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Definite Integrals and the Fundamental Theorem of Calculus

The Compound Effect is the principle of reaping huge rewards from a series of small, smart choices, Darren Hardy.

Motivation

While indefinite integrals give us general functions, definite integrals allow us to accumulate infinitely many tiny pieces to find an exact total, such as an area or volume.

How do we prove the area of a circle with radius $a$ is $\pi a^2$? Instead of treating the circle as a single solid shape, calculus lets us slice it into infinitely many concentric rings like the layers of an onion.

Take a single, infinitesimally thin ring at a distance r from the center, with a thickness of dr. If you were to cut that ring and unroll it, it would form a very thin rectangle:

Visualizing the Integral

To find the total area, we must add up the areas of every single ring starting from the center ($r=0$) all the way to the outer edge ($r=a$).

If you stack all the unrolled rings on top of each other, they form a right triangle. The base is the outermost ring ($2\pi a$) and the height is the radius ($a$). The area of that triangle is exactly $\frac{1}{2} \cdot (2\pi a) \cdot a = \pi a^2$.

Besides, we can plot these areas and have a triangle with a base of “a” and a height that is $2\pi a$, so its area is $\frac{1}{2}·base·height = \frac{1}{2}·a·(2π·a) = π·a^2$

The Formal Calculation

We can translate this geometric slicing into a formal definite integral. The integral sign $\int$ is literally an elongated “S” for “sum” — it sums up all the infinite $2\pi r \cdot dr$ slices from $0$ to $a$: $\boxed{\int_{0}^{a} 2\pi r \, dr}$. Another way of seeing this is as follows, the sum of these rectangles approximates the area under the graph $2\pi r$.

We can pull the constant $2\pi$ out of the integral and apply the Power Rule to evaluate it: $\int_{0}^{a} 2\pi r \, dr = 2\pi \int_{0}^{a} r \, dr$

$\int_{0}^{a} 2\pi r \, dr = 2\pi \left[ \frac{r^2}{2} \right]_{0}^{a} = 2\pi \left( \frac{a^2}{2} - \frac{0^2}{2} \right) = 2\pi \left( \frac{a^2}{2} \right) = \pi a^2$ Image 

Definite integral

Calculus is the mathematics of change, and the definite integral is one of its most powerful tools. It allows us to take infinitely many tiny pieces and sum them together to find a precise total —whether that is the area of an irregular shape or the exact amount of debt accumulated over time.

A definite integral is a mathematical concept used to find the area under a curve between two fixed limits. It is represented as $\int_{a}^{b}f(x)dx$, where a and b are the lower and upper limits, and f(x) is the integrand.

A definite integral of a real-valued function $f(x)$ on an interval $[a, b]$ is exactly defined as the area of the region bounded by the function's graph, the $x$-axis, and the vertical limits $a$ and $b$. It is written or expressed as $\int_{a}^{b} f(x)dx$ and it is illustrated in Figure 1.a.

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The Riemann Sum Approximation

To compute this exact area, we start by approximating it. We can divide the interval $[a, b]$ into $n$ smaller pieces, or subintervals. On each piece, we build a rectangle whose height is the value of the function at a specific point in that interval, $f(c_i)$.

The sum of the areas of all these rectangles is called a Riemann sum: $\sum_{i=1}^n f(c_i)\Delta x$ where the width of each step is $\Delta x = \frac{b-a}{n}$.

Because this is just an approximation, we need to rectify the gaps. We do this by taking a limit. As we increase the number of rectangles ($n \to \infty$), they become infinitesimally thin, and the difference between the rectangle area and the true curve area vanishes.

The approximation perfectly converges into the definite integral:$\boxed{\lim_{n \to \infty} \sum_{i=1}^n f(c_i)\Delta x = \int_{a}^{b} f(x) dx}$. In other words, by taking a limit, and as the rectangles get infinitesimally thin, we achieve the desired result (Figure 1.b.).

The power of the integral is that it doesn’t matter which point $c_i$ you pick for the height of your rectangle (left edge, right edge, or middle). At infinity, they all converge to the exact same result.

Proving an Area: The Pyramid Analogy

Let’s calculate the exact area under a parabola $\int_{0}^{b} x^2dx$ where a = 0 and b is arbitrary.

