Chapter4 Calculus1

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You are on page 1of 80

MINH CITY

INTERNATIONAL UNIVERSITY

Chapter 4: Integration

Calculus 1

Lecturer: Nguyen Minh Quan, PhD

quannm@hcmiu.edu.vn

Contents

4 Techniques of Integration

5 Approximate Integration

6 Improper Integrals

Introduction

differentiation allows us to find its rate of change by taking its

derivative.

In this chapter, we study the reverse process: given a rate of change,

integration allows us to find a total quantity.

Do we have any connection between differentiation and integration?

Integral and differential calculus are connected by The Fundamental

Theorem of Calculus which connects them.

Integration has various of applications such as measuring area,

volume,...It thus is related to measure the area under the curve.

1. Areas under Curves

Assume that a car was moving with constant velocity v (m/s) during

the time t1 and t2 . Then the distance that this car traveled on [t1 , t2 ]

is S = v × (t2 − t1 ).

This quantity equals to the area bounded by the horizontal line y = v

and the two vertical lines x = t1 , x = t2 .

When the velocity of the car is not constant; that is, v varies in time

v = v (t). What is the distance traveled by this car?

1. Areas under Curves

The previous example is related to a fundamental problem of calculus:

given a nonnegative continuous function y = f (x), find the area S of the

region R lying under the graph of f , above the x-axis and between the

vertical lines x = a and x = b, where a < b.

1. Areas under Curves

The idea behind the computing this area is that we can effectively

compute such quantities by breaking it into small pieces and then

summing the contributions from each piece.

We divide [a, b] into N closed subinterval so that

a = x0 < x1 < x2 < ... < xn−1 < xN = b

and

∆xi → 0 as N → ∞

[For example, ∆xi = (b − a)/N, for all i = 1, .., N]

Nguyen Minh Quan (HCMIU-VNU) Chapter 4: Integration Fall 2017 6 / 80

1. Areas under Curves

In each subinterval [xi−1 , xi ], we select an arbitrary point ci ,

i = 1, .., n. The area of a i th rectangle with height f (ci ) and width

∆xi is f (ci ) ∆xi .

We approximate the area S by summing the areas of all the

N

P

rectangles: SP = f (ci ) ∆xi . This sum is called Riemann sum. As

i=1

N → ∞, the area of the rectangles becomes closer to S.

1. Areas under Curves

Definition

The area S of the region under a nonnegative, continuous function f is the

limit of the sum of the areas of approximating rectangles:

N

X

S = lim SP = lim f (ci ) ∆xi

N→∞ n→∞

i=1

2. The Definite Integral

Definition

The definite integral of a nonnegative, continuous function f over [a, b] is

the limit of Riemann sums (that is, the limit of the sum of the areas of

approximating rectangles) and is denoted by the integral sign:

Zb N

X

f (x)dx = lim SP = lim f (ci ) ∆xi

N→∞ N→∞

a i=1

2. The Definite Integral

Example

R1

Set up an expression for xdx as a limit of sums and evaluate the limit.

0

Solution:

Choose ci = xi = i/N, ∆xi = 1/N, i = 1, .., N (ci are right endpoints).

Z1 N N

X i 1 X i 1

xdx = lim f = lim

N→∞ N N N→∞ N N

0 i=1 i=1

Thus,

Z1 N

1 X N (N + 1) 1

xdx = lim 2

i = lim 2

=

N→∞ N N→∞ 2N 2

0 i=1

2. The Definite Integral

Now we generalize further, removing the restrictions that f must be

nonnegative. Assume that f is continuous on the closed, finite interval

[a; b]. If f (x) is nonnegative, then the definite integral is not equal to an

area in the usual sense, but we may interpret it as the "signed area"

between the graph and the x-axis.

Signed area (net area) is defined as the difference of the area above x-axis

and the area below x-axis.

Zb

f (x)dx = net area

a

2. The Definite Integral

Theorem

If f is continuous on [a, b] then f is integrable on [a, b].

Definition

The definite integral of an integrable function f over [a, b] is the limit of

Riemann sums (that is, the limit of the sum of the areas of approximating

rectangles) and is denoted by the integral sign:

Zb N

X

f (x)dx = lim SP = lim f (ci ) ∆xi

N→∞ N→∞

a i=1

2. The Definite Integral

Properties of the Definite Integral

Ra

a f (x)dx = 0.

