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Integral Calculus

This document discusses integral calculus, including defining the integral of a function, indefinite integrals, and rules of integration such as power, exponential, logarithmic, sum, multiple, and substitution rules. It provides examples to illustrate each rule and how it relates to differentiation rules.

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0% found this document useful (0 votes)
52 views24 pages

Integral Calculus

This document discusses integral calculus, including defining the integral of a function, indefinite integrals, and rules of integration such as power, exponential, logarithmic, sum, multiple, and substitution rules. It provides examples to illustrate each rule and how it relates to differentiation rules.

Uploaded by

Chala Mosisa
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOC, PDF, TXT or read online on Scribd
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UNIT ONE

Integral Calculus
Objectives
At completing your study on this Unit, you will be able to:
 explain and discuss the integral of a function and the process of integration in
relation to the concept of derivative and differentiation which you have studied in
previous sections
 describe indefinite and definite integral, and state the difference between the two
them
 understand the rules of integration which will ease the process of finding
integrals, and relate them to the rules of derivative
 explain what is meant by improper integrals

Introduction
In your study so far, you have been studying the concept of derivative and differentiation.
Here, you will be introduced to a new concept; that is the concept of integration and its
applications. In due process your study, you will be aware that integration is a concept
that is related to the concept of differentiation. More specifically, you will learn that the
concept of integration is the exact opposite of differentiation.

This Unit comprises of three sections. In the first section, you will be introduced to the
basic concept of integration, the indefinite integral, and some rules of integration. In the
following section, you will learn about the concept of the definite integral and improper
integrals. In the last section, you will have economic application of integral calculus.

Section 1: The Concept of Integration and the Indefinite Integral


Objectives
At the end of this section, you will be able to:
 discuss what is meant by the integral of a function
 relate the concept of integration to the concept of derivative and differentiation
 explain indefinite integrals
 discuss the rules of integration and explain how they relate to the rules of
derivative
 to calculate integrals by using the rules of integration

Overview
This section is devoted to the basic concept of integration. First, you will be introduced to
the concept of integration and related explanations. Subsequently, you will study what
indefinite integrals are, and rules of integration which are instrumental in calculating
integrals of functions. You will also learn that the rules of integration are very much
related to the rules of integration.
1.1 Introduction
What do you think is the integral of a function? Use the space below to write your
answer.
________________________________________________________________________
________________________________________________________________________

As you recall, the discussion in the previous Units is focused on finding the derivative of
a function and the process of differentiation. That is, given the function , we find
the derivative . By contrast, the problem you are confronting in this Unit is different.
Here, the interest is to find the primitive function from a given derivative
function . Therefore, you do the exact opposite of what you have studied under
differentiation or differential calculus.

Generally speaking, the concept of integration or of integral calculus is concerned with


the process of uncovering a primitive function from a given derived function. How do
you recover the primitive function from a given derivative function? The sub section that
follows provides the answer by first introducing you the indefinite integral. For
convenience, the primitive and derived functions will be denoted by and ,
respectively.

1.2 The Indefinite Integral


Given the primitive function which yields the derivative , you have the
following definitions.

Definitions
 The process of uncovering the primitive function back from the derivative
function is known as integration.
 The function is referred to as an integral (or antiderivative) of the function .

You have the following notation that denotes the integration of with respect to ,

The symbol is called the integral sign. The part is known as the integrand (that is
the function to be integrated). The part tells that the operation is to be carried out with
respect to the variable .

One important point that you should note is that while the primitive function
invariably yields a unique derivative , the derived function can have an infinite
number of possible primitive functions through integration. Why? Because, if is an
integral of , then so is plus a constant for the derivative of a constant is zero.
This implies that you can write the integration of the derived function with respect to
as , where is known as an arbitrary constant of integration which
indicates the presence of multiple parentage of the integrand.
With this in mind, you have now the definition of the indefinite integral as given below.

Definition
 The integral is known as the indefinite integral of as it has no definite
numerical value i.e., it equals to and hence, its value will vary with the value
of even when the value of is determined.

You should note from the above definition that the indefinite integral is a function of the
variable just like the derivative is.

