Math2.org Math Tables: Integral Identities

(Math)

Formal Integral Definition:
\[ \int_a^b f(x) \, dx = \lim<sub>d \to 0</sub> \sum<sub>k=1</sub><sup>n</sup> f(X_k)(x_k - x<sub>k-1</sub>) \] when...

a = x0 < x1 < x2 < ... < xn = b
d = max (x1-x0, x2-x1, ... , xn - x(n-1))
xk-1 <= Xk <= xk     k = 1, 2, ... , n
(integral)(a to b) F '(x) dx = F(b) - F(a) (Fundamental Theorem for integrals of derivatives)
(integral)a f(x) dx = a(integral) f(x) dx (if a is constant)

(integral)f(x) + g(x) dx = (integral)f(x) dx + (integral)g(x) dx

\[ \int_a^b f(x) dx = \left[ \int f(x) \, dx \right]_a^b \]

(integral)(a to b) f(x) dx + (integral)(b to c) f(x) dx = (integral)(a to c) f(x) dx

\[ \int f(u) \frac{du}{dx} \, dx = \int f(u) du \] (integration by substitution)