Rb Ra

a f (x)dx = − b f (x)dx.

Rb Rb Rb

a [αf (x) + βg (x)]dx = α a f (x)dx + β a g (x)dx.

Rb Rc Rc

a f (x)dx + b f (x)dx = a f (x)dx.

Rb Rb

If f (x) 6 g (x) and a 6 b then a f (x)dx 6 a g (x)dx.

R R

b b

If a 6 b then a f (x)dx 6 a |f (x)|dx

Ra

If fodd is an odd function then −a fodd (x)dx = 0.

Ra Ra

If feven is an even function then −a feven (x)dx = 2 0 feven (x)dx.

Properties of the Definite Integral

Example

Use the properties of integrals to evaluate

Z3

1 + x 3 dx

−3

Solution

Z3 Z3 Z3

3

x 3 dx = 6

1+x dx = 1dx +

−3 −3 −3

Since the first integral is the area of the rectangle of the sides 6 and 1. the

second integral is zero due to the the fact that x 3 is an odd function.

The Mean Value Theorem for Integrals

Theorem

If f is continuous on [a, b] then there exists c ∈ [a, b] such that

Z b

f (x)dx = f (c)(b − a)

a

Definition

The value f (c) is called the average value or mean value of f on [a, b],

Zb

1

fav = f (x)dx.

b−a

a

The Mean Value Theorem for Integrals

Example

Find the mean value of the function f (x) = 1 + x 3 on the interval [−3, 3].

The Fundamental Theorem of Calculus

Calculating integrals by taking the limit of Riemann sums is often long and

difficult. There is a more effective way to calculate integrals. This effective

way is based on the relationship between integration and differentiation

which is called The Fundamental Theorem of Calculus.

The Fundamental Theorem of Calculus

Calculating integrals by taking the limit of Riemann sums is often long and

difficult. There is a more effective way to calculate integrals. This effective

way is based on the relationship between integration and differentiation

which is called the Fundamental Theorem of Calculus (FTC).

The Fundamental Theorem of Calculus

Let a function F (x) be defined on I by

Zx

F (x) = f (t)dt

a

(b) If G is any antiderivative of f on I , then for any b in I we have

Zb

f (x)dx = G (b) − G (a) := G (x)|ba

a

The Fundamental Theorem of Calculus

Example

(a) Find the average value of f (x) = e −x + cosx on − π2 , 0 .

R2 2

(b) Find the derivatives of A (x) = e −t dt.

x

Rx 3 2

(c) Find the derivatives of B (x) = e −t dt.

x2

Solution

(a) The average value is

Z0

0

1 −x 2 −x 2

= (e π/2 − 1)

e + cos x dx = −e + sin x

0 − − π2

π − π π

− π2 2

The Fundamental Theorem of Calculus

Solution (Cont.)

Rx 2 2

(b) A (x) = − e −t dt ⇒ A0 (x) = −e −x .

2

2 Rx 2

(c) Let F be an antiderivative of e −t , i.e, F (x) = e −t dt for any a.

a

x3

Z x2

Z

−t 2 2

B (x) = e dt − e −t dt = F (x 3 ) − F (x 2 ).

0 0

d d d

F x3 − F x 2 = 3x 2 F 0 x 3 − 2xF 0 x 2 =

Thus, B(x) =

dx

6 4

dx dx

3x 2 e −x − 2xe −x .

The Fundamental Theorem of Calculus

Example

R 1 5 √

(a) Find 0 (2x + 2 x − 1) dx.

(b) Find the area under the curve y = 1/x 2 and above y = 0 between

x = 1 and x = 2.

Table of indefinite integral

Both parts of the Fundamental Theorem establish connections between

antiderivatives and definite integrals.

Table of antiderivatives

Practical Application: Finding Total Change

Theorem

If F (x) is a total quantity and f = dF /dx is its rate of change, then the

integral of a rate of change is the total change

Zb Zb

dF

f (x)dx = dx = F (b) − F (a)

dx

a a

1. If the rate of growth of a population is dP/dt, then the increase in

population during the time period from t1 to t2 is

Zt2

dP

dt = P (t2 ) − P (t1 )

dt

t1

Practical Application: Finding Total Change

2. If C (x) is the cost of producing x units of a commodity, then the cost of

increasing production from x1 to x2 is

Zx2

C’ (x) dx = C (x2 ) − C (x1 )

x1

3. If an object move along a straight line with position function s(t), then

its velocity is v (t) = s 0 (t), so the change of position (displacement) of the

object during the time period from t1 to t2 is

Zt2

v (t) dt = s (t2 ) − s (t1 )

t1

Practical Application: Finding Total Change

Rt2

Note that the total distance travelled during t1 and t2 is |v (t) |dt.

t1

The marginal cost in producing x computer chips (in units of 1000) is

C 0 (x) = 150x 2 − 3000x + 17500 ($ per 1000 chips).