1.3 Rules of Integration


The rules that you will learn shortly allow you to determine integrals of different
functions. As you will see, these rules are closely linked to the rules of derivation and
many of them can be obtained by stating the corresponding rules of differentiation in
reverse order.

a) The Power Rule

Examples
a) Find the integral .
Solution
Here, and hence,

b) Find the integral .


Solution
In this case, and hence,

c) Find the integral .


Solution
Since , . Therefore,

d) Find the integral .


Solution
Here, you have . Thus,
e) Find the integral where( ).
Solution
Since , you have . Therefore,

Note that you can check the correctness of your result by simply taking the derivative of
the integrals.

b) The Exponential Rule


You recall that derivative of an exponential function is the function itself. That is
. It follows that the integral of is

As a variant of this rule, you have

Examples
a) Find the integral .
Solution

b) Find the integral .


Solution

c) The Logarithmic Rule


, (for )

In order to accommodate the negative values of the integrand, you have the following
general formulation:
, (for )

You should that the integrand can be expressed as power function; that is .
However, it is not possible to integrate it using the power function rule. That is why you
have the logarithmic rule.

As in the exponential function rule, you have also a variant of the logarithmic function as
presented below.
, (for )

, (for )

Examples
a) Find the integral .
Solution
is the derivative of . Hence,

b) Find the integral .


Solution
is the derivative of . Thus,

d) The Integral of a Sum


The integral of a sum of functions is the sum of the integral of the functions. For the case
of two functions and ,

Examples
a) Find .
Solution
You can express this integral as a sum of three integrals:

Since
, and (refer to the examples
under the power rule to see how each of these integrals are obtained)

Therefore,

(where )

b) Find .
Solution

Since
and (using the exponential and the power
rules respectively)

Thus,

(where )

e) The Integral of a Multiple


Given is a constant number, the integral of times an integrand is times the integral of
that integrand. That is,

Examples
a) Find the integral .
Solution
Factoring out , you have the integral expressed as

Using the power rule,


(where )

b) Find the integral .


Solution
Factoring out and using the power rule, you have
(where )

c) Find the integral .


Solution
In this case, and hence,

This implies that the integral of the negative of a function is the negative of the integral
of that function.

d) Find the integral .


Solution
Using the last two rules, you have

Using the exponential, the power, and the logarithm rules,

(where )

f) The Substitution Rule


This rule is the integral calculus counterpart of the chain rule. According to the rule, the
integral of with respect to the variables is the integral of with respect to
the variable u . That is,

This rule can be proved by using the chain rule. Given the function , where ,
the chain rule states that

You can see that is the derivative of with respect to . Therefore, it follows

that the integral of with respect to must be .


Examples
a) Find the integral .
Solution
Let . Then, and it follows that . Thus, you can write
the integral as

Then,

Therefore,

Alternatively, we can obtain the same answer by substituting for . That is

Hence,

In addition, you can obtain exactly the same answer by first multiplying out the integrand
and then integrating the resulting expression. This is left for you as an exercise.

b) Find the integral .


Solution
Let . Then, and it follows that .
Thus,

c) Find the integral .


Solution
Let . Then, and it follows that .
Hence,
g) Integration by Parts
This rule is a counterpart of the product rule under differential calculus. Given two
functions and , the rule states that
(where and are
derivatives of and respectively)

Let us see how you can arrive at this rule from the product rule. Suppose you have two
functions and . The product rule states that

Integrating both sides of the above expression, you get

(since
)

Rearranging, you have

Examples
a) Find the integral .
Solution
According to integration by parts rule

Let and . It follows that , and integrating ,

you get .
Thus,
b) Find the integral using integration by parts.
Solution
Let and . Thus, and .

Hence,

c) Find the integral for .


Solution

Let and . Since, and .

