B44 Chapter 10 / Integration

by the graph of f, the X-axis, and the

lines x = a and x = b is then cal
lated by computing the positive areas in each subinterval
and [C3, b] in turm according to the previous (a, c1). [c1, C2]. (e2.c),
definiions, and then
areas. adding these
Problems
1. Compute the area under the graph of f(x) = over
[0. 1] by using (10.21
2. For each of the following cases, draw a rough graph of f and
indicate (by
shading) the area of the set bounded by the x-axis, the lines x =a and x=b.
and the graph of f. Also calculate the area in question.
a. f(x) =3x² in [0.2] b. fu) = in [0. 1]
C. f«) =e in (-1, 1] d. fu) = l/x² in [1, 10)
3. Compute the area Abounded by the graph of f(u) l/z, the x-axis. and
the lines x = -2 and x =-1. (Make a drawing.)
4. Compute the area A bounded by the graph of f(r)=}(e+e), the x-axis,
and the lines x =-1 and x=].

10.2 Indefinite Integrals

The problem of computing areas under the graph of a funcion f leads to the
problemn of finding an antiderivativeof f-hat is. a function F whose derivative
 3p) (c) Se Fig:
or p'u-3p'+3p-lix
. Any other root must sahst; Chapter 10
l=0. For 0< p<lA, te
For 1/3 <p<4ß, here a 10.1
-3)/2p; for p=1ß, v=t 1. F(«) = and A = F(1)- F0) =i.
root is V=0. (e) Tbe solut 3. See Fig. 35. F()-* so F(-1) =--1)2 =-}and F(-2) =
y=
For p = 4/3, v=0 nd -(-2)- =- Because f(x) is negative in (-2, -1], so the area A =
-[F(-1) - F(-2)] = -[-}-(-]=}-=
 B applBies, and so
25+1 r-23+l +C=-. r-l.S
15+c 10.3The Def
(b) f(a+ bq + cq') dq = aq + b¡² + cq' + C
Problems
Letf be
function F
1. Find the following integrals using [10.4):
everyx¬
off over
d. which of tu
2. Find the following integrals: integralof
and the nu
a.
P+21 - 3) dt b. -1' dx 1)(x + 2) dx
e.
dy
3. Find the following integrals: This notat
f(y-2)² integrand
dy ig 5 C.
x(1 +)"dx respective
variable in
(Hint: In part (a), first expand (y-2)² and then divide each term by S.h
part (b), do long division. In part (c), what is the derivative of (1 +zl6)
4. a. Show that

1
+ b)P dx = b)p*]+c (a #0. p#-1) In many
alp +1)ax+ by F(x)
b. Find the following: we shall L

dx

5. Show that Definition of the

*ar +bdz = 1So2 Bax-26)(ax + b)32 + C

6. Solve the following initial-value problems:
a. Find F(x) if F'(x)=-2x and F(0) = 1/2. where F'()= f
b. Find F(«) if F'(X) = x(1 -x) and F(1) =5/12.
7. In the manufacture of a product, the marginal cost of producing x units 15
C(a)=3x +4. If fixed costs are 40, find the total cost function c(x). Definitiod
isposiive
 Sec. 10.3 / The Definite Integral 351

8. Find the general form of a function f whose secondderivative is x². If we

require in addition that f(0) = land f'(0) =-1, what is f(x)?
9. a. Suppose that f"(x) = 2 for all x, and f(0) = 2, f(0) = 1. First find
f ) and then f().
b. Similarly, suppose that f"(x) = l/r?+x+2 for x> 0, and f) = 0.
f(1) = 1/4. Find f(r).