(a) Find the cost of increasing production from 10,000 to 15,000 chips.

(b) Assuming C(0) = $35,000 (that is, set up costs were $35,000), find

the total cost of producing 15,000 chips

Practical Application: Finding Total Change

A particle moves along a line so that its velocity at time t is

v (t) = t 2 − t − 6 (m/s).

(a) Find the displacement of the particle during the time period 1 ≤ t ≤ 4.

(b) Find the distance traveled during this time period.

Practical Application: Newton’s Law of Cooling

Newton’s Law of Cooling: Let T (t) be the temperature of the object at

time t and Ts be the temperature of the surroundings (Ts < (T (t)), then

dT

= −k (T − Ts )

dt

where k is a positive constant.

That is, the rate of cooling of an object is proportional to the temperature

difference between the object and its surroundings.

Find T (t)? Integrating the (differential) equation,

Z Z

dT

= k dt ⇒ ln (T − Ts ) = −kt + ln (T (0) − Ts )

T − Ts

This implies

T (t) = Ts + (T (0) − Ts ) e −kt

Practical Application: Newton’s Law of Cooling

Example: Newton’s Law of Cooling

A detective found a corpse in a motel room at midnight and its

temperature was 80o F. The temperature of the room is kept constant at

60o F. Two hours later the temperature of the corpse dropped to 75o F.

Find the time of death. Note that the temperature of a normal person is

98.6o F (37o C)

Solution

Let T (t) be the temperature of the corpse at time t. We have

T (t) = Ts + (T (0) − Ts ) e −kt . Thus, at t = 2:

−2k 1 75 − 60

T (2) = 60 + (80 − 60) e = 75 ⇒ k = − ln = 0.1438

2 80 − 60

−ktd = 98.6.

At time of death: T (td) = 60 + (80 − 60) e

Therefore, td = − k1 ln 98.6−60

80−60 = −4.57 hours.

Substitution Method

Substitution Rule

Z Z

f (u (x)) u 0 (x)dx = f (u) du =F (u (x)) + C

Example

3x 2 cos x 3 dx.

R

Evaluate

Solution

Let u = x 3 ⇒ du = 3x 2 dx.

Applying the substitution rule:

Z Z

3x cos x dx = cos (u) du = sin u + C = sin x 3 + C .

2 3

Substitution Method

Example

5

Evaluate 2x x 2 + 9 dx.

R

Solution

Step 1. Choose the function u and compute du.

Let u = x 2 + 9 then du = 2xdx.

Step 2. Rewrite the integral in terms of u and du , and evaluate

Z Z

5 1

2x x + 9 dx = u 5 du = u 6 + C

2

6

Step 3. Express the final answer in terms of x

Z

5 1 2 6

2x x 2 + 9 dx = x + 9 + C.

6

Substitution Method

Example

√ x

R

Evaluate 1−4x 2

dx.

Solution

1

Let u = 1 − 4x 2 . Thus du = −8xdx, so xdx = − du

8

1 √

Z Z Z

x 1 1 1

√ dx = − √ du = − u −1/2 du = − 2 u + C

1 − 4x 2 8 u 8 8

Therefore, Z

x 1p

√ dx = − 1 − 4x 2 + C .

1 − 4x 2 4

Substitution Method

Exercises

Using

R substitution method to evaluate

3x 2 +6x

1. 3 2 4 dx

(x +3x +9)

4

x 2 + 2x x 3 + 3x 2 + 1 dx

R

2.

e 3x dx

R

3.

2

xe x +1 dx

R

4.

R √

5. x 5 1 + x 2 dx

6. cos3 x sin xdx

R

−1 x

7. tan

R

1+x 2

dx

2

8. (lnxx) dx. [u = ln x]

R

Substitution Method For Definite Integrals

If u(x) is differentiable on [a, b] and f (x) is integrable on the range of

u(x), then

Zb u(b)

Z

0

f (u (x)) u (x) dx = f (u) du

a u(a)

Substitution Method For Definite Integrals

Example

R2 √

Evaluate x 2 x 3 + 1dx.

