Properties of indefinite integrals
Theorem (Linearity property of indefinite integrals)
Let \(\mathrm{f}\) and \(\mathrm{g}\) be functions, and \(a, b\) constants. Then the following hold:
\[
\displaystyle \displaystyle\int \big(a \mathrm{f}(x) + b \mathrm{g}(x) \big) \, \mathrm{d}x =
a \displaystyle \displaystyle\int \mathrm{f}(x) \, \mathrm{d}x + b \displaystyle \displaystyle\int \mathrm{g}(x) \, \mathrm{d}x
\]
Proof.
Differentiate the expression
\[
a \displaystyle \displaystyle\int \mathrm{f}(x) \, {\rm d}x + b \displaystyle \displaystyle\int \mathrm{g}(x) \, {\rm d}x
\]
with respect to \(x\) yields:
\[
\begin{align*}
\frac{\mathrm{d}}{\mathrm{d}x} \big( a \displaystyle \displaystyle\int \mathrm{f}(x) \, {\mathrm d}x + b \displaystyle \displaystyle\int \mathrm{g}(x) \, \mathrm{d}x \big)
& = a \big( \frac{\mathrm{d}}{\mathrm{d}x} \displaystyle \displaystyle\int \mathrm{f}(x) \, {\mathrm d}x \big) + b \big( \frac{\mathrm{d}}{\mathrm{d}x} \displaystyle \displaystyle\int \mathrm{g}(x) \, {\mathrm d}x \big) \\
& = a \mathrm{f}(x) + b \mathrm{g}(x).
\end{align*}
\]
Hence, \(\displaystyle a \displaystyle \displaystyle\int \mathrm{f}(x) \, {\mathrm d}x + b \displaystyle \displaystyle\int \mathrm{g}(x) \, {\mathrm d}x\) is an antiderivative of \(a \mathrm{f}(x) + b \mathrm{g}(x)\).
\(\Box\)
Corollary (Scalar multiple)
Let \(\mathrm{f}\) be a function and \(k\) a constant. Then
\[
\displaystyle \displaystyle\int k \mathrm{f}(x) \, \mathrm{d}x = k \displaystyle \displaystyle\int \mathrm{f}(x) \, \mathrm{d}x.
\]
Proof. Applying the above theorem by setting \(a = k\) and \(b=0\).
\(\Box\)
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