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INTRODUCTORY MATHEMATICAL ANALYSIS

For Business, Economics, and the Life and Social Sciences

Chapter 14
Integration

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
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INTRODUCTORY MATHEMATICAL ANALYSIS


9. Additional Topics in Probability
10. Limits and Continuity
11. Differentiation
12. Additional Differentiation Topics
13. Curve Sketching

14. Integration
15. Methods and Applications of Integration
16. Continuous Random Variables
17. Multivariable Calculus
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Chapter 14: Integration

Chapter Objectives
To define the differential.
To define the anti-derivative and the indefinite
integral.
To evaluate constants of integration.

1
To apply the formulas for u du, e du and du .
u
To handle more challenging integration problems.
n

To evaluate simple definite integrals.


To apply Fundamental Theorem of Integral
Calculus.
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Chapter 14: Integration


Chapter Objectives

To use Trapezoidal rule or Simpsons 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.

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Chapter 14: Integration

Chapter Outline
14.1) Differentials
14.2) The Indefinite Integral
14.3) Integration with Initial Conditions
14.4) More Integration Formulas
14.5) Techniques of Integration
14.6) The Definite Integral
14.7)

The Fundamental Theorem of Integral


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Calculus

Chapter 14: Integration

Chapter Outline
14.8) Approximate Integration
14.9) Area
14.10) Area between Curves
14.11) Consumers and Producers Surplus

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Chapter 14: Integration

14.1 Differentials
The differential of y, denoted dy or d(f(x)), is given
by dy = f ' ( x ) x dy = f ' ( x ) dx
Example 1 Computing a Differential

Find the differential of y = x 3 2 x 2 + 3 x 4 and


evaluate it when x = 1 and x = 0.04.
Solution: The differential is
d 3
dy =
x 2 x 2 + 3 x 4 x = 3 x 2 4 x + 3 x
dx

When x = 1 and x = 0.04,

dy = 3(1) 4(1) + 3 ( 0.04 ) = 0.08


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Chapter 14: Integration


14.1 Differentials

Example 3 - Using the Differential to Estimate a


Change in a Quantity

A 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
3
300

P = P ( t ) = 1 3
2
( 300 + t )
Use differentials to approximate the change in the
proportion discharged if t changes from 300 to 305.

2007 Pearson Education Asia

Chapter 14: Integration


14.1 Differentials
Example 3 - Using the Differential to Estimate a Change in a Quantity

Solution: We approximate P by dP,


300
300 3
dt = 3
P dP = P ' ( t ) = 3
dt
2
4
( 300 + t )
( 300 + t )
Example 5 - Finding dp/dq from dq/dp

dp
Find
if q = 2500 p 2 .
dq
2500 p 2
dq
p
dp
1
=

=
=
Solution:
2
dp
dq dq
p
2500 p
dp
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Chapter 14: Integration

14.2 The Infinite Integral


An antiderivative of a function f is a function F
such that F ' ( x ) = f ( x ) .
In differential notation, dF = f ( x ) dx .

Integration states that


f ( x )dx = F ( x ) + C if only F ' ( x ) = f ( x )
Basic Integration
Properties:

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Chapter 14: Integration


14.2 The Infinite Integral

Example 1 - Finding an Indefinite Integral


Find 5dx .

Solution: 5dx = 5 x + C

Example 3 - Indefinite Integral of a Constant Times a


Function

Find 7 xdx .
7x 2
Solution: 7 xdx = 2 + C

Example 5 - Finding Indefinite Integrals


1
t 1/ 2
1 / 2
a. dx = t dx =
+C = 2 t +C
1/ 2
t
1
1 x 3 +1
1
+ C =
b. 3 dx =
+C
2
6x
6 3 + 1
12 x
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Chapter 14: Integration


14.2 The Infinite Integral

Example 7 - Indefinite Integral of a Sum and Difference

Find

(2

x 4 7 x 3 + 10e x 1dx .

Solution: 25 x 4 7 x 3 + 10e x 1dx


x9/5
x4
= ( 2)
( 7)
+ (10 ) e x x + C
9/5
4
10 9 / 5 7 4
=
x x + 10e x + C
9
4

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Chapter 14: Integration


14.2 The Infinite Integral

Example 9 - Using Algebraic Manipulation to Find


an Indefinite Integral

Find a.

