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Integrals & Fundamental Theorem

πŸ”’ Integrals & The Fundamental Theorem of Calculus

Integration is the process of finding the accumulation of a quantity, such as the area under a curve or the total distance traveled.


🟒 1. Antiderivatives and Indefinite Integrals

An antiderivative of a function f(x)f(x) is a function F(x)F(x) such that Fβ€²(x)=f(x)F'(x) = f(x).

The indefinite integral represents the family of all antiderivatives: ∫f(x)dx=F(x)+C\int f(x) dx = F(x) + C where CC is the constant of integration.

Common Integrals

  • Power Rule: ∫xndx=xn+1n+1+C\int x^n dx = \frac{x^{n+1}}{n+1} + C (for nβ‰ βˆ’1n \neq -1).
  • Exponential: ∫exdx=ex+C\int e^x dx = e^x + C.
  • Trigonometric: ∫cos⁑(x)dx=sin⁑(x)+C\int \cos(x) dx = \sin(x) + C.
  • Logarithmic: ∫1xdx=ln⁑∣x∣+C\int \frac{1}{x} dx = \ln|x| + C.

🟑 2. Definite Integrals & Riemann Sums

The definite integral represents the area under the curve f(x)f(x) between x=ax=a and x=bx=b.

∫abf(x)dx=lim⁑nβ†’βˆžβˆ‘i=1nf(xiβˆ—)Ξ”x\int_a^b f(x) dx = \lim_{n \to \infty} \sum_{i=1}^n f(x_i^*) \Delta x

Riemann Sums

A Riemann sum is an approximation of the area under a curve by dividing it into rectangles.

  • Left/Right Endpoints: Using the left or right side of each subinterval for the height.
  • Midpoint Rule: Using the middle of each subinterval for more accuracy.
  • Trapezoidal Rule: Using trapezoids instead of rectangles.

πŸ”΄ 3. The Fundamental Theorem of Calculus (FTC)

The FTC links differentiation and integration, showing that they are essentially inverse operations.

Part 1: Derivative of an Integral

If g(x)=∫axf(t)dtg(x) = \int_a^x f(t) dt, then gβ€²(x)=f(x)g'(x) = f(x).

Part 2: Evaluation of a Definite Integral

If FF is an antiderivative of ff on [a,b][a, b], then: ∫abf(x)dx=F(b)βˆ’F(a)\int_a^b f(x) dx = F(b) - F(a)


🎯 4. Integration Techniques

1. Integration by Substitution (U-Substitution)

Reverses the Chain Rule: ∫f(g(x))gβ€²(x)dx=∫f(u)du\int f(g(x)) g'(x) dx = \int f(u) du

2. Integration by Parts

Reverses the Product Rule: ∫udv=uvβˆ’βˆ«vdu\int u dv = uv - \int v du


πŸ’‘ Practical Example: Numerical Integration (Simpson’s Rule)

When we can’t find an antiderivative analytically, we use numerical methods.

import numpy as np

def f(x):
    return x**2

def simpsons_rule(f, a, b, n):
    if n % 2: n += 1 # n must be even
    h = (b - a) / n
    x = np.linspace(a, b, n + 1)
    y = f(x)
    S = h/3 * np.sum(y[0:-1:2] + 4*y[1::2] + y[2::2])
    return S

# Example: Integral of x^2 from 0 to 1 (should be 1/3)
area = simpsons_rule(f, 0, 1, 100)
print(f"Approximated area: {area}")

πŸš€ Key Takeaways

  • Integration sums up small parts to find a total.
  • The FTC connects derivatives and integrals.
  • U-substitution and Integration by Parts are the primary techniques for solving integrals.