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Arithmetic, geometric, harmonic, and quadratic means of functions... The arithmetic mean, geometric mean, harmonic mean, and quadratic mean of a functionf x on an interval [a, b] are int

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7 H¨older’s inequality (at p =2, it translates into Bunyakovsky’s inequality):



a b f (x)g(x) dx

≤

 b

a |f(x)|p dx1

p b

a |g(x)|p– p1 dx

p–1

p

, p>1

8 Chebyshev’s inequality:

 b

a f (x)h(x) dx

 b

a g (x)h(x) dx



≤ b

a h (x) dx

 b

a f (x)g(x)h(x) dx



,

where f (x) and g(x) are monotonically increasing functions and h(x) is a positive integrable function on [a, b].

9 Jensen’s inequality:

f

 7b

a7g b (t)x(t) dt

a g (t) dt



7b

a g7(t)f (x(t)) dt b

a g (t) dt

if f (x) is convex (f >0);

f

 7b

a7g b (t)x(t) dt

a g (t) dt



7b

a g7(t)f (x(t)) dt b

a g (t) dt

if f (x) is concave (f <0),

where x(t) is a continuous function (axb ) and g(t)≥ 0 The equality is attained if

and only if either x(t) = const or f (x) is a linear function Jensen’s inequality serves as a

general source for deriving various integral inequalities

10 Steklov’s inequality Let f (x) be a continuous function on [0, π] and let it have

everywhere on [0, π], except maybe at finitely many points, a square integrable deriva-tive f  (x) If either of the conditions

(a) f(0) = f (π) =0, (b)  π

0 f (x) dx =0

is satisfied, then the following inequality holds:

 π

0 [f

 (x)]2dx≥ π

0 [f (x)]

2dx.

The equality is only attained for functions f (x) = A sin x in case (a) and functions f (x) =

B cos x in case (b).

11 A π-related inequality If a >0and f (x)≥ 0on [0, a], then

 a

0 f (x) dx

4

π2 a

0 f

2(x) dx a

0 x

2f2(x) dx

7.2.5-3 Arithmetic, geometric, harmonic, and quadratic means of functions

Let f (x) be a positive function integrable on [a, b] Consider the values of f (x) on a discrete

set of points:

f kn = f (a + kδ n), δ n= b – a n (k =1, , n).

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The arithmetic mean, geometric mean, harmonic mean, and quadratic mean of a function

f (x) on an interval [a, b] are introduced using the definitions of the respective mean values for finitely many numbers (see Subsection 1.6.1) and going to the limit as n → ∞.

1 Arithmetic mean of a function f (x) on [a, b]:

lim

n→∞

1

n

n



k=1

f kn= 1

b – a

 b

a f (x) dx.

This definition is in agreement with another definition of the mean value of a function f (x)

on [a, b] given in Theorem 1 from Paragraph 7.2.5-1.

2 Geometric mean of a function f (x) on [a, b]:

lim

n→∞

n

k=1

f kn

1/n

= exp

 1

b – a

 b

a ln f (x) dx



3 Harmonic mean of a function f (x) on [a, b]:

lim

n→∞ n

n k=1

1

f kn

–1

= (b – a)

 b

a

dx

f (x)

–1

4 Quadratic mean of a function f (x) on [a, b]:

lim

n→∞

 1

n

n



k=1

f2

kn

1 2

=

 1

b – a

 b

a f

2(x) dx1 2

This definition differs from the common definition of the norm of a square integrable function given in Paragraph 7.2.13-2 by the constant factor1/√ b – a.

The following inequalities hold:

(b – a)

 b

a

dx

f (x)

 – 1

≤ exp

 1

b – a

 b

a ln f (x) dx



b – a

 b

a

f (x) dx

 1

b – a

 b

a

f2(x) dx

1/2 .

To make it easier to remember, let us rewrite these inequalities in words as

harmonic mean ≤ geometric mean ≤ arithmetic mean ≤ quadratic mean

The equality is attained for f (x) = const only.

