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Definite Integral
Lecture 34 Definite Integral. Basic Properties of Definite Integral
Definition Let be a continuous function defined on
divide the interval by the points
from to
into
subintervals ( not necessarily equal width) such that when
, the length of each subinterval will tend to zero.
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exists and is independent of the particular choice of and
, then we have
(1)
For equal width, i.e. divide into
equal subintervals of length, i.e.
, we have
.
Choose and
, hence
.
Definition If for a function the limit (1) exists, then we say the function is integrable on
.
Theorem If a function is continuous on
, then it is integrable on that interval.
Remark
R1 The value of the definite integral of a given function is a real number, depending on its lower and upper limits only, and is independent of the choice of the variable of integration, i.e.
.
R2 (by definition).
R3 (by definition)
Basic Properties of Definite Integrals
If are integrable functions on
then
(a) for some constant k.
(b) .
(c) If (Even Function) then
(d) If (Odd Function), then
(e) Let , then
.
Theorem (Comparison of two integrals)
If
, then
.
Theorem If and
are the smallest and greatest values of a function
on
,
and
, then
.
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