Chapter 2.

Differential and
Integral Calculus

1
 Introduction
• Many economic theories begin with the assumption
that an economic agent is seeking to find the
optimal value of some function
– consumers seek to maximize utility
– firms seek to maximize profit
– Consumer surplus
• We need to make use of some mathematical
developments to solve the optimization problems
and to give insights into economic behavior.
• This chapter introduces the mathematical tools
which helps us solve these problems
2
 2.1. Differential Calculus
• Derivative has many applications in
economics:
– Rate of change
– Slope of the tangent
– Optimization
– Elasticity
The Rate of Change
• For y = f (x), the average rate of change from x = a
to x = a + h is

f ( a  h)  f ( a )
, h 0
h

• The above expression is also called a difference

quotient. It can be interpreted as the slope of a secant.
• See the picture on the next slide for illustration.
 Visual Interpretation

f ( a  h)  f ( a )
Q h
slope

f (a + h) – f (a) Average rate of

change = slope of
the secant line
P
through P and Q

h
 The Instantaneous Rate of Change
 Consider the function y = f (x) only near the point P
= (a, f (a)).
 The difference quotient f (a  h)  f (a) , h 0
gives the average rate of changeh of f over the
interval [a, a+h].
 If we make h smaller and smaller, in the limit we
obtain the instantaneous rate of change of the
function at the point P:
f ( a  h)  f ( a )
lim
h 0 h
 Visual Interpretation

Q
Tangent

Slope of tangent =
f (a + h) – f (a) instantaneous rate
of change.
P lim f ( a  h)  f ( a )
h 0 h

Let h
approach 0
h
 Instantaneous Rate of Change
 Given y = f (x), the instantaneous rate of change at x
= a is
f ( a  h)  f ( a )
lim
h 0 h
provided that the limit exists. It can be interpreted as the
slope of the tangent at the point (a, f (a)). See
illustration on previous slide.
Definition of Derivative
 For y = f (x), we define the derivative of f at
x, denoted f (x), to be
f (x  h)  f (x)
f (x) lim
h 0
if the limit exists. h
 If f (a) exists, we call f differentiable at a.
 If f (x) exist for each x in the open interval (a,
b), then f is said to be differentiable over (a,
b).
Derivatives
• If a derivative exists, it can be expressed in many
different forms:
a) dy/dx
b) df(x)/dx
c) f ’(x)
d) Fx(x)
e) y’
 Interpretations of the Derivative
• If f is a function, then f  is a new function with
the following interpretations:
■ For each x in the domain of f , f (x) is the slope of the
line tangent to the graph of f at the point (x, f (x)).
■ For each x in the domain of f , f (x) is the instantaneous
rate of change of y = f (x) with respect to x.
■ If f (x) is the position of a moving object at time x, then
v = f (x) is the velocity of the object at that time.
 Example 1
Find the derivative of f (x) = x 2 – 3x.
Step 1. f (x + h) = (x + h)2 – 3(x + h) = x2 + 2xh + h2 –
3x – 3h
Step 2. f (x + h) – f (x) = 2xh + h2 – 3h
Step 3. f ( x  h)  f ( x)  2 xh  h 2  3h 2 x  h  3
h h

Step 4. f ( x  h)  f ( x )
lim lim 2 x  h  3 2 x  3
h 0 h h 0

Therefore f’(x)=2x-3
 Example 2
Find the slope of the tangent to the graph of f (x) = x 2 –
3x at x = 0, x = 2, and x = 3.
Solution: In example 2 we found the derivative of this
function at x to be
f (x) = 2x – 3
Hence
f (0) = -3
f (2) = 1, and
f (3) = 3
 Nonexistence of the Derivative
 The existence of a derivative at x = a depends on the
existence of the limit
f (a  h)  f (a)
f (a) lim
h 0 h
 If the limit does not exist, we say that the function is
nondifferentiable at x = a, or f (a) does not exist.
 Some of the reasons why the derivative of a function may
not exist at x = a are
■ The graph of f has a hole or break at x = a, or
■ The graph of f has a sharp corner at x = a, or
■ The graph of f has a vertical tangent at x = a.
 Higher Derivatives
• The second derivative of a function f is the
derivative of the derivative of f at a point x in the
domain of the first derivative.

