ECON 1003 Mathematics for Social Sciences I

UNIT SEVEN

INTEGRATION

Integral calculus is concerned with the inverse differential problem. That is the problem in
determining the function itself when the rate of variation is known.

Integration then, can be regarded as the opposite process to differentiation. For example, since
differentiating 2x4 gives 8x3, integrating 8x3 should give 2x4.

A minor problem occurs because differentiating a constant will always give zero. So that, for
example all these functions

f(x) = 2x3 + 6x – 12
g(x) = 2x3 + 6x + 3
h(x) = 2x3 + 6x + 5

are differentiated to the same function 6x2 + 6.

Therefore, the best that can be done to integrate 6x2 + 6 is to give the answer as 2x3 + 6x + k,
where k is any arbitrary constant.

Notation:

Given y = F(x).

dy
Let  f ( x) .
dx

Then y 
 f ( x) dx which denote the indefinite integral of the function f(x) with respect to
(w.r.t) x.

 f ( x) dx = F (x) + c where

Integral Constant of integration

sign Function to be Integrating (w.r.t) x
integrated (Integrand)

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Note: The case where the constant of integration is given is known as indefinite
integration, since no bounds on the primary function is given.

The rule for integrating a simple function say x, ax2, is to

(i) increase the power of x by 1

(ii) divide by the new power.

Example 6.0:

ax 21
 ax dx 
2

2 1
k

a 3
 x k .
3

Basic Rules of Integration

In the following a, k, and c are constants.

(1)
 k dx  k 1 dx  kx  c
x n1
(2)
 x n dx 
n 1
 k where n  1

 x dx  ln x  k
1
(3)

(4)
e x
dx  e x  k

(5)
 k f ( x) dx  k  f ( x) dx
a
1 x
(6) x
dx  a  c for a>0 and a  1
ln a

(7)
  f ( x)  g ( x) dx   f ( x) dx   g ( x) dx .

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ECON 1003 Mathematics for Social Sciences I

 1
  x 2
2
Example 6.1: Find  dx .
x2 

Solution:

 2 1 
   
1
 x  2  2  dx  x 2 dx  2 dx  dx
 x  x2


 
x 2 dx  2 1 dx 
 x 2 dx

x3
  2 x  x 1  k .
3

 t4  t 
Example 6.2: Evaluate
  2  dt .
 t 

Solution:

 t4  t 
Simplifying
  2  dt gives
 t 

 t4 t   2 1
 t t   
 2  2  dt   t   dt
t

 
1
 t 2 dt  dt
t

t3
  ln t  k .
3

Note: Not all integrals can be evaluated by the method above. Other rules for more
complex functions are now discussed.

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Integration by Substitution
Integration by substitution or integration by change of variable is a technique where the variable
in the integral (integrand) is changed so as to make the integrand simpler by reducing it to one of
the standard forms done earlier. This is done when product, quotient or function of a function
exists.

 x  x 2  3 dx .
4
Example 6.3: Evaluate

Solution: By substitution:

Let t = x2 +3

dt dt
Therefore  2 x  dx 
dx 2x

 x  x 2  3 dx becomes
 x (t )
4 4 dt
Hence
2x


t 4 dt

2


1 4
 t dt
2

1 t5
 k
25

1 5
 t k
10


1 2
x  3  k .
5

10


3x 2
Example 6.4: Evaluate dx .
x3  2

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Solution:

Let t = x3 + 2

dt dt
 3 x 2  dx  2
dx 3x

 
3x 2 3x 2 dt
Hence dx 
x3  2 t 3x 2


dt
 ln t  k
t

 ln  x3  2   k .


2
Example 6.5: Evaluate xe x dx .

Solution:

Let t = x2

dt dt
 2 x  dx 
dx 2x

Substituting in
 xe x2
dx gives

 
dt et
x et  dt
2x 2


1 t 1
e dt  et  k
2 2

1 x2
 e k.
2

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Integration by Parts
This method can often be applied to evaluate an integral with an integrand that consists of a
product/quotient of two functions. It is derived from the product formula of differentiation.

Let u and v be functions of x. The formula for integration by parts is:

 
dv du
u dx  uv  v dx
dx dx

which is derived from the product rule.

Let y = u.v where u and v are functions of x.

dy du dv
v u
dx dx dx

 du dv 
 dx    v dx  u dx 
dy
Integrating gives

 
du dv
Hence y  v dx  u dx
dx dx

 
du dv
u.v  v dx  u dx
dx dx

 u dx dx  u.v   v dx dx .
dv du

Can be written
 udv  uv   vdu .
Hence we must let a part of our integrand be u and the other
 dv .

