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INTRODUCTORY MATHEMATICAL INTRODUCTORY MATHEMATICAL ANALYSISANALYSISFor Business, Economics, and the Life and Social Sciences
2007 Pearson Education Asia
Chapter 14 Chapter 14 IntegrationIntegration
2007 Pearson Education Asia
INTRODUCTORY MATHEMATICAL ANALYSIS
0. Review of Algebra
1. Applications and More Algebra
2. Functions and Graphs
3. Lines, Parabolas, and Systems
4. Exponential and Logarithmic Functions
5. Mathematics of Finance
6. Matrix Algebra
7. Linear Programming
8. Introduction to Probability and Statistics
2007 Pearson Education Asia
9. Additional Topics in Probability10. Limits and Continuity11. Differentiation12. Additional Differentiation Topics13. Curve Sketching
14. Integration15. Methods and Applications of Integration16. Continuous Random Variables17. Multivariable Calculus
INTRODUCTORY MATHEMATICAL ANALYSIS
2007 Pearson Education Asia
• To define the differential.
• To define the anti-derivative and the indefinite integral.
• To evaluate constants of integration.
• To apply the formulas for .
• To handle more challenging integration problems.
• To evaluate simple definite integrals.
• To apply Fundamental Theorem of Integral Calculus.
Chapter 14: Integration
Chapter ObjectivesChapter Objectives
duu
dueduu nn 1 and ,
2007 Pearson Education Asia
• To use Trapezoidal rule or Simpson’s rule.
• To use definite integral to find the area of the region.
• To find the area of a region bounded by two or more curves.
• To develop concepts of consumers’ surplus and producers’ surplus.
Chapter 14: Integration Chapter Objectives
2007 Pearson Education Asia
Differentials
The Indefinite Integral
Integration with Initial Conditions
More Integration Formulas
Techniques of Integration
The Definite Integral
The Fundamental Theorem of Integral Calculus
14.1)
14.2)
14.3)
Chapter 14: Integration
Chapter OutlineChapter Outline
14.4)
14.5)
14.6)
14.7)
2007 Pearson Education Asia
Approximate Integration
Area
Area between Curves
Consumers’ and Producers’ Surplus
14.8)
14.9)
14.10)
Chapter 14: Integration
Chapter OutlineChapter Outline
14.11)
2007 Pearson Education Asia
Chapter 14: Integration
14.1 Differentials14.1 Differentials
Example 1 – Computing a Differential
• The differential of y, denoted dy or d(f(x)), is given by dxxfdyxxfdy ''
Find the differential of and evaluate it when x = 1 and ∆x = 0.04.Solution: The differential is
When x = 1 and ∆x = 0.04,
432 23 xxxy
xxxxxxxdxddy 343432 223
08.004.031413 2 dy
2007 Pearson Education Asia
Chapter 14: Integration14.1 Differentials
Example 3 - Using the Differential to Estimate a Change in a QuantityA governmental health agency examined the records of a group of individuals who were hospitalized with a particular illness. It was found that the total proportion P that are discharged at the end of t days of hospitalization is given by
Use differentials to approximate the change in the proportion discharged if t changes from 300 to 305.
3
230030031
ttPP
2007 Pearson Education Asia
Chapter 14: Integration14.1 DifferentialsExample 3 - Using the Differential to Estimate a Change in a Quantity
Example 5 - Finding dp/dq from dq/dp
Solution: We approximate ∆P by dP,
dtt
dtt
tPdPP 4
3
2 3003003
3003003'
Solution:
.2500 if Find 2pqdqdp
pp
dpdqdq
dpp
pdpdq 2
2
25001
2500
2007 Pearson Education Asia
Chapter 14: Integration
14.2 The Infinite Integral14.2 The Infinite Integral• An antiderivative of a function f is a function F
such that .
In differential notation, .
• Integration states that
• Basic Integration
Properties:
xfxF '
dxxfdF
xfxFCxFdxxf 'only if
2007 Pearson Education Asia
Chapter 14: Integration14.2 The Infinite Integral
Example 1 - Finding an Indefinite Integral
Example 3 - Indefinite Integral of a Constant Times a Function
Example 5 - Finding Indefinite Integrals
Find .Solution:
dx5Cxdx 55
Find .Solution:
dxx7Cxdxx 2
772
CtCtdxtdxt
22/1
1 a.2/1
2/1
Cx
Cxdxx
2
13
3 121
1361
61 b.
