Skip to content

Antiderivative

An antiderivative recovers a function from its derivative. See why a starting value fixes the constant and why total cost differs from accumulated change.

An antiderivative of a function ff is a function FF whose derivative is ff:
F′(x)=f(x).F'(x)=f(x).

The task runs differentiation backwards: recover a level from a known rate of change. For example, a model of marginal trading cost can tell an execution desk how total cost changes with order size. An antiderivative recovers the cost curve, but the marginal rate alone cannot reveal its starting level.

One rate, many totals

Suppose a hypothetical execution desk models marginal cost as

c(q)=0.04+0.002q,q≥0,c(q)=0.04+0.002q, \qquad q\geq0,

where qq is shares traded and c(q)c(q) is USD per share. Quantity is treated as continuous. This is a smooth teaching model of execution costs, excluding the purchase price of the shares, rather than a quoted fee schedule or a fitted market-impact model.

Reading the polynomial differentiation rule backwards gives

C(q)=0.04q+0.001q2+K.C(q)=0.04q+0.001q^2+K.

Differentiate to check: C′(q)=0.04+2(0.001)q=c(q)C'(q)=0.04+2(0.001)q=c(q). The constant KK disappears. Thus every choice of KK gives an antiderivative with exactly the same marginal costs.

Keep the units. The coefficient 0.040.04 has units USD/share and 0.0020.002 has units USD/share². Multiplication by qq or q2q^2 leaves each term in C(q)C(q) in USD. The constant KK must also be in USD; it is not another per-share charge.

Suppose the desk allocates USD 10 of setup overhead before trading, so that C(0)=10C(0)=10. Substitution gives K=10K=10, selecting

C(q)=0.04q+0.001q2+10.C(q)=0.04q+0.001q^2+10.

At 100 shares,

C(100)=4+10+10=24 USD.C(100)=4+10+10=24\text{ USD}.

The increase from trading those shares is only C(100)−C(0)=14C(100)-C(0)=14 USD. The remaining USD 10 was already present at the starting point. Setting the constant to zero without evidence would recover the variable-cost curve, but miss this model's total cost.

Synthetic cost curves with starting constants USD 0, USD 10 and USD 20 reach USD 14, USD 24 and USD 34 at 100 shares. All share marginal cost 0.04 plus 0.002q USD per share and rise by USD 14.
Synthetic cost curves with starting constants USD 0, USD 10 and USD 20 reach USD 14, USD 24 and USD 34 at 100 shares. All share marginal cost 0.04 plus 0.002q USD per share and rise by USD 14.
Original hypothetical continuous-quantity cost model. Changing the starting cost shifts the whole curve vertically, leaving its slopes and interval changes unchanged.

Why the family has just one free constant

On an interval, if FF is one antiderivative of ff, every antiderivative has the form F+KF+K, where KK is constant. If G′=F′G'=F', then (G−F)′=0(G-F)'=0; the mean value theorem implies that G−FG-F is constant on the interval. This is the constant-family theorem. OpenStax §4.10 states both directions.

The interval matters. For f(x)=1/xf(x)=1/x, the domain excludes zero and splits into two intervals. Its antiderivatives may be

F(x)={ln⁡x+K+,x>0,ln⁡(−x)+K−,x<0.F(x)=\begin{cases} \ln x+K_+, & x>0,\\ \ln(-x)+K_-, & x<0. \end{cases}

There is no requirement that K+=K−K_+=K_-. A known value on the positive side cannot determine the negative side's constant. One starting value fixes one member of the family on a connected interval.

A function, a family, or an accumulated change?

These closely related objects answer different questions:

ObjectWhat it tells you in the cost model
An antiderivative 0.04q+0.001q20.04q+0.001q^2One function whose derivative is the specified marginal cost
The indefinite integral ∫c(q) dq\int c(q)\,dqThe complete family 0.04q+0.001q2+K0.04q+0.001q^2+K
The definite integral ∫0100c(q) dq\int_0^{100}c(q)\,dqThe accumulated increase, USD 14
The initial-value condition C(0)=10C(0)=10The extra information selecting the actual total-cost curve in this model
Because cc is continuous, the fundamental theorem of calculus connects reconstruction to accumulation:
C(q)=C(0)+∫0qc(u) du.C(q)=C(0)+\int_0^q c(u)\,du.

Here uu is the integration variable. The integral supplies the change from zero shares to qq shares; C(0)C(0) supplies the starting level. Any arbitrary constant cancels when subtracting endpoints. Adding a further arbitrary constant to a definite integral would change its answer.

The useful habit is to differentiate the proposed antiderivative and check the stated starting value separately. Passing the derivative check proves the rate is correct; it cannot establish that the starting cost is correct. MIT's introduction emphasizes this lost constant when reversing differentiation.
For a fuller treatment of reconstruction and standard rules, see Antiderivatives and Initial-Value Problems. The public page provides a preview; the complete lesson requires membership.

Sources

Last updated
  • calculus
  • antidifferentiation
  • initial value
  • marginal cost
  • integration
← Back to the glossaryBack to top ↑