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INTEGRALS

INTEGRALS

Author: KRISHNADAS K V
Description:

DIFFERENTIAL CALCULUS IS CENTRED ON THE CONCEPT OF THE DERIVATIVE.THE ORIGINAL MOTIVATION FOR THE DERIVATIVE WAS THE PROBLEM OF DEFINING TANGENT LINES TO THE GRAPH OF FUNCTIONS AND CALCULATING THE SLOPE OF SUCH LINES .INTEGRAL CALCULUS IS MOTIVATED BY THE PROBLEM OF DEFINING AND CALCULATING THE AREA OF THE REGION BOUNDED BY THE GRAPH OF FUNCTIONS .

Integration can be traced as far back as ancient Egypt ca. 1800 BC, with the Moscow Mathematical Papyrus demonstrating knowledge of a formula for the volume of a pyramidal frustum. The first documented systematic technique capable of determining integrals is the method of exhaustion of the ancient Greek astronomer Eudoxus (ca. 370 BC), which sought to find areas and volumes by breaking them up into an infinite number of shapes for which the area or volume was known. This method was further developed and employed by Archimedes in the 3rd century BC and used to calculate areas for parabolas and an approximation to the area of a circle. Similar methods were independently developed in China around the 3rd century AD by Liu Hui, who used it to find the area of the circle. This method was later used in the 5th century by Chinese father-and-son mathematicians Zu Chongzhi and Zu Geng to find the volume of a sphere.[1] That same century, the Indian mathematician Aryabhata used a similar method in order to find the volume of a cube.[2][verification needed]

The next major step in integral calculus came from the Abbasid Caliphate when the 11th century mathematician Ibn al-Haytham (known as Alhazen in Europe) devised what is now known as "Alhazen's problem", which leads to an equation of the fourth degree, in his Book of Optics. While solving this problem, he performed an integration in order to find the volume of a paraboloid. Using mathematical induction, he was able to generalize his result for the integrals of polynomials up to the fourth degree. He thus came close to finding a general formula for the integrals of polynomials, but he was not concerned with any polynomials higher than the fourth degree.[3][verification needed] Some ideas of integral calculus are also found in the Siddhanta Shiromani, a 12th century astronomy text by Indian mathematician Bhāskara II.

The next significant advances in integral calculus did not begin to appear until the 16th century. At this time the work of Cavalieri with his method of indivisibles, and work by Fermat, began to lay the foundations of modern calculus, with Cavalieri computing the integrals of xn up to degree n = 9 in Cavalieri's quadrature formula. Further steps were made in the early 17th century by Barrow and Torricelli, who provided the first hints of a connection between integration and differentiation. Barrow provided the first proof of the fundamental theorem of calculus. Wallis generalized Cavalieri's method, computing integrals of x to a general power, including negative powers and fractional powers.

At around the same time, there was also a great deal of work being done by Japanese mathematicians, particularly by Seki Kōwa.[4] He made a number of contributions, namely in methods of determining areas of figures using integrals, extending the method of exhaustion.

Terminology and notation

If a function has an integral, it is said to be integrable. The function for which the integral is calculated is called the integrand. The region over which a function is being integrated is called the domain of integration. Usually this domain will be an interval, in which case it is enough to give the limits of that interval, which are called the limits of integration. If the integral does not have a domain of integration, it is considered indefinite (one with a domain is considered definite). In general, the integrand may be a function of more than one variable, and the domain of integration may be an area, volume, a higher dimensional region, or even an abstract space that does not have a geometric structure in any usual sense (such as a sample space in probability theory).

The simplest case, the integral of a real-valued function f of one real variable x on the interval [a, b], is denoted by

\int_a^b f(x)\,dx .

The ∫ sign represents integration; a and b are the lower limit and upper limit, respectively, of integration, defining the domain of integration; f is the integrand, to be evaluated as x varies over the interval [a,b]; and dx is the variable of integration. In correct mathematical typography, the dx is separated from the integrand by a space (as shown). Some authors use an upright d (that is, dx instead of dx).

The variable of integration dx has different interpretations depending on the theory being used. For example, it can be seen as strictly a notation indicating that x is a dummy variable of integration, as a reflection of the weights in the Riemann sum, a measure (in Lebesgue integration and its extensions), an infinitesimal (in non-standard analysis) or as an independent mathematical quantity: a differential form. More complicated cases may vary the notation slightly.

