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L7-Integral Calculus & Applications

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L7-Integral Calculus & Applications

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yacheabdi
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Chapter 12

Integral Calculus

12.1 INTEGRATION
Chapters 9 and 10 were devoted to differential calculus, which measures the rate of change of functions.
Differentiation, we learned, is the process of finding the derivative F’(x) of a function F(x). Frequently in
business and economics, however, we know the rate of change of a function F’(x) and need to find the
original function F(x). Reversing the process of differentiation and finding the original function from the
derivative is called antidifferentiation or integration, and the original function F(x) is called the
antiderivative or integral of F’(x).
EXAMPLE 1. Letting f(x) = F’(x) for simplicity, the antiderivative of F(x) is expressed mathematically as

Here the left-hand side of the equation is read “the indefinite integral of f of x with respect to x.” The
symbol f is an integral sign, f(x) is the integrand, and c is the constant of integration, which will be
explained in Example 3.

12.2 RULES FOR INDEFINITE INTEGRALS


The following rules for indefinite integrals are obtained by reversing the corresponding rules of
differentiation. Their accuracy is easily checked since the derivative of the integral must equal the
integrand. The rules are illustrated in Example 2 and Problems 12.1 to 12.3
Rule 1. The integral of a constant k is

Rule 2. The integral of 1, written simply as dx, not 1 dx, is

Rule 3. The integral of a power function xn, where n ≠ –1, is given by the power rule:

Rule 4.
The condition x > 0 is needed because only positive numbers have logarithms. For negative numbers,

Rule 5. The integral of a natural exponential function is

Rule 6. The integral of a constant times a function equals the constant times the integral of the function.

Rule 7. The integral of the sum or difference of two or more functions equals the sum or difference of their
integrals.

Rule 8. The integral of the negative of a function equals the negative of the integral of the function.

EXAMPLE 2. The rules for indefinite integrals are illustrated below. Check each answer on your own by
making sure that the derivative of the antiderivative equals the integrand.

where c1 and c are arbitrary constants and 4c1 = c. Since c is an arbitrary constant, it can be ignored in the
preliminary calculations and included only in the final solution.
EXAMPLE 3. Fromthe rules of differentiation, we know that functions which differ only by a constant k
have the same derivative. The function for instance, has the same derivative,
for any infinite number of possible values for k. If the process is reversed, it is
clear that must be the antiderivative for an infinite number of functions differing from each
other only by a constant. The constant of integration c, then, serves to represent the value of any constant
that was part of the original function but precluded from the derivative by the rules of differentiation. The
graph of an indefinite integral ∫f(x) dx = F(x)+c, where c is unspecified, is a family of curves parallel in the
sense that the slope of the tangent to any of them at x is f(x). Specifying c specifies the curve; changing c
shifts the curve. This is illustrated in Fig. 12-1 for the indefinite integral where c
= 5, 3, 1, and –1, respectively.

Fig. 12-1

12.3 AREA UNDER A CURVE


There is no geometric formula for the area under an irregularly shaped curve, such as y = f(x) between x
= a and x = b in Fig. 12-2(a). An approximation of the area may be obtained, however, by subdividing the
interval [a,b] into x subintervals and creating rectangles such that the height of each, for example, is equal
to the largest value of the function in the subinterval, as in Fig. 12-2(b). Then the sum of the areas of the
rectangles , called a Riemann sum, will approximate, but overestimate, the actual
area under the curve. The smaller each subinterval (Δxi), the more rectangles are created and the closer the
combined area of the rectangles approaches the actual area under the curve. If the
number of subintervals is increased so that n → ∞, each subinterval becomes infinitesimal (Δxi = dxi = dx)
and the area A under the curve can be expressed mathematically as

Fig. 12-2

12.4 THE DEFINITE INTEGRAL


The area under a graph of a continuous function such as that in Fig. 12-2 can be expressed more
succinctly as the definite integral of F(x) over the interval a to b. Put mathematically,

Here the left-hand side is read “the integral from a to b of f of x dx,” and a is called the lower limit of
integration and b, the upper limit of integration. Unlike the indefinite integral, which is a set of functions
containing all the antiderivatives of f(x), as explained in Example 3, the definite integral is a real number
which can be evaluated, using the fundamental theorem of calculus which is the topic of the next section.

