Mathematical Methods for Economics

Integration I

Dr. Vasco Alves

See Chapters 19 and 20 of P&R and Chapters 5-8 of Stewart

Integration

The notion of an integral as the area under a curve might be familiar.

The shaded area is given by:

Z b
I= f (x ) dx . (1)
a

This expression is known as the definite integral of f (x ) between the lower

limit x = a and the upper limit x = b, and f (x ) is called the integrand.

Dr. Vasco Alves Integration I 2 / 64

Integration from First Principles
Formally, define I by dividing the interval a ≤ x ≤ b into subintervals,
where ξi are intermediate points such that
a = ξ0 < ξ1 < ξ2 < · · · < ξn = b. Then take the sum:
n
X
S= f (xi )(ξi − ξi−1 ), where xi ∈ [ξi−1 , ξi ] (2)
i=1

Evaluating a definite integral by subdividing the interval a ≤ x ≤ b into

subintervals
Dr. Vasco Alves Integration I 3 / 64
Integration from First Principles

n
X
S= f (xi )(ξi − ξi−1 ), where xi ∈ [ξi−1 , ξi ]
i=1

Let now n → ∞.
At the same time let ξi − ξi−1 → 0.
S might or might not converge to a unique, finite value I.
If it does the definite integral of f (x ) between a and b is I.
If no unique limit exists the integral is undefined.
For continuous functions and a finite interval a ≤ x ≤ b the existence
of a unique limit is assured and the integral is guaranteed to exist.

Dr. Vasco Alves Integration I 4 / 64

Integration from First Principles

Example 1
Rb 2
Evaluate from first principles the integral I = 0 x dx .

Approximate the area under the curve y = x 2 between 0 and b by n

rectangles of equal width h = bn .
The height of each rectangle is the value of the function at the left (r
right, or middle) endpoint:

(kh)2 , where k = 0, 1, 2, . . . , n − 1.

The area of the kth rectangle will be (kh)2 h = k 2 h3 .

Dr. Vasco Alves Integration I 5 / 64

Integration from First Principles

The approximate area is:

n−1
X n−1
X
A≈ (kh)2 · h = h3 k 2.
k=0 k=0

Using the formula for the sum of squares:

n−1
X (n − 1)n(2n − 1)
k2 = .
k=0
6

So,
b 3 (n − 1)n(2n − 1) b3 b3 b3
A= · = − + .
n3 6 6n2 2n 3

Dr. Vasco Alves Integration I 6 / 64

Integration from First Principles

Taking the limit as n → ∞:

b3
I = lim A = .
n→∞ 3
Thus, we have:
b3
Z b
x 2 dx = .
0 3

Dr. Vasco Alves Integration I 7 / 64

Properties of Definite Integrals

Some properties of definite integrals almost follow from the definition:

Z b Z a
0 dx = 0, f (x ) dx = 0, (3)
a a

Z c Z b Z c
f (x ) dx = f (x ) dx + f (x ) dx , (4)
a a b
Z b Z b Z b
[f (x ) + g(x )] dx = f (x ) dx + g(x ) dx , (5)
a a a
Z b Z a
f (x ) dx = − f (x ) dx . (6)
a b

Dr. Vasco Alves Integration I 8 / 64

Integration as the Inverse of Differentiation

Consider the integral Z x

F (x ) = f (u) du, (7)
a
where the upper limit is now variable. We can see how integration is the
inverse of differentiation:
Z x +∆x
F (x + ∆x ) = f (u) du
a
Z x Z x +∆x
F (x + ∆x ) = f (u) du + f (u) du
a x
Z x +∆x
F (x + ∆x ) =F (x ) + f (u) du.
x

Dr. Vasco Alves Integration I 9 / 64

Integration as the Inverse of Differentiation
Rearrange and divide through by ∆x :
Z x +∆x
F (x + ∆x ) − F (x ) 1
= f (u) du.
∆x ∆x x

Let ∆x → 0 and:
Z x
dF (x ) d

=f (x ), or f (u) du =f (x ). (8)
dx dx a

The lower limit a is arbitrary and so differentiation does not have a

unique inverse.
Any F (x ) obeying (8) is called an indefinite integral of f (x ).
These functions can differ by an arbitrary constant:
Z x Z
F (x ) = f (u) du = f (x ) dx = F (x ) + c, (9)

c is the constant of integration.