( 2x 1)( x + 3 ) dx
6

x 1
b. 2 dx
x
3

Solution:
a.

( 2x 1)( x + 3) dx
6

1 x3
x2
= ( 2)
+ ( 5)
3 x + C
6
3
2

x 3 5x 2 x
=
+
+C
9
12 2
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x3 1
b.
dx
2
x

= x x 2 dx
x2 1
=
+ +C
2 x

Chapter 14: Integration

14.3 Integration with Initial Conditions


Use initial conditions to find the constant, C.
Example 1 - Initial-Condition Problem

If y is a function of x such that y = 8x 4 and y(2) =


5, find y.
Solution: We find the integral,
x2
y = ( 8 x 4 )dx = ( 8 )
4x + C = 4x 2 4x + C
2

Using the condition, 5 = 4( 2) 4( 2) + C


C = 3
2

2
y
=
4
x
4x 3
The equation is
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Chapter 14: Integration


14.3 Integration with Initial Conditions

Example 3 - Income and Education

For 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
dy
= 100 x 3 / 2 4 x 16
dx
where y = 28,720 when x = 9. Find y.

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Chapter 14: Integration


14.3 Integration with Initial Conditions
Example 3 - Income and Education

Solution:
We have y = 100 x 3 / 2dx = 40 x 5 / 2 + C
When x = 9, 28,720 = 40( 9 )

5/2

+C

C = 19,000

Therefore, y = 40 x

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5/2

+ 19,000

Chapter 14: Integration


14.3 Integration with Initial Conditions

Example 5 - Finding Cost from Marginal Cost

In 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

dc
= 0.000001 0.002q 2 25q + 0.2
dq

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.

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Chapter 14: Integration


14.3 Integration with Initial Conditions
Example 5 - Finding Cost from Marginal Cost

Solution:
The total cost c is

c ( q ) = 0.000001 0.002q 2 25q + 0.2 dq


0.002q 3 25q 2
+ 0.2q + C
= 0.000001

3
2

When q = 0, c = 4000.
Cost of 10,000 lb in one week,

0.002q 3 25q 2
+ 0.2q + 4000
c ( q ) = 0.000001

3
2

c (10000 ) = $5416.67
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Chapter 14: Integration

14.4 More Integration Formulas


Power Rule for Integration

n +1
u
n
u
dx = n + 1 + C if n 1

Integrating Natural Exponential Functions


u
u
e
du
=
e
+C

Integrals Involving Logarithmic Functions


1
x dx = ln x + C for x 0
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Chapter 14: Integration


14.4 More Integration Formulas

Basic Integration Formulas

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Chapter 14: Integration


14.4 More Integration Formulas

Example 1 - Applying the Power Rule for Integration

Find the integral of a.


b.

( x + 1)
3x ( x
2

Solution:

a.

( x + 1)

20

dx = ( u )

20

20

+ 7 dx

(
u
x + 1)
du =
+C =
21
21
21

b. Let u = x 3 + 7 du = 3 x 2dx

dx

u
x +7
3 x x + 7 dx = ( u ) du = 4 + C = 4
2

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21

+C

+C

Chapter 14: Integration


14.4 More Integration Formulas

Example 3 - Adjusting for du

Find a.

6 y dy

b.

(x

2x 3 + 3 x

+ 3x + 7
2

dx

Solution:

4/3
3
y
3
6 4/3
3
3
a. 6 y dy = 6
+C =
y +C
4/3
4
3
2x + 3 x
b.
dx
4
( x 4 + 3x 2 + 7)

