26 Propiedades de las integrales

Theorem 26.1.

Sea f:If\colon I\to\mathbb{R}, con II\subseteq\mathbb{R}.

Si f es continua en [a,b]f es integrable en [a,b].\text{Si }f\text{ es continua en }[a,b]\Rightarrow f\text{ es integrable en }[% a,b].

Además, el área comprendida entre la gráfica de una función continua positiva, el eje XX y las rectas x=ax=a y x=bx=b, es igual a

abf.\int^{b}_{a}f.
Proof 26.2.

Tampoco se ha visto en clase.

Example 26.3.

f(x)=cf(x)=c, con cc\in\mathbb{R}.

Sean a,ba,b\in\mathbb{R} y consideramos el intervalo [b,a][b,a]. Sea P={x0,x1,,xn}[a,b]P=\left\{x_{0},x_{1},\ldots,x_{n}\right\}\subset[a,b].

L(f,P)=i=1nmi(xixi1)=i=1nc(xixi1)=ci=1n(xixi1)=c(xnx0)=c(ba)L(f,P)=\sum_{i=1}^{n}m_{i}(x_{i}-x_{i-1})=\sum_{i=1}^{n}c(x_{i}-x_{i-1})=c\sum% _{i=1}^{n}(x_{i}-x_{i-1})=c(x_{n}-x_{0})=c(b-a)
U(f,P)=i=1nMi(xixi1)=ci=1n(xixi1)=c(ba)U(f,P)=\sum_{i=1}^{n}M_{i}(x_{i}-x_{i-1})=c\sum_{i=1}^{n}(x_{i}-x_{i-1})=c(b-a)

Por tanto, U(f,P)=L(f,P)=c(ba)PU(f,P)=L(f,P)=c(b-a)\;\forall P. Es decir, ff es integrable y abf(x)𝑑x=abc𝑑x=c(ba)\int^{b}_{a}f(x)dx=\int^{b}_{a}cdx=c(b-a).

f(x)=1f(x)=11133131dx=2\int_{1}^{3}1\,\mathrm{d}x=2
Example 26.4.

01x𝑑x=?\int^{1}_{0}xdx=?. Consideramos una particion P={0,1n,2n,3n,,nn}P=\left\{0,\frac{1}{n},\frac{2}{n},\frac{3}{n},\ldots,\frac{n}{n}\right\}. Esta particion es equiespacial ya que la diferencia entre cada elemento es siempre 1n\frac{1}{n}. Por ejemplo, si n=4n=4 la particion seria P4={0,14,24,34,44}P_{4}=\left\{0,\frac{1}{4},\frac{2}{4},\frac{3}{4},\frac{4}{4}\right\}. En este caso,

U(x,P4)=M1(x1x0)+M2(x2x1)+M3(x3x2)+M4(x4x3)==x114+x214+x314+x414=1414+1214+3414+114U(x,P_{4})=M_{1}(x_{1}-x_{0})+M_{2}(x_{2}-x_{1})+M_{3}(x_{3}-x_{2})+M_{4}(x_{4% }-x_{3})=\\ =x_{1}\cdot\frac{1}{4}+x_{2}\cdot\frac{1}{4}+x_{3}\cdot\frac{1}{4}+x_{4}\cdot% \frac{1}{4}=\frac{1}{4}\cdot\frac{1}{4}+\frac{1}{2}\cdot\frac{1}{4}+\frac{3}{4% }\cdot\frac{1}{4}+1\cdot\frac{1}{4}
L(x,P4)=m1(x1x0)+m2(x2x1)+m3(x3x2)+m4(x4x3)==x014+x114+x214+x314=014+1414+1214+3414L(x,P_{4})=m_{1}(x_{1}-x_{0})+m_{2}(x_{2}-x_{1})+m_{3}(x_{3}-x_{2})+m_{4}(x_{4% }-x_{3})=\\ =x_{0}\cdot\frac{1}{4}+x_{1}\cdot\frac{1}{4}+x_{2}\cdot\frac{1}{4}+x_{3}\cdot% \frac{1}{4}=0\cdot\frac{1}{4}+\frac{1}{4}\cdot\frac{1}{4}+\frac{1}{2}\cdot% \frac{1}{4}+\frac{3}{4}\cdot\frac{1}{4}

