INTEGRATION

P.D.Wimalasiri
[B.Sc. in Maths (Ruhuna), M.Sc.in Computer Science (Col.)]
Lecturer in Computer science
Rajarata University of Sri Lanka
Learning Outcomes
• Find some simple integrals .
• Apply to solve Economic Problems
The integration is the reverse process of differentiation of a
function. d
(?)  f ( x)
dx
differentiation
? f(x)
integration
What function should be differentiated in order to obtain the
given function f(x)?
d 1
g(x)  f ( x) d g(x)  f ( x) dx g(x)  f ( x) dx
dx d
1
Instead of " " It is used the symbol " "
d 
Therefore the integral f(x) is written as  f ( x) dx
How to integrate a simple function ( Xn )
When we do differentiation we do two things on the given
function.
DIFFERENTIATION
INTEGRATION PROCESS
PROCESS

MULTIPLY by the INDEX. DIVIDE by the new INDEX.

DEDUCT 1 from the INDEX ADD 1 to the INDEX

Therefore we do the reverse actions when integration.

How to integrate a simple function ( Xn )

n 1
n n1 x
x x n 1
ADD 1 to the INDEX DIVIDE by the new INDEX.

* But when n+1= 0 ( when n= -1 ) this is not valid.

n 1
x

n ; ( n≠-1)
Therefore x dx 
n 1
Even there is constant in the function to be differentiated it is
omitted from the answer. n 1
x

n
x dx  C
n 1
 When n= -1
11 0
1 x x Invalid with zero
 x dx   x dx   1  1  0
1
division

But we know that differentiation of logex is 1/x.

Therefore anti-derivative of 1/x is hence the integration is logex

1
Therefore
 x
dx  log e x  C

As the log value cannot be exist for

negative values it takes only the value x
without sign.
 n1
n x
 x dx  c ; n  1
n 1
1
 x dx  log e x  c ; n  1
How to integrate a simple function ( Xn )

Example 1: Find  x dx . 2
x
Answer
 x dx  2  C
 
4
Example 2: Find x dx .
5
x
Answer :
 x dx  5  C
4

1
Example 3: Find  x dx .
2

Answer : 1  x
x
2
dx dx
2
x 2 1
 C
 2 1
x 1 1
 C  C
1 x
 1

Example 4: Find
x
dx .
1

1
dx 
1 dx
Answer :



x x
1
2 
 x 2 dx
1 1
 1
x 2
x2
 C  C
1 1
 1 ( )
2 2
1
 2x  C  2 x  C
2
Integration of a Constant , K

 k dx  kx  C
Example
10 dx  10 x  C
Integration of a function multiplied by a constant

 k f ( x) dx  k  f ( x) dx
5 4
 
3 3
Example 5 x dx  5 x dx  x  C
4
 Integration of sum/difference of more functions

 y1  y2  y3  ...dx   y1dx   y2 dx   y3 dx  ....

10
 5x  7 x  x dx
3 2
Example: 3

  5 x dx   7 x dx   10 x
3 2 3
dx
5 4 7 3 10 2
 x  x x C
4 3 (2)
5 4 7 3 5
 x  x  2 C
4 3 x
How to integrate a power of linear function, ( ax+b)n

Add 1 to index and divide by new index. Also divide by

coefficient of x ,a
n1
n ( ax  b )
 ( ax  b ) dx   C ; n  1
a ( n  1)

When n=-1 divide the loge of the function by a

1 log ( ax  b )
 e C ; n  1
 dx
ax  b a
 (5 x  4
2 ) (5 x  2) 4

  3
Example 1: (5 x 2 ) dx   C
(5)(4) 20
Example 2:

10 1
 5 x  2 dx  10. log e 5 x  2  C
5
 2 log e 5 x  2  C

 log e (5 x  2) 2  C
 1 3
1
(5 x  2) 2
2(5 x  2) 2
Example 3:  5 x  2 dx 
1
(5)(  1)
C 
15
C
2
3
6 
Example 4:  3 
dx  6 (3  2 x)
3
4 dx

(3  2 x) 4  1
(3  2 x) 4
 6.
1
(2)( )
4
1
  12(3  2 x) 4 C
How to integrate a power of any function, {f(x)}n

Here one condition must be satisfied. {f(x)}n must be

multiplied with its derivative.