We divide the segment $[0, b]$ into $n$ pieces, the width of each piece is $\frac{b}{n}$ (Figure 1.c.). Using the right edge of each rectangle for the height, our Riemann sum (the sum of the areas of all rectangles) is $\left(\frac{b}{n}\right)\left(\frac{b}{n}\right)^2 + \left(\frac{b}{n}\right)\left(\frac{2b}{n}\right)^2 + \dots + \left(\frac{b}{n}\right)\left(\frac{nb}{n}\right)^2$

We can factor this out to isolate the sum of the squares: $\frac{b^3}{n^3} (1^2 + 2^2 + 3^2 + \dots + n^2)$

To evaluate $1^2 + 2^2 + \dots + n^2$, imagine a staircase pyramid made of blocks. The bottom layer is $n \times n$ blocks, the next is $(n-1) \times (n-1)$, all the way up (we keep on piling up layer after layer) to a single block of stone at the very top of the pyramid (Figure 1.d).

This blocky staircase pyramid’s volume is bounded between two smooth, ordinary pyramids (where volume is $\frac{1}{3} \cdot \text{base}^2 \cdot \text{height}$). Underneath our staircase pyramid, there is an ordinary pyramid, and its volume is $\frac{1}{3}(baselength~ ·~ baseheight)·height=\frac{1}{3}n^2~ ·~ n = \frac{1}{3}n^3$. On the outside, there is also another ordinary pyramid, with baselength, baseheight, and height (n+1), (n+1), and (n+1) respectively, and a volume of $\frac{1}{3}(n+1)^3$

So our initial quantity ${1^2+2^2+3^2+···n^2}$ is to be found or bounded between these two pyramids: $\frac{1}{3}n^3 < 1^2+2^2+3^2+···n^2 < \frac{1}{3}(n+1)^3$ (Figure 1.e.)

If we divide the entire equation by $n^3$, $\frac{1}{3} < \frac{1^2+2^2+3^2+···n^2}{n^3} < \frac{1}{3}(1+\frac{1}{n})^3$.

When $n \to \infty$, the right side simplifies to $\frac{1}{3}(1+0)^3 = \frac{1}{3}$. Because both the left and right sides converge to $\frac{1}{3}$, by the Squeeze Theorem, the middle expression must also equal $\frac{1}{3}$. Therefore, our total area is precisely: $\int_{0}^{b} x^2dx=\frac{1}{3}b^3.$

A Riemann sum is another approximation of an integral by a finite sum. The interval is partitioned into n pieces and we pick any height of f in each interval ($f(c_i)$). The sum is defined as $\sum_{i=1}^n f(c_i)\Delta x,~ where~\Delta x=\frac{b-a}{n}$. Please notice that in the limit, as the rectangles get thinner and thinner, the difference between the area covered by the rectangles and the area under the curve will get smaller and smaller, and finally it does not matter our choices ($c_i$), we get the desired result, that is, $\int_{a}^{b} f(x)dx$.

Application: Calculating Cumulative Debt

Integrals aren’t just for geometry; they allow us to track continuous accumulation in the real world, such as financial debt.

Let $t$ be time in years, and $f(t)$ be your borrowing rate in euros per year. If you borrow money every day, your time step is $\Delta t = \frac{1}{365}$. On Day $i$, you borrow an amount equal to $f\left(\frac{i}{365}\right) \Delta t$ where f(t) is measured in euros per year, and $\Delta t$ is measured in years, the multiplication is a number of euros that you actually borrow on that very day.

If this were simple addition without interest, your total borrowing for the year would be: $\sum_{i=1}^{365} f\left(\frac{i}{365}\right) \Delta t \to \int_{0}^{1} f(t) dt$

However, debt accumulates interest. How much money do you actually owe? Obviously, and regretfully, the interest on our debt is compounded continuously. If P is our principal (we start with a debt of P), then after some time t you owe $P e^{rt}$ where r is the interest rate.

Compound interest is an interest calculated on both the principal and the existing interest over a given period of time. Its formula is $P\left(1 + \frac{r}{n}\right)^{nt}$ where n is the number of terms the initial amount or principal P is compounding in the time t. If our debt is compounded continuously, then after time we owe $\lim_{n \to ∞} P(1 + \frac{r}{n})^{nt}=Pe^{rt}$ and we are using the fact that $\lim_{n \to ∞} (1 + \frac{r}{n})^{n} = e^r$.

