MODULE THREE

INTEGRAL CALCULUS
3.1 Introduction
This module will enable students familiarise themselves with mathematical concepts of proper and
improper integrals and other methods of integration. When both limits of an integral are finite and
the integrand does not approach infinity at one point in the interval of integration, such integral is
a proper integral. However, when the reverse holds i.e. when either one or both limits of an integral
are infinite or the integrand approaches infinity at certain interval of integration, then the integral
is said to be an improper integral.

3.2 Integration, Integral/Anti-Derivative

Integration is also known as the reverse of differentiation. When a primitive function f(x) is
differentiated, it yields the derivative𝑓 ′ (𝑥). 𝑓 ′ (𝑥) can be integrated to obtain 𝑓(𝑥)- the primitive
function. This is, however, possible only on the condition that there is appropriate information to
definitize the arbitrary constant, c which usually arises in the process of integration.

The primitive function, 𝑓(𝑥) is referred to as an integral or anti-derivative of the derived

function𝑓 ′ (𝑥). The procedure involved here can therefore be likened to a two-way approach in
studying a family tree. Whereas integration involves the tracing of the parentage of the derived
function, 𝑓 ′ (𝑥), differentiation seeks out the progeny of the primitive function 𝑓(𝑥).

NB: However, note that while the primitive function produces a single offspring i.e. a unique
derivative𝑓 ′ (𝑥), the derived function 𝑓 ′ (𝑥) will be traceable to an infinite number of possible
parents through integration. This is due to the presence of the arbitrary constant C which as earlier
stated arises from the integration process. The notation/symbol for integration is usually an
elongated s i.e.∫.
𝑑𝑓(𝑥)
e.g. = 𝑓 ′ (𝑥) 𝑎𝑛𝑑 ∫ 𝑓 ′ (𝑥)𝑑𝑥 = 𝑓(𝑥) + 𝑐.
𝑑𝑥

3.3 Rules of Integration.

The rules of integration are drawn basically from the rules of differentiation. Let us consider the
following derivative formula using the power function rule:
 𝑥 𝑛+1
𝑓(𝑥) =
𝑛+1

𝑓 ′ (𝑥) = 𝑥 𝑛 (𝑛 ≠ −1)

From the above, we can state the following rules of integration:

2.3.1 The Power rule

1
∫ 𝑥 𝑛 𝑑𝑥 = 𝑥 𝑛+1 + 𝑐 (𝑛 ≠ −1)
𝑛+1

Example
1. Find ∫ 𝑥 3 𝑑𝑥 (here n = 3)
1 4
∫ 𝑥 3 𝑑𝑥 = 𝑥 +𝑐
4

2. Find ∫ 𝑥 𝑑𝑥 (here n = 1)
1
∫ 𝑥 𝑑𝑥 = 𝑥 2 + 𝑐
2

3
3. Find∫ √𝑥 3 𝑑𝑥 (here n = 2)

𝑥 5/2 2 5
∫ √𝑥 3 𝑑𝑥 = 5/2
+ 𝑐 = 5 √𝑥 + 𝑐

1
4. Find ∫ 𝑥 4 𝑑𝑥 (here n = -4)

1 𝑥 −3 1
∫ 4 𝑑𝑥 = +𝑐 =− 3+𝑐
𝑥 −3 3𝑥

3.3.2 The Exponential rule

Case (i)∫ 𝑒 𝑥 𝑑𝑥 = 𝑒 𝑥 + 𝑐 if 𝑓(𝑥) = 𝑒 𝑥

Case (ii)∫ 𝑓 ′ (𝑥)𝑒 𝑓(𝑥) 𝑑𝑥 = 𝑒 𝑓(𝑥) + 𝑐 𝑓 ′ (𝑥) = 𝑒 𝑥

2.3.3 The Logarithmic rule
1
Case (i) ∫ 𝑥 𝑑𝑥 = 𝐼𝑛 𝑥 + 𝑐 (𝑥 > 0)

1
Case (ii) ∫ 𝑥 𝑑𝑥 = 𝐼𝑛|𝑥| + 𝑐 (𝑥 ≠ 0)

𝑓 ′ (𝑥)
Case (iii) ∫ 𝑓(𝑥) 𝑑𝑥 = 𝐼𝑛|𝑓(𝑥)| + 𝑐 (𝑓(𝑥) ≠ 0)