0

Solution

Let u = x 3 +

√ 1, thus du = 3x 2 dx.

√

We have x 2 x 3 + 1 = 13 udu.

x = 0 ⇒ u (0) = 1

x = 2 ⇒ u (2) = 9

Therefore,

Z2 Z9

1 √ 2 3/2 9 52

p

2 3

x x + 1dx = udu = u =

3 9 1 9

0 1

Substitution Method For Definite Integrals

Examples

Use the Change of Variables Formula to evaluate the definite integral 1-4.

R6 √

1. x + 3dx.

1

R4 √

2. x x 2 + 9dx.

0

π/2

cos3 x sin xdx.

R

3.

0

Re 4 dx

4. √

x ln x

.

e

1 1

R1 dt

Ra dt

R1 dt

Ra du

5. Prove that 1+t 2

= 1+t 2

. Hint: Let u = 1/t → 1+t 2

= 1+u 2

.

a 1 a 1

Integration by parts

Integration by parts

Z Z

0

u (x) v (x) dx = u (x) v (x) − u 0 (x) v (x) dx

Or Z Z

udv = uv − vdu

Integration by parts

Example

R

Evaluate x sin xdx

Solution

u=x du = dx

Let ⇒

dv = sin xdx v = − cos x

Z Z Z

x sin xdx = udv = uv − vdu

Thus,

Z Z

x sin xdx = −x cos x + cos xdx = −x cos x + sin x + C

Integration by parts

Example

R

Evaluate ln xdx

Solution

du = x1 dx

u = ln x

Let ⇒

dv = dx v =x

Z Z Z

ln xdx = udv = uv − vdu

Thus, Z Z

ln xdx = x ln x − dx = x ln x − x + C

Integration by parts

Example

x 2 e x dx

R

Evaluate

Solution

u = x2

du = 2xdx

Let ⇒

dv = e x dx v = ex

Z Z Z

x 2 e x dx = udv = uv − vdu

Z Z

x 2 e x dx = x 2 e x − 2 xe x dx

Integration by parts

Solution(Cont.)

xe x dx

R

Evaluate

u=x du = dx

Let x ⇒

dv = e dx v = ex

Z Z Z

x

xe dx = udv = uv − vdu

Z Z

x x

xe dx = xe − e x dx = xe x − e x + C

Therefore, Z

x 2 e x = x 2 e x − 2xe x + 2e x + C1

Integration by parts

Zb Zb

0

u (x) v (x) dx = u (x) v (x)|ba − u 0 (x) v (x) dx

a a

Example

Find the area of the region bounded by the curve y = tan−1 x, the x-axis,

and the lines x = 0 and x = 1.

Trigonometric Integrals

Trigonometric Substitution

Evaluate Z

sinm x cosn xdx

easily by substitution.

If the power of sin x and cos x are both even, then we can make use

of the double-angle formulae

1 + cos 2x 1 − cos 2x

cos2 x = , and sin2 x =

2 2

Trigonometric Integrals

Examples

Evaluate

1. R sin4 x cos3 xdx

R

2. R sin4 x dx

3. R tan xdx

2x

4. cos x+sin dx

R cos5sin

x

x

5. √sin x dx

R sin3 (√x )

6. √

x

dx

Trigonometric Integrals

Example

1. Evaluate

Z1/2 p

x 2 1 − x 2 dx

0

2. Z

dx

√

4 + x2

The Method of Partial Fractions

R P(x)

Find Q(x) dx where P(x) and Q(x) are polynomials (a ratio of

P(x)

polynomials)? We rewrite Q(x) as

P (x) R (x)

= S (x) +

Q (x) Q (x)

Example

x3 + x

Z Z

2 2

dx = x +x +2+ dx

x −1 x −1

x3 x2

= + + 2x + 2 ln |x − 1| + C

3 2

The Method of Partial Fractions

factor is repeated).

In this case the partial fraction theorem states that there exist constants

A1 , .., Ak such that

R (x) A1 A2 Ak

= + + ... +

Q (x) a1 x + b1 a2 x + b2 ak x + bk

Example

x+5

R

Evaluate x 2 +x−2

The Method of Partial Fractions

Solution

Note that

x +5 x +5 A B

= := +

x2

+x −2 (x − 1) (x + 2) x −1 x +2

A+B =1

x + 5 = A (x + 2) + B (x − 1) .This implies

2A − B = 5

⇒ A = 2, B = −1

Thus, Z Z

x +5 2 1

2

dx = − dx =

x +x −2 x −1 x +2

= 2 ln |x − 1| − ln |x + 2| + C .

