May 6, 2019

MATHEMATICS FOR ECONOMICS II (2018-19)

ECONOMICS, LAW–ECONOMICS, INTERNATIONAL STUDIES–ECONOMICS

SHEET 3. PRIMITIVES AND INTEGRALS

(1) Find the following integrals:

x2 + x + 1
Z Z Z
a) √ dx b) xe−2x dx c) sin14 x cos x dx
x x
x4
Z Z Z
d) (x + 1)(2 − x)1/3 dx e) dx f) e2x sin x dx
1 + x5
Z Z Z  3
1 1 1
g) dx h) x cos x dx i) 1+ dx
3 + x2 x x2
Z Z Z
x 1
j) x sin ax2 dx k) √ dx l) x2
dx
16 − x 2
2 − 2x + 4
x2 + 1
Z Z Z
40x 2x + 1
m) dx n) dx o) dx
(x − 1)40 x 3 − 4x2 + 4x x 3 + 6x
4
2x − 6
Z Z Z
x 4x + 6
p) dx q) dx r) dx
x4 − 1 (x2 + 3x + 7)3 (x − 2)2

√
Solution: a) 32 x3/2 + 2 x − √2x + C; Write I = (x2 + x + 1)x−3/2 dx = x1/2 + x−1/2 + x−3/2 dx and
R R

integrate term by term.

−2x
b) − e (2x+1)
4
+ C; By parts, u = x, dv = e−2x dx, so that du = dx and v = − 21 e−2x . Then use
R R
udv = uv − vdu.
15
c) sin15 x + C; Change of variable, t = sin x, so that dt = cos xdx. Hence I = t14 dt.
R

4/3
d) − 3(2−x) 28(4x+13) + C; Change of variable, t = 2 − x, so that dt = −dx and x + 1 = t + 3. Hence
I = − (t + 3)t1/3 dt = − t4/3 + 3t1/3 dt and integrate term by term.
R R

5
e) ln |1+x | R 1/5
5
+ C; Change of variable, t = x5 , so that dt = 5x4 dx and thus I = 1+t dt and integrate.
e2x
f) 5
(2 sin x − cos x) + C; By parts, u = e2x and dv = sin xdx, so that du = 2e2x dx and v = − cos x. We
find Z
I = −2e2x cos x + 2 e2x cos xdx.

For the second integral take parts again (u = e2x and dv = sin xdx, thus du = 2e2x dx, v = sin x) to find
Z  Z 
I = −2e2x cos x + 2 e2x cos xdx = −2e2x cos x + 2 e2x sin x − 2 e2x sin xdx

= −2e2x cos x + 2e2x sin x − 4I.

Solving for I we get the result.

√ √
3 3x 1 1√
R
g) 3
arctan ( 3
) + C; Divide both numerator and denominator by 3 to get I = 3 1+(x/ 3)2
dx. Then
recall that the antiderivative is an arctangent.

h) cos x + x sin x + C; By parts, u = x, dv = cos xdx.

1 )4
(1+ x
+ C; Change of variable t = x−1 , so dt = −x−2 dx. Thus I = − (1 + t)3 dt = −(1 + t)4 /4 + C
R
i) − 4

and so on.
2
j) − cos2aax + C; Change of variable, t = ax2 , thus dt = 2axdx and I = 2a
R sin tdt.

√
16−x2
+ C; Change of variable t = 16 − x2 , dt = −2x. Thus I = −2 √1t dt.
R
k) − 2
1
2 SHEET 3. PRIMITIVES AND INTEGRALS

l) arctan ( x−2 ) + C; (Hard). Write the denominator x/ 2 − 2x + 4 = 12 ((x − 2)2 + 4) = 2 x−2

2 2
2+1 .
1/2
dx = t2dt
R R
Hence I = .
( x−2
2 )
2+1 +1
R 40(x−1) −38
(x − 1)−39 + C
R 40x R 40 40 1
m) (x−1)40 dx = (x−1)40 dx − (x−1) 40 dx = − 38 (x − 1) − 39
x2 +1 1 −1
R 1
dx + 34 x−2
R 1
dx + 52 (x−2)1 1 3 5
R R
n) x3 −4x 2 +4x dx = 4 x 2 dx = 4 ln x + 4 ln(x − 2) − 2 (x − 1) +C
R 2− x6
 