Derivative Notations
d2y
Second f  dx 2
d3y
Third f  dx3
(4) d4y
Fourth f dx 4
n  dny
nth f
dx n
Example of Higher Derivatives
Given f ( x) 3x5  2 x3  14 find f ( x).

f ( x) 15 x 4  6 x 2
3
f ( x) 60 x  12 x

f ( x) 180 x 2  12
Example of Higher Derivatives
2 x 1
Given f ( x)  find f (2).
3x  2

2 3 x  2   3 2 x  1 7 2
f ( x)  2
 2
 7 3 x  2 
3x  2  3x  2 
3 42
f ( x) 14 3 x  2  3  3
3x  2 
42 42 21
f (2)  3
 3 
3(2)  2  4 32
 Rules of Derivatives
db
1. If b is a constant, then 0
dx
d [bf ( x)]
2. If b is a constant, then bf ' ( x)
dx
dx b
3. If b is constant, then bx b  1
dx
d ln x 1
4. 
dx x
da x
5. a x ln a for any constant a
dx 18
 Rules of Derivatives
• Suppose that f(x) and g(x) are two functions
of x and f’(x) and g’(x) exist
• Then
d [ f ( x)  g ( x)]
6.  f ' ( x)  g ' ( x)
dx
d [ f ( x) g ( x)]
7.  f ( x) g ' ( x)  f ' ( x) g ( x)
dx
 f ( x) 
d  
 g ( x)  f ' ( x) g ( x)  f ( x) g ' ( x)
8. 
dx [ g ( x)]2
provided that g ( x) 0
19
 Rules of Derivatives
• If y = f(x) and x = g(z) (i.e. y=f(g(z)) and if
both f’(x) and g’(z) exist, then:
dy dy dx df dg
9.    
dz dx dz dx dz
• This is called the chain rule. The chain
rule allows us to study how one variable
(z) affects another variable (y) through
its influence on some intermediate
variable (x)
20
 Rules of Derivatives
• Some examples of the chain rule include:
de ax de ax d (ax)
10.   e ax a ae ax
dx d (ax) dx
d [ln(ax)] d [ln(ax)] d (ax) 1 1
11.    a 
dx d (ax) dx ax x
d [ln( x 2 )] d [ln( x 2 )] d ( x 2 ) 1 2
12.  2
  2 2 x 
dx d (x ) dx x x

21
 Functions of Several Variables
• Most goals of economic agents depend on
several variables
– trade-offs must be made
• The dependence of one variable (y) on a
series of other variables (x1,x2,…,xn) is
denoted by:
y  f ( x1 , x2 ,..., xn )

22
 Partial Derivatives

• The partial derivative of y with respect

to x1 is denoted by
y f
or or f x1 or f1
x1 x1

• It is understood that in calculating the

partial derivative, all of the other x’s are
held constant
23
 Partial Derivatives

• A more formal definition of the partial

derivative is
f f ( x1  h, x 2 ,..., x n )  f ( x1 , x 2 ,..., x n )
lim
x1 x 2 ,..., x n
h 0 h

24
 Calculating Partial Derivatives
1. If y  f ( x1 , x2 ) ax12  bx1 x2  cx22 , then
f
 f1 2ax1  bx2 and
x1
f
 f 2 bx1  2cx2
x2
2. If y  f ( x1 , x2 ) e ax1 bx2 , then
f ax1 bx2 f
 f1 ae and  f 2 be ax1 bx2
x1 x2
25
Calculating Partial Derivatives
3. If y  f ( x1 , x2 ) a ln x1  b ln x2 , then
f a f b
 f1  and  f2 
x1 x1 x2 x2

26
 Partial Derivatives
• Partial derivatives are the mathematical
expression of the ceteris paribus
assumption
– show how changes in one variable affect some
outcome when other influences are held
constant

27
 Partial Derivatives
• We must be concerned with how variables
are measured
– if q represents the quantity of gasoline
demanded (measured in billions of gallons) and
p represents the price in dollars per gallon,
then q/p will measure the change in demand
(in billions of gallons per year) for a dollar per
gallon change in price

28
 Elasticity
• Elasticity measures the proportional effect
of a change in one variable on another
– unit free
• The elasticity of y with respect to x is

y
y y x y x
ey,x     
x x y x y
x
29
 Elasticity and Functional Form
• Suppose that
y = a + bx + other terms
• In this case,
y x x x
e y, x   b  b 
x y y a  bx  
• ey,x is not constant
– it is important to note the point at which the
elasticity is to be computed
30
 Elasticity and Functional Form
• Suppose that
y = axb
• In this case,

y x b 1 x
ey,x   abx  b b
x y ax

31
 Elasticity and Functional Form
• Suppose that
y = axb => ln y = ln a + b ln x
• In this case,
y
y x y  ln y
ey ,x     b
x y x  ln x
x
• Elasticities can be calculated through logarithmic
differentiation

32
Second-Order Partial Derivatives
• The partial derivative of a partial derivative
is called a second-order partial derivative

(f / xi )  2 f
  f ij
x j x j xi

33
 Young’s Theorem

• Under general conditions, the order in

which partial differentiation is conducted to
evaluate second-order partial derivatives
does not matter
2 2
 f  f
f ij    f ji
x j xi xi x j

