Improper Integrals 2019 PDF

IMPROPER INTEGRALS
ELECTRONIC VERSION OF LECTURE
HoChiMinh City University of Technology

Faculty of Applied Science, Department of Applied Mathematics
HCMC — 2019.
(HCMUT-OISP) IMPROPER INTEGRALS HCMC — 2019. 1 / 33

OUTLINE
1 T YPE 1: INFINITE INTERVALS

OUTLINE
2 T YPE 2: INFINITY DISCONTINUOUS INTEGRANDS

OUTLINE
2 T YPE 2: INFINITY DISCONTINUOUS INTEGRANDS
3 MATL AB

Definition of an improper integral of type 1 a+∞ f (x)d x
R
Type 1: Infinite intervals
DEFINITION 1.1
Let f (x) be defined for every number x Ê a and be
integrable on every interval [a, b]. Then
Z b
Φ(b) = f (x)d x is defined on the interval [a, +∞).
a
The limit
Z b
I = lim Φ(b) = lim f (x)d x (1)
b→+∞ b→+∞ a
is called an improper integral of type 1 of function

f (x) on the interval [a, +∞) and denoted by
Z +∞
f (x)d x.
a

R
DEFINITION 1.2
Z b
1
If the limit I = limf (x)d x exists (as a finite
b→+∞ a
Z +∞
number) then the improper integrals f (x)d x
a
are called convergent.

R
DEFINITION 1.2
Z b
1
If the limit I = limf (x)d x exists (as a finite
b→+∞ a
Z +∞
number) then the improper integrals f (x)d x
a
are called convergent.
Z b
2
If the limit I = lim f (x)d x does not exist or is
b→+∞ a
equal to ∞ then the improper integrals
Z +∞
f (x)d x are called divergent.
a

Type 1: Infinite intervals Geometric meaning
GEOMETRIC MEANING
Z +∞
If f (x) Ê 0, ∀x ∈ [a, +∞) and the integral f (x)d x is
aZ
+∞
convergent then the improper integrals f (x)d x
a
can be interpreted as an area of the region
S = {(x, y)|x Ê a, 0 É y É f (x)}.

According to geometric meaning of an improper

Z +∞
integral of type 1: f (x)d x , if
a
lim f (x) = A 6= 0
x→+∞
and f (x) is integrable on every interval
Z[a, b] ⊂ [a, +∞), then the improper integrals
+∞
f (x)d x are divergent.
a

According to geometric meaning of an improper

Z +∞
integral of type 1: f (x)d x , if
a
lim f (x) = A 6= 0
x→+∞
and f (x) is integrable on every interval
Z[a, b] ⊂ [a, +∞), then the improper integrals
+∞
f (x)d x are divergent.
a

Type 1: Infinite intervals Newton-Leibniz’s Formula
THEOREM 1.1 (NEWTON-LEIBNIZ’S FORMULA)

Suppose that f (x) has antiderivative F (x) on the
interval [a, +∞) and is intergrable on Zevery interval
+∞
[a, b]. The improper integral of type 1 f (x)d x is
a
convergent if and only if lim F (b) = F (+∞) exists as a
b→+∞
finite number. Then
Z +∞ ¯+∞
f (x)d x = F (+∞) − F (a) = F (x)¯ (2)
¯
a a

EXAMPLE 1.1
Z +∞
Evaluate I = cos xd x.
0

EXAMPLE 1.1
Z +∞
0
SOLUTION
¯+∞
I = sin x ¯ = lim sin b − sin 0 = lim sin b.
¯
0 b→+∞ b→+∞

EXAMPLE 1.1
Z +∞
0
SOLUTION
¯+∞
I = sin x ¯ = lim sin b − sin 0 = lim sin b.
¯
0 b→+∞ b→+∞
The limit lim sin b does not exist. Therefore the

b→+∞
improper integral I is divergent.

