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Integral


The term "integral" can refer to a number of different concepts in mathematics. The most common meaning is the fundamental object of calculus corresponding to summing infinitesimal pieces to find the content of a continuous region. Other uses of "integral" include values that always take on integer values (e.g., integral embedding, integral graph), mathematical objects for which integers form basic examples (e.g., integral domain), and particular values of an equation (e.g., integral curve).

In calculus, an integral is a mathematical object that can be interpreted as an area or a generalization of area. Integrals, together with derivatives, are the fundamental objects of calculus. Other words for integral include antiderivative and primitive. The process of computing an integral is called integration (a more archaic term for integration is quadrature), and the approximate computation of an integral is termed numerical integration.

The Riemann integral is the simplest integral definition and the only one usually encountered in physics and elementary calculus. In fact, according to Jeffreys and Jeffreys (1988, p. 29), "it appears that cases where these methods [i.e., generalizations of the Riemann integral] are applicable and Riemann's [definition of the integral] is not are too rare in physics to repay the extra difficulty."

The Riemann integral of the function f(x) over x from a to b is written

 int_a^bf(x)dx.
(1)

Note that if f(x)=1, the integral is written simply

 int_a^bdx
(2)

as opposed to int_a^b1dx.

Many definitions of an integral are based on a particular measure. For instance, the Riemann integral is based on Jordan measure, and the Lebesgue integral is based on Lebesgue measure. Moreover, depending on the context, any of a variety of other integral notations may be used. For example, the Lebesgue integral of an integrable function f over a set X which is measurable with respect to a measure mu is often written

 int_Xf(x)dmu.
(3)

In the event that the set X in (3) is an interval X=[a,b], the "subscript-superscript" notation from (2) is usually adopted. Another generalization of the Riemann integral is the Stieltjes integral, where a continuous integrand function f on a closed interval I=[a,b] can be integrated against a real-valued function alpha(x) of bounded variation defined on I, the result of which has the form

 intf(x)dalpha(x),
(4)

or equivalently

 intfdalpha.
(5)

In differential geometry, form integration integrates a differential k-form omega over an oriented k-dimensional submanifold or chain. In a positively oriented coordinate chart, write omega=f(x)dx_1 ^ ... ^ dx_k. For a set X in this chart,

 int_Xomega=int_Xfdmu,
(6)

where mu is k-dimensional Lebesgue measure. Reversing the orientation changes the sign of the integral. Worth noting is that the notation on the left-hand side of equation (6) is similar to that in expression (5) above.

There are two classes of (Riemann) integrals: definite integrals such as (5), which have upper and lower limits, and indefinite integrals, such as

 intf(x)dx,
(7)

which are written without limits. The first fundamental theorem of calculus allows definite integrals to be computed in terms of indefinite integrals, since if F(x) is the indefinite integral for f(x), then

 int_a^bf(x)dx=F(b)-F(a).
(8)

What's more, the first fundamental theorem of calculus can be rewritten more generally in terms of differential forms (as in (6) above) to say that the integral of a differential form omega over the boundary partialOmega of some orientable manifold Omega equals the integral of the exterior derivative domega over Omega when Omega is a compact, oriented smooth manifold and omega is a smooth form of degree dimOmega-1, with the induced orientation on the boundary, i.e.,

 int_(partialOmega)omega=int_Omegadomega.
(9)

Written in this form, the first fundamental theorem of calculus is known as Stokes' theorem.

Since the derivative of a constant is zero, indefinite integrals are defined only up to an arbitrary constant of integration C, i.e.,

 intf(x)dx=F(x)+C.
(10)

Wolfram Research maintains a web site https://www.wolframalpha.com/calculators/integral-calculator/ that can find the indefinite integral of many common (and not so common) functions.

Differentiating integrals leads to some useful and powerful identities. For instance, if f(x) is continuous, then

 d/(dx)int_a^xf(x^')dx^'=f(x),
(11)

which is the first fundamental theorem of calculus. When f is continuously differentiable in its variables on a neighborhood of the integration regions, and any moving limits are continuously differentiable, other derivative-integral identities include

 d/(dx)int_x^bf(x^')dx^'=-f(x),
(12)

the Leibniz integral rule

 d/(dx)int_a^bf(x,t)dt=int_a^bpartial/(partialx)f(x,t)dt
(13)

(Kaplan 1992, p. 275), its generalization

 d/(dx)int_(u(x))^(v(x))f(x,t)dt=v^'(x)f(x,v(x))-u^'(x)f(x,u(x))+int_(u(x))^(v(x))partial/(partialx)f(x,t)dt,
(14)

(Kaplan 1992, p. 258), and

 d/(dx)int_a^xf(x,t)dt=1/(x-a)int_a^x[(x-a)partial/(partialx)f(x,t)+(t-a)partial/(partialt)f(x,t)+f(x,t)]dt,
(15)

as follows from the moving-limit Leibniz integral rule and integration by parts, for x!=a.

