BQT 133-Business Mathematics Teaching Module CHAPTER 5 : INTEGRAL CALCULUS 5.1 INTRODUCTION Integration is the reverse process of differentiation. For that reason, it is also known as anti-derivative which means that if given derivative of a function we can work backwards to find the function from which it is derived. For example: If d F ( x) f ( x) , then F(x) is the anti-derivative of f(x) and the dx process of finding F(x) is called integration. It is written as f ( x)dx F ( x) c , where the symbol f ( x)dx is the integral of f(x), f(x) is called the integrand and c is the constant of integration. Definition 5.1 : Anti Derivatives Given a function f(x) an antiderivative of f(x) is any function F(x) such that F ( x) f ( x) Beside F(x), c is also part of the product of the integration because of the explanation given below: d 3 ( x 1) 3 x 2 dx d (ii) ( x 3 1) 3x 2 dx (i) From (i) and (ii) we can conclude that the functions F ( x) x 3 1 and F ( x) x 3 1 are both anti-derivatives of f ( x) 3x 2 . In that case, we can also conclude that the function F ( x) x 3 plus any constant (positive or negative), can also be the anti-derivatives of the function f ( x) 3x 2 . Therefore, if we replace this constant with the letter c, then, we can say that F ( x) x 3 c is the anti-derivative of f ( x) 3x 2 . Hence, the anti-derivative is written as 2 3 3x dx x c and this integral is known as indefinite integral because of __________________________________________________________________ © Universiti Malaysia Perlis 2009 81898397 BQT 133 the indefinite value of c. The value of c could be determined if the corresponding values of x and y are given. Definition 5.2 : Indefinite Integral If F(x) is any anti-derivative of f(x) then the most general anti-derivative of f(x) is called an indefinite integral and denoted, f ( x)dx F ( x) c , c is any constant In this definition is called the integral symbol, f(x) is called the integrand, x is called the integration variable and the “c” is called the constant of integration. Derivative Formula Equivalent Integral Formula 2xdx x c e dx e c d 2 x 2x dx d x e ex dx 2 x x The result of this discussion and information on differentiation (see Chapter 2) is summarized in Table 3.1 which shows the relationship between derivative and indefinite integral formulas for some elementary functions. Table 5.1: Derivative and Integral Formulas of Elementary Functions Like differentiation, integration has many practical applications. The obvious are, for examples, in kinematics, estimating populations growth, measuring the arc length, surface area, volume of solid and center of gravity. 5.2 STANDARD INTEGRAL f (x) xn 1 a ex f ( x) dx x n 1 C , n 1 n 1 xC ax C e x +C __________________________________________________________________2 © Universiti Malaysia Perlis 2009 81898397 BQT 133 ax ax C ln a 1 x ln x C From the above table , we can use this basic function to solve the integral of polynomial function, integral of exponential functions, integral of logarithmic functions and integral of trigonometric functions. 5.3 INDEFINITE INTEGRALS In this section we shall prove two basic properties of indefinite integrals. The basic properties of indefinite integrals are stated in the following theorem. Theorem 5.1: Basic Properties of Indefinite Integrals 1. The constant factor k can be taken out from an integral, that is kdx k f ( x)dx , 2. where k is a constant The integral of a sum or differences equals the sum or difference of the integrals, that is f ( x) g ( x) dx f ( x)dx g ( x)dx 5.3.1 Integral of Polynomial Functions Properties of the Integral of Polynomial Functions x n 1 c n 1 1. n x dx 2. kdx kx c , (General form) where k