EXAMPLE 1.2
Z +∞
2
Evaluate I = xe −x d x
0

EXAMPLE 1.2
Z +∞
2
Evaluate I = xe −x d x
0
SOLUTION
+∞
1 −x 2 ¯¯+∞
¯
1
Z
−x 2 2
I =− e d (−x ) = − e ¯
2 0 2 0
1 −b 2 1 1
= lim − e + =
b→+∞ 2 2 2
So the given integral I is convergent.

EXAMPLE 1.3
For what values of α is the integral
+∞
dx
Z
I=
1 xα
convergent?

EXAMPLE 1.3
+∞
dx
Z
I=
1 xα
convergent?
If α 6= 1 then
µ ¶
1 1 1
I =− lim −
α−1 b→+∞ b α−1 1α−1

EXAMPLE 1.3
+∞
dx
Z
I=
1 xα
convergent?
If α 6= 1 then
µ ¶
1 1 1
I =− lim −
α−1 b→+∞ b α−1 1α−1
1 1
If α > 1, then lim = 0. Therefore I = and so
b→+∞ b α−1 α−1
the integral I converges.
1
If α < 1, then lim = +∞ and so the integral I
b→+∞ b α−1
diverges.

1
b→+∞ b α−1
diverges.
If α = 1, then I = lim ln |b| − ln 1 = +∞ and so the
b→+∞
integral I diverges.

1
b→+∞ b α−1
diverges.
b→+∞
SUMMARY
+∞
dx
Z
1
If α > 1 then I = converges.
1 xα

1
b→+∞ b α−1
diverges.
b→+∞
SUMMARY
+∞
dx
Z
1
If α > 1 then I = converges.
1 xα
Z +∞
dx
2
If α É 1 then I = diverges.
1 xα

Type 1: Infinite intervals A comparison test for improper integrals of type 1
A COMPARISON TEST FOR IMPROPER INTEGRALS OF

TYPE 1
THEOREM 1.2
Suppose that f and g are continuous functions on
every interval [a, b] ⊂ [a, +∞) with 0 É g (x) É f (x),
∀x Ê a.
Z +∞ Z +∞
1
If f (x)d x is convergent, then g (x)d x is
a a
convergent.

A COMPARISON TEST FOR IMPROPER INTEGRALS OF

TYPE 1
THEOREM 1.2
Suppose that f and g are continuous functions on
every interval [a, b] ⊂ [a, +∞) with 0 É g (x) É f (x),
∀x Ê a.
Z +∞ Z +∞
1
If f (x)d x is convergent, then g (x)d x is
a a
convergent.
Z +∞ Z +∞
2
If g (x)d x is divergent then f (x)d x is
a a
divergent.


1
If the area under the top curve y = f (x) is finite,
then so is the area under the bottom curve
y = g (x).

1
If the area under the top curve y = f (x) is finite,
then so is the area under the bottom curve
y = g (x).
2
If the area under y = g (x) is infinite, then so is the
area under y = f (x).
EXAMPLE 1.4
DetermineZ whether the integral is convergent or
+∞
1 + e −x
divergent dx
1 x

EXAMPLE 1.4
DetermineZ whether the integral is convergent or
+∞
1 + e −x
divergent dx
1 x
SOLUTION
1 + e −x 1
>
x x
+∞
1
Z
Since d x is divergent, so the integral
1 x
+∞
1 + e −x
Z
d x is divergent.
1 x

THEOREM 1.3
Suppose f (x), g (x) be integrable on every
[a, b] ⊂ [a, +∞) and f (x), g (x) Ê 0, ∀x Ê a. Evaluate
f (x)
lim =λ
x→∞ g (x)
Z ∞ Z ∞
1
If λ = 0 and g (x)d x converges then f (x)d x
a a
converges.

THEOREM 1.3
f (x)
lim =λ
x→∞ g (x)
Z ∞ Z ∞
1
a a
converges.
Z ∞ Z ∞
2
If λ > 0 then g (x)d x and f (x)d x either
a a
converges or diverges.