34
 Use of Second-Order Partials
• Second-order partials play an important
role in many economic theories
• One of the most important is a variable’s
own second-order partial, fii
– shows how the marginal influence of xi on y
(i.e. (y/xi)) changes as the value of xi
increases
– a value of fii < 0 indicates diminishing marginal
effectiveness
35
 Total Differential
• Suppose that y = f(x1,x2,…,xn)
• If all x’s are varied by a small amount, the total
effect on y called total differential will be:

f f f
dy  dx1  dx2  ...  dxn
x1 x2 xn

dy  f1dx1  f 2 dx2  ...  f n dxn

36
 Implicit function
• The equation
y=mx + b
can be written as
y – mx – b =0
or, even more generally, as
f( x, y, m, b) = 0
• This is called implicit function - the relationship
between variables and parameters are implicitly
present in the equation

37
 Derivative of implicit functions

• In many circumstances it is helpful to compute

derivatives directly from implicit functions
• Example: f(x ,y)=o => total differential is

0  f x dx  f y dy
dy fx
 
dx fy

38
 Production Possibility Frontier

• Example: 2x2 + y2 = 225

• This can be rewritten: f(x,y) = 2x2 + y2 - 225 = 0
• Because fx = 4x and fy = 2y, the opportunity cost
trade-off between x and y is

dy  f x  4 x  2 x
  
dx fy 2y y

39
 The Envelope Theorem
• The envelope theorem concerns how the
optimal value for a particular function changes
when a parameter of the function changes
• Example: Suppose that y is a function of x
y = -x2 + ax
• For different values of a, this function
represents a family of inverted parabolas
• If a is assigned a specific value, then y becomes
a function of x only and the value of x that
maximizes y can be calculated 40
 The Envelope Theorem
Optimal Values of x and y for alternative values of a

Value of a Value of x* Value of y*

0 0 0
1 1/2 1/4
2 1 1
3 3/2 9/4
4 2 4
5 5/2 25/4
6 3 9
41
 The Envelope Theorem
y*

As a increases,
10

8 the maximal value

7 for y (y*) increases
6

4
The relationship
3

2
between a and y
1
is quadratic
0 a
0 1 2 3 4 5 6 7

42
 The Envelope Theorem
• Suppose we are interested in how y* changes
as a changes
• There are two ways we can do this
– calculate the slope of y directly
– hold x constant at its optimal value and calculate
y/a directly

43
 The Envelope Theorem
• To calculate the slope of the function (i.e. y = -
x2 + ax), we must solve for the optimal value
of x for any value of a
dy/dx = -2x + a = 0
x* = a/2
• Substituting, we get
y* = -(x*)2 + a(x*) = -(a/2)2 + a(a/2)
y* = -a2/4 + a2/2 = a2/4
44
 The Envelope Theorem
• Therefore,
dy*/da = 2a/4 = a/2 = x*

• But, we can save time by using the envelope

theorem
– for small changes in a, dy*/da can be computed by
holding x at x* and calculating y/ a directly from
y

45
 The Envelope Theorem

y/ a = x
• Holding x = x*
y/ a = x* = a/2

• This is the same result found earlier

46
 The Envelope Theorem
• The envelope theorem states that the change
in the optimal value of a function with respect
to a parameter of that function can be found by
partially differentiating the objective function
while holding x (or several x’s) at its optimal
value
dy * y
 {x  x * (a )}
da a
47
 The Envelope Theorem
• The envelope theorem can be extended to the
case where y is a function of several variables
y = f(x1,…xn,a)

• Finding an optimal value for y would consist of

solving n first-order equations
y/xi = 0 (i = 1,…,n)

48
 The Envelope Theorem
• Optimal values for theses x’s would be
determined that are a function of a

x1* = x1*(a)
x2* = x2*(a)
.
.
.
xn*= xn*(a)

49
 The Envelope Theorem
• Substituting into the original objective function
yields an expression for the optimal value of y
(y*)
y* = f [x1*(a), x2*(a),…,xn*(a),a]
• Differentiating yields
dy * f dx1 f dx2 f dxn f
     ...   
da x1 da x2 da xn da a

50
 The Envelope Theorem
• Because of first-order conditions, all terms
except f/a are equal to zero if the x’s are at
their optimal values
• Therefore,

dy * f
 {x  x * (a )}
da a

51
2.2. Integral Calculus
 2.2.1. Antiderivatives and Indefinite Integrals

Antiderivatives
• Many operations in mathematics have reverses –
inverses – such as multiplication and division.
The reverse operation of finding a derivative
(antiderivative) will now command our
attention.

53
 Examples

Find a function that has a derivative of 2x.

It is x2 since d/dx [x2] = 2x
Find a function that has a derivative of x.
x2/2 Since d/dx [x2/2] = x
Find a function that has a derivative of x 2.
x3/3 Since d/dx [x3/3] = x2

54
 Examples - continued

• Find a function that has a derivative of 2x.

x2 x2 + 3 x2 - 5
• The above functions that you found are
antiderivatives.

• Note that you can find more than one such function?
• In general if a function has more than one
antiderivative then the antiderivatives differ by at
most a constant.