The Method of Partial Fractions. Case 1.

Exercises

Evaluate Z

cos xdx

2

sin x − 3 sin x + 2

The Method of Partial Fractions

3 −x+1

Example: xx2 (x−1) A B C

2 = x + x 2 + x−1 +

D

(x−1)2

.

Example

x 4 −2x 2 +4x+1

R

Evaluate x 3 −x 2 −x+1

dx

Hint:

x 4 − 2x 2 + 4x + 1 4x

3 2

=x +1+ 3 2

x −x −x +1 x −x −x +1

4x 4x A B C

3 2

= 2

= + 2

+

x −x −x +1 (x − 1) (x + 1) x − 1 (x − 1) x +1

A = 1, B = 2, C = −1

The Method of Partial Fractions

repeated.

If Q(x) has the factor ax 2 + bx + c, where b 2 − 4ac < 0, then the

expression for R(x)/Q(x) will have a term of the form axAx+B

2 +bx+c where A

and B are constants to be determined.

Example

−2x + 4

Z

dx

(x 2 + 1) (x − 1)

Answer:

1

− ln x 2 + 1 − 3 arctan (x) + ln |x − 1| + C

2

Approximate Integration

Z1

sin x 2 dx =?

0

√

The antiderivatives of some functions, like sin(x 2 ), 1/ln(x), and 1 + x 4 ,

have no elementary formulas. When we cannot find a workable

antiderivative for a function f that we have to integrate, we can partition

the interval of integration, replace f by a closely fitting polynomial on

each subinterval, integrate the polynomials, and add the results to

approximate the integral of f .

This procedure is an example of numerical integration.

Midpoint Rule

Rb

Assume we want to approximate the following integral f (x)dx. We

a

b−a

divide [a, b] into n subintervals of equal length ∆x = n . Denoting

xk = a + k∆x, k = 0, 1, 2, .., n.

Midpoint Rule

Zb

f (x)dx ≈ Mn = ∆x [f (x̄1 ) + f (x̄2 ) + ... + f (x̄n )]

a

1

where x̄i = 2 (xi−1 + xi ) = midpoint of [xi−1 , xi ]

Midpoint Rule

Example

R2 dx

Use the Midpoint Rule with n = 5 to approximate the integral x .

1

Solution

Noting that a = 1, b = 2, n = 5, ∆x = 0.2; x0 = 1, x1 = 1.2, x2 = 1.4, x3 =

1.6, x4 = 1.8, x5 = 2.

Z2

dx

≈ ∆x [f (1.1) + f (1.3) + f (1.5) + f (1.7) + f (1.9)] ≈ 0.69191

x

1

The Trapezoidal Rule

Rb

The n-subinterval Trapezoid Rule approximation to f (x)dx is given by

a

Zb

∆x

f (x)dx ≈ Tn = [f (x0 ) + 2f (x1 ) + ... + 2f (xn−1 ) + f (xn )]

2

a

b−a

where ∆x = n and xi = a + i∆x.

The Trapezoidal Rule

Example

R2

Use the Trapezoidal Rule with n = 4 to approximate the integral x 2 dx.

1

Solution

Noting that a = 1, b = 2, n = 4, ∆x = 1/4; x0 = 1, x1 = 5/4, x2 =

6/4, x3 = 7/4, x4 = 2.

1

[f (x0 ) + 2f (x1 ) + 2f (x2 ) + 2f (x3 ) + f (x4 )]

T4 =

8

1 25 36 49 75

T4 = 1+2 +2 +2 +4 = = 2.34375

8 16 16 16 32

The Simpson’s Rule

Rb

The Simpson’s Rule approximation to f (x)dx based on an even number

a

n of subintervals of equal length is

∆x

Sn = [f (x0 ) + 4f (x1 ) + 2f (x2 ) + .. + 2f (xn−2 ) + 4f (xn−1 ) + f (xn )]

3

b−a

where ∆x = n and xi = a + i∆x. In other words,

∆x

Sn = [f (xend ) + 4f (xodd ) + 2f (xeven )]

3

The Simpson’s Rule

Example

R2

Use the Simpson’s Rule with n = 4 to approximate the integral 5x 2 dx.