Dr. Vasco Alves Integration I 10 / 64
Integration as the Inverse of Differentiation

The definite integral of f (x ) between the fixed limits x = a and x = b

can be written in terms of F (x ):
Z b Z b Z a
f (x ) dx = f (x ) dx − f (x ) dx = F (b) − F (a), (10)
a x0 x0

where x0 is any third fixed point.

Using the notation F ′ (x ) = dF
dx we can express this as:
Z b
F ′ (x ) dx = F (b) − F (a) ≡ [F ]ba .
a

Note: it is not always possible to find the integral of an arbitrary

function.

Dr. Vasco Alves Integration I 11 / 64

Integration by Inspection

Some of the more elementary functions have well-known integrals that

should be remembered:
ax n+1
Z Z
a dx = ax + c, ax n dx = + c ∀n ̸= −1,
n+1
e ax a
Z Z
ax
e dx = + c, dx = a ln x + c, *
a x
a sin bx a cos bx
Z Z
a cos bx dx = + c, a sin bx dx = − + c,
b b
−a ln(cos bx ) a x
Z Z  
a tan bx dx = + c, dx = tan−1 + c,
b a2 + x 2 a
Z Z
sec x tan x dx = sec x + c, sec 2 x dx = tan x + c.

*Note: You may have seen this integral given in a slightly different form.
Some more details will follow shortly.

Dr. Vasco Alves Integration I 12 / 64

Integration by Inspection
Some of the more elementary functions have well-known integrals that
should be remembered:
a sinn+1 bx
Z
a cos bx sinn bx dx = + c ∀n ̸= −1,
b(n + 1)
−a cosn+1 bx
Z
a sin bx cosn bx dx = + c ∀n ̸= −1,
b(n + 1)
−1 x
Z  
√ dx = cos−1 + c ∀|x | ≤ a,
a2 − x 2 a
1 x
Z  
√ dx = sin−1 + c ∀|x | ≤ a,
a 2 − x2 a
Z
cosh x dx = sinh x + c,
Z
sinh x dx = cosh x + c.

Dr. Vasco Alves Integration I 13 / 64

Integration of Sinusoidal Functions

Integrals of the type sinn x dx and cos n x dx may be found using

R R

trigonometric expansions.
One method for odd n and one for even n.
Example 2: Odd n
sin5 x dx .
R
Evaluate the integral I =

When we have an odd power of a sinusoid, we rewrite the integrand as a

product of sin x and an even power of sin x :
Z Z
I= sin4 x sin x dx = (1 − cos2 x )2 sin x dx ,

Using sin2 x = 1 − cos2 x .

Dr. Vasco Alves Integration I 14 / 64

Integration of Sinusoidal Functions

Expanding the square and multiplying by sin x :

Z
I= (1 − 2 cos2 x + cos4 x ) sin x dx .

Which simplifies to:

Z
I= (sin x − 2 sin x cos2 x + sin x cos4 x ) dx .

Integrating term-by-term (using (cos x )′ = − sin x ):

2 1
I = − cos x + cos3 x − cos5 x + c.
3 5

Dr. Vasco Alves Integration I 15 / 64

Integration of Sinusoidal Functions

Example 3: Even n
cos4 x dx .
R
Evaluate the integral I =

When we have an even power of a sinusoid, we rewrite the integrand as a

product of cos2 x :
2
1 + cos 2x
Z Z 
2 2
I= (cos x ) dx = dx .
2

Using the double-angle formula cos2 x = 12 (1 + cos 2x ).

Expanding the square:
1
Z
I= (1 + 2 cos 2x + cos2 2x ) dx .
4
The first two terms can be integrated directly.