2007 Pearson Education Asia
Find .
Solution:
Chapter 14: Integration14.2 The Infinite Integral
Example 7 - Indefinite Integral of a Sum and Difference
dxexx x 11072 35 4
Cexx
Cxexx
dxexx
x
x
x
1047
910
104
75/9
2
11072
45/9
45/9
35 4
2007 Pearson Education Asia
Find
Solution:
Chapter 14: Integration14.2 The Infinite Integral
Example 9 - Using Algebraic Manipulation to Find an Indefinite Integral
dxxx
6
312 a.
dxx
x
2
3 1 b.
Cxxx
Cxxx
dxxx
2125
9
32
53
261
6312 a.
23
23
Cx
x
dxxx
dxx
x
12
1 b.
2
2
2
3
2007 Pearson Education Asia
Chapter 14: Integration
14.3 Integration with Initial Conditions14.3 Integration with Initial Conditions
Example 1 - Initial-Condition Problem
• Use initial conditions to find the constant, C.
If y is a function of x such that y’ = 8x − 4 and y(2) = 5, find y.Solution: We find the integral,
Using the condition,
The equation is
CxxCxxdxxy 4442
848 22
3
24245 2
CC
344 2 xxy
2007 Pearson Education Asia
Chapter 14: Integration
14.3 Integration with Initial Conditions Example 3 - Income and EducationFor a particular urban group, sociologists studied the current average yearly income y (in dollars) that a person can expect to receive with x years of education before seeking regular employment. They estimated that the rate at which income changes with respect to education is given by
where y = 28,720 when x = 9. Find y.
164 100 2/3 xxdxdy
2007 Pearson Education Asia
Chapter 14: Integration14.3 Integration with Initial Conditions Example 3 - Income and Education
Solution: We have
When x = 9,
Therefore,
Cxdxxy 2/52/3 40100
000,19
940720,28 2/5
CC
000,1940 2/5 xy
2007 Pearson Education Asia
Chapter 14: Integration
14.3 Integration with Initial Conditions Example 5 - Finding Cost from Marginal CostIn the manufacture of a product, fixed costs per week are $4000. (Fixed costs are costs, such as rent and insurance, that remain constant at all levels of production during a given time period.) If the marginal-cost function is
where c is the total cost (in dollars) of producing q pounds of product per week, find the cost of producing 10,000 lb in 1 week.
2.02500200000010 2 qq..dqdc
2007 Pearson Education Asia
Chapter 14: Integration
14.3 Integration with Initial Conditions Example 5 - Finding Cost from Marginal Cost
Solution: The total cost c is
When q = 0, c = 4000.Cost of 10,000 lb in one week,
Cqqq.
dqqq..qc
2.0
225
3002.00000010
2.0250020000001023
2
67.5416$10000
40002.02
253
0020000001023
c
qqq..qc
2007 Pearson Education Asia
Chapter 14: Integration
14.4 More Integration Formulas14.4 More Integration Formulas
Power Rule for Integration
Integrating Natural Exponential Functions
Integrals Involving Logarithmic Functions
1 if 1
1
nCnudxu
nn
Cedue uu
0 for ln1 xCxdx
x
2007 Pearson Education Asia
Chapter 14: Integration14.4 More Integration Formulas Basic Integration Formulas
2007 Pearson Education Asia
Chapter 14: Integration14.4 More Integration Formulas Example 1 - Applying the Power Rule for Integration
Find the integral of
Solution:
CxCuduudxx
211
211 a.
21212020
dxx20
1 a.
dxxx 332 73 b.
CxCuduudxxx
47
473
4343332
dxxduxu 23 37 Let b.
2007 Pearson Education Asia
Chapter 14: Integration14.4 More Integration Formulas Example 3 - Adjusting for du
Find
Solution:
CyCydyya. 3/433/4
33
463
3/466
dxxx
xxb.
