3.8 Definite Integrals of Sine & Cosine
Preliminary Results
- Rewriting a product of two sine terms as a difference of cosine terms.
\begin{equation}\label{ch03-08-eq01}
\sin A \sin B=\frac{1}{2}\left (\cos (A-B)-\cos (A+B)\right )\tag{3.14}.
\end{equation}
This is accomplished as follows:
\begin{align*}
\cos (A-B)-\cos (A+B)
&=\cos A \cos B +\sin A \sin B – (\cos A \cos B -\sin A \sin B)=\\
&=2 \sin A \sin B,
\end{align*} - Rewriting a product of a sine term with a cosine term as a sum of sine terms.
\begin{equation}\label{ch03-08-eq02}
\sin A \cos B=\frac{1}{2}\left (\sin (A+B)+\sin (A+B)\right )\tag{3.15}.
\end{equation}
This is accomplished as follows:
\begin{align*}
\sin (A+B)+\sin (A-B)
&=\sin A \cos B +\sin B \cos a – (\sin A \cos B -\sin B \cos A)=\\
&=2 \sin A \sin B,
\end{align*} - The continuity of sine and cosine everywhere.
- The limit of the difference quotient for \(\sin x\):
\begin{equation}\label{ch03-08-eq03}
\lim_{x\to 0}\frac{\sin x}{x} = 1\tag{3.16}.
\end{equation} - Telescoping sums (review 3.2.2).
3.8.1 Definite Integral of Sine
Proposition 1. Given \(a,\, b \in \mathbb{R}\) with \(a < b\), then
\begin{equation}\label{ch03-08-eq04}
\int_a^b\sin x \,dx = -\cos b + \cos a\tag{3.17}.
\end{equation}
Proof.
Step 1. Partition of the interval.
\[\Delta x= \frac{b-a}{n}, \;\; x_i=a+i \Delta x=a+\frac{(b-a)i}{n}, \;\; I_i=[x_{i-1},x_i].\]
Step 2. Height and area of the rectangular regions.
\[h_i=\sin \left(x_i\right)=\sin \left(a+ i \Delta x\right), A_i=\sin \left(x_i\right)\Delta x =\sin \left(a+ i\Delta x\right)\Delta x.\]
Step 3. Computation of \(R(\sin x,n)\).
\[R(\sin x,n)=\sum _{i=1}^n \sin \left(x_i\right)\Delta x=\sum _{i=1}^n \sin (a+i \Delta x)\Delta x=\Delta x\sum _{i=1}^n \sin (a+i \Delta x).\]
Multiply and divide each term in the sum by \(\displaystyle \sin \left(\frac{\Delta x}{2}\right)\). Note that it is possible to do this because for \(n\) sufficiently large we have
\[0 < \frac{\Delta x}{2} = \frac{b-a}{2n}<\pi \Longrightarrow \sin \left(\frac{\Delta x}{2}\right)\neq 0.\]
Then
\begin{equation}\label{ch03-08-eq05}
R(\sin x,n)=\sum _{i=1}^n \sin\left(x_i\right)\Delta x
=\Delta x\frac{1}{\sin \left(\frac{\Delta x}{2}\right)}
\sum _{i=1}^n \sin (a+i \Delta x)\sin \left(\frac{\Delta x}{2}\right)\tag{3.18}.
\end{equation}
We are going to show that the sum in (\ref{ch03-08-eq02}) is telescoping. This will be accomplished by rewriting each of the products in the sum as a difference of cosine terms (see (\ref{ch03-08-eq01})).
\begin{align*}
\sin (a+i \Delta x)\sin \left(\frac{\Delta x}{2}\right)
&\underset{?}{=}\hphantom{-}\frac{1}{2}\left(\cos \left(a+i \Delta x-\frac{\Delta x}{2}\right)-\cos \left(a+i \Delta x+\frac{\Delta x}{2}\right)\right)=\\
&\underset{?}{=}-\frac{1}{2}\left(
\cos \left(a + i \Delta x + \frac{\Delta x}{2}\right) -
\cos \left(a +(i-1) \Delta x + \frac{\Delta x}{2}\right)
\right).