55
 Antiderivatives and Indefinite Integrals

• Let f (x) be a function, then the family of all

functions that are antiderivatives of f (x) is called the
indefinite integral and has the symbol
∫ f (x) dx OR F (x) + C
And ∫ f (x) dx = F (x) + C if F'(x) = f (x).
• The symbol ∫ is called an integral sign, and the function f (x) is
called the integrand.
• The symbol dx indicates that the anti-differentiation is
performed with respect to the variable x.
• The arbitrary constant C is called the constant of integration.
3
• Example: x dx   C
2 x  x3  d

3 since
d

dx  3
 C 
 dx 
 
x 2
dx 
 x 2

  56
 Indefinite Integral Formulas and Properties

n 1
1. x
 dx  n 1  C , n  1
n
x Power rule.

2. ∫ ex dx = ex + C.
3. ∫ 1/x dx = ∫ x - 1 dx = ln |x| + C, x ≠ 0.
4. ∫ k f (x) dx = k ∫ f (x) dx

5. ∫ [f (x) ± g (x)] dx = ∫ f (x) dx ± ∫ g (x) dx.

Integral of a sum or difference.

57
 Examples

a. ∫ 444 dx = 444x + C Integral of a constant.

b. ∫ x3 dx = x4/4 + C Power rule.

c. ∫ 5 x - 3 dx = 5 x -2/-2 + C Power rule.

d. ∫ x2/3 dx = x 5/3/ 5/3 + C = 3/5 x 5/3 + C Power rule

e. ∫ (x 4 + x + x ½ + 1 + x – ½ + x – 2) dx =
x5 /5 + x 2/2 + 2 x 3/2/3 + x + 2 x 1/2 – x – 1 + C
f. ∫ x - 1 dx = x0 /0 + C = Undefined !!
g. ∫ 4 ex dx = 4ex + C
h. ∫ 4/x dx = 4 ln |x| + C 58
 Applications
• In spite of the prediction of a paperless computerized
office, paper and paperboard production in the United
States has steadily increased. In 1990 the production
was 80.3 million short tons, and since 1970 production
has been growing at a rate given by
f '(x) = 0.048x + 0.95
Where x is years after 1970.

• Noting that f (20) = 80.3, find f (x).

59
 Applications - continued
• Note, f '(x) = 0.048 x + 0.95 Where x is years after 1970.
• Noting that f (20) = 80.3, find f (x).

• We need the integral of f ' (x) or

∫ (0.048x + 0.95) dx = 0.024 x 2 + 0.95 x + c = f (x)
f (x) = 0.024 x 2 + 0.95 x + c
Noting that f (20) = 80.3
80.3 = (0.024)(202) + (0.95)(20) + c
80.3 = 28.6 + c and c = 51.7 so
f (x) = 0.024 x 2 + 0.95 x + 51.7

60
 Applications - continued
Note, f '(x) = 0.048t + 0.95 Where x is years after 1970.
f (x) = 0.024 x 2 + 0.95 x + 51.7 .
Find f (0) and f (30), the production levels for 1970 and
2000.
f (0) = (0.024)(02) + (0.95)(0) + 51.7 = 51.7
51.7 short tons in 1970
f (30) = (0.024)(302) + (0.95)(30) + 51.7 = 101.8
101.8 short tons in 2000

61
 2.2.2. Integration by Substitution

Reversing the Chain Rule

• Recall the chain rule:
d
f [ g ( x) ]  f '[ g ( x) ] g ' ( x)
dx
This implies that:

f '[ g ( x) ] g ' ( x) dx  f [ g ( x) ]  C
• This means that in order to integrate g (x) its derivative,
g'(x), must be present.

62
 General Integral Formulas

n 1
[f ( x )]
1. ∫ [f (x) ] n f'(x) dx =  C, n   1
n 1

2. ∫ e f (x) f '(x) dx = e f (x) + C

1
3.  f ' ( x ) dx  ln f ( x )  C
f ( x)

63
 Example

( x
5 3 4
 2) (5 x ) dx
Note that the derivative of x 5 – 2 , (i.e. 5x 4 ), is present
and the integral appears to be in the chain rule form ∫ [f
(x) ] n f '(x) dx, with f (x) = x 5 – 2 .
n 1
[ f ( x)]
∫ [f (x) ] f '(x) dx =
n  C, n   1
n 1
It follows that:
5 4
( x  2)

5 3 4
( x  2 ) (5 x ) dx  C
4
64
 Differential
• If y = f (x) is a differentiable function, then
1. The differential dx of the independent
variable x is any arbitrary real number.
2. The differential dy of the dependent
variable y is defined as the product of
f '(x) and dx – that is, as
dy = f '(x) dx

65
 Examples
1. If y = f (x) = x 5 – 2 , then
dy = f ‘ (x) dx = 5x 4 dx

2. If y = f (x) = e 5x , then
dy = f ‘ (x) dx = 5e 5x dx

3. If y = f (x) = ln (3x -5), then

dy = f ‘ (x) dx = 3
dx
3x  5

66
 Integration by Substitution

By example (Substitution): Find ∫ (x2 + 1)5 (2x) dx

For our substitution let u = x2 + 1,
then du/dx = 2x, and du = 2x dx
and the integral becomes
∫ u5 du which is = u6/6 + C
and reverse substitution yields
(x2 + 1)6/6 + C.