Dr. Vasco Alves Integration I 16 / 64

Integration of Sinusoidal Functions

For the last term, apply the double-angle formula again:

1
cos2 2x = (1 + cos 4x ).
2
Thus,
1 1
Z  
I= 1 + 2 cos 2x + (1 + cos 4x ) dx .
4 2
Integrating term-by-term:
1 1 1 1
I = x + sin 2x + x + sin 4x + c.
4 4 8 32
Simplifying:
3 1 1
I = x + sin 2x + sin 4x + c.
8 4 32

Dr. Vasco Alves Integration I 17 / 64

Logarithmic Integration

When the integrand can be written as a fraction in which the numerator is

the derivative of the denominator use:
f ′ (x )
Z
dx = ln f (x ) + c. (11)
f (x )

Example 4
Evaluate the integral
6x 2 + 2 cos x
I= dx .
x 3 + sin x

First factorise the numerator as 2(3x 2 + cos x ):

3x 2 + cos x
Z
I=2 dx = 2 ln(x 3 + sin x ) + c.
x 3 + sin x

Dr. Vasco Alves Integration I 18 / 64

Logarithmic Integration

Consider the integral:

f ′ (x )
Z
dx .
f (x )
You might have seen this presented as:

ln |f (x )| + c.

However, in some contexts, you’ll see:

ln f (x ) + c.

Let’s explore why these different forms appear.

Dr. Vasco Alves Integration I 19 / 64

Logarithmic Integration

In R, the natural logarithm ln(x ) is only defined for x > 0.

To ensure the expression is valid when f (x ) can be negative, we write:

ln |f (x )|.

This ensures the argument of the logarithm is always positive.

If f (x ) is strictly positive (or strictly negative), the absolute value is
often omitted: Z ′
f (x )
dx = ln f (x ) + c.
f (x )
Example:

2x 3 + 3x 1
Z
dx = ln(x 4 + 3x 2 + 1) + c.
x4+ 3x 2 + 1 2

No absolute value is needed since x 4 + 3x 2 + 1 > 0 ∀ x ∈ R.

Dr. Vasco Alves Integration I 20 / 64
Logarithmic Integration
However, in C, the complex logarithm is defined as:

ln(z) = ln |z| + i arg(z).

Or for z ∈ C, z = re iθ , θ ∈ (−π, π], i.e., in polar form

ln(z) = ln r + iθ, θ ∈ (−π, π],

where r is positive by definition.

This definition naturally handles both positive and negative values,
and complex numbers.
Example: ln(−1) = iπ.
No need for |z| explicitly because ln(z) accounts for the modulus and
argument and is defined for all nonzero z ∈ C.
Hence, in C: Z ′
f (z)
dz = ln(f (z)) + c.
f (z)
Dr. Vasco Alves Integration I 21 / 64
Integration Using Partial Fractions
We can use partial fractions to write the integrand as the sum of two or
more simpler fractions:
Example 5
Evaluate the integral
1
Z
I= dx .
x2 +x

First factorize the denominator:

1
Z
I= dx .
x (x + 1)

Then separate into two partial fractions:

1 A B
= + .
x (x + 1) x x +1

Dr. Vasco Alves Integration I 22 / 64

Integration Using Partial Fractions

Solving for A and B using specific values of x :

1 B
x =1⇒ =A+ ,
2 2
1 4 2B
x = ⇒ = 2A + .
2 3 3
Solving these equations gives A = 1 and B = −1.
Rewriting the integrand:
1 1
Z  
I= − dx .
x x +1
Integrate directly and simplify:
x
 
I = ln x − ln(x + 1) + c = ln + c.
x +1

Dr. Vasco Alves Integration I 23 / 64

Integration by Substitution

Sometimes we can make a substitution of variables that turns a

complicated integral into a simpler one. There are many useful
substitutions and knowing which to use is a matter of experience.
Example 6
Evaluate the integral
1
Z
I= √ dx .
1 − x2

Perform the substitution x = sin u. Then,

dx
= cos u ⇒ dx = cos u du.
du

Dr. Vasco Alves Integration I 24 / 64

Integration by Substitution

Substitute into the integral and use the identity 1 − sin2 u = cos2 u:
1 1
Z Z
I= p cos u du = √ cos u du.
1 − sin2 u cos2 u
Simplifying: Z
I= du = u + c.

