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Integral - Wikipedia

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Integral - Wikipedia https://en.wikipedia.

org/wiki/Integral

Integral
In mathematics, an integral assigns numbers to
functions in a way that describes displacement, area,
volume, and other concepts that arise by combining
infinitesimal data. The process of finding integrals is
called integration. Along with differentiation,
integration is a fundamental, essential operation of
calculus,[a] and serves as a tool to solve problems in
mathematics and physics involving the area of an
arbitrary shape, the length of a curve, and the volume
of a solid, among others.

The integrals enumerated here are those termed


definite integrals, which can be interpreted
formally as the signed area of the region in the plane
that is bounded by the graph of a given function
between two points in the real line. Conventionally,
areas above the horizontal axis of the plane are
A definite integral of a function can be
positive while areas below are negative. Integrals also
represented as the signed area of the region
refer to the concept of an antiderivative, a function bounded by its graph.
whose derivative is the given function. In this case,
they are called indefinite integrals. The
fundamental theorem of calculus relates definite integrals with differentiation and provides a method
to compute the definite integral of a function when its antiderivative is known.

Although methods of calculating areas and volumes dated from ancient Greek mathematics, the
principles of integration were formulated independently by Isaac Newton and Gottfried Wilhelm
Leibniz in the late 17th century, who thought of the area under a curve as an infinite sum of rectangles
of infinitesimal width. Bernhard Riemann later gave a rigorous definition of integrals, which is based
on a limiting procedure that approximates the area of a curvilinear region by breaking the region into
thin vertical slabs.

Integrals may be generalized depending on the type of the function as well as the domain over which
the integration is performed. For example, a line integral is defined for functions of two or more
variables, and the interval of integration is replaced by a curve connecting the two endpoints of the
interval. In a surface integral, the curve is replaced by a piece of a surface in three-dimensional space.

Contents
History
Pre-calculus integration
Leibniz and Newton
Formalization
Historical notation

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First use of the term


Terminology and notation
Interpretations
Formal definitions
Riemann integral
Lebesgue integral
Other integrals
Properties
Linearity
Inequalities
Conventions
Fundamental theorem of calculus
First theorem
Second theorem
Extensions
Improper integrals
Multiple integration
Line integrals and surface integrals
Contour integrals
Integrals of differential forms
Summations
Applications
Computation
Analytical
Symbolic
Numerical
Mechanical
Geometrical
See also
Notes
References
Bibliography
External links
Online books

History

Pre-calculus integration

The first documented systematic technique capable of determining integrals is the method of
exhaustion of the ancient Greek astronomer Eudoxus (ca. 370 BC), which sought to find areas and
volumes by breaking them up into an infinite number of divisions for which the area or volume was

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known.[1] This method was further developed and employed by Archimedes in the 3rd century BC and
used to calculate the area of a circle, the surface area and volume of a sphere, area of an ellipse, the
area under a parabola, the volume of a segment of a paraboloid of revolution, the volume of a segment
of a hyperboloid of revolution, and the area of a spiral.[2]

A similar method was independently developed in China around the 3rd century AD by Liu Hui, who
used it to find the area of the circle. This method was later used in the 5th century by Chinese father-
and-son mathematicians Zu Chongzhi and Zu Geng to find the volume of a sphere.[3]

In the Middle East, Hasan Ibn al-Haytham, Latinized as Alhazen (c. 965 – c. 1040   AD) derived a
formula for the sum of fourth powers.[4] He used the results to carry out what would now be called an
integration of this function, where the formulae for the sums of integral squares and fourth powers
allowed him to calculate the volume of a paraboloid.[5]

The next significant advances in integral calculus did not begin to appear until the 17th century. At
this time, the work of Cavalieri with his method of Indivisibles, and work by Fermat, began to lay the
foundations of modern calculus,[6] with Cavalieri computing the integrals of xn up to degree n = 9 in
Cavalieri's quadrature formula.[7] Further steps were made in the early 17th century by Barrow and
Torricelli, who provided the first hints of a connection between integration and differentiation.
Barrow provided the first proof of the fundamental theorem of calculus.[8] Wallis generalized
Cavalieri's method, computing integrals of x to a general power, including negative powers and
fractional powers.[9]

Leibniz and Newton

The major advance in integration came in the 17th century with the independent discovery of the
fundamental theorem of calculus by Leibniz and Newton.[10] The theorem demonstrates a connection
between integration and differentiation. This connection, combined with the comparative ease of
differentiation, can be exploited to calculate integrals. In particular, the fundamental theorem of
calculus allows one to solve a much broader class of problems. Equal in importance is the
comprehensive mathematical framework that both Leibniz and Newton developed. Given the name
infinitesimal calculus, it allowed for precise analysis of functions within continuous domains. This
framework eventually became modern calculus, whose notation for integrals is drawn directly from
the work of Leibniz.

Formalization

While Newton and Leibniz provided a systematic approach to integration, their work lacked a degree
of rigour. Bishop Berkeley memorably attacked the vanishing increments used by Newton, calling
them "ghosts of departed quantities".[11] Calculus acquired a firmer footing with the development of
limits. Integration was first rigorously formalized, using limits, by Riemann.[12] Although all bounded
piecewise continuous functions are Riemann-integrable on a bounded interval, subsequently more
general functions were considered—particularly in the context of Fourier analysis—to which
Riemann's definition does not apply, and Lebesgue formulated a different definition of integral,
founded in measure theory (a subfield of real analysis). Other definitions of integral, extending
Riemann's and Lebesgue's approaches, were proposed. These approaches based on the real number
system are the ones most common today, but alternative approaches exist, such as a definition of
integral as the standard part of an infinite Riemann sum, based on the hyperreal number system.

