15.1. Integration as the limit of a sum. Introduction. Prerequisites. Learning Outcomes. Learning Style


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1 Integration as the limit of a sum 15.1 Introduction In Chapter 14, integration was introduced as the reverse of differentiation. A more rigorous treatment would show that integration is a process of adding or summation. Byviewing integration from this perspective it is possible to applythe techniques of integration to finding areas, volumes, centres of gravityand manyother important quantities. The content of this block is important because it is here that integration is defined properly. A thorough understanding of the process involved is essential if you need to apply integration techniques to practical problems. Prerequisites Before starting this Block you should... Learning Outcomes After completing this Block you should be able to... explain integration as the limit of a sum evaluate the limit of a sum in simple cases 1 be able to calculate definite integrals Learning Style To achieve what is expected of you... allocate sufficient studytime brieflyrevise the prerequisite material attempt every guided exercise and most of the other exercises
2 1. The limit of a sum y area required y( x) a b x Figure 1. The area under a curve Consider the graph of the positive function y(x) shown in Figure 1. Suppose we are interested in finding the area under the graph between x = a and x = b. One wayin which this area can be approximated is to divide it into a number of rectangles, find the area of each rectangle, and then add up all these individual rectangular areas. This is illustrated in Figure 2a, which shows the area divided into n rectangles, and Figure 2b which shows the dimensions of a typical rectangle which is located at x = x k. y y n rectangles y( x) y(x k ) δx y(x) a (a) b x (b) x k x Figure 2. a) The area approximated by n rectangles. b) A typical rectangle. Try each part of this exercise Part (a) Firstly, refer to Figure 2a and state the distance from a to b: Part (b) In Figure 2a) the area has been divided into n rectangles. If n rectangles span the distance from a to b state the width of each rectangle: Part (c) It is conventional to label the width of each rectangle as δx, i.e. δx = b a. Suppose n we label the x coordinates at the left hand side of the rectangles as x 1, x 2 up to x n (here x 1 = a and x n+1 = b). A typical rectangle, the kth rectangle, is shown in Figure 2b). Note that its height is y(x k ). Calculate its area: Engineering Mathematics: Open Learning Unit Level 1 2
3 The sum of the areas of all n rectangles is then y(x 1 )δx + y(x 2 )δx + y(x 3 )δx + + y(x n )δx which we write conciselyusing sigma notation as n y(x k )δx This quantitygives us an estimate of the area under the curve but it is not exact. To improve the estimate we must take a large number of verythin rectangles. So, what we want to find is the value of this sum when n tends to infinityand δx tends to zero. We write this value as lim n n y(x k )δx The lower and upper limits on the sum correspond to the first and last rectangle where x = a and x = b respectivelyand so we can write this limit in the equivalent form x=b lim δx 0 x=a y(x)δx (1) Here, as the number of rectangles increase without bound we drop the subscript k from x k and write y(x) which is the value of y at a typical value of x. If this sum can actuallybe found, it is called the definite integral of y(x), from x = a to x = b and it is written b y(x)dx. You a are alreadyfamiliar with the technique for evaluating definite integrals which was studied in Chapter 14, Block 2. Therefore we have the following definition: The definite integral b a Key Point x=b y(x)dx is defined as lim y(x)δx δx 0 x=a Note that the quantity δx represents the thickness of a small but finite rectangle. When we have taken the limit as δx tends to zero to obtain the integral, we write dx. This process of dividing an area into verysmall regions, performing a calculation on each region, and then adding the results bymeans of an integral is veryimportant. This will become apparent when finding volumes, centres of gravity, moments of inertia etc in the following blocks where similar procedures are followed. Example The area under the graph of y = x 2 between x = 0 and x = 1 is to be found using the technique just described. If the required area is approximated bya large number of thin rectangles, the limit of the sum of their areas is given from Equation 1 as x=1 lim δx 0 x=0 y(x) δx Write down the integral which this sum defines and evaluate it to obtain the area under the curve. 3 Engineering Mathematics: Open Learning Unit Level 1
