The fundamental theorem, part 1
Define A(x) as the accumulated area under f from a fixed starting point a up to x. The first part of the fundamental theorem says that the derivative of A is the original function: d/dx of the integral of f(t) dt from a to x equals f(x), when f is continuous. Differentiation undoes accumulation. If the upper limit is a function g(x), the chain rule adds a factor: the derivative is f(g(x)) * g'(x).
Example: d/dx of the integral of cos(t) dt from 1 to x^3 is cos(x^3) * 3x^2.
The fundamental theorem, part 2
If F is any antiderivative of f, then the integral of f from a to b equals F(b) - F(a). This turns area problems into algebra: find an antiderivative, evaluate at the top limit, subtract the value at the bottom limit. The constant C cancels, so you can leave it out.
Substitution
Substitution reverses the chain rule. When you see a function and its derivative (up to a constant) in the integrand, let u be the inside function.
- Choose u, for example the inside of a power or an exponent.
- Compute du = u' dx and rewrite everything in terms of u.
- Integrate in u.
- Substitute back, or for a definite integral convert the limits to u-values and do not substitute back.
Worked example
Evaluate the integral of 6x(x^2 + 2)^2 dx from x = 0 to x = 1.
Let u = x^2 + 2, so du = 2x dx and 6x dx = 3 du. When x = 0, u = 2, and when x = 1, u = 3. The integral becomes 3 times the integral of u^2 du from 2 to 3, which is u^3 evaluated from 2 to 3: 27 - 8 = 19.
Another example: the integral of 2x e^(x^2) dx. With u = x^2, du = 2x dx, so the integral is e^u + C = e^(x^2) + C.
Average value
The average value of f on [a, b] is (1/(b - a)) times the integral of f from a to b. For f(x) = x on [0, 4] the average is (1/4)(8) = 2.
Common mistakes
- Forgetting the g'(x) factor when the upper limit is a function of x.
- Forgetting to convert the limits when substituting in a definite integral.
- Leaving leftover x terms in the integrand after substitution; if x remains, the choice of u may be wrong.
- Reversing F(b) - F(a).