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Mathematics AND Economics, Exercises of Econometrics and Mathematical Economics

Definition and Basics: Introduction to integration as the reverse process of differentiation and explanation of antiderivatives. Rules of Integration: Includes constant functions, power rule, and integration of sums or differences. Examples: Various solved examples to illustrate integration rules and methods. Methods of Integration: Detailed explanation of substitution, integration by parts, and partial fractions. Applications: Practical applications such as finding areas under curves and business problems (e.g., cost, revenue, and profit functions). Exercises: Numerous practice problems for the reader to solve.

Typology: Exercises

2023/2024

Available from 11/28/2024

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Integration
Integration is the reverse of differentiation. Given the derivative of a function, the process of finding the
original function is the reverse of differentiation,
f
is said to be an antiderivative of
/
f
. Given
4
/xf
, then
cxxf 4
.
Example 1
Find the antiderivative of any constant of
0
/xf
.
Solution:
The derivative of any constant function is zero. Therefore, the antiderivative is
cxf
.
Example 2
Find the antiderivative of
72
/ xxf
.
Solution:
The antiderivative is
Definition
If
xF
is a function of
x
such that
)(xfxF
dx
d
, then we define integral of
xf
with respect to
(w.r.t)
x
to be the function
xF
and we write
xFdxxf
Thus
xFdxxfxfxF
dx
d
For example
45 5xx
dx
d
, we have
54
5xdxx
.
Moreover, if
c
is any constant, then
45 5xcx
dx
d
.
So, in general,
cxdxx
54
5
.
NOTE: Different values of
c
will give different integrals and thus integral of a function is unique.
Thus in general if
f
is a continuous function, then
cxFdxxf
If
xfxF
/
, where
c
is the constant of integration.
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pfe
pff
pf12
pf13
pf14
pf15
pf16
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pf1a
pf1b
pf1c
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Integration

Integration is the reverse of differentiation. Given the derivative of a function, the process of finding the

original function is the reverse of differentiation, f is said to be an antiderivative of

/ (^) f. Given

/

f x ^ , then^ f^   x ^4 x ^ c.

Example 1

Find the antiderivative of any constant of   0

/ f x .

Solution:

The derivative of any constant function is zero. Therefore, the antiderivative is f   x  c.

Example 2

Find the antiderivative of   2 7

/ (^) f xx .

Solution:

The antiderivative is f   x  x  7 x  c

2

Definition

If F   x is a function of x such that F   x f ( x )

dx

d

 , then we define integral of f   x with respect to

(w.r.t) x to be the function F   x and we write

f^   xdx^  F  ^ x

Thus  F   xf   x f   xdx F   x dx

d   

For example  

5 4 x 5 x dx

d  , we have

4 5 (^)  5 x dxx.

Moreover, if c is any constant, then  

5 4 x c 5 x dx

d  .

So, in general, x dxxc

4 5

NOTE: Different values of c will give different integrals and thus integral of a function is unique.

Thus in general if f is a continuous function, then

f   xdx  F   x  c

If F   xf   x

/ , where c is the constant of integration.

Rules of Integration

Rule 1. Constant functions

kdxkxc , where k is any constant.

Example

Evaluate the following integrals

(i)  7 dx

(ii)  dx 3

(iii)  3 dx

(iv) 

dx 7

(v)  0 dx

(vi)  dx 2

Solution:

(i)  ^7 dx^ ^7 xc

(ii)  dxxc 3

(iii)  3 dx  3 xc

(iv)   dx  xc 7

(v)  0 dx  0 xcc

(vi)  dxxc 2

Rule 2: Power Rule

c n

x xdx

n n  

 1

1 , provided that n  1.

