Chapter 8

The integral
8.1 The accumulation of change
8.1.1 Change that accumulates in discrete steps a / Adding the numbers from
1 to 7.
A schoolboy plays a trick
Toward the end of the eighteenth century, a German elementary
school teacher decided to keep his pupils busy by assigning them a
long, boring arithmetic problem: to add up all the numbers from
one to a hundred.1 The children set to work on their slates, and the
teacher lit his pipe, confident of a long break. But almost imme-
diately, a boy named Carl Friedrich Gauss brought up his answer:
5,050.
Figure a suggests one way of solving this type of problem. The
filled-in columns of the graph represent the numbers from 1 to 7,
and adding them up means finding the area of the shaded region.
Roughly half the square is shaded in, so if we want only an approx-
imate solution, we can simply calculate 72 /2 = 24.5.
But, as suggested in figure b, it’s not much more work to get b / A trick for finding the sum.
an exact result. There are seven sawteeth sticking out out above
the diagonal, with a total area of 7/2, so the total shaded area is
(72 + 7)/2 = 28. In general, the sum of the first n numbers will be
(n2 + n)/2, which explains Gauss’s result: (1002 + 100)/2 = 5, 050.
There is a tantalizing hint here of a link with diÆerential calculus,
because the derivative of a real function f (n) = (n2 +n)/2 is almost,
but not quite, equal to n.

Accumulation of change in discrete steps

Problems like this come up frequently. Imagine that each house-
hold in a certain small town sends a total of one ton of garbage to
the dump every year. Over time, the garbage accumulates in the
dump, taking up more and more space. If the population is constant,
then garbage accumulates at a constant rate. But maybe the town’s
population is growing. If the population starts out as 1 household
in year 1, and then grows to 2 in year 2, and so on, then we have
the same kind of problem that the young Gauss solved. After 100
c / Carl Friedrich Gauss (1777-
years, the accumulated amount of garbage will be 5,050 tons. The 1855), a long time after gradu-
ating from elementary school.
1
I’m giving my own retelling of a hoary legend. We don’t really know the
exact problem, just that it was supposed to have been something of this flavor.

173
 pile of refuse grows more quickly every year.

Sigma notation
There is a convenient way of notating sums like the ones we’ve
been doing, which involves ß, called “sigma,” the capital Greek
letter “S.” Here the “S” stands for “sum.” The sigma notation
looks like this:
X100
i = 5, 050 (1)
i=1
This is read as “the sum of i for i from 1 to 100 equals 5,050.” The
version without the sigma notation is much more cumbersome to
write:
1 + 2 + 3 + . . . + 100 = 5, 050 (2)
In equation (1), i is a dummy variable. We could have written
100
X
j = 5, 050
j=1

and it would have meant exactly the same thing. We’ve already
seen some examples of dummy variables. In set notation (box 1.1,
p. 15),
S = {x|x2 > 0} and T = {y|y 2 > 0}
describe exactly the same set, and S=T. Similarly, the function f
defined by f (u) = u2 and the function g defined by g(v) = v 2 are
the same function, f = g.

8.1.2 The area under a graph

The examples in section 8.1.1 involved change that occurred in
discrete steps. Calculus is concerned with continuous change. The
continuous analog of a discrete sum is the area under a graph. Let
f be a function that is defined on an interval2 [a, b] and assume the
value of f is always positive (so that its graph lies above the x axis).
How large is the area of the region caught between the x axis, the
graph of y = f (x) and the vertical lines y = a and y = b?

e / 1. The area under the graph of the function f . 2. Approximating

this area using 20 thin rectangles.
d / Bernhard Riemann (1826-
1866).
2
For interval notation, see p. 15.

174 Chapter 8 The integral

8.1.3 Approximation using a Riemann sum
We can try to compute this area, figure e1, by approximating the
region with many thin rectangles, e2. The idea is that even though
we don’t know how to compute the area of a region bounded by
arbitrary curves, we do know how to find the area of one or more
rectangles. In this example, we’ve subdivided the interval from a
to b into n = 20 equal subintervals, each of width ¢x = (b ° a)/n.
Let’s write x1 for the x value that lies in the center of the first
subinterval, etc. We’ve chosen the height of each rectangle so that
its top intersects the graph at this midpoint, so that, e.g., the height
of the first rectangle is f (x1 ). The area of the k th rectangle is the
product of its height and width, which is f (xk )¢x. Adding up all
the rectangles’ areas yields
n
X n
X
R= (height)(width) = f (xk )¢x. (3)
k=1 k=1

This is an example of what is called a Riemann sum, meaning an

approximation to the area under a curve using rectangles. This
particular type of Riemann sum is one in which (a) the interval is
subdivided into equal parts, and (b) the value of the function is
sampled at the center of each subinterval.
If f is negative in certain places, then we will hit certain values of
k for which the product f (xk )¢x is negative. We will simply define
areas below the x axis to be negative. We think of the rectangle
as having positive width ¢x but negative height f (xk ). A similar
geometrical example is the use of negative numbers for angles that
are directed contrary to a standard direction of rotation.
If our rectangles are all su±ciently narrow then we expect the
total area of all the rectangles to be a good approximation of the
area of the region under the graph.

8.2 The definite integral

8.2.1 Definition of the integral of a continuous function
This suggests the following definition.

Definition of the integral of a continuous function

If f is a continuous function defined on an interval [a, b], then the
integral of f (x) from x = a to b is defined as

lim R,
¢x!0

where R is the type of Riemann sum defined above, using equal

subintervals sampled at their centers.

Section 8.2 The definite integral 175

 f / Three Riemann sums for the same function on the same inter-
val. As ¢x approaches zero, the total area approaches the Riemann
integral.

Finding the integral of a function referred to as integrating it.

The idea behind the words is that one meaning of “integrate” in
ordinary speech is to assemble a whole out of smaller parts. For
example, you could integrate sit-ups into your routine at the gym.
Up until now we’ve been doing diÆerential calculus. The other
half of calculus, integral calculus, consists of the study of integrals.
The type of integral defined here is called a definite integral. We’ll
see later that there is another type, called the indefinite integral.
This definition is restricted to continuous functions. A more
general definition is given in section 8.6.2, p. 192.

g / Example 1.

A triangle Example 1
Let f (x) = x. Then the integral of f from 0 to 1 represents the
area of a triangle with height 1 and a base of width 1. We know
from elementary geometry that this shape has an area equal to
1 1
2 (base)(height) = 2 , so we don’t need integral calculus to deter-
mine it. But let’s see how this works out if we do it as an integral,
in order to get comfortable with the tool and see if it works in a
case where we already know the answer.
When we split up the interval [0, 1] into n parts, we have ¢x = 1/n.
The first subinterval is [0, ¢x], and its center is the first sample
point, x1 = (1/2)¢x. Continuing in this way, we have xk = (k °
1/2)¢x, for k running from 1 to n. Since our function is just f (x) =

176 Chapter 8 The integral

x, we also have f (xk ) = (k ° 1/2)¢x. The Riemann sum R is
shown in figure g. It looks almost exactly like the staircase in a
on p. 173. There are two differences: (1) in the original staircase
problem, the graph covered a region of graph paper n squares
wide and n squares tall, whereas the graph of our Riemann sum
is scaled down so that it fits inside a single square with a width of
1 and a height of 1; (2) all of the steps have been lowered by half
a step.
When we evaluate the Riemann sum, we find that the fates have
been kind to us, and its value in this example always seems to
be 1/2, for every n. For example, with n = 3 the Riemann sum is
1 1 5 9 1
6 ¢x + 2 ¢x + 6 ¢x = 6 ¢x = 2 .
To see that this is always true in this example, let’s go ahead and
compute the Riemann sum for an arbitrary n.

n
X
R= f (xk )¢x
k=1
n ∑µ
X ∂ ∏
1
= k° ¢x ¢x
2
k=1
Xn µ ∂
2 1
= (¢x) k°
2
k=1
"√ n ! √ n !#
X X1
= (¢x)2 k °
2
k=1 k=1
"√ n ! #
X n
= (¢x)2 k °
2
k=1

The sum over k is the same one that we encountered in our pre-
vious study of the “staircase” sum; it equals (n2 + n)/2. The result
is:

Ω∑ ∏ æ
2 n2 + n n
R = (¢x) °
2 2
n2
= (¢x)2
2

But ¢x = 1/n, so R = 1/2 exactly for every n, and the integral

equals
1
lim R = ,
n!1 2

as expected geometrically.

Section 8.2 The definite integral 177

 8.2.2 Leibniz notation
If we take equation (3) that defines the Riemann sum R, and
substitute it into the definition of the integral lim¢x!0 R, the result
looks like this:
Xn
lim f (xk )¢x
¢x!0
k=1
Leibniz invented the following expressive, versatile, and useful no-
tation for this limit: Z b
f (x) dx
a
R
The symbol is an “S” that’s been stretched like taÆy. It stands
for
R “sum,” just as the sigma, ß, stands for “sum.” But we think of
as meaning a smooth sum, whose graphical representation is the
area under a smooth R curve rather than under a staircase. Notice
how the shape of is smooth. Like the k in the sigma notation,
Rb
the x in this example is a dummy variable. Therefore a f (x) dx
Rb
means exactly the same thing as a f (s) ds. The dummy variable
inside an integral is referred to as a variable of integration, and has
no meaning outside the integral. One of the reasons for writing the
dx is that it states what we’re integrating with respect to.
Leibniz notation for the area of a triangle Example 2
In example 1, we integrated the function f (x) = x from x = 0 to 1,
and found that it was 1/2. In Leibniz notation, the result is written
like this: Z 1
1
x dx =
0 2
It makes no difference if we notate this instead with s as the vari-
able of integration:
Z 1
1
s ds =
0 2

A rectangle Example 3
. Evaluate Z 4
1 dx.
0

. The graph of this function is a rectangle with height 1 and width

4. A rectangle is a shape that can be sliced up into thin, vertical
slices that are also rectangles, and this is what any Riemann-sum
approximation to this integral will look like. The approximations
aren’t really approximations at all. Every Riemann sum has an
area of 4, so the limit occurring in the definition of the integral is 4.
This is of course the correct result for the area of this rectangle.
We defined the Leibniz notation as simply a notation for a cer-
tain limit, but we can think of it conceptually as a sum with infinitely
many terms. That is, we make a Riemann sum with infinitely many

178 Chapter 8 The integral

rectangles. Normally if you added up an infinite number of things,
you would expect to get an infinite result. But remember, each of
these rectangles is infinitely skinny. We think of dx as being the
infinitely small width, so that the area f (x) dx is infinitely small.
We’re therefore adding an infinite number of things, each of which
is infinitely small, so that the result can be finite. Recall that, as
discussed in section 2.9, p. 64, the real number system doesn’t have
infinitely big or infinitely small numbers; however, if we handle our
infinities according to the simple rules given in that section, nothing
bad happens. Historically, these rules weren’t formalized, and prac-
titioners just knew that if they did their work according to certain
methods, the Leibniz notation never led to the wrong result. This
confusion was definitively cleared up around 1965, but many math-
ematicians have been influenced by the historical R uneasiness about
the Leibniz notation, so they prefer to think of . . . dx purely as a
shorthand notation for a limit. This is a matter of taste. Those who
prefer to think of it only as a shorthand will consider the dx inside
the integral to be nothing more than punctuation, like the period
at the end of a sentence. From this point of view, its only job is to
tell us what the dummy variable is, i.e., what we’re integrating with
respect to.
Moving the dx around Example 4
One of the rules in section 2.9 was that we were allowed to manip-
ulate differentials such as dx using any of the elementary axioms
of the real numbers (section 1.6, p. 25). One of these axioms
is that multiplication is commutative, uv = v u. Therefore the inte-
gral in example 2 on p. 178 can be written in either of the following
equivalent ways:
Z 1 Z 1
1 1
x dx = dx x =
0 2 0 2

Similarly, all of the following are the same integral:

Z 2 Z 2 Z 2
1 1 dx
dx = dx =
1 x 1 x 1 x

Most people would write it with the dx on top, which makes it more
compact.
The integral of . . . what? Example 5
How should we interpret this expression?
Z 4
dx
0

There doesn’t seem to be any function written inside the integral,

so what is it that we’re integrating? One of the elementary axioms
of the real numbers (section 1.6, p. 25) is that 1 is the multiplica-
tive identity, i.e., 1u = u for any number u. As discussed in section

Section 8.2 The definite integral 179

 2.9, the elementary axioms also apply to differentials. Therefore
it’s valid to rewrite our integral as follows.