Other integral identities include

 int_0^xdt_nint_0^(t_n)dt_(n-1)...int_0^(t_3)dt_2int_0^(t_2)f(t_1)dt_1=1/((n-1)!)int_0^x(x-t)^(n-1)f(t)dt.
(16)

For a continuously differentiable vector field J on a bounded region V with piecewise smooth boundary, the product rule and divergence theorem give

 sum_(k)partial/(partialx_k)(x_jJ_k)=J_j+x_jdel ·J
(17)

and

 int_VJd^3r=int_(partialV)r(J·n)dS-int_Vrdel ·Jd^3r,
(18)

where n is the outward unit normal vector. The boundary term vanishes, for example, when J·n=0 on partialV. Another integral identity is

 int_(-infty)^inftyF(f(x))dx=int_(-infty)^inftyF(x)dx,
(19)

where F is any function and

 f(x)=x-sum_(n=0)^infty(a_n)/(x+b_n)
(20)

provided a_n>=0, b_n is real, the defining series converges, and the integrals exist (Glasser 1983).

Integrals with rational exponents can often be evaluated by integration by substitution using u=x^(1/n), where n is the least common multiple of the denominators of the exponents.


See also

A-Integrable, Abelian Integral, Calculus, Chebyshev-Gauss Quadrature, Chebyshev Quadrature, Darboux Integral, Definite Integral, Denjoy Integral, Derivative, Differential Geometry, Differential k-Form, Double Exponential Integration, Double Integral, Euler Integral, Form Integration, Fundamental Theorem of Gaussian Quadrature, Gauss-Jacobi Mechanical Quadrature, Gaussian Quadrature, Haar Integral, Hermite-Gauss Quadrature, Indefinite Integral, Integral Calculus, Integration, Jacobi-Gauss Quadrature, Laguerre-Gauss Quadrature, Lebesgue Integral, Lebesgue-Stieltjes Integral, Legendre-Gauss Quadrature, Leibniz Integral Rule, Lobatto Quadrature, Multiple Integral, Nested Function, Newton-Cotes Formulas, Numerical Integration, Perron Integral, Quadrature, Radau Quadrature, Recursive Monotone Stable Quadrature, Repeated Integral, Riemann Integral, Romberg Integration, Singular Integral, Stieltjes Integral, Stokes' Theorem, Triple Integral Explore this topic in the MathWorld classroom

Portions of this entry contributed by Christopher Stover

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References

Beyer, W. H. "Integrals." CRC Standard Mathematical Tables, 28th ed. Boca Raton, FL: CRC Press, pp. 233-296, 1987.Boros, G. and Moll, V. Irresistible Integrals: Symbolics, Analysis and Experiments in the Evaluation of Integrals. Cambridge, England: Cambridge University Press, 2004.Bronstein, M. Symbolic Integration I: Transcendental Functions. New York: Springer-Verlag, 1996.Dubuque, W. G. "Re: Integrals Done Free on the Web." math-fun@cs.arizona.edu posting, Sept. 24, 1996.Glasser, M. L. "A Remarkable Property of Definite Integrals." Math. Comput. 40, 561-563, 1983.Gordon, R. A. The Integrals of Lebesgue, Denjoy, Perron, and Henstock. Providence, RI: Amer. Math. Soc., 1994.Gradshteyn, I. S. and Ryzhik, I. M. Table of Integrals, Series, and Products, 6th ed. San Diego, CA: Academic Press, 2000.Jeffreys, H. and Jeffreys, B. S. Methods of Mathematical Physics, 3rd ed. Cambridge, England: Cambridge University Press, p. 29, 1988.Kaplan, W. Advanced Calculus, 4th ed. Reading, MA: Addison-Wesley, 1992.Piessens, R.; de Doncker, E.; Uberhuber, C. W.; and Kahaner, D. K. QUADPACK: A Subroutine Package for Automatic Integration. New York: Springer-Verlag, 1983.Ritt, J. F. Integration in Finite Terms: Liouville's Theory of Elementary Methods. New York: Columbia University Press, p. 37, 1948.Shanks, D. Solved and Unsolved Problems in Number Theory, 4th ed. New York: Chelsea, p. 145, 1993.Wolfram Research. "Online Integral Calculator." https://www.wolframalpha.com/calculators/integral-calculator/.

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Integral

Cite this as:

Weisstein, Eric W., with contributions by Christopher Stover. "Integral." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/Integral.html

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