67
General Indefinite Integral Formulas

n 1
u
∫ un du =  C, n   1
n 1

∫ e u du = e u + C

1
u du ln u  C

68
 Integration by Substitution

Step 1. Select a substitution that appears to simplify the

integrand. In particular, try to select u so that du is a
factor of the integrand.
Step 2. Express the integrand entirely in terms of u and
du, completely eliminating the original variable.
Step 3. Evaluate the new integral, if possible.
Step 4. Express the antiderivative found in step 3 in
terms of the original variable. (Reverse the substitution.)

69
 Example 2

∫ (x3 - 5)4 (3x2) dx

Step 1 – Select u.
Let u = x3 - 5 and then du = 3x2 dx
Step 2 – Express integral in terms of u.
∫ (x3 - 5)4 (3x2) dx = ∫ u4 du
Step 3 – Integrate.
∫ u4 du = u5/5 + c
Step 4 – Express the answer in terms of x.
u5/5 + c = (x3 – 5) 5/5 + c

70
 Example 3

∫ (x 2 + 5) 1/2 (2x ) dx
Step 1 – Select u.
Let u = x2 + 5 and then du = 2x dx
Step 2 – Express integral in terms of u.
∫ (x2 + 5) 1/2 (2x) dx = ∫ u 1/2 du
Step 3 – Integrate.
∫ u 1/2 du = u 3/2/(3/2) + c = 2/3 u 3/2 + c
Step 4 – Express the answer in terms of x.
2/3 u 3/2 + c = 2/3 (x2 + 5) 3/2 + c

71
Substitution Technique 1 – Example 1
1. ∫ (x3 - 5)4 (x2) dx Let u = x3 – 5 then du = 3x2 dx
∫ (x3 - 5)4 (x2) dx = 1/3 ∫ (x3 - 5)4 (3x2) dx =
1/3 ∫ u4 du = 1/3 u5/5 = 1/15 u5 =
Note – we
1/15 (x3 – 5)5 + c need a 3.

In this problem we had to insert a multiple 3 in

order to get things to work out. We did this by
also dividing by 3 elsewhere.
Caution – a constant can be adjusted but a
variable cannot.
72
Substitution Technique 1 – Example 2
2 4x 3
2. x e dx Let u = 4x3 then du = 12x2 dx
2 4x 3 1 2 4x 3
x e dx  12 12x e dx 
1 4x 3 Note – we
1/12 ∫ e du = 1/12 e + c = e
u u
c need a 12.
12

In this problem we had to insert a multiple 12 in

order to get things to work out. We did this by
also dividing by 12 elsewhere.

73
Substitution Technique 1 – Example 3
3.  x Let u = 5 – 2x2 then du = - 4x dx
dx
( 5  2 x 2 )5
x 1  4x
 2 5
dx    dx  Note – we
( 5  2x ) 2
4 ( 5  2x ) 5
need a - 4.
1 1 1 5
  5 du   u du  -1/4 · u - 4 /-4 =
4 u 4
1
1/16 (5 – 2x ) 2 -4
+ c = 2 4
c
16 (5  2x )

In this problem we had to insert a multiple - 4 in

order to get things to work out.

74
Substitution Technique 2 – Example 1
4. x x  6  dx
8
Let u = x + 6 then du = dx

∫ x · (x + 6)8 dx = ∫ x u8 du = and this is ok, but

we need to get rid of the x. However, since u = x + 6,
x = u – 6, so the integral becomes
∫ (u – 6) · u8 du = ∫ u9 – 6u8 du =
u10/10 – 6 u9/9 + c = 1/10 · (x + 6)10 – 2/3 · (x + 6)9 + c
In this problem we had to be somewhat creative
because of the extra x.

75
 Applications

The marginal price of a supply level of x bottles of

baby shampoo per week is given by
300
p' ( x ) 
( 3x  25 )2
Find the price-supply equation if the distributor of
the shampoo is willing to supply 75 bottles a week at
a price of $1.60 per bottle.
To find p (x) we need the ∫ p ‘ (x) dx

76
 Applications - continued

The marginal price of a supply level of x bottles of baby

shampoo per week is given by 300
p' ( x ) 
( 3x  25 )2
Find the price-supply equation if the distributor of the
shampoo is willing to supply 75 bottles a week at a price of
$1.60 per bottle.

300
 2
dx . . . Let u = 3x + 25 and du = 3 dx
( 3x  25)
3 1 2
100  2
dx  100  du  100 u du 
2
( 3x  25) u
 100
c
u 77
 Applications - continued

The marginal price of a supply level of x bottles of baby

shampoo per week is given by 300
p' ( x ) 
( 3x  25 )2
Find the price-supply equation if the distributor of the
shampoo is willing to supply 75 bottles a week at a price of
$1.60 per bottle.
 100
With u = 3x + 25, c becomes
u
 100
p ( x)  c
3x  25

78
 Applications - continued

The marginal price of a supply level of x bottles of baby

shampoo per week is given by 300
p' ( x ) 
( 3x  25 )2
Find the price-supply equation if the distributor of the
shampoo is willing to supply 75 bottles a week at a price of
$1.60 per bottle.