Z 4
1 dx
0

The function we’re integrating is 1, which makes this the same

integral as the one in example 3 on p. 178. The result is 4.
Another way of interpreting the original form of the integral is that
dx means “a little bit of x,” so that the integral expresses the idea
of letting x change from 0 to 4, and adding up all the little changes
in x. Clearly the sum of all the little changes will be the total
change, which is 4.
Another nice feature of the Leibniz notation is that it makes
the units come out right. Consider our earlier example of the town
dump. Suppose that the rate of garbage production is given by a
function p(t), where t is in units of years and p in tons per year.
Then the amount of garbage accumulated at the town dump from
year a to year b is given by

Z b
p(t) dt.
a

R
The integral sign is a kind of sum, and the units of a sum are the
same as the units of each term. Since d means “a little bit of . . . ,”
dt stands for a little bit of time, and it therefore also has units of
years. The units of the terms in the sum are

tons
£ years = tons,
year

which makes sense.

RWe
1 2
can now see three independent
R 1 2 reasons why an integral such
as 0 x dx can’t be written like 0 x , without the dx:

1. If x has units, then the expression without the dx has the

wrong units.

2. It would be a sum of infinitely many numbers, each of them

finite, so it would probably be infinite.

3. If we don’t write the dx, we haven’t stated what we’re inte-

grating with respect to.

180 Chapter 8 The integral

8.3 The fundamental theorem of calculus
8.3.1 A connection between the derivative and the integral
We’ve already seen some clear indications of a link between
derivatives and integrals. A derivative is a rate of change, and an
integral measures the accumulation of change. Let’s say for con-
creteness that we’re talking about functions of time. If a function
A tells us the rate at which function B changes, then B tells us
how the rate of change measured by A has accumulated over time.
That is, it seems clear conceptually that the integral and the deriva-
tive are inverse operations: operations that undo each other, in the
same way that subtraction undoes addition, or a square root undoes
a square.
Figure h shows this in the context of discrete rather than con-
tinuous functions. Column A shows how many tons of garbage are
sent to the town dump per year. It is the rate of change of the pile
at the dump, which is given in column B. The population is grow-
ing, so column A is not constant. Presumably one of these columns
was typed into the spreadsheet from data collected by the town, but
we can’t tell from looking at the spreadsheet which one it was. It’s h / Columns A and B in the
possible that the raw data was column A, in which case column B spreadsheet relate to each other
would have been constructed by telling the spreadsheet software to approximately as derivative and
calculate a running sum based on A. The running sum of a discrete integral.
function is conceptually similar to the integral of a continuous one,
so we can say that in some loose sense that B is the integral of A.
On the other hand, it’s possible that the raw data was column B: a
municipal employee has been going out to the dump at yearly inter-
vals and measuring how big the pile of trash was. Column A would
then have been calculated from B by taking diÆerences of successive
years. This is conceptually similar to saying that A is the derivative
of B.

8.3.2 What the fundamental theorem says

The fundamental theorem of calculus
Let f be a function defined on the interval [a, b], and let f be
diÆerentiable on that interval. Then
Z b
df
dx = f (b) ° f (a). (4)
a dx

On the left-hand side, we have taken a function, diÆerentiated

it, and then integrated it. The right-hand side is a simple expression
involving the original function, i.e., in some sense the integration has
undone the diÆerentiation, and we are left with the same function
we started with.
To see why the right-hand side contains a diÆerence of two values i / The initial amount of garbage
of f , consider figure i, which is a modified version of h. What’s is 1000 tons rather than zero.
changed is that rather than starting out empty in the first year,

Section 8.3 The fundamental theorem of calculus 181

 in this version of history the dump started out with 1000 tons of
garbage already in it. This alteration of column B, however, has no
eÆect on column A. For example, the subtraction 1015 ° 1010 gives
the same result as 15 ° 10. The fundamental theorem tells us that
we can make a “round trip” by computing column A from column B
using diÆerences, and then reconstructing column B again by taking
a running sum. But the round trip isn’t perfect (cf. figure j). Some
information is lost, because given column A, we can’t tell whether
the version of column B we should reconstruct is the one in figure h,
the one in i, or some other version that diÆers from them by some
j / After translation by a com- other additive constant. What we can tell is that the diÆerence
puter from English to Chinese, between the initial and final cells of column B must have been 28,
and then back to English, the
which is the sum of column A.
original sentence is not quite the
same. By analogy, the funda- In terms of continuous functions rather than discrete ones, adding
mental theorem tells us that if a constant onto f doesn’t change the derivative df / dx. Therefore
we differentiate, then integrate, the left-hand side of the fundamental theorem can never tell us the
we cannot quite recover the value of f but only the diÆerence in values between x = a and x = b.
original function: we lose any
information that amounts to an 8.3.3 A pseudo-proof
over-all additive constant.
We’ve seen examples before in which the Leibniz notation makes
certain facts about calculus seem so obvious that they don’t seem
to need any further proof. This happens, for example, if we rewrite
the chain rule as dz/ dx = (dz/ dy)(dy/ dx), which makes it seem
like a simple fact about algebra; but this is not quite a rigorous
proof for the reasons explained in example 18, p. 66. It’s a “pseudo-
proof,” but that’s not necessarily a bad thing. Pseudo-proofs can
be good. The pseudo-proof helps us to understand why the result
makes sense, and it can, if we wish, serve as the backbone of a more
rigorous proof.
We will give a real proof of the fundamental theorem in section
8.6.3, p. 194, but let’s warm up with the pseudo-proof, which is
pretty simple. We start with a statement of the result,
Z b
df ?
dx = f (b) ° f (a), (5)
a dx

with the question mark above the equals sign to show that this is
what we are hoping to prove. For the same reasons as in example
18 on p. 66, it is not quite valid to cancel the factors of dx, but we’ll
do it anyway because this is only meant to be a pseudo-proof.
Z f (b)
?
df = f (b) ° f (a) (6)
f (a)

We can interpret the symbol df as “a little bit of f ,” so that the

left-hand side is the sum of many very small changes in f . The
limits of integration are now stated in terms of the values of f , since
f is now the variable of integration, not x. (It’s true, but not as
obvious, that this is equally valid regardless of whether f is always

182 Chapter 8 The integral

increasing or always decreasing. If f goes up and then comes back
down, we could, for example, have f (a) = f (b), so that the upper
and lower limits of integration were the same.)
It’s clearly reasonable now to hope that we can make the left-
hand side of equation (6) equal the right. The left-hand side says
that we add up many small changes in the variable f . The right-
hand side is simply the total accumulated change in f . To see this
a little more explicitly, let’s insert a factor of 1 inside the integral,
as in example 5, p. 179.
Z f (b)
1 · df = f (b) ° f (a) (7)
f (a)

As in that example, this integral represents the area of a rectangle.

The rectangle has width f (b) ° f (a) and height 1, so its area is
f (b) ° f (a), and the equation holds.
This pseudo-proof is refined into a real proof in section 8.6.3,
p. 194,

8.3.4 Using the fundamental theorem to integrate; the

indefinite integral
Avoiding the Riemann sum
The fundamental theorem says this:
Z b
f 0 (x) dx = f (b) ° f (a).
a

In some examples, this gives us a tricky way to evaluate an inte-

gral exactly without having to muck around with Riemann sums.
Consider the integral Z 1
x dx,
0
whose geometrical interpretation is the area of a triangle and whose
value we showed to be 1/2 using Riemann sums in example 1, p. 176.
The function we’re integrating is x, but what if we could find a
function f whose derivative was x? —

f 0 (x) = x

The fundamental theorem would then immediately tell us the result

of the integral.

Antiderivatives
The function f is called an antiderivative of the function f 0 . Al-
though there are various tricks and methods for finding antideriva-
tives, in general the only way to find them is to guess and check.
One way to approach this one is to think of x as x1 . We know that
when we diÆerentiate a power, the power rule tells us to knock down

Section 8.3 The fundamental theorem of calculus 183

 the exponent by one. That makes it reasonable to guess something
like x2 as an antiderivative of x. Checking our guess, we find that
it was almost, but not quite, right:

f (x) = x2 =) f 0 (x) = 2x [not quite what we wanted]

We wanted the derivative to be x, but we got 2x. This is easily fixed

by halving our guess:
1
f (x) = x2 =) f 0 (x) = x
2

The function 12 x2 is an antiderivative of x. Therefore by the funda-

mental theorem we have
Z 1
x dx = f (1) ° f (0)
0
1 1
= 12 ° 02
2 2
1
= .
2
This is the same result that we obtained earlier and with much more
labor using Riemann sums.
Because antiderivatives are so frequently used in order to eval-
uate definite integrals, expressions of the form f (b) ° f (a) are very
common, and various abbreviations have been invented. We will
abbreviate §b §b
def
f (b) ° f (a) = f (x) x=a = f (x) a .

Any time we have an antiderivative, we can produce other an-

tiderivatives by adding a constant. For example, all of the following
are antiderivatives of the constant function 1/7 with respect to x:

1 1 1
x x+1 x°2
7 7 7
DiÆerentiating any one of these with respect to x gives 1/7.

