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Improper Integrals

Improper Integrals

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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.