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Historical notation

The notation for the indefinite integral was introduced by Gottfried Wilhelm Leibniz in 1675.[13] He
adapted the integral symbol, ∫, from the letter ſ (long s), standing for summa (written as ſumma;
Latin for "sum" or "total"). The modern notation for the definite integral, with limits above and below
the integral sign, was first used by Joseph Fourier in Mémoires of the French Academy around
1819–20, reprinted in his book of 1822.[14]

Isaac Newton used a small vertical bar above a variable to indicate integration, or placed the variable
.
inside a box. The vertical bar was easily confused with x or x′, which are used to indicate
differentiation, and the box notation was difficult for printers to reproduce, so these notations were
not widely adopted.[15]

First use of the term

The term was first printed in Latin by Jacob Bernoulli in 1690: "Ergo et horum Integralia
aequantur".[16]

Terminology and notation


In general, the integral of a real-valued function f(x) with respect to a real variable x on an interval
[a, b] is written as

The integral sign ∫ represents integration. (In modern Arabic mathematical notation, a reflected
integral symbol is used.[17]) The symbol dx, called the differential of the variable x, indicates that
the variable of integration is x. The function f(x) is called the integrand, the points a and b are called
the limits of integration, and the integral is said to be over the interval [a, b], called the interval of
integration.[18] A function is said to be integrable if its integral over its domain is finite, and when
limits are specified, the integral is called a definite integral.

When the limits are omitted, as in

the integral is called an indefinite integral, which represents a class of functions (the antiderivative)
whose derivative is the integrand.[19] The fundamental theorem of calculus relates the evaluation of
definite integrals to indefinite integrals. There are several extensions of the notation for integrals to
encompass integration on unbounded domains and/or in multiple dimensions (see later sections of
this article).

In advanced settings, it is not uncommon to leave out dx when only the simple Riemann integral is
being used, or the exact type of integral is immaterial. For instance, one might write
to express the linearity of the integral, a property shared by the

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Riemann integral and all generalizations thereof.[20]

Interpretations
Integrals appear in many practical situations. For instance, from
the length, width and depth of a swimming pool which is
rectangular with a flat bottom, one can determine the volume of
water it can contain, the area of its surface, and the length of its
edge. But if it is oval with a rounded bottom, integrals are
required to find exact and rigorous values for these quantities. In
each case, one may divide the sought quantity into infinitely
many infinitesimal pieces, then sum the pieces to achieve an
accurate approximation.

For example, to find the area of the region bounded by the graph
of the function f(x) = √x between x = 0 and x = 1, one can cross
the interval in five steps (0, 1/5, 2/5, ..., 1), then fill a rectangular Approximations to integral of √x
using the right end height of each piece (thus from 0 to 1, with 5 yellow right
√0, √1/5, √2/5, ..., √1 ) and sum their areas to get an endpoint partitions and 12 green left
approximation of endpoint partitions

which is larger than the exact value. Alternatively, when replacing these subintervals by ones with the
left end height of each piece, the approximation one gets is too low: with twelve such subintervals the
approximated area is only 0.6203. However, when the number of pieces increase to infinity, it will
reach a limit which is the exact value of the area sought (in this case, 2/3). One writes

which means 2/3 is the result of a weighted sum of function values, √x , multiplied by the
infinitesimal step widths, denoted by dx, on the interval [0, 1].

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Darboux sums

Darboux upper sums of the function y = x2 Darboux lower sums of the function y = x2

Formal definitions
There are many ways of formally defining an integral, not all of
which are equivalent. The differences exist mostly to deal with
differing special cases which may not be integrable under other
definitions, but also occasionally for pedagogical reasons. The most
commonly used definitions are Riemann integrals and Lebesgue
integrals.

Riemann integral

The Riemann integral is defined in terms of Riemann sums of


functions with respect to tagged partitions of an interval.[21] A Riemann sums converging
tagged partition of a closed interval [a, b] on the real line is a finite
sequence

This partitions the interval [a, b] into n sub-intervals [xi−1, xi] indexed by i, each of which is "tagged"
with a distinguished point ti ∈ [xi−1, xi]. A Riemann sum of a function f with respect to such a tagged
partition is defined as

thus each term of the sum is the area of a rectangle with height equal to the function value at the
distinguished point of the given sub-interval, and width the same as the width of sub-interval,
Δi = xi−xi−1. The mesh of such a tagged partition is the width of the largest sub-interval formed by
the partition, maxi=1...n Δi. The Riemann integral of a function f over the interval [a, b] is equal to S
if:[22]

For all there exists such that, for any tagged partition with mesh less than

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When the chosen tags give the maximum (respectively, minimum) value of each interval, the
Riemann sum becomes an upper (respectively, lower) Darboux sum, suggesting the close connection
between the Riemann integral and the Darboux integral.