Substituting back for u:

I = sin−1 x + c.

Dr. Vasco Alves Integration I 25 / 64

Integration by Substitution
Another useful substitution can be used for integrals of the form:
1 1
Z Z
I= dx , or I= dx . (12)
a + b cos x a + b sin x

x


Make the substitution t = tan 2 .
2t 1−t 2
Then use sin x = 1+t 2
and cos x = 1+t 2
.
We must also relate dx to dt:
dt 1 x 1 x 1 + t2
 
= sec2 = 1 + tan2 = .
dx 2 2 2 2 2
The required relationship is:
2
dx = dt. (13)
1 + t2

Dr. Vasco Alves Integration I 26 / 64

Integration by Substitution

Example 7
Evaluate the integral
2
Z
I= dx .
1 + 3 cos x
x


Make the substitution t = tan 2 . Using the identities:

x x 1 x t
     
2 2
1 + t = sec , cos =√ , sin =√ ,
2 2 1 + t2 2 1 + t2

and applying the double-angle formula cos 2x = cos2 x − sin2 x :

x x 1 − t2
cos x = cos2 − sin2 = .
2 2 1 + t2

Dr. Vasco Alves Integration I 27 / 64

Solution to Question 7 (Part 2)

Relate dx to dt:
dt 1 x 1 + t2
= sec2 = ,
dx 2 2 2
so,
2
dx = dt.
1 + t2
Perform the substitution:
2(1 + t 2 ) 2 2
Z Z
I= · dt = dt.
1 + t + 3(1 − t ) 1 + t 2
2 2 2 − t2

Factor the denominator:

2
Z
I= √ √ dt.
( 2 − t)( 2 + t)

Dr. Vasco Alves Integration I 28 / 64

Solution to Question 7 (Part 4)

Decompose into partial fractions:

1 1 1
Z  
I= √ √ +√ dt.
2 2−t 2+t
Integrating:
1 √ 1 √
I = − √ ln( 2 − t) + √ ln( 2 + t) + c.
2 2
Substituting back for t:
√ !
1 2 + tan(x /2)
I = √ ln √ + c.
2 2 − tan(x /2)

Dr. Vasco Alves Integration I 29 / 64

Integration by Substitution

For integrals similar to (12) but involving sin 2x , cos 2x , tan 2x , sin2 x ,
cos2 x , and tan2 x use the substitution t = tan x instead:
t 1 dt
sin x = √ , cos x = √ , and dx = (14)
1 + t2 1 + t2 1 + t2

Dr. Vasco Alves Integration I 30 / 64

Integration by Substitution
A final example of integration by substitution is the method of completing
the square.
Example 8
Evaluate the integral
1
Z
I= dx .
x 2 + 4x + 7

First write the integral as:

1
Z
I= dx .
(x + 2)2 + 3

Then substitute y = x + 2 and dy = dx :

√ √
1 3 y 3 −1 x + 2
Z    
−1
I= dy = tan √ + c = tan √ + c.
y2 + 3 3 3 3 3

Dr. Vasco Alves Integration I 31 / 64

Integration by Parts

Integration by parts reverses the rule for product differentiation. We break

down a complicated function into two, at least one of which can be
integrated by inspection. Recall:
d dv du
(uv ) = u + v,
dx dx dx
where u and v are functions of x . Integrate:
dv du
Z Z
uv = u dx + v dx .
dx dx
Rearrange to get the standard form:
dv du
Z Z
u dx = uv − v dx . (15)
dx dx

Dr. Vasco Alves Integration I 32 / 64

Integration by Parts
Example 9
R
Evaluate the integral I = x sin x dx .

Identify x with u and sin x with dv /dx , so v = − cos x and du/dx = 1:

Z
I = x (− cos x ) − (1)(− cos x ) dx = −x cos x + sin x + c.

Example 10
R 3 −x 2
Evaluate the integral I = x e dx .