0

Solution

a = 0, b = 2, n = 4, ∆x = 1/2; x0 = 0, x1 = 1/2, x2 = 1, x3 = 3/2, x4 = 2.

∆x

S4 = [f (x0 ) + 4f (x1 ) + 2f (x2 ) + 4f (x3 ) + f (x4 )]

3

1 5 45 40

S4 = 0+4 + 2 (5) + 4 + 20 = .

6 4 4 3

Approximate Integration

Exercises

R2 dx

1. Calculate the Trapezoid Rule approximations T4 , T8 and T16 for x .

1

R2 dx

2. Calculate the Simpson’s Rule approximations S4 , S8 and S16 for x .

1

Compute the exact errors if we know the value of the integral

R2 dx

x = ln2 = 0.69314718....

1

Improper Integrals

First, that the domain of integration [a, b] be finite. Second, that the

range of the integrand be finite on this domain.

In practice, we may encounter problems that fail to meet one or both

of these conditions. In either case the integral is called an improper

integral.

The integral for the area under the curve y = 1/x 2 from x = 1 to

x = ∞ is an example for which the domain is infinite.

Improper Integrals of Type 1 (Infinite Intervals)

Let consider the area A under the curve y = 1/x 2 from x = 1 to x = ∞.

The area of the part of that lies to the left of the line x = t is

Zt

1 t

dx 1

A (t) = 2

= − =1−

x x 1 t

1

t→∞

R∞ dx dx

Rt

Thus, it is reasonable to define x2

= lim 2.

1 t→∞ 1 x

Improper Integrals of Type 1 (Infinite Intervals)

Definition

Integrals with infinite limits of integration are improper integrals of Type I .

R∞ Rb

If f is continuous on [a, ∞), then f (x)dx = lim f (x)dx.

a b→∞ a

Rb Rb

If f is continuous on [−∞, b), then f (x)dx = lim f (x)dx.

−∞ a→−∞ a

Z∞ Zc Z∞

f (x)dx = f (x)dx + f (x)dx.

−∞ −∞ c

Improper Integrals of Type 1 (Infinite Intervals)

Example

R∞

Evaluate I = e −x/2 dx.

0

Solution

By definition

Zb b

−x/2 −x/2

I = lim e dx = lim −2e = lim 2 − 2e −b/2 = 2

b→∞ b→∞ 0 b→∞

0

finite number, and divergent otherwise.

Improper Integrals of Type 1 (Infinite Intervals)

Example

R∞ 2x−1

Evaluate I = e 3x

dx

0

Solution

Applying the technique of integration by parts and by the definition of

improper integral, we obtain:

Z∞ Zt

2x − 1 −3x 1 − 2t 2 1

dx = lim (2x − 1)e dx = lim − 3t −

e 3x t→∞ t→∞ 3e 3t 9e 9

0 0

Therefore, I = − 19

Improper Integrals of Type 1 (Infinite Intervals)

Example

+∞

2 arctan 2x

R

Evaluate I = 1+4x 2

dx

0

Solution

Applying the technique of substitution, we obtain:

Zt Z 2t

arctan

2 arctan 2x

u = arctan 2x, I = lim dx = lim udu

t→+∞ 1 + 4x 2 t→+∞

0 0

( arctan 2t )

u 2 π2

= lim = .

t→+∞ 2 0 8

Improper Integrals of Type 1 (Infinite Intervals)

Example

R∞ ln x

Evaluate x3

dx.

1

Hint Using the technique of integration by parts

Improper Integrals of Type 1 (Infinite Intervals)

Example

R∞

Evaluate xe −x dx.

0

Hint Using the technique of integration by parts

Improper Integrals of Type 1 (Infinite Intervals)

Example

R∞

1. Evaluate dx

1+x 2

. Hint: lim arctan x|t−t = π.

−∞ t→∞

R∞ dx

2. Evaluate √

x

.

1

Improper Integrals of Type 1 (Infinite Intervals)

Example

R∞ dx

For what values of p is the integral xp convergent?

1

Hint

Z∞ (

dx ∞, if p = 1

= 1−p

xp lim t 1−p−1 , if p 6= 1

t→∞

1

R∞ dx

Thus, xp is convergent for p > 1 and divergent if p ≤ 1.