Lebesgue integral

It is often of interest, both in theory and applications, to be


able to pass to the limit under the integral. For instance, a
sequence of functions can frequently be constructed that
approximate, in a suitable sense, the solution to a problem.
Then the integral of the solution function should be the limit
of the integrals of the approximations. However, many
functions that can be obtained as limits are not Riemann-
integrable, and so such limit theorems do not hold with the
Riemann integral. Therefore, it is of great importance to have
a definition of the integral that allows a wider class of
Riemann–Darboux's integration (top) and
functions to be integrated.[23]
Lebesgue integration (bottom)
Such an integral is the Lebesgue integral, that exploits the
following fact to enlarge the class of integrable functions: if
the values of a function are rearranged over the domain, the integral of a function should remain the
same. Thus Henri Lebesgue introduced the integral bearing his name, explaining this integral thus in
a letter to Paul Montel:[24]

I have to pay a certain sum, which I have collected in my pocket. I take the bills and coins
out of my pocket and give them to the creditor in the order I find them until I have reached
the total sum. This is the Riemann integral. But I can proceed differently. After I have
taken all the money out of my pocket I order the bills and coins according to identical
values and then I pay the several heaps one after the other to the creditor. This is my
integral.

As Folland puts it, "To compute the Riemann integral of f, one partitions the domain [a, b] into
subintervals", while in the Lebesgue integral, "one is in effect partitioning the range of f ".[25] The
definition of the Lebesgue integral thus begins with a measure, µ. In the simplest case, the Lebesgue
measure µ(A) of an interval A = [a, b] is its width, b − a, so that the Lebesgue integral agrees with
the (proper) Riemann integral when both exist.[26] In more complicated cases, the sets being
measured can be highly fragmented, with no continuity and no resemblance to intervals.

Using the "partitioning the range of f " philosophy, the integral of a non-negative function f : R → R
should be the sum over t of the areas between a thin horizontal strip between y = t and y = t + dt.
This area is just µ{ x : f(x) > t} dt. Let f∗(t) = µ{ x : f(x) > t}. The Lebesgue integral of f is then
defined by

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where the integral on the right is an ordinary improper Riemann integral (f∗ is a strictly decreasing
positive function, and therefore has a well-defined improper Riemann integral).[27] For a suitable
class of functions (the measurable functions) this defines the Lebesgue integral.

A general measurable function f is Lebesgue-integrable if the sum of the absolute values of the areas
of the regions between the graph of f and the x-axis is finite:[28]

In that case, the integral is, as in the Riemannian case, the difference between the area above the
x-axis and the area below the x-axis:[29]

where

Other integrals

Although the Riemann and Lebesgue integrals are the most widely used definitions of the integral, a
number of others exist, including:

The Darboux integral, which is defined by Darboux sums (restricted Riemann sums) yet is
equivalent to the Riemann integral - a function is Darboux-integrable if and only if it is Riemann-
integrable. Darboux integrals have the advantage of being easier to define than Riemann
integrals.
The Riemann–Stieltjes integral, an extension of the Riemann integral which integrates with
respect to a function as opposed to a variable.
The Lebesgue–Stieltjes integral, further developed by Johann Radon, which generalizes both the
Riemann–Stieltjes and Lebesgue integrals.
The Daniell integral, which subsumes the Lebesgue integral and Lebesgue–Stieltjes integral
without depending on measures.
The Haar integral, used for integration on locally compact topological groups, introduced by Alfréd
Haar in 1933.
The Henstock–Kurzweil integral, variously defined by Arnaud Denjoy, Oskar Perron, and (most
elegantly, as the gauge integral) Jaroslav Kurzweil, and developed by Ralph Henstock.
The Itô integral and Stratonovich integral, which define integration with respect to semimartingales
such as Brownian motion.

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The Young integral, which is a kind of Riemann–Stieltjes integral with respect to certain functions
of unbounded variation.
The rough path integral, which is defined for functions equipped with some additional "rough path"
structure and generalizes stochastic integration against both semimartingales and processes such
as the fractional Brownian motion.
The Choquet integral, a subadditive or superadditive integral created by the French
mathematician Gustave Choquet in 1953.

Properties

Linearity

The collection of Riemann-integrable functions on a closed interval [a, b] forms a vector space under
the operations of pointwise addition and multiplication by a scalar, and the operation of integration

is a linear functional on this vector space. Thus, the collection of integrable functions is closed under
taking linear combinations, and the integral of a linear combination is the linear combination of the
integrals:[30]

Similarly, the set of real-valued Lebesgue-integrable functions on a given measure space E with
measure µ is closed under taking linear combinations and hence form a vector space, and the
Lebesgue integral

is a linear functional on this vector space, so that:[29]

More generally, consider the vector space of all measurable functions on a measure space (E,µ),
taking values in a locally compact complete topological vector space V over a locally compact
topological field K, f : E → V. Then one may define an abstract integration map assigning to each
function f an element of V or the symbol ∞,

that is compatible with linear combinations.[31] In this situation, the linearity holds for the subspace
of functions whose integral is an element of V (i.e. "finite"). The most important special cases arise

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when K is R, C, or a finite extension of the field Qp of p-adic numbers, and V is a finite-dimensional


vector space over K, and when K = C and V is a complex Hilbert space.

Linearity, together with some natural continuity properties and normalization for a certain class of
"simple" functions, may be used to give an alternative definition of the integral. This is the approach
of Daniell for the case of real-valued functions on a set X, generalized by Nicolas Bourbaki to
functions with values in a locally compact topological vector space. See Hildebrandt 1953 for an
axiomatic characterization of the integral.

Inequalities

A number of general inequalities hold for Riemann-integrable functions defined on a closed and
bounded interval [a, b] and can be generalized to other notions of integral (Lebesgue and Daniell).