In the modern Arabic mathematical notation, which aims at pre-university levels of education in the Arab world and is written from right to left, a reflected integral symbol ArabicIntegralSign.svg is used (W3C 2006).
[edit] Introduction

Integrals appear in many practical situations. Consider a swimming pool. If it is rectangular with a flat bottom, then from its length, width, and depth we can easily determine the volume of water it can contain (to fill it), the area of its surface (to cover it), and the length of its edge (to rope it). But if it is oval with a rounded bottom, all of these quantities call for integrals. Practical approximations may suffice for such trivial examples, but precision engineering (of any discipline) requires exact and rigorous values for these elements.
Approximations to integral of √x from 0 to 1, with ■ 5 right samples (above) and ■ 12 left samples (below)

To start off, consider the curve y = f(x) between x = 0 and x = 1, with f(x) = √x. We ask:

What is the area under the function f, in the interval from 0 to 1?

and call this (yet unknown) area the integral of f. The notation for this integral will be

\int_0^1 \sqrt x \, dx \,\!.

As a first approximation, look at the unit square given by the sides x = 0 to x = 1 and y = f(0) = 0 and y = f(1) = 1. Its area is exactly 1. As it is, the true value of the integral must be somewhat less. Decreasing the width of the approximation rectangles shall give a better result; so cross the interval in five steps, using the approximation points 0, 1⁄5, 2⁄5, and so on to 1. Fit a box for each step using the right end height of each curve piece, thus √1⁄5, √2⁄5, and so on to √1 = 1. Summing the areas of these rectangles, we get a better approximation for the sought integral, namely

\textstyle \sqrt {\frac {1} {5}} \left ( \frac {1} {5} - 0 \right ) + \sqrt {\frac {2} {5}} \left ( \frac {2} {5} - \frac {1} {5} \right ) + \cdots + \sqrt {\frac {5} {5}} \left ( \frac {5} {5} - \frac {4} {5} \right ) \approx 0.7497.\,\!

Notice that we are taking a sum of finitely many function values of f, multiplied with the differences of two subsequent approximation points. We can easily see that the approximation is still too large. Using more steps produces a closer approximation, but will never be exact: replacing the 5 subintervals by twelve as depicted, we will get an approximate value for the area of 0.6203, which is too small. The key idea is the transition from adding finitely many differences of approximation points multiplied by their respective function values to using infinitely many fine, or infinitesimal steps.

As for the actual calculation of integrals, the fundamental theorem of calculus, due to Newton and Leibniz, is the fundamental link between the operations of differentiating and integrating. Applied to the square root curve, f(x) = x1/2, it says to look at the antiderivative F(x) = 2⁄3x3/2, and simply take F(1) − F(0), where 0 and 1 are the boundaries of the interval [0,1]. So the exact value of the area under the curve is computed formally as

\int_0^1 \sqrt x \,dx = \int_0^1 x^{\frac{1}{2}} \,dx = F(1)- F(0) = {\textstyle \frac 2 3}.

(This is a case of a general rule, that for f(x) = xq, with q ≠ −1, the related function, the so-called antiderivative is F(x) = (xq+1)/(q + 1).)

The notation

\int f(x) \, dx \,\!

conceives the integral as a weighted sum, denoted by the elongated s, of function values, f(x), multiplied by infinitesimal step widths, the so-called differentials, denoted by dx. The multiplication sign is usually omitted.

Historically, after the failure of early efforts to rigorously interpret infinitesimals, Riemann formally defined integrals as a limit of weighted sums, so that the dx suggested the limit of a difference (namely, the interval width). Shortcomings of Riemann's dependence on intervals and continuity motivated newer definitions, especially the Lebesgue integral, which is founded on an ability to extend the idea of "measure" in much more flexible ways. Thus the notation

\int_A f(x) \, d\mu \,\!

refers to a weighted sum in which the function values are partitioned, with μ measuring the weight to be assigned to each value. Here A denotes the region of integration.

Differential geometry, with its "calculus on manifolds", gives the familiar notation yet another interpretation. Now f(x) and dx become a differential form, ω = f(x) dx, a new differential operator d, known as the exterior derivative is introduced, and the fundamental theorem becomes the more general Stokes' theorem,

\int_{A} d\omega = \int_{\part A} \omega , \,\!

from which Green's theorem, the divergence theorem, and the fundamental theorem of calculus follow.