3.3.4 The Integral of a Sum

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

Example

∫ [2(𝑥 3 ) + ∫ 20(𝑥 5 )] 𝑑𝑥

14𝑥
Find ∫ 2𝑒 2𝑥 + ∫ 7𝑥 2 +5 𝑑𝑥
14𝑥
=∫ 2𝑒 2𝑥 𝑑𝑥 +∫ 7𝑥 2 +5 𝑑𝑥

= 𝑥 2𝑥 + 𝐼𝑛 (7𝑥 2 + 5) + 𝑐

3.3.5 The Integral of a Multiple

The integral of a constant multiple k is k times the integral of that integrand.

∫ 𝐾𝑓(𝑥)𝑑𝑥 = 𝐾 ∫ 𝑓(𝑥)𝑑𝑥 = ∫[𝑓(𝑥) + 𝑓(𝑥) + ⋯ + 𝑓(𝑥)]𝑑𝑥, K terms

Example
(1) find ∫– 𝑓(𝑥)𝑑𝑥 (here k =-1)

∫ −𝑓(𝑥)𝑑𝑥 = − ∫ 𝑓(𝑥)𝑑𝑥

2) Find ∫ 2𝑥 2 𝑑𝑥
𝑥3 2
= 2 ∫ 𝑥 2 𝑑𝑥 = 2 ( 3 + 𝑐) = 3 𝑥 3 + 𝑐
3) Find ∫ 3𝑥 2 𝑑𝑥
𝑥3
=3 ∫ 𝑥 2 𝑑𝑥 = 3 ( 3 + 𝑐) = 𝑥 3 + 𝑐

3
4) Find ∫ (5𝑒 𝑥 − 𝑥 −2 + 𝑥) 𝑑𝑥 (𝑥 ≠ 0)
1
=5 ∫ 𝑒 𝑥 𝑑𝑥 − ∫ 𝑥 −2 𝑑𝑥 + 3 ∫ 𝑥 𝑑𝑥
𝑥 −1
=(5𝑒 𝑥 + 𝑐, ) − ( −1 + 𝑐2 ) + (3 𝐼𝑛|𝑥| + 𝑐3 )

1
=5𝑒 𝑥 + + 3𝐼𝑛|𝑥| + 𝑐
𝑥

3.3.6 The Substitution Rule

The integral of f (u) (𝑑𝑢/𝑑𝑥) with respect to the variable 𝑥 is the integral of 𝑓(𝑢) wrt to the variable
u.
𝑑𝑢
i.e. ∫ (𝑓(𝑢) 𝑑𝑥 ) 𝑑𝑥 = ∫ 𝑓(𝑢)𝑑𝑢

Example
Find ∫ 2𝑥(𝑥 2 + 1)𝑑𝑥
2 methods can be used here:

1. Multiply out to obtain:

3
𝑥4
∫(2𝑥 + 2𝑥)𝑑𝑥 = + 𝑥2 + 𝑐
2

2. By Substitution

Let 𝑢 = 𝑥 2 + 1 and our question is now ∫(2𝑥𝑢)𝑑𝑥

𝑑𝑢 𝑑𝑢
= 2𝑥, 𝑑𝑥 = , Substitute for 𝑑𝑥 to obtain:
𝑑𝑥 2𝑥

2
𝑑𝑢 𝑢2
2𝑥(𝑥 + 1)𝑑𝑥 = ∫ 2𝑥𝑢 = ∫ 𝑢𝑑𝑢 = + 𝑐.
2𝑥 2
1 4
= (𝑥 + 2𝑥 2 + 1) + 𝑐, = 𝑥 4 + 𝑥 2 + 𝑐
2
 1
where C = 2 + 𝑐, (sum of all arbitrary constants)