Upper and lower bounds. An integrable function f on [a, b], is necessarily bounded on that
interval. Thus there are real numbers m and M so that m ≤ f (x) ≤ M for all x in [a, b]. Since the
lower and upper sums of f over [a, b] are therefore bounded by, respectively, m(b − a) and
M(b − a), it follows that

Inequalities between functions.[32] If f(x) ≤ g(x) for each x in [a, b] then each of the upper and
lower sums of f is bounded above by the upper and lower sums, respectively, of g. Thus

This is a generalization of the above inequalities, as M(b − a) is the integral of the constant
function with value M over [a, b].
In addition, if the inequality between functions is strict, then the inequality between integrals is
also strict. That is, if f(x) < g(x) for each x in [a, b], then

Subintervals. If [c, d] is a subinterval of [a, b] and f(x) is non-negative for all x, then

Products and absolute values of functions. If f and g are two functions, then we may consider their
pointwise products and powers, and absolute values:

If f is Riemann-integrable on [a, b] then the same is true for | f|, and

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Moreover, if f and g are both Riemann-integrable then fg is also Riemann-integrable, and

This inequality, known as the Cauchy–Schwarz inequality, plays a prominent role in Hilbert
space theory, where the left hand side is interpreted as the inner product of two square-
integrable functions f and g on the interval [a, b].

1 1
Hölder's inequality.[33] Suppose that p and q are two real numbers, 1 ≤ p, q ≤ ∞ with
p + q = 1,
and f and g are two Riemann-integrable functions. Then the functions | f|p and | g|q are also
integrable and the following Hölder's inequality holds:

For p = q = 2, Hölder's inequality becomes the Cauchy–Schwarz inequality.

Minkowski inequality.[33] Suppose that p ≥ 1 is a real number and f and g are Riemann-integrable
functions. Then | f |p, | g |p and | f + g |p are also Riemann-integrable and the following
Minkowski inequality holds:

An analogue of this inequality for Lebesgue integral is used in construction of Lp spaces.

Conventions

In this section, f is a real-valued Riemann-integrable function. The integral

over an interval [a, b] is defined if a < b. This means that the upper and lower sums of the function f
are evaluated on a partition a = x0 ≤ x1 ≤ . . . ≤ xn = b whose values xi are increasing. Geometrically,
this signifies that integration takes place "left to right", evaluating f within intervals [x i , x i +1] where
an interval with a higher index lies to the right of one with a lower index. The values a and b, the end-
points of the interval, are called the limits of integration of f. Integrals can also be defined if a > b:[18]

With a = b, this implies:

The first convention is necessary in consideration of taking integrals over subintervals of [a, b]; the

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second says that an integral taken over a degenerate interval, or a point, should be zero. One reason
for the first convention is that the integrability of f on an interval [a, b] implies that f is integrable on
any subinterval [c, d], but in particular integrals have the property that if c is any element of [a, b],
then:[30]

With the first convention, the resulting relation

is then well-defined for any cyclic permutation of a, b, and c.

Fundamental theorem of calculus


The fundamental theorem of calculus is the statement that differentiation and integration are inverse
operations: if a continuous function is first integrated and then differentiated, the original function is
retrieved.[34] An important consequence, sometimes called the second fundamental theorem of
calculus, allows one to compute integrals by using an antiderivative of the function to be
integrated.[35]

First theorem

Let f be a continuous real-valued function defined on a closed interval [a, b]. Let F be the function
defined, for all x in [a, b], by

Then, F is continuous on [a, b], differentiable on the open interval (a, b), and

for all x in (a, b).

Second theorem

Let f be a real-valued function defined on a closed interval [a, b] that admits an antiderivative F on
[a, b]. That is, f and F are functions such that for all x in [a, b],

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If f is integrable on [a, b] then

Extensions

Improper integrals

A "proper" Riemann integral assumes the integrand is defined


and finite on a closed and bounded interval, bracketed by the
limits of integration. An improper integral occurs when one or
more of these conditions is not satisfied. In some cases such
integrals may be defined by considering the limit of a sequence of
proper Riemann integrals on progressively larger intervals.

If the interval is unbounded, for instance at its upper end, then


the improper integral is the limit as that endpoint goes to
infinity:[36]

The improper integral

has
If the integrand is only defined or finite on a half-open interval, unbounded intervals for both
for instance (a, b], then again a limit may provide a finite domain and range.
result:[37]

That is, the improper integral is the limit of proper integrals as one endpoint of the interval of
integration approaches either a specified real number, or ∞, or −∞. In more complicated cases, limits
are required at both endpoints, or at interior points.

Multiple integration

Just as the definite integral of a positive function of one variable represents the area of the region
between the graph of the function and the x-axis, the double integral of a positive function of two
variables represents the volume of the region between the surface defined by the function and the
plane that contains its domain.[38] For example, a function in two dimensions depends on two real
variables, x and y, and the integral of a function f over the rectangle R given as the Cartesian product
of two intervals can be written

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where the differential dA indicates that integration is taken with


respect to area. This double integral can be defined using
Riemann sums, and represents the (signed) volume under the
graph of z = f(x,y) over the domain R.[39] Under suitable
conditions (e.g., if f is continuous), Fubini's theorem states that
this integral can be expressed as an equivalent iterated
integral[40]

This reduces the problem of computing a double integral to


computing one-dimensional integrals. Because of this, another
notation for the integral over R uses a double integral sign:[39]
Double integral computes volume
under a surface

Integration over more general domains is possible. The integral of a function f, with respect to
volume, over an n-dimensional region D of is denoted by symbols such as:

Line integrals and surface integrals

The concept of an integral can be extended to more general


domains of integration, such as curved lines and surfaces inside
higher-dimensional spaces. Such integrals are known as line
integrals and surface integrals respectively. These have important
applications in physics, as when dealing with vector fields.

