Integral Calculus: The Indefinite Integral: 14.1 Integration
Integral Calculus: The Indefinite Integral: 14.1 Integration
Integral Calculus: The Indefinite Integral: 14.1 Integration
Integral Calculus:
The Indefinite
Integral
14.1 INTEGRATION
Chapters 3 to 6 were devoted to differential calculus, which measures the rate of change of
functions. Differentiation, we learned, is the process of finding the derivative F⬘(x) of a function F(x).
Frequently in economics, however, we know the rate of change of a function F⬘(x) and want to find
the original function. Reversing the process of differentiation and finding the original function from
the derivative is called integration, or antidifferentiation. The original function F(x) is called the
integral, or antiderivative, of F⬘(x).
EXAMPLE 1. Letting f (x) ⫽ F⬘(x) for simplicity, the antiderivative of f (x) is expressed mathematically as
冕 f (x) dx ⫽ F(x) ⫹ c
Here the left-hand side of the equation is read, ‘‘the indefinite integral of f of x with respect to x.’’ The symbol 兰
is an integral sign, f (x) is the integrand, and c is the constant of integration, which is explained in Example 3.
冕 k dx ⫽ kx ⫹ c
326
CHAP. 14] INTEGRAL CALCULUS: THE INDEFINITE INTEGRAL 327
冕 dx ⫽ x ⫹ c
Rule 3. The integral of a power function xn, where n ⫽ ⫺1, is given by the power rule:
冕 xn dx ⫽
1
n⫹1
xn⫹1 ⫹ c n ⫽ ⫺1
冕 x⫺1 dx ⫽ ln x ⫹ c x⬎0
The condition x ⬎ 0 is added because only positive numbers have logarithms. For negative numbers,
冕 x⫺1 dx ⫽ ln 兩 x 兩 ⫹ c x⫽0
冕 akx dx ⫽
akx
k ln a
⫹c
冕 ekx dx ⫽
ekx
k
⫹c since ln e ⫽ 1
Rule 7. The integral of a constant times a function equals the constant times the integral of the
function.
冕 kf (x) dx ⫽ k 冕 f (x) dx
Rule 8. The integral of the sum or difference of two or more functions equals the sum or difference
of their integrals.
Rule 9. The integral of the negative of a function equals the negative of the integral of that
function.
冕 ⫺ f (x) dx ⫽ ⫺ 冕 f (x) dx
EXAMPLE 2. The rules of integration are illustrated below. Check each answer on your own by making sure that
the derivative of the integral equals the integrand.
i) 冕 3 dx ⫽ 3x ⫹ c (Rule 1)
ii) 冕 x2 dx ⫽
1
2⫹1
1
x2⫹1 ⫹ c ⫽ x3 ⫹ c
3
(Rule 3)
328 INTEGRAL CALCULUS: THE INDEFINITE INTEGRAL [CHAP. 14
冢5 x ⫹c 冣
1
⫽5 5
1 (Rule 3)
⫽ x5 ⫹ c
where c1 and c are arbitrary constants and 5c1 ⫽ c. Since c is an arbitrary constant, it can be ignored in the
preliminary calculation and included only in the final solution.
⫽ 3 ln 兩 x 兩 ⫹ c (Rule 4)
冕
3x
2
vi) 23x dx ⫽ ⫹c (Rule 5)
3 ln 2
vii) 冕 9e⫺3x dx ⫽
9e⫺3x
⫺3
⫹c (Rule 6)
⫽ ⫺3e⫺3x ⫹ c
EXAMPLE 3. Functions which differ by only a constant have the same derivative. The function F(x) ⫽ 2x ⫹ k
has the same derivative, F⬘(x) ⫽ f (x) ⫽ 2, for any infinite number of possible values for k. If the process is
reversed, it is clear that 兰 2 dx must be the antiderivative or indefinite integral for an infinite number of functions
differing from each other by only a constant. The constant of integration c thus represents the value of any
constant which was part of the primitive function but precluded from the derivative by the rules of
differentiation.
