Mathematics

Integral Calculus
Part A
Dawei Fang

Gothenburg University

Fall Term 2016

Readings on Integration

Lecture slides (very important!)

Textbook: Fundamental Methods of Mathematical Economics (4th

Edition) by Chiang & Wainwright

I Integrals with one variable  ch. 14.114.5

Topics

i. Simple Rules for Integration

ii. Indenite Integrals

iii. Denite Integrals

iv. Improper Integrals

The Reverse of Dierentiation

We know how to nd the derivative of a function by dierentiation.

For example,

dy
y (x) = 3x 2 + 4x 1 = 6x + 4.
dx
Integration is the reverse process: When you know the derivative of
dy
a function,
dx , the process of nding the original function, y, is
called integration.
For example,
dy
= 10x 3 y (x) =?
dx
The answer could be:

y = 5x 2 3x.
However, there are many other possibilities; it could be
y = 5x 2 3x + 1, or y = 5x 2 3x 20, or ...

In fact, it could be any function of the form:

y = 5x 2 3x + c,
where c is an arbitrary constant. We say that (5x 2 3x + c) is
the integral of (10x 3) and write this as:
Z
(10x 3)dx = 5x 2 3x + c

The function to be integrated, (10x 3) here, is called the

integrand.
The General Rule

If f 0 (x) is the derivative of a function f (x), then the integral of

f 0 (x) is f (x) (plus an arbitrary constant):
Z
f 0 (x)dx = f (x) + c
Integrating Powers and Polynomials

Integrating powers of x:
Z
1
x n dx = x n+1 + c (n 6= 1)
n+1

We can apply this rule to integrate polynomials. For example:

Z Z
2
(4z + 6z 3)dz = (4z 2 + 6z 3z 0 )dz
1 1
=4 z3 + 6 z 2 3z 1 + c
3 2
4
= z 3 + 3z 2 3z + c
3

Always check your answer by dierentiating it!

Examples
t5
i. Integrate 2 5.

t5 t6
Z
(2 )dt = 2t +c
5 30

dy
ii. If
dx = (2 x)(4 3x), what is y ?
Z
y = (2 x)(4 3x)dx
Z
= (8 10x + 3x 2 )dx = 8x 5x 2 + x 3 + c

(1 + 10
iii. What is the integral of
z3
)?
Z   Z
10
1+ dz = (1 + 10z 3 )dz
z3
1 5
= z + 10 z 2 + c = z +c
2 z2
More Examples

iv If f 0 (z) = 3 z , what is f (z)?

Z
f (z) = 3 zdz
Z
1
= 3z 2 dz

2 3
= 3 z2 +c
3
3
= 2z 2 + c
v Integrate the function 3ax
2 + 2tx with respect to x.
Z
(3ax 2 + 2tx)dx = ax 3 + tx 2 + c

(We say with respect to x to clarify which one is to be

treated as the variable of integration. The others are then
treated as constants.)
Economic Application

Suppose a rm's marginal cost of producing output y is 8y + 3, and

also that the rm has a xed cost of 10. Then we can integrate the
marginal cost function to nd the rm's total cost function:

C 0 (y ) = 8y + 3
C (y ) = 4y 2 + 3y + c

As usual, integration gives us an arbitrary constant, c. But, we

have another piece of information that tells us the value of c:

C (0) = 10 c = 10
2
C (y ) = 4y + 3y + 10
More Rules for Integration
Remember the rules for dierentiating logarithmic and exponential
functions:

dy 1
y = ln x =
dx x
dy
y = e ax = ae ax
dx
By reversing these we obtain two more rules for integration:

Z
1
dx = ln x + c
x
Z
1
e ax dx = e ax + c
a

(Now we know how to integrate xn when n = 1, which we

couldn't do before.)
Examples
i.
Z   Z  
3 1
6z + dz = 6z +3 dz
z z
= 3z 2 + 3 ln z + c
ii.
Z
1 1
(4e 2z + 15e 3z )dz = 4 e 2z + 15 e 3z + c
2 3
= 2e 2z 5e 3z + c

The following general rules hold:

Z Z
af (x)dx = a f (x)dx
Z Z Z
(f (x) g (x)) dx = f (x)dx g (x)dx
Integrals and Areas

In economics we often use areas on graphs to measure total costs

and benets: for example, to evaluate the eects of imposing a tax.

Areas on graphs can be calculated using integrals.

