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Improper Integral
Improper Integral
1
1.1
Improper Integrals
Introduction
b
In Calculus II, students dened the integral a f (x) dx over a nite interval [a, b].
The function f was assumed to be continuous, or at least bounded, otherwise
the integral was not guaranteed to exist. Assuming an antiderivative of f could
b
be found, a f (x) dx always existed, and was a number. In this section, we
investigate what happens when these conditions are not met.
Definition 1 (Improper Integral) An integral is an improper integral if either the interval of integration is not nite (improper integral of type 1) or
if the function to integrate is not continuous (not bounded) in the interval of
integration (improper integral of type 2).
ex dx is an improper integral of type 1 since the upper limit
Example 2
0
of integration is innite.
1
dx
1
Example 3
is an improper integral of type 2 because is not continux
x
0
ous at 0.
dx
0 x 1 is an improper integral of types 1 since the upper limit
1
of integration is innite. It is also an improper integral of type 2 because
x1
is not continuous at 1 and 1 is in the interval of integration.
2
dx
1
Example 5
is an improper integral of type 2 because 2
is not
2
x 1
2 x 1
continuous at 1 and 1.
Example 4
Example 6
0
.
2
We now look how to handle each type of improper integral.
continuous at
1.2
These are easy to identify. Simply look at the interval of integration. If either
the lower limit of integration, the upper limit of integration or both are not
nite, it will be an improper integral of type 1.
Definition 7 (improper integral of type 1) Improper integrals of type 1 are
evaluated as follows:
t
f (x) dx exists for all t a, then we dene
1. If
a
t
f (x) dx = lim
f (x) dx
f (x) dx is
provided the limit exists as a nite number. In this case,
a
said to be convergent (or to converge). Otherwise,
f (x) dx is said
a
b
b
f (x) dx = lim
f (x) dx
provided the limit exists as a nite number. In this case,
is said to be convergent (or to converge). Otherwise,
f (x) dx is
a
f (x) dx =
f (x) dx +
f (x) dx
a
f (x) dx
1.3
These are more dicult to identify. One needs to look at the interval of integration, and determine if the integrand is continuous or not in that interval.
Things to look for are fractions for which the denominator becomes 0 in the interval of integration. Keep in mind that some functions do not contain fractions
explicitly like tan x, sec x.
Definition 8 (improper integral of type 2) Improper integrals of type 2
are evaluated as follows:
1. if f is continuous on [a, b) and not continuous at b then we dene
b
a
t
f (x) dx = lim
tb
f (x) dx
a
b
provided the limit exists as a nite number. In this case,
f (x) dx is
a
b
f (x) dx is said
said to be convergent (or to converge). Otherwise,
a
b
f (x) dx = lim+
ta
f (x) dx
t
b
provided the limit exists as a nite number. In this case,
f (x) dx is
a
b
f (x) dx is said
said to be convergent (or to converge). Otherwise,
a
c
a
f (x) dx and
b
c
b
f (x) dx =
a
f (x) dx +
a
f (x) dx
c
1.4
Examples
dx
1 + x2
This is an improper integral of type 1. Since both limits of integration are
innite, we break it into two integrals.
0
dx
dx
dx
=
+
2
2
1 + x2
1 + x
1 + x
0
Example 11
0
dx
1
dx
Note that since the function
is even, we have
= 0
;
1 + x2
1 + x2
1 + x2
dx
.
we only need to do 0
1 + x2
t
dx
dx
= lim
2
t
1
+
x
1
+
x2
0
0
and
0
t
dx
= tan1 x0
2
1+x
= tan1 t tan1 0
= tan1 t
Thus
dx
= lim tan1 t
2
t
1+x
=
2
It follows that
Example 12
dx
= +
2
1+x
2
2
=
2
0
sec xdx
t 2
First,
t
= ln |sec t + tan t|
2
(ln |sec t + tan t|) = hence
sec xdx diverges.
and lim
t 2
Example 13
0
sec xdx
First, we evaluate
2
0
sec2 xdx =
2
0
sec2 xdx +
. Thus,
2
sec2 xdx
sec xdx.
t
2
2
sec xdx = lim
sec2 xdx
t 2
Therefore,
2
0
It follows that
2
0
t 2
=
sec2 xdx diverges, therefore,
5
0
Remark 14 If we had failed to see that the above integral is improper, and
had evaluated it using the Fundamental Theorem of Calculus, we would have
obtained a completely dierent (and wrong) answer.
sec2 xdx = tan tan 0
0
dx
2
x
This integral is improper for several reasons. First, the interval of integration
is not nite. The integrand is also not continuous at 0. To evaluate it, we break
it so that each integral is improperat only one place, that place being
1one of
1
0
dx
dx
dx
dx
the limits of integration, as follows:
=
+
+
+
2
2
2
2
x
x
x
1
0 x
dx
. We then evaluate each improper integral . The reader will verify that
2
1 x
it diverges.
Example 15
dx
xp
=
=
=
xp dx
t
x1p
1 p 1
t1p
1
1p 1p
t1p
dx
1
1
converges. In conclusion,
lim
=
and therefore
p
t 1 p
1p
p1
1 x
we have looked at the following cases:
6
dx
converges if p < 1, it diverges otherwise.
p
0 x
Proof. See problems.
Theorem 17
1.5
f (x) dx converges then
1. If
g (x) dx diverges, then
2. If
a
The theorem is not too dicult to understand if we think about the integral
in terms of areas. Since both functions are positive, the integrals simply represent the are of the region below their graph. Let Af be the area of the region
below the graph of f . Use a similar notation for Ag . If 0 g (x) f (x), then
Ag Af . Part 1 of the theorem is simply saying that if Af is nite, so is Ag ;
this should be obvious from the inequality. Part 2 says that if Ag is innite, so
is Af .
Example 19 Study the convergence of
1
ex dx
2
ex ex
Now,
t
dx = lim
ex dx
= lim e1 et
t
1
=e
and therefore converges. It follows that
theorem.
Remark 20 When using the comparison theorem, the following inequalities are
useful:
x2 x x 1
and
1.6
ln x x ex
Things to know