The graph of an indefinite integral 兰 f (x) dx ⫽ F(x) ⫹ c, where c is unspecified, is a family of curves parallel
in the sense that the slope of the tangent to any of them at x is f (x). Specifying c specifies the curve; changing c
shifts the curve. This is illustrated in Fig. 14-1 for the indefinite integral 兰 2 dx ⫽ 2x ⫹ c where c ⫽ ⫺7, ⫺3, 1, and
5, respectively. If c ⫽ 0, the curve begins at the origin.
Fig. 14-1
CHAP. 14] INTEGRAL CALCULUS: THE INDEFINITE INTEGRAL 329
y⫽ 冕 2 dx ⫽ 2x ⫹ c
Substituting y ⫽ 11 when x ⫽ 3,
11 ⫽ 2(3) ⫹ c c⫽5
Therefore, y ⫽ 2x ⫹ 5. Note that even though c is specified, 兰 2 dx remains an indefinite integral because x is
unspecified. Thus, the integral 2x ⫹ 5 can assume an infinite number of possible values.
冕 12x2(x3 ⫹ 2) dx
cannot be done directly by using the simple rules above. However, if the integrand can be expressed
as a constant multiple of another function u and its derivative du/dx, integration by substitution is
possible. By expressing the integrand f (x) as a function of u and its derivative du/dx and integrating
with respect to x,
冕 f (x) dx ⫽ 冕冢 u
du
dx 冣
dx
冕 f (x) dx ⫽ 冕 u du ⫽ F(u) ⫹ c
The substitution method reverses the operation of the chain rule and the generalized power function
rule in differential calculus. See Examples 5 and 6 and Problems 14.7 to 14.18.
EXAMPLE 5. The substitution method is used below to determine the indefinite integral
冕 12x2(x3 ⫹ 2) dx
1. Be sure that the integrand can be converted to a product of another function u and its derivative du/dx
times a constant multiple. (a) Let u equal the function in which the independent variable is raised to the
higher power in terms of absolute value; here let u ⫽ x3 ⫹ 2. (b) Take the derivative of u; du/dx ⫽ 3x2. (c)
Solve algebraically for dx; dx ⫽ du/3x2. (d ) Then substitute u for x3 ⫹ 2 and du/3x2 for dx in the original
integrand:
冕 12x2(x3 ⫹ 2) dx ⫽ 冕 12x2 · u ·
du
3x2
⫽ 冕 4u du ⫽ 4 冕 u du
4. Check the answer by differentiating with the generalized power function rule or chain rule.
d
[2(x3 ⫹ 2)2 ⫹ c] ⫽ 4(x3 ⫹ 2)(3x2) ⫽ 12x2(x3 ⫹ 2)
dx
See also Problems 14.7 to 14.18.
Since x is a variable multiple which cannot be factored out, the original integrand cannot be transformed to a
constant multiple of u du/dx. Hence the substitution method is ineffectual. Integration by parts (Section 14.5) may
be helpful.
Then solving algebraically for the first integral on the right-hand side,
冕 4x(x ⫹ 1)3 dx
1. Separate the integrand into two parts amenable to the formula in (14.1). As a general rule, consider first
the simpler function for f (x) and the more complicated function for g⬘(x). By letting f (x) ⫽ 4x and
g⬘(x) ⫽ (x ⫹ 1)3, then f ⬘(x) ⫽ 4 and g(x) ⫽ 兰 (x ⫹ 1)3 dx, which can be integrated by using the simple
power rule (Rule 3):
2. Substitute the values for f (x), f ⬘(x), and g(x) in (14.1); and note that g⬘(x) is not used in the formula.
⫽ 2x · ex ⫺ 冕 ex · 2 dx ⫽ 2xex ⫺ 2 冕 ex dx
TC ⫽ 冕 MC dQ ⫽ VC ⫹ c ⫽ VC ⫹ FC
332 INTEGRAL CALCULUS: THE INDEFINITE INTEGRAL [CHAP. 14
since c ⫽ the fixed or initial cost FC. Economic analysis which traces the time path of variables or
attempts to determine whether variables will converge toward equilibrium over time is called
dynamics. For similar applications, see Example 9 and Problems 14.25 to 14.35.