THEOREM 1.3
f (x)
lim =λ
x→∞ g (x)
Z ∞ Z ∞
1
a a
converges.
Z ∞ Z ∞
2
a a
Z ∞ Z ∞
3
If λ = +∞ and g (x)d x diverges then f (x)d x
a a
diverges.
∞
INDETERMINATE FORM
∞
xα
1
lim = 0 (a > 1)
x→+∞ a x
lnα x
2
lim = 0 (∀α > 0, β > 0)
x→+∞ x β

∞
INDETERMINATE FORM
∞
xα
1
lim = 0 (a > 1)
x→+∞ a x
lnα x
2
lim = 0 (∀α > 0, β > 0)
x→+∞ x β
lnα x << x β << a x , (α, β > 0, a > 1)

DEFINITION 1.3
Functions f (x) and g (x) are called equivalent as
x → a, if
f (x)
lim =1 (3)
x→a g (x)
x→a
Denote by f (x) ∼ g (x).

EXAMPLE 1.5
Determine whether the integral is convergent or
+∞
dx
Z
divergent I = p
1 x 2 − 2x + 3

EXAMPLE 1.5
+∞
dx
Z
divergent I = p
1 x 2 − 2x + 3
1
We have p > 0, ∀x Ê 1 and
x 2 − 2x + 3
1 x→+∞ 1
p ∼ ,
x 2 − 2x + 3 x
+∞
dx
Z
where diverges, therefore I diverges.
1 x

EXAMPLE 1.6
+∞
(x + 1)d x
Z
divergent I = p
3
2 x 7 − 3x − 2

EXAMPLE 1.6
+∞
(x + 1)d x
Z
divergent I = p
3
2 x 7 − 3x − 2
x +1
We have p
3
> 0, ∀x Ê 2 and
x 7 − 3x − 2
x +1 x→+∞ x 1
p ∼ = ,
3
x 7 − 3x − 2 x 7/3 x 4/3
+∞
dx
Z
where converges, therefore I converges.
2 x 4/3

Definition of an improper integral of type 2 ab f (x)d x on [a, b)
R
Type 2: Infinity discontinuous integrands
Suppose that f is defined on a finite interval [a, b)

but has a vertical asymptote as x → b − and f is
integrable on every interval [a, η] ⊂ [a, b). Then
Z η
Φ(η) = f (x)d x is defined on the interval [a, b).
a

R
Suppose that f is defined on a finite interval [a, b)

but has a vertical asymptote as x → b − and f is
integrable on every interval [a, η] ⊂ [a, b). Then
Z η
Φ(η) = f (x)d x is defined on the interval [a, b).
a
DEFINITION 2.1
The limit of function Φ(η) as η → b − is called an
improper integral of type 2 on the interval [a, b)
Z b Z η
f (x)d x = lim− Φ(η) = lim− f (x)d x (4)
a η→b η→b a

R
DEFINITION 2.2
Z η
1
If lim− Φ(η) = lim− f (x)d x exists (as a finite
η→b η→b a
number) then the improper integral of type 2
Z b
f (x)d x converges.
a

R
DEFINITION 2.2
Z η
1
If lim− Φ(η) = lim− f (x)d x exists (as a finite
η→b η→b a
number) then the improper integral of type 2
Z b
f (x)d x converges.
a
Z η
2
If lim− Φ(η) = lim− f (x)d x does not exist or is
η→b η→b a
equal to ∞ then the improper integral of type 2
Z b
f (x)d x diverges.
a

Type 2: Infinity discontinuous integrands Geometric meaning
GEOMETRIC MEANING
Z b
If f (x) Ê 0, ∀x ∈ [a, b) and the integral
f (x)d x is
Z b a
convergent then the improper integrals f (x)d x

a
can be interpreted as an area of the region
S = {(x, y)|a É x < b, 0 É y É f (x)}, where x = b is the
vertical asymptote of the graph of function f (x)

Type 2: Infinity discontinuous integrands Newton-Leibniz’s formula
NEWTON-LEIBNIZ’S FORMULA
Suppose that f (x) has antiderivative F (x) on every
intervals [a, η] ⊂ [a, b) and lim− f (x) = ∞. The
x→b
Z b
improper integral of type 2 f (x)d x is convergent if
a
and only if lim− F (η) = F (b − 0) exists as a finite
η→b
number. Then
Z b ¯b −
f (x)d x = F (b − 0) − F (a) = F (x)¯ . (5)
¯
a a

EXAMPLE 2.1
1
dx
Z
Evaluate I =
0 x

EXAMPLE 2.1
1
dx
Z
Evaluate I =
0 x
SOLUTION
1
We have lim = +∞. Therefore x = 0 is vertical
x→0+ x
asymptote.

