How are intergrals defined, i couldn't find the definition anywere in my book?!
The idea of an integral is that you want to add up the values of some function over some range. For example, imagine, if you will, that your odometer is broken on your car, and you want to determine how far you have gone on a trip. How could you do this?
One way to do it would be to use the speedometer. The speedometer actually carries the exact same information as the odometer, but the odometer's value is the integral of the speedometer. How is this?
Well, consider, if you will, if you were driving in your car at 60 mph for one hour. Clearly you would travel 60 miles, correct? An integral is a way to figure out how far you have gone even if your speed is changing, but the concept is the same. Instead of just taking a constant speed over some time, the integral sums up the speed you travel at every instant of time. That is:
integral from a to b of (v(t) dt) = lim (dt->0) sum(n from 0 to N) of v(a + ndt) dt
Here, N is chosen such that a+Ndt = b, that is: N = (b-a)/dt. Note that this means that as we take the limit as dt goes to zero, N goes to infinity, so we are summing up an infinite number of terms.
Okay, with that out of the way, what is this? Examine the part inside the sum:
v(a+ndt) dt
This is the velocity of the car at a specific time (a+ndt), a time which, as n increases, goes over the whole trip from a to b. This velocity is multiplied by the amount of time we are traveling at that velocity, dt. In case our velocity is changing all the time, we shrink dt to zero by taking the limit.
In practice, the integral is much more difficult than the derivative to evaluate. But we are helped by noticing something: if we take the derivative of an integral, we get back our original function! Why is this?
Well, think about what it means to change the limit of an integral. Consider this integral:
f(x) = integral from a to x of (v(t) dt).
(this is the distance traveled by our car since time a)
Now, we can imagine a derivative of this distance:
lim (h->0) (f(x+h) - f(x))/h
So we have to figure out what the integral f(x+h) is. As it turns out, that's very easy! The integral f(x+h) is just like taking the original integral, then adding one teeny tiny sliver at the end: we're just adding one extra term to the infinite sum that defines the integral. And that one extra term is:
v(x+h) h
(In order to only add one extra term, we have to set dt = h)
So we have to evaluate:
lim (h->0) of v(x+h) h/h = lim (h->0) of v(x+h) = v(x).
So the derivative of an integral is just the function we were integrating in the first place! It turns out that the reverse is also true: the integral of a derivative is the original function as well. This fact that the integral and the derivative are inverses of one another means in order to evaluate an integral, we try to find a function whose derivative is the argument of the integral.