Maximizing the Integral

Maximizing the Integral
$\begingroup$

Find the interval $[a,b]$ for which the value of the integral $\int_{a}^{b} (2+x-x^2)dx$ is maximized.

To solve this problem, I believe I need to the largest interval over which the integrand is nonnegative. To that end, $2+x-x^2 \ge 0$ if and only if $(x+1)(x-2) \le 0$. This occurs if $x \ge -1$ and $x \le 2$ or $x \le -1$ and $x \ge 2$. Obviously the latter condition is contradictory in nature, so we conclude that $f(x)$ is nonnegative if and only if $x \in [-1,2]$. Now we prove that this is the interval over which the integral is maximized.

Let $[a,b] \subseteq \Bbb{R}$ be some other interval. If $[a,b]$ is contained in either $(- \infty, -1]$ or $[2,\infty)$, then the integral is negative and therefore smaller. If $[a,b]$ is strictly contained in $[-1,2]$, then $\int_{-1}^{2} f(x)dx = \int_{-1}^{a} f(x)dx + \int_{a}^{b} f(x) dx + \int_{b}^{2} f(x)dx \ge \int_{a}^{b} f(x) dx$. The only remaining case is when $[a,b]$ and $[-1,2]$ overlap but the latter is not contained in the former. Suppose that $a \le -1 \le b$. Then

$$\int_{a}^{b} f(x) dx = \int_{a}^{-1}f(x) dx + \int_{-1}^{b} f(x) dx \le \int_{-1}^{b} f(x) dx + \int_{b}^{2} f(x) dx.$$ The $a \le 2 \le b$ case is similar. Finally, it's possible to have $[-1,2] \subseteq [a,b]$, but that case can be handled in a similar fashion, and so I omit it.

As one can see, I had to deal with more cases than I cared to. Is there a simpler solution, or have I no such recourse?

$\endgroup$

3 Answers

$\begingroup$

The two cases $a, b\leq -1$ and $2\leq a, b$ can be excluded by noting that those integrals can't get positive, since the function is negative on $[a, b]$. All other cases can be covered in one fell swoop by saying that $\int_{-1}^af(x) dx$ and $\int_b^2f(x)dx$ are both non-negative, so $$ \int_{-1}^2f(x)dx = \int_a^bf(x)dx + \int_{-1}^af(x)dx + \int_b^2f(x)dx $$ shows that $\int_{-1}^2f(x)dx \geq \int_a^bf(x)dx$ (keeping in mind that $\int_p^qf(x)dx = -\int_q^pf(x)dx$).

$\endgroup$
$\begingroup$

How about this:

Let $a$ be a fixed number. Consider the function

$$F(t)= \int_a^t (2+x-x^2) \ \mathrm dx$$

Then, $F'(t)= 2+t-t^2 = - (t+1)(t-2)$.

Observe that $F'$ is positive on $(-1,2)$ and negative on $(2,\infty)$.

This implies that $t=2$ is a local maximum for $F$.

Now similarly, you can consider $$G(t)= \int_t^2(2+x-x^2) \ \mathrm dx = -\int_2^t(2+x-x^2) \ \mathrm dx$$

and observe that $t=-1$ is a local max for $G$.

$\endgroup$
1
$\begingroup$

Your reasoning on the negativity of the integrand is correct. Solving for intersections between $f$ and the x-axis, as well as the fact that $\frac{df}{dx} = 1 - x^2 $ and is strictly increasing for $x < 0$ and decreasing for $x>0$ shows that $f$ is only positive in the region $[-1,2]$. ( A simple plot would confirm this as well, but it is good practice to work out the analytics of it)

Another relatively straight forward solution can be given by defining

$$g(a,b) = \int_a^bf(x)dx = \int_a^0 f(x)dx + \int_0^b f(x)dx = \int_0^b f(x)dx - \int_0^a f(x)dx $$

and by the fundamental theorem of calculus

$$\frac{d}{db}g(b,a) = f(b) = 2 + b - b^2$$ Setting $f(b) = 0$ and solving for $b$ we get $b = 2$ as a positive solution, so the first integral is maximized at $b=2$. Similarly, we get that the second integral is maximized at $a=-1$, and so their sum is maximized over $[-1,2]$.

$\endgroup$
1

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

David Miller
Author

David Miller

David Miller brings 15 years of experience in global economics, personal finance strategy, and market dynamics. He specializes in turning complex economic trends into actionable insights for everyday readers.