7.2.5-4 General approach to defining mean values

Let g(y) be a continuous monotonic function defined in the range0 ≤y<∞.

The mean of a function f (x) with respect to a function g(x) on an interval [a, b] is

defined as

lim

n→∞ g

–1 1

n

n



k=1

g (f kn)



= g–1

 1

b – a

 b

a g f (x)

dx



,

where g–1(z) is the inverse of g(y).

The means presented in Paragraph 7.2.5-3 are special cases of the mean with respect to

a function:

arithmetic mean of f (x) = mean of f (x) with respect to g(y) = y,

geometric mean of f (x) = mean of f (x) with respect to g(y) = ln y,

harmonic mean of f (x) = mean of f (x) with respect to g(y) =1/y,

quadratic mean of f (x) = mean of f (x) with respect to g(y) = y2

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7.2.6 Geometric and Physical Applications of the Definite Integral

7.2.6-1 Geometric applications of the definite integral

1 The area of a domain D bounded by curves y = f (x) and y = g(x) and straight lines

x = a and x = b in the x, y plane (see Fig 7.2 a) is calculated by the formula

S =

 b

a



f (x) – g(x)

dx

If g(x)≡ 0, this formula gives the area of a curvilinear trapezoid bounded by the x-axis, the curve y = f (x), and the straight lines x = a and x = b.

D

y=f x( )

ρ=f( )φ

α β

y=g x( )

y

x

O

Figure 7.2 (a) A domain D bounded by two curves y = f (x) and y = g(x) on an interval [a, b]; (b) a curvilinear

sector.

2 Area of a domain D Let x = x(t) and y = y(t), with t1≤tt2, be parametric equations

of a piecewise-smooth simple closed curve bounding on its left (traced counterclockwise)

a domain D with area S Then

S = –

 t2

t1

y (t)x  (t) dt =

 t2

t1

x (t)y  (t) dt = 1

2

 t2

t1



x (t)y  (t) – y(t)x  (t)

dt

3 Area of a curvilinear sector Let a curve ρ = f (ϕ), with ϕ[α, β], be defined in the polar coordinates ρ, ϕ Then the area of the curvilinear sector{α≤ϕβ; 0 ≤ρf (ϕ)}

(see Fig 7.2 b) is calculated by the formula

S = 1 2

 β

α [f (ϕ)]

2.

4 Area of a surface of revolution Let a surface of revolution be generated by rotating

a curve y = f (x)≥ 0, x [a, b], about the x-axis; see Fig 7.3 The area of this surface is

calculated as

S =2π b

a f (x)

1+ [f  (x)]2dx

5 Volume of a body of revolution Let a body of revolution be obtained by rotating about the x-axis a curvilinear trapezoid bounded by a curve y = f (x), the x-axis, and straight lines x = a and x = b; see Fig 7.3 Then the volume of this body is calculated as

V = π

 b

a [f (x)]

2dx.

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y=f x( )

y

x

z

O

Figure 7.3 A surface of revolution generated by rotating a curve y = f (x).

6 Arc length of a plane curve defined in different ways.

(a) If a curve is the graph of a continuously differentiable function y = f (x), x[a, b],

then its length is determined as

L=

 b

a

1+ [f  (x)]2dx

(b) If a plane curve is defined parametrically by equations x = x(t) and y = y(t), with

t[α, β] and x(t) and y(t) being continuously differentiable functions, then its length is

calculated by

L=

 β

α

[x  (t)]2+ [y  (t)]2dt

(c) If a curve is defined in the polar coordinates ρ, ϕ by an equation ρ = ρ(ϕ), with

ϕ[α, β], then its length is found as

L=

 β

α

ρ2(ϕ) + [ρ  (ϕ)]2.

