Integrating the Expectation Value

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I am asked a problem where I'm supposed to integrate the expectation value of a dynamic variable (operator) to solve a differential equation. OK, is the expectation value supposed to be a variable?

But it seems to me like its a definite integral over allspace and thus is a number. So integrating it would just be like integrating a constant.

What does this operation of integrating the expectation value of an operator even mean conceptually?
 
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