is any number Example 5.1 Determine the following integrals: (a) x 7 dx (b) 2 x 8 dx (c) 1 x 6 dx (d) 3x dx Solutions: __________________________________________________________________3 © Universiti Malaysia Perlis 2009 81898397 (a) x 7 dx BQT 133 x 7 1 x8 c c 7 1 8 2 x 81 2 x 7 c c 8 1 7 1 x 61 x 5 (c) 6 dx x 6 dx c c 6 1 5 x (b) 2 x 8 dx 2 x 8 dx (d) 3x dx 3 x dx 3 x 12 1 1 2 3 2 3 x x 2 3 2 3 c 3 c x c 1 3 3 1 2 2 Exercise 5.1: (a) 4 (b) x dx 1 6 x2 1 (c) 3 2 dx x dx 2 3 (d) 3x dx Example 5.2 Determine the following integrals: (a) (2 x 5 x 3 4 x 2 )dx (b) (3x 5) 2 dx 2x 1 (d) 4 dx 2 2 (c) 3x dx x x Solutions: (a) (2 x 5 x 3 4 x 2 )dx 2 xdx 5 x dx 4 x dx 2 xdx 5 x 3 dx 4 x 2 dx 3 2 x2 2 2 x4 x3 5 4 c 4 3 5 4 x2 x4 x3 c 4 3 (b) (3x 5) 2 dx (9 x 2 30 x 25)dx __________________________________________________________________4 © Universiti Malaysia Perlis 2009 81898397 BQT 133 9 x 2 dx 30 xdx 25dx 9 x 2 dx 30 xdx 25 1dx x3 x2 9 30 25( x) c 3 2 3x 3 15 x 2 25 x c (c) 2 2 3x dx x 4 9 x 2 12 2 dx x 9 x 2 dx 12dx 4 dx x2 9 x 2 dx 12 1dx 4 x 2 dx x3 x 1 9 12 x 4 3 1 4 3 x 3 12 x x (d) 2x 1 dx x4 2x 1 4 dx 4 dx x x 2 x 3 dx x 4 dx x 2 x 3 2 2 3 1 1 2 3 x 3x Exercise 5.2: (a) (4 x 3) 2 x dx (b) (3x 2) 3 3 x2 dx __________________________________________________________________5 © Universiti Malaysia Perlis 2009 81898397 BQT 133 5.3.2 Integral of Exponential Functions Formula of the Integral of Exponential Functions 1. e 2. 3. e x dx e x c e axb dx u (Integral of Natural Exponential Function) e axb c ; where a any number a du e u c g ( x)(e or g ( x) )dx e g ( x ) c (by using Substitution Rule) Example 5.3 Solve the following integrals: (a) e 2 x dx (b) e 2 x 3 dx (d) e 2x 2 e 2 x dx (e) e 2x (c) e (f) e 2 3 dx 5x x e 3 x dx e 3 x dx Solutions: (a) e 2 x dx e2x c 2 (b) e 2 x 3 dx (c) e (d) e 5x 2x e 2 x 3 c 2 e 3 x dx e 5 x dx e 3 x dx e 5 x e 3 x e 5 x e 3 x c c 5 3 5 3 2 e 2 x dx e 4 x 2 e 4 x dx e 4 x dx 2dx e 4 x dx e 4 x e4x 2 x 4 4 c e4x e 4 x 2x c 4 4 __________________________________________________________________6 © Universiti Malaysia Perlis 2009 81898397 (e) e 2x BQT 133 2 3 dx e e 4x 4x dx 4x 6e 2 x 9 dx 6e 2x dx 9dx 2x e 6e 9x c 4 2 e4x 3e 2 x 9 x c 4 (f) e x e 3 x dx e 4 x dx e4x c 4 Exercise 5.3 (a) e5x dx e2x (b) e 4 x e8x dx e2x (c) e 2x e5x dx e9x 5.3.3 Integral of Logarithmic Functions Formula of Integral of Logarithmic Functions 1. 2. 3. xdx ln x c a ax bdx ln ax b c 1 1 u du ln u c or g ( x) g ( x) dx ln( g ( x)) c (by using Substitution Rule) 4. x (a )dx ax c ln a Example 5.4 Find: (a) 1 x 3dx (b) 3 x dx (c) 7 5 xdx __________________________________________________________________7 © Universiti Malaysia Perlis 2009 81898397 BQT 133 Solutions: (a) 1 x 3dx ln x 3 c 3x (b) 3 dx c ln 3 x (c) 7 1 1 5 xdx 7 5 x dx 7 ln 5 x 1 c 7 ln 5 x c Exercise 5.4 (a) 3 2 x 3dx (b) (c) 34 x2 dx 5 dx x Many of the indefinite integrals are found by “reversing” derivative formulae. You will see what we mean if you look at the basic integral formulae for some standard functions in Table 5.2 Table 5.2: Basic Derivatives and Integral Formulae Corresponding Derivative Formula Indefinite Integral d `1dx x C [ x] 1 dx d x n 1 n x , n 1 dx n 1 x n dx = x n1 C , n 1 n 1 x dx ln x C e dx e C d 1 [ln x ] dx x d x [e ] e x dx d kx [e ] kekx dx d x [a ] a x ln a dx 1 x dx e kx C k a x dx ax C ln a e x kx 5.4 DEFINITE INTEGRALS We have learnt about the indefinite integral of f which is denoted by f ( x)dx . In this section we will discuss about the definite integral of f for continuous function on closed interval a, b, denoted by b a f ( x) dx . The definition of the definite integral is summarized in a theorem called Fundamental Theorem of