schemes. Areas
- •Additional remarks about the areas of plane figures
- •Point 2. Arс length
- •Point 3. Volumes
- •Volume of a body with known areas of its parallel cross-sections
- •Volume of a body of rotation
- •Point 4. Economic applications
- •Lecture no. 23. Definite integral: additional questions
- •Point 1. Approximate integration
- •Rectangular Formulas
- •Trapezium Formula
- •Simpson10 formula (parabolic formula)
- •Point 2. Improper integrals
- •Improper integrals of the first kind
- •Improper integrals of the second kind
- •Convergence tests
- •Point 3. Euler г- function
- •Definite integral: Basic Terminology
- •Lecture no. 24. Double integral
- •Point 1. Double integral
- •Point 2. Evaluation of a double integral in cartesian coordinates
- •Point 3. Improper double integrals. Poisson formula
- •Point 4. Double integral in polar coordinates
- •Double integral: Basic Terminology
- •Differential equations lecture no.25. First and second order differential equations
- •Point 1. General notions
- •Point 2. Integrable types of the first order differential equations (of de - 1)
- •1. Separated de-1 (de-1 with separated variables)
- •2. Separable de-1 (de-1 with separable variables)
- •3. Homogeneous de-1
- •4. Linear de-1
- •5. Bernoulli de-1
- •Point 3. Order reducing second order differential equations
- •Lecture no.26. Second order linear differential equations
- •Point 1. General notions
- •Point 2. Linear dependence and independence
- •Point 3. Homogeneous equations Structure of the general solution of so lhde
- •So lhde with constant coefficients
- •Point 4. Nonhomogeneous equations Structure of the general solution of so lnde
- •Method of variation of arbitrary constants
- •Method of undetermined coefficients for so lnde with constant coefficients
- •Lecture no. 27. Systems of differential equations. Approximate integration of differential equations
- •Point 1. Normal systems of differential equations
- •Point 2. Approximate integration of differential equations Successive approximations method
- •Euler method
- •Differential equations: Basic Terminology
- •Bibliography textbooks
- •Problem books
- •Contents
I ntegration of inequalities
4. If a
< b and
an integrand
then
.
The integral is strictly positive if a function is continuous on the segment and if it doesn’t equal zero identically.
■Nonnegativity of the integral immediately
follows from nonnegativity of the integral sum for the function
Its strict positivity, as can be proved by more complicated
reasonings, is the result of continuity of the function.■
5. If a
< b and
then
.
The integrals are connected by strict inequality in the case of continuity of the func-tions on the segment and if these functions don’t equal identically.
■It’s sufficient to apply the preceding
property to a difference
■
Ex. 2.
,
because of
on the segment
.
6. If a < b then
( 17 )
■ It’s sufficient to apply the property 5 to the inequality
■
7 (two-sided estimate of a definite integral). Let a < b, and a function is continuous on a segment a, b. Then a double inequality is valid
.
( 18 )
■Proving follows from the property 5, the
inequality
on
and the integral (13).■
Ex. 3. Estimate the integral
.
and by the formula (18)
.
8.
Mean-value theorem. If
a function
is continuous on a segment
then there exists a point
such that
( 19 )
Fig. 3 ■Let for example a < b. After dividing of both sides of the inequality (18) by positive number we get
.
By Bolzano3–Cauchy theorem for a function, continuous on a segment , there is a point such that
.
The
case
is studied by the same way. Do it yourselves.■
Geometric sense of mean-value theorem (fig. 3). The area of a curvilinear tra-pezium (1) equals the area of the rectangle ABCD with the same base AD=a, b and
the
altitude
.
Def 6. The expression
( 20 )
is called the mean value (the average value) of the function on the segment a, b.
Point 4. Definite integral as a function of its upper variable limit
Let
xa,
b.
We consider a function
,
( 21 )
that
is a definite integral with variable upper limit x.
Geometrically (for
)
this integral represents
Fig. 4
the area of a part of a curvilinear trapezium
which
lies between straight lines
(fig. 4).
Theorem 2. If a function is continuous on a segment a, b then for any
the derivative of the integral (21) equals
,
( 22 )
that is the derivative of a definite integral with a variable upper limit x, with respect to this limit x, equals the value of the integrand at the point x.
■By definition of the derivative
.
Using the additivity of a definite integral with respect to an interval of integration we get
Let
for example
.
By virtue of the mean-value theorem there is a point
in the interval
such that
.
This
point
as
.
Taking into account continuity of the function f
we get
.■
Corollary (Fundamental theorem of the integral calculus). Every function which is continuous one on a segment a, b has a primitive on a, b.
■One of such primitives is a definite integral (21) with variable upper limit x.■
Ex. 4. The derivative of the function
equals
