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Integral
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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 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.

Every definition of an integral is based on a particular measure. For instance, the Riemann integral is based on Jordan measure, and the Lebesgue integral is based on Lebesgue measure. 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.

There are two classes of (Riemann) integrals: definite integrals such as (1), which have upper and lower limits, and indefinite integrals, such as

 intf(x)dx,
(3)

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).
(4)

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.
(5)

Wolfram Research maintains a web site http://integrals.wolfram.com/ 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),
(6)

which is the first fundamental theorem of calculus. Other derivative-integral identities include

 d/(dx)int_x^bf(x^')dx^'=-f(x),
(7)

the Leibniz integral rule

 d/(dx)int_a^bf(x,t)dt=int_a^bpartial/(partialx)f(x,t)dt
(8)

(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
(9)

(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,
(10)

as can be seen by applying (9) on the left side of (10) and using partial integration.

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
(11)
 partial/(partialx_k)(x_jJ_k)=delta_(jk)J_k+x_jpartial/(partialx_k)J_k=J+rdel ·J
(12)
int_VJd^3r=int_Vpartial/(partialx_k)(x_iJ_k)-int_Vrdel ·Jd^3r
(13)
=-int_Vrdel ·Jd^3r
(14)

and the amusing integral identity

 int_(-infty)^inftyF(f(x))dx=int_(-infty)^inftyF(x)dx,
(15)

where F is any function and

 f(x)=x-sum_(n=0)^infty(a_n)/(x+b_n)
(16)

as long as a_n>=0 and b_n is real (Glasser 1983).

Integrals with rational exponents can often be solved by making the substitution u=x^(1/n), where n is the least common multiple of the denominator of the exponents.

SEE ALSO: A-Integrable, Abelian Integral, Calculus, Chebyshev-Gauss Quadrature, Chebyshev Quadrature, Darboux Integral, Definite Integral, Denjoy Integral, Derivative, Double Exponential Integration, Double Integral, Euler Integral, Fundamental Theorem of Gaussian Quadrature, Gauss-Jacobi Mechanical Quadrature, Gaussian Quadrature, Haar Integral, Hermite-Gauss Quadrature, Hermite Quadrature, HK Integral, Indefinite Integral, Integration, Jacobi-Gauss Quadrature, Jacobi Quadrature, Laguerre-Gauss Quadrature, Laguerre Quadrature, Lebesgue Integral, Lebesgue-Stieltjes Integral, Legendre-Gauss Quadrature, Legendre Quadrature, Leibniz Integral Rule, Lobatto Quadrature, Mechanical Quadrature, Mehler Quadrature, Multiple Integral, Nested Function, Newton-Cotes Formulas, Numerical Integration, Perron Integral, Quadrature, Radau Quadrature, Recursive Monotone Stable Quadrature, Repeated Integral, Riemann-Stieltjes Integral, Romberg Integration, Riemann Integral, Singular Integral, Stieltjes Integral, Triple Integral

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. Tables 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. "The Integrator." http://integrals.wolfram.com/.




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Weisstein, Eric W. "Integral." From MathWorld--A Wolfram Web Resource. http://mathworld.wolfram.com/Integral.html

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