Example 6.6: Evaluate

 xe x
dx .

Solution:

Let u=x and dv = ex

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 dv   e
du
1 x
dx
dx

du = dx v = ex

Hence using
 udv  uv   vdu gives

 xe x

dx  x.e x  e x dx

 x.e x  e x  k .

Example 6.7: Evaluate

 x 2e x dx .

Solution:

Let u = x2 and
 dv   e x
dx

du = 2x dx v = ex

Hence
x e
2 x

dx  x 2e x  e x 2 x dx


 x 2e x  2 xe x dx

 x2e x  2  xe x  e x   k

=  x 2 e x  2 xe x  2e x  k .

Example 6.8: Evaluate

 x ln x dx .
2

Solution:

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ECON 1003 Mathematics for Social Sciences I

Let u = ln x and
 dv  x 2
dx

du 1 x3
 v
dx x 3

1
du  dx
x

 
x3 x3 1
Hence x 2 ln x dx  ln x  dx
3 3 x


x3 1 2
 ln x  x dx
3 3

x3 1 x3
 ln x  k
3 3 3

x3 1
 ln x  x 3  k .
3 9

Partial Fractions
Expressing quotient functions as the sum or difference of two or more proper fractions. Consider
2 1
the function f ( x )   . f(x) may be expressed as a single fraction as
x 1 x 1

2( x  1)  ( x  1) 3 x  1
f ( x)   2 .
( x  1)( x  1) x 1

3x  1
It is often useful to be able to reverse this process, that is to take a function such as f ( x ) 
x2 1
and express f(x) as the sum or difference of two (or more) separate fractions.

Rules for Finding Partial Fractions

(a) To every linear factor x – a in the denominator there corresponds a partial fraction of the
A
form .
xa

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The degree in the numerator must be less than that of the denominator (the fraction must
be proper).

3x  1
Example 6.9: Evaluate
 x  1 dx .
2

Solution:

3x  1 3x  1
In order to evaluate
 x 1
2
dx , we need to express 2
x 1
in partial fractions.

3x  1 3x  1 a b
  
x  1 ( x  1)( x  1) x  1 x  1
2

Simplifying the right hand side into one fraction gives:

3x  1 a( x  1)  b( x  1)

( x  1)( x  1) ( x  1)( x  1)

Hence 3 x  1  a( x  1)  b( x  1) *

Equating coefficients or substituting values for x in order to find the value of a and b.

Using the substitution method:

Let x = 1 in * gives 3(1) – 1 = a (1 + 1) + b ( 1 – 1)

Hence 2 = 2a
1=a

Let x = -1 in * gives 3(-1) – 1 = a (-1 + 1) + b (- 1 – 1)

Hence -4 = -2b
2=b

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3x  1 1 2
Hence  
( x  1)( x  1) x  1 x  1

3x  1
  
1 2
dx  dx  dx
x2 1 x 1 x 1

 ln( x  1)  2 ln( x  1)  k .

(b) Where the degree of the numerator is greater than or equal to that of the denominator,
first one must make the fraction proper (where the power in the numerator is less than
that in the denominator).


2 x2
Example 6.10: Evaluate dx
x2 1

Solution:

Dividing first:

2
x 1 2x2
2

2 x2  2
2

2x2 2
Hence  2 2
x 1
2
x 1

2
Resolving into partial fractions gives:
x 1 2

2 A B 2 A( x  1)  B( x  1)
   
x 1 x 1 x 1
2
x 1 ( x  1)( x  1)

Hence 2  Ax  A  Bx  B  Ax  Bx  A  B
2  ( A  B) x  ( A  B)

Equating coefficients gives:

Equating in x A+B=0

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Equating in constant A–B=2

Solving the equation gives 2A = 2

A=1

Hence B = -1

   
2 x2 1 1
Hence dx  2 dx  dx  dx
x2 1 x 1 x 1

 2 x  ln( x  1)  ln( x  1)  k .