First rewrite as: Z  

2
I= x 2 xe −x dx .
2 2
Then u = x 2 and dv /dx = xe −x . Then v = − 12 e −x and du/dx = 2x :
1 1 1
Z
2 2 2 2
I = − x 2 e −x − (−x )e −x dx = − x 2 e −x − e −x + c.
2 2 2
Dr. Vasco Alves Integration I 33 / 64
Integration by Parts

Sometimes it’s useful to take 1 as one factor of the product:

Example 11
R
Evaluate the integral I = ln x dx .

First rewrite as: Z

I= (ln x ) 1 dx .

Then u = ln x and dv /dx = 1. Then v = x and du/dx = 1/x :

1
Z  
I = (ln x )(x ) − x dx = x ln x − x + c.
x

Dr. Vasco Alves Integration I 34 / 64

Integration by Parts

Sometimes we must integrate by parts more than once. In doing so, we

may occasionally re-encounter the original integral I. We can then obtain
a linear algebraic equation for I that can be solved to obtain its value.
Example 12
R ax
Evaluate the integral I = e cos bx dx .

Apply integration by parts:

sin(bx )
Let u = e ax , v ′ = cos(bx ), u ′ = ae ax , v= .
b
Then:
sin(bx ) sin(bx )
  Z  
ax ax
I=e − ae dx .
b b

Dr. Vasco Alves Integration I 35 / 64

Integration by Parts

Apply integration by parts again:

sin(bx ) cos(bx )
Let u = ae ax , v′ = , u ′ = a2 e ax , v =− .
b b2
Thus:
sin(bx ) − cos(bx ) − cos(bx )
    Z  
ax ax 2 ax
I=e − ae + a e dx .
b b2 b2

Dr. Vasco Alves Integration I 36 / 64

Integration by Parts

The integral on the RHS is just −a2 /b 2 times the original integral I:

1 a a2
 
ax
I=e sin bx + 2 cos bx − 2 I.
b b b
Solve for I and add the constant of integration:
e ax
I= (b sin bx + a cos bx ) + c.
a2 + b 2

Dr. Vasco Alves Integration I 37 / 64

Reduction Formulae

Integration using reduction formulae is a process that involves first

evaluating a simple integral and then, in stages, using it to find a more
complicated integral.
Example 13
Using integration by parts, find a relationship between In and In−1 where
Z 1
In = (1 − x 3 )n dx ,
0
R1
and n is any positive integer. Then evaluate I2 = 0 (1 − x 3 )2 dx .

Write the integrand as a product and separate the integral:

Z 1 Z 1 Z 1
In = (1 − x 3 )(1 − x 3 )n−1 dx = (1 − x 3 )n−1 dx − x 3 (1 − x 3 )n−1 dx .
0 0 0

Dr. Vasco Alves Integration I 38 / 64

Reduction Formulae

Z 1 Z 1
In = (1 − x 3 )n−1 dx − x 3 (1 − x 3 )n−1 dx .
0 0
The first term is In−1 . We write the second term as a product:
Z 1
In = In−1 − x · x 2 (1 − x 3 )n−1 dx .
0

Integrate by parts with u = x and v ′ = x 2 (1 − x 3 )n−1 , u ′ = 1,

1
v = − 3n (1 − x 3 )n :
1 Z 1
x 1 1

In = In−1 + (1 − x 3 )n − (1 − x 3 )n dx = In−1 + 0 − In .
3n 0 0 3n 3n
Solve for In :
3n
In = In−1 .
3n + 1
Dr. Vasco Alves Integration I 39 / 64
Reduction Formulae

If we can find I0 , we can find any subsequent iteration:

Z 1 Z 1
3 0
I0 = (1 − x ) dx = dx = [x ]10 = 1.
0 0

Hence:
(3 × 1) 3 (3 × 2) 3 9
I1 = ×1= I2 = × = .
(3 × 1) + 1 4 (3 × 2) + 1 4 14

Dr. Vasco Alves Integration I 40 / 64

Infinite and Improper Integrals

The definition of integral given earlier did not account for:

When either of the limits of integration is infinity (an infinite
integral).
When f (x ) is infinite in some part of the range (an improper integral).
We can modify the definition of the integral to give them a meaning.

