ECON1003 Quantitative Methods in Economics

Tutorial 9 (Wk11): Integration

Carlton Li

School of Economics
The University of Sydney

Carlton Li (The University of Sydney) ECON1003 Qnt. Methods Economics 1 / 15

Indefinite integration/Antidifferentiation
Suppose dfdx(x) = g (x), then the process from g (x) to f (x) + c is called
indefinite integration or antidifferentiation.
Since the derivative of a constant term is zero, when integrating there
is a possibility that the function may have contained a non-zero
constant term, c.
Integration rules:
n+1
Power rule (n ̸= 1): R x n dx = xn+1 + c
R

Hence the constant: a dx = ax + c

Reciprocal: Rx1 dx = ln |x| + c
R
ax
Exponential: ax dx = R lnx a + c x
Natural exponential:
R e dx = e + c
Natural log: ln x dx = x ln x − x + c
Operation rules: R R
Multiplication by constant:
R cf (X ) dx = R f (x) dx R
c
Sum and difference: [f (x) ± g (x)] dx = f (x) dx ± g (x) dx
Note that there are no simple multiplication and division rules for
integral!
Carlton Li (The University of Sydney) ECON1003 Qnt. Methods Economics 2 / 15
Exercises 8.1: Q8, Q18

Z √
(8): 5x + 5x dx
Z
Q +4
(18): dQ
Q2

Carlton Li (The University of Sydney) ECON1003 Qnt. Methods Economics 3 / 15

Exercises 8.1: Q8, Q18

Z √
(8): 5x + 5x dx
Z
Q +4
(18): dQ
Q2
Solutions:
√
Z √ 5x 2 2 5 3
(8): 5x + 5x dx = + x2 +c
2 3
Z
Q +4 4
(18): 2
dQ = ln Q − + c
Q Q

Carlton Li (The University of Sydney) ECON1003 Qnt. Methods Economics 3 / 15

Definite integrals

Z b
f (x) dx = [Area above x axis] − [Area below x axis]
a

One more step after integration: evaluate the integrated function

F (b) − F (a).
No need to keep integration constant c because the arbitrary constant
will be subtracted out.
Carlton Li (The University of Sydney) ECON1003 Qnt. Methods Economics 4 / 15
Integration by substitution

We have the ‘chain rule’ to differentiate a composite function: if

h(x) = f (g (x)), h′ (x) = f ′ (g (x))g ′ (x)
Integration by substitution is in fact the reverse use of the chain rule.

f (g (x)) · g ′ (x) dx
R
General steps: Suppose
1 Let the complex part as u = g (x).
dg (x)
2 Totally differentiate the equation: du = dx
du
3 Rearrange the equation in the form of dx = dg (x)
4 Substitute u and x into the integral expression. When integrating,
work with u instead of x.
▶ For definite integral, transform the bound from x to u as well.
5 Replace all u back into x

Carlton Li (The University of Sydney) ECON1003 Qnt. Methods Economics 5 / 15

Exercises 8.9: Q2

Z
x
(2): √ dx
x2 +2

Carlton Li (The University of Sydney) ECON1003 Qnt. Methods Economics 6 / 15

Exercises 8.9: Q2

Z
x
(2): √ dx
x2 +2
du 1 du
Let u = x 2 + 2. Then dx = 2x, x= 2 dx .
Z Z 1 du Z
x 2√dx 1
√ dx = dx =
x2 + 2 u 2u 1/2 du
Z
1 −1/2 1u 1/2
= u du = + c = u 1/2 + c
2 2 12

Substituting u = x 2 + 2 back:
Z
x p
√ dx = x 2 + 2 + c
x2 + 2

Carlton Li (The University of Sydney) ECON1003 Qnt. Methods Economics 6 / 15

Exercises 8.9: Q8
Z x=4
2
(8): xe 1−x dx
x=0

Carlton Li (The University of Sydney) ECON1003 Qnt. Methods Economics 7 / 15

Exercises 8.9: Q8
Z x=4
2
(8): xe 1−x dx
x=0

du 1 du
Let u = 1 − x 2 . Then dx = −2x, x= 2 dx .

x = 0, u=1
x = 4, u = −15

Substituting u and x into the integral expression:

Z x=4 Z u=1
1−x 2 1 du u
xe dx = − e dx
x=0 u=−15 2 dx
Z u=1 Å ã Å ã
1 u 1 1 1 15
= − e du = − e − − e
u=−15 2 2 2
= −1.36

Carlton Li (The University of Sydney) ECON1003 Qnt. Methods Economics 7 / 15

Exercises 8.3: Q17

Z t=1
(17): 500e 0.4t dt
t=0

du 1
Let u = 0.4t. Then dt = 0.4, dt = 0.4 du.

t = 0, u=0
t = 1, u = 0.4

Substituting u and x into the integral expression:

Z t=1 Z u=0.4 Z u=0.4
0.4t u 1
500e dt = 500e du = 1250e u du
t=0 u=0 0.4 u=0
= 1250e 0.4 − 1250
= 614.8

Carlton Li (The University of Sydney) ECON1003 Qnt. Methods Economics 8 / 15

Integrating natural exponential with coefficient on x
Because the integral e kx dx, where k is any nonzero coefficient, appears
R

so often, we will find an easier approach so that we don’t have to integrate

by substitution each time.
1
Begin by letting u = kx. So that du = k dx =⇒ k du = dx.