A line integral (sometimes called a path integral) is an integral


where the function to be integrated is evaluated along a curve.[41]
Various different line integrals are in use. In the case of a closed
curve it is also called a contour integral.

The function to be integrated may be a scalar field or a vector A line integral sums together
field. The value of the line integral is the sum of values of the field elements along a curve.
at all points on the curve, weighted by some scalar function on the
curve (commonly arc length or, for a vector field, the scalar
product of the vector field with a differential vector in the curve).[42] This weighting distinguishes the
line integral from simpler integrals defined on intervals. Many simple formulas in physics have
natural continuous analogs in terms of line integrals; for example, the fact that work is equal to force,
F, multiplied by displacement, s, may be expressed (in terms of vector quantities) as:[43]

For an object moving along a path C in a vector field F such as an electric field or gravitational field,

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the total work done by the field on the object is obtained by summing up the differential work done in
moving from s to s + ds. This gives the line integral[44]

A surface integral generalizes double integrals to integration over


a surface (which may be a curved set in space); it can be thought
of as the double integral analog of the line integral. The function
to be integrated may be a scalar field or a vector field. The value
of the surface integral is the sum of the field at all points on the
surface. This can be achieved by splitting the surface into surface
elements, which provide the partitioning for Riemann sums.[45]

For an example of applications of surface integrals, consider a


The definition of surface integral
vector field v on a surface S; that is, for each point x in S, v(x) is a
relies on splitting the surface into
vector. Imagine that a fluid flows through S, such that v(x)
small surface elements.
determines the velocity of the fluid at x. The flux is defined as the
quantity of fluid flowing through S in unit amount of time. To
find the flux, one need to take the dot product of v with the unit
surface normal to S at each point, which will give a scalar field, which is integrated over the
surface:[46]

The fluid flux in this example may be from a physical fluid such as water or air, or from electrical or
magnetic flux. Thus surface integrals have applications in physics, particularly with the classical
theory of electromagnetism.

Contour integrals

In complex analysis, the integrand is a complex-valued function of a complex variable z instead of a


real function of a real variable x. When a complex function is integrated along a curve in the
complex plane, the integral is denoted as follows

This is known as a contour integral.

Integrals of differential forms

A differential form is a mathematical concept in the fields of multivariable calculus, differential


topology, and tensors. Differential forms are organized by degree. For example, a one-form is a
weighted sum of the differentials of the coordinates, such as:

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where E, F, G are functions in three dimensions. A differential one-form can be integrated over an
oriented path, and the resulting integral is just another way of writing a line integral. Here the basic
differentials dx, dy, dz measure infinitesimal oriented lengths parallel to the three coordinate axes.

A differential two-form is a sum of the form

Here the basic two-forms measure oriented areas parallel to the coordinate
two-planes. The symbol denotes the wedge product, which is similar to the cross product in the
sense that the wedge product of two forms representing oriented lengths represents an oriented area.
A two-form can be integrated over an oriented surface, and the resulting integral is equivalent to the
surface integral giving the flux of .

Unlike the cross product, and the three-dimensional vector calculus, the wedge product and the
calculus of differential forms makes sense in arbitrary dimension and on more general manifolds
(curves, surfaces, and their higher-dimensional analogs). The exterior derivative plays the role of the
gradient and curl of vector calculus, and Stokes' theorem simultaneously generalizes the three
theorems of vector calculus: the divergence theorem, Green's theorem, and the Kelvin-Stokes
theorem.

Summations

The discrete equivalent of integration is summation. Summations and integrals can be put on the
same foundations using the theory of Lebesgue integrals or time scale calculus.

Applications
Integrals are used extensively in many areas. For example, in probability theory, integrals are used to
determine the probability of some random variable falling within a certain range.[47] Moreover, the
integral under an entire probability density function must equal 1, which provides a test of whether a
function with no negative values could be a density function or not.[48]

Integrals can be used for computing the area of a two-dimensional region that has a curved boundary,
as well as computing the volume of a three-dimensional object that has a curved boundary. The area
of a two-dimensional region can be calculated using the aforementioned definite integral.[49] The
volume of a three-dimensional object such as a disc or washer can be computed by disc integration
using the equation for the volume of a cylinder, , where is the radius. In the case of a simple
disc created by rotating a curve about the x-axis, the radius is given by f(x), and its height is the
differential dx. Using an integral with bounds a and b, the volume of the disc is equal to:[50]

Integrals are also used in physics, in areas like kinematics to find quantities like displacement, time,
and velocity. For example, in rectilinear motion, the displacement of an object over the time interval
is given by:

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where is the velocity expressed as a function of time.[51] The work done by a force (given as
a function of position) from an initial position to a final position is:[52]

Integrals are also used in thermodynamics, where thermodynamic integration is used to calculate the
difference in free energy between two given states.