Ahora vemos el caso general. Para PnP_{n},

U(x,Pn)=j=1nMj(xjxj1)=j=1nxj1n=j=1njn1n=1n2j=1njU(x,P_{n})=\sum_{j=1}^{n}M_{j}\cdot(x_{j}-x_{j-1})=\sum_{j=1}^{n}x_{j}\cdot% \frac{1}{n}=\sum_{j=1}^{n}\frac{j}{n}\cdot\frac{1}{n}=\frac{1}{n^{2}}\sum_{j=1% }^{n}j
L(x,Pn)=j=1nmj(xjxj1)=j=1nxj11n=j=1nj1n1n=1n2j=1n(j1)L(x,P_{n})=\sum_{j=1}^{n}m_{j}\cdot(x_{j}-x_{j-1})=\sum_{j=1}^{n}x_{j-1}\cdot% \frac{1}{n}=\sum_{j=1}^{n}\frac{j-1}{n}\cdot\frac{1}{n}=\frac{1}{n^{2}}\sum_{j% =1}^{n}(j-1)

Por tanto, nos queda que U(x,Pn)=1n2j=1njU(x,P_{n})=\frac{1}{n^{2}}\sum_{j=1}^{n}j y L(x,Pn)=1n2j=1n(j1)L(x,P_{n})=\frac{1}{n^{2}}\sum_{j=1}^{n}(j-1).

Sea U(f)=inf(U(f,P))U(f)=\inf(U(f,P)) y L(f)=sup(L(f,P))L(f)=\sup(L(f,P)). Es obvio que L(f)U(f)L(f)\leq U(f). En particular,

1n2j=1n(j1)=L(f,Pn)L(f)U(f)U(f,Pn)=1n2j=1nj\frac{1}{n^{2}}\sum_{j=1}^{n}(j-1)=L(f,P_{n})\leq L(f)\leq U(f)\leq U(f,P_{n})% =\frac{1}{n^{2}}\sum_{j=1}^{n}j

Ademas, j=1nj=n(n+1)2\sum_{j=1}^{n}j=\frac{n(n+1)}{2} y j=1n(j1)=j=1njj=1n1=n(n1)2n\sum_{j=1}^{n}(j-1)=\sum_{j=1}^{n}j-\sum_{j=1}^{n}1=\frac{n(n-1)}{2}-n.

Por tanto, L(f,Pn)=1n2n(n+1)2n=n2+n2n2nn2n12L(f,P_{n})=\frac{1}{n^{2}}\cdot\frac{n(n+1)}{2}-n=\frac{n^{2}+n}{2n^{2}}-\frac% {n}{n^{2}}\overset{n\rightarrow\infty}{\longrightarrow}\frac{1}{2} y U(f,Pn)=1n2n(n+1)2=n2+n2n2n12U(f,P_{n})=\frac{1}{n^{2}}\frac{n(n+1)}{2}=\frac{n^{2}+n}{2n^{2}}\overset{n% \rightarrow\infty}{\longrightarrow}\frac{1}{2}.

Entonces, L(f)=U(f)=12L(f)=U(f)=\frac{1}{2} y ff es integrable 01x𝑑x=12\Rightarrow\int^{1}_{0}xdx=\frac{1}{2}.

f(x)=xf(x)=x011
Proposition 26.5.

Sean ff y gg integrables en [a,b][a,b], entonces:

  • f+gf+g es integrable en [a,b][a,b] y ab(f+g)=abf+abg\int^{b}_{a}(f+g)=\int^{b}_{a}f+\int^{b}_{a}g.

  • λf\lambda f es integrable en [a,b][a,b] y abλf=λabf\int^{b}_{a}\lambda f=\lambda\int^{b}_{a}f.

  • |f|\left|f\right| es integrable en [a,b][a,b] y abfab|f|.\int^{b}_{a}f\leq\int^{b}_{a}\left|f\right|.

  • fgf\cdot g es integrable en [a,b][a,b] pero, en general, abfgabfabg\int^{b}_{a}f\cdot g\neq\int^{b}_{a}f\cdot\int^{b}_{a}g.

Proposition 26.6.

Sea f:If\colon I\to\mathbb{R}, II\subset\mathbb{R} y a,b,ca,b,c\in\mathbb{R} con abca\leq b\leq c . Entonces

f es integrable en [a,c]f es integrable en [a,b] y [b,c].f\text{ es integrable en }[a,c]\iff f\text{ es integrable en }[a,b]\text{ y }[% b,c].

Además, acf=abf+bcf\int^{c}_{a}f=\int^{b}_{a}f+\int^{c}_{b}f.

Proposition 26.7.

Sean ff y gg integrables en [a,b][a,b]:

  • Si f(x)0x[a,b]f(x)\geq 0\quad\forall x\in[a,b], entonces abf0\int^{b}_{a}f\geq 0.

  • Si f(x)g(x)x[a,b]f(x)\geq g(x)\quad\forall x\in[a,b], entonces abfabg\int^{b}_{a}f\geq\int^{b}_{a}g.