12.5 THE FUNDAMENTAL THEOREM OF CALCULUS


The fundamental theorem of calculus says simply that the numerical value of the definite integral of a
continuous function F(x) over the interval from a to b is given by the antiderivative F(x) + c evaluated at the
upper limit of integration b, minus the same antiderivative F(x) + c evaluated at the lower limit of
integration a. With c common to both, the constant of integration is eliminated in the subtraction. Expressed
mathematically,

where the symbol indicates that b and a are to be substituted successively for x. See
Examples 4 and 5 and Problems 12.4 and 12.5.
EXAMPLE 4. The definite integrals given below
are evaluated as follows:

EXAMPLE 5. The definite integral is used below to determine the area under the curve in Fig. 12-3 over
the interval 0 to 5 as follows:

The answer can easily be checked by using the geometric formula where h = height and w
= width.

Fig. 12-3

12.6 PROPERTIES OF DEFINITE INTEGRALS


1. Reversing the order of the limits of integration changes the sign of the definite integral.

2. If the upper limit of integration equals the lower limit of integration, the value of the definite
integral is zero.
3. The definite integral can be expressed as the sum of component subintegrals.

4. The sum or difference of two definite integrals with identical limits of integration is equal to the
definite integral of the sum or difference of the two functions.

5. The definite integral of a constant times a function is equal to the constant times the definite integral
of the function.

See Example 6 and Problems 12.6 and 12.7.


EXAMPLE 6. The following definite integrals are evaluated to illustrate a sampling of the properties of
integrals presented above.

12.7 AREA BETWEEN CURVES


The area of a region between two or more curves can be evaluated by applying Rule 4 of the properties
of definite integrals outlined above. The procedure is demonstrated in Example 7 and treated in Problems
12.8 to 12.15.
EXAMPLE 7. Using the properties of integrals, the area A of the region between two functions such as y1
= –0.25x + 12 and y2 = –x2 + 6x from x = 0 to x = 6, is found as follows.
(a) Draw a rough sketch of the graph of the functions and shade in the desired area as in Fig. 12-4.
Fig. 12-4

(b) Note the relationship between the curves. Since y1 lies above y2 throughout the indicated region, the
desired region is simply the area under yi minus the area under y2 between x = 0 and x = 6. Hence,

12.8 INTEGRATION BY SUBSTITUTION


Integration of a product or quotient of two differentiable functions of x, such as

is not possible in terms of the simple rules developed earlier in the chapter. If the integrand can be
expressed as a constant multiple of another function u and its derivative du/dx, however, integration by
substitution is possible. By expressing the integrand F(x) as a function of u and its derivative du/dx, and
integrating with respect to x, we obtain
Integration by substitution reverses the operation of the chain rule and the generalized power function rule
in differential calculus. See Examples 8 and 9 and Problems 12.16 to 12.23.
EXAMPLE 8. Integration by substitution is used in the steps below to determine the indefinite integral

1. Check to be sure that the integrand can be converted to a product of another function u and its
derivative du/dx, times a constant multiple, (a) Let u equal the function in which the independent
variable is raised to the higher power in terms of absolute value; here u = x5 + 7. (b) Differentiate u:
du/dx = 5x4. (c) Solve algebraically for dx : dx = du/5x4 and (d) substitute u for x5 + 7 and du/5x4 for
dx in the original integrand:

where 4 is a constant multiple of u.


2. Integrate with respect to u.

3. Convert back to the terms of the original problem by substituting x5 + 7 for u.

4. Check the answer by differentiating with the generalized power function rule or the chain rule.

EXAMPLE 9. Determine the integral ∫3x(x + 6)2dx. Let u = x + 6. Then du/dx = 1 and dx = du/1 = du.
Substitute u for x + 6 and du for dx in the original integrand.