3.3.7 Integration by parts

The integral of V with respect to U is equal to UV less the integral of U with respect to V

∫ 𝑣𝑑𝑢 = 𝑈𝑉 − ∫ 𝑢𝑑𝑣

Example
1) Find ∫ 𝑥(𝑥 + 1)1/2 𝑑𝑥
Let 𝑣 = 𝑥, 𝑑𝑣 = 𝑑𝑥
2 3
𝑢 = (𝑥 + 1)2 , 𝑑𝑢 = (𝑥 + 1)1/2 𝑑𝑥
3
3 4 5
∫ 𝑥(𝑥 + 1)2 𝑥 − (𝑥 + 1)2 + 𝐶
15

2) Find ∫ 𝑥𝑒 𝑥 𝑑𝑥:
Let 𝑣 = 𝑥, 𝑑𝑣 = 𝑑𝑥
𝑑𝑢 = 𝑒 𝑥 𝑑𝑥, 𝑢 = 𝑒 𝑥

∫ 𝑥𝑒 𝑥 𝑑𝑥 = ∫ 𝑣𝑑𝑢 = 𝑥𝑒 𝑥 − ∫ 𝑒 𝑥 𝑑𝑥

=𝑥𝑒 𝑥 − 𝑒 𝑥 + 𝑐
=𝑒 𝑥 (𝑥 − 1) + 𝐶

3) Find ∫ 𝐼𝑛 𝑥 𝑑𝑥; (𝑥 > 0)

1
Let 𝑣 = 𝐼𝑛 𝑥, 𝑑𝑣 = (𝑥) 𝑑𝑥

𝑢 = 𝑥, 𝑑𝑢 = 𝑑𝑥
𝑥
∫ 𝐼𝑛 𝑥𝑑𝑥 = ∫ 𝑣𝑑𝑢 = 𝑥𝐼𝑛 𝑥 − ∫ 𝑑𝑥
𝑥
= 𝑥 𝐼𝑛 𝑥 − 𝑥 + 𝑐
= 𝑥 (𝐼𝑛 𝑥 − 1) + 𝐶.

3.4 Proper Integral

 These are integral with finite limits and which their integrands do not approach infinity at certain
points on the intervals of integration.
𝑏
Consider the definite integral ∫𝑎 𝑓(𝑥)𝑑𝑥; 𝑓(𝑥) is called the integrand while [a, b] are the lower
and upper limits of integration respectively. For the integral to be a proper integral, the following
criteria must be satisfied:
I. The limits of integration a and b must be finite. This implies that the limits of integration could
assume any number but not infinity (∞);
II. The integrand 𝑓(𝑥) must be continuous on the interval [a, b]. Recall that a continuous function
is that which its graph at certain interval could be traced without any interruptions such as
holes, jumps or gaps. For a function to be continuous such function must be defined and its
limit exists at certain interval.

3.4.1 Tutorial/Review Questions on Definite and Proper Integrals

Evaluate the following proper and definite integrals:
2 4
1. ∫1 (𝑥 2 − 1)𝑑𝑥 3. ∫1 −3√𝑥 𝑑𝑥
1 2
2. ∫0 (4𝑡 + 1)2 𝑑𝑡 4. ∫0 (𝑥 + 4)𝑑𝑥
1 1
5. ∫0 (𝑥 − 𝑥 3 )𝑑𝑥 6. ∫−1(2𝑥 2 − 𝑥 3 )𝑑𝑥

Solutions
2
2 𝑥3 𝑥
1. ∫1 (𝑥 2 − 1)𝑑𝑥 = [ 3 − 1]
1
23 1
= [ 3 − 2] − |3 − 1|
8 2
=(3 − 2) − (− 3)
8−6 2
= +3
3

= 2/3 + 2/3
= 4/3 Ans.

1
2. ∫0 (4𝑡 + 1)2 𝑑𝑡
To solve the integral in question 2, let u = 4t + 1
 Substituting u in the integral yields
1

∫(𝑢)2 𝑑𝑡 … … … … … … … … … … … … … … … … … … … … … … … … … … … … … … . . [1]
0

Since du = 4dt, it therefore implies that dt = du/4

Therefore, by further substituting dt in integral [1] will result to:
1 𝑑𝑢
∫0 (𝑢)2 4
.

