定积分定义
设函数$f(x)$定义在$[a,b]$上，若对$[a,b]$的任一种分法$a=x_0<x_1<x_2<···<x_n=b$，令$\Delta x_i=xi-x{i-1}$，任取$\xi_i \in [xi,x{i-1}]$，只要$\lambda = \max_{1≤i≤n}\{\Delta xi\} \to 0$时$\sum{i=1}^n f(\xi_i)\Delta x_i$总趋于确定的极限$I$，则称此极限$I$为函数$f(x)$在区间$[a,b]$上的定积分，记作$\int_a^b f(x)dx$，即
$$
\inta^b f(x)dx = \lim \limits{\lambda \to 0} \sum_{i=1}^n f(\xi_i)\Delta x_i
$$
此时称$f(x)$在$[a,b]$上可积。
定积分的几何意义
曲边梯形面积
可积的充分条件
定理1：若函数$f(x)$在$[a,b]$上连续，则$f(x)$在$[a,b]$可积
定理2：若函数$f(x)$在$[a,b]$上有界，且只有有限个间断点，则$f(x)$在$[a,b]$可积
例1：利用定义计算定积分$\int_0^1 x^2 dx$
解：将$[0,1]$进行$n$等分，分点为$x_i=\frac{i}{n} \, (i=0,1,···,n)$
取$\xi_i = \frac{i}{n}, \Delta x_i = \frac{1}{n} \, (i=0,1,···,n)$，则
$$
f(\xi_i)\Delta x_i = \xi_i^2\Delta x_i = \frac{i^2}{n^3}
$$
$$
\begin{align}
\sum_{i=1}^n f(\xi_i)\Delta xi &= \frac{1}{n^3} \sum{i=1}^n i^2 \
&= \frac{1}{n^3}·\frac{1}{6}n(n+1)(2n+1) \
&= \frac{1}{6}(1+\frac{1}{n})(2+\frac{1}{n})
\end{align}
$$
这里用到公式
$$
\sum_{i=1}^n i^2 = \frac{1}{6}n(n+1)(2n+1)
$$
$$
\begin{align}
\int0^1 x^2dx &= \lim \limits{\lambda \to 0} \sum_{i=1}^n \xi_i^2\Delta xi \
&= \lim \limits{n \to ∞} \frac{1}{6}(1+\frac{1}{n})(2+\frac{1}{n}) \
&= \frac{1}{3}
\end{align}
$$
例2：用定积分表示下列极限
$$
\lim \limits{n \to ∞} \frac{1}{n} \sum{i=1}^n \sqrt{1+\frac{i}{n}} = \lim \limits{n \to ∞} \sum{i=1}^n \sqrt{1+\frac{i}{n}}·\frac{1}{n} = \int_0^1 \sqrt{1+x}dx
$$
$$
\lim \limits{n \to ∞} \frac{1^p+2^p+···+n^p}{n^{p+1}} = \lim \limits{n \to ∞} \sum_{i=1}^n (\frac{i}{n})^p·\frac{1}{n} = \int_0^1 x^pdx
$$
定积分的性质
(1) $\int_a^b f(x)dx = -\int_b^a f(x)dx$
(2) $\int_a^a f(x)dx = 0$
(3) $\int_a^b dx = b-a$
(4) $\int_a^b kf(x)dx = k\int_a^b f(x)dx$
(5) $\int_a^b [f(x) ± g(x)]dx = \int_a^b f(x)dx ± \int_a^b g(x)dx$
(6) $\int_a^b f(x)dx = \int_a^c f(x)dx + \int_c^b f(x)dx$
(7) 若在$[a,b]$上$f(x) ≥ 0$，则$\int_a^b f(x)dx ≥ 0$
(8) 若在$[a,b]$上$f(x) ≤ g(x)$，则$\int_a^b f(x)dx ≤ \int_a^b g(x)dx$
(9) $|\int_a^b f(x)dx| ≤ \int_a^b |f(x)|dx$
(10) 设$M=max{[a,b]}f(x),m=min{[a,b]}f(x)$，则$m(b-a) ≤ \int_a^b f(x)dx ≤ M(b-a) \, (a<b)$
例3：试证$1 ≤ \int_0^{\frac{\pi}{2}} \frac{\sin x}{x} dx ≤ \frac{\pi}{2}$
证：设$f(x) = \frac{\sin x}{x}$，则在$(0,\frac{\pi}{2})$上，有
$f'(x) = \frac{x\cos x – \sin x}{x^2} = \frac{\cos x}{x^2}(x-\tan x) < 0$
$\therefore f(\frac{\pi}{2}) < f(x) < f(0)$
即$\frac{2}{\pi} < f(x) < 1, \, x \in (0,\frac{\pi}{2})$
故$\int_0^{\frac{\pi}{2}} \frac{2}{\pi} dx ≤ \int_0^{\frac{\pi}{2}} f(x) dx ≤ \int_0^{\frac{\pi}{2}} 1 dx$
即$1 ≤ \int_0^{\frac{\pi}{2}} \frac{\sin x}{x} dx ≤ \frac{\pi}{2}$
积分中值定理
若$f(x)\in C[a,b]$，则至少存在一点$\xi \in [a,b]$，使
$$
\int_a^b f(x) dx = f(\xi)(b-a)
$$
$$
\frac{\inta^b f(x) dx}{b-a} = \frac{1}{b-a} \lim \limits{n \to ∞} \sum_{i=1}^n f(\xii)·\frac{b-a}{n} = \lim \limits{n \to ∞} \frac{1}{n} \sum_{i=1}^n f(\xi_i)
$$
故积分中值定理是有限个数的平均值概念的推广。