424
3
73
32
dxxxduxxu 6473 Let 324
Cxx
Cuduu
324
34
736
132
12
dyya. 3 6 dxxx
xxb.
424
3
73
32
2007 Pearson Education Asia
Chapter 14: Integration14.4 More Integration Formulas Example 5 - Integrals Involving Exponential FunctionsFindSolution:
dxxex2 a.
xdxduxu 2 Let a. 2
dxex xx 32 3
1 b.
Cedue
xdxedxxexu
xx
2
2
22
dxxduxxu 333 Let b. 23
Ce
Cduedxex
xx
uxx
3
32
3
3
31311
2007 Pearson Education Asia
Chapter 14: Integration14.4 More Integration Formulas Example 7 - Integrals Involving Exponential FunctionsFind
Solution:
.73
3224
3
dxxx
xx
dxxxduxxu 6473 Let 324
Cxx
CxxCudxxx
xx
73ln21
73ln21ln
21
7332
24
2424
3
2007 Pearson Education Asia
Chapter 14: Integration
14.5 Techniques of Integration14.5 Techniques of IntegrationExample 1 - Preliminary Division before Integration
Find
Cxxdxx
xdxx
xx
ln
21 a.
2
2
3
Cxxx
dxx
xxdxx
xxx
12ln21
23
121
12132 b.
23
223
2007 Pearson Education Asia
Chapter 14: Integration14.5 Techniques of Integration
Example 3 - An Integral Involving bu
FindSolution:
.23 dxx
dxduxu 2ln32ln Let
CCe
Ceduedxedx
xx
uuxx
332ln
32ln3
22ln
12ln
1
2ln1
2ln12
• General formula for integrating bu is
Cbb
dub uu ln1
2007 Pearson Education Asia
Chapter 14: Integration
14.6 The Definite Integral14.6 The Definite Integral
Example 1 - Computing an Area by Using Right-Hand Endpoints
• For area under the graph from limit a b,
• x is called the variable of integration and f (x) is the integrand.
dxxfb
a
Find the area of the region in the first quadrant bounded by f(x) = 4 − x2 and the lines x = 0 and y = 0.Solution: Since the length of [0, 2] is 2, ∆x = 2/n.
2007 Pearson Education Asia
Chapter 14: Integration14.6 The Definite IntegralExample 1 - Computing an Area by Using Right-Hand Endpoints
Summing the areas, we get
We take the limit of Sn as n→∞:
Hence, the area of the region is 16/3.
23
1
2
1
121348
612188
2242
nnnnnn
nn
n
nnkfx
nkfS
n
k
n
kn
3
16388121
348limlim 2
n
nnSnnn
2007 Pearson Education Asia
Chapter 14: Integration14.6 The Definite Integral
Example 3 - Integrating a Function over an IntervalIntegrate f (x) = x − 5 from x = 0 to x = 3.
Solution:
15112915
21933
1
nnn
nnkfS
n
kn
221
291511
29limlim5
3
0
nSdxx
nnn
2007 Pearson Education Asia
Chapter 14: Integration
14.7 The Fundamental Theorem of 14.7 The Fundamental Theorem of Integral CalculusIntegral Calculus
Fundamental Theorem of Integral Calculus
• If f is continuous on the interval [a, b] and F is any antiderivative of f on [a, b], then
Properties of the Definite Integral
• If a > b, then
• If limits are equal,
aFbFdxxfb
a
a
b
b
a
dxxfdxxf
0b
a
dxxf
2007 Pearson Education Asia
Chapter 14: Integration14.7 The Fundamental Theorem of Integral Calculus
Properties of the Definite Integral1. is the area bounded by the graph f(x).
2.
3.
4.
5.
b
a
dxxf
constant. a is where kdxxfkdxxkfb
a
b
a
b
a
b
a
b
a
dxxgdxxfdxxgxf
b
a
b
a
dttfdxxf
c
b
b
a
c
a
dxxfdxxfdxxf
2007 Pearson Education Asia
Chapter 14: Integration14.7 The Fundamental Theorem of Integral Calculus
Example 1 - Applying the Fundamental Theorem
Find
Solution:
.633
1
2
dxxx
48
1621136
233
62
63
23
23
3
1
23
3
1
2
xxxdxxx
2007 Pearson Education Asia
Chapter 14: Integration14.7 The Fundamental Theorem of Integral Calculus
Example 3 - Evaluating Definite IntegralsFind
Solution:
2
1
323/1 14 a. dxttt
8
585262581123
41
21414 a.