An Economic Example

Z q1
Area = C (q1 ) C (q0 ) = C 0 (q)dq
q0
Think of Integrals as Sums
Denite Integration
Z b
f (x)dx
a

I represents the area under the graph of f (x) between a and b

(if f (x) 0 on [a, b]).
I It is called a denite integral.
I a and b are called the limits of integration.
I To calculate it, we integrate, evaluate the answer at each of
the limits, and subtract.

The type of integration that we did in the previous section is known

indenite integration. (4x + 1)dx = x 2 + x + c is
R
as For example,
an indenite integral. The answer is a function of x containing an
arbitrary constant. In denite integration, in contrast, we evaluate
the answer at the limits.
Examples of Denite Integrals
R 25
(i)
9 3 y dy
25 25 h 3 i25

Z Z
1
3 y dy = 3y 2 dy
= 2y 2
9 9
9 3
  3

= 2 25 2 2 9 2 = 250 54 = 196
Ra 2

(ii)
1 3 + q dq , where a is a parameter.

Z a 
2
3 + dq = [3q + 2 ln q]a1 = 3a + 2 ln a 3
1 q
(iii) For a rm with marginal cost function MC = 3q 2 + 10, nd
the increase in costs if output is increased from 2 to 6 units.
Z 6 6
(3q 2 + 10)dq = q 3 + 10q 2 = 248

C (6) C (2) =
2
Economic Application: Consumer and Producer Surplus
An Example

Suppose the inverse demand and supply curves for a particular

commodity are, respectively, P = 50 0.1Q d and P = 0.2Q s + 20.
Find the equilibrium price and quantity, and compute the consumer
and producer surplus.

The equilibrium quantity is determined by

50 0.1Q = 0.2Q + 20. Thus, Q = 100 and P = 40.
Z 100
100
(500.1Q)dQ40100 = 50Q 0.05Q 2 0 4000 = 500.

CS =
0
Z 100 100
(0.2Q+20)dQ = 4000 0.1Q 2 + 20Q 0 = 1000.

PS = 40100
0
The Area when f (x) is Negative
If f (x) 0 for all x in [a, b], then the graph of f , the x -axis, and
the lines x = a and x = b still enclose an area. Note that the area
of a region, by denition, must be nonnegative. So, to calculate
Rb
this area, you should use a f (x)dx .
A Very Simple Example

Calculate the area of A1 + A2 .

R1  1
If you compute by
2 2xdx= x 2 2 = 3, your answer actually
tells you Area(A2 ) Area(A1 ).

Note that yR 0 for x R 0 and y 0 for x 0. So the right way
0 1 0 1
to do is: 2 2xdx + 0 2xdx = x 2 2 + x 2 0 = 5.
Improper Integrals: Innite Limits of Integration

Z Z b
f (x)dx = lim f (x)dx
a b a
Z b Z b
f (x)dx = lim f (x)dx
a a
Z Z b
f (x)dx = lim f (x)dx
a, b+ a

An improper integral is said to be convergent (or to converge) if

the limits in it exist.

If the limits do not exist, the improper integral is said to be

divergent and is in fact meaningless.
An Example
R dx
i. Evaluate . Note that
1 x2

b  b
1 1
Z
dx
2
= = +1
1 x x 1 b

Hence,

b  
1
Z Z
dx dx
= lim = lim +1 =1
1 x2 b 1 x2 b b

Some people prefer to omit the lim notation and write simply

 
1
Z
dx
= =0+1=1
1 x2 x 1

Even when written in this form, the improper integral should be

interpreted with the limit concept in mind!
Another Example

R dx
ii. Evaluate
1 x . Note that
Z b
dx
= [ln x ]b1 = ln b ln 1 = ln b
1 x

When b , we have ln b . Thus, the above improper

integral is divergent.
Improper Integrals: Innite Integrand

Even with nite limits of integration, an integral can still be

improper if the integrand becomes innite somewhere in the
interval of integration [a, b]. To evaluate such an integral, we must
again rely upon the concept of a limit.
An Example
R1 1
Evaluate
1 2 dx . The integrand tends to innity when x = 0.
x3
Thus, we write the integral as the sum

Z 1 2
Z 0 2
Z 1 2
x 3 dx = x 3 dx + x 3 dx
1 1 0

Then analyze each subintegral using the concept of a limit:

Z b 2
h 1 b
i
lim x 3 dx = lim 3x 3 = 0 (3) = 3
b0 1 b0 1
Z 1 2
h 1 1
i
lim x 3 dx = lim 3x 3 =30=3
a0+ 0 a0+ a

R1 1
Thus,
1 2 dx = 3 + 3 = 6
x3
Question

Z 1
1
Is
x3
dx convergent or divergent?
1