EXAMPLE 9. The rate of net investment is given by I(t) ⫽ 140t 3/4, and the initial stock of capital at t ⫽ 0 is 150.
Determining the function for capital K, the time path K(t),
Solved Problems
INDEFINITE INTEGRALS
14.1. Determine the following integrals. Check the answers on your own by making sure that the
derivative of the integral equals the integrand.
a) 冕 3.5 dx
冕 3.5 dx ⫽ 3.5x ⫹ c (Rule 1)
b) 冕 ⫺ 1–2 dx
冕 ⫺ 1–2 dx ⫽ ⫺ 冕 1
– dx
2 ⫽ ⫺ 1–2x ⫹ c (Rules 1 and 9)
c) 冕 dx
冕 dx ⫽ x ⫹ c (Rule 2)
d) 冕 x5 dx
冕 x5 dx ⫽ 1–6x6 ⫹ c (Rule 3)
e) 冕 4x3 dx
冕 4x3 dx ⫽ 4 冕 x3 dx (Rule 7)
⫽ 4(1–4x4) ⫹ c ⫽ x4 ⫹ c
冕
(Rule 3)
2/3
f) x dx
g) 冕 x⫺1/5 dx
h) 冕 4x⫺2 dx
冕 4
4x⫺2 dx ⫽ ⫺4x⫺1 ⫹ c ⫽ ⫺ ⫹ c
x
(Rule 3)
i) 冕 x⫺5/2 dx
冕 2
x⫺5/2 dx ⫽ ⫺ x⫺3/2 ⫹ c ⫽
3
⫺2
3兹x3
⫹c (Rule 3)
a) 冕 dx
x
冕 冕 dx
x
⫽
1
x
dx ⫽ ln 兩 x 兩 ⫹ c (Rule 4)
b) 冕 5x⫺1 dx
c) 冕 1
3x
dx
冕 1
3x
dx ⫽
1
3 冕 1
x
1
dx ⫽ ln 兩 x 兩 ⫹ c
3
(Rules 7 and 4)
d) 冕 兹x dx
冕 兹x dx ⫽ 冕 x1/2 dx ⫽ 2–3x3/2 ⫹ c (Rule 3)
e) 冕 dx
x4
冕 冕 dx
x4
⫽
1
x⫺4 dx ⫽ ⫺ x⫺3 ⫹ c
3
(Rule 3)
f) 冕 dx
3
兹x
冕 dx
兹x
3 ⫽ 冕 3
x⫺1/3 dx ⫽ x2/3 ⫹ c
2
(Rule 3)
h) 冕 (2x6 ⫺ 3x4) dx
14.3. Find the integral for y ⫽ 兰 (x1/2 ⫹ 3x⫺1/2) dx, given the initial condition y ⫽ 0 when x ⫽ 0.
Substituting the initial condition y ⫽ 0 when x ⫽ 0 above, c ⫽ 0. Hence, y ⫽ 2–3 x3/2 ⫹ 6x1/2.
14.4. Find the integral for y ⫽ 兰 (2x5 ⫺ 3x⫺1/4) dx, given the initial condition y ⫽ 6 when x ⫽ 0.
14.5. Find the integral for y ⫽ 兰 (10x4 ⫺ 3) dx, given the boundary condition y ⫽ 21 when x ⫽ 1.
y⫽ 冕 (10x4 ⫺ 3) dx ⫽ 2x5 ⫺ 3x ⫹ c
a) 冕 24x dx b) 冕8x dx
冕 24x dx ⫽
24x
4 ln 2
⫹c (Rule 5) 冕 8x dx ⫽
8x
ln 8
⫹c
c) 冕 e5x dx d) 冕 16e⫺4x dx
冕 e5x dx ⫽
e5x
5
⫹c (Rule 6) 冕 16e⫺4x dx ⫽
16e⫺4x
⫺4
⫹ c ⫽ ⫺4e⫺4x ⫹ c
⫽ 1–5 e5x ⫹ c
e) 冕 (6e3x ⫺ 8e⫺2x) dx
冕 (6e3x ⫺ 8e⫺2x) dx ⫽
6e3x 8e⫺2x
3
⫺
⫺2
⫹ c ⫽ 2e3x ⫹ 4e⫺2x ⫹ c
INTEGRATION BY SUBSTITUTION
14.7. Determine the following integral, using the substitution method. Check the answer on your
own. Given 兰 10x(x2 ⫹ 3)4 dx.