More recently, infinitesimals have reappeared with rigor, through modern innovations such as non-standard analysis. Not only do these methods vindicate the intuitions of the pioneers; they also lead to new mathematics.

Although there are differences between these conceptions of integral, there is considerable overlap. Thus, the area of the surface of the oval swimming pool can be handled as a geometric ellipse, a sum of infinitesimals, a Riemann integral, a Lebesgue integral, or as a manifold with a differential form. The calculated result will be the same for all. Formal definitions

There are many ways of formally defining an integral, not all of which are equivalent. The differences exist mostly to deal with differing special cases which may not be integrable under other definitions, but also occasionally for pedagogical reasons. The most commonly used definitions of integral are Riemann integrals and Lebesgue integrals.

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graph

Source: wikipedia.org

intoduction

 

Integrals appear in many practical situations. Consider a swimming pool. If it is rectangular with a flat bottom, then from its length, width, and depth we can easily determine the volume of water it can contain (to fill it), the area of its surface (to cover it), and the length of its edge (to rope it). But if it is oval with a rounded bottom, all of these quantities call for integrals. Practical approximations may suffice for such trivial examples, but precision engineering (of any discipline) requires exact and rigorous values for these elementsTo start off, consider the curve y = f(x) between x = 0 and x = 1, with f(x) = √x. We ask
 
What is the area under the function f, in the interval from 0 to 1?
and call this (yet unknown) area the integral of f. The notation for this integral will be
 
As a first approximation, look at the unit square given by the sides x = 0 to x = 1 and y = f(0) = 0 and y = f(1) = 1. Its area is exactly 1. As it is, the true value of the integral must be somewhat less. Decreasing the width of the approximation rectangles shall give a better result; so cross the interval in five steps, using the approximation points 0, 1⁄5, 2⁄5, and so on to 1. Fit a box for each step using the right end height of each curve piece, thus √1⁄5, √2⁄5, and so on to √1 = 1. Summing the areas of these rectangles, we get a better approximation for the sought integral, namely
 
Notice that we are taking a sum of finitely many function values of f, multiplied with the differences of two subsequent approximation points. We can easily see that the approximation is still too large. Using more steps produces a closer approximation, but will never be exact: replacing the 5 subintervals by twelve as depicted, we will get an approximate value for the area of 0.6203, which is too small. The key idea is the transition from adding finitely many differences of approximation points multiplied by their respective function values to using infinitely many fine, or infinitesimal steps.
As for the actual calculation of integrals, the fundamental theorem of calculus, due to Newton and Leibniz, is the fundamental link between the operations of differentiating and integrating. Applied to the square root curve, f(x) = x1/2, it says to look at the antiderivative F(x) = 2⁄3x3/2, and simply take F(1) − F(0), where 0 and 1 are the boundaries of the interval [0,1]. So the exact value of the area under the curve is computed formally as
 
(This is a case of a general rule, that for f(x) = xq, with q ≠ −1, the related function, the so-called antiderivative is F(x) = (xq+1)/(q + 1).)
The notation
 
conceives the integral as a weighted sum, denoted by the elongated s, of function values, f(x), multiplied by infinitesimal step widths, the so-called differentials, denoted by dx. The multiplication sign is usually omitted.
Historically, after the failure of early efforts to rigorously interpret infinitesimals, Riemann formally defined integrals as a limit of weighted sums, so that the dx suggested the limit of a difference (namely, the interval width). Shortcomings of Riemann's dependence on intervals and continuity motivated newer definitions, especially the Lebesgue integral, which is founded on an ability to extend the idea of "measure" in much more flexible ways. Thus the notation
 
refers to a weighted sum in which the function values are partitioned, with μ measuring the weight to be assigned to each value. Here A denotes the region of integration.
Differential geometry, with its "calculus on manifolds", gives the familiar notation yet another interpretation. Now f(x) and dx become a differential form, ω = f(x) dx, a new differential operator d, known as the exterior derivative is introduced, and the fundamental theorem becomes the more general Stokes' theorem,
 
from which Green's theorem, the divergence theorem, and the fundamental theorem of calculus follow.
More recently, infinitesimals have reappeared with rigor, through modern innovations such as non-standard analysis. Not only do these methods vindicate the intuitions of the pioneers; they also lead to new mathematics.
Although there are differences between these conceptions of integral, there is considerable overlap. Thus, the area of the surface of the oval swimming pool can be handled as a geometric ellipse, a sum of infinitesimals, a Riemann integral, a Lebesgue integral, or as a manifold with a differential form. The calculated result will be the same for all.
[edit]Formal definitions
 
There are many ways of formally defining an integral, not all of which are equivalent. The differences exist mostly to deal with differing special cases which may not be integrable under other definitions, but also occasionally for pedagogical reasons. The most commonly used definitions of integral are Riemann integrals and Lebesgue integrals.
[edit]Riemann integral
Main article: Riemann integral

Source: wikipedia.org

integrals

 

This article is about the concept of integrals in calculus. For the set of numbers, see integer. For other uses, see Integral (disambiguation).
 
