Currently, taking the integral of a piecewise function in Sage gives
you the definite integral. I've proposed on trac that the integral of
piecewise functions be indefinite by default. This would be consistent
with how integration works on other functions in Sage, as well as
piecewise functions in Maple and Mathematica.

The main concern is whether the integral of a piecewise function is
even well-defined. It seems to me that at least for continuous
piecewise functions, the indefinite integral is well-defined. The
anti-derivative is well defined, and by the fundamental theorem of
calculus, the indefinite integral of a continuous function is the
anti-derivative. As for discontinuous piecewise functions, I'm finding
it difficult to convince myself either way.

The trac ticket is 4721 ( http://trac.sagemath.org/sage_trac/ticket/4721 )

-- Paul

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