.3 The Definite Integral

 be
evaluated
every funcions. he
dz Compute
that
show Je
for
continuous
can f.of
can units.
case is
One graph
0) 3000
this (x>
Ax, &'s. 2
3000000 the
in [10.12]:
f4) the integral x
output
and
Draw
of thus 1000 3000
I=000
Jco0
choice using profit. 1000
R integral 4000-x
f(x)
=
lim
n-1
the dx
+x)
of
its between
dr=dx
the that by that
maximizes
function
of R integrals integrals:
f) and the
independent vaies
and
R-integrable,
| gral
a
following following as output
inte firm output
is profit
average
put integral a actual
is N-L the xdx the of the
we function
The profit
and the Evaluate Evaluate FindThe
[10.12). The
b]. of Problems a. b.
a, valuecontinuous a. a.
1. 2. 3.
interval using
The
 Sec. 10.3 / The Definite Integral 357
integrals:
4. Evaluate the

(B 0)
Jo
s By using [10.22] 0r otherwise, evaluate the following:
d
a.
b. C.
dt Jo
d
d. Inx dx e. x° dx f. :dx
dt Jfi
6 Compute 2x(2-x)* dz. Give a rough check of the answer by drawing
the graph of f(x) = 2x*(2-x) over [0. 2.
1. Find the area between the two parabolas defined by the equations y + l=
(x-1 and 3x = y. (The points of intersection have integer coordi
nates.)
8. Compute the following:
a. b.

['x+x+ +1
dx

Harder Problems
9. Atheory of investment has used a function Wdefined for all T > 0by

constants)
K
(K and p are positive
w(T) = ee dt

takes values in the interval (0, K)

Evaluate the integral, and provethat W(T)
and is strictly
10. a. Show that decreasing.
if ff is continuous in (a, b], then there exists a
number x*e

(a. b] such that

1

This is calledthe integrals, and f(x*)is called

mean-value theorem for
the mean value of f in la, b]. (Hint: Put F(x) = f() dt, and use
b. lheorem
Find he 7.5
meanof value
Sectionof 7.3.)
f(x) = in (0,4), and illustrate.
 compounded continuously.
Solution

1000e-0.08 dt -0.08r
1000
PDV= 1000 0.08(-e)6883.39
0.08
FDV =eO08-°PDV0.8 6883.39 15.319.27
Problems

1 ASSume that the rate of extraction u(t) from an oil well decreases exponen
rially over time, with u(?)= uea, where a is a positive constant. Given
the initial stock x (0) = x0, find an expression x(t) for the remaining amount
of oil at time . Under what condition willthe well never be exhausted?
2. a. Follow the pattern in Example 10.9 and find the mean income m over
the interval [b, 26] when f(r) = Br-2.
b. Assume that the individual's dernand function is D(p, r) = Apr, A >
0, y < 0, 6 > 0, 6 # 1. Compute the total demand x(p) by using
formula (10.31), assuming that there are n individuals in the population.
3. Let K() denote the capital stock of an economy at time t. Then net in
vestment at time t, denoted by I(t), is given by the rate of increase K()
of K(t).
a. If I(0) = 3r + 21 +5 ( > 0), what is the total increase in the capital
stock during the interval from t =0to t = 5?
b. If K(to) = Ko, find an expression for the total increase in the capital
stock from timet=to to t =T when the investment function I(?) is as
in part (a).
$500 per
4. Find the present and future values of a constant income stream of
= 6% = 0.06
year over the next 15 years, assuming an interest rate of r
annually, compounded continuously.
income sream of
S. a Find the present discounted value (PDV) of a constant
interest rate of r
a dollars per year over the next T years, assuming an
annually, compounded continuously.
b. What is the limit of the PDV as T ’ o? Compare this result with
(6.22) in Section 6.6.
Problems

1. Use itegration by parts to find the following:

xe dxdr b.3xe dxdr c a+e dx d. xlnz d:
2. Evaluate the following: (a) xIn(x+2) dx (6) f x2 dx (c) S xe dz
3. Of course, f(x) =1-fr)for any function f(x). Use thisfact toprove that

|f)dz =xf)- xf)da

Apply this formula to the case when f(x) = lnx.
 Substitution 371
Sec. 11.2/ Integration by
requirements on F
Sbow that, with appropriate
4. Suppose u(lo)= u()=0.
and u.