4 Solution The limit of the sum defines the integral 1 y(x)dx. Here y = 0 x2 and so 1 [ ] x x dx = = To show that the process of taking the limit of a sum actuallyworks we discuss the problem in detail. Example Use the idea of the limit of a sum to find the area under the graph of y = x 2 between x = 0 and x =1. Solution y 1 y =x 2 n rectangles 0 1 x Figure 3. The area under y = x 2 is approximated bya number of thin rectangles. Try each part of this exercise Refer to the graph in Figure 3 to help you answer the questions. Part (a) If the interval between x = 0 and x = 1 is divided into n rectangles what is the width of each rectangle? Part (b) What is the x coordinate at the lefthand side of the first rectangle? Part (c) What is the x coordinate at the lefthand side of the second rectangle? Part (d) What is the x coordinate at the lefthand side of the third rectangle? Engineering Mathematics: Open Learning Unit Level 1 4
5 Part (e) What is the x coordinate at the lefthand side of the kth rectangle? Part (f) Given that y = x 2, what is the y coordinate at the lefthand side of the kth rectangle? Part (g) The area of the kth rectangle is its height its width. Write down the area of the kth rectangle: To find the total area A n of the n rectangles we must add up all these individual rectangular areas: n (k 1) 2 A n = This sum can be simplified and then calculated as follows. You will need to make use of the formulas for the sum of the first k integers, and the sum of the squares of the first k integers: n 3 n 1=n, n k = 1 n n(n +1), 2 k 2 = 1 n(n + 1)(2n +1) 6 Then, the total area of the rectangles is given by A n = n (k 1) 2 n 3 = 1 n 3 n (k 1) 2 = 1 n (k 2 2k +1) n 3 = 1 n 3 ( n k 2 2 n k + ) n 1 = 1 n 3 ( n 6 (n + 1)(2n +1) 2n 2 (n +1)+n ) = 1 ( (n + 1)(2n +1) n 2 6 = 1 ( (n + 1)(2n +1) n 2 6 = 1 ( (n + 1)(2n +1) n 2 6 = 1 ( 2n 2 3n +1 ) 6n 2 = n + 1 6n 2 ) (n +1)+1 ) Note that this is a formula for the total area of the n rectangles. It is an estimate of the area under the graph of y = x 2.Now,asn gets larger, the terms 1 and 1 become small and will 2n 6n 2 eventuallytend to zero. n 6n 6 ) 5 Engineering Mathematics: Open Learning Unit Level 1
6 Part (h) Let n tend to infinityto obtain the exact answer: The required area is 1. 3 The area has been found as the limit of a sum and of course agrees with that calculated by integration. In the calculations which follow in subsequent blocks the need to evaluate complicated limits like this is avoided byperforming the integration using the techniques of Chapter 14. Nevertheless it will still be necessaryto go through the process of dividing a region into small sections, performing a calculation on each section and then adding the results, in order to formulate the integral required. More exercises for you to try There are deliberatelyfew exercises in this Block because in practice integrals are evaluated using the techniques of Chapter 14 and not bytaking explicit limits of sums. What is important though is an understanding of how the appropriate sum is formed. 1. Find the area under y = x + 1 from x =0tox = 10 using the limit of a sum. 2. Find the area under y =3x 2 from x =0tox = 2 using the limit of a sum. 3. Write down, but do not evaluate, the integral defined bythe limit as δx 0, or δt 0 of the following sums: (a) x=1 x 3 δx, x=0 (b) x=4 4πx 2 δx, x=0 (c) t=1 t 3 δt, t=0 (d) x=1 6mx 2 δx. x=0 Engineering Mathematics: Open Learning Unit Level 1 6
7 End of Block Engineering Mathematics: Open Learning Unit Level 1
8 b a Engineering Mathematics: Open Learning Unit Level 1 8
9 b a n 9 Engineering Mathematics: Open Learning Unit Level 1
10 y(x k ) δx Engineering Mathematics: Open Learning Unit Level 1 10
11 1 n 11 Engineering Mathematics: Open Learning Unit Level 1
12 0 Engineering Mathematics: Open Learning Unit Level 1 12
13 1 n 13 Engineering Mathematics: Open Learning Unit Level 1
14 2 n Engineering Mathematics: Open Learning Unit Level 1 14
15 k 1 n 15 Engineering Mathematics: Open Learning Unit Level 1
16 ( k 1 ) 2 n Engineering Mathematics: Open Learning Unit Level 1 16
17 ( k 1 ) 2 n 1 = (k 1)2 n n 3 17 Engineering Mathematics: Open Learning Unit Level 1
18 1 3 Engineering Mathematics: Open Learning Unit Level 1 18
19 (a) 1 0 x3 dx. (b) 4π 4 0 x2 dx, (c) 1 0 t3 dt, (d) 1 0 6mx2 dx. 19 Engineering Mathematics: Open Learning Unit Level 1
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