[ f ( x )] n1
f ' ( x )[ f ( x )] n dx   c ; n  1

(n  1)

Therefore before integration check whether there is the

multiplication with derivative of your function
Example 1:  2 x(5  x 2 ) 3 dx
There you can see that 2x is the derivative of the (5+x2).
2 4
(5  x )

Hence 2 3
2 x(5  x ) dx  c
4

Example 2:  x(5  3 x 2 ) 7 dx

Here derivative of (5-3x2) is -6x. But there is only x. So

multiply by -6 and divide by -6 to make -6x.
2 8
1 1 (5  3 x )

(6 x)(5  3 x ) dx  c
2 7
6 6 8
(5  3 x 2 ) 8
 c
48
 f ' ( x)
When n= -1 Integral is  dx
f ( x)
d f ' ( x)
Because that log e f ( x)  as reverse process
dx f ( x)
f ' ( x)
 dx  log e f ( x)  c
f ( x)

Therefore before integration check whether that the

numerator is the derivative of the denominator . If so
apply the above formula.
 2x
Example 1:
 (5  x 2
)
dx  log e 5  x 2  c

x  2x3
Example 2:  (1  x 2
x )4
dx

d
(1  x 2  x 4 )  2 x  4 x 3
dx
Therefore multiply (x+2x3) by 2 and divide by 2.
1 2x  4x3 1
 2 4
2 (1  x  x )
dx 
2
log e (1  x 2
 x 4
)c

 log e 1  x 2  x 4  c
integrate exponential function, ex, ea+bx, f’(x)ef(x)
x dx  e x  c ax  b 1 ax b
 e e dx  e c
a
f ( x) f ( x)
 f ' ( x ) e dx  e c

Example 1: 3  2x 1 3  2x
e dx  e c
2

Example 2: 2x 3
x 3
 3x e dx  e  c
 Integration by parts
If product of two functions are to be integrated following
Method can be applied.

 uvdx Here u and v are two functions.

Step 1: Select one of the two function and integrate it.

That function must be which is easy to integrate.

Let it be the function u. After integrated udx
Step 2: Multiply that result with function v. Then write

 uvdx   udx  .[ v] - ?

Part 1 Part 2
 ……..Integration by parts

Step 3: Part 2 is an another integral of a product with two

things. One is the result obtained as the integral in
part 1. Other one is the derivative of the other
function v, that is dv
dx
Now it is written

 uvdx   udx  .[ v]    udx   dv 

  dx
 dx 

Part 1 Part 2
Step 4: Then integrate Part 2 .
Example 1:  x log xdx 2
Solution : Now take u=x as it is easy to integrate. Its integral is
x
2
.
x 2
Therefore Part 1 is log x.
2 2
Part 2 which is an integral has x multiplied with
2
derivative of logex , that is 1 .
x
2 2
x x 1
  x log xdx  log e x   dx
2 2 x
x2 x
 log e x -  dx
2 2
x2 x2
 log x  c
2 4
Example 2:  logx dx
Solution : Write  logx dx as a product with 1.
 1.logx dx
Now take u=1 as it is easy to integrate. Its integral is x
Therefore Part 1 is x log x.

Part 2 which is an integral has x multiplied with

derivative of logex , that is 1 .
x 1
  logxdx  x log e x   x x dx
 xlog e x -  1 dx

 xlogx  x  c
 Definite integral
If the solution of an integral is with unknown constant, c
they are called “Indefinite Integral”.
If the constant, c is known or omitted they are called
“definite Integral”. b b is the upper limit
 f ( x) dx
a a is the lower limit
If the solution is g(x)+C substitute b in the solution. And
then substitute a and subtract second value from first
value. b
 f ( x) dx  [ g (b)  c]  [ g (a)  c]  g (b)  g (a)
a
Example 1:
3
3  x2  32 2 2 94
 x dx   2      2.5
2   2 2 2 2