FDL)dt=-| tou) dt
differentiation W.r.t. 1.)
(Recall that the dot notation u(t) and F(t)means
5. Show that

xP Inx dz= p+1 In x +C (o-1)

(o+ 1)?
involved, show that if
6. With appropriate requirements on the functions
UCo)) =0, then

v(co)e" dt = v(co)C)e" di - U(CD)e")

Harder Problems

7. Compute the following integral when y > c:

T* =k: k-u)y- du

1.2
 fl8*))8
F(a*)) =F(e(0)) - F(g(a) = gla) fu) du
Problems

1. Find the following integrals by using {11.3]:

1) 2r dx
a.
b. +2)" dx 2x - 1
dx
2. Find the following integrals by means of an
+8
appropriate substitution:
+3)°dx b. In(x + 2)
2x +4 dx
d. |x1+xdr e.
(1+x)3 dx 1-³dx
3. Find the following integrals:
b.
a.
-dy
4. Solve the following equation for x:
21 -2
Jedt =In(-)
5. Find the following integrals:
dx
C.
V1+
6. Show that

| S(*0)i) dt = S(z(1) - s(z()

7. a. Show that if a# b, then for all x #a and x # b,

CX + d ac + d bc +d
(x-a)(x- b) a-b

b. Use the idenity in part (a) to compute:

xdx 2r +3
) (i) dx
Js x2-3x +2 x? 5x +6
o. Show that if f is continuous in the interval [a. b], and à is a constant 0,
then
a. fa) dx = fu -) dx
b. fx) dx = s() dx
378 Chapter 11 /Further Topics in Integration

Harder Problems

9. In a model of optimal macroeconomic stabilization, A. J. Preston mal

investment I a function of the time that is given by the integral makes
A(l- Der)
Jo 1+CDeßr dt

All constants are positive. Find I by using the substitution x = CDet and
also the identity in Problem 7(a).
10. Find the following:
dx

(Hint: How can you eliminate the fractional exponents in rP and x

simultaneously using only one substitution?)
11. Sometimes the change of vaiable formula [] 1.3) is used the other way around
in the following sense: To evaluate f(x)dx, we introduce x = g(1),
dx = g() di, and ry to solve the new integral expressed in terms of t.
Finally, we use t=g(x) to get the answer in tems of x. (This requires g
to have an inverse.) Apply this method to
dx
+1
(b) |V+ldx
(Hint: Introduce the substitution xx = tle'-e-). This might strike you
Problem o O1
as rathecr odd. but it works. You will need the answers to
Section 8.1 and Problem 23 of Section 8.2.)
 verges. Note that according to [11.4]in Section 11.2, the
has no indefnite integral hat we can hnd. function fx) =
Because f(x) = e- is
symmetric about the y-aas, 1t Suunces to prove that e dx converges.
To this end, subdivide the interval of integration so that

dx + e dx (2]

Of course, Ge dx presents no problem because it is the integral of a

continuous function over a bounded interval. For x> 1, one has 0se-s
e. Now e*dx converges (to l/e), so according to Theorem 11.1, the
integral e dx must also converge. From [2], it follows that o e dx
converges. Thus, the integral (1] does converge, but we have not found its
value. In fact, more advanced techniques of integration show that

e- dx = y [11.13)

Problems
converge. Indicate those that di
1. Determine the following integrals, if they
verge.
dx b.
 in Integration
386 Chapter 11 /Further Topics
x dx
e dx d. (a > 0)
Va'-x
1/(6-a) for x e (a, b], f(<)=0
2. Define f for allx by f(x)= rectangular (or
(In statistics, f is called the
following:
for.x(a,Findb.
uniform) distribution).
the
a.
xf(x)dx f) dr
3. Inconnection with Example 11.7,
find the following:

a.
xeÀ dx b. (x-1/2) de- da

(x-1/A)³ de- dx
the expectation, th.
The three numbers you obtain are called respectively
exponential distribution )
varjance, and the third central moment of the
Lx/1+ r')d.
4. Prove that x/(1 + x) dx diverges, but that lim,oc
converges.
The function f is defined for x> 0 by f(x)= (Inx)/x.
5. minimum pointS of f, if there are any.
a. Find the maximum and
Examine the convergence of J f(x) dx and f(x) dx.
b. prove the convergence of
11.lto
6. Use the comparison test of Theorem
1