Note that ¼ is constant in this integral, and it could be rewritten as:

1
1 1 1 𝑢3
= 4 ∫0 𝑢2 𝑑𝑢 = 4 [ 3 ]
0

Since u = 4t + 1 will lead to:

1
1 (4𝑡−1)3
= 4[ ]
3 0

1 (5)3 1
=4 [ − 3]
3

1 1
⟹ [53 − 1] ⟹ [24] = 𝟑𝟏/𝟑 Ans.
12 12

4
3. ∫1 −3√𝑥 𝑑𝑥
Following the rules of integration the integral in question 3 could be rewritten as:
1
4 4
−3 ∫1 √𝑥𝑑𝑥= −3 ∫1 𝑥 2

2 3 4
= −3 [ × 𝑥 2 ]
3 1
3 3
= −2[{(4)2 − (1)2 }]
3 3
=−2[{(22 )2 − (1)2 }]
= -2[{23 − (1)}]
= -2(8-1)
= -14 Ans.

2
4. ∫0 (𝑥 + 4)𝑑𝑥
This integral could be simply evaluated as
2 2
𝑥2
∫(𝑥 + 4)𝑑𝑥 = ⌈ + 4𝑥⌉
2 0
0
22
=[{ 2 + 4(2)} − {0}]

= [2+8]
= 10 Ans.

1
5. ∫0 (𝑥 − 𝑥 3 )𝑑𝑥
This could be integrated as follows:
1
𝑥2 𝑥4
∫(𝑥 − 𝑥 3 )𝑑𝑥 = [ − ]
2 4
0
1
1 𝑥2 𝑥4
= 2[1 − ]
2 0

1 1
= 2 [(1 − 2) − (0)]

1 1
=2×2
𝟏
⟹ 𝟒Ans.

1
6. ∫−1(2𝑥 2 − 𝑥 3 )𝑑𝑥
1
𝑥3 𝑥4
𝐼 = [2 − ]
3 4 −1

1
𝑥3 𝑥4
𝐼 = 2[ − ]
3 8 −1

1 1 −1 1
𝐼 = 2 [( − ) − ( − )]
3 8 3 8
 1 1 −1 1
= 2 [( − ) + ( + )]
3 8 3 8

1 1
𝐼 = 2 [3 + 3 =] = 4/3 Ans.

3.5 Application of the Concept of Proper Integral

The concept of proper integral is widely used in economic theory in the determination of total
costs, total revenue and total product when marginal functions are given.

Example
The marginal revenue of Company XYZ LTD is given by the following function:
𝑑𝑅
𝑀𝑅 = 𝑑𝑞 = 0.2𝑞 − 100

Determine the revenue when sales increased from 1000 units to 1200units.

Solution
To solve the above question, we integrate the integrand, or the marginal revenue function, on the
interval of [1000, 1200]. This could be written explicitly as:
1200
∫1000 (0.2𝑞 − 100)dq

1200
𝑞2
=[0.2 − 100𝑞]
2 1000

=0.1[𝑞 2 − 1000𝑞]1200 2 1200

1000 ⟹ 0.1[𝑞 − 1000𝑞]1000

=0.1⌊{(12002 − 1000(1200)} − {(1000)2 − 1000(1000)}⌋

=0.1[{1440,000 − 1200,000} − {1000,000 − 1000,000}]

= 0.1 (240,000)

= 24,000 Ans.

3.6 Improper Integrals

An integral is said to be an improper integral when one or both its limits of integration are infinite
or when the integrand is an infinite or discontinuous function over the interval of integration. In
the light of the above, an improper integral is that which possesses the following characteristics:
1. One or both of the limits of integration are infinite; and
2. The integrand approaches infinity somewhere in the interval of integration.
Since the above characteristics are the necessary conditions for the existence of improper integral,
these conditions are considered in turn in what follows.

