Calculus itself is divided into three parts in Universities. The first two parts are divided into: differencial calculus and integral calculus. Differencial Calculus is more commonly called Calculus I and Integral Calculus is more commonly called Calculus II. As you expect Calculus I concentrates on the derivative, which is what we have been doing thus far in the lectures. Since I think you have sufficent understanding of what a derivative is and how it is used in math and applied math we can talk about the other important part of Calculus, the integral. The integral is related to the "anti-derivative" that means a function whose derivative is back the function. Think of it as an inverse operator on a function, like the square root is the opposite of the squaring function. But there is one problem. Say we want to solve

meaning a function whose derivative is

if we think about it we note that

, but wait any constant added disappears (similar to our discussion of free falling bodies equations). This is contained in the following definition and theorem.
Definition: The anti-derivative of a function

is expressed as

. It represent all the functions whose derivatives are

. Thus, the integral is a
set of functions that has the property that if

(an element of this set) then

. And if

is a function such that

then

. This symbol (streched S) is called "indefinite integral".
I want to make the comment, note

appears in the end. I myself an not in favor of putting that, but since that is the standard notation I do. It is unnecessary unless in a case where you are taking a multiple integral (which we will not discuss) and these "differencials" show which order to take the integral in. In a single variable case, I really do not see any purpose (except possibly for one).
Theorem: Given a function

and

is a function such that

then,

where

is any constant function on the open interval where we are differenciating.
Basically, this is saying if we can find one function that is an anti-derivative then all functions (the indefinite integral) is just some constant sum of that. It should seem understandable but we will not be able to completely prove it.
Proof: If

and

and let

be another anti-derivative

. Then,

, property of derivative says

. Now the only function whose derivative is always zero is a constant function. Think of it this way, the tangent line is always horizontal, which is a horizontal line, hence a constant. Thus,

thus,

. Meaning it can be expressed as a constant added to the original function. (The actual proof is too advanced for us and relies on the most important theorem in Calculus, Mean Value Theorem).
Linearity of Integral: Since

and

(remember I said pay attention to these properties they appear many times in math). The integral also has these properties. I leave that to you to prove.

.
Example 28: Let

then

is found by finding
an anti-derivative, for example

then,

. Note, we could have chose

as our anti-derivative. That would mean that

but in reality they are the same. Because in the second case by choosing a constant 1 less will result the same as in the second case. Thus, these set of functions are equal.
The following theorem should seem simple.
Power Rule: If

and

then

.
Proof: Nothing to it, if

then we can define a function

.
Thus,

by the power rule for derivatives. By our theorem since we found
an anti-derivative all anti-derivatives differ by a constant. Thus,

.
The case

will be covered later.
I asked around in College what people found more difficult Calculus II or Calculus III more said Calculus II because rules for integrations are developed. Unlike derivatives where any known functions can be integrated. Ihe integral is much more complicated. Sometimes you cannot even find it! And there are many many rules how to deal with each case. Also unlike basic algebra where you understand how it works you do not need to memorize anything, over here some memorization is required because some of these derivations are clever and probably will not be found by just looking at them. I am not going to go through many different types of integrals. Just three very useful rules.
There are two functions that are fundamental in Calculus/Analysis, the exponential and logarithmic functions. I am going to show you an ugly way of deriving the main results of these functions, this is not a standard approach but I think it is important to at least have some idea where they come from.
Definition: Define the number

.
Of course, the main problem is that we need to show that this sequence converges to some number which we define as

. One way of doing this, is by using the famous theorem in Analysis, Weierstrauss-Bolzano theorem, which seems obvious, if a strictly increasing sequence is bounded (always below some number) then it converges. Again this is an existence theorem that assures us that the sequence converges but does not provide us to what. Thus, we need to show that

where

and also show that

, then by Bolzano-Weierstrauss theorem such a number exists. But I am not going to do that derivation.
Definition: We can define an exponential function

for the entire number line because

. All it is an exponent function like

only with a different base.
If we graph this function it only exists in the area above the x-axis. Hence the range of

are all positive numbers.
Definition: An inverse function (if it exists) is a function that undoes the original function. Meaning

is a given invertible function. The inverse is denotated by

(and it does not mean

) such that

and

.
Example 29: The function

does not have an inverse, however if we restrict the domain to

then the half-parabola does have an inverse, namely the square root function

.
A way to determine if the inverse exists is by passing a horizontal line and seeing that if intersects the function once of not. This is not true with the parabola in the example above because for some horizontal lines it pases twice. But by restricting the domain to the positives the half parabola satisfies the conditions. One way to show an inverse exists on an interval is by showing the function is continous and strictly increasing or decreasing (derivative is always one sign) that would assure of a horizontal line passing once. The graph of the exponential function

is increasing and hence any horizontal line drawn intersects (if it does) only exactly once. Thus the inverse function is called the natural logarithmic function