Infinite Integral
Z ∞ Z b
I= f (x ) dx = lim f (x ) dx = lim F (b) − F (a)
a b→∞ a b→∞

Dr. Vasco Alves Integration I 41 / 64

Infinite and Improper Integrals

Example 14
Evaluate the integral Z ∞
x
I= dx .
0 (x 2 + a 2 )2

We integrate as if it were an ordinary definite integral, but for the upper

limit (because in this case it is infinity) we calculate the limit instead of
performing a straightforward substitution:
∞
1 −1 −1 1
    
I= − = lim − = .
2(x + a2 )
2
0 b→∞ 2(b + a2 )
2 2a2 2a2

Dr. Vasco Alves Integration I 42 / 64

Infinite and Improper Integrals
For improper integrals, we exclude the unbounded range from the integral.
So if f (x ) is infinite at x = c, c ∈ [a, b], then:

Improper Integral
Z b Z c−δ Z b
f (x ) dx = lim f (x ) dx + lim f (x ) dx .
a δ→0 a ϵ→0 c+ϵ

Example 15
Evaluate the integral Z 2
1
I= (2 − x )− 4 dx .
0

Integrating directly:
2−ϵ
4 4 3 4 3 4
    
3 3
I = lim − (2 − x ) 4 = lim − ϵ 4 + 2 4 = 24 .
ϵ→0 3 0 ϵ→0 3 3 3

Dr. Vasco Alves Integration I 43 / 64

Integration in Plane Polar Coordinates
In plane polar coordinates r , θ, a curve is defined by its distance r from
the origin as a function of the polar angle θ between the line joining a
point on the curve to the origin and the x-axis, i.e. r = r (θ).
The area of an element is given by dA = 12 r 2 dθ.

Finding the area of a sector R defined by the curve r = f (θ) and two radii, at
angles to the x-axis θ = a and θ = b.

Dr. Vasco Alves Integration I 44 / 64

Integration in Plane Polar Coordinates

Converting Between Cartesian and Polar Coordinates

Given a point P in the plane with Cartesian coordinates (x , y ) and polar
coordinates (r , θ)*, the following conversion formulas hold:

x = r cos θ, and y = r sin θ (16)

y
r 2 = x 2 + y 2 , and tan θ = , (17)
x
where r ≥ 0 and θ ∈ [0, 2π).
*Note: r and θ are sometimes denoted by ρ and ϕ instead.

Dr. Vasco Alves Integration I 45 / 64

Integration in Plane Polar Coordinates

The total area between two angles θ1 and θ2 is given by:

Z θ2
1 2
A= r dθ. (18)
θ1 2

From this we can find the area of a circle of radius a:

Z 2π 2π
1 2 1

A= a dθ = a2 θ = πa2 .
0 2 2 0

Dr. Vasco Alves Integration I 46 / 64

Integration in Plane Polar Coordinates

Example 16
The equation in polar coordinates of an ellipse with semi-axes a and b is:

1 cos2 θ sin2 θ
= + .
r2 a2 b2
Find the area A of the ellipse.

The total area between two angles θ1 and θ2 is given by:

Z θ2
1 2
A= r dθ.
θ1 2

Solve the ellipse for r 2 :

a2 b 2
r2 = .
b 2 cos2 θ + a2 sin2 θ

Dr. Vasco Alves Integration I 47 / 64

Integration in Plane Polar Coordinates

Due to symmetry, integrate from 0 to π/2 and multiply by 4:

π
1
Z
2
2 2
A = 2a b dθ.
0 b 2 cos2 θ + a2 sin2 θ
Substitute t = tan θ:
t 1 dt
sin θ = √ , cos θ = √ , dθ = .
1 + t2 1 + t2 1 + t2

The integral becomes:

Z ∞ Z ∞
1 dt dt
A = 2a2 b 2 b2 a2 t 2
= 2a2 b 2 .
0 + 1 + t2 0 b2 + a2 t 2
1+t 2 1+t 2