 100
p ( x)  c Now we need to find c using the fact
3x  25
That 75 bottles sell for $1.60 per bottle.
 100
1.60  c and c = 2
3(75)  25
79
 Applications - continued

The marginal price of a supply level of x bottles of baby

shampoo per week is given by 300
p' ( x ) 
( 3x  25 )2
Find the price-supply equation if the distributor of the
shampoo is willing to supply 75 bottles a week at a price of
$1.60 per bottle.

 100
So p ( x)  2
3x  25

80
 2.2.3.The Definite Integral
• We have been studying the indefinite integral or the
antiderivative of a function.

We now introduce the

definite integral. This
integral will be the area
bounded by f (x), the x
axis, and the vertical lines
x = a and x = b with
notation:
b
f (x) dx
a

81
 Area
• One way we can determine the area we want is by
filling it with rectangles and calculating the sum of the
areas of the rectangles.
f (x) = .5 x + 2
2

• The width of each rectangle is

Δx = 1. If we use the left end
then the height of each of the
four rectangles is f (1), f (2), f 1 2 3 4 5

(3) and f(4) respectively.

• The sum of the rectangles is then
L 4 = f (1) Δx + f (2) Δx + f (3) Δx + f (4) Δx
L 4 = 2.5 + 4 + 6.5 + 10 = 23
• Let L 4 denote that we are using 4 rectangles and we are
determining the height on the left side of the rectangle 82
 Area
• We can repeat this using the right side of the rectangle
to determine the height
• The width of each rectangle is f (x) = .5 x 2 + 2

again Δx = 1. The height of

each of the four rectangles is
now f (2), f (3), f (4) and
f(5) respectively. 1 2 3 4 5

• The sum of the rectangles is then

R 4 = 4 + 6.5 + 10 + 14.5 = 35
• The average of these two areas would be an even better
approximation. Area  (23 + 35)/2 = 29.
83
 More on Area
• The previous average of 29 is very close to the actual
area of 28.666….
• Our accuracy could be f (x) = .5 x 2 + 2

improved if we let the number

or rectangles increase and Δx
would then become smaller.
1 2 3 4 5

• The error in our process can be calculated if the

function is monotone. That is if the function is only
increasing or only decreasing.

84
 Error of the Area
• If we calculate the left and right areas as before using n
rectangles and if a is the left side of the area and b the
right side of the area then: f (x) = .5 x 2 + 2

• Error =|Area – L n|  |R – L |
n n

|f (b) – f (a)| Δx =
1 2 3 4 5
b a
Error  | f (b )  f (a ) | 
n
• For our previous example this is computed as:
5 1
|14.5  2.5 |  12 Error  12
4 85
 Error of the Area
• Note: If f (x) is either increasing or decreasing on [a,b],
then its left and right sums approach the same real
number as n → ∞.

• The number approached

as n → ∞ by the left and
right sums in this
theorem is the area
between the graph of f
and the x axis from x = a
to x = b.
86
 Approximating Area
• From the previous area example f (x) = .5 x 2 +2 with
a = 1 and b = 5 and Δx = 1.
f (x) = .5 x 2 + 2
L 4 = 2.5 + 4 + 6.5 + 10 = 23
R 4 = 4 + 6.5 + 10 + 14.5 = 35
With error bound
5 1 1 2 3 4 5
|14 . 5  2 . 5 |  12 Error  12
4

87
 Approximating Area continued

• If we wanted a particular
accuracy, say 0.05 we could
f (x) = .5 x 2 + 2
use this last formula to
calculate, n, the number of
rectangles needed.
5 1
|14 . 5  2 . 5 |  0 . 05 1 2 3 4 5
n
• And solving for n yields n = 960.
• Meaning that 960 rectangles would be need to
guarantee an error that does not exceed 0.05 !!!!

88
 Definite Integral as Limit of Sums
• Let f be a function on interval [a, b]. Partition [a, b] into
n subintervals of equal length ∆ x = (b – a)/n with
endpoints a = x0 < x1 < x2 , … < xn – 1 < xn = b, Then
n
L n  f ( x 0 ) x  f ( x 1 ) x  . . .  f ( x n  1 ) x   f ( x k  1 ) x
k 1
n
R n  f ( x 1 ) x  f ( x 2 ) x  . . .  f ( x n ) x   f ( x k ) x
k 1
n
S n  f (c1 ) x  f (c 2 ) x  . . .  f (c n ) x   f (c k ) x
k 1