Learning Activity 1
Answer the following questions. Use the space below each question to write your
answer.
a) Find the integral .

b) Find the integral .

c) Find the integral .

d) Find the integral .

e) Find the integral .

f) Use the substitution rule to find the integrals:


i) , ii) , iii)

e) Use integration by parts to find the integrals:


i) , ii) , iii)
Section 2: The Definite Integral and Improper Integrals
Objectives
After successful completion of this section, you will be able to:
 define the definite integral of a function
 state the difference between definite and indefinite integrals
 discuss the use of the definite integral in measuring area under a curve
 describe properties of definite integrals
 explain improper integrals

Overview
In the preceding section, you have studied the basic concepts of integration and of
indefinite integrals. In this section, you will learn the definite integral and its difference
from that of the indefinite integral. In addition, you will study the application of the
definite integral in measuring area under a curve. Lastly, you will be introduced to
improper integrals.

2.1 The Definite Integral


Do you have any idea what a definite integral is? Use the space below to write your
answer.
________________________________________________________________________
________________________________________________________________________

All integrals that you have come across so far are indefinite integrals. That is each is a
function of the variable . As a result, they all possess no numerical value. If they happen
to have a specific numerical value, in that case you have definite integrals. This is the
difference between definite and indefinite integrals.

Definition
 Suppose we have an indefinite integral of a continuous function as given by
. Let us choose two values of in the domain, say and where
. Substituting them into the right side of the equation , and
forming the difference, you get
.

That is, you have a numerical value which is free of and the arbitrary constant .
This value is known as the definite integral.
 The values and are respectively referred to as the lower and the upper limits of
integration.

The definite integral can be symbolized as


In general, in finding the definite integral, first determine the indefinite integral and then
substitute and (the lower and the upper limits of integration) for and take the
difference of the integrals.

Examples
a) Evaluate the integral .
Solution
First, you need to determine the indefinite integral. Therefore, you have

Evaluating the indefinite integral at the lower and upper limits and taking the
difference

b) Evaluate the integral .


Solution
Finding the indefinite integral, you have
(where
)

Thus,

c) Evaluate the integral where is a constant.


Solution
Finding the indefinite integral, you get

Therefore,
Learning Activity 2
Answer the following questions. Use the space below each question to write your
answer.
a) Evaluate the integral .

b) Evaluate the integral .

c) Evaluate the integral .

d) Evaluate the integral . (Hint: use integration by parts to get the


indefinite integral)

e) Evaluate the integral . (Hint: use the substitution rule to get the
indefinite integral)

2.2 The Definite Integral as an Area under a Curve


As you have seen, every definite integral has a definite value. This value can be
interpreted geometrically as a particular area under a given curve.

Suppose you have a function whose graph is shown in figure . How can
you measure the shaded area under the curve between points and ? You may follow the
following steps. First, divide the shaded area into parts. Letting , you have the
shaded area divided into five parts. Each of them represents a change in and they can be
expressed as . Each part can be extended to form a rectangular block with the height
being equal to the highest value of the function attained in that block and a width
equal to . For instance, the first block has a height of and a width of .
y y
yx y  f (x)

f ( x1 ) A
A
x
O x1  a x 2 x 3 x 4x5  b O x1  a xn  b x
x1
Figure 1.1

With this in mind, the area of each block is given by . Hence, the total area

for this set of blocks is the sum . As you can see, this is not the area under

the curve denoted by but it can serve as a rough approximation. The area of the
rectangular blocks deviates from that of the shaded area by the portion which is not
shaded. This implies that the area (the total area of the set of blocks) overestimates the
area under the curve.

However, you can improve the approximation by increasing the number of blocks (that is
) so that approaches zero. Thus, the area which is not shaded decreases as you can
see in figure . Using the limit concept and given that the limit exists, you have

As already mentioned above, implies that becomes infinitesimal. You can,


therefore, replace by . As a result, can be written as .

The summation sign represents a sum for a finite number of blocks. Since , it

should be substituted by another notation. Thus, you replace it by the integral sign

which is the continuous counterpart for the discrete concept . In short, the definite

integral is shorthand for the limit of a sum expression. Therefore, using the concept of the
definite integral, you can have the area under the curve over the interval
(that is area ) expressed as
Examples
a) Find the area under the curve over the interval .
Solution
First, you need to find the indefinite integral . Thus,
(where )

Therefore, the area under the curve over the interval is given by the definite integral

b) Compute the area under the curve over the interval .


