Definite Integrals
You might like to read Introduction to Integration first!
IntegrationIntegration can be used to find areas, volumes, central points and many useful things. But it is often used to find the area under the graph of a function like this: 

The area can be found by adding slices that approach zero in width: And there are Rules of Integration that help us get the answer. 
Notation
The symbol for "Integral" is a stylish "S" 

After the Integral Symbol we put the function we want to find the integral of (called the Integrand), and then finish with dx to mean the slices go in the x direction (and approach zero in width). 
Definite Integral
A Definite Integral has start and end values: in other words there is an interval (a to b).
The values are put at the bottom and top of the "S", like this:
Indefinite Integral (no specific values) 
Definite Integral (from a to b) 
We can find the Definite Integral by calculating the Indefinite Integral at points a and b, then subtracting:
Example:The Definite Integral, from 1 to 2, of 2x dx:

The Indefinite Integral is: ∫2x dx = x^{2} + C
 At x=1: ∫2x dx = 1^{2} + C
 At x=2: ∫2x dx = 2^{2} + C
Subtract:
And "C" gets cancelled out ... so with Definite Integrals we can ignore C.
In fact we can give the answer directly like this:
We can check that, by calculating the area of the shape:
Yes, it has an area of 3. (Yay!) 
Let's try another example:
Example:The Definite Integral, from 0.5 to 1.0, of cos(x) dx:
(Note: x must be in radians) 
The Indefinite Integral is: ∫cos(x) dx = sin(x) + C
We can ignore C, and do the subtraction directly:
And another example to make an important point:
Example:The Definite Integral, from 0 to 1, of sin(x) dx:

The Indefinite Integral is: ∫sin(x) dx = cos(x) + C
Since we are going from 0, can we just calculate the area at x=1?
cos(1) = 0.540...
What? The Area at x=1 is negative? No, because we forgot the "+ C", which is important ....
We can only ignore C when it gets cancelled by subtraction
So let us do it properly, subtracting one from the other:
And that is correct ... but you can have negative areas, when the curve is below the axis:
Example:The Definite Integral, from 1 to 3, of cos(x) dx:
Notice that some of it is positive, and some negative.

The Indefinite Integral is:∫cos(x) dx = sin(x) + C
So let us do the calculations:
Try integrating cos(x) with different start and end values to see for yourself how positive and negative areas work.
Continuous
Oh yes, the function we are integrating must be Continuous between a and b: no holes, jumps or vertical asymptotes (where the function heads up/down towards infinity).
Example:A vertical asymptote between a and b would affect the definite integral. 
Properties
Reversing the interval
Reversing the direction of the interval gives the negative of the original direction. 
Interval of zero length
When the interval starts and ends at the same place, the result is zero: 
Adding intervals
You can also add two adjacent intervals together: 