Integration is an important concept in mathematics and, together with differentiation, is one of the two main operations in calculus. Given a function ƒ of a real variable x and an interval [a, b] of the real line, the definite integral
 
is defined informally to be the net signed area of the region in the xy-plane bounded by the graph of ƒ, the x-axis, and the vertical lines x = a and x = b.
The term integral may also refer to the notion of antiderivative, a function F whose derivative is the given function ƒ. In this case, it is called an indefinite integral, while the integrals discussed in this article are termed definite integrals. Some authors maintain a distinction between antiderivatives and indefinite integrals.
The principles of integration were formulated independently by Isaac Newton and Gottfried Leibniz in the late 17th century. Through the fundamental theorem of calculus, which they independently developed, integration is connected with differentiation: if ƒ is a continuous real-valued function defined on a closed interval [a, b], then, once an antiderivative F of ƒ is known, the definite integral of ƒ over that interval is given by
 
Integrals and derivatives became the basic tools of calculus, with numerous applications in science and engineering. The founders of the calculus thought of the integral as an infinite sum of rectangles of infinitesimal width. A rigorous mathematical definition of the integral was given by Bernhard Riemann. It is based on a limiting procedure which approximates the area of a curvilinear region by breaking the region into thin vertical slabs. Beginning in the nineteenth century, more sophisticated notions of integrals began to appear, where the type of the function as well as the domain over which the integration is performed has been generalised. A line integral is defined for functions of two or three variables, and the interval of integration [a, b] is replaced by a certain curve connecting two points on the plane or in the space. In a surface integral, the curve is replaced by a piece of a surface in the three-dimensional space. Integrals of differential forms play a fundamental role in modern differential geometry. These generalizations of integrals first arose from the needs of physics, and they play an important role in the formulation of many physical laws, notably those of electrodynamics. There are many modern concepts of integration, among these, the most common is based on the abstract mathematical theory known as Lebesgue integration, developed by Henri Lebesgue.

Source: wikipedia.org

fundamental theorem in calcus

 

The fundamental theorem of calculus is the statement that differentiation and integration are inverse operations: if a continuous function is first integrated and then differentiated, the original function is retrieved. An important consequence, sometimes called the second fundamental theorem of calculus, allows one to compute integrals by using an antiderivative of the function to be integrated.
Statements of theorems
Fundamental theorem of calculus. Let f be a real-valued integrable function defined on a closed interval [a, b]. If F is defined for x in [a, b] by
 
then F is continuous on [a, b]. If f is continuous at x in [a, b], then F is differentiable at x, and F ′(x) = f(x).
Second fundamental theorem of calculus. Let f be a real-valued integrable function defined on a closed interval [a, b]. If F is a function such that F ′(x) = f(x) for all x in [a, b] (that is, F is an antiderivative of f), then
 
In particular, these are true whenever f is continuous on [a, b].

Source: wikipedia.org

Table of Integrals

 

(1)

(2)

(3)

(4)

(5)

(6)

(7)

(8)

(9)

(10)

(11)

(12)

(13)

(14)

(15)

(16)

(17)

(18)

(19)

(20)

(21)

(22)

(23)

(24)

(25)

(26)

(27)

(28)

(29)

(30)

(31)

(32)

(33)

(34)

(35)

(36)

(37)

(38)

(39)

(40)

(41)

(41a)

(42)

(43)

(44)

(45)

(46)

(47)

(48)

(49)

(50)

(51)

(52)

(53)

(54)

(55)

(56)

(56a)

(57)

(58)

(58a)

(58b)

(58c)

(59)

(60)

(61)

(61a)

(62)

(63)

(64)

(64a)

(65)

(65a)

(66)

(66a)

(67)

(67a)

(68)

(68a)

(69)

(70)

(71)

(71a)

(72)

(73)

(74)

(75)

(76)

(77)

(78)

(79)

(80)

(81)

(82)

(83)

(84)

(85)

(86)

(87)

(88)

(89)

(90)

(91)

(92)

(93)

(94)

(95)

(96)

(97)

(98)

(99)

(100)

(101)

(102)

(103)

(104)

(105)

(106)

(107)

(108)

(109)

(110)

(111)

  

Multiple integration

 

Integrals can be taken over regions other than intervals. In general, an integral over a set E of a function f is written:

\int_E f(x) \, dx.