Dr. Vasco Alves Integration I 48 / 64

Integration in Plane Polar Coordinates

Simplify: Z ∞
2 1
A = 2b dt.
0 (b/a)2 + t 2
Recognize the inverse tangent form and integrate:
Z ∞ ∞
1 (b/a) 1 t
 
A = 2b 2 · dt = 2b 2 tan−1 ,
b/a 0 (b/a)2 + t 2 (b/a) (b/a) 0

where the limits of integration have also changed since tan 0 = 0 and
tan π2 = ∞. Finally evaluate:

π
 
A = 2ab − 0 = πab.
2

Dr. Vasco Alves Integration I 49 / 64

Integral Inequalities

Consider the functions f (x ), ϕ1 (x ), and ϕ2 (x ), such that

ϕ1 (x ) ≤ f (x ) ≤ ϕ2 (x ) ∀x ∈ [a, b]. If follows that:
Z b Z b Z b
ϕ1 (x ) dx ≤ f (x ) dx ≤ ϕ2 (x ) dx . (19)
a a a

This allows us to estimate difficult integrals.

Example 17
Show that the value of the integral
Z 1
1
I= 1
0 (1 + x 2 + x 3 ) 2

lies between 0.810 and 0.882.

Dr. Vasco Alves Integration I 50 / 64

Integral Inequalities

Since x ∈ [0, 1], we have 0 ≤ x 3 ≤ x 2 . Hence:

(1 + x 2 )1/2 ≤ (1 + x 2 + x 3 )1/2 ≤ (1 + 2x 2 )1/2 .

Taking reciprocals:
1 1 1
≥ ≥ .
(1 + x 2 )1/2 (1 + x 2 + x 3 )1/2 (1 + 2x 2 )1/2

Integrating both sides:

Z 1 Z 1
1 1
dx ≥ I ≥ dx .
0 (1 + x 2 )1/2 0 (1 + 2x 2 )1/2

Dr. Vasco Alves Integration I 51 / 64

Integral Inequalities

Solving the integrals (by trigonometric substitution):

  s 1
h p i1 1 1
ln(x + 1 + x 2) ≥ I ≥  √ ln x + + x 2  .
0 2 2
0

Evaluating the limits:

0.8814 ≥ I ≥ 0.8105.
Approximating to three decimal places (rounding up on the RHS and down
on the LHS):
0.882 ≥ I ≥ 0.810.

Dr. Vasco Alves Integration I 52 / 64

Applications of Integration
Mean Value of a Function
The mean value m of a function between two limits a and b is defined by
Z b
1
m= f (x ) dx . (20)
b−a a

Geometrically, the mean value is the height of the rectangle with the same
area (over the same interval) as the area under the curve f (x ):

The mean value m of a function

Dr. Vasco Alves Integration I 53 / 64

Applications of Integration

Example 18
Find the mean value m of the function f (x ) = x 2 between the limits x = 2
and x = 4.
Using (20), where f (x ) = x 2 , a = 2, and b = 4:
" #4 !
1 x3 43 23
Z 4
1 2 1 28
m= x dx = = − = .
4−2 2 2 3 2
2 3 3 3

Dr. Vasco Alves Integration I 54 / 64

Applications of Integration
Finding the Length of a Curve: If a curve is defined by y = f (x ) then
the distance along the curve, ∆s corresponding to small changes ∆x and
∆y in x and y is given by:
q
∆s ≈ (∆x )2 + (∆y )2 . (21)
This follows from Pythagoras’ Theorem!

Distance moved along a curve, ∆s, corresponding to small changes ∆x and ∆y .