7 The arc length of a spatial curve defined parametrically by equations x = x(t),

y = y(t), and z = z(t), with t[α, β] and x(t), y(t), and z(t) being continuously differentiable

functions, is calculated by

L=

 β

α

[x  (t)]2+ [y  (t)]2+ [z  (t)]2dt

7.2.6-2 Physical application of the integral

1 Work of a variable force Suppose a point mass moves along the x-axis from a point

x = a to a point x = b under the action of a variable force F (x) directed along the x-axis.

The mechanical work of this force is equal to

A=

 b

a F (x) dx.

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2 Mass of a rectilinear rod of variable density Suppose a rod with a constant cross-sectional area S occupies an interval [0, l] on the x-axis and the density of the rod material

is a function of x: ρ = ρ(x) The mass of this rod is calculated as

m = S

 l

0 ρ (x) dx.

3 Mass of a curvilinear rod of variable density Let the shape of a plane curvilinear rod with a constant cross-sectional area S be defined by an equation y = f (x), with axb,

and let the density of the material be coordinate dependent: ρ = ρ(x, y) The mass of this

rod is calculated as

m = S

 b

a ρ x , f (x)

1+ [y  (x)]2dx

If the shape of the rod is defined parametrically by x = x(t) and y = y(t), then its mass

is found as

m = S

 b

a ρ x (t), y(t)

[x  (t)]2+ [y  (t)]2dt

4 The coordinates of the center of mass of a plane homogeneous material curve whose shape is defined by an equation y = f (x), with axb, are calculated by the formulas

xc= 1

L

 b

a x

1+ [y  (x)]2dx, yc= 1

L

 b

a f (x)

1+ [y  (x)]2dx,

where L is the length of the curve.

If the shape of a plane homogeneous material curve is defined parametrically by x = x(t) and y = y(t), then the coordinates of its center of mass are obtained as

xc= 1

L

 b

a x (t)

[x  (t)]2+ [y  (t)]2dt, yc = 1

L

 b

a y (t)

[x  (t)]2+ [y  (t)]2dt

7.2.7 Improper Integrals with Infinite Integration Limit

An improper integral is an integral with an infinite limit (limits) of integration or an integral

of an unbounded function

7.2.7-1 Integrals with infinite limits

1◦ Let y = f (x) be a function defined and continuous on an infinite interval ax<∞ If

there exists a finite limit lim

b→∞

 b

a f (x) dx, then it is called a (convergent) improper integral

of f (x) on the interval [a, ∞) and is denoted  ∞

a f (x) dx Thus, by definition



a f (x) dx = lim b→∞

 b

If the limit is infinite or does not exist, the improper integral is called divergent.

The geometric meaning of an improper integral is that the integral  ∞

a f (x) dx, with

f (x)≥ 0, is equal to the area of the unbounded domain between the curve y = f (x), its asymptote y =0, and the straight line x = a on the left.

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2◦ Suppose an antiderivative F (x) of the integrand function f (x) is known Then the

improper integral (7.2.7.1) is

(i) convergent if there exists a finite limit lim

x→∞ F (x) = F ( ∞);

(ii) divergent if the limit is infinite or does not exist.

In case (i), we have 

a f (x) dx = F (x)



a = F ( ∞) – F (a).

Example 1 Let us investigate the issue of convergence of the improper integral I =

a

dx

x λ , a >0

The integrand f (x) = xλ has an antiderivative F (x) = 1

1– λ x

1 –λ Depending on the value of the parameter

λ, we have

lim

x→∞ F (x) = 1

1– λ x→∞lim x

1 –λ= 0 if λ >1,

∞ if λ≤ 1

Therefore, if λ >1, the integral is convergent and is equal to I = F ( ∞) – F (a) = a1–λ

λ– 1, and if λ≤ 1, the

integral is divergent.

3 Improper integrals for other infinite intervals are defined in a similar way:

 b

∞ f (x) dx = lim a→–∞

 b

a f (x) dx,



∞ f (x) dx =

 c

∞ f (x) dx +



c f (x) dx.