3443/4
2
1
2/12
34
3/42
1
323/1
ttdxttt
131
31
31 b. 3031
03
1
0
3
eeeedte tt
1
0
3 b. dte t
2007 Pearson Education Asia
Chapter 14: Integration14.7 The Fundamental Theorem of Integral Calculus
Example 5 - Finding a Change in Function Values by Definite Integration
The Definite Integral of a Derivative
• The Fundamental Theorem states that afbfdxxf
a
b
'
A manufacturer’s marginal-cost function is . If production is presently set at q = 80 units per week, how much more would it cost to increase production to 100 units per week?Solution: The rate of change of c is dc/dq is
26.0 qdqdc
112020803200
23.026.08010010080
2100
80
qqdqqcc
2007 Pearson Education Asia
Chapter 14: Integration
14.8 Approximate Integration14.8 Approximate IntegrationTrapezoidal Rule
• To find the area of a trapezoidal area, we have
./ where
122222
nb-ah
bfhnafhafhafafhdxxfb
a
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Chapter 14: Integration14.8 Approximate Integration
Example 1 - Trapezoidal Rule
Use the trapezoidal rule to estimate the value of
for n = 5. Compute each term to four decimal places, and round the answer to three decimal places.
Solution: With n = 5, a = 0, and b = 1,
dxx
1
021
1
2.05
01
nabh
2007 Pearson Education Asia
Chapter 14: Integration14.8 Approximate IntegrationExample 1 - Trapezoidal Rule
Solution: The terms to be added are
Estimate for the integral is
sum
fbffhaffhaffhaffhaf
faf
8373.7 0.50001
2195.18.02424706.16.02327241.14.02229231.12.022 0000.10
784.08373.722.0
111
02
dxx
2007 Pearson Education Asia
Chapter 14: Integration14.8 Approximate Integration
Simpson’s Rule
• Approximating the graph of f by parabolic segments gives
even. is and / where
142243
nnabh
bfhnafhafhafafhdxxfb
a
2007 Pearson Education Asia
Chapter 14: Integration14.8 Approximate Integration
Example 3 - Demography
A function often used in demography (the study of births, marriages, mortality, etc., in a population) is the life-table function, denoted l. In a population having 100,000 births in any year of time, l(x) represents the number of persons who reach the age of x in any year of time. For example, if l(20) = 98,857, then the number of persons who attain age 20 in any year of time is 98,857.
2007 Pearson Education Asia
Chapter 14: Integration14.8 Approximate IntegrationExample 3 - Demography
Suppose that the function l applies to all people born over an extended period of time. It can be shown that, at any time, the expected number of persons in the population between the exact ages of x and x + m, inclusive, is given by
The following table gives values of l(x) for males and females in the United States. Approximate the number of women in the 20–35 age group by using the trapezoidal rule with n = 3.
dttlmx
x1
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Chapter 14: Integration14.8 Approximate IntegrationExample 3 - Demography
Life table:
2007 Pearson Education Asia
Chapter 14: Integration14.8 Approximate IntegrationExample 3 - Demography
Solution: We want to estimate Thus
The terms to be added are
By the trapezoidal rule,
.35
20
dttl5
32035
nabh
sum
ll
ll
90,7755 964,9735 700,1966230,982302254,197627,982252
857,9820
5.937,476,1775,5903535
20
dttl
2007 Pearson Education Asia
Chapter 14: Integration
14.9 Area14.9 Area
Example 1 - Using the Definite Integral to Find Area
• The width of the vertical element is ∆x. The height is the y-value of the curve.