Leibniz notation for the indefinite integral

An antiderivative is more commonly referred to as an indefinite
k / All three functions are an- integral — as opposed to the kind of integral we’ve been talking
tiderivatives of the constant about up until now, which is called a definite integral. The Leibniz
function 1/7. Shifting the graph notation for an indefinite integral is an integral sign without any
vertically doesn’t change its
upper or lower limits of integration. For example,
derivative.
Z
1
x dx = x2 + c,
2

where c is any constant. One way of understanding this notation is

that both sides of this equals sign represent a certain solution set —

184 Chapter 8 The integral

the set of all functions whose derivative equals x. Similarly, when
we write p
4 = ±2,
we could say that both sides of the equation represent the solution
set {°2, 2} of the equation x2 = 4.
The following table summarizes the diÆerences between definite
and indefinite integrals.

indefinite integral definite integral

R Rb
f (x)dx is a function of x. a f (x)dx is a number.
R Rb
By definition f (x) dx is any a f (x)dx is defined in terms of
function of x whose derivative Riemann sums and can be in-
is f (x). terpreted as the area under the
graph of y = f (x).
The variable of integration is The variable of integration is a
not a dummy
R variable. For ex- dummy
R1 variable. For
R 1 example,
ample,
R 2x dx = x2 + c and 2x
0 R dx = 1, and 2t dt = 1,
2 1 R1 0
2t dt = t + c are expressed in so 0 2x dx = 0 2t dt.
terms of diÆerent variables, so
they are not the same.

Example 6
. Evaluate Z
x 6 dx

. Differentiation of a power will reduce the exponent by one, so l / Differentiation moves us

we want something like x 7 . The derivative of x 7 would be 7x 6 , down the ladder of powers of x .
which is too big by a factor of 7, so we want x 7 /7. Including an Integration climbs the ladder, as
arbitrary constant of integration, we have in example 6. Example 7 deals
Z with the break in the middle of the
1
x 6 dx = x 7 + c. ladder.
7

Integral of 1/x Example 7

. Evaluate the indefinite integral
Z
dx
.
x
. As discussed in example 4, p. 179, this notation says that the
function being integrated is 1/x, or x °1 . Normally if we wanted
to find the antiderivative of x to some power, we would increase
the exponent by 1, as in example 6. But the derivative of x 0 is
simply zero, so that doesn’t work here. We recall that the ladder of
powers is interrupted at this place, figure l. The indefinite integral
we want is
ln x + c.

Section 8.3 The fundamental theorem of calculus 185

 Area under the graph of 1/x Example 8
. Interpret the definite integral
Z 2
dx
.
1 x

graphically; then evaluate it .

. Figure m shows the graphical interpretation.
We saw in example 7 that the integral of 1/x was ln x + c. Us-
ing the fundamental theorem of calculus, the area is (ln 2 + c) °
(ln 1 + c) º 0.693147180559945. Note that the constant of inte-
gration cancels out when we plug in the upper and lower limits
of integration and subtract; this always happens when we evalu-
ate a definite integral in this way, so constants of integration are
irrelevant in this context, and usually we would skip writing the +c.
Judging from the graph, it looks plausible that the shaded area is
about 0.7.

8.4 Using the tool correctly

8.4.1 When do you need an integral?
In section 1.5.2, p. 23, we asked the question, “When do you
need a derivative?” It’s natural to ask the same question about in-
tegrals. And since the derivative and integral are so closely linked
by the fundamental theorem of calculus, the answers should be re-
lated. If the relationship between two variables A and B is such that
expressing A in terms of B requires a derivative, then expressing B
in terms of A also requires calculus — it requires an integral.

m / Example 8. As a concrete example, let x be your car’s odometer reading,

and let v be the reading on the speedometer. If v is constant, then
we don’t need calculus to express it in terms of x.
¢x
v= [only if v is constant] (8)
¢t
But if v is changing, then equation (8) gives the wrong answer. We
need calculus.
dx
v= [always valid] (9)
dt
Now suppose we want x in terms of v. If v is constant, then we
don’t need calculus. Simple algebraic manipulation of equation (8)
gives
¢x = v ¢t. [only if v is constant] (10)
But equation (10) clearly doesn’t make sense if v isn’t constant. If
you’re in stop-and-go tra±c, then your velocity isn’t just one num-
ber. What would it even mean, then, to “multiply v by ¢t?” Mul-
tiplication is like that special thing that happens when a mommy

186 Chapter 8 The integral

and a daddy love each other very much; it’s something that hap-
pens between just one number and one other number. Applying the
fundamental theorem of calculus to equation (9), we get
Z t2
¢x = v dt. [always valid] (11)
t1

We expect the integral to come up in applications as a generalization

of multiplication that covers the case where one of the factors is
varying.

n / Example 9. The tractor does mechanical work.

Work Example 9
. In each of the examples in figure n, the tractor exerts a force
while traveling from position x1 to position x2 , a distance ¢x = x2 °
x1 . If the force F is constant, then the quantity W = F ¢x, called
mechanical work, measures the amount of energy expended. If
W is the same in all three cases in the figure, then the amount of
gas the tractor burns is identical in all three cases. How should
this definition of mechanical work be generalized to the case where
the force is varying?
. To generalize multiplication to a case where one of the factors
isn’t constant, we use an integral.
Z x2
W = F dx
x1

8.4.2 Two trivial hangups

In section 1.4, p. 21, we discussed two common di±culties that
students encounter in applying diÆerentiation to real-world prob-
lems. The same two issues occur in integration. The first is that
although a calculus textbooks will often notate every problem in
terms of the letters y and x, any letters of the alphabet can occur
in real-life applications. The second is that one often encounters
symbolic constants, which are to be treated just like numerical con-
stants.

Section 8.4 Using the tool correctly 187

 A falling rock Example 10
. A falling rock has a velocity that increases linearly as a function
of time, v = at, where a is a constant. Use an indefinite integral
to find the position as a function of time.
. Let’s first figure out the roles played by the three letters:

• t — the independent variable

• v — a function of t

• a — a constant

• x — the function we get as an indefinite integral

Next, let’s warm up by translating this into a more stereotypical

problem from a calculus textbook. For example, we could be
given the function
R y = 7x and asked to find its indefinite integral.
The integral is y dx = (7/2)x 2 + c.
The solution to the actual problem is found by simply shuffling
letters of the alphabet and treating the constant a the same way
we treated the constant 7. The setup of the integral is
Z
x = v dt,

and the result is

1 2
x= at + c.
2
The constant of integration is interpreted as the initial position, so
it’s actually nicer to give it a notation that indicates that:
1 2
x= at + xo
2

8.4.3 Two ways of checking an integral

Every indefinite integral can be checked by taking its derivative
to see if we can get back the original function. Furthermore, we can
often check an integral by checking its units.
Checking the falling rock Example 11
Let’s use these techniques to check the result of example 10. We
were given the function
v = at. (12)
We set up the integral as
Z
x= v dt, (13)

and the result was

1 2
x= at + xo . (14)
2

188 Chapter 8 The integral

 First we take the derivative of both sides of equation (14). Be-
cause t is the independent variable here, these are derivatives
with respect to t.
µ ∂
dx ? d 1 2
= at + xo . (15)
dt dt 2
The left-hand side is the definition of the velocity v . On the right-
hand side, we have to differentiate a polynomial. The constant
a is treated like any other multiplicative constant: it just “comes
along for the ride” in differentiation. The constant xo is treated like
any other additive constant in differentiation: it goes away.
µ ∂
? d 1 2
v =a t (16)
dt 2

The derivative of (1/2)t 2 with respect to t is t, so we recover equa-

tion 12, and our solution passes the check.
Next we check the units. The units of the given equation (12)
ought to be right. If we remember the units of acceleration, we
can check its units. If we don’t remember the units of acceleration,
we need to infer the units of the symbolic constant a from equation
(12), because otherwise we won’t be able to do the check on our
own work. Based on equation (12), the units of acceleration are
implied to be meters over seconds squared, m/s2 .
Our initial setup in equation (13) has the following units:
Z
x = |{z}
|{z} v |{z}
dt
m m/s s

The integral can be thought of as a sum, and the units of a sum

are the same as the units of the things being added. This works
out properly, so our setup passes this check as well.
We finish by checking the units of our final result, equation (14).
1
x =
|{z} t 2 + xo
a |{z}
|{z}
2
|{z}
|{z}
m m/s2 s2 m
unitless

8.4.4 Do I differentiate this, or do I integrate it?

In an end-of-chapter problem in a calculus textbook, you’re usu-
ally commanded either to integrate or to diÆerentiate. In real-world
contexts, however, the question can arise of which one is the right
thing to do. Often we have a pair of variables, and we know that one
is the integral of the other, and one is the derivative of the other.
But which one is which? Memorization would be the wrong way
to approach this. The following is a list of possible ways of telling
which is is which.

Section 8.4 Using the tool correctly 189

 1. A derivative often represents a rate of change, an integral the
accumulation of change.

2. Real-world quantities usually have units, and only one way of

setting up the calculus relationship causes the units to make
sense.

3. The integral often occurs as a generalization of multiplication,

the derivative as a generalization of the slope of a line.

A chemical reaction Example 12

. Chemicals P and Q react to produce R. There is a reaction
rate r and a concentration C of the product. Which would be the
derivative of which, and which would be the integral of which?
. A derivative represents a rate of change, so r = dC/R dt. An
integral represents the accumulation of change, so C = r dt.
An epidemic Example 13
. During an epidemic, there is some number of people I who have
the disease, and some number w of new cases per day being
reported. How would the calculus relationships between these
two variables be set up?
. The variable I is unitless; it is just a count of the number of
infected people. The variable w has units of cases per day, but
“cases” is really a count, not a unit, so the units of w are really
day°1 (inverse days). Conceptually, it’s clear that these two quan-
tities should be related as integral and derivative, and if we were
unsure of which way around to write the relationship, the units
would tell us.

dI
w =
|{z} dt
|{z}
day°1
unitless
days
Z
I =
|{z} w |{z}
|{z} dt
unitless day°1 days

An example of the third method was given in example 9, p. 187,

where the definition of mechanical work was generalized to cases
where the force varies.

8.5 Linearity
The most important and basic properties of the derivative (p. 16)
are that it adds, (f + g)0 = f 0 + g 0 , and scales vertically, (cf )0 = cf 0 ,
where c is a constant. When an operation has these properties, we
say that it is linear. Since the indefinite integral is defined as the

190 Chapter 8 The integral

antiderivative, it follows that the indefinite integral is also linear,
Z Z Z
[f (x) + g(x)] dx = f (x) dx + g(x) dx
Z Z
cf (x) dx = c f (x) dx

and by the fundamental theorem the same is true for the definite
integral.

Example 14
. Evaluate the definite integral
Z 1
(1 + x) dx
0

and give a geometrical interpretation.

. The linearity of the definite integral gives
Z 1 Z 1 Z 1
1 3
(1 + x) dx = 1 dx + x dx = 1 + = .
0 0 0 2 2 o / Example 14. The total
area is the area of the square
Figure o gives a geometrical interpretation. base plus the area of the triangle
on top.