Calculus. __________________________________________________________________8 © Universiti Malaysia Perlis 2009 81898397 BQT 133 Definition 5.2 : Definite Integral A definite integral is an integral b a f ( x) dx With upper and lower limits it mean f(x) continuous on closed interval [a,b] and F(x) is the anti-derivative (indefinite integral)of f(x) on [a,b] then b b (Fundamental Theorems of a f ( x) dx F ( x)a F (b) F (a) Calculus) From this definition, it is clear that the function f must be continuous on the interval a x b so that it is differentiable on the interval. The number a is the lower limit and b is the upper limit of the integration. Note that there is no constant in definite integral, therefore definite integral is always in number. This is because the constant c is eliminated as shown below. If f ( x)dx F ( x) c , where c is a constant, then f ( x) dx F ( x) b b a a F (b) c F (a) c F (b) F (a) Theorem 5.2: Basic Properties of Definite Integrals If f(x) and g(x) are continuous functions on the interval [a, b], then a (c) b (d) (e) k dx k (b a) f ( x) dx f ( x) dx (f) f ( x) g ( x) dx (a) (b) a b a a f ( x) dx 0 , if f(a) exists a f ( x) dx f ( x) dx b b kf ( x) dx k f ( x) dx a b a b c b a a c b b a a f ( x) dx , where a c b b f ( x) dx g ( x) dx a __________________________________________________________________9 © Universiti Malaysia Perlis 2009 81898397 BQT 133 Example 5.7 Solve the following integrals: 2x 1 (b) 1 4 dx x 2 (a) 1 3 x dx x 25 (d) 1 dx x 2 3 (c) 1 2 0 e 4 x e8 x dx e2x Solutions: (a) 2 1 2 2 3 x dx x 2 4 9 x 2 12 2 dx 1 x 2 2 9 x 2 dx 12dx 1 1 2 1 2 2 4 dx x2 2 9 x 2 dx 12 1dx 4 x 2 dx 1 1 1 2 4 3 x 3 12( x) (3(8) 12(2) 2) (3 12 4) 11 x1 (b) 2x 1 dx 1 x4 3 2x 3 1 4 dx 4 dx 1 x 1 x 3 3 3 2 x 3 dx x 4 dx 1 1 3 3 x 2 x 3 2 2 1 3 1 3 1 1 98 1 1 1 2 3 1 3 81 3 x 1 9 81 x (c) 1 2 0 e 4 x e8 x dx e2x 1 2 e 0 2x e 6 x dx 10 __________________________________________________________________ © Universiti Malaysia Perlis 2009 81898397 BQT 133 1 e2x e6x 2 6 0 2 1 2 1 1 6 1 1 2 ( 0 ) 1 6 ( 0 ) e 2 e 2 e e 2 2 6 6 1 1 1 1 e e3 2 6 2 6 1 1 2 e e3 2 6 3 (d) 2 1 21 5 2 dx 5 5 ln x1 (5 ln 2) (5 ln 1) 3.4657 0 3.4657 1 x x 5.5 TECHNIQUES OF INTEGRATION In Section 5.3 and 5.4 we learned how to integrate elementary functions using integral formulas. Many integration problem which we encounter in the fields of science and engineering are not expressed in such standard forms. Hence, we need some methods to convert the given integrals to elementary forms before carrying out the integrations. In this section we discuss some techniques of integration. These is integration by substitution We shall discuss each of these methods extensively by solving examples. 5.5.1 Integration by Substitution This method is the first to be considered, whenever we try to obtain any integral. The purpose of this method is to change the integrand into an expression of basic integral forms. In principle, the process of integration by substitution can be done through five steps as follows: Step 1: Make appropriate choice of u, let u g (x) Step 2: Obtain Step 3: Substitute du g ' ( x) dx 11 __________________________________________________________________ © Universiti Malaysia Perlis 2009 81898397 BQT 133 u g (x) , du g ' ( x)dx After this stage, the whole integral must be in terms of u. This means no more term in x can remain. If this step fails, we need to make another appropriate choice of u. Step 4: Evaluate the integral obtained in terms of u. Step 5: of x. Substitute u with g(x), so that the final answer will be in terms Some integral forms that can be evaluated using integration by substitution, are (i) f (ax b) (ii) (iii) f ( x) f ' ( x) dx f ' ( x) dx