\end{align*}
Set
\[a_i =-\frac{1}{2}\cos \left(a + i \Delta x + \frac{\Delta x}{2}\right), \,
a_{i-1} =-\frac{1}{2}\cos \left(a +(i-1) \Delta x + \frac{\Delta x}{2}\right).\]
It follows that the Riemann sum in (\ref{ch03-08-eq02}) is telescoping, and thus (see Proposition 2 in 3.2.2)
\begin{align*}
\sum _{i=1}^n \sin (a+i \Delta x)\sin \left(\frac{\Delta x}{2}\right)
&=\sum _{i=1}^n \left(a_i-a_{i-1}\right) \underset{?}{=} a_n-a_0 =\\
&\underset{?}{=}-\frac{1}{2}\left(
\cos \left(a + n \Delta x + \frac{\Delta x}{2}\right) -
\cos \left(a +(0) \Delta x + \frac{\Delta x}{2}\right)
\right) = \\
&\underset{?}{=}
-\frac{1}{2}\left(
\cos \left(a + (b-a) + \frac{\Delta x}{2}\right) -
\cos \left(a + \frac{\Delta x}{2}\right)
\right) = \\
&=
-\frac{1}{2}\left(
\cos \left(b + \frac{\Delta x}{2}\right) -
\cos \left(a + \frac{\Delta x}{2}\right)
\right).
\end{align*}
Therefore, (\ref{ch03-08-eq05}) can be rewritten as follows
\begin{align*}
\frac{\Delta x}{\sin \left(\frac{\Delta x}{2}\right)}
\sum _{i=1}^n \sin (a+i \Delta x)\sin \left(\frac{\Delta x}{2}\right)
&=
\frac{\Delta x}{\sin \left(\frac{\Delta x}{2}\right)}
\left[
-\frac{1}{2}\left(
\cos \left(b + \frac{\Delta x}{2}\right) -
\cos \left(a + \frac{\Delta x}{2}\right)
\right)
\right]=\\
&=
-\frac{\frac{\Delta x}{2}}{\sin \left(\frac{\Delta x}{2}\right)}
\left(
\cos \left(b+\frac{\Delta x}{2}\right)-\cos \left(a+\frac{\Delta x}{2}\right)\right).
\end{align*}
Step 4. Evaluation of \(\displaystyle \lim_{n \to \infty} R(\sin x,n)\).
Since \(\displaystyle \Delta x =\frac{b-a}{n}\) with \(b-a\) constant, then
\(\Delta x \longrightarrow 0 \Longleftrightarrow n\longrightarrow \infty\),
that is, increasing the number of intervals in the partition is equivalent to let \(\Delta x \to 0\). Thus,
\begin{align*}
\lim_{n \to \infty}\sum _{i=1}^n \sin\left(x_i\right)\Delta x
&=\lim_{\Delta x \to 0}\frac{\frac{\Delta x}{2}}{\sin \left(\frac{\Delta x}{2}\right)}\left(\cos \left(a+\frac{\Delta x}{2}\right)-\cos \left(b+\frac{\Delta x}{2}\right)\right)=\\
&\underset{?}{=} (1)(-\cos b + \cos a)=-\cos b + \cos a.
\end{align*}
□
3.8.2 Definite Integral of Cosine
Proposition 2. Given \(a,\, b \in \mathbb{R}\) with \(a < b\), then
\begin{equation}\label{ch03-08-eq06}
\int_a^b \cos x\,dx = \sin b - \sin a\tag{3.19}.
\end{equation}
Proof.
Step 1. Partition of the interval.
\[\Delta x= \frac{b-a}{n}, \;\; x_i=a+i \Delta x=a+\frac{(b-a)i}{n}, \;\; I_i=[x_{i-1},x_i].\]
Step 2. Height and area of the rectangular regions.
\[\displaystyle h_i=f\left(x_i\right)=\cos \left(a+ i \Delta x\right),\;\;\;
A_i=f\left(x_i\right)\Delta x =\cos \left(a+ i\Delta x\right)\Delta x.\]
Step 3. Computation of \(R(\cos x,n)\).
\[R(\cos x,n) = \sum _{i=1}^n \cos\left(x_i\right)\Delta x=\sum _{i=1}^n \cos (a+i \Delta x)\Delta x=\Delta x\sum _{i=1}^n \cos (a+i \Delta x).\]
Multiply and divide by \(\displaystyle \sin \left(\frac{\Delta x}{2}\right)\).