EXAMPLE 2.1
1
dx
Z
Evaluate I =
0 x
SOLUTION
1
We have lim = +∞. Therefore x = 0 is vertical
x→0+ x
asymptote. Since
¯1
I = ln |x|¯ = ln 1 − lim ln |a| = +∞.
¯
0 a→0+
so improper integral I is divergent.

EXAMPLE 2.2
1
arccos x
Z
Evaluate I = p dx
−1 1−x 2

EXAMPLE 2.2
1
arccos x
Z
Evaluate I = p dx
−1 1−x 2
arccos x
SOLUTION We have lim p = +∞. Therefore
x→−1+ 1 − x2
x = −1 is vertical asymptote.

EXAMPLE 2.2
1
arccos x
Z
Evaluate I = p dx
−1 1−x 2
arccos x
x→−1+ 1 − x2
x = −1 is vertical asymptote.In other hand, x = 1 is
arccos x
not vertical asymptote because lim p = 1.
x→1− 1 − x2

EXAMPLE 2.2
1
arccos x
Z
Evaluate I = p dx
−1 1−x 2
arccos x
x→−1+ 1 − x2
x = −1 is vertical asymptote.In other hand, x = 1 is
arccos x
not vertical asymptote because lim p = 1.
x→1− 1 − x2
Since
1
1
Z ¯1
2
I =− arccos xd (arccos x) = − · (arccos x)¯
¯
−1 2 −1
1 π 2
= − (arccos2 1 − lim arccos2 a) =
2 a→−1+ 2
so improper integral I is convergent.
EXAMPLE 2.3
b
dx
Z
Evaluate I = , (a < b)
a (b − x)α

EXAMPLE 2.3
b
dx
Z
a (b − x)α
SOLUTION
η ¯η
dx 1
Z
−α+1 ¯
I = lim− α
=− lim (b − x) ¯
η→b a (b − x) −α + 1 η→b − a
1 1
= lim− (b − η)−α+1 + (b − a)−α+1
α − 1 η→b −α + 1

EXAMPLE 2.3
b
dx
Z
a (b − x)α
SOLUTION
η ¯η
dx 1
Z
−α+1 ¯
I = lim− α
=− lim (b − x) ¯
η→b a (b − x) −α + 1 η→b − a
1 1
= lim− (b − η)−α+1 + (b − a)−α+1
α − 1 η→b −α + 1
If α < 1 then lim− (b − η)−α+1 = 0.
η→b

EXAMPLE 2.3
b
dx
Z
a (b − x)α
SOLUTION
η ¯η
dx 1
Z
−α+1 ¯
I = lim− α
=− lim (b − x) ¯
η→b a (b − x) −α + 1 η→b − a
1 1
= lim− (b − η)−α+1 + (b − a)−α+1
α − 1 η→b −α + 1
If α < 1 then lim− (b − η)−α+1 = 0.
η→b
If α > 1 then lim− (b − η)−α+1 = ∞.
η→b

If α = 1 then
Zη ¯η
dx
I = lim− = − lim− ln |b − x|¯
¯
η→b b−x η→b a
a
= − lim− ln |b − η| + ln(b − a) = ∞.
η→b

If α = 1 then
Zη ¯η
dx
I = lim− = − lim− ln |b − x|¯
¯
a
= − lim− ln |b − η| + ln(b − a) = ∞.
η→b
SUMMARY
b
dx
Z
1
If α < 1, then improper integral
a (b − x)α
converges.