f ( x) dx We shall illustrate each case above with examples. (i) Function of a Linear Function of x We are very required to integrate functions like those in standard list, but where x is replaced by a linear function of x, e.g. (5x 4) 6 dx , which is very much x 6 dx except that x is replaced by (5 x 4) . If we put u to stand for (5 x 4) , the integral becomes u 6 dx and therefore we can complete the operation, we must change the variables, thus: u Now 6 dx u 6 dx du du dx du 5 , therefore can be found from substitution u (5 x 4) for du dx dx 1 and the integral becomes: du 5 12 __________________________________________________________________ © Universiti Malaysia Perlis 2009 81898397 BQT 133 u 6 dx u 6 dx 1 6 1 u7 1 du u 6 du u du c du 5 5 7 5 Finally, we must express u in terms of the original variables, x, so that: (5 x 4) 7 (5 x 4) 7 (5 x 4) dx c c 57 35 6 Example 5.8 Evaluate the following integrals by using the substitution u 4x 1. (a) (4 x 1) dx (b) (4 x 1) 2 dx Solutions: du 1 4 du dx . Substituting u and du give us dx 4 1 (4 x 1) dx 4 u du 1 u2 c 8 1 (4 x 1) 2 c 8 (a) If u 4x 1, then Remarks By integrating directly will get (4 x 1) dx 4x 2 x c 2x 2 x c 2 Both answer are actually the same, because 1 1 (4 x 1) 2 c (16 x 2 8 x 1) c 8 8 1 2x 2 x c 8 2x 2 x C, (b) If u 4x 1, then (4 x 1) where C 1 c 8 du 1 4 du dx . Substituting u and du give us dx 4 2 1 2 u du 4 1 u3 c 12 1 (4 x 1) 3 c 12 dx Remarks 13 __________________________________________________________________ © Universiti Malaysia Perlis 2009 81898397 BQT 133 By integrating directly will get 2 (4 x 1) dx (16 x 8x 1) dx 16 x 3 4x 2 x C 3 Which is equivalent to the previous because 1 1 (4 x 1) 3 c (64 x 3 48 x 2 12 x 1) c 12 12 16 3 1 x 4x 2 x c 3 12 16 x 3 4x 2 x C, 3 where C 1 c 12 Example 5.9 Evaluate the following integrals. c ax b dx 1 (e) dx 4x 3 (b) e 4 x dx (a) 5 (c) (10 x 9) 2 dx (d) 35 x dx Solutions: du 1 a du dx dx a c 1 1 ax b dx c u a du c 1 du a u c c ln u c ln ax b c a a (a) If u ax b , then (b) If u 4 x , then e 4x du 1 4 du dx dx 4 1 dx e u du 4 1 u e du 4 1 eu c 4 1 4x e c 4 14 __________________________________________________________________ © Universiti Malaysia Perlis 2009 81898397 BQT 133 du 1 10 du dx dx 10 5 5 1 (10 x 9) 2 dx u 2 10 du 5 1 u 2 du 10 (c) If u 10x 9 , then 5 1 2 1 u c 10 5 1 2 7 1 u2 c 35 7 1 (10 x 9) 2 c 35 (d) If u 5x , then 3 5x du 1 5 du dx dx 5 1 dx 3u du 5 1 u 3 du 5 1 3u c 5 ln 3 35 x c 5 ln 3 (e) If u 4x 3 , then 1 4x 3 du 1 4 du dx dx 4 1 1 dx du u 4 1 1 1 ln( 4 x 3) du ln u c c 4 u 4 4 Exercise 5.9: (a) e 3 x 5 dx (b) sec 2 (3x 1) dx (c) cos(1 4 x) dx 15 __________________________________________________________________ © Universiti Malaysia Perlis 2009 81898397 BQT 133 (ii) Integral of the form Consider the integral f ' ( x) dx f ( x) x 2 2x 3 dx . This is not one of our standard 3x 5 integrals, so how shall we tackle it? This is an example of a type of integral which is very easy to deal with but which depends largely on how keen your wits are. You will notice that if we differentiate the denominator, we obtain the expression in the numerator. So, let u stand for the denominator, i.e. u x 2 3x 5 . du 2x 3 dx du (2 x 3)dx The given integral can then be written in terms of u: x 2 2x 3 1 dx du ln u c u 3x 5 If we now put back what u stands for in terms of x, we get x 2 2x 3 dx ln( x 2 3x 5) c 3x 5 Example 5.10 Evaluate the following indefinite integrals by using the substitution method. 