Let u = x 4 + 3 x 2 + 7 du = 4 x 3 + 6 x dx
3
du
1
u
1

4
u 2 = 2 3 + C = 6 x 4 + 3 x 2 + 7 3 + C

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Chapter 14: Integration


14.4 More Integration Formulas

Example 5 - Integrals Involving Exponential Functions

Find a. 2 xe dx b. x + 1e
Solution:
a. Let u = x 2 du = 2 xdx
x

2xe dx = e [ 2xdx ]
= e du = e

x 3 +3 x

x2

x2

+C

b. Let u = x 3 + 3 x du = 3 x 2 + 3 dx

(x

+ 1e

x 3 +3 x

1 u
dx = e du + C
3
1 x 3 +3 x
= e
+C
3

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dx

Chapter 14: Integration


14.4 More Integration Formulas

Example 7 - Integrals Involving Exponential Functions

Find

(2x

+ 3x
x 4 + 3 x 2 + 7dx.
3

Solution:
Let u = x 4 + 3 x 2 + 7 du = ( 4 x 3 + 6 x )dx

(2x

+ 3x
1
1
4
2
dx
=
ln
u
+
C
=
ln
x
+
3
x
+ 7 +C
x 4 + 3x 2 + 7
2
2
1
= ln x 4 + 3 x 2 + 7 + C
2
3

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Chapter 14: Integration

14.5 Techniques of Integration


Example 1 - Preliminary Division before Integration

Find
2
x3 + x
1
x

a.
dx = x + dx =
+ ln x + C
2
x
x
2

2x 3 + 3 x 2 + x + 1
1
2
b.
dx = x + x +
dx
2x + 1
2x + 1

x3 x2 1
=
+
+ ln 2 x + 1 + C
3
2 2

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Chapter 14: Integration


14.5 Techniques of Integration

Example 3 - An Integral Involving bu

Find 23 x dx.
Solution:

Let u = ( ln 2)( 3 x ) du = ln 2dx


1
1 u
( ln 2 )( 3 x )
3 x
u
dx =
e du =
e +C
2 dx = e

ln 2
ln 2
1 ( ln 2 )( 3 x )
1 ( 3 x )
=
e
+C =
2
+C
ln 2
ln 2

General formula for integrating bu is


1 u
u
b du = ln b b + C
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Chapter 14: Integration

14.6 The Definite Integral


For area under the graph from limit a b,
b

f ( x )dx
a

x is called the variable of integration and f (x) is


the integrand.
Example 1 - Computing an Area by Using Right-Hand
Endpoints

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.
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Chapter 14: Integration


14.6 The Definite Integral
Example 1 - Computing an Area by Using Right-Hand Endpoints

Summing the areas, we get


2

2
2
2
k

Sn = f k x = f 4

n n
k =1 n
k =1
8
8 n ( n + 1)( 2n + 1)
4 ( n + 1)( 2n + 1)
= n 3
=8

2
n
n
6
3
n

We take the limit of Sn as n:

4 ( n + 1)( 2n + 1)
8 16
lim Sn = lim 8
= 8 =
2
n
n
3
n
3 3

Hence, the area of the region is 16/3.

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Chapter 14: Integration


14.6 The Definite Integral

Example 3 - Integrating a Function over an Interval

Integrate f (x) = x 5 from x = 0 to x = 3.


Solution:
3 3 9( n + 1)
9
1
Sn = f k =
15 = 1 + 15
2n
2 n
k =1 n n
3
9
9
1
21
Sn = lim 1 + 15 = =
0 ( x 5)dx = nlim

n 2
2
n
2
n

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Chapter 14: Integration

14.7 The Fundamental Theorem of


Integral 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
b

f ( x ) dx = F ( b ) F ( a )
a

Properties of the Definite Integral


b

If a > b, then f ( x ) dx = f ( x ) dx
b

If limits are equal, f ( x ) dx = 0


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Chapter 14: Integration


14.7 The Fundamental Theorem of Integral Calculus

Properties of the Definite Integral


b

1.

f ( x )dx

is the area bounded by the graph f(x).

2. kf ( x ) dx = k f ( x ) dx where k is a constant.
3.

a
b

[f ( x ) g ( x ) ]dx = f ( x )dx g ( x )dx

4. f ( x ) dx = f ( t ) dt
c

5. f ( x ) dx = f ( x ) dx + f ( x ) dx
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Chapter 14: Integration


14.7 The Fundamental Theorem of Integral Calculus

Example 1 - Applying the Fundamental Theorem


3

Find

(3 x

x + 6 dx.