Since x is a variable multiple which cannot be factored out, the original integrand cannot be converted into
a constant multiple of u du/dx. Hence integration by substitution will not work. Integration by parts (Section
12.9), however, may help.

12.9 INTEGRATION BY PARTS


If an integrand is a product or quotient of differentiable functions of χ and cannot be expressed as a
constant multiple of u du/dx, integration by parts may prove helpful. Integration by parts is derived by
reversing the process of differentiating a product. From the product rule in Section 9.7.5,
Taking the integral of the derivative gives

Then solving algebraically for the first integral on the right-hand side,

See Examples 10 and 11 and Problems 12.24 to 12.27.


EXAMPLE 10. Integration by parts is used below to determine

1. Separate the integrand into two parts amenable to the formula in (12.6). As a general rule, consider
first the simpler function for f (x) and the more complicated function for g’(x). By letting f(x) = 3x
and g’(x) = (x + 6)2, then F’(x) = 3 and g(x) = ∫(x + 6)2 dx, which can be integrated using the simple
power rule (Rule 3) from Section 12.2:

2. Substitute the values for f(x), f’(x), and g(x) in (12.6); and note that g’(x) is not used in the formula.

3. Use Rule 3 to compute the final integral and substitute.

Note that the c1 term does not appear in the final solution. Since this is common to integration by
parts, c1 will henceforth be assumed equal to 0 and not formally included in future problem solving.
4. Check the answer by letting and using the product and
generalized power function rules to differentiate the answer.
EXAMPLE 11. The integral ∫ 5xex–9 dx is determined as follows: Let f(x) = 5x and g’(x) = ex–9; then f’(x)
= 5 and, by Rule 5, g(x) = ∫ ex–9 dx = ex–9. Substituting in (12.6),

Applying Rule 5 again, remembering the constant of integration,

Then, letting y(x) = 5xex–9 – 5ex–9 + c and checking the answer,

12.10 PRESENT VALUE OF A CASH FLOW


In equation (11.18) we saw that the present value P of a sum of money A to be received in the future,
when interest is compounded continuously, is P = Ae–rt. The present value of a continuous stream of income
at the constant rate of A(t) dollars per year, therefore, is simply the integral.

EXAMPLE 12. (a) The present value of a continuous stream of income at the constant rate of $10,000 a
year for 5 years when discounted continuously at 8 percent is calculated below, using (12.7), as is (b) the
present value of $3,000 at 6 percent for 4 years.

12.11 CONSUMERS’ AND PRODUCERS’ SURPLUS


A demand function P = f(Q), as in Fig. 12-5(a), represents the different prices consumers are willing to
pay for different quantities of a good. If equilibrium in the market occurs at (Q0, P0), with all consumers
paying the same price, the consumers who would have bought the good at a higher price benefit. Total
benefit to consumers, called consumers’ surplus, is depicted by the shaded area. Mathematically,

A supply function P = g(Q), as in Fig. 12-5(b), represents the prices at which producers will supply
different quantities of a good. If market equilibrium occurs at (Q0, P0), producers willing to supply at prices
lower than P0 benefit. Total gain to producers is termed producers’ surplus and is designated by the shaded
area. Mathematically,

See Examples 13 and 14 and Problems 12.40 and 12.41.

Fig. 12-5

EXAMPLE 13. Given the demand function P = 110 – Q2 and assuming that at market equilibrium Q0 = 9
and P0 = 29, the consumers’ surplus is estimated as follows, using (12.8):

EXAMPLE 14. Given the supply function P = (Q + 6)2 and assuming that at market equilibrium Q0 = 3
and P0 = 81, the producers’ surplus is estimated as follows, using (12.9):
For a variety of different applications, see Problems 12.28 to 12.41.

Solved Problems

INDEFINITE INTEGRALS
12.1. Find the following indefinite integrals. Check the answers on your own by making sure that the
derivative of the antiderivative equals the integrand.
12.2. Determine the following indefinite integrals.