Solution
Finding the indefinite integral, you have

Therefore, the area under the curve over the interval is given by

Learning Activity 3
Answer the following questions. Use the space below each question to write your
answer.
a) Compute the area under the curve over the interval .

b) Compute the area under the curve over the interval .

c) Compute the area under the curve over the interval .

2.3 Properties of Definite Integrals


Here, you will study some properties of definite integrals.

Property1
The interchange of the limits of integration changes the sign of the definite integral. That
is

Suppose you have the integral . Evaluating this integral, we get


If you interchange the limits of integration and evaluate the resulting integral, you get

Therefore,

Property 2
If the two limits of integration are identical, then the definite integral will have a value of
zero. That is

Property 3
A definite integral can expressed as a sum of a finite number of definite sub integrals i.e.
(where )

This property is sometimes referred to as the additive property and it can be extended to
the case of sub integrals.

Property 4

Property 5

Property 6

You should note that the last three properties of the definite integral are also applicable to
indefinite integrals.

2.4 Improper Integrals


Here, you will study integrals that are referred to as improper.

a) Infinite Limits of Integration


Consider the following definite integrals:
and
In both cases, one of the limits of integration is infinite. Such integrals are referred to as
improper integrals. What does this imply? This implies that it is not possible to evaluate
the integrals as
and

Since is not a number, it cannot be substituted for in the function . What shall you
do? Once again, you have to resort to the concept of a limit.

Therefore, the first of improper integral above can be defined to be the limit of another
(proper) integral as its upper limit of integration tends to . Thus,

Similarly, the second improper integral can be defined to be the limit of anthor (proper)
integral as its lower limit of integration tends to . Hence,

What about if both limits of integration are infinite? That is . In that case, a
direct extension of the above cases will gives

An improper integral is said to be convergent and the limiting process yields the value of
the integral if the limit exists. On the other hand, if the limit does not exist, then the
improper integral is referred to as divergent and it is meaningless.

Examples
a) Evaluate the integral .
Solution
Since it is the above limit of integration that is infinite, you can write the improper
integral as

Therefore, the definite integral is

Then
Therefore, the improper integral in this case converges and it has a value .

b) Evaluate the integral .


Solution
It is the above limit of integration which is infinite and hence, you have

Since

Thus,

As a result, the improper integral is divergent.

b) Infinite Integrand
You have seen that an integral is said to be improper when either one of or both of the
limits integrations are infinite. But, an integral can still be improper even with finite
limits of integration if the integrand becomes infinite somewhere in the interval of
integration . Once again, the concept of a limit is used to evaluate such an integral.

Consider the integral . This integral is improper as the integrand is infinite at the

lower limits of integration (that is when , then ). Here, you need to find the
following integral first.
(for )

Then, evaluate its limit as . Thus,

As , . Thus, the limit does not exist and hence the integral is divergent.
You should note that you can follow exactly the same procedure when the integrand
becomes infinite at the upper limit of integration.

Examples

a) Evaluate the integral .

Solution
As approaches from the right ( ), the integrand becomes infinite and

hence the integral is improper. Thus, you need to find the following integral.

Taking the limit of the above result as ,

As a result, the given integral is said to be convergent.

b) Evaluate the integral .


Solution
As approaches from the left ( ), the integrand becomes infinite. Therefore,
you need to find the following integral.

Taking the limit of this result,

Hence, the given integral is convergent.

Learning Activity 4
Answer the following questions. Use the space below each question to write your
answer.

a) Evaluate the integral and determine whether if it converges.

b) Evaluate the integral and examine if it converges.


c) Examine whether the integral converges.

Section 3: Examples on Economic Applications


Objectives
After your study on the examples below, you will be able to use the integral calculus on
solving economic problems.

Overview
This section introduces you the application of the concept integration in economics.
Among others, you will study examples on how to use integral calculus in order to find
consumer and surplus.