Note that if either improper integral on the right-hand side of the latter relation is convergent, then, by definition, the integral on the left-hand side is also convergent

4◦ Properties 2–4 and 6–9 from Paragraph 7.2.2-2, where a can be equal to – ∞ and b can

be∞, apply to improper integrals as well; it is assumed that all quantities on the right-hand

sides exist (the integrals are convergent)

7.2.7-2 Sufficient conditions for convergence of improper integrals

In many problems, it suffices to establish whether a given improper integral is convergent

or not and, if yes, evaluate it The theorems presented below can be useful in doing so

THEOREM1 (CAUCHY’S CONVERGENCE CRITERION) For the integral (7.2.7.1) to be

convergent it is necessary and sufficient that for any ε >0there exists a number R such that

the inequality



α β f (x) dx

 < ε

holds for any β > α > R.

THEOREM2 If 0 ≤ f (x)g (x) for xa, then the convergence of the integral

 ∞

a g (x) dximplies the convergence of the integral  ∞

a f (x) dx; moreover,  ∞

a f (x) dx

 ∞

a g (x) dx If the integral  ∞

a f (x) dxis divergent, then the integral  ∞

a g (x) dxis also divergent

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THEOREM3 If the integral  ∞

a |f(x)| dx is convergent, then the integral  ∞

a f (x) dx

is also convergent; in this case, the latter integral is called absolutely convergent

Example 2 The improper integral

1

sin x

x2 dxis absolutely convergent, since sin x

x2



 ≤ 1

x2 and the integral

1

1

x2 dxis convergent (see Example 1).

THEOREM4 Let f (x) and g(x) be integrable functions on any finite interval axb

and let there exist a limit, finite or infinite,

lim

x→∞

f (x)

g (x) = K.

Then the following assertions hold:

1 If 0< K < ∞, both integrals

 ∞

a f (x) dx,

 ∞

are convergent or divergent simultaneously

2 If 0 ≤K <∞, the convergence of the latter integral in (7.2.7.2) implies the

conver-gence of the former integral

3 If 0< K∞, the divergence of the latter integral in (7.2.7.2) implies the divergence

of the former integral

THEOREM5 (COROLLARY OFTHEOREM4) Given a function f (x), let its asymptotics for sufficiently large x have the form

f (x) = ϕ (x)

x λ (λ >0)

Then: (i) if λ >1 and ϕ(x)c< ∞, then the integral  ∞

a f (x) dxis convergent; (ii) if

λ≤ 1and ϕ(x)c>0, then the integral is divergent

THEOREM6 Let f (x) be an absolutely integrable function on an interval [a, ∞) and let

g (x) be a bounded function on [a, ∞) Then the product f(x)g(x) is an absolutely integrable

function on [a, ∞).

THEOREM7 (ANALOGUE OFABEL’S TEST FOR CONVERGENCE OF INFINITE SERIES) Let

f (x) be an integrable function on an interval [a, ∞) such that the integral (7.2.7.1) is

convergent (maybe not absolutely) and let g(x) be a monotonic and bounded function on [a, ∞) Then the integral  ∞

is convergent

THEOREM8 (ANALOGUE OF DIRICHLET’S TEST FOR CONVERGENCE OF INFINITE SE

-RIES) Let (i) f (x) be an integrable function on any finite interval [a, A] and



 A a f (x) dx

≤K<∞ (aA<∞);

(ii) g(x) be a function tending to zero monotonically as x → ∞: lim

x→∞ g (x) =0 Then the integral (7.2.7.3) is convergent

... Volume of a body of revolution Let a body of revolution be obtained by rotating about the x-axis a curvilinear trapezoid bounded by a curve y = f (x), the x-axis, and straight lines x = a and x... application of the integral

1 Work of a variable force Suppose a point mass moves along the x-axis from a point

x = a to a point x = b under the action of a variable force F... is the length of the curve.

If the shape of a plane homogeneous material curve is defined parametrically by x = x(t) and y = y(t), then the coordinates of its center of mass are obtained

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