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Applied Mathematics · Ch 4 — Integration and Its Application

Some Properties of Definite Integrals

4.6

Some Properties of Definite Integrals

Definite integrals obey a set of properties that make many integrals far easier to evaluate than working from the fundamental theorem directly, especially when the integrand has some underlying symmetry.

  • Independence of the variable name: ∫abf(x) dx=∫abf(t) dt\displaystyle\int_a^b f(x)\,dx = \int_a^b f(t)\,dt — the letter used for the variable of integration does not affect the value, since both reduce to F(b)−F(a)F(b)-F(a).
  • Reversing the limits flips the sign: ∫abf(x) dx=−∫baf(x) dx\displaystyle\int_a^b f(x)\,dx = -\int_b^a f(x)\,dx.
  • Splitting the interval: for any point cc, ∫abf(x) dx=∫acf(x) dx+∫cbf(x) dx\displaystyle\int_a^b f(x)\,dx = \int_a^c f(x)\,dx + \int_c^b f(x)\,dx.
  • Reflecting about the midpoint: ∫abf(x) dx=∫abf(a+b−x) dx\displaystyle\int_a^b f(x)\,dx = \int_a^b f(a+b-x)\,dx, obtained by substituting t=a+b−xt=a+b-x.
  • A special case of the above, with a=0a=0: ∫0af(x) dx=∫0af(a−x) dx\displaystyle\int_0^a f(x)\,dx = \int_0^a f(a-x)\,dx.
  • Doubling the interval: ∫02af(x) dx=∫0af(x) dx+∫0af(2a−x) dx\displaystyle\int_0^{2a} f(x)\,dx = \int_0^a f(x)\,dx + \int_0^a f(2a-x)\,dx.

Combining the last property with the sign-flip property gives a useful consequence for behaviour symmetric about x=ax=a:

∫02af(x) dx={2∫0af(x) dx,if f(2a−x)=f(x)0,if f(2a−x)=−f(x)\displaystyle\int_0^{2a} f(x)\,dx = \begin{cases} 2\displaystyle\int_0^a f(x)\,dx, & \text{if } f(2a-x)=f(x) \\[4pt] 0, & \text{if } f(2a-x)=-f(x) \end{cases}

The most frequently used special case involves even and odd functions. Recall ff is even if f(−x)=f(x)f(-x)=f(x) (e.g. f(x)=x2f(x)=x^2) and odd if f(−x)=−f(x)f(-x)=-f(x) (e.g. f(x)=x3f(x)=x^3). Then: …