Solution:
3

3 x

1 3 x x + 6 dx = x 2 + 6 x
1
3

3 32

(
1)
3
= 3
+ 6( 3 ) ( 1)
+ 6( 1)
2
2

= 48

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Chapter 14: Integration


14.7 The Fundamental Theorem of Integral Calculus

Example23 - Evaluating Definite Integrals

Find a.

[4t

1/ 3

1
1

b.

3t
e
dt

Solution:

+ t t + 1 dx
2

4/3
2

t
1
t
+1

1/ 3
2
a. 4t + t t + 1 dx = ( 4 ) 4 +
4
2

3
1
1 4
4/3
= 3 2 1 + 5 24
8
1
1 3
1 3t 1 1 3
3t
0
b. e dt = e 0 = e e = e 1
3
3
3
0
2

[ ]

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1/ 2

585
=6 2+
8
3

Chapter 14: Integration


14.7 The Fundamental Theorem of Integral Calculus

The Definite Integral of a Derivative


The Fundamental Theorem states that
a

f ' ( x )dx = f ( b ) f ( a )
b

Example 5 - Finding a Change in Function Values by


Definite Integration
dc

A manufacturers marginal-cost function is dq = 0.6q + 2 .


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
c (100 ) c ( 80 ) =

( 0.6q + 2)dq = [0.3q

100

80
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= 3200 2080 = 1120

100

+ 2q 80

Chapter 14: Integration

14.8 Approximate Integration


Trapezoidal Rule
To find the area of a trapezoidal area, we have
b

h
a f ( x )dx 2 [ f ( a ) + 2f ( a + h ) + 2f ( a + 2h ) + + 2f ( a + ( n 1) h ) + f ( b ) ]
where h = ( b-a ) / n.

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Chapter 14: Integration


14.8 Approximate Integration

Example 1 - Trapezoidal Rule

Use the trapezoidal rule to estimate the value of


1
1
0 1 + x 2 dx
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,
b a 1 0
h=
=
= 0 .2
n
5

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Chapter 14: Integration


14.8 Approximate Integration
Example 1 - Trapezoidal Rule

Solution:
The terms to be added are

f ( a ) = f ( 0 ) = 1.0000
2f ( a + h ) = 2f ( 0.2) = 1.9231
2f ( a + 2h ) = 2f ( 0.4 ) = 1.7241

2f ( a + 3h ) = 2f ( 0.6 ) = 1.4706
2f ( a + 4h ) = 2f ( 0.8 ) = 1.2195
f ( b ) = f (1) = 0.5000
7.8373 = sum

Estimate for the integral is


1
1
0 .2
0 1 + x 2 dx 2 ( 7.8373 ) 0.784
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Chapter 14: Integration


14.8 Approximate Integration

Simpsons Rule
Approximating the graph of f by parabolic segments
gives
b

h
a f ( x )dx 3 [f ( a ) + 4f ( a + h ) + 2f ( a + 2h ) + + 4f ( a + ( n 1) h + f ( b ) ) ]
where h = ( b a ) / n and n is even.

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Chapter 14: Integration


14.8 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: Integration


14.8 Approximate Integration
Example 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 1x + m
l ( t )dt
x

The following table gives values of l(x) for males


and females in the United States. Approximate the
number of women in the 2035 age group by using
the trapezoidal rule with n = 3.
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Chapter 14: Integration


14.8 Approximate Integration
Example 3 - Demography

Life table:

2007 Pearson Education Asia

Chapter 14: Integration


14.8 Approximate Integration
Example 3 - Demography

35

Solution: We want to estimate l ( t )dt .


20
b a 35 20
Thus
h=
=
=5
n
3
The terms to be added are

l ( 20 ) = 98,857
2l ( 25 ) = 2( 98,627 ) = 197,254
2l ( 30 ) = 2( 98,6230 ) = 196,700
l ( 35 ) = 97,964

590,775 = sum
By the trapezoidal rule,
35
5
20l ( t )dt 3 ( 590,775 ) = 1,476,937.5
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Chapter 14: Integration

14.9 Area
The width of the vertical element is x. The height
is the y-value of the curve.
The area is defined as
b

f ( x )x f ( x )dx = area
a

Example 1 - Using the Definite Integral to Find Area

Find the area of the region bounded by the curve


y = 6 x x 2 and the x-axis.