Computation

Analytical

The most basic technique for computing definite integrals of one real variable is based on the
fundamental theorem of calculus. Let f(x) be the function of x to be integrated over a given interval
[a, b]. Then, find an antiderivative of f; that is, a function F such that F′ = f on the interval. Provided
the integrand and integral have no singularities on the path of integration, by the fundamental
theorem of calculus,

Sometimes it is necessary to use one of the many techniques that have been developed to evaluate
integrals. Most of these techniques rewrite one integral as a different one which is hopefully more
tractable. Techniques include integration by substitution, integration by parts, integration by
trigonometric substitution, and integration by partial fractions.

Alternative methods exist to compute more complex integrals. Many nonelementary integrals can be
expanded in a Taylor series and integrated term by term. Occasionally, the resulting infinite series can
be summed analytically. The method of convolution using Meijer G-functions can also be used,
assuming that the integrand can be written as a product of Meijer G-functions. There are also many
less common ways of calculating definite integrals; for instance, Parseval's identity can be used to
transform an integral over a rectangular region into an infinite sum. Occasionally, an integral can be
evaluated by a trick; for an example of this, see Gaussian integral.

Computations of volumes of solids of revolution can usually be done with disk integration or shell
integration.

Specific results which have been worked out by various techniques are collected in the list of integrals.

Symbolic

Many problems in mathematics, physics, and engineering involve integration where an explicit
formula for the integral is desired. Extensive tables of integrals have been compiled and published

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over the years for this purpose. With the spread of computers, many professionals, educators, and
students have turned to computer algebra systems that are specifically designed to perform difficult
or tedious tasks, including integration. Symbolic integration has been one of the motivations for the
development of the first such systems, like Macsyma and Maple.

A major mathematical difficulty in symbolic integration is that in many cases, a relatively simple
function does not have integrals that can be expressed in closed form involving only elementary
functions, include rational and exponential functions, logarithm, trigonometric functions and inverse
trigonometric functions, and the operations of multiplication and composition. The Risch algorithm
provides a general criterion to determine whether the antiderivative of an elementary function is
elementary, and to compute it if it is. However, functions with closed expressions of antiderivatives
are the exception, and consequently, computerized algebra systems have no hope of being able to find
an antiderivative for a randomly constructed elementary function. On the positive side, if the 'building
blocks' for antiderivatives are fixed in advance, it may still be possible to decide whether the
antiderivative of a given function can be expressed using these blocks and operations of multiplication
and composition, and to find the symbolic answer whenever it exists. The Risch algorithm,
implemented in Mathematica, Maple and other computer algebra systems, does just that for functions
and antiderivatives built from rational functions, radicals, logarithm, and exponential functions.

Some special integrands occur often enough to warrant special study. In particular, it may be useful to
have, in the set of antiderivatives, the special functions (like the Legendre functions, the
hypergeometric function, the gamma function, the incomplete gamma function and so on). Extending
the Risch's algorithm to include such functions is possible but challenging and has been an active
research subject.

More recently a new approach has emerged, using D-finite functions, which are the solutions of linear
differential equations with polynomial coefficients. Most of the elementary and special functions are
D-finite, and the integral of a D-finite function is also a D-finite function. This provides an algorithm
to express the antiderivative of a D-finite function as the solution of a differential equation. This
theory also allows one to compute the definite integral of a D-function as the sum of a series given by
the first coefficients, and provides an algorithm to compute any coefficient.

Numerical

Definite integrals may be approximated using several methods of numerical integration. The
rectangle method relies on dividing the region under the function into a series of rectangles
corresponding to function values and multiplies by the step width to find the sum. A better approach,
the trapezoidal rule, replaces the rectangles used in a Riemann sum with trapezoids. The trapezoidal
rule weights the first and last values by one half, then multiplies by the step width to obtain a better
approximation.[53] The idea behind the trapezoidal rule, that more accurate approximations to the
function yield better approximations to the integral, can be carried further: Simpson's rule
approximates the integrand by a piecewise quadratic function.[54]

Riemann sums, the trapezoidal rule, and Simpson's rule are examples of a family of quadrature rules
called the Newton–Cotes formulas. The degree n Newton–Cotes quadrature rule approximates the
polynomial on each subinterval by a degree n polynomial. This polynomial is chosen to interpolate the
values of the function on the interval.[55] Higher degree Newton–Cotes approximations can be more
accurate, but they require more function evaluations, and they can suffer from numerical inaccuracy
due to Runge's phenomenon. One solution to this problem is Clenshaw–Curtis quadrature, in which

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the integrand is approximated by expanding it in terms of


Chebyshev polynomials.

Romberg's method halves the step widths incrementally, giving


trapezoid approximations denoted by T(h0), T(h1), and so on,
where hk+1 is half of hk. For each new step size, only half the new
function values need to be computed; the others carry over from
the previous size. It then interpolate a polynomial through the
approximations, and extrapolate to T(0). Gaussian quadrature
evaluates the function at the roots of a set of orthogonal
polynomials.[56] An n-point Gaussian method is exact for
polynomials of degree up to 2n − 1.
Numerical quadrature methods:
The computation of higher-dimensional integrals (for example, rectangle method, trapezoidal rule,
volume calculations) makes important use of such alternatives as Romberg's method, Gaussian
Monte Carlo integration.[57] quadrature

Mechanical

The area of an arbitrary two-dimensional shape can be determined using a measuring instrument
called planimeter. The volume of irregular objects can be measured with precision by the fluid
displaced as the object is submerged.

Geometrical

Area can sometimes be found via geometrical compass-and-straightedge constructions of an


equivalent square.