CHAP. 14] INTEGRAL CALCULUS: THE INDEFINITE INTEGRAL 335
Let u ⫽ x2 ⫹ 3. Then du/dx ⫽ 2x and dx ⫽ du/2x. Substituting in the original integrand to reduce it to
a function of u du/dx,
冕 x4(2x5 ⫺ 5)4 dx ⫽ 冕 x4 u4
du
⫽
1
10x4 10 冕 u4 du
Integrating,
1
10 冕 u4 du ⫽
10 5冢 冣
1 1 5
u ⫽
1 5
50
u ⫹c
冕 (x ⫺ 9)7/4 dx ⫽ 冕 u7/4 du
Integrating, 冕 u7/4 du ⫽
4 11/4
11
u ⫹c
Substituting, 冕 (x ⫺ 9)7/4 dx ⫽
4
11
(x ⫺ 9)11/4 ⫹ c
Whenever du/dx ⫽ 1, the power rule can be used immediately for integration by substitution.
Integrating,
1
6 冕 u⫺5 du ⫽ 冢
1 1 ⫺4
6 ⫺4
u
1
冣
⫽ ⫺ u⫺4 ⫹ c
24
Notice that here du/dx ⫽ 6 ⫽ 1, and the power rule cannot be used directly.
冕 x2
(4x3 ⫹ 7)2
dx
冕 x2
(4x ⫹ 7)2
3
dx ⫽ 冕 x2(4x3 ⫹ 7)⫺2 dx
336 INTEGRAL CALCULUS: THE INDEFINITE INTEGRAL [CHAP. 14
冕 x2 u⫺2
du
⫽
1
12x2 12 冕 u⫺2 du
Integrating,
1
12 冕 u⫺2 du ⫽ ⫺
1 ⫺1
12
u ⫹c
Substituting, 冕 x2
(4x3 ⫹ 7)2
dx ⫽ ⫺
1
12(4x3 ⫹ 7)
⫹c
冕 6x2 ⫹ 4x ⫹ 10
(x3 ⫹ x2 ⫹ 5x)3
dx
冕 (6x2 ⫹ 4x ⫹ 10)u⫺3
du
3x2 ⫹ 2x ⫹ 5
⫽2 冕 u⫺3 du
Substituting, 冕 6x2 ⫹ 4x ⫹ 10
(x3 ⫹ x2 ⫹ 5x)3
dx ⫽ ⫺ 3
1
(x ⫹ x2 ⫹ 5x)2
⫹c
冕 dx
9x ⫺ 5
冕 dx
9x ⫺ 5
⫽ 冕 (9x ⫺ 5)⫺1 dx
冕 u⫺1
du 1
9
⫽
9 冕 u⫺1 du
Integrating with Rule 4, 1–9 兰 u⫺1 du ⫽ 1–9 ln 兩 u 兩 ⫹ c. Since u may be 0, and only positive numbers have logs,