3.7 Improper Integrals with Infinite Limits of Integration

When one or both limits of integrals are infinite, such integral are improper. Examples of improper
integral of this nature are:

∞
1. ∫𝑎 𝑓(𝑥)𝑑𝑥

𝑏
2. ∫−∞ 𝑓(𝑥)𝑑𝑥

In these cases, it is not possible to evaluate the integrals at the limits, respectively as:

𝑓(∞) − 𝑓(𝑎) 𝑎𝑛𝑑 𝑓(𝑏) − 𝑓(−∞)

This is so because ∞ is not a number, and cannot be substituted in the function f(x). Under this
situation we will to resort to the concept of limits.

When the concept of limit is used, an improper integral with infinity in one or both of its limits
could be redefined as the limits of another proper integrals.

For example, given the integral:

∫ 𝑓(𝑥)𝑑𝑥;
𝑎

This could be redefined as:

𝑏

lim ∫ 𝑓(𝑥) 𝑑𝑥
𝑏→∞
𝑎

Similarly if the improper integral is given as:

 𝑏 𝑏
∫−∞ 𝑓(𝑥)𝑑𝑥, then it could be redefined as lim ∫𝑎 𝑓(𝑥)𝑑𝑥
𝑎→−∞

If the limits of the above integrals exist, then the integrals are convergent. On the other hand, an
integral that its limit does not exist is said to be a divergent one.

In a situation where both limits of an integral are infinite, such as:

∞
∫−∞ 𝑓(𝑥)𝑑𝑥; then it could be defined using the concept of limits as:

∞ 𝑎 ∞
∫−∞ 𝑓(𝑥)𝑑𝑥 = ∫−∞ 𝑑𝑥 + ∫𝑎 𝑓(𝑥)𝑑𝑥; where a is any real number.

Example
Solve the following improper integrals:

∞ 1
1. ∫1 𝑑𝑥
𝑥2

0 𝑑𝑥
2. ∫−∞ (4−𝑥)2

Solution
∞ 𝑏
1 1
∫ 2 𝑑𝑥 = lm ∫ 2 𝑑𝑥
𝑥 𝑏→∞ 𝑥
1 1

1𝑏 1
= lim [− ] = lim [− + 1]
𝑏→∞ 𝑥 1 𝑏→∞ 𝑏

= (0 + 1) = 𝟏 Ans.

0 𝑑𝑥
3. ∫−∞ (4−𝑥)2 , this could be rewritten in terms of the concepts of limit as follows:
0
𝑑𝑥
⟹ lim ∫
𝑎→−∞ (4 − 𝑥)2
𝑎

Let u = 4-x;
0 0
𝑑𝑥
⟹∫ = lim ∫ 𝑢−2 𝑑𝑥
(𝑢)2 𝑎→−∞
𝑎 𝑎
By integration :

1 0
lim ⌊− 𝑢⌋ ………………………2’
𝑎→−∞ 𝑎

By the process of re-substituting u in 2’ we obtain

1 0
lim ⌊ ⌋
𝑎→−∞ 4 − 𝑥 𝑎

1 1
⟹ lim ⌊( )−( )⌋
𝑎→−∞ 4 − 0 4−𝑎

1 1
⟹ lim ⌊( ) − ( )⌋
𝑎→−∞ 4 4−𝑎

Since the limit of 1/(4-a) as b tends to infinity equals 0, then the answer is ¼. This implies that
the improper integral converges as the limit exists.

3.8 Improper Integrals with Infinite Integrands

A second general type of improper integral involves integrands that approach infinity at one point
in the interval of integration [a, b]. When this occurs, such integrals could also be solved by
introducing the concept of limits.
b
When an integral such as 
a
f ( x)dx approaches infinity at a limit of integration, b