Here x need not be a real number, but can be another suitable quantity, for instance, a vector in R3. Fubini's theorem shows that such integrals can be rewritten as an iterated integral. In other words, the integral can be calculated by integrating one coordinate at a time.

Just as the definite integral of a positive function of one variable represents the area of the region between the graph of the function and the x-axis, the double integral of a positive function of two variables represents the volume of the region between the surface defined by the function and the plane which contains its domain. (The same volume can be obtained via the triple integral — the integral of a function in three variables — of the constant function f(x, y, z) = 1 over the above mentioned region between the surface and the plane.) If the number of variables is higher, then the integral represents a hypervolume, a volume of a solid of more than three dimensions that cannot be graphed.

For example, the volume of the cuboid of sides 4 × 6 × 5 may be obtained in two ways:

  • By the double integral
\iint_D 5 \ dx\, dy
of the function f(x, y) = 5 calculated in the region D in the xy-plane which is the base of the cuboid. For example, if a rectangular base of such a cuboid is given via the xy inequalities 2 ≤ x ≤ 7, 4 ≤ y ≤ 9, our above double integral now reads
\int_4^9 \int_2^7 \ 5 \ dx\, dy
From here, integration is conducted with respect to either x or y first; in this example, integration is first done with respect to x as the interval corresponding to x is the inner integral. Once the first integration is completed via the F(b) − F(a) method or otherwise, the result is again integrated with respect to the other variable. The result will equate to the volume under the surface.
  • By the triple integral
\iiint_\mathrm{cuboid} 1 \, dx\, dy\, dz
of the constant function 1 calculated on the cuboid itself.
 
 
 
 
 
 
 
 
 

Line integrals

 

 

The concept of an integral can be extended to more general domains of integration, such as curved lines and surfaces. Such integrals are known as line integrals and surface integrals respectively. These have important applications in physics, as when dealing with vector fields.

A line integral (sometimes called a path integral) is an integral where the function to be integrated is evaluated along a curve. Various different line integrals are in use. In the case of a closed curve it is also called a contour integral.

The function to be integrated may be a scalar field or a vector field. The value of the line integral is the sum of values of the field at all points on the curve, weighted by some scalar function on the curve (commonly arc length or, for a vector field, the scalar product of the vector field with a differential vector in the curve). This weighting distinguishes the line integral from simpler integrals defined on intervals. Many simple formulas in physics have natural continuous analogs in terms of line integrals; for example, the fact that work is equal to force, F, multiplied by displacement, s, may be expressed (in terms of vector quantities) as:

W=\vec F\cdot\vec s.

For an object moving along a path in a vector field \vec F such as an electric field or gravitational field, the total work done by the field on the object is obtained by summing up the differential work done in moving from \vec s to \vec s + d\vec s. This gives the line integral

W=\int_C \vec F\cdot d\vec s.
 
 
 

Surface integrals

 

 

 

 

A surface integral is a definite integral taken over a surface (which may be a curved set in space); it can be thought of as the double integral analog of the line integral. The function to be integrated may be a scalar field or a vector field. The value of the surface integral is the sum of the field at all points on the surface. This can be achieved by splitting the surface into surface elements, which provide the partitioning for Riemann sums.

For an example of applications of surface integrals, consider a vector field v on a surface S; that is, for each point x in S, v(x) is a vector. Imagine that we have a fluid flowing through S, such that v(x) determines the velocity of the fluid at x. The flux is defined as the quantity of fluid flowing through S in unit amount of time. To find the flux, we need to take the dot product of v with the unit surface normal to S at each point, which will give us a scalar field, which we integrate over the surface:

\int_S {\mathbf v}\cdot \,d{\mathbf {S}}.

The fluid flux in this example may be from a physical fluid such as water or air, or from electrical or magnetic flux. Thus surface integrals have applications in physics, particularly with the classical theory of electromagnetism.

Source: wikipedia.org

The Definite Integral - Understanding the Definition

Source: youtube.com