Example

Evaluate the following integrals

(i)  xdx

(ii)  xdx

2

(iv) 

dx x

(v)  xdx

5 20

(vi) 

xdx

3 5

(vii)  dx x

(^5 )

Solution:

(i) c x c

xxdx^    

2

2 2 2

(ii) c

x c

x dx

x    

  5 5 3 15

2 3 3

(iii) c x c x c

x xdx        

2

3 2

(^23)

3

3 2 3

(iv) c x c x c

x dx x dx x

 ^        

 2

1 2

(^21)

1 2

1 5 10 1

(v)  x dxxcxc

5 6 6

3

(vi) xdx x dx xcxc   xcxc

  

3

4 3

4 3 1 4 3

1 3 3 1

4

(vii) c x c

x dx x dx x

 ^     

 5

(^51)

1 5

4

(^5 )

Rule 4: Addition or Difference

If (^)  f   x dx and (^)  g   x dx exist, then   f   xg   xdx  f   xdx  g   x dx

Example

Evaluate the following integrals.

(i)   3 x  5  dx

(ii)   x  5 x  4  dx

2

(iii) x dx x

x  

5

(iv) x dx x

x  

3

(v) dx x

x x x  (^)  

4 3 3

Solution:

(i)  ^ x   dx^  xdx  dxxc ^ xc  x  5 xc 2

2 1 2

2

NOTE: Even though the two integrals technically results in separate constants of integration, these constants may be considered together as one.

(ii)   x c

x x xxdx     

3 2 2

(iii) x x c x

x dx x x

x (^)       

   ^5 2

2 3

6 4

5

(iv) x dx x x x x c x

x (^)       

   ^13 2

3

(v)   x x c

x dx x x dx x

x x x        

 

3

4 3 2

4 3

Rule 5: Power Rule Exception

dx x dx x c x

 ^   

 ln

Rule 6: Exponential Function

c a

e e dx

ax ax   ^ , where^ a is a constant.

Example

Evaluate the following integrals.

(i) edx

x

(ii) e dx

x

(iii) e^ dx

x

3 4

(iv) e dx

x x

 2  4

(v) dx x x

x x x  

3 3

(vi) dx x

x x x  

2

3 2 2 3 4 5

(vii)  2  3 x  1  4 x  7  2 xdx

(ii) dx x

x  (^) 

(iii)  40 xdx

(iv)    xxdx

2 9 7 13

(v) e dx

x

 6

(vi) dx e

 2 x

(vii) dx

x

 (^) 

3 2

(viii) dx x

x x  (^) 

(ix) dx e

e e x

x x

 

 5 8

3

(x) dx x

x   

  

 

3

2

2 1

Methods of integration

1. Integration by Substitution.

By suitable substitution, the variable x in f   x dx

is changed into variable u so that the

integrand f   x is changed into F   u which is easily integrable.

For example, to evaluate dx x x

x   

2 , we notice that  7 13  2 7

2 xx   xdx

d .

Therefore, we put 7 13

2 uxx  , then  2 x  7 dx

du

or du  2 x  7  dx

du u cx xc u

dx x x

x         

 

ln ln 7 13

2

Note: There is no rule for finding a proper substitute and the best guide in the matter is

experience. However, the following suggestions will be useful.

(i) If the integrand is of the form f  ax  b 

/ , then we put uaxb and a dx

du  or

duadx or du a

dx

1 .

Thus      

    c a

f ax b c a

f u f udu a a

du f ax bdx f u

  ^      

/ /^1 /

(ii) When the integrand is of the form  

n n x f x

 1 / .

We put

n u^ ^ x and

 1 

n nx dx

du or du^ nx dx

n  1 .

Thus         fxc n

f u c n

f udu n n

du x f x dx f u

n n n         

 1 / /^1 /^11

(iii) When the integrand is of the form  f   x  f   x

n (^) /

..

We put u  f   x and du f   x dx

/ 

Thus     

c n

f x c n

u f x f x u du

n n n n  

 

  1 1

1 1 /

(iv) When the integrand is of the form

f   x

f x

/ .

We put u  f   x and du f   x dx

/ .

Thus

u c f   x c

u

du dx f x

f x  ^  ln  ln 

/

(v) When the integrand is of the form  

fxf x e

/ .