We can assume that \(\displaystyle \sin \left(\frac{\Delta x}{2}\right)\neq 0\) (see Step 3 in the proof of Proposition 1).
\[\sum _{i=1}^n \cos\left(x_i\right)\Delta x=
\Delta x\frac{1}{\sin \left(\frac{\Delta x}{2}\right)}
\sum _{i=1}^n \cos (a+i \Delta x)\sin \left(\frac{\Delta x}{2}\right).\]
To compute the sum \(\displaystyle \sum _{i=1}^n \cos (a+i \Delta x)\sin \left(\frac{\Delta x}{2}\right)\), we are going to see that it is telescoping by rewriting each term as a sum of sines (see (\ref{ch03-08-eq02})) together with the fact that sine is odd:
\begin{align*}
\sin \left(\frac{\Delta x}{2}\right)\cos (a+i \Delta x)
&\underset{?}{=}\frac{1}{2}\left(\sin \left(a+i \Delta x+\frac{\Delta x}{2}\right)-\sin \left(a+i \Delta x-\frac{\Delta x}{2}\right)\right)=\\
&=\frac{1}{2}\left(
\sin \left(a+i\Delta x + \frac{\Delta x}{2}\right)-
\sin \left(a+(i-1)\Delta x + \frac{\Delta x}{2}\right)
\right).
\end{align*}
Thus (see Proposition 2 in 3.2.2),
\begin{align*}
\sum _{i=1}^n \sin \left(\frac{\Delta x}{2}\right)\cos (a+i \Delta x) & =
\sum _{i=1}^n \frac{1}{2}\left(
\sin \left(a+i\Delta x + \frac{\Delta x}{2}\right)-
\sin \left(a+(i-1)\Delta x + \frac{\Delta x}{2}\right)
\right) =\\
&=\frac{1}{2}\left(
\sin \left(a+n\Delta x + \frac{\Delta x}{2}\right)-
\sin \left(a+(1-1)\Delta x + \frac{\Delta x}{2}\right)
\right) =\\
&=\frac{1}{2}\left(
\sin \left(b + \frac{\Delta x}{2}\right)-
\sin \left(a + \frac{\Delta x}{2}\right)
\right).
\end{align*}
\begin{align*}
\Longrightarrow \sum _{i=1}^n \cos\left(x_i\right)\Delta x
&=\Delta x\frac{1}{\sin \left(\frac{\Delta x}{2}\right)}\sum _{i=1}^n \cos (a+i \Delta x)\sin \left(\frac{\Delta x}{2}\right)=\\
&=\Delta x\frac{1}{\sin \left(\frac{\Delta x}{2}\right)}\frac{1}{2}\left(\sin \left(b+\frac{\Delta x}{2}\right)-\sin \left(a+\frac{\Delta x}{2}\right)\right)=\\
&=\frac{\frac{\Delta x}{2}}{\sin \left(\frac{\Delta x}{2}\right)}\left(\sin \left(b+\frac{\Delta x}{2}\right)-\sin \left(a+\frac{\Delta x}{2}\right)\right).
\end{align*}
Step 4. Evaluation of \(\displaystyle \lim_{n \to \infty}R(\cos x,n)\)).
Since \(\Delta x \longrightarrow 0 \Longleftrightarrow n\longrightarrow \infty\)
\[
\lim_{n \to \infty}\sum _{i=1}^n \cos\left(x_i\right)\Delta x=\lim_{\Delta x \to 0}\frac{\frac{\Delta x}{2}}{\sin \left(\frac{\Delta x}{2}\right)}\left(\sin \left(b+\frac{\Delta
x}{2}\right)-\sin \left(a+\frac{\Delta x}{2}\right)\right)=\sin b -\sin a.\]
□
3.8.3 Exercises
Your learning task is to develops the ability to state and prove the above propositions. You should be able to do so without seeing the above statements and proofs. Only then, you will be certain that you have learned this material. Here are some points that you should be able to develop with great detail.
- Computation of \(R(f(x),n)\) for \(f(x)=\sin x\) or \(f(x)=\cos x\).
(a) Express \(R(f(x),n)\) in a way to make explicit the presence of the difference quotient of \(\sin x\) at zero, and the role of telescoping series. You need to have clear the trigonometric formulas that are needed.
(b) Use the formula to add a telescoping sum to rewrite \(R(f(x),n)\).
(c) Compute \(\displaystyle \lim_{n \to \infty}R(f(x),n)\). Justify your answer. - Modifying what must be modified in the above proofs, show that if \(k\neq 0\), then
(a) \(\displaystyle \int_a^b\sin k x\,dx = \frac{1}{k}\left(-\cos(kb)+\cos(ka)\right)\);
(b) \(\displaystyle \int_a^b\cos k x\,dx =\frac{1}{k}\left(\sin(kb)-\sin(ka)\right)\).