.
Definition: The natural logarithm function

is defined for all positives values and it is the inverse of the natural exponential. The value of it means what does

have to be raised to , to result in

? Thus,

because

.
If the domain of an invertible function

is

and the range is

then the domain for

is

and domain is

. Thus the natural logarithm is defined for the range of

which are the positives and the range is the domain of

which is any value.
Both the exponential and logarithmic functions have important properties.
Properties:

For
Now we get to the derivative of the exponential function and the logarithm.
Theorem: The derivative of

is

.
Proof: This is not really a proof but it should give some reason. We know that

as

. Thus,

. We can therefore write,

. Thus, for very small

we have

thus

. Thus,

. Thus,

.
Thus, the smaller the number the closer the value,

.
Now we use the limit definition for derivative on

,

Using the above statement,

.
(The following derivation is not mine, I stole it from my Calculus book).
Corollary: The integral

.
Theorem:: The derivative for

is

.
Proof:: We can write

and take the derivative of both sides, the right hand side is trivial and the derivative is

. The left hand side we use the chain rule,

where

.
Thus,

Thus,

.
Thus, left hand equal to right hand,

.
Note, the error in the proof is that I never shown that

has a derivative in that case the proof fails. But there is a useful theorem that assures us the inverse function does have the derivative if the original function has.
Sometimes it is useful to consider the following derivative.
Theorem: The derivative for

is

.
Proof: The difference between this and the derivative I just stated above is the domain of function. In the first case

was the right part of the hyperbola, while this derivative is both parts of the hyperbola. This is because of the absolute vaue it clears signs and hence we have both parts.
Corollary: The integral
Note the fundamental property of the natural exponential is that it is itself, of course zero also works but that is uninteresting. Thus the exponential satisfies the differencial equation

. The interesting property about the logarithmic function is that it is a "transcendental function" meaning cannot be expressed
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(funny thing is that I do not think it is proven). While an algebraic functions, like polynomials, rationals, can be expressed as those operations. And we have the derivative of a transcendental function an algebraic function!
We can extend the power rule for integrals.
Extended Power Rule: The integral
Up to this point I have explained two very important functions. We will say that many anti-derivatives have them. Right now I will concentrate on three powerful techiniques of finding anti-derivatives. Throughout this I will be using my style of the substitution rule, that I never ever seen anybody do. Because mine is formal (mathematical) while the standard techinque is not and hence it wants to make me vomit. And mine is better because I use it.
Example 30: Assume we need to find

. The integration is a linear operator (meaning we can do each one). Thus by the extended by power rule and exponential function we have,

.
Substitution Rule
In Calculus it is standard to represent the anti-derivative of a function

in capitals

. Let us assume we are given a standard function

that has an anti-derivative

, that means,

. Let

be some other function which we can take a derivative of. Then by the chain rule,
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.
That means that

is
an anti-derivative of

.
Thus, by the results we developed above,

.
Basically, what this is what the theorem says.
1)We want to find

for some function

.
2)If we can express

for some other functions

.
3)Then we need to find
an anti-derivative of

.
4)Then the integral of

is the compostion

.
This theorem is the reverse of the chain rule.
I will do an example using the official way above and then do it using my way, because it will be easier for you to follow.
Example 31: We need to find

. If instead we had

then everything is easy. Thus, the inner function

and the outer function is

but we also have that

which surly appears in the intergal because,

. Hence it has the form mentioned above.

. The next step is to find an anti-derivative of the outer function

which is

. Thus the answer is,

.
Because it is an anti-derivative. If you take the derivative you will get back the original function. A useful way to check.
Hacker's Subsitution Rule
We know that,

.
For simplicity call

then we have,

.
Where

is some expression of

.
Then we need to find the anti-derivative of the outer function.
That means,

.
Thus, stated another way,

(The mnemonic is that it is as
if we can cancel the

's. But we cannot, that is not a fraction.)
Example 32: Now we do it my simplified way. The idea is as follows. We call the inside function

then then we immediately find its derivative

and make it appear in the product. Thus we have

. We see that if we call

we reduce the problem to a basic exponent, what we want. But as I said, we immediately find the derivative

. Thus,

.
Subsitution rule is most important. You need to get good with it. We need much, much more examples.
Example 33: We will find

. We see it is reasonable to define the inner function as

. Now we immediately find its derivative

. But there is no multiple of 2 in the integrand! Does it mean the rule fails? No. Remember we factor in and out a constant function. Thus we introduce the 2 multiplier.
Thus,

.
The integral is simple to find through power rule,

.
Example 34: We will find

. This is tricker but let us call

. Now we immediately find its derivative

. Look! It is almost in the special form except of the 2 multiplier. Thus,

.
The integral is trivial.

.
I like to mention, that is you were paying attention you would have said,

.
But that does not matter because