Middle East Technical University

Some Principles of Integration

Ahmed Yekta Okten

Improper Integration

We know that integration is just the sum of infinitely many elements. In

some situations some integrals cannot be evaluated because of uncertainties.
If either the upper bound or the lower bound of the integral cause this kind
of problem the integral is called an improper integral.
Limits are used to solve improper integrals. If the bounds are not defined
in the primitive function we simply approach the bounds from the proper
side. An example will clarify the explanation.
Example
Suppose we want to calculate the area between the function lnx and x-axis
from 0 to 1. We need use integration.
Z 1
0

lnxdx = xlnx x|10

We can see that we cannot put x = 0 in xlnx x and since x = 0 is not

defined on the natural logarithm function. But we still can determine the
area between these two curves. If we substitute 0 with u and take the limit
as x approaches u from the right-hand side we will be able to solve this
problem. The reason why we take the right-hand side limit is quite obvious
which is 1 is greater than 0.
Z 1

lim

u0+ u

lnxdx = xlnx x|1lim

u0+ u

= 1ln1 1 (limu0+ ulnu u)

We use LH
opitals rule to get rid of the uncertainty and we get 1. The
area we want to calculate is under the x-axis so we have to take the absolute
value of our answer. Hence the area between the function lnx and the x-axis
is 1 unit square.
Improper integrals is a pretty important yet an easily understandable
concept. On this example we faced an integral that can be evaluated. On
the next chapter we are going to talk about integrals which dont converge
so dont have a real value.