always use the absolute value of u. See Rule 4. Substituting,
冕 dx 1
⫽ ln 兩 9x ⫺ 5 兩 ⫹ c
9x ⫺ 5 9
冕 3x2 ⫹ 2
4x3 ⫹ 8x
dx
冕 (3x2 ⫹ 2)u⫺1
du
⫽
12x ⫹ 8 4
2
1
冕 u⫺1 du
Integrating,
1
4 冕 u⫺1 du ⫽
1
4
ln 兩 u 兩 ⫹ c
CHAP. 14] INTEGRAL CALCULUS: THE INDEFINITE INTEGRAL 337
Substituting, 冕 3x2 ⫹ 2
4x3 ⫹ 8x
1
dx ⫽ ln 兩 4x3 ⫹ 8x 兩 ⫹ c
4
4
14.15. Use the substitution method to find the integral for 兰 x3 ex dx. Check your answer.
Let u ⫽ x4. Then du/dx ⫽ 4x3 and dx ⫽ du/4x3. Substituting, and noting that u is now an exponent,
冕 x3 eu
du 1
⫽
4x3 4 冕 eu du
Substituting, 冕 x3 ex dx ⫽
4 1 x4
4
e ⫹c
2
14.16. Redo Problem 14.15, given 兰 24xe3x dx.
Let u ⫽ 3x2, du/dx ⫽ 6x, and dx ⫽ du/6x. Substituting,
冕 24xeu
du
6x
⫽4 冕 eu du
Integrating, 4 冕 eu du ⫽ 4eu ⫹ c
Substituting, 冕 2
24xe3x dx ⫽ 4e3x ⫹ c
2
冕 14eu
du
2
⫽7 冕 eu du ⫽ 7eu ⫹ c
冕 5xeu
du
⫽
10x 2
1
冕 eu du
Integrating,
1
2 冕 eu du ⫽
1 u
2
e ⫹c
Substituting, 冕 5xe5x ⫹3 dx ⫽
2 1 5x2⫹3
2
e ⫹c
INTEGRATION BY PARTS
14.19. Use integration by parts to evaluate the following integral. Keep in the habit of checking your
answers. Given 兰 15x(x ⫹ 4)3/2 dx.
338 INTEGRAL CALCULUS: THE INDEFINITE INTEGRAL [CHAP. 14
Let f (x) ⫽ 15x, then f ⬘(x) ⫽ 15. Let g⬘(x) ⫽ (x ⫹ 4)3/2, then g(x) ⫽ 兰 (x ⫹ 4)3/2 dx ⫽ 2–5 (x ⫹ 4)5/2. Sub-
stituting in (14.1),
冕 2x
(x ⫺ 8)3
dx
Let f (x) ⫽ 2x, f ⬘(x) ⫽ 2, and g⬘(x) ⫽ (x ⫺ 8)⫺3; then g(x) ⫽ 兰 (x ⫺ 8)⫺3 dx ⫽ ⫺1–2 (x ⫺ 8)⫺2. Substituting
in (14.1),
冕 2x
(x ⫺ 8) 3
1
冤
dx ⫽ 2x ⫺ (x ⫺ 8)⫺2 ⫺
2 冥 冕 1
⫺ (x ⫺ 8)⫺2 2 dx ⫽ ⫺x(x ⫺ 8)⫺2 ⫹
2 冕 (x ⫺ 8)⫺2 dx
冕 2x
(x ⫺ 8)3
dx ⫽ ⫺x(x ⫺ 8)⫺2 ⫺ (x ⫺ 8)⫺1 ⫹ c ⫽
⫺x
⫺
1
(x ⫺ 8)2 x ⫺ 8
⫹c
冕 5x
(x ⫺ 1)2
dx
Let f (x) ⫽ 5x, f ⬘(x) ⫽ 5, and g⬘(x) ⫽ (x ⫺ 1)⫺2; then g(x) ⫽ 兰 (x ⫺ 1)⫺2 dx ⫽ ⫺(x ⫺ 1)⫺1. Substituting
in (14.1),
冕 5x
(x ⫺ 1)2
dx ⫽ 5x[⫺(x ⫺ 1)⫺1] ⫺ 冕 ⫺ (x ⫺ 1)⫺1 5 dx ⫽ ⫺5x(x ⫺ 1)⫺1 ⫹ 5 冕 (x ⫺ 1)⫺1 dx
Integrating again,
冕 5x
(x ⫺ 1)2
dx ⫽ ⫺5x(x ⫺ 1)⫺1 ⫹ 5 ln 兩 x ⫺ 1 兩 ⫹ c ⫽
⫺5x
x⫺1
⫹ 5 ln 兩 x ⫺ 1 兩 ⫹ c
Integrating again,
Using parts again for the remaining integral, f (x) ⫽ x, f ⬘(x) ⫽ 1, g⬘(x) ⫽ e2x, and g(x) ⫽ 兰 e2x dx ⫽ 1–2 e2x.