• This last sum is called a Riemann sum and each c k is

required to be in the subinterval [x k – 1, x k].
89
 A Visual Presentation of the Above
Δx
f (c 2)
f (c 1)

a = x0 x1 x2 ... x n -1 xn = b
c1 c2 cn

• The area under the curve is n

approximated by the Riemann sum  f (c

k 1
k ) x k
90
 Area
• Let’s revisit our original area problem and calculate the
Riemann sum using the midpoints for c k.
• The width of each rectangle is f (x) = .5 x 2 + 2

again Δx = 1. The height of

each of the four rectangles is
now f (1.5), f (2.5), f (3.5)
and f(4.5) respectively. 1 2 3 4 5

• The sum of the rectangles is then

S 4 = 3.125 + 5.125 + 8.125 + 12.125 = 28.5
• This is quite close to the actual area of 28.666. . . .
91
 Definite Integral
Theorem: Let f be a continuous function on [a, b], then
the Riemann sums for f on [a, b] approach a real number
limit I as n → ∞.
Definition: Let f be a continuous function on [a, b]. The
Definition.
limit I of the Riemann sums for f on [a, b] is called the
definite integral of f from a to b, denoted
b
 f (x) dx
a
The integrand is f (x), the lower limit of integration is a, and
the upper limit of integration is b.

92
 Negative Values
If f (x) is positive for some values of x on [a,b] and
negative for others, then the definite integral symbol
b
 f (x) dx
a

Represents the cumulative sum y = f (x)

of the signed areas between the

a B
graph of f (x) and the x axis
A b
where areas above are positive
and areas below negative.
b
 f (x) dx   A  B
a

93
 Examples
Calculate the definite integrals by referring to the figure
with the indicated areas.
Area A = 3.5
b
a
f ( x ) dx  - 3.5 Area B = 12
y = f (x)
c
 f (x) dx  12
b a B
A b c
c
 f (x) dx  - 3.5 + 12 = 8.5
a

94
 Definite Integral Properties
a
 f (x) dx  0
a

b a
 f (x) dx    f (x) dx
a b

b b
 k f (x) dx  k  f (x) dx
a a

b b b
 [ f (x)  g (x) ] dx   f (x) dx   g (x) dx
a a a

b c b
 f (x) dx   f (x) dx  
a a c
f ( x ) dx

95
 Examples
3 9 3 2 4 37
If  x dx  , 0 x dx  9 , and 3 x dx  , then
2
0 2 3
3 3
A)  4 x dx  4  x dx  4 (9)  36
2 2
0 0
3 3 3
 (3 x
 2x ) dx  3  x dx  2  x dx 
2 2
B) 0 0 0
9
3 (9)  2 ( )  18
2
3 4 37
C)
4 x dx   3 x dx   3
2 2

4
D) 4 x dx  0
2

4 3 4 37
F)  3 x dx  3  x dx  3  x dx  3 9  3   64
2 2 2
0 0 3 3
96
2.2.4. Fundamental Theorem of Calculus
If f is a continuous function on the closed interval
[a, b] and F is any antiderivative of f, then
b
a
f ( x ) dx  F( x ) ba  F(b )  F(a )

By the fundamental theorem we can evaluate

b
 f (x) dx
a

Easily and exactly. We simply calculate

F (b )  F (a )

97
 Example 1
3
 5 dx
1

3 3
 5 dx  5x
1 x 1
 5 · 3 – 5 · 1 = 15 – 5 = 10

Make a drawing to confirm your answer.

0x4

-1y6

98
 Example 2

3
 x dx
1
2
3
x dx  x 3 9 1

1   4
2 x 1 2 2
Make a drawing to confirm your answer.

0x4

-1y4

99
 Example 3

3
3 x
1. 0 x 2 dx  3
x 0
 9-0= 9
3

0x4

- 2  y  10

100
 Example 4

1 2x Let u = 2x 1 1 2x
2. 
1 e dx  1 e 2 dx 
du = 2 dx 2
1 1 u u 2x
e 1 e 1
 1 e du  x  1
 x  1

2 2 2
e2 e 2
  3.6268604
2 2

101
 Example 5

2 1 2
3. 1 dx ln x
x x 1

= ln 2 – ln 1 = ln 2
= 0.69314718

102
 Examples 6

3  2 2x 1 This is a combination
4. 1 x  e   dx of the previous three
 x problems
3 2x
x e 3
  ln x x 1

3 2
= 9 + (e 6)/2 + ln 3 – 1/3 – (e2)/2 – ln 1

= 207.78515

103
 Examples 7

2 2
5 x Let u = x + 4 1
3
5 3 x
5. 0 dx  
0 3
dx 
3 du = 3x dx 3 x 4
x 4 2

3
1 51 ln u 5 ln ( x  4) 5
0 du  x 0
 x 0

3 u 3 3
(ln 129)/3 – (ln 4)/3 = 1.1578393

104
 Examples 7 REVISITED

2
5 x Let u = x3 + 4
5. 0
3
dx 
x 4 du = 3x2 dx

1 5 3x 2 1 51 ln u 5
0 3 dx  0 du  x  0

3 x 4 3 u 3
At this point instead of substituting for u we can
replace the x value in terms of u. If x = 0 then u = 4 and
if x = 5, then u = 129.
ln u 129
 (ln 129)/3 – (ln 4)/3 = 1.1578393
3 u 4