(c) To every repeated linear faction like (x - a)r in the denominator there corresponds r
A A2 Ar
partial fractions of the form , , .
x  a ( x  a) 2
( x  a)r

x
Example 6.11: Resolve into partial fractions .
( x  1)3

Solution:

x a b c
  
( x  1) 3
x  1  x  1  x  13
2

x a( x  1)2  b( x  1)  c

( x  1)3 ( x  1)3

x  a ( x  1) 2  b) x  1)  c
x  a ( x 2  2 x  1)  b( x  1)  c
x  ax 2  2ax  a  bx  b  c
x  ax 2  2ax  bx  a  b  c

Equating coefficients:

In x2: a=0 (1)

In x: -2a + b = 1 (2)

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Constant term: a–b+c=0 (3)

Hence in (2) b=1

Hence in (3) 0–1+c=0

c=0

x 1 1
 
( x  1) 3
( x  1) ( x  1)3
2

(d) To every irreducible quadratic factor of the form x2 + ax + b there corresponds a partial
xd
fraction of the form 2 .
x  ax  b

x 1
Example 6.12: Resolve into partial fractions .
( x  3)( x 2  2 x  1)

Solution:

x 1 a bx  d
  2
( x  3)( x  2 x  1) x  3 x  2 x  1
2

a  x 2  2 x  1  (bx  d )( x  3)

( x  3)  x 2  2 x  1

x  1  a  x 2  2 x  1  (bx  d )( x  3)

When x  3  4  a  32  2(3)  1)  0 

4 = 14a

4 2
a 
14 7

Equating coefficients:

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ECON 1003 Mathematics for Social Sciences I

x  1  ax 2  2ax  a  bx 2  3bx  dx  3d

2
In x2: a+b=0  b= 
7

Constant term: -a – 3d = 1
3d = -a – 1
2
3d =  - 1
7
9
3d = 
7
3
d= 
7

x 1 2 2x  3
  2
( x  3)  x  2 x  1 7( x  3) x  2 x  1
2

To every repeated quadratic factor of the form  x 2  ax  b  there corresponds r partial

r
(e)
a1 x  b1 a x  b2 ar x  br
fractions of the form , 2 2 , .
x  ax  b ( x  ax  b) 2
2
( x  ax  b) r
2

x 2 2 x  1
Example 6.12: Resolve into partial fractions .
 x2  1
2

Solution:

x 2 2 x  1 ax  b cx  d
 
x  1 x  1  x 2  12
2 2 2

 ax  b   x 2  1  cx  d

x  1
2 2

Hence x 2  2 x  1  (ax  b)  x 2  1  cx  d

x 2  2 x  1  ax 3  ax  bx 2  b  cx  d

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Equating coefficients:

In x3: a=0

In x2: b=1

In x: a+c=2  c=2
Constant: b+d=1  d=0

x2  2 x  1 1 2x
  .
x  1 x  1  x 2  12
2 2 2

2x 1
Example 6.13: Evaluate
 x2 1
dx .

Solution:

2x 1 a b
 
x 1 x 1 x 1
2

 2 x  1  a( x  1)  b( x  1)

When x = 1  2(1) + 1 = a ( 1 + 1)
3 = 2a
3
=a
2

When x = -1  2(-1) + 1 = a (- 1 + 1) + b (-1 –1)

-1 = -2b
1
=b
2

2x 1
  
3 dx 1 dx
Hence dx  
x 1
2
2 x 1 2 x 1

3 1
 ln( x  1)  ln( x  1)  k .
2 2

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The Definite Integral

Let f(x) be a function with integral denoted by F(x).

Let a and b be real numbers such that f(x) and F(x) exist for all values of x in the closed interval
with end points a and b.


b
The definite integral of f(x) from x = a to x = b is defined as f ( x) dx  F (b)  F (a) known as
a

the fundamental theorem of integral calculus.

Where a is called the lower limit of integration and b the upper limit of integration.

Note: No constant of integration is required.


2
Example 6.14: Evaluate (4 x  3) dx .
1

Solution:


2
x 2
(4 x  3) dx  2 x 2  3x 
x 1
1

 2(2)2  3(2)   2(1)2  3(1) 

= (8 + 6) – (2 + 3) = 9.

Theorems related to the fundamental theorem of calculus are:


a
(1) f ( x) dx  0
a

 
b a
(2) f ( x) dx   f ( x) dx
a b

  
c b c
(3) f ( x) dx  f ( x) dx  f ( x) dx where b is any number a < b < c.
a a b

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Using Limits to Find Area Under the Curve

The area under the curve y = f(x) bounded by the lines x = a, x = b and y = 0 (the x-axis) is


b
given by the definite integral f ( x) dx where f ( x )  0 in interval a  x  b .
a

Example 6.15: Find the area between the graph of y = x2 and the x-axis from x = 0 to
x = 2.