Section 8.5 Linearity 191

 8.6 Some technical points
8.6.1 Riemann sums in general
As a tree grows, its radius increases continuously. When a tree
is cut down, as in figure p, we can see that the growth in each
year is not the same. For example, in most of California, where the
weather tends to be dry, a tree will usually show markedly increased
growth in a wet year. In this example, it’s naturalR ... to think of the
radius of the tree as an integral of the form ... dr. Of course it
would be silly to try to explicitly calculate this integral, when we
could simply measure the radius with a ruler! We don’t really need
calculus here, but, as is often the case, calculus guides us in thinking
about the concepts even when we aren’t going to use the techniques
of calculus. If we were to approximate this integral using a Riemann
sum, it would seem most natural to break the sum down into unequal
intervals ¢r. This is allowed by the definition of a Riemann sum,
and the kind of Riemann sum that we defined on p. 175, with equal
subintervals, was a more specific type.

p / Each tree ring adds ¢r to the radius of the tree. The ¢r values
are not all the same.

A Riemann sum can also sample the value of the function at

some other place than the center of each subinterval. The sample
point can be at the left side, at the right, and it doesn’t even need to
be chosen in a consistent way for all the subintervals of a particular
Riemann sum.

8.6.2 Integrating discontinuous functions

The definition of the integral given in section 8.2.1, for contin-
uous functions, has some technical shortcomings if we try to apply
it to badly behaved discontinuous functions. Most people who use
calculus neither know nor care about these issues, and it’s all right
to skip this subsection on a first reading.
To show what can go wrong, we define two functions, one naughty
and the other even naughtier.

• Let f (x) be defined as f (x) = 1/x, except at x = 0, where we

192 Chapter 8 The integral

 set f (0) = 0.

• Let g(x) be the function such that if x is a rational number,

g(x) = 0, but if x is irrational, g(x) = 1.

The definition of the integral in section 8.2.1 involved Riemann

sums using equal subintervals, sampled at their centers. It carried
a warning label saying that it only applied to continuous functions.
Let’s ignore the warning and see what goes wrong when we apply it
to functions f and g.
The function f is discontinuous at only one point, and the dis-
R 1 up to +1 on one side and °1
continuity is one where it blows
on the other. If we evaluate °1 f (x) dx using equal subintervals
sampled at their centers, then because f is odd, every Riemann sum
is exactly zero. The Riemann sums for odd n use x = 0 as a sample
point, but these sums still vanish, because f (0) = 0. This integral,
as defined in section 8.2.1, comes out to be zero.
The function g is what’s known as a “pathological” example,
meaning that it’s so weird that we don’t expect to encounter such
a thing in any real-world application. For example, we could never
determine a function like g from physical measurements, because
measurements can’tRdistinguish a rational number from an irrational
1
one. If we evaluate 0 g(x) dx using equal subintervals, sampled at
their centers, then every sample point is a rational number, so the
integral comes out to be zero according to the definition in section
8.2.1.
The worrisome thing about both of these examples is that they
both gave zero, but zero is either misleading or wrong in both cases.
The result for the integral of f depended on a perfect cancellation
of very large negative and very large positive terms in each Rie-
mann sum. As n grew, these terms grew without bound, but they
still canceled. In any real-world application, it’s unlikely that this
would happen. For example, if f represented the reading on a meter
measuring the flow of water through a pipe (positive and negative
indicating two diÆerent directions of flow), then the extreme positive
and negative flows near x = 0 would have destroyed the meter!
The zero result for g is even more morally wrong. There are in
some sense more irrational numbers than rational ones, so if this
integral were to have some value, then clearly it should be 1, not 0.
What we would really like is to have our definition of the integral
be stated in such a way that integrals like these come out to be
undefined. This can be done by requiring in the definition that
no matter what Riemann sum we use, regardless of whether the
subintervals are equal or the sample points are at their centers, the
limit must come out to be the same.

Section 8.6 Some technical points 193

 Definition of the integral (Riemann)
Suppose we have a number I such that for every " > 0, there exists
a ± > 0 such that |R ° I| < " for every Riemann sum all of whose
intervals have width xk+1 °xk < ±, with any choice of sample points
s1 , . . . , sn . Then I is the Riemann integral of the function.

For the integrals of the functions f and g described above, there

is no number I with the properties described in the definition. The
integral is then undefined, as it should be. A function for which
such an I does exist is called Riemann integrable. A su±cient con-
dition for Riemann integrability is that the function has only finitely
many points of discontinuity, and it doesn’t blow up at these discon-
tinuities. For functions that are Riemann-integrable, the Riemann
integral gives the same answer as the simpler definition in section
8.2, p. 175.

8.6.3 Proof of the fundamental theorem

We now refine the pseudo-proof in section 8.3.3, p. 182, into a
real proof of the fundamental theorem of calculus. We want to prove
that Z b
f 0 (x) dx = f (b) ° f (a). (17)
a

We assume that f 0 is Riemann integrable, so that we have the free-

dom to subdivide the interval [a, b] and choose the sample points in
any way that is convenient. We will break up the interval [a, b] into
n equal subintervals [xi , xi+1 ], where i = 1, 2, . . . n ° 1. However,
rather than restricting ourselves to sampling at the center of each
subinterval, we apply the mean value theorem to each subinterval,
and choose si to be the point for which

¢fi
f 0 (si ) = ,
¢x

where ¢fi = f (xi+1 ) ° f (xi ) and ¢x = xi+1 ° xi . This can be

rearranged to give
¢fi = f 0 (si )¢x.
Adding these up, we have
n
X
f (b) ° f (a) = f 0 (si )¢x.
i=1

This tells us that by an appropriate choice of the sample points,

we can make every Riemann sum, for every n produce the re-
sult claimed by the fundamental theorem. It therefore follows that
the limit that defines the integral has the value claimed by the
theorem.§

194 Chapter 8 The integral

8.7 The definite integral as a function of its
integration bounds
8.7.1 A function defined by an integral
Consider the expression
Z x
I= t2 dt.
0

What does I depend on? To find out, we calculate the integral

£ §x
I = 13 t3 0 = 13 x3 ° 13 03 = 13 x3 .

So the integral depends on x. It does not depend on t, since t is a

“dummy variable.”
In this way we can use integrals to define new functions. For
instance, we could define
Z x
I(x) = t2 dt,
0

which would be a roundabout way of defining the function I(x) =

x3 /3. Again, since t is a dummy variable we can replace it by any
other variable we like. Thus
Z x
I(x) = Æ2 dÆ
0

defines the same function (namely, I(x) = 13 x3 ).

This example does not really define a new function, in the sense
that we already had a much simpler way of defining the same func-
tion, by writing “I(x) = x3 /3.” An example of a new function
defined by an integral is the so called error function from statistics:
Z x
2 2
erf(x) = p e°t dt, (18)
º 0
so that erf(x) is the area of the shaded region in figure q. q / The definition of the error
function, erf(x ).
The integral in (18) cannot be computed as a formula.3 As
described in more detail in section 10.1.2, p. 216, the integral in
(18) occurs very often in statistics, so it has been given its own
name, “erf(x)”.

8.7.2 How do you differentiate a function defined by an

integral?
The answer is simple, for if f (x) = F 0 (x) then the fundamental
theorem says that
Z x
f (t) dt = F (x) ° F (a),
a
3
For more on what this means, see section 9.3, p. 209.

Section 8.7 The definite integral as a function of its integration bounds 195
 and therefore
Z x
d d° ¢
f (t) dt = F (x) ° F (a) = F 0 (x) = f (x),
dx a dx

i.e. Z x
d
f (t) dt = f (x).
dx a
A similar calculation gives
Z b
d
f (t) dt = °f (x).
dx x

So what is the derivative of the error function? It is

∑ Z x ∏
0 d 2 °t2
erf (x) = p e dt
dx º 0
∑Z x ∏
2 d °t2
=p e dt
º dx 0
2 2
= p e°x .
º

8.7.3 A second version of the fundamental theorem

The way that we diÆerentiated the erf function in section 8.7.2
was an example of a more general idea, which can be considered as
an alternative version of the fundamental theorem of calculus. The
version of the fundamental theorem of calculus given in section 8.3,
p. 181, says that if we diÆerentiate and then integrate, we end up
with the same function back again. This new second version says
that something similar happens if we integrate and then diÆerenti-
ate: Z x
d
f (t) dt = f (x)
dx a

196 Chapter 8 The integral

Problems
Problems a1-a3 don’t require you to calculate anything. The point
is to practice setting up and interpreting relationships between pairs
of variables that are related as integral and derivative.
a1 A barometric altimeter is a device that uses a measurement
of air pressure P to determine altitude y. Let the density of air be
Ω (Greek letter “rho,” the equivalent of Latin “r”), and the strength
of the earth’s gravitaty g. If Ω is constant, then the diÆerence in
pressure between two heights is given by
P2 ° P1 = Ωg¢y.
Mountaineers and airplane pilots often traverse enough height that
it is not a good approximation to take Ω as being constant; the air is
less dense higher up. Use one of the methods of section 8.4.4, p. 189,
to generalize the equation appropriately. . Solution, p. 240

a2 Suppose that a business investment today will yield a stream

of income in the future f (t), in units of dollars per year. The revenue
starts today, at t = 0, and will end in the future at t = T . The
value of a dollar promised in the future is less than a dollar in hand
today, because today’s dollar could be put in the bank and draw
interest, growing in value exponentially as ert , where r is a constant
that is proportional to the interest rate. Consider the following two
proposed expressions for the present value V of the revenue stream,
i.e., the amount that one should rationally be willing to pay today
in order to receive it.
d ° °rT ¢
V= e f (t)
dt
Z T
V= f (t)e°rt dt
0
As described in section 8.4.4, p. 189, determine which of these is
nonsense based on the units. . Solution, p. 240

a3 An electric meter installed outside your household measures

the flow of electric current I. If you turn on a lamp, I increases, and
if you turn it back oÆ again, I goes back down. The cost C of the
electricity is also a function of time; it grows until it’s time for the
electric company to bill you. Consider the following two proposed
relations between these variables.
dC
I=k
dt
Z t2
I=k C dt
t1
Here k is a constant. Use one of the methods of section 8.4.4, p. 189,
to determine which of these makes sense. . Solution, p. 241

Problems 197
 P3 1 P3 1
p
c1 (a) Compute k=1 k . (b) Compute m=1 m .

c2 (a) Which of the following are correct ways of notating the

area of a right triangle with both legs of length 1?
Z 1 Z 1 Z 1
x x dx u du
0 0 0
(b) The function f is defined byR f (x) = 2
x + 1. Why is it wrong to
notate the antiderivative of f as x2 +1 dx? . Solution, p. 241
In each of problems c3-c6, the goal is to approximate the area be-
tween theR graph and the x axis between x = 0 and x = 1, i.e., the
1
value of 0 f (x) dx for the given function f . Each function was
chosen such that for x 2 [0, 1], we have y 2 [0, 1] as well, so that the
graph fits into a 1 £ 1 square, as shown in the figure. These happen
to be functions for which it is not possible to find an antiderivative,
hence the need for an approximation. Divide the interval up into 5
equal subintervals, sample the function at the center of each interval,
and find the resulting Riemann sum. Maintain four decimal places
of precision throughout the calculation so that you are left with three
decimal places at the end that are not likely to be way oÆ simply
because of rounding.
p
c3 (sin x)/x
p
c4 ex°1 tan(ºx/4)
p
c5 [cos(ex )]2
p
c6 xx