Every daily chunk of money you borrow accumulates continuous interest for whatever time is left in the year. The amount borrowed on Day $i$ accumulates interest for $1 - \frac{i}{365}$ years. Therefore, the debt created on that specific day grows to: $\left[ f\left(\frac{i}{365}\right) \Delta t \right] e^{r\left(1 - \frac{i}{365}\right)}$

At the end of the year, your total owed is the sum of all these individual daily debts: $\sum_{i=1}^{365} f\left(\frac{i}{365}\right) e^{r\left(1 - \frac{i}{365}\right)} \Delta t$

By shrinking our borrowing increments down to the millisecond (taking the limit as $\Delta t \to 0$), we move from a summation to an elegant definite integral that calculates exactly what you owe: $\boxed{\int_{0}^{1} f(t) e^{r(1-t)} dt}$

Fundamental Theorem of Calculus

The Fundamental Theorem of Calculus (FTC) is the bridge that connects the two main branches of calculus: derivatives (rates of change) and integrals (accumulation).

It states that the definite integral of a continuous function $f(x)$ over an interval $[a, b]$ is equal to the change of any antiderivative $F(x)$ evaluated at those boundaries (between the ends of the interval). Mathematically, $\boxed{\int_{a}^{b} f(x) dx = F(b) - F(a) = F(x) \bigg\vert{}_{a}^{b}}$ where $F'(x) = f(x)$.

Intuitive interpretation of Fundamental Theorem

The easiest way to grasp the Fundamental Theorem of Calculus is through the lens of driving a car.

Suppose your velocity at any given time $t$ is the function $v(t)$. Your velocity is exactly what you see on your speedometer. The antiderivative of velocity is your position function, $s(t)$.

If you want to know the total distance you traveled between time $a$ and time $b$, you don’t need to manually add up every single fractional distance covered each second. According to the Fundamental Theorem of Calculus (FTC), you just take the integral of your velocity over that time period: $\boxed{\int_{a}^{b} v(t) dt = s(b) - s(a)}$

Here, $s(b) - s(a)$ represents your total change in position —exactly what is measured by your odometer, that is, the instrument on your car dashboard that displays how many miles or kilometers your vehicle has traveled. The integral adds up all the instantaneous speedometer readings to give you the total odometer change.

Let’s say that you checked your speedometer every single second (Is your phone out of juice? 😃. Seriously, $\Delta t = 1~ second$), $v(t_i)\Delta t$ is the distance traveled in the ith second, the Riemman Sum is equal $\sum_{i=1}^n v(t_i)\Delta t≈\int_{a}^{b} v(t)dt = s(b)-s(a)$ -how far you have traveled-.

In classical physics, Velocity × Time = Space (Distance) is the fundamental equation for calculating how far an object travels when it moves at a steady speed for a certain duration.

The Catch: Net Signed Area

While a definite integral calculates area, it actually calculates net signed area.

Areas above the horizontal $x$-axis are strictly positive, but areas that dip below the $x$-axis are considered negative. If you aren’t careful, these areas can cancel each other out.

Consider the integral of the sine wave from $0$ to $2\pi$: $\int_{0}^{2\pi} \sin(x) dx = (-\cos(x)) \bigg\vert{}_{0}^{2\pi} = -\cos(2\pi) - (-\cos(0)) = -1 - (-1) = 0$ (Figure 1.d.)

Because the positive geometric area of the top arch (from $0$ to $\pi$) is perfectly mirrored by the negative geometric area of the bottom arch (from $\pi$ to $2\pi$), the net accumulated area is mathematically zero.

Key insight: If a problem specifically asks for the “total geometric area” (like finding the amount of paint needed to cover a shape), you must identify where the function crosses the $x$-axis, split the integral, and take the absolute value of the negative portions.

💡A definite integral of a function should be interpreted as the signed area of the region in the plane that is bounded by its graph and the horizontal axis. Be extremely careful, areas above the horizontal -x- axis of the plane are positive while areas below the horizontal axis are considered negative (Figure 1.e.).

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Bibliography

This content is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
  1. NPTEL-NOC IITM, Introduction to Galois Theory.
  2. Algebra, Second Edition, by Michael Artin.
  3. LibreTexts, Calculus. Abstract and Geometric Algebra, Abstract Algebra: Theory and Applications (Judson).
  4. Field and Galois Theory, by Patrick Morandi. Springer.
  5. Michael Penn, and MathMajor.
  6. Contemporary Abstract Algebra, Joseph, A. Gallian.
  7. YouTube’s Andrew Misseldine: Calculus. College Algebra and Abstract Algebra.
  8. MIT OpenCourseWare 18.01 Single Variable Calculus, Fall 2007 and 18.02 Multivariable Calculus, Fall 2007.
  9. Calculus Early Transcendentals: Differential & Multi-Variable Calculus for Social Sciences.
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