105
 Numerical Integration on a Graphing
Calculator
Use some of the examples from above.

3. 2
1
1 dx
x 0x3
-1y
2 3
5 x
5. 0 dx
x3  4
-1  x 
6 y
- 0.2
0.5
106
 Example 8

From past records a management services determined

that the rate of increase in maintenance cost for an
apartment building (in dollars per year) is given by
M ’ (x) = 90x 2 + 5,000 where x is the total accumulated
cost of maintenance for x years.
Write a definite integral that will give the total
maintenance cost from the end of the third year to the
end of the seventh year. Evaluate the integral.
7 7

3
2
90 x  5,000 dx  30 x 3 + 5,000x | x 3

= 10,290 + 35,000 – 810 – 15,000

= $29,480 107
 Using Definite Integrals for
Average Values
Average Value of a Continuous Function f over
[a, b].
1 b
a f ( x ) dx
b a
Note this is the area under the curve divided by
the width. Hence, the result is the average height
or average value.

108
 Example

• The total cost (in dollars) of printing x

dictionaries is C (x) = 20,000 + 10x
a. Find the average cost per unit if 1000
dictionaries are produced
C ( x)
Note that the average cost is C ( x )  .
x
20000
C ( x)   10
x
20000
C (1000)   10  30
1000
109
 Example - continued

The total cost (in dollars) of printing x dictionaries is

C (x) = 20,000 + 10x
b. Find the average value of the cost function over
the interval [0, 1000]
1 b 1 1000

b a

a
f ( x ) dx 
1000  0
(20000  10 x) dx
1 1000
( 20000x  5x 2 ) 
1000 x 0

20,000 + 5,000 = 25,000

110
 Example - continued

• The total cost (in dollars) of printing x dictionaries

is C (x) = 20,000 + 10x
c. Write a description of the difference
between part a and part b
From part a the average cost is $30.00
From part b the average value of the cost is $25,000.
The average cost per dictionary of making 1,000
dictionaries is $30. The average total cost of making
between 0 and 1,000 dictionaries is $25,000.

111
 2.2.5. Integration by Parts
Integration by parts is based on the product formula
for derivatives: d  f ( x) g ( x)   f ( x ) g' ( x)  g ( x) f ' ( x)
dx
We rearrange the above equation to get:
d
f ( x ) g' ( x )   f ( x ) g ( x )   g ( x ) f ' ( x )
dx
And integrating both sides yields:
d
f ( x ) g' ( x )    f ( x ) g ( x )   g ( x ) f ' ( x )
dx
Which reduces to:

f ( x ) g' ( x )  f ( x ) g ( x )  g ( x ) f ' ( x )
112
 Integration by Parts Formula
• If we let u = f (x) and v = g (x) in the preceding
formula the equation transforms into a more
convenient form:

Integration by Parts Formula

u dv  u v  v du

• The goal is to change the integral from u dv to

 v du and have the second
integral be easier than the first.
113
 Integration by Parts Formula
u dv  u v  v du
• This method is useful when the integral on the left
side is difficult and changing it into the integral
on the right side makes it easier.
• Remember, we can easily check our results by
differentiating our answers to get the original
integrals.

• Let’s look at an example.

114
 Example
u dv  u v  v du
Consider x e dx x

Our previous method of substitution does not work.

Examining the left side of the integration by parts
formula yields two possibilities.
Option 1 Option 2
u dv u dv

x e dx
x
 e x
x dx

Let’s try option 1.

115
 Example - continued
u dv  u v  v du
x e x
dx
We have decided to let u = x and dv = e x dx, (Note: du =
dx and v = e x), yielding
x e dx  x e  e dx
x x x

Which is easy to integrate

= x ex – ex + C
As mentioned this is easy to check by differentiating.
d
x e x – e x  C  x e x  e x  e x  x e x
dx
116
 Selecting u and dv
u dv  u v  v du
1. The product u dv must equal the original integrand.
2. It must be possible to integrate dv by one of our
known methods.
3. The new integral v du should not be more
involved than the original integral u dv .
4. For integrals involving x p e ax , try
u = x p and dv = e ax dx
5. For integrals involving x p (ln x) q , try
u = (ln x) q and dv = x p dx
117
 Example 2
 ln x dx
x u dv  u v  v du
3

Let u = ln x and dv = x 3 dx, yielding

du = 1/x dx and v = x 4/4, and the integral is
x 4
x 1 4

x ln x dx  ln x   dx
3

4 4 x
Which when integrated is:
x4 x4
 ln x  C
Check by differentiating. 4 16
d  x4 x4  x 1
4
4 x 3

 ln x –  C   x 3 ln x   x 3 ln x
dx  4 16  4 x 16
118