Dr. Vasco Alves Integration I 55 / 64

Applications of Integration
Finding the Length of a Curve: Dividing (21) through by ∆x and
letting ∆x → 0: s
 2
ds dy
= 1+ .
dx dx
We can find length s of the curve between x = a and x = b by integrating
both sides: s
Z b  2
dy
s= 1+ dx . (22)
a dx
In plane polar coordinates:
s
Z r2 2
dθ
q 
ds = (dr )2 + (r dθ)2 ⇒ s= 1+ r2 dr OR, (23)
r1 dr
s
Z θ2 2
dr

⇒ s= r2 + dθ. (24)
θ1 dθ

Dr. Vasco Alves Integration I 56 / 64

Applications of Integration

Finding the Length of a Curve

Example 19
3
Find the length of the curve y = x 2 from x = 0 to x = 2.
3√
Using (22) and noting that dy
dx = 2 x :

Z 2
s "    3 #2
9 2 4 9 2
s= 1 + x dx = 1+ x
0 4 3 9 4 0
"  3 #2 " 3 #
8 9 2 8 11 2
= 1+ x = −1 .
27 4 0
27 2

Dr. Vasco Alves Integration I 57 / 64

Applications of Integration
Surfaces of Revolution Consider the surface S formed by rotating the
curve y = f (x ) about the x -axis

The surface and volume of revolution for the curve y = f (x ).

The surface area of the ‘collar’ formed by rotating an element of the curve,
ds, about the x -axis is 2πy ds, and the total surface area is:
Z b
S= 2πy ds. (25)
a

Dr. Vasco Alves Integration I 58 / 64

Applications of Integration

Surfaces of Revolution Since ( ds)2 = ( dx )2 + ( dy )2 from (21), the

total surface area between the planes x = a and x = b is
s
Z b 2
dy

S= 2πy 1+ dx . (26)
a dx
We can also rotate a line about the y -axis. The surface area between
y = a and y = b is then:
s 2
Z b
dx

S= 2πx 1+ dy . (27)
a dy

Dr. Vasco Alves Integration I 59 / 64

Applications of Integration

Surfaces of Revolution
Example 20
Find the surface area of a cone formed by rotating about the x -axis the
line y = 2x between x = 0 and x = h.

Using (26), with y = 2x , a = 0, and b = h:

s
Z h 2
d

S= 2π(2x ) 1 + (2x ) dx
0 dx
Z h Z h √
1
= 4πx (1 + 22 ) 2 dx = 4 5πx dx
0 0
h √ ih √ √
= 2 5πx 2 = 2 5π(h2 − 0) = 2 5πh2 .
0

Dr. Vasco Alves Integration I 60 / 64

Applications of Integration
Volumes of Revolution Just like we found the area S, we can also find
the volume V enclosed by rotating the curve y = f (x ) about the x -axis.

The surface and volume of revolution for the curve y = f (x ).

The volume of the disc between x and x + dx is given by dV = πy 2 dx .

The total volume between x = a and x = b is:
Z b
V = πy 2 dx . (28)
a

Dr. Vasco Alves Integration I 61 / 64

Applications of Integration
Volumes of Revolution It is also possible to form a volume of revolution
by rotating a curve about the y -axis. In this case the volume enclosed
between y = a and y = b is:
Z b
V = πx 2 dy . (29)
a

Example 21
Find the volume of a cone enclosed by the surface formed by rotating
about the x -axis the line y = 2x between x = 0 and x = h.

Using (28), with y = 2x , a = 0, and b = h:

Z h Z h
2
V = π(2x ) dx = 4πx 2 dx
0 0
h
4 3 4 4

= πx = π(h3 − 0) = πh3 .
3 0 3 3
Dr. Vasco Alves Integration I 62 / 64
Gabriel’s Horn

The Paradox
Gabriel’s Horn is formed by rotating the curve y = x1 about the x-axis from
x = 1 to ∞. It demonstrates a fascinating mathematical paradox:
The volume is finite
The surface area is infinite

→∞
x
1

Cross-section of Gabriel’s Horn

Dr. Vasco Alves Integration I 63 / 64

The Painter’s Paradox

A Curious Implication
This leads to an interesting thought experiment:
The horn has finite volume. It would only hold a finite amount of
paint.
Yet it would require an infinite amount of paint to cover its surface.
This is sometimes called “the painter’s paradox.”

Why is this the case?

The original proof by Evangelista Torricelli in 1643 was long and
convoluted, but with calculus it only take a couple of lines.
You will obtain this result in your problem set!

Dr. Vasco Alves Integration I 64 / 64