Using (14.1),
ECONOMIC APPLICATIONS
14.25. The rate of net investment is I ⫽ 40t3/5, and capital stock at t ⫽ 0 is 75. Find the capital
function K.
K⫽ 冕 I dt ⫽ 冕 40t3/5 dt ⫽ 40(5–8 t8/5) ⫹ c ⫽ 25t8/5 ⫹ c
14.26. The rate of net investment is I ⫽ 60t1/3, and capital stock at t ⫽ 1 is 85. Find K.
K⫽ 冕 60t1/3 dt ⫽ 45t4/3 ⫹ c
At t ⫽ 1 and K ⫽ 85,
85 ⫽ 45(1) ⫹ c c ⫽ 40
Thus, K ⫽ 45t 4/3
⫹ 40.
14.27. Marginal cost is given by MC ⫽ dTC/dQ ⫽ 25 ⫹ 30Q ⫺ 9Q2. Fixed cost is 55. Find the (a) total
cost, (b) average cost, and (c) variable cost functions.
TC 55
b) AC ⫽ ⫽ 25 ⫹ 15Q ⫺ 3Q2 ⫹
Q Q
c) VC ⫽ TC ⫺ FC ⫽ 25Q ⫹ 15Q2 ⫺ 3Q3
14.28. Given MC ⫽ dTC/dQ ⫽ 32 ⫹ 18Q ⫺ 12Q2, FC ⫽ 43. Find the (a) TC, (b) AC, and (c) VC
functions.
14.29. Marginal revenue is given by MR ⫽ dTR/dQ ⫽ 60 ⫺ 2Q ⫺ 2Q2. Find (a) the TR function and
(b) the demand function P ⫽ f (Q).
14.30. Find (a) the total revenue function and (b) the demand function, given
MR ⫽ 84 ⫺ 4Q ⫺ Q2
14.31. With C ⫽ f (Y), the marginal propensity to consume is given by MPC ⫽ dC/dY ⫽ f ⬘(Y). If the
MPC ⫽ 0.8 and consumption is 40 when income is zero, find the consumption function.
3
14.32. Given dC/dY ⫽ 0.6 ⫹ 0.1/ 兹Y ⫽ MPC and C ⫽ 45 when Y ⫽ 0. Find the consumption
function.
C⫽ 冕冢 0.6 ⫹
0.1
兹Y
3 冣 dY ⫽ 冕 (0.6 ⫹ 0.1Y ⫺1/3
) dY ⫽ 0.6Y ⫹ 0.15Y2/3 ⫹ c
14.33. The marginal propensity to save is given by dS/dY ⫽ 0.5 ⫺ 0.2Y⫺1/2. There is dissaving of 3.5
when income is 25, that is, S ⫽ ⫺3.5 when Y ⫽ 25. Find the savings function.
At Y ⫽ 25, S ⫽ ⫺3.5.
⫺3.5 ⫽ 0.5(25) ⫺ 0.4(兹25) ⫹ c c ⫽ ⫺14
Thus, S ⫽ 0.5Y ⫺ 0.4Y 1/2
⫺ 14.
14.34. Given MC ⫽ dTC/dQ ⫽ 12e0.5Q and FC ⫽ 36. Find the total cost.
TC ⫽ 冕 12e0.5Q dQ ⫽ 12
1 0.5Q
0.5
e ⫹ c ⫽ 24e0.5Q ⫹ c
TC ⫽ 冕 16e0.4Q dQ ⫽ 16 冢 0.4 冣 e
1 0.4Q
⫹ c ⫽ 40e0.4Q ⫹ c
At Q ⫽ 0, TC ⫽ 100.
100 ⫽ 40e0 ⫹ c c ⫽ 60
Thus, TC ⫽ 40e0.4Q ⫹ 60.