See also
Integral equation
Integral symbol

Notes
a. Integral calculus is a very well established mathematical discipline for which there are many
sources. See Apostol 1967 and Anton, Bivens & Davis 2016, for example.

References
1. Burton 2011, p. 117.
2. Heath 2002.
3. Katz 2009, pp. 201–204.
4. Katz 2009, pp. 284–285.
5. Katz 2009, pp. 305–306.
6. Katz 2009, pp. 516–517.

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7. Struik 1986, pp. 215–216.


8. Katz 2009, pp. 536–537.
9. Burton 2011, pp. 385–386.
10. Stillwell 1989, p. 131.
11. Katz 2009, pp. 628–629.
12. Katz 2009, p. 785.
13. Burton 2011, p. 414; Leibniz 1899, p. 154.
14. Cajori 1929, pp. 249–250; Fourier 1822, §231.
15. Cajori 1929, p. 246.
16. Cajori 1929, p. 182.
17. W3C 2006.
18. Apostol 1967, p. 74.
19. Anton, Bivens & Davis 2016, p. 259.
20. Apostol 1967, p. 69.
21. Anton, Bivens & Davis 2016, pp. 286−287.
22. Krantz 1991, p. 173.
23. Rudin 1987, p. 5.
24. Siegmund-Schultze 2008, p. 796.
25. Folland 1999, pp. 57–58.
26. Bourbaki 2004, p. IV.43.
27. Lieb & Loss 2001, p. 14.
28. Folland 1999, p. 53.
29. Rudin 1987, p. 25.
30. Apostol 1967, p. 80.
31. Rudin 1987, p. 54.
32. Apostol 1967, p. 81.
33. Rudin 1987, p. 63.
34. Apostol 1967, p. 202.
35. Apostol 1967, p. 205.
36. Apostol 1967, p. 416.
37. Apostol 1967, p. 418.
38. Anton, Bivens & Davis 2016, p. 895.
39. Anton, Bivens & Davis 2016, p. 896.
40. Anton, Bivens & Davis 2016, p. 897.
41. Anton, Bivens & Davis 2016, p. 980.
42. Anton, Bivens & Davis 2016, p. 981.
43. Anton, Bivens & Davis 2016, p. 697.
44. Anton, Bivens & Davis 2016, p. 991.
45. Anton, Bivens & Davis 2016, p. 1014.
46. Anton, Bivens & Davis 2016, p. 1024.
47. Feller 1966, p. 1.
48. Feller 1966, p. 3.

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49. Apostol 1967, pp. 88–89.


50. Apostol 1967, pp. 111–114.
51. Anton, Bivens & Davis 2016, p. 306.
52. Apostol 1967, p. 116.
53. Dahlquist & Björck 2008, pp. 519–520.
54. Dahlquist & Björck 2008, pp. 522–524.
55. Kahaner, Moler & Nash 1989, p. 144.
56. Kahaner, Moler & Nash 1989, p. 147.
57. Kahaner, Moler & Nash 1989, pp. 139–140.

Bibliography
Anton, Howard; Bivens, Irl C.; Davis, Stephen (2016), Calculus: Early Transcendentals (11th ed.),
John Wiley & Sons, ISBN 978-1-118-88382-2
Apostol, Tom M. (1967), Calculus, Vol. 1: One-Variable Calculus with an Introduction to Linear
Algebra (https://archive.org/details/calculus01apos) (2nd ed.), Wiley, ISBN 978-0-471-00005-1
Bourbaki, Nicolas (2004), Integration I, Springer-Verlag, ISBN 3-540-41129-1. In particular
chapters III and IV.
Burton, David M. (2011), The History of Mathematics: An Introduction (7th ed.), McGraw-Hill,
ISBN 978-0-07-338315-6
Cajori, Florian (1929), A History Of Mathematical Notations Volume II (https://archive.org/details/hi
storyofmathema00cajo_0/page/247), Open Court Publishing, ISBN 978-0-486-67766-8
Dahlquist, Germund; Björck, Åke (2008), "Chapter 5: Numerical Integration" (https://web.archive.o
rg/web/20070615185623/http://www.mai.liu.se/~akbjo/NMbook.html), Numerical Methods in
Scientific Computing, Volume I, Philadelphia: SIAM, archived from the original (http://www.mai.liu.
se/~akbjo/NMbook.html) on 2007-06-15
Feller, William (1966), An introduction to probability theory and its applications (https://archive.org/
details/introductiontopr02fell_0), John Wiley & Sons
Folland, Gerald B. (1999), Real Analysis: Modern Techniques and Their Applications (2nd ed.),
John Wiley & Sons, ISBN 0-471-31716-0
Fourier, Jean Baptiste Joseph (1822), Théorie analytique de la chaleur (https://books.google.com/
books?id=TDQJAAAAIAAJ), Chez Firmin Didot, père et fils, p. §231
Available in translation as Fourier, Joseph (1878), The analytical theory of heat (https://archive.org
/details/analyticaltheory00fourrich), Freeman, Alexander (trans.), Cambridge University Press,
pp. 200–201
Heath, T. L., ed. (2002), The Works of Archimedes (https://archive.org/details/worksofarchimede0
29517mbp), Dover, ISBN 978-0-486-42084-4
(Originally published by Cambridge University Press, 1897, based on J. L. Heiberg's Greek
version.)
Hildebrandt, T. H. (1953), "Integration in abstract spaces" (http://projecteuclid.org/euclid.bams/118
3517761), Bulletin of the American Mathematical Society, 59 (2): 111–139,
doi:10.1090/S0002-9904-1953-09694-X (https://doi.org/10.1090%2FS0002-9904-1953-09694-X),
ISSN 0273-0979 (https://www.worldcat.org/issn/0273-0979)
Kahaner, David; Moler, Cleve; Nash, Stephen (1989), "Chapter 5: Numerical Quadrature",
Numerical Methods and Software (https://archive.org/details/numericalmethods0000kaha),
Prentice Hall, ISBN 978-0-13-627258-8