Solution:


b
f ( x) dx where f(x) = x2, a = 0, b = 2.
a

2
 x3  8 0 8

2
Hence x dx       .
2

0  3 0 3 3 3

 
b b
In the case where f(x) is negative then f ( x) dx   f ( x) dx and the area is defined as
a a

  F (b)  F (a)  F (a)  F (b) .

Note: To determine the region it is necessary to sketch the graph of f(x) to determine the
area that is negative or positive.

Example 6.16: Find the area bounded by y = x2 – 9, x = 0, x = 2 and the x-axis.

Solution:

The graph shows the area: f(x)

-3 2 3 x

-9

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Since the graph is below the x-axis, f(x) is negative.

2
 x3  8  46
  
2
Hence  2
x  9 dx    3  9 x     3  18  3 square units.
0  0  

Note: In cases where the area falls above and below the x-axis, we calculate the area in
each sub-interval separately, then sum the area.


d
Example 6.16: Evaluate f ( x) dx .
a

Solution:

 
   
d b c d
f ( x) dx  f ( x) dx   f ( x) dx   f ( x) dx
a a  b  c

a b c d

Example 6.17:

Find the area enclosed by the function f(x) = x(x – 1) (x – 2) and the x-axis between x = 0
and x = 4.

Solution:

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ECON 1003 Mathematics for Social Sciences I

  
1 2 4
The required area is given by f ( x) dx  f ( x) dx  f ( x) dx
0 1 2

f ( x)  x 3  3x 2  2 x

 
x4
f ( x) dx   x  3x  2 x  dx   x 3  x 2 which gives
3 2

1 2 4
 x4 2  x4 2  x4 2
4  x 3
 x 
 4  x 3
 x 
  4 x x 
3

 0  1  2

1  1
     4  8  4      64  64  16   (4  8  4  16.5 square units.
4  4

f(x)

1 2 4 x

Application of Integrals
Example 6.18:

Find the equation to the curve which has a gradient of 1 – 3x2 and passes through the point x = 0,
y = 1.

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Solution:

dy
 1  3x 2
dx

  1  3x  dx
dy
Hence dx  2

dx

x3
So that y  x  k
0

When x = 0, y = 1 we get

1=0–0+k
1=k

The equation is given as y = x – x3 + 1.

Integration also applies to producers/consumers surplus.

Example 6.19:

dy
If  6 x  10 and y  12 when x  0
dx

Find y in terms of x.

Solution:

dy
Integrating will give y
dx

   6x  10dx
dy
dx 
dx

6 x2
That is y  10 x  c
2

y  3 x 2  10 x  c (i )

But y=12 when x=0

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Hence substituting for x and y in (i) gives

12  C
Thus y  3x 2  10 x  12
Note that in this case, with the information given, the arbitrary constant, C, was able to be
evaluated.

Example 6.20

The total revenue obtained in ($000) from selling x hundred items in a particular day is given by
R, which is a function of variable x.

dR
Given that  20  4 x
dx

(a) Determine the total revenue function R.

(b) Find the number of items sold in one day that will maximize the total revenue and
evaluate the total revenue.

Solution:

dR
(a) Given  20  4 x integrating given R.
dx

 dx dx    20  4 x  dx
dR

R  20 x  2 x 2  C

But when no items are sold (i.e. x=0) there will be no revenue (i.e. R=0)

Hence substituting for x=0 and R=0 gives C=0.

So that R  total revenue  20 x  2 x 2

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(b) The value of x that maximize R is found by solving the equation.

dR
0
dx

20  4 x  0
That is where
x5

i.e. Total revenue is maximized if 500 items are sold in a day.

The value of total revenue is found by substituting x=5 in R, which gives

R  20(5)  2(5) 2  50

Therefore the maximum total revenue is $50, 000.

Additional Practice Questions

(1) Find the area enclosed by the line y  2 x  1, the ordinates x=1 and x=4 and the x-axis.

(2) Find the area between the curve y  x3  x and the x-axis from x= -1 and x=1.

(3) Evaluate the following integrals

(a)
 3x  4x  3dx
2

 (2e  3)dx
1
x
(b)
0

3x 2  4 x
(c)
 x3  2 x 2  5
dx

1
(d) By first resolving into partial fractions
x 9
2


1
Evaluate dx
x 9
2

 2 xe
2
x 2 1
(e) dx
1

159