We put u  f   x and du f   x dx

/ 

Thus  

    f xe dx e du e c e c

f x u u fx  ^     

/

Example

 

c

u u du

u

du dx

x

x dx x

x  

  

    1 5

(^151) 5

1

5

1 5 3 1

2

5 3

2

c

u  

4

5

4

  u

  3 x  7  c 36

(iv) xx ^3 dx

4 5 1 ^1 

Let

5 u  1  x , then

4 5 x dx

du  or x dx

du (^) 4

5

  c u cxc

u u du

du x x dx u       

 ^    ^3

5 4 3

(^34)

4 3

1 3

1 3 4 5 1 1 20

(v) xe dx

x

2 2

Let

2 u^ ^ x , then x dx

du  2 or du^ ^2 xdx

c e c

e xe dx edu

x

u x u  ^     

2 2

1

(vi) x e dx

2 3 x^3 

Let

3 u  3 x , then

2 9 x dx

du  or x dx

du (^) 2

9

x e dx e du e c e c

x u u x  ^     

2 33 33

9

1

9

1

9

1

(vii) x x dx xx ^2 dx

2 3 2 3 1  ^5  ^5

Let^5

3 u ^ x  , then

2 3 x dx

du  or x dx

du (^) 2

3

  c u cxc

u du

u x x dx x x dx       

 ^    ^2

3 3 2

(^23)

3 2

1 2 2 3 2 3 1 5 9

(viii) x x dx xxdx

2

1 2 2 2 1 2 1  

  

Let

2 u  1  x , then x dx

du  2 or du  2 xdx

x^ ^ x dx  x ^  x ^ dx  u duuc  ^  x ^2 ^ c

2 3 2

3 2 2 2 12 1 1 3

2

3

2 2 1 2 1

(ix)

dx x

dx x

  

1 2 1

Let u  2 x  1 , then  2 dx

du or dx

du  2

c u c

u u du

du

u

dx x

dx x

   

 2

(^21)

1 2

1

2

1 2

1 2

  x  ^2  c

1 2 1

(x) e e dx e  (^) edx

x x x x  1 ^ ^1 

Let

x u  1  e , then

x e dx

du  or du e dx

x

e e dx eedx u du u cec

x x x x x  ^       ^2 

3 2

3 2

1 2

1 1 3

Exercise

Evaluate

(i) dx x

x

ln

(ii) x e dx

x

3 4 4

(iii)  

x e dx

x x

 

2 2 1

(iv) xxdx

2 4 3

(v) x x dx

2 1

(vi) x x^2 dx

3 ^1 

(vii) xxdx

3 4 2  ^2

(viii) eedx

x x

3 1

(ix) xe dx

x

(^2)  1

(x)  

dx x

x  

3 4

2

(xi) dx e

dxx  1

(xii)

dx x x

 1  ln

(xiii)  e e   e edx

x x x x

   

2

xe dx xe e dx xe e c

x x x x x  ^    

(ii) xdx ln

 

udvuvvdu

Let u ln x , dx x

du 1  or x

dx du  and

let dvdx , on integrating both sides

dv ^  dx

i.e. vx

 

  x

dx ln xdx x ln x x

x ln x  dx

x ln xxc

(iii) xe dx

x

3

udv ^ uv  vdu

Let ux , then  1 dx

du or dudx and

Let dv e dx

3 x  , on integrating we get

i.e. dv e dx

x  ^ 

3

3 x e v

dx

xe e xe dx

x x x  

3 3 3

e dx

xe (^) x

x

3

3

c

xe e

x x  

3 3

c

xe e

x x    3 9

3 3

(vi)  x  dx

2 ln

udv ^ uv  vdu

Let  

2 u  ln x , then x dx x

du ln

 or xdx x

du ln

 and

Let dvdx , on integrating we get i.e. dv  (^)  dx

vx

    x dx

x

x dx x x x  

 ^  ln

ln ln

2 2

x ln x   2 ln xdx

2 ……….(1)

