A function f is defined by f ( x ) = 2 r − 1 1 for 2 r 1 < x ≤ 2 r − 1 1 , where r ∈ N . Find the value of ∫ 0 1 f ( x ) d x .
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Note that f ( x ) is a step function with step height f ( x ) = y = 2 r − 1 1 and a corresponding step width of Δ x = 2 r − 1 1 − 2 r 1 , where r ∈ N . And x = 1 when r = 1 and x = 0 when r → ∞ .
∫ 0 1 f ( x ) d x = ∫ 0 1 y d x = r = 1 ∑ ∞ y Δ x = r = 1 ∑ ∞ 2 r − 1 1 ( 2 r − 1 1 − 2 r 1 ) = r = 0 ∑ ∞ 2 r 1 ( 2 r 1 − 2 r + 1 1 ) = r = 0 ∑ ∞ 2 1 × 2 2 r 1 = 2 1 r = 0 ∑ ∞ ( 4 1 ) r = 2 1 ( 1 − 4 1 1 ) = 3 2 ≈ 0 . 6 6 7
I do have a solution, but its not mine.
∫ 0 1 f ( x ) d x = r = 1 ∑ ∞ ∫ 2 − r 2 − ( r − 1 ) 2 r − 1 1 d x = r = 1 ∑ ∞ 2 r − 1 1 [ 2 − ( r − 1 ) − 2 − r ] = r = 1 ∑ ∞ 2 − 2 ( r − 1 ) − r = 1 ∑ ∞ 2 − 2 r + 1 = ( 2 2 − 2 ) r = 1 ∑ ∞ 2 − 2 r = 3 2 .
My doubt is how can i convert the definite integral asked into a summation? How can i include summation sign along with integral? Is there any formula to do that?
Basically how i got 2nd step from 1st one?
@Chew-Seong Cheong , @Mark Hennings . Please assist me here.
Basically, you are applying the Monotone Convergence Theorem, which allows you to state that ∫ 0 1 f ( x ) d x = n → ∞ lim ∫ 2 − n 1 f ( x ) d x The fact that f is a piecewise function allows you to say that ∫ 2 − n 1 f ( x ) d x = r = 1 ∑ n ∫ 2 − r 2 1 − r f ( x ) d x and there you are.
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@Mark Hennings , Thanks sir. Where can i learn more about this theorem and applications?
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You will need to study a textbook on Lebesgue Integration. This is an alternative development of integration to the more familiar Riemann Integration, and harder work, but it is more robust, since it permits the proof of many important results (such as, for example, the MCT).
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@Mark Hennings – Ok sir. I understood what you explained. Thanks.
Actually, you can do this within Riemann Integration, since f is a bounded function. You just need to note that ∣ ∣ ∣ ∣ ∫ 0 1 f ( x ) d x − ∫ 2 − n 1 f ( x ) d x ∣ ∣ ∣ ∣ ≤ ∫ 0 2 − n 1 d x = 2 − n and there you are. The expansion of the integral from 2 − n to 1 as a sum of integrals is fine in any system of integration.
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Since f ( x ) is non-negative, the value of the integral is the area between f ( x ) and the x -axis from x = 0 to x = 1 . The graph of f ( x ) is shown below:
To find the area under the graph we have to add the areas of a series of rectangles.
Starting from the right , the k th rectangle will have width 2 k − 1 1 − 2 k 1 = 2 k 1 and height 2 k − 1 1 , so its area will be 2 2 k − 1 1 .
Thus the integral, i.e the area under the graph, will be
∫ 0 1 f ( x ) = r = 1 ∑ 2 2 r − 1 1 = r = 1 ∑ 2 1 ( 2 2 r − 2 1 ) = 2 1 r = 1 ∑ 4 r − 1 1 = 2 1 ⋅ 1 − 4 1 1 = 2 1 ⋅ 4 − 1 4 = 3 2