Problems c3-c6.

e1 Find three diÆerent functions of x whose derivatives with

respect to x are all ex . . Solution, p. 241
e2 One or more of the following antiderivatives is incorrect.
As described in section 8.4.3, use diÆerentiation to find which are
incorrect. Fix any incorrect ones.
Z Z
1
x dx = x2 + c e2x dx = e2x + c
2
Z Z
x4 dx = 4x5 + c x°1 dx = x0 + c
Z
ex dx = ex + c

. Solution, p. 241

198 Chapter 8 The integral

Evaluate the antiderivatives in problems e3-e14. If in doubt, guess
and check as in problem e2. With experience it gets easier to guess
correctly.
Z
p
e3 (2x + 1) dx
Z
p
e4 (1 ° 3t) dt
Z
p
e5 (u2 ° u + 11) du

Z µ ∂
x2 x3 x4 p
e6 1+x+ + + dx
2 6 24
Z
2 dq p
e7 [q > 0]
q
Z
ea ° e°a p
e8 da
2
Z
ea + e°a p
e9 da
2
Z
p
e10 sin y dy
Z
p
e11 cos y dy
Z
p
e12 cos 2r dr
Z
p
e13 sin(r ° º/3) dr
Z
p
e14 (sin x + sin 2x) dx

Evaluate the antiderivatives in problems g1-g3. All letters other than

the variable of integration are constants.
Z
p
g1 (Ax + B) dx
Z
p
g2 bxa dx [a 6= °1]
Z
p
g3 cos !ø dø
Z
p
g4 eØt dt

Problems 199
 In problems i1-i4, find the antiderivatives. All letters other than the
variable of integration are constants. These problems can be done
by first rewriting the given integrand in a form that you know how
to integrate.
Z q
p
i1 Bx x dx . Solution, p. 242

Z
p
i2 ez+Ø dz

Z
p2 + k p
i3 p dp
p
Z
pw ° q p
i4 p
3
dw
w2

These instructions are for problems k1-k4. Each function f was

chosen such that for x 2 [0, 1], we have y 2 [0, 1] as well, so that the
graph fits into a 1 £ 1 square, as shown in the figure.
(a) Make an eyeball estimate of the area under the curve.
(b) As in problems c3-c6, divide the interval up into 5 equal subin-
tervals, sample the function at the center of each interval, and find
the resulting Riemann sum. Maintain four decimal places of preci-
sion throughout the calculation so that you are left with three decimal
places at the end that are not likely to be way oÆ simply because of
rounding. Your result should be roughly consistent with your esti-
mate from part a, and you canR also check it online.
(c) Find the antiderivative f (x) dx, and check it online.
R1
(d) Evaluate the definite integral, 0 f (x) dx, check it against the
approximations in parts a and b, and check it online.

Problems k1-k4.

p
k1 f (x) = cos x
p
k2 f (x) = sin x

1 p
k3 f (x) = ex
3
p p
k4 f (x) = x

200 Chapter 8 The integral

Problems n1-n4 all involve calculating the work done by a force, as
described in example 9, p. 187. These problems also require you to
check the units of your result. To do that, you will need to know the
following. The SI unit of force is the newton (N). Work has units
of (force) £ (distance), or N·m (newton-meters).
n1 The figure shows an archer drawing a longbow. When the
string is pulled back to a distance x relative to its straight equi-
librium position, the force required from the right hand is given
approximately by F = kx, where k is a constant. (a) Infer the units
of k. (b) Find the amount of work done in pulling the bow from
x = 0 to x = b, where b is some number. (c) Check that the units
of your result make sense. . Solution, p. 242

n2 The figure shows the tension (force) of which a muscle is

capable. The variable x is defined as the contraction of the muscle
from its maximum length L, so that at x = 0 the muscle has length Problem n1.
L, and at x = L the muscle would theoretically have zero length. In
reality, the muscle can only contract to x = cL, where c is less than
1. When the muscle is extended to its maximum length, at x = 0,
it is capable of the greatest tension, To . As the muscle contracts,
however, it becomes weaker. There is a nearly linear decrease, which
would theoretically extrapolate to zero at x = L. (a) Infer the units
of c and To . (b) Find the maximum work the muscle can do in one
contraction, in terms of c, L, and To . (c) Show that your answer to
part b has the right units. (d) Show that your answer to part bphas
the right behavior when c = 0 and when c = 1.

n3 In July 1994, Comet Shoemaker-Levy 9, which had previously

broken up into pieces, collided with the planet Jupiter. The figure
shows discolorations left in the jovian atmosphere where the impacts
had occurred. The diameter of each bruise is on the same order of
magnitude as the size of the planet earth. These were hard hits.
The energy came from the work done by the sun’s gravity on the
comet as it fell inward from the Oort Cloud, a hypothesized outer
Problem n2.
region of the solar system. Let x be the comet’s position relative
to the sun, and assume that the comet falls in from the negative x
direction, i.e., from the side of the sun that we would visualize as
the left-hand side of the number line. The force of the sun’s gravity
on the comet is given by Newton’s law of gravity, F = GM m/x2 ,
where M is the mass of the sun, m is the mass of the comet, G is
a universal constant, and the plus sign indicates that the force is to
the right, i.e., toward the sun.
(a) Infer the units of G. (b) Find the work done on the comet as
it falls from x = °a to x = °b, where a is the distance from the
sun to the Oort cloud, b is the distance from the sun to Jupiter, and
both a and b are positive. (c) Check that the units of your answer
p
to part b make sense.
Problem n3.

Problems 201
 n4 See the instructions on p. 201. In a gasoline-burning car
engine, the exploding air-gas mixture makes a force on the piston,
and the force tapers oÆ as the piston expands, allowing the gas to
expand. A not-so-bad approximation is that the force is given by
F = k/x, where x is the position of the piston. (a) Infer the units
of k. (b) Find the work done on the piston as it travels from x = a
to x = b. (c) Show that the result of part b can be reexpressed so
that it depends only on the ratio b/a. This ratio is known as the
compression ratio of the engine. (d) Check that the units of p your
result in part c make sense.

q1 If a car on cruise control has the wrong speed at t = 0, it

will take some time for the system to correct the error. The system
may be designed to produce a velocity as a function of time given
by
Problem n4.
v = u + be°rt ,
where u is the desired speed, r is a constant chosen by the designer,
and b is the initial error in velocity, which may be positive or nega-
tive. The value of r is a design compromise; if r is too small, then it
will take a long time for the car to get back to the right speed, but if
it is too big, the motion will be jerky or produce bad fuel e±ciency.
(a) Infer the units of u, b, and r. p
(b) Find the position x as a function of time.
(c) Give a physical interpretation of the constant of integration oc-
curring in your answer to part b.
(d) Check that your answer to part b has units that make sense.
(e) Check your answer by diÆerentiating it.

q2 A piston in a car’s engine is connected to the crankshaft

through a piston rod. As the crankshaft spins at a constant rate, the
velocity of the piston in and out of the cylinder may be approximated
by a function
v = A cos !t + B cos 2!t,
where ! (Greek letter “omega,” which makes the “o” sound) is the
number of radians per second at which the crankshaft is rotating,
and A and B are constants that depend on the length of the piston
rod and the radius of the circle traveled by the piston pin. Note that
expressions of the form sin xy are normally to be read as sin(xy); if
the intended meaning had been (sin x)y, then one would normally
have written it as y sin x.
(a) Infer the units of A and B. (The units of ! are simply inverse
seconds, s°1 .) p
(b) Find the piston’s position x as a function of time.
(c) Give a physical interpretation of the constant of integration oc-
curring in your answer to part b.
(d) Check that your answer to part b has units that make sense.
(e) Check your answer by diÆerentiating it.

202 Chapter 8 The integral

In problems s1-s12, compute the definite integrals. These are in
groups of three similar problems, with the intention being that a
given student would do one from each group.
Z 2
p
s1 u°2 du
1
Z 2 p
s2 w°3 dw
1
Z 2 p
s3 s°1/2 ds
1
Z 1 p
s4 (2h3 ° 3h + 1) dh
0
Z 1 p
s5 (z 2 + 7z) dz
0
Z 1 p
s6 (2r4 ° 2r2 + r) dr
0
Z 4
p p
s7 (e2g + sin g ° g) dg
0
Z 4µ ∂
1 p
s8 ° a°3/2 + cos a da
1 a
Z 4 p
s9 (cos p + e°p + p3 ) dp
0
Z 1 p p p
s10 u( u + 3 u) du
0
Z 1 p
s11 (x ° 1)(3x + 2) dx
°1
Z 2µ ∂2
1 p
s12 j+ dj
1 j
u1 Is the following calculation wrong? Explain why or why not.
Z 1 ∏1
1 2 1
x dx = x + 42 =
0 2 0 2

u2 Let the functions f and g be defined as follows.

(
ln(°x) + 7 if x < 0
f (x) =
ln x + 11 if x > 0
g(x) = ln |x|

Is f an antiderivative of 1/x? Is g? Explain why or why not.

Problems 203
204 Chapter 8 The integral
Chapter 9
Basic techniques of
integration
9.1 Doing integrals symbolically on a
computer
The quaint little town of Carmel, California, has a touristy business
district that specializes in quaint little shops. I once went into a yarn
store there with my mother, who picked out two skeins of yarn for
a sweater. The business ran on paper and pen, which was arguably
sensible, since there was little room on the cramped counter for a
cash register. The following math problem resulted:

$5.60
£ 2

The proprietor pulled out a calculator and typed 0 £ 2 =. The

answer was 0, which she wrote down. Then 6 £ 2 =, and so on.
The point of this anecdote is that there are right ways and wrong
ways to use tools. Computers are a good tool for doing integrals,
but we should be able to do simple integrals by hand.
The computer programs used for doing integrals are called com-
puter algebra systems (CAS). I recommend a free and open-source
CAS called Maxima.1 The following example shows how to use
Maxima to do an easy indefinite integral — analogous to using the
calculator to find 6 £ 2. The typewriter font shows what I typed
in, and the italicized text is the answer printed out by the program.
Note the mandatory semicolon at the end of the input line.
Integrating on a computer Example 1

integrate(cos(x),x);
sin(x)

1
To use it through a web browser go to maxima-online.org. To download it
to your computer, go to maxima.sourceforge.net.