12.3. Find the antiderivative for each of the following, given an initial condition F(0) = k (a constant), or a
boundary condition F(a) = k (a ≠ 0).
DEFINITE INTEGRALS
12.4. Evaluate the following definite integrals.
12.5. Evaluate the definite integrals given below.
PROPERTIES OF DEFINITE INTEGRALS

12.6.
12.7.

AREA BETWEEN CURVES


12.8. (a) Draw graphs for the following functions, and (b) evaluate the area between the curves over the
stated interval:

y1 = 8 – x2 and y2 = –x + 6 from x = –1 to x = 2

(a) See Fig. 12-6.

Fig. 12-6

(b) From Fig. 12-6, the desired area is the area under the curve specified by y1 = 8 – x2 from x = –1
to x = 2 minus the area under the curve specified by y2 = –x + 6 from x = –1 to x = 2. Using the
properties of definite integrals,

12.9. Redo Problem 12.8, given


y1 = 6 y2 = x2 – 3 from x = –3 to x = 3

(a) See Fig. 12-7.

Fig. 12-7

(b)
12.10. Redo Problem 12.8, given

y1 = 5x + 20 y2 = 30 – 5x2 from x = –2 to x = 1

(a) See Fig. 12-8.

Fig. 12-8
(b)

12.11. Redo Problem 12.8, given

y1 = 4x – 8x + 7 y2 = –5x2 + 10x – 3 from x = 0 to x = 2

(a) See Fig. 12-9.

Fig. 12-9

(b)
12.12. (a) Draw graphs for the following functions and (b) evaluate the area between the curves over the
stated interval:

y1 = x y2 = 3 from x = 0 to x = 5

Notice the shift in the relative position of the curves at the point of intersection.
(a) See Fig. 12-10.
Fig. 12-10

(b)
12.13. Redo Problem 12.12, given

y1 = x + 2 y2 = 12 – 1.5x from x = 0 to x = 6

(a) See Fig. 12-11.

Fig. 12-11

(b)
12.14. Redo Problem 12.12, given

y1 = 6x y2 = 2x2 – 8x + 12 from x = 0 to x = 3

(a) See Fig. 12-12.

Fig. 12-12

(b)

12.15. Redo Problem 12.12, given

y1 = –x2 + 10 y2 = –x2 + 4x + 2 from x = 0 to x = 3

(a) See Fig. 12-13.


Fig. 12-13

(b)

INTEGRATION BY SUBSTITUTION
12.16. Use integration by substitution to determine the indefinite integral for the following function
involving a product. Check the answer on your own.

Selecting as u the function in which the independent variable is raised to the higher power in
absolute value, let u = x3 + 5. Then du/dx = 3x2 and, solving algebraically for dx, dx = du/3x2.
Substituting these values in the original integrand to reduce it to a function of u du/dx,

Integrating with respect to u with the simple power rule,

Then substituting x3 + 5 for u,


12.17. Redo Problem 12.16, given

12.18. Use integration by substitution to determine the indefinite integral for the following function
involving a quotient.

12.19. Redo Problem 12.18, given

12.20. Use integration by substitution to determine the indefinite integral for the following function
involving a radical.
12.21. Redo Problem 12.20, given

12.22. Use integration by substitution to find the indefinite integral for the following natural exponential
function.

12.23. Redo Problem 12.22, given


INTEGRATION BY PARTS
12.24. Use integration by parts to find the indefinite integral for each of the following functions involving a
product. Check your answers on your own, recalling that the product rule is needed to check an
answer obtained through integration by parts.

12.25. Use integration by parts to find the indefinite integral for each of the following functions involving a
quotient.
12.26. Use integration by parts to find the indefinite integral for each of the following functions involving a
radical.
12.27. Use integration by parts to find the indefinite integral for each of the following natural exponential
functions.

PRACTICAL APPLICATIONS
12.28. A firm’s marginal cost function is MC = x2 – 6x + 125, where x is the number of units produced.
Fixed costs are $280. Find the total cost TC of producing x units.

Substituting the fixed cost information: TC(0) = 280,


Thus
Note that in integrating a marginal cost function to obtain a total cost function, the fixed cost FC will
always be the constant of integration.
12.29. Find the total cost function TC given the marginal cost function MC = x2 – 5x + 89 and fixed costs
of $225.