1

Theorem

Z∞ 1

dx p−1 if p > 1

=

xp ∞ if p ≤ 1

1

Improper Integrals of Type 2

Another type of improper integral arises when the integrand has a vertical

asymptote at a limit of integration.

Example

Consider the region in the first quadrant that lies under the curve

√

y = 1/ x from x = 0 to x = 1.

Z1 Z1

dx dx √

√ = lim √ = lim 2 − 2 a = 2

x a→0+ x a→0+

0 a

Improper Integrals of Type 2

Another type of improper integral arises when the integrand has a vertical

asymptote at a limit of integration.

Example

Consider the region in the first quadrant that lies under the curve

√

y = 1/ x from x = 0 to x = 1.

Z1 Z1

dx dx √

√ = lim √ = lim 2 − 2 a = 2

x a→0+ x a→0 +

0 a

Definition of Improper Integrals of Type 2

Integrals of functions that become infinite at a point within the interval of

integration are improper integrals of Type II.

If f is continuous on (a, b] and discontinuous at a, then

Rb Rb

f (x)dx = lim+ f (x)dx.

a c→a c

If f is continuous on [a, b) and discontinuous at b, then

Rb Rc

f (x)dx = lim f (x)dx.

a c→b − a

If f (x) is discontinuous at c, where a < c < b, and continuous on

[a, c) ∪ (c, b], then

Zb Zc Zb

f (x)dx = f (x)dx + f (x)dx.

a a c

Improper Integrals of Type 2

Example

R5

Evaluate √ 1 dx

x−2

2

Solution

Z5 Z5 √ √

1 1 5

√ dx = lim+ √ dx = lim+ 2 x − 2b = 2 3

x −2 b→2 x −2 b→2

2 b

Improper Integrals of Type 2

Example

R3 dx

Evaluate x−1 if possible.

0

Solution Observe that the integrand 1/x − 1 has an infinite discontinuity

at x = 1.

R3 dx R1 dx R3 dx

By definition c: x−1 = x−1 + x−1 . On the other hand,

0 0 1

R1 Rt

dx

x−1 = lim dx

x−1 = lim ln |x − 1||t0

0 t→1− 0 t→1−

R1 dx

⇒ x−1 = lim (ln |t − 1| − ln |−1|) = −∞.

0 t→1−

R1 dx

R3 dx

Thus, x−1 diverges and hence x−1 diverges.

0 0

Improper Integrals of Type 2

Example (Cont.)

Warning The following "solution" is NOT correct.

Z3

dx

= ln |x − 1||30 = ln 2

x −1

0

the fact that the Fundamental Theorem of Calculus is not satisfied).

Improper Integrals of Type 2

Exercise

R3 dx

1. Evaluate .

(x−1)2/3

0

R1

2. Evaluate √ dx .

1−x 2

0

R1 dx

3. Evaluate √

x

.

0

R1 dx

4. Evaluate x2

.

0

R1

5. Evaluate lnxdx.

0

Comparison Test

Theorem

Suppose that f and g are continuous functions with f (x) > g (x) > 0 for

x > a.

R∞ R∞

If f (x) dx is convergent, then g (x) dx is convergent.

a a

R∞ R∞

If g (x) dx is divergent, then f (x) dx is divergent.

a a

Note: The Comparison Test is also valid for improper integrals of type 2.

Comparison Test

Example

R∞ 2

Show that e −x dx is convergent.

0

Solution

Z∞ Z1 Z∞

−x 2 −x 2 2

e dx = e dx + e −x dx

0 0 1

R1 2 R1 2

e −x dx 6 1 ⇒ e −x dx is convergent.

0 0

2

We note that e −x 6 e −x (∀x > 1) and

R∞ −x Rt

e dx = lim e −x dx = e −1 : convergent.

1 t→∞ 1

R∞ 2 R∞ 2

By Comparison Theorem, e −x dx is convergent, so is e −x dx.

1 0

Exercises

R∞ 2 x 2

1. sin

x 2 +1

dx. Hint: 0 6 sin (x)

x 2 +1

6 x12 .

1

R∞ 2

2. xe −x dx. Hint: Substitution.

0

R∞ x+1

3. x 2 +2x

dx. Hint: Divergent by the Comparison Test.

1

R∞ lnx

4. x dx. Hint: integration by parts.

1

R∞ dx

5. 4x 2 +4x+5

. Answer: π/4.

−∞

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