205
 9.2 Substitution
Here’s an example of an integral that introduces a useful technique
of integration, and that also demonstrates what can go wrong if you
become completely dependent on computers to do integrals that you
should be able to do by hand.
Z 2
(x ° 1)1000000 dx
1

I tested this on three CAS programs, and although two were able to
do it, one froze up indefinitely. My point is not that a certain CAS
is better than some other one.2 The point is that computers, unlike
humans, can’t step back and say, “Hey, what I’m doing isn’t working
so well. Maybe I should try something else.” The one that failed
presumably started grinding away to multiply out the polynomial
— all million and one terms of it: x1000000 ° 1000000x999999 + . . .
This is certainly a strategy that would work, in theory, because it
would reduce the problem to one that we already know how to solve:
integrating a polynomial.
But there’s a better way to approach this, as suggested in figure
a. Geometrically, what we’re trying to calculate is the very small
area that is only visible at the corner of the figure. (Although the
limits of integration run from 1 to 2, the value of the integrand is
too small to matter except when x gets very close to 2.) Let’s shift
the graph to the left by one unit, as shown in the figure, and define
a new variable u = x ° 1. The shift to the left doesn’t change the
amount of area under the curve; it simply relocates that area to a
new place. In terms of this variable, the integrand is u1000000 , which
is a function that we know how to integrate. Expressed as an integral
a / Integrating (x ° 1)1000000 with respect to u, the limits of integration are from u = 1 ° 1 = 0
by using a change of variable. to u = 2 ° 1 = 1. Do we need to do anything to the dx other
The function is not drawn realisti- than change it to a du? Not in this case; implicit diÆerentiation of
cally; the rounded edge has been u = x ° 1 gives du = dx. The result is that we can calculate the
exaggerated in order to make
same area using the following easier integral.
the shaded area under the curve
visible. Z 1
u1000000 du
0

This is easily found to equal 1/1000001.

Figure b shows a nice way of thinking about this. Rather than
imagining that the graph itself has shifted horizontally, we can say
that the graph stayed in the same place, but we slid the axis over.
This is just like renaming the points on the horizontal axis. The
renaming is like sliding a ruler over without shrinking or expanding
the ruler. If we think of dx as a small change in x, and similarly
b / The change of variables
for du, then it makes sense that du = dx; the distance or diÆerence
just renames the points on the
horizontal axis. 2
For the record, the two that could handle it were Maxima and integrals.
com. The one that failed was another open-source program called Yacas.

206 Chapter 9 Basic techniques of integration

between two points on a ruler is the same regardless of whether we
slide the ruler around.
The procedure demonstrated above is called a change of variable,
substitution, or sometimes “u-substitution,” since it seems to be
common for calculus textbooks to use the letter u in this context.
In general, u can be defined as any function of x that you think will
help to massage the integral into a more workable form. Substitution
can be used on both definite and indefinite integrals.
Substitution with rescaling Example 2
A common rate of return on ultra-safe, ten-year bonds has his-
torically been about 5%, which means that money invested in
these bonds grows by a factor of e in about 1/ ln 1.05 º 20 years.
Therefore we expect such an investment to grow exponentially
over time in proportion to the function et/20 , where t is in years.
Bonds often pay dividends, and although the dividend payments
actually occur at discrete time intervals, it can be convenient to
model them mathematically as if they were paid continuously, so
that the total dividend payment is
Z 10
D=k et/20 dt,
0

where k is a constant. Let’s evaluate this integral.

Since the derivative of ex is ex , we know how to integrate ex , and
it’s natural to look for a substitution that makes the integrand into
this form. The substitution clearly has to be
t
u= . (1)
20
If we think of the time axis as a “time-line” like the ones in his-
tory books, then this substitution is like expanding the time-line’s
scale by a factor of 20. Solving for t = 20u and applying implicit
differentiation gives
dt = 20 du. (2)
The limits of integration change when expressed in terms of u.
t =0 , u=0 (3)
1
t = 10 , u= (4)
2
We have to make use of all four of the equations (1)-(4) in order
to rewrite the integral in terms of the new variable u:
Z 1/2
D=k eu (20 du)
0
§1/2
= 20k eu 0
≥ ¥
= 20k e1/2 ° 1

Section 9.2 Substitution 207

 A nonlinear substitution Example 3
. Evaluate
Z
2x sin(x 2 + 3) dx.

. Here the only substitution that has any hope of working is u =

x 2 + 3. Implicit differentiation gives du = 2x dx, which happens to
be exactly the combination of factors that occurs in the integrand.
The integral therefore equals:
Z
sin u du = ° cos u + c

= ° cos(x 2 + 3) + c

To check that this indefinite integral is correct, we can differentiate

it, which involves using the chain rule:

d ≥ ¥
° cos(x 2 + 3) + c = sin(x 2 + 3) · 2x
dx

The method used to check example 3 shows that we should be

able to interpret what’s going on in these substitutions in terms of
the chain rule. The chain rule says that

dF (G(x))
= F 0 (G(x)) · G0 (x),
dx

so that
Z
F 0 (G(x)) · G0 (x) dx = F (G(x)) + c.

d 2
In example 3, we had 2x = dx (x + 3). So let’s call G(x) = x2 + 3,
and F (u) = ° cos u. Then

F (G(x)) = ° cos(x2 + 3)

and
dF (G(x))
= sin(x2 + 3) · 2x = f (x),
dx | {z } |{z}
F 0 (G(x)) G0 (x)

so that
Z
2x sin(x2 + 3) dx = ° cos(x2 + 3) + c.

208 Chapter 9 Basic techniques of integration

9.3 Integrals that can’t be done in closed form
Integral calculus was invented in the age of powdered wigs and harp-
sichords, so the original emphasis was on expressing integrals in a
form that would allow numbers to be plugged in for easy numerical
evaluation by scribbling on scraps of parchment with a quill pen.
This was an era when you might have to travel to a large city to get
access to a table of logarithms.
In this computationally impoverished environment, one always
wanted to get answers in what’s known as closed form and in terms
of elementary functions.
A closed form expression means one written using a finite num-
ber of operations, as opposed to something like the geometric series
1 + x + x2 + x3 + . . ., which goes on forever.
Elementary functions are usually taken to be addition, subtrac-
tion, multiplication, division, logs, and exponentials, as well as other
functions derivable from these. For example, a cube root is allowed,
p
since 3 x = e(1/3) ln x , and so are trig functions and their inverses,
because they can be expressed in terms of logs and exponentials by
using Euler’s formula.
In theory, “closed form” doesn’t mean anything unless we state
the elementary functions that are allowed. In practice, when people
refer to closed form, they usually have in mind the particular set of
elementary functions described above.
A traditional freshman calculus course spends such a large amount
of time teaching you how to do integrals in closed form that it may
be easy to miss the fact that this is impossible for the vast majority
of integrands that you might randomly write down. Here are some
examples of impossible integrals:

Z
2
e°x dx
Z
xx dx
Z
sin x
dx
x
Z
ex tan x dx

The first of these is a form that is extremely important in statistics

(it describes the area under the standard “bell curve”), so you can
see that impossible integrals aren’t just obscure things that don’t
pop up in real life.
People who are proficient at doing integrals in closed form gener-
ally seem to work by a process of pattern matching. They recognize

Section 9.3 Integrals that can’t be done in closed form 209

 certain integrals as being of a form that can’t be done, so they know
not to try.
Disobedience R Example 4
2
. Students! Stand at attention! You will now evaluate e°x +7x dx
in closed form.
. No sir, I can’t do that. By a change of variables of the form
u = x R+ c, where c is a constant, we could clearly put this into the
2
form e°x dx, which we know is impossible.
R 2
Sometimes an integral such as e°x dx is important enough
that we want to give it a name, tabulate it, and write computer sub-
routines that can evaluate it numerically. For Rexample, statisticians
p 2
define the “error function” erf(x) = (2/ º) e°x dx. Sometimes
if you’re not sure whether an integral can be done in closed form,
you can put it into computer software, which will tell you that it
reduces to one of these functions. You then know that it can’t be
done
R °x2in closed form. For example, if you ask integrals.com to do
p
e +7x dx, it spits back (1/2)e49/4 º erf(x ° 7/2). This tells you
both that you shouldn’t be wasting your time trying to do the inte-
gral in closed form and that if you need to evaluate it numerically,
you can do that using the erf function.
As shown in the following example, just because an indefinite
integral can’t be done, that doesn’t mean that we can never do a
related definite integral.
. Example 5
R º/2 2
Evaluate 0 e° tan x (tan2 x + 1) dx.
. The obvious substitution to try is u = tan x, and this reduces the
2
integrand to e°x . This proves that the corresponding indefinite
integral is impossible to express in closed form. However, the
definite integral can be expressed in closed form; it turns out to
p
be º/2.
Sometimes computer software can’t say anything about a par-
ticular integral at all. That doesn’t mean that the integral can’t
be done. Computers are stupid, and they may try brute-force tech-
niques that fail because the computer
R runs out of memory or CPU
time. For example, the integral dx/(x10000 ° 1) can be done in
closed form, and it’s not too hard for a proficient human to figure
out how to attack it, but every computer program I’ve tried it on
has failed silently.

210 Chapter 9 Basic techniques of integration

9.4 Doing an integral using symmetry or
geometry
Often we can figure out the value of an integral either by symmetry
or by using simple geometry.

An integral that vanishes by symmetry Example 6

. Evaluate

Z 1
sin x dx c / The integrand of example
. 6.
°1 1 + ex 2

. I doubt that this can be done by finding the indefinite integral

and plugging in the limits of integration. I tried it using the open-
source program Maxima, and also using the web interface to a
proprietary program called Mathematica, and neither could do it.
However, the function is odd because the numerator is odd and
the denominator is even. Since the function is odd, and the limits
of integration are symmetrically placed on either side of the origin,
the definite integral is guaranteed to be zero; any negative contri-
bution to the integral on the left is guaranteed to be canceled by
d / The integrand of example
a matching positive contribution on the right.
7.
An integral that can be done by geometry Example 7
. Evaluate

Z 2º
sin2 µ dµ.
0

. The hard way to do this integral is to dig up the appropriate trig

identity, which allows sin2 µ to be reexpressed in terms of sin 2µ.
The easy way is to look at the graph, figure d. The rectangle is
exactly half filled by the area under the graph. Since the rectangle
has area 2º, the integral equals º.

Section 9.4 Doing an integral using symmetry or geometry 211

 9.5 Some forms involving exponentials,
rational functions, and roots
Here are some forms whose antiderivatives may not be obvious at
first sight.

9.5.1 Exponentials with the base not e

Since the derivative of ex with respect to x is just ex again, we
already know how to integrate ex . What about exponentials with
other bases? These can be converted into base e using the identity
ab = eb ln a , then integrated using a change of variable.