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Kallio, Bruce Victor (1966), A History of the Definite Integral (https://web.archive.org/web/2014030


5054035/https://circle.ubc.ca/bitstream/id/132341/UBC_1966_A8%20K3.pdf) (PDF) (M.A. thesis),
University of British Columbia, archived from the original (https://circle.ubc.ca/bitstream/id/132341/
UBC_1966_A8%20K3.pdf) (PDF) on 2014-03-05, retrieved 2014-02-28
Katz, Victor J. (2009), A History of Mathematics: An Introduction, Addison-Wesley,
ISBN 0-321-38700-7
Krantz, Steven G. (1991), Real Analysis and Foundations (https://books.google.com/books/about/
Real_Analysis_and_Foundations.html?id=OI-0vu1rb7MC&pg=PA173), CRC Press,
ISBN 0-8493-7156-2
Leibniz, Gottfried Wilhelm (1899), Gerhardt, Karl Immanuel (ed.), Der Briefwechsel von Gottfried
Wilhelm Leibniz mit Mathematikern. Erster Band (http://name.umdl.umich.edu/AAX2762.0001.00
1), Berlin: Mayer & Müller
Lieb, Elliott; Loss, Michael (2001), Analysis, Graduate Studies in Mathematics, 14 (2nd ed.),
American Mathematical Society, ISBN 978-0821827833
Rudin, Walter (1987), "Chapter 1: Abstract Integration", Real and Complex Analysis
(International ed.), McGraw-Hill, ISBN 978-0-07-100276-9
Saks, Stanisław (1964), Theory of the integral (http://matwbn.icm.edu.pl/kstresc.php?tom=7&wyd
=10&jez=) (English translation by L. C. Young. With two additional notes by Stefan Banach.
Second revised ed.), New York: Dover
Siegmund-Schultze, Reinhard (2008), "Henri Lebesgue", in Timothy Gowers; June Barrow-Green;
Imre Leader (eds.), Princeton Companion to Mathematics, Princeton University Press,
ISBN 978-0-691-11880-2.
Stillwell, John (1989), Mathematics and Its History (https://archive.org/details/mathematicsitshi000
0stil), Springer, ISBN 0-387-96981-0
Stoer, Josef; Bulirsch, Roland (2002), "Topics in Integration", Introduction to Numerical Analysis
(3rd ed.), Springer, ISBN 978-0-387-95452-3.
Struik, Dirk Jan, ed. (1986), A Source Book in Mathematics, 1200-1800, Princeton, New Jersey:
Princeton University Press, ISBN 0-691-08404-1
W3C (2006), Arabic mathematical notation (http://www.w3.org/TR/arabic-math/)

External links
"Integral" (https://www.encyclopediaofmath.org/index.php?title=Integral), Encyclopedia of
Mathematics, EMS Press, 2001 [1994]
Online Integral Calculator (http://www.wolframalpha.com/calculators/integral-calculator/), Wolfram
Alpha.

Online books
Keisler, H. Jerome, Elementary Calculus: An Approach Using Infinitesimals (http://www.math.wisc.
edu/~keisler/calc.html), University of Wisconsin
Stroyan, K. D., A Brief Introduction to Infinitesimal Calculus (https://web.archive.org/web/2005091
1104158/http://www.math.uiowa.edu/~stroyan/InfsmlCalculus/InfsmlCalc.htm), University of Iowa
Mauch, Sean, Sean's Applied Math Book (https://web.archive.org/web/20060415161115/http://ww
w.its.caltech.edu/~sean/book/unabridged.html), CIT, an online textbook that includes a complete
introduction to calculus

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Integral - Wikipedia https://en.wikipedia.org/wiki/Integral

Crowell, Benjamin, Calculus (http://www.lightandmatter.com/calc/), Fullerton College, an online


textbook
Garrett, Paul, Notes on First-Year Calculus (http://www.math.umn.edu/~garrett/calculus/)
Hussain, Faraz, Understanding Calculus (http://www.understandingcalculus.com), an online
textbook
Johnson, William Woolsey (1909) Elementary Treatise on Integral Calculus (http://babel.hathitrust.
org/cgi/pt?id=miun.aam9447.0001.001;view=1up;seq=9), link from HathiTrust.
Kowalk, W. P., Integration Theory (http://einstein.informatik.uni-oldenburg.de/20910.html),
University of Oldenburg. A new concept to an old problem. Online textbook
Sloughter, Dan, Difference Equations to Differential Equations (http://math.furman.edu/~dcs/book)
, an introduction to calculus
Numerical Methods of Integration (http://numericalmethods.eng.usf.edu/topics/integration.html) at
Holistic Numerical Methods Institute
P. S. Wang, Evaluation of Definite Integrals by Symbolic Manipulation (https://web.archive.org/we
b/20060917023831/http://www.lcs.mit.edu/publications/specpub.php?id=660) (1972) — a
cookbook of definite integral techniques

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