Again applying integration by parts for 

2 ln xdx

udv ^ uv  vdu

Let u ln x , then dx x

du 1  or x

dx du  and let dv  2 dx , on integrating both sides

we get v  2 x

 

  x

dx 2 ln xdx 2 x ln x 2 x

 2 x ln x  2 dx

 2 x ln x  2 xc ………….. (2)

The substituting the right hand side of equation (2) into equation (1) gives

 ln^ x^ ^ dx ^ x ^ ln x   ^2 ln xdx

2 2

 x  ln x   2 x ln x  2 x  c

2

 x  ln x   2 x ln x  2 x  c

2

Exercise

Evaluate the following integrals

(i) xe dx

x

2 Ans. xe e c

x x  

2 2

4

(ii) x e dx

x

2

Ans. e  x  c

x   

 1

(iii) xe dx

x

 Ans. ex xc

x  2  2 

2

(iv) x e dx

x

3 Ans. x x xe c

x  3  6  6 

3 2

(v)  x ln xdx

2 Ans. c

x x

x   9

ln 3

3 3

(vi) dx x

x

ln

Ans. 2 x^2  ln x  2  c

1

Putting x  3 , we get 4

A 

   

 

  

4 1

1

4 3

9

2 3

2 3 2 x

dx

x

dx dx x x

x

 ^ x  ^  ln^ x  1  c

ln 3 4

(iii) Let

2 

  x

B

x

A

x x x x

x x

Ax Bx

 1  A  x  2   B  x  3 

Putting x  2 , we get 5

B  .

Putting x  3 , we get 5

A 

   

 

   5 2

1

5 3

1

6

1 2 x

dx

x

dx dx x x

  x    ln x  2  c

ln 3 5

(iv) On dividing, we get

x x

x

x x

x x

2 2

2 1 4 7

Let

x

B

x

A

xx

x

x x

Ax Bx

 1  4 x  A  x  1  Bx

Putting x  1 , we get B  5

Putting x  0 , we get A  1

dx xx

x dx x x

x x   

2

2

dx x

dx x

dx    

   1

1 5

1 7

 7 x ln x  5 ln^ x  1  c

Exercise

Evaluate the following integrals

(i)

dx x x

x   

(ii)

dx x x

x   1  1

(iii) dx x x

 2   1

1 2

(iv)  2  3  1

2 t t

dt

(v) dx x x

x x   

2

2

dx

xx

1

2

2 2 2

1

2

3 2 2 3 4 

   x

x x

3 2 3 2

Definite Integral

Let f   x and g   x be two functions of x such that

f^   xdx^  g  ^ x

Then, the definite integral of f   x over the interval  a , b , denoted by f   x dx

b

a

(^)  is defined as

f   xdx  g   x  g   b g   a

b a

b

a

   

Where a and b are two real numbers, and are called, respectively, the lower and the upper

limits of the integral.

Example

Evaluate

(i)  xdx

1

0

2 1

(ii)  xdx

2

0

(iii) dx x

4

2

(iv)  e xdx

x  

2

1

3 2 3

Solution:

(i)  

1

0

(^13)

0

2

3

    x

x x dx

3 3

(ii) x dx

2

0

Let u  6 x  4 , then  6 dx

du or 6

du dx

2

0

2

3

2

0

2

3

2

0

2 2 3

0

2

2 1

0

2

 ^     u u

u u du

du x dx u

2

0

2

3 6 4 9

x

  ^2

3 2

3 6 0 4 9

   ^2

3 2

3 4 9

(iii) ln  ln 4 ln 2 ln 2 ln 2 2 ln 2 ln 2 ln 2

(^1 ) 2

4

2

dxx      ^  x

(iv)     7 3

6 3

(^26363)

1

3

(^23)

1

3 2        

    e e

e e e e x

e e x dx

x x

Exercise

1. Find the area bounded by the graphs of f   x  x  x

2

, g   x  2 x , for  2  x  3.

2. Find the area bounded by the graphs of  

2

f x  2 x , g   x  4  2 x , for  2  x  2.

3. Find the area bounded by the graph of   9

2

f x  x  and the x axis over the indicated

intervals

(i)  0 , 2 

(ii)  2 , 4 