R Example 8
. Evaluate 3x dx.
.
Z Z
3x dx = ex ln 3 dx [using ab = eb ln a ]
Z
1
= eu du [substituting u = x ln 3]
ln 3
eu
=
ln 3
ex ln 3
=
ln 3
3x
= [ab = eb ln a again]
ln 3

9.5.2 Some forms involving rational functions and roots

In sections 5.10-5.11, pp. 137-137, we summarized the derivatives
of various transcendental functions. Each of these potentially gives
some way to integrate something, by applying the fundamental the-
orem. Some of these derivatives are not themselves transcendental
functions, which makes it not at all obvious when looking at them
that they should be attacked in this way:
derivative integral
R
(tan°1 x)0 = (1 + x2 )°1 2 °1 °1
R (1 + x2 )°1 dx = tan °1x + c
(tanh°1 x)0 = (1 ° x2 )°1 R (1 ° x2 )°1/2dx = tanh°1 x + c
(sin°1 x)0 = (1 ° x2 )°1/2 R (1 2° x )°1/2 dx = sin °1x + c
(sinh°1 x)0 = (x2 + 1)°1/2 R (x2 + 1)°1/2 dx = sinh °1 x + c
(cosh°1 x)0 = (x2 ° 1)°1/2 (x ° 1) dx = cosh x + c

212 Chapter 9 Basic techniques of integration

Problems
In problems a1-a12, evaluate the indefinite integrals. Check your
answer by diÆerentiating it, and also check it online. All letters
other than the variable of integration are constants. These are in
groups of three similar problems, with the intention being that a
given student would do one from each group.
Z
df p
a1 [f > 2]
2f ° 4
Z
dw p
a2 [w < 1]
1°w
Z
dq p
a3 [q < 0]
q
Z
p
a4 2cx dx

Z
p
a5 cs ds [c > 0]

Z
p
a6 10a+± d±

Z
dt p
a7
a2 + t2
Z
dv p
a8 ° v ¢2
k +1

Z
d¡ p
a9 p [A > 0]
A2 ° ¡ 2

Z
a10 cosn ≥ sin ≥ d≥
[ n 6= °1; ≥ is lowercase Greek zeta, which makes the “z” sound.]
p

Z
∏
a11 ee e∏ d∏
p
(∏ is lowercase Greek lambda, which makes the “l” sound.)

Z
p
a12 esin p cos p dp

Problems 213
 In c1-c6, use a substitution to evaluate the indefinite integrals.
Z µ ∂ Z
º+x p sin 2x dx p
c1 sin dx c4
5 1 + sin x
Z
Z 2 p
sin 2x dx p c5 Æe°Æ dÆ
c2 p
1 + cos 2x Z 1/t
e p
Z c6 2
dt
sin 2x dx p t
c3 Z
2
1 + cos x p p
c7 (z+3) z ° 1 dz

In e1-e9, use a substitution to evaluate the definite integrals.

Z 2 R º/3
u du p e6 sin3 µ cos µ dµ
e1 º/4 p
1 1 + u2
Z 2
µ2 dµ p
Z p
e2 2
1 µ3 + 1 e7 ª(1 + 2ª 2 )10 dª
Z 5 0 p
x dx p
e3 p
0 x+1 Z
Z 3
2 dr p
x2 dx p e8
e4 p 2 r ln r
1 2x + 1
Rº Z
e5 cos (µ + º/3) dµ 2
0 p ln 2x p
e9 dx
1 x

In problems g1-g2, two indefinite integrals are given that involve

functions which look similar to one of the following:
2 sin x
e°x xx ex tan x
x
As discussed in section 9.3, the four functions given above can’t be
integrated in closed form. In each pair below, one can be integrated,
while the other can be made into one of the above forms by a sub-
stitution, proving that it’s impossible to integrate. Determine which
is which, integrate the one that can be done, and check your answer
to that one online.
Z p
Z p
°3/4 ° x p
g1 (a) x e dx (b) x°1/2 e° x dx
Z Z
°2 1 1 p
g2 (a) x sin dx (b) x°1 sin dx
x x

214 Chapter 9 Basic techniques of integration

Chapter 10
Applications of the integral
10.1 Probability
10.1.1 Introduction to probability
Measurement of probabilities
Defining randomness is a di±cult problem, tied up with classical
philosophical issues such as determinism and free will. Mathemati-
cians sidestep this question by simply using numbers between 0 and
1 to represent probabilities. A zero probability represents an event
that can’t happen, a probability of 1 an event than is guaranteed to
happen. In between we have things that might or might not happen.
A flipped coin comes up heads with probability 1/2.

Statistical independence a / The probability that one

wheel on the slot machine will
When ordinary people say that an event is “random,” they usu- give a cherry is 1/10. If the three
ally mean not just that it has a probability greater than 0 and less probabilities are independent,
than 1, but also that it can’t be predicted, because there is no way then the probability that all three
of finding a connection with another event that caused it. This lack wheels will give cherries is
of connection is considered by mathematicians to be separate from 1/10 £ 1/10 £ 1/10.
randomness itself, and is defined as follows.
Definition of statistical independence
Events A and B are said to be statistically independent if the
probability that they will both happen is given by the product
of the two probabilities.
Events can be random but not independent. It might or might
not rain tomorrow, and there might or might not be a forest fire.
These events are both random, but they are not independent, since
rain makes fire less likely.

Normalization
Suppose that we are able to exhaustively list all of the possible
outcomes A, B, C, . . . of some situation, and that these outcomes are b / The earth’s surface is 30%
mutually exclusive. Then exactly one of these outcomes must occur, land and 70% water. If we spin
a globe and pick a random
so the probabilities must add up to one. For example, suppose that
point, the probabilities of hitting
we flip a coin, and A is the event that the coin comes up heads, land and water are 0.3 and 0.7.
B tails. Then PA + PB = 12 + 12 = 1. This property is called Normalization requires that these
normalization. two probabilities add up to 1.

215
 10.1.2 Continuous random variables
When numerical values are assigned to outcomes, the result is
called a random variable. The sum of the rolls of two dice is a
random variable, and we can assign probabilities to the diÆerent
results. For example, the probability of rolling 2 is 1/36, since the
probability of getting a 1 on the first die is 1/6, and similarly for
the second die. All of the relevant information about probabilities
can be summarized by the discrete function shown in figure d.
But when a random variable is continuous rather than discrete,
we usually cannot make a useful graph of the probabilities, because
c / The sum of the two dice
the probability of any particular real number is typically zero. For
is a random variable with possible
values running from 2 to 12. example, there is zero probability that a person’s height h will be
160 cm, since there are infinitely many possible results that are close
to that value, such as 159.999999999999996876876587658465436 cm.
What is useful to talk about is the probability that h will be less
than a certain value. The probability of h < 160 cm is about 0.5. In
general, we define the cumulative probability distribution P (x) of a
random variable to be the probability that the variable is less than
or equal to x. We can then define the probability distribution of the
variable to be
D(x) = P 0 (x). (1)
Figure e shows an approximate probability distribution for human
d / The histogram shows the height. Suppose we want to know the probability that our random
probabilities of the various out- variable lies within the range from a to b. This is P (b) ° P (a). By
comes when rolling two dice. the fundamental theorem of calculus, this can be calculated from
the definite integral of the distribution,
Z b
P (b) ° P (a) = D(x) dx. (2)
a

That is, areas under the probability distribution correspond to prob-

abilities. If the random variable has some units, say centimeters,
then the units of the probability distribution D are the inverse of
those units, e.g., cm°1 in our example. In this example, D can be in-
terpreted as the probability per centimeter. A uniform distribution
is one for which D is a constant throughout the range of possible
values of x.
e/A probability distribution An extremely common bell-shaped probability distribution is
for height of human adults. (Not
2 2
real data.) D(x) = p e°x ,
º
called the “normal” or “Gaussian” distribution, which we encoun-
tered in section 8.7.1, p. 195.
If there are definite lower and upper limits L and U for the
possible values of the random variable, then normalization requires
that Z U
1= D(x) dx. (3)
L

216 Chapter 10 Applications of the integral

 The average x̄ of a variable that takes on one of two discrete
values with equal probability is (x1 + x2 )/2, which is the same as
x1 P1 + x2 P2 . Generalizing this to a continuous random variable, we
have Z U
x̄ = xD(x) dx. (4)
L
The average is also known as the mean, expectation, or the expected
value of x.
The standard deviation æx of a random variable x is a measure
of how much it varies around its average value. The symbol æ is the
lowercase Greek “sigma.” (Recall that uppercase sigma is ß.) The
standard deviation of a continuous random variable is defined by
s
Z U
æx = (x ° x̄)2 D(x) dx. (5)
L

10.1.3 One variable related to another

It often happens that one random variable y is defined by some
function of some other random variable x. In an experiment, for
example, one may measure x directly, and the value of x is a random
variable because of the finite precision of the measurement. If one
calculates the result of the experiment using some function y(x),
then the result is also a random variable. Let the corresponding
probability distributions and cumulative probability distributions
be Dx , Dy , and let P be the cumulative probability for a given x or
y. Then Dy can be determined from Dx by the chain rule:
dP
Dy = [definition of D]
dy
dP dx
= · [chain rule]
dx dy
dx
= Dx · [definition of D]
dy
Dx
= 0 [derivative of the inverse of a function]
y (x)

A random goblin Example 1

Often in computer simulations or games one wants to produce
a random number with some desired distribution. For example,
in a fantasy adventure game, we might wish to generate an op-
ponent such as a goblin whose strength statistic y is distributed
according to some bell-shaped curve Dy with a given mean and
standard deviation. The random number generators supplied in
computer programming libraries usually output a number x with
a uniform distribution from 0 to 1, so that Dx = 1. We then have
y 0 (x) = 1/Dy . Integrating both sides of this equation allows us to
find a function y(x) that determines the strength of the goblin.

Section 10.1 Probability 217

 10.2 Economics
In 1882, at the age of 46, William Stanley Jevons went swim-
.Box 10.1 Applications to
ming in the ocean and drowned. As a pioneer of classical economics,
economics
Jevons developed mathematical models that treated humans as ra-
tional actors seeking to maximize their happiness. His choice to go
The following is an index of swimming that day was presumably based on the fact that swim-
applications of calculus to eco- ming would cause him to be happy, and on the conscious or uncon-
nomics that occur throughout scious expectation that his risk of death would be low. But how
this book. do we define “rational” and “happiness” mathematically? Believe
p. application it or not, economists did produce definitions of these ideas, but in
18 marginal derivative the process the word “happiness” changed to “utility,” and the con-
rate of cepts morphed into forms that were very diÆerent from their original
substitu- meanings. They are central to modern economics.
tion A 1947 paper by John von Neumann and Oskar Morgenstern
59 economic extrema (VNM) introduces four axioms defining rationality, which I’ll de-
order scribe here in English rather than equations:
quantity
106 the LaÆer Rolle’s
1. Preferences are consistent.
curve theorem
115 supply intermediate 2. Preferences are transitive: if you like outcome A more than B,
and value and B more than C, then you like A more than C.
demand theorem
3. No outcome is infinitely good or bad. For example, if Jevons
had believed that death was infinitely bad, he might have been
unwilling to accept any risk of drowning. (Cf. example 11,
p. 113.)

