Integral Between Two Curves
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To create an integral between two curves using the mouse, your first click must be on an intersection between the two curves.

Move until the point of intersection has been found

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If you start your integral now, the integral will be between the two curves.

I Don't Want My Integral to Start at the Intersection!

Then either create your integral with the mouse, starting at the intersection, and edit the start point later OR create the integral using the Tools menu.