• The area is defined as
areadxxfxxfb
a
Find the area of the region bounded by the curve and the x-axis.26 xxy
2007 Pearson Education Asia
Chapter 14: Integration14.9 AreaExample 1 - Using the Definite Integral to Find Area
Solution:
Summing the areas of all such elements from x = −3 to x = 2,
326 2 xxxxy
areadxyxy
2
3
6125
337
2918
38
3412
3266
2
3
322
3
2
xxxdxxxarea
2007 Pearson Education Asia
Chapter 14: Integration14.9 Area
Example 3 - Finding the Area of a Region
Find the area of the region between the curve y = ex and the x-axis from x = 1 to x = 2.
Solution: We have
121
2
1
eeedxearea xx
2007 Pearson Education Asia
Chapter 14: Integration14.9 Area
Example 5 - Statistics ApplicationIn statistics, a (probability) density function f of a variable x, where x assumes all values in the interval [a, b], has the following properties:
The probability that x assumes a value between c and d, which is written P(c ≤ x ≤ d), where a ≤ c ≤ d ≤ b, is represented by the area of the region bounded by the graph of f and the x-axis between x = c and x = d.
1 (ii)
0 (i)b
a
dxxf
xf
2007 Pearson Education Asia
Chapter 14: Integration14.9 AreaExample 5 - Statistics Application
Hence
For the density function f(x) = 6(x − x2), where 0 ≤ x ≤ 1, find each of the following probabilities.
dxxfdxcPd
c
410 . xPa
21 . xPb
2007 Pearson Education Asia
Chapter 14: Integration14.9 AreaExample 5 - Statistics Application
Solution:
a.
b.
325
326
60
4/1
0
32
4/1
0
241
xx
dxxxxP
21
326
6
1
2/1
32
1
2/1
221
xx
dxxxxP
2007 Pearson Education Asia
Chapter 14: Integration
14.10 Area between Curves14.10 Area between Curves
Example 1 - Finding an Area between Two Curves
Vertical Elements• The area of the element is
Find the area of the region bounded by the curves y = √x and y = x.Solution: Eliminating y by substitution,
.xyy lowerupper
1 or 0 xx
61
22/3
1
0
22/31
0
xxdxxxarea
2007 Pearson Education Asia
Chapter 14: Integration14.10 Area between Curves
Example 3 - Area of a Region Having Two Different Upper Curves
Find the area of the region between the curves y = 9 − x2 and y = x2 + 1 from x = 0 to x = 3.Solution: The curves intersect when
219 22
xxx
22
22
9 and 1 ,2,5 of right For
1 and 9 ,2,5 of left For
xyxy
xyxy
lowerupper
lowerupper
xx
xxxyyxxxx
xxxyyxx
lowerupper
lowerupper
82
91 ,3 to 2 From
28
19 ,2 to 0 From
2
22
2
22
3468228
3
2
22
0
2 dxxdxxarea
2007 Pearson Education Asia
Chapter 14: Integration14.10 Area between Curves
Example 5 - Advantage of Horizontal ElementsFind the area of the region bounded by the graphs of y2 = x and x − y = 2.
Solution: The intersection points are (1,−1) and (4, 2).The total area is
292
2
1
2
dyyyarea
2007 Pearson Education Asia
Chapter 14: Integration
14.11 Consumers’ and Producers’ Surplus14.11 Consumers’ and Producers’ Surplus
Example 1 - Finding Consumers’ Surplus and Producers’ Surplus
• Consumers’ surplus, CS, is defined as
• Producers’ surplus, PS, is defined as
The demand function for a product iswhere p is the price per unit (in dollars) for q units. The supply function is . Determine consumers’ surplus and producers’ surplus under market equilibrium.
dqpqfCSq
0
00
dqqgpPSq
0
00
qqfp 05.0100
qqgp 1.010
2007 Pearson Education Asia
Chapter 14: Integration14.11 Consumers’ and Producers’ SurplusExample 1 - Finding Consumers’ Surplus and Producers’ Surplus
Solution:Find the equilibrium point (p0, q0),
Consumers’ surplus is
Producers’ surplus is
706001.010 Thus600
05.01001.010
0
0
pqq
000,18$2
1.060600
0
2
00
0
qqdqpgpPSq
9000$2
05.030600
0
2
00
0
qqdqpqfCSq