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Improper Integrals

Improper Integrals

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Published by hyd arnes

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Published by: hyd arnes on Nov 28, 2008
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01/27/2013

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Improper Integrals
In defining the definite integral
∫ 
ba
dx x f 
)(, we dealt with a function
 f 
defined on afinite interval [
a
,
b
] and we assumed that
 f 
does not have an infinite discontinuity.However, we can extend the concept of a definite integral to the case where the intervalis infinite and also to the case where
 f 
has an infinite discontinuity in [
a
,
b
]. In either case the integral is called an improper integral.I. Improper Integral on an Infinite IntervalA.Definition1. If 
∫ 
a
dx x f 
)(exists for every number 
a
, then
=
∫ 
a
dx x f 
)( 
lim
 
∫ 
a
dx x f 
)(provided this limit exists (as a finite number).2. If 
∫ 
b
dx x f 
)(exists for every number 
b
, then
=
∫ 
b
dx x f 
)( 
lim
−∞
∫ 
b
dx x f 
)(provided this limit exists (as a finite number).[
 Note
: The integrals
∫ 
a
dx x f 
)(and
∫ 
b
dx x f 
)(are said to be
convergent
if the corresponding limit exists and divergent if the limit does not exist.]3. If both
∫ 
a
dx x f 
)(and
∫ 
a
dx x f 
)(are convergent, then we define 
∫ 
+=
aa
dx x f dx x f dx x f 
)()()( . [
 Note
: Any real number 
a
can beused.]
 
1B. Examples1. Evaluate
dx x
∫ 
12
1. 
=
∫ 
dx x
12
1 
lim
 
=
∫ 
dx x
12
 
lim
=
 x
1
1 
lim
111
=+
 
 
dx x
∫ 
12
1converges to 1.2. Evaluate
dx x
∫ 
1
1 
dx x
∫ 
1
1=
lim
dx x
∫ 
1
1=
lim
{ }
 x
1
2=
lim
{ }
=
22
 
dx x
∫ 
1
1diverges.3. Evaluate
dxe
 x
∫ 
0
. 
dxe
 x
∫ 
0
=
lim
−∞
dxe
 x
∫ 
0
=
lim
−∞
{ }
0
 x
e
=
lim
−∞
{ }
ee
0
= 1 – 0 = 1
 
dxe
 x
∫ 
0
converges to 1.4. Evaluate
dx x
∫ 
+
2
11 
dx x
∫ 
+
2
11=
dx xdx xdx x
∫ ∫ ∫ 
+=+++
020202
1121111(by symmetry) =
 
22
lim
=+
∫ 
dx x
02
112
lim
{ }
=
 x
0
arctan2
lim
{ }
=
0arctanarctan
2
lim
=     =
π  π  
22arctan
dx x
∫ 
+
2
11converges to
π  
.5. Evaluate
∫ 
1
ln
dx x
. 
∫ 
1
ln
dx x
=
lim
∫ 
dx x
1
ln
=
lim
{ }
 x x x
1
ln
=
lim
[
{ }
ln– 
{ }
11ln1
] =
lim
{ }
=+
1)1(ln
=+
1)1(ln
limlim
=+
1
∫ 
1
ln
dx x
diverges.6. Evaluate
∫ 
0
dx xe
x
.
∫ 
0
dx xe
x
=
lim
=
∫ 
 x
dx xe
0
 
lim
{ }
=
 x x
e xe
0
lim
=
 x x
ee x
0
1
lim
00
101
eeee
. By L’Hospital’s Rule ,
lim
=
e
lim
01
=
e
. Thus,
lim
00
101
eeee
=1)10()00(
=
.Thus,
∫ 
0
dx xe
x
converges to 1.

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