Example1
Suppose the marginal revenue function of a firm is given by
. Find the firm’s total revenue function.
Solution
From the examples on the application of the derivative in previous Units, you
studied that the marginal revenue function is obtained by differentiating the total revenue
function. In order to obtain the total revenue function from the marginal revenue
function, you need to do the opposite of differentiation and that is integration. So
integrating the marginal revenue function gives the total revenue function. That is
(where is a
constant)

Example 2
Suppose the marginal cost function of a firm is given by . If
the fixed cost is given by , find the total cost function.
Solution
Similar to the example above, you need to use the concept of integration. Hence,
you have
(where is a
constant)
In this particular example, you can find the specific value of . How? Here is the answer.
From your microeconomics, you know that when there is no production i.e., , the
total cost and the fixed cost are equal. At output level zero, the total cost function is given
by . Then equating the total cost function with the fixed cost, you have

It follows that the total cost function is written as


Example 3
Given the price-supply function , find the producers’ surplus
at the price .
Solution
From your microeconomics, producers’ surplus is the additional money producer
gain when they actually sell at a price higher than they are willing to sell. In
mathematical form, the producers; surplus is given by
(where is the sale producers are willing
to accept and is the actual sale)

Graphically, the figure below shows the producers’ surplus.

P
p
PS

x
x
Figure 1.2
First, find for price . Substituting into , you get

You can find the producers’ surplus. Thus,

Therefore, the producers’ gain who are willing to supply at a lower price is 79.

Example 4
Find the consumer’s surplus for price if the price-demand equation for
commodity is given by .
Solution
Once again, you need to go back to your microeconomics course. If you recall,
the consumers’ surplus id the difference between the total amount consumers are willing
to spend and the actual amount they spend on a commodity. Mathematically, it can be
written as
(where is the total willingness to pay and
is what is actually paid)
Graphically, the figure below illustrates consumers’ surplus.
P

CS
p

x
x
Figure 1.3

As you can see the area shaded is the consumers’ surplus. Consumers are willing to pay
more than but they are able to buy the product for .

Now, first find at . Substituting into , you get . Thus, you


can now find the consumer surplus.

Therefore, the total amount of savings to consumers’ willing to pay a higher price is birr
24.

Example 5
Suppose that the demand and supply function are respectively given by
and . Assuming a perfectly competitive market,
calculate the consumers’ and the producers’ surplus at the equilibrium price.
Solution
At equilibrium, demand equals supply. That is

Solving for , you get . Then, you can find the equilibrium price by substituting the
equilibrium quantity into either demand or supply equations. Hence, you get .

The consumer’s and producer’s surplus are


Learning Activity 5
Answer the following questions. Use the space below each question to write your
answer.
a) Given the marginal revenue function , find the total revenue
function.

b) Suppose that the demand and supply function are respectively given by
and . Assuming a perfectly competitive
market, calculate the consumers’ and the producers’ surplus at the equilibrium price.

c) Find the consumer’s surplus for price if the price-demand equation for commodity
is given by .

d) Suppose the marginal cost function of a firm is given by . If the fixed


cost is given by , find the total cost function.

Summary
Dear student! You have been studying the concept integral calculus. In particular, you
have learnt the following points:
 Integration or integral calculus is concerned with the process of uncovering a
primitive function from a given derivative function.
 If is a primitive function and is its derivative, then integral calculus
provides tools for getting the primitive function from its derivative. In a sense,
integration is the exact opposite of differentiation.
 Symbolically, integration of is expressed as and the part is known
as the integrand.
 Integration of with respect to yields an infinite number of primitive functions,
and hence it is written as .
 Because the integral does not have a definite numerical value (its value
varies with the value of since it equals to ), it is known as the indefinite
integral.
 The rules of integration are very much related to the rules of differentiation and they
can be obtained by stating the rules of differentiation in reverse order.
 In contrast to the indefinite integral, a definite integral has a numerical value and it is
expressed as where and are respectively the
lower and upper limits of integration.
 The concept definite integral can be used to determine the area under a curve over
some specified interval.
 Interchanging the limits of integration changes the sign of the integral.
 Identical limits of integration will mean the integral is equal to zero.
 A definite integral can be expressed as a sum of a finite number of definite sub
integrals.
 An integral whose either or both limits of integration are infinite is termed as
improper integral. Such an integral can be defined to be the limit of another integral
as its either or both limits of integration tend to . If the limit exists, then that
improper integral is said to be convergent. If not, it is called divergent.

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