2x 3 (a) 2 dx x 3x 2 x (b) 2 dx x 4 12 x 2 16 (c) 3 dx x 4x Solutions: (a) If u x 2 3x 2 , then x 2 du 2 x 3 du (2 x 3)dx dx 2x 3 1 dx du ln u c ln( x 2 3x 2) c u 3x 2 (b) If u x 2 4 , then du 1 2 x du xdx dx 2 16 __________________________________________________________________ © Universiti Malaysia Perlis 2009 81898397 x 2 BQT 133 x 1 1 dx du u 2 4 1 1 du 2 u 1 ln u c 2 1 ln( x 2 4) c 2 du 3x 2 4 du (3x 2 4)dx dx 12 x 2 16 4(3x 2 4) dx x 3 4x x 3 4x dx 1 4 du u 4 ln u c (c) If u x 3 4 x , then 4 ln( x 3 4 x) c Exercise 5.10: x (a) (iii) 2 x3 dx 6x 2 Integral of the form f ( x) f ' ( x) dx Example 5.11 Evaluate the following integrals. (b) e x (e x 1) 3 dx (c) (a) 4 x(2 x 2 3) 6 dx (d) ln x dx x (e) 2 x( x 2) 5 dx x ln x dx Solutions: (a) If u 2 x 2 3 , then 4 x( 2 x 2 du 4 x du 4 x dx dx 3) 6 dx u 6 du 17 __________________________________________________________________ © Universiti Malaysia Perlis 2009 81898397 BQT 133 du e x du e x dx dx (b) If u e x 1 , then e (e x x u7 1 c (2 x 2 3)7 c 7 7 1) 3 dx u 3 du u4 c 4 1 (e x 1) 4 c 4 du 1 1 du dx dx x x ln x 1 dx ln x dx x x (c) If u ln x , then u du u2 c 2 1 (ln x) 2 c 2 du 1 1 du dx dx x x dx 1 1 dx x ln x ln x x 1 du u ln u c ln(ln x) c (d) If u ln x , then (e) If u x 2 , then 2x( x 2) 5 du 1 du dx . Also x u 2 dx (2u 4)u du (2u 4u )du dx 2(u 2)u 5 du 5 6 5 18 __________________________________________________________________ © Universiti Malaysia Perlis 2009 81898397 BQT 133 2u 7 4u 6 c 7 6 2u 7 2u 6 c 7 3 2u 6 2( x 2) 6 3( x 2) 7 c (3u 7) c 21 21 Exercise 5.11: Evaluate the following integrals. 2 (a) xe x dx (b) x 3x 2 dx 19 __________________________________________________________________ © Universiti Malaysia Perlis 2009 81898397 5.6 BQT 133 APPLICATION OF INTEGRATION 5.6.1 Consumer’s Surplus and Supplier’s Surplus Suppose that there are eight people in a store wanting to buy a can of chili and that the price of the chili is not marked. Each person pays as much as he or she is willing to pay. One person pays RM 6. Another pays RM5.50. The third pays RM5, the forth RM4.50, the fifth RM4, the sixth RM3, the seventh RM2 and the eighth RM1. The store collects 6+5.50+5+4.50+4+3+2+1 = RM31. If the store had marked a price of RM1, then all eight would have paid RM1 and the store would have only collected RM8, a reduction of RM23. In other words, sales worth RM31 to the consumers would have been purchased for RM8. The difference is called the consumer surplus. It is the difference between what consumers are willing to pay for a product or service and what they actually do pay. The consumer surplus represents the total savings to consumers who are willing to pay more than price for the product. The supplier’s surplus measures the difference between the amount of money a supplier is willing to accept at a given price for a product and the amount the supplier actually does receive. Definition 5.3 The consumer’s surplus at a price level of p is q Consumer surplus (CS) D x dx pq 0 Where D x is demand function and pq is the revenue. Definition 5.4 The supplier’s surplus at a price level of p is q Supplier surplus (SS) pq S x dx 0 Where S x is supply function and pq is the revenue. 20 __________________________________________________________________ © Universiti Malaysia Perlis 2009 81898397 BQT 133 Example 5.12 Find the consumer’s surplus for the given function and quantity (a) D( x) 0.01x 2 x 20, q 15 .Answer:RM135 20 x 40 (b) D( x) 2 , q 12 .Answer:RM19.70 x 4x 5 Example 5.13 Find the supplier’s surplus for S ( x) 0.05x 2 x 10, q 20 . Answer RM466.67. Example 5.14 Find the equilibrium point, consumer surplus and supplier surplus for the given supply and demand function. D x x 107.5 and S x 0.02 x 2 2 x 20 Answers Equilibrium point=25 CS=RM312.50 SS=RM833.33 21 __________________________________________________________________ © Universiti Malaysia Perlis 2009
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