Then,

 P  P(Qs )  dQs
P
PS  
0

Moreover, if the integral approaches infinity at a, then,

b b
a
f ( x)dx  lim  f ( x)dx
c a c

If the integral approaches infinity at both interval of integration, then

b c b
a
f ( x)dx  lim  f ( x)dx  lim  f ( x)dx
c a a c b c

Example
Evaluate the improper integral
 2 dx
1 3
x 1

Solution
Since the integrand approaches infinity as x = 1 then

2 dx 2 dx
1 3
 lim  3
x  1 a 1 1
x 1

2 dx
 lim 
a 1 1 ( x  1)1/3

Let u = x-1 and dx =du, then

2 du 2
lim  1/3
 lim  u 1/3du
a 1 a u a 1 a

2 2
3  3 
 lim  u 2/3   lim  ( x  1) 2/3 
a 1  2 a a 1 2 a

3
 
= lim   ( x  1) 2/3   (( x  1) 2/3 ) a 
a 1  2
2



3
a 1  2
 
= lim   (2  1) 2/3   (( a  1) 2/3 ) 



3
a 1  2
 
= lim   (1) 2/3   (( a  1) 2/3 ) 


3
2 a 1 

= lim   (1)2/3   ((a  1) 2/3 ) 
 

=
3
2

(1)2/3  lim(
a 1
a  1) 2/3 
3
= [1 − 0}]
2

= 3/2 Ans. The improper integral converges.

3.9 Integration by Substitution
Although there are several formulas for integration, solving some problems in integral calculus
still pose some difficulties. The basic reason for this is that integration is not as straight forward
like differentiation. Bearing this point in mind, students need to realize that the main task in integral
calculus rest on ability to determine which basic integration formula to apply in solving a particular
problem. It therefore implies that in integral calculus, restricting oneself to few formulas will not
actually bring about high level of performance in solving problems.

In the light of the above, this section considers the technique of integration by substitution as
another basic approach to solving integral in a situation where other formulas for integration
cannot be directly applied.

Example
Solve the indefinite integral
2t  1
t 2
t  2
dt ………………………. ………………………………………………………….(1)

To solve this integral, let u = t2-t+2 ………………………………………………………….. (2)

du = (2t-1) dx

du/(2t-1)= dx …………………………………………………...……………………………….(3)

When equation 2 and 3 are substituted in the integral, it will lead to:

1
 u du  ln u  c ………………………………………………………………………………….(4)
Substituting equation 3 back in 4, yields

In (t2-t+2) + c. Ans.

3.10 Integration by Parts

This is another technique of integration. This method of integration applies to wide variety of
functions and is particularly useful for integrands involving a product of algebraic and exponential
(or logarithmic) functions.

The formula for integration by part is:

 udv  uv   vdu
Example
Solve the following indefinite integral, using the method of integration by parts.

 xe dx
x
1.

x
2
2. ln xdx

Solution

 xe dx , Let u = x and dv = ex
x
1.

Therefore, du = dx

Using the formula for integration by part result to:

 xe dx = xe   e dx
x x x

= xe x  e x  c
= e x ( x  1)  c

x
2
2. ln xdx

Let u  ln x . Therefore, dv  x2
x3 x3 1
 x ln xdx  3 ln x   3 x dx
2

x3 x3
 ln x   c  Ans.
3 9

3.11 Applications/Relevance of Integral Calculus Concept in Economics

The concept of integral calculus is very useful in economics. Apart from the fact that it is widely
used in deriving total concepts such as total cost, total revenue and total product; it is also used
when determining either the consumer surplus or the producer surplus.

The area of the region bounded by the graph of demand function at a particular interval is called
the consumer surplus, while the area bounded by the supply function at a given interval is called
the producer surplus. In the actual sense, the consumer surplus is the difference between the
amount which the consumer is willing to pay as determined by his marginal utility and the amount
he actually paid for the commodity.

The consumer surplus could be defined using the concept of definite integral as:

 P(Qd )  P  dQd
P
CS  
0

where, CS is the consumer surplus, P(Qd) is the demand function (Price as a function of quantity),
while P is the market price determined by the interaction of demand and supply.

The Producer surplus on the other hand could be stated as:

 P  P(Qs )  dQs
P
PS  
0

PS : producer surplus,

P: market price,

P (Qd) : supply function, where price is a function of quantity supplied.