Now substitute into the original problem, replacing all forms of x, and
getting
Z Z Z
kx u1 1
e dx = e du = e u du
k k
1
= eu + c
k
1 kx
= e +c
k

Carlton Li (The University of Sydney) ECON1003 Qnt. Methods Economics 9 / 15

Exercises 8.3: Q19

Z x=3
4 1 − e 0.9x dx


(19):
x=1

Carlton Li (The University of Sydney) ECON1003 Qnt. Methods Economics 10 / 15

Exercises 8.3: Q19

Z x=3
4 1 − e 0.9x dx


(19):
x=1

Z x=3 Z x=3 Å ã
1 0.9x
4 1 − e 0.9x dx = 4


1− e
x=1 x=1 0.9
ï Å ãò3
1 0.9x
= 4 x− e
0.9 1
e 0.9×3 e 0.9×1
ïÅ ã Å ãò
=4× 3− − 1−
0.9 0.9
= −47.2

Carlton Li (The University of Sydney) ECON1003 Qnt. Methods Economics 10 / 15

Integration by parts
We have product rule in differentiation:

[f (x)g (x)]′ = f ′ (x)g (x) + f (x)g ′ (x)

Integrating both sides with respect to x:

Z Z Z
[f (x)g (x)]′ dx = f ′ (x)g (x) dx + f (x)g ′ (x) dx
Z Z
f (x)g (x) = f (x)g (x) dx + f (x)g ′ (x) dx
′
| {z }
by definition of antiderivative
Z Z
=⇒ f ′ (x)g (x) dx = f (x)g (x) − f (x)g ′ (x) dx
Z Z
or f (x)g ′ (x) dx = f (x)g (x) − f ′ (x)g (x) dx

In short: treat one part

R as ′the originalRfunction f and the other as the
′
derivative g . Then f · g = f · g − f · g ′

Carlton Li (The University of Sydney) ECON1003 Qnt. Methods Economics 11 / 15

Exercises 8.10: Q3

Z
(3): 2Q ln Q dQ

Carlton Li (The University of Sydney) ECON1003 Qnt. Methods Economics 12 / 15

Exercises 8.10: Q3

Z
(3): 2Q ln Q dQ

Let f ′ = 2Q and g = ln Q, so f = Q 2 and g ′ = 1

Q.
Z Z
′
f ·g =f ·g − f · g′
Z
1
= Q ln Q − Q 2 · dQ
2
Q
Z
= Q 2 ln Q − Q dQ

Q2
= Q 2 ln Q − +c
2

Carlton Li (The University of Sydney) ECON1003 Qnt. Methods Economics 12 / 15

Exercises 8.10: Q3

Z
(3): 2Q ln Q dQ

Q: What about letting f = 2Q and g ′ = ln Q?

R
A: Don’t do this. You will be trapped in the endless loop of Q ln Q dQ...
R
Note that ln Q RdQ = Q ln Q − Q + c. When integrating by parts, you
will always have Q ln Q dQ.

At any point, if you find yourself needing to integrate by parts many times,
try another way.

Carlton Li (The University of Sydney) ECON1003 Qnt. Methods Economics 13 / 15

Exercises 8.10: Q4

Z
(4): Qe 0.5Q dQ

Carlton Li (The University of Sydney) ECON1003 Qnt. Methods Economics 14 / 15

Exercises 8.10: Q4

Z
(4): Qe 0.5Q dQ

e 0.5Q
Let f = Q and g ′ = e 0.5Q , so f ′ = 1 and g = 0.5 = 2e 0.5Q .

Z Z
f · g′ = f · g − f′·g
Z
= Q · 2e 0.5Q − 2e 0.5Q

2e 0.5Q
= 2Qe 0.5Q − +c
0.5
= 2Qe 0.5Q − 4e 0.5Q + c

Carlton Li (The University of Sydney) ECON1003 Qnt. Methods Economics 14 / 15

Exercises 8.10: Q7

Z
(7): 100t(1 − e −0.5t ) dt

Carlton Li (The University of Sydney) ECON1003 Qnt. Methods Economics 15 / 15

Exercises 8.10: Q7

Z
(7): 100t(1 − e −0.5t ) dt

Let f = 100t and g ′ = 1 − e −0.5t , so f ′ = 100,

−0.5t
g = t − e−0.5 = t + 2e −0.5t .

Z Z
′
f ·g =f ·g − f′·g
Z
−0.5t
= 100t · (t + 2e 100 · (t + 2e −0.5t )
)−

2e −0.5t
Å 2 ã
t
= 100t · (t + 2e −0.5t ) − 100 + +c
2 −0.5
= 50t 2 + 200te −0.5t − 400e −0.5t + c

Carlton Li (The University of Sydney) ECON1003 Qnt. Methods Economics 15 / 15