7. Show that
1 1 dx = 4/5

Invesunent
Jorgenson, in their article on "Tax Policy and
8. R. E. Hall and D. W.
Behavior," use the integral
eD(s) ds
time-
value, at interest rate r, of the
to represent the present discounted 0). Find z as
dependeDt stream of depreciation allowances D(s) (0 s s <
afuncion of in the following cases: depreciation
a. Ds)= l/t for 0 <s <t, D(s) =0 fors > t. (Constant
over t years.) (Straight-line
b. D(s) = 2(r - s)/r² for 0<s<T, D(s) = 0 for s > .
depreciation.)
 Sec. 11.4 / A Note on Income Distribution and Lorenz Curves 387

o Suppose youevaluate [ (1/r) dx by using definition (10.12] in Section 10.3

of the definite integral without thinking. You get a negative answer even
though the integrand is never negative. What has gone wTOng?
10, Prove that the tollowing integral converges and find its value:

dx

Harder Problems

11. Find the integral

Ik
dx (k is a positive constant)
1+ kx
exists.
Find the limit of I; as k ’ 0, if it Draw
results in Example 11.8 to prove [6.18] in Section 6.5. (Hint:
12. Use the interpret each of thesums
oo), and
the graph of f()=xPin (1, sums of an infinite number of rectangles.)
and nP geometrically as
density funcion is defined by
or Gaussian,
13. In statistics, the normal,
f(u) =

that
in the interval (-0, oo). Prove
fx) dx = 1 (b) xf(x)dr =u
(a)
(c) S r ' f )dx =o'+u? u)/N2o, together with [11.13) and the
= (r-
(Hinu: Use the substitution u
result in Example 11.9.)

nz
 Sec. 11.4 / ANote on Income Distribution and Lorenz Curves 389

TABLE 11.2 Cumulative incomes t

Income United States Netherlands Worid
1989
group 1980 1990 1959 1985

5.2 4.6 5.0 7.8 1.4

Lowest 20%
16.7 15.4 16.9 21.7 3.3
Lowest 40%
32.0 34.3 39.8 5.6
Lowest 60% 34.2
57.0 63.2 17.3
Lowest 80% 58.5 55.8
100.0 100.0 100.0
Lowest 100% 100.0 100.0

Income Share
1.0

0.8

0.6+
0.4
ch
0.2+
Proportion
0.2
0.4 0.6 0.8 1.0
U.S. in 1990 (solid curve) and the
curves for the perfect equality.
Approximate Lorenz represents
FIGURE 11.6 1989 (dotted curve). The dashed curve
of whole world in

is given by the integral

F()= Jo
that
r. We assume
all income levels
stricly increasing.
which evidently saisir ying that F(r) isonly a itde, it must
isr2 e income, even if
J ) > 0 at all inr ybod a finite income,
Moreover,assumi cause everybody has F(o0) = 1is a
0 F Here
ly large incomes.
be true that FO DAy
Problems

columns of Table 11.2.

l. Draw the Lorenz curves for the first, third, and fourth
five distributions reported in
2. Esimate values of the Gini coefficients for all
Table 11.2.

frst proposed it in 1912. and apparently

lalian Corado Gini. who definiuon was the double integraldoG=
This is named afer the
independently of Lorenz.
His
the deñniüon given bere. We not
discovered the Lorenz curve cquivalent to
Ir-rfr)fr') dr dr', but this is in this book.
Jo
show ho because consider double integrals
we do not