2007 Pearson Education Asia

Chapter 14: Integration


14.9 Area
Example 1 - Using the Definite Integral to Find Area

Solution:

y = 6 x x 2 = ( x 2)( x + 3 )

Summing the areas of all such elements from x = 3


to x = 2,
2

y x ydx = area
3

x
x
area = 6 x x dx = 6 x

2
3 3

3
4 8
9 37 125

= 12 18
=
3 3
2
3
6

2007 Pearson Education Asia

Chapter 14: Integration


14.9 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
2

[ ]

area = e dx = e
x

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x 2
1

= e( e 1)

Chapter 14: Integration


14.9 Area

Example 5 - Statistics Application

In statistics, a (probability) density function f of a


variable x, where x assumes all values in the
interval [a, b], has the following properties:
(i) f ( x ) 0
b

(ii)

f ( x ) dx = 1
a

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.
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Chapter 14: Integration


14.9 Area
Example 5 - Statistics Application

Hence
d

P ( c x d ) = f ( x )dx
c

For the density function f(x) = 6(x x2), where


0 x 1, find each of the following probabilities.
a. P ( 0 x

b. P ( x

1
2

1
4

2007 Pearson Education Asia

Chapter 14: Integration


14.9 Area
Example 5 - Statistics Application

Solution:
a. P ( 0 x

1/ 4

1
4

) = 6( x x 2 )dx
0

1/ 4

x
x
5
= 6 =
3 0
32
2
2

b. P ( x

1
2

) = 6( x x 2 )dx
1/ 2

x
x
1
= 6 =
3 1/ 2 2
2
2

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Chapter 14: Integration

14.10 Area between Curves


Vertical Elements
The area of the element is

[y

ylower x.

upper

Example 1 - Finding an Area between Two Curves

Find the area of the region bounded by the curves


y = x and y = x.
Solution: Eliminating y by substitution, x = 0 or x = 1
1

area =
0

x
x
1
=
x x dx =

3 / 2 2 0 6

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3/2

Chapter 14: Integration


14.10 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

9 x2 = x2 +1
x = 2
For left of ( 2,5 ), y upper = 9 x 2 and y lower = x 2 + 1

For right of ( 2,5 ), y upper = x 2 + 1 and y lower = 9 x 2

[(
) ( )]
= ( 8 2 x ) x
]x = [( x + 1) (9 x )]
= ( 2 x 8 ) x
46
)dx + ( 2x 8)dx = 3

From x = 0 to x = 2, [ y upper y lower ]x = 9 x 2 x 2 + 1


2

From x = 2 to x = 3, [ y upper y lower

area = 8 2 x 2

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Chapter 14: Integration


14.10 Area between Curves

Example 5 - Advantage of Horizontal Elements

Find 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
2
9
2
area = y + 2 y dy =
2
1

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Chapter 14: Integration

14.11 Consumers and Producers Surplus


Consumers surplus, CS, is defined as
CS =

q0

[f ( q ) p ]dq
0

Producers surplus,
PS, is defined as
q
PS =

[p

g ( q ) ]dq

Example 1 - Finding Consumers Surplus and


Producers Surplus
The demand function for a product is p = f ( q ) = 100 0.05q
where p is the price per unit (in dollars) for q units. The
supply function is p = g ( q ) = 10 + 0.1q. Determine
consumers surplus and producers surplus under market
equilibrium.
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Chapter 14: Integration


14.11 Consumers and Producers Surplus
Example 1 - Finding Consumers Surplus and Producers Surplus

Solution:
Find the equilibrium point (p0, q0),
10 + 0.1q = 100 0.05q
q = q0 = 600

Thus p0 = 10 + 0.1( 600 ) = 70

Consumers surplus is
q0

600

q
CS = [ f ( q ) p0 ]dq = 30q 0.05
2 0

Producersq surplus is

600

q
PS = [ p0 g ( p ) ]dq = 60q 0.1
2 0

0
0

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= $9000

= $18,000

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