 
Example 2: 1
1 1
 2q dq  log e ( 2  q )
0
0
 log e 3  log e 2
3
 log e  log e 1.5
2
Applications of integration

Integration in is used in various subject areas. It is used

to summation .
One of it usage is calculating areas under curves.
y
b f(x)
Area =  f ( x) dx
a
Area

o a b x
Example 1:
Find the area bounded by the curve y=1+x2, x=2,x=4
and x-axis.. y Y=1+x 2
b
Area =  f ( x) dx
a Area
4 o 2 4 x
2
Area =  (1  x ) dx
2
4
 x 3  43 23 76 14

 x   4  (2  )    20.67
 3  3 3 3 3
 2
Applications of integration in Economics & Business

Total Cost, TC is the Integration of Marginal

Cost , MC with respect to quantity.


TC  MC dq

Total Revenue, TR is the Integration of

Marginal revenue, MR with respect to quantity.


TR  MR dq

Total Utility, TU is the Integration of Marginal

Utility, MU with respect to quantity.


TU  MU dq
Example:
The marginal Cost function of a product , MC=4q+1,500,
where q is the number units produced. If the Fixed Cost
is Rs. 25,000 , determine the Total cost and average
cost.
MC=4q+1,500
 
TC  MC dq TC  (4q  1500) dq

TC  2q 2  1500q  K
When q=0 TC=fixed cost
25000  2 (0) 2  1500 (0)  K  K
K=25000
TC  2q 2  1500q  25000
25000
AC  2q  1500 
q
The consumer’s surplus and Producer’s surplus

The consumer’s surplus

Definition:
Consumer surplus is defined as the difference between the
consumers' willingness to pay for a commodity and the actual
price paid by them, or the equilibrium price.
 CS - Consumer’s surplus

PS – Producer’s surplus

Price
Supply, S(q)

CS
p0
Demand, D(q)
PS

0 q0 Quantity
q0 q0 = equilibrium quantity


Consumer' s Surplus  D(q) dq - p 0 q 0
0
p0 = equilibrium price

q0


Producer' s Surplus  p 0 q 0  S(q) dq
0
Example 1:
The demand and supply functions under perfect competition
are D(q)=16- q2 and S(q)=2q2+4 respectively. Find
i. Consumer’surplus.
ii. Producer’surplus.
Solution:
The equilibrium point is at where, S(q)=D(q)
2q2+4= 16- q2
3q2= 12
q2= 4
q= ±2
q= 2
Therefore p= 12
 q0


Consumer's Surplus, CS  D(q) dq - p 0 q 0
0
2


CS  16  q 2 dq - (12)(2)
0 2
3
q
 16q  - (12)(2)
3
0
23 8
 (16)(2)  - 24  8 -  5.33
3 3

Consumer’surplus = 5.33
 q0


Producer' s Surplus, PS  p 0 q 0  S(q) dq
0
2


PS  (12)(2) - (2q 2  4)dq
0 2
 2q 3 
 24    4q 
 3  0
16  16 32
 24    8  16  
3  3 3

Producer’surplus = 10.67
 x2
Find the consumers’ surplus and producers’ surplus if D  16 
2
100
x
and S  11 
400 are the demand function and the supply

functions respectively under perfect competition. x is the

quantity.
Under the perfect competition find the consumer’s
surplus and producer’s surplus for the following
situation. Here D and S are the demand function
and supply function respectively.
D=700-6q-3q2, S = 3q2 +40
Solution
At equilbrium point S= D
3q2 +40=700-6q-3q2
6q2 +6q-660=0
 6q2 +6q-660=0
q2 +q-110=0
(q+11)(q-10)=0
Therefore q=10
By substituting in S equation,
P= 3x102+40=340
qo=10, po=340
 qo=10, po=340
q0


Consumer' s Surplus, CS  D(q) dq - p 0 q 0
0
10
CS   700  6q  3q dq-( 340 )( 10 )
2

3 10
 700q  3q  q2
-3400
0

 7000  300  1000-3400  2300

Thank
you