Substituting FC = 225 for c,

12.30. A producer’s marginal cost is . What is the total cost TC of producing


2 extra units if 6 units are currently being produced?

12.31. A firm’s marginal revenue is MR = 425 – 0.5x – 0.15x2. Find the total revenue TR.

Since there is no revenue when there are no sales, TR(0) = 0. In integrating a MR function to find a
TR function, therefore, the constant of integration c always equals zero. So

12.32. Find TR, given MR = 185 – 0.4x – 0.3x2.

12.33. Find the additional total revenue derived from increasing daily sales from 5 to 9 units, given MR =
270 - 8*.

12.34. Find the additional total revenue from increasing sales from 100 to 250 units for the producer in pure
competition for whom MR =15.

12.35. A manufacturer’s marginal profit is π’ = –3x2 + 80x + 140. Find the additional profit π earned by
increasing production from 2 units to 4 units.

12.36. Maintenance costs M(t) in a factory increase as plant and equipment get older. Given the rate of
increase in maintenance costs in dollars per year M’(t) = 75t2 + 9000, where t is the number of years,
find the total maintenance costs of the factory from 4 to 6 years.

12.37. A car depreciates rapidly in value in its first few years and more slowly in later years. Given the rate
at which the value of a car depreciates over the years, V’(t) = 300(t – 8) for 0 ≤ t ≤ 8, and a sticker
price of $12,000, find (a) the value of the car V(t), (b) the total amount by which the car depreciates
in the first 4 years, and (c) the total amount by which it depreciates in the next 4 years, (d) Use the
answer in (a) evaluated at t = 4 to check your answer in (b).
12.38. Find the present value of $7500 to be paid each year for 4 years when the interest rate is 10 percent
compounded continuously.

12.39. Find the present value of $15,000 to be paid each year for 8 years when the interest rate is 7.5
percent compounded continuously.
Substituting in (12.7),

12.40. Find the consumers’ surplus CS for each of the following demand curves at the level indicated.
12.41. Find the producers’ surplus PS for each of the following supply curves at the level indicated.

Supplementary Problems

INDEFINITE INTEGRALS
12.42. Find the following indefinite integrals:

12.43. Find the indefinite integrals for each of the following, given an initial condition or a boundary
condition.
DEFINITE INTEGRALS
12.44. Evaluate each of the following definite integrals:

12.45. Evaluate each of the following definite integrals:

AREA BETWEEN CURVES


12.46. Evaluate the area between the curves over the stated interval for each of the following sets of
functions, after having drawn the curves on your own:

INTEGRATION BY SUBSTITUTION
12.47. Use integration by substitution to determine the indefinite integral for each of the following
functions:

INTEGRATION BY PARTS
12.48. Use integration by parts to determine each of the following indefinite integrals:
12.49. A firm’s marginal cost function is MC = x2 – 11x + 385. Its fixed costs are $450. Find the total cost
TC function.
12.50. Find a firm’s total cost of producing 3 extra units as a firm moves from a production level of 4
units to 7 units, given MC = 3x2 – 4x + 525.
12.51. Find a firm’s total revenue TR function, given the marginal revenue function MR = –0.24x2 – 1.5x
+ 660.
12.52. Estimate the additional total revenue received from increasing sales from 10 to 12 units, given MR
= 104 - 6x.
12.53. A car worth $6000 depreciates over the years at the rate V’(t) = 250(t – 6) for 0 ≤ t ≤ 6. Find the
total amount by which the car depreciates in (a) the first 3 years and x) the last three years.
12.54. Find the consumers’ surplus at x0 = 5 and p0 = 125, given the demand function x = –6x2 + 275.

12.55. Find the producers’ surplus at x0 = 6 and p0 = 83.4, given the supply function p = 0.15x2 + 8x + 30.

Answers to Supplementary Problems

12.42.

12.43.

12.44.

12.45.
12.46.

12.47.

12.48.

12.49.

12.50.

12.51.

12.52.

12.53.

12.54.

12.55.

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