+ 1/6
R 2x+1 1 2x
dx + 2 x21+6 dx + 16 ln x + C =
R R
0) x3 +6x dx = x2 +6 x
dx = − 12 x2 +6
√ √
1
= − 12 ln(x2 + 6) + 2 6 6 arctan x 6 6 + 16 ln x + C
R 4 R  R  1/4 1/4 1/2

p) x4x−1 dx = 1 + x41−1 dx = x + x41−1 dx = x + 1
R
x−1
− x+1
− x2 +1
dx = x + 4
ln(x − 1) −
1 1
4
ln(x + 1) − arctan x + C
2
Z Z
4x + 6
q) dx = 2 (2x + 3)(x2 + 3x + 7)−3 dx = 2(x2 + 3x + 7)−2 /(−2) + C
(x2 + 3x + 7)3
Z Z Z
2x − 6 2(x − 2) − 2 2 2 2
p) dx = dx = ( − )dx = 2 ln(x − 2) + +C
(x − 2)2 (x − 2)2 (x − 2) (x − 2)2 x−2

(2) Evaluate F 0 (x) in the following cases:

Z x Z 0 Z 0 
t2 − 2t + 5 dt


a) b) t cos t dt c) x t cos t dt
1 x x

R 
0
Solution: a) x2 − 2x + 5; b) −x cos x; c) x
t cos tdt − x2 cos x.

x
t2 − 4
Z
(3) Consider the function F (x) = 2
dt.
−3 3t + 1
(a) Find the local maximum points of F (x). Is any of these points a global maximum?
(b) Find the local
Z xminimum points of F (x).
t2 − 4
Let now G(x) = 2
dt. Does G(x) have a global minimum?
−1 3t + 1

x2 −4
Solution: F 0 (x) = 3x2 +1
, thus x = ±2 are the only critical points. Note that F 0 is positive for x < −2,
negative for −2 < x < 2 and positive again for x > 2, thus −2 is a local maximum and 2 is a local
minimum. By the way, it is a good exercise to compute F 00 and then conclude that x = 0 is an inflection
point.

(4) In each case, find the area of the figure bounded by the functions f and g.

a) f (x) = x2 − 4x + 3, g(x) = −x2 + 2x + 3

b) f (x) = (x − 1)3 , g(x) = x − 1

c) f (x) = x4 − 2x2 + 1, g(x) = 1 − x2

Solution: a) 9; b) 0.5; c) 4/15.

(5) Draw the functions y = 2e2x and y = 2e−2x and find the area bounded by these two functions and
the lines x = −1, x = 1.

Solution: 2(e − e−1 )2 ≈ 11.0488.

 SHEET 3. PRIMITIVES AND INTEGRALS 3

√
(6) Find the tangent line to the graph of f (x) = x at the point x = 4 and calculate the area of the
region enclosed between the graph of f and its tangent line, and the lines x = 0 and x = 4.

Solution: y = 1 + x4 ; A = 23 .

(7) An asset X pays dividends D(t)dt at instant of time t. The total present value of dividends in
the interval [0, T ], T > 0, is
Z T
V (0) = e−rt D(t)dt,
0
where r > 0 is the continuous rate of interest of a riskless government bond in the same period.
Find V (0) in the following cases.
(a) D(t) = 1.
T
(b) D(t) = 2 up to 2 and D(t) = 0 in ( T2 , T ].
(c) D(t) = eit , where i > 0.
(d) D(t) = sin πt
T (harder).

Solution: a) 1
r
(1 − e−rT ); b) 2
r
(1 − e−rT /2 ); c) 1
r−i
(1 − e(i−r)T ), if i 6= r and T otherwise; d)
T
(1 + e−rT ) π
.
1+( rT
π )2

(8) Let f : [0, 2] −→ R be continuous, increasing in (0, 1) , decreasing in (1, 2) and, also, satisfying
R2
that: f (0) = 3, f (1) = 5 and f (2) = 4. Between which values can we guarantee that 0 f (x) dx
is located?
R1 R2 R2
Solution: Since, 3 ≤ 0
f (x) dx ≤ 5, and 4 ≤ 1 f (x) dx ≤ 5, we have that 7 ≤ 0 f (x) dx ≤ 10.

R3
(9) Let f : [1, 3] −→ [2, 4] be increasing, continuous and bijective such that 1
f dx = 5. Calculate
R 4 −1
2
f (x) dx
R3 R4 R4
Solution: Since 1
f dx + 2
f −1 (x) dx = 10, 2
f −1 (x) dx = 10 − 5 = 5.

(10) Certain company has determined that its marginal cost is dC

dx = 4(1 + 12x)−1/3 . Find the cost
function if C = 100 when x = 13.
Solution: 1
3
(1 + 12x)2/3 .