4. A preference for A over B holds regardless of whether some

other outcome exists. For example, if you like Bach more than
bebop, this is true regardless of whether it rains.

VNM prove that if these axioms hold, it is possible to assign a real

number u(x), called the utility function, to any outcome x such that
a rational actor always maximizes the expected value of u as defined
by equation (4), p. 217. The utility function can be rescaled or have
a constant added to it, but is otherwise unique.
Although I’ve described this in terms of human preferences, the
axioms may fail for humans or hold for non-humans. It only matters
if the actor behaves as if it were acting rationally, as defined by the
axioms. Milton Friedman writes:

I suggest the hypothesis that the leaves [on a tree] are

positioned as if each leaf deliberately sought to maximize
the amount of sunlight it receives, given the position of
its neighbors, as if it knew the physical laws determining
the amount of sunlight that would be received in vari-
ous positions and could move rapidly or instantaneously

218 Chapter 10 Applications of the integral

 from any one position to any other desired and unoccu-
pied position.

Daniel Kahneman, on the other hand, won the Nobel prize for his
work showing that humans often violate the VNM definition of ratio-
nality, but in ways that can be described scientifically. For instance,
he showed in experiments that subjects were willing to pay one price
for a trinket such as a mug, but that if they were given the mug,
they demanded a diÆerent and systematically higher price to sell
it. This violates axiom 1. Axiom 1 was implicitly assumed in the
description of the indiÆerence curve in example 2, p. 18.

Playing the lottery Example 2

Joe is broke and homeless. He currently has an amount of money
x = 0. Joe’s utility function is given by
1 ° e°x ,
where x is in some appropriate units such as thousands of dol-
lars. The shape of this function is shown in figure f. It is concave
down, which is a feature that is almost always realistic for a utility
function that depends on how much money someone has. If Joe
is broke and gains $10, he’s really happy, whereas if Bill Gates
saw a $10 bill on the sidewalk, he probably wouldn’t bother to
bend over and pick it up.
Joe knows of a lottery in which each player receives a random
amount of money uniformly distributed on the interval from 0 to 1.
What price L should Joe be willing to pay for the lottery ticket, if f / The utility function of ex-
he has the opportunity to borrow the price from his mother? ample 2.
If Joe enters and receives the minimum payout of 0, he will have
x = °L, i.e., he will be in debt to his mother for the price of the
ticket and have nothing to show for it. If he gets the maximum
reward of 1, he will have x = 1 ° L. Since this interval has width 1,
and the result is uniformly distributed, normalization requires that
D(x) = 1 within the interval. We find his expected utility.
Z 1°L Z 1°L
ū = u(x)D(x) dx = (1 ° e°x ) dx
°L
§ ≥ °L ¥
°x 1°L
= x +e °L
= 1 ° 1 ° e°1 eL

Joe’s current utility function is u(0) = 0, so it is rational for him to

pay any amount L that gives him ū > 0. The result is
≥ ¥
L < ° ln 1 ° e°1 º 0.46.

If Joe’s utility function had been u(x) = x, then he should have

been willing to pay 0.5 units of money for a chance to win between
0 and 1 units. But because his utility function is nonlinear, he is
willing to pay less than that; he is risk-averse.

Section 10.2 Economics 219

 10.3 Physics
A conservation law is a physical law stating that the total amount
.Box 10.2 Applications to of a certain quantity stays constant. (This usage of “conservation”
physics doesn’t have the usual connotation of not using something up. In
this context, the word implies that you couldn’t use it up if you tried,
The following is an index because the total amount can’t go down!) Some important exam-
of applications of calculus to ples of conserved quantities are mass, energy,1 momentum, electric
physics that occur throughout charge, and angular momentum (a measure of rotational motion).
this book. Conservation laws play a central role in physics. They are more fun-
p. application damental than Newton’s laws of motion. For example, a ray of light
22 velocity derivative can be described by conservation of energy, but we get nonsense if
75 nuclear extrema we try to apply Newton’s laws to it (m = 0, so we can’t compute
stability a = F/m).
83 acceleration 2nd Calculus deals with rates of change and the accumulation of
derivative change, so it would seem to have no application to variables that
88 Newton’s 2nd are guaranteed never to change! But conserved quantities can be
2nd law derivative transferred or transformed at some rate. For example, we estimated
89 jerk and 3rd in example 9, p. 53, that hiking burns about 200 calories per hour.
damage derivative The calorie is a unit of energy.2 This number represents the rate at
158 lever related which food energy is being transformed into other forms of energy
rates such as body heat. For each conserved quantity, it’s of interest to
161 pulley implicit define a name, symbol, and unit for its rate of transfer or trans-
diÆerenti- formation. We then have two variables, which are related to one
ation another as integral and derivative with respect to time. In the fol-
187 work definite lowing table, the conserved quantity is given on top along with its
integral symbol and SI unit. Its derivative is the variable below.
188 constant- indefinite
angular electric
acceleration integral
mass energy momentum momentum charge
motion
m E p L q
kg joule, J N·s N·m·s coulomb, C
power force torque current
P F ø I
kg/s watt, W newton, N N·m ampere, A
Since the SI unit of time is the second (s), we have the following im-
plied relationships between some of the units: W=J/s and A=C/s.
The definitions of the conserved quantities are ultimately op-
erational definitions, meaning definitions that state the operations
needed in order to measure them. This may seem unsatisfactory,
but history has shown that every attempt at a “pure” conceptual
or mathematical definition has had to be revised. We can however

1
According to Einstein’s famous E = mc2 , mass and energy are equivalent or
interconvertible, so they aren’t separately conserved. Their separate conserva-
tion is however a good approximation in ordinary life, where relativistic eÆects
are negligible.
2
Food calories are actually kilocalories, 1 kcal=1000 cal. The SI unit is not
the calorie but the joule.

220 Chapter 10 Applications of the integral

give rough conceptual definitions that are valid within the field of
mechanics, i.e., the study of material objects:

Mass is a measure of inertia. How hard is it to change the motion

of a certain object?

Momentum is a measure of the motion of an object. Suppose

our object hits another object, the “target.” Knowing the
momentum allows us to predict how strongly a standard target
will recoil. Momentum has a direction in space.

Energy comes in various forms such as kinetic energy (energy of

motion), heat (which is random motion at the atomic level),
and electrical energy (such as the chemical energy in food).
Energy has no direction.

Box 10.3 gives some examples of equations for conserved quantities.

.Box 10.3 Examples of
Energy of an accelerating car Example 3 equations for conserved
. A car of mass m starts moving from rest with a constant ac- quantities
celeration a. If the speed is small enough, then air resistance is
negligible, and the power required from the engine at time t is
Let a material object of
2
P = kma t, mass m be moving at a veloc-
ity v that is small compared to
where the unitless fudge factor k accounts for inefficiency of the the speed of light. Then exper-
engine and frictional heating in the tires, and is assumed to be iments show that its momen-
constant. Find the energy expended by burning gas as a function tum and kinetic energy are ap-
of time. proximately p = mv and E =
. Because the power isn’t constant, we can’t simply multiply “the” (1/2)mv 2 .
power by the time t. The integral is needed here as the correct If a ray of light has energy
generalization of multiplication (section 8.4.1, p. 186). E, then its momentum is p =
Z E/c, where c is the speed of
E = P dt [integral-derivative relationship of E and P] light. This momentum is too
Z small to matter in everyday life.
= kma2 t dt If a material object moves
Z at a speed that is not small
= kma2 t dt compared to c, then it has p =
p
mv/ 1 ° v 2 /c2 .
1
= kma2 t 2 [let initial energy consumption=0]
2 Let a ring with mass m and
radius r rotate about its own
For motion with constant acceleration, v = at + vo , where vo = 0
axis so that each point on it
here because the car starts from rest. The result can therefore be
moves at speed v. Then its
rewritten as (1/2)kmv 2 . The factor (1/2)mv 2 is called the kinetic
angular momentum is ±mvr,
energy of the car. If the car was perfectly efficient, we would have
with the sign indicating the di-
k = 1, and all the energy expended would go into kinetic energy,
rection of rotation.
rather than frictional heating.

Section 10.3 Physics 221

 Problems
a1 A computer language will typically have a built-in subroutine
that produces a fairly random number that is equally likely to take
on any value in the range from 0 to 1. Find the standard deviation.
p

a2 A laser is placed one meter away from a wall, and spun on

the ground to give it a random direction, but if the angle µ shown
in the figure doesn’t come out in the range from 0 to º/2, the laser
is spun again until an angle in the desired range is obtained.
(a) Find the probability distribution Dµ of the variable µ.
(b) Using the technique described in section 10.1.3 on p. 217, find
Problem a2. the probability distribution Dx of the distance x shown in the figure.
p

a3 A computer language will typically have a built-in subroutine

that produces a fairly random number that is equally likely to take
on any value in the range from 0 to 1. If you take the absolute
value of the diÆerence between two such numbers, the probability
distribution is of the form D(x) = k(1 ° x). (a) Find the value of p
the constant k that is required by normalization. p
(b) Find the average value of x. p
(c) Find the standard deviation.

c1 Scientists in Daniel Lieberman’s Skeletal Biology Lab at Har-

vard specialize in measuring the forces that act on a runner’s body,
which may help to improve coaching, reduce injuries, or provide sci-
entific evidence about whether barefoot running is healthier than
using running shoes. The graph in the figure shows a typical result
for the vertical force as a function of time that acts between the
runner’s foot and a treadmill, for one portion of a stride cycle.
The initial time t = 0 is the one when the vertical force is at its
greatest, shown in the drawing. At this time, the runner’s body is
about as low as it will get, and the vertical momentum is approxi-
mately zero.
The end of the graph, where the force goes to zero, is the time
Problem c1. at which the runner’s back toe leaves the ground and he becomes
airborne for a fraction of a second.

222 Chapter 10 Applications of the integral

The graph looks like a parabola, so let’s model it as one, F =
b(1 ° t2 /ø 2 ) ° w, where ø is the time at which the graph ends, and
the °w term accounts for gravity. (a) Infer the units of the constants
b, ø , and w. (b) Find the runner’s vertical momentum at t = ø , i.e.,
the momentum with which he takes oÆ into the air. (c) Check pthat
your answer to part b has units that make sense.
e1 In example 2, p. 219, we found the maximum amount that a
person should be willing to pay for a lottery ticket, given a certain
utility function. We assumed the utility function to be concave
down, which is usually realistic, for the reasons discussed in the
example. But there can also be cases where the utility function is
concave up. Suppose that Sally has cancer and no health insurance.
She can only survive if she gets expensive treatment, which she
can’t presently aÆord. A small amount of money does her very
little good, except that it slightly reduces the amount she still needs
to get together for the treatment. In this situation, it might make
sense to posit a concave-up utility function, such as u(x) = ex ° 1,
in the notation of the previous example. Redo the example p with
this utility function.

Problems 223