If α = 1 then
Zη ¯η
dx
I = lim− = − lim− ln |b − x|¯
¯
a
= − lim− ln |b − η| + ln(b − a) = ∞.
η→b
SUMMARY
b
dx
Z
1
If α < 1, then improper integral
a (b − x)α
converges.
b
dx
Z
2
If α Ê 1, then improper integral
a (b − x)α
diverges.
Type 2: Infinity discontinuous integrands A comparison test for improper integrals of type 2
THEOREM 2.1
Suppose f (x), g (x) be integrable on every [a, η] ⊂ [a, b)
and not be bounded as x → b − . Moreover, for every
f (x)
x ∈ [a, b), we have 0 É f (x), 0 É g (x), lim− =λ
x→b g (x)
Z b Z b
1
a a
converges.

THEOREM 2.1
f (x)
x→b g (x)
Z b Z b
1
a a
converges.
Z b Z b
2
a a

THEOREM 2.1
f (x)
x→b g (x)
Z b Z b
1
a a
converges.
Z b Z b
2
a a
Z b Z b
3
If λ = +∞ and g (x)d x diverges then f (x)d x
a a
diverges.
Type 2: Infinity discontinuous integrands Some basic equivalent functions
As x → 0 the following functions are equivalent

1
1
sin x ∼ x, tan x ∼ x, 1 − cos x ∼ x 2
2
2
arctan x ∼ x, arcsin x ∼ x
3
a x − 1 ∼ x. ln a, (a > 0, a 6= 1), e x − 1 ∼ x
x
4
loga (1 + x) ∼ x loga e = , (a > 0, a 6= 1), ln(1 + x) ∼ x
ln a
p x
5
(1 + x)µ − 1 ∼ µ.x, (µ ∈ R), 1 + x − 1 ∼ ,
p 2
x
1 + x − 1 ∼ , (n ∈ N)
n
n
x2
6
sinh x ∼ x, cosh x − 1 ∼
2

EXAMPLE 2.4
1
cos2 x
Z
divergent I = p
3
dx
0 1 − x2

EXAMPLE 2.4
1
cos2 x
Z
divergent I = p
3
dx
0 1 − x2
cos2 x cos2 x 1
lim− p = lim p . =∞
x→1 3 1 − x 2 x→1− 3 1 + x (1 − x)1/3

EXAMPLE 2.4
1
cos2 x
Z
divergent I = p
3
dx
0 1 − x2
cos2 x cos2 x 1
lim− p = lim p . =∞
x→1 3 1 − x 2 x→1− 3 1 + x (1 − x)1/3
cos2 x cos2 x 1 2
x→1− cos 1 1
p =p . ∼ p . .
1 + x (1 − x)1/3 2 (1 − x)1/3
3 3 3
1 − x2
1
We have α = < 1, therefore I converges.
3
EXAMPLE 2.5
Determine whether thepintegral is convergent or
1
ln(1 + 3 x)
Z
divergent I = dx
0 e sin x − 1

EXAMPLE 2.5
1
ln(1 + 3 x)
Z
divergent I = dx
0 e sin x − 1
p
ln(1 + 3 x) x 1/3 1
lim+ sin x = lim+ = lim+ 2/3 = ∞
x→0 e −1 x→0 x x→0 x

EXAMPLE 2.5
1
ln(1 + 3 x)
Z
divergent I = dx
0 e sin x − 1
p
ln(1 + 3 x) x 1/3 1
lim+ sin x = lim+ = lim+ 2/3 = ∞
x→0 e −1 x→0 x x→0 x
p
ln(1 + 3 x) x→0+ x 1/3 1
∼ =
e sin x − 1 x x 2/3
Due to α = 32 < 1 so I converges.

MatLab
EVALUATING INTEGRALS
1
>> s yms x; >> i nt (1/(1 + x 2 ), 0, i n f ) ⇒ Ans = pi /2

MatLab
1
2
>> s yms x; >> i nt (1/(1 + x), 0, i n f ) ⇒ Ans = I n f

MatLab
1
2
3
>> s yms x; >> i nt (1/sqr t (x), 0, 1) ⇒ Ans = 2

MatLab
1
2
3
>> s yms x; >> i nt (1/sqr t (x), 0, 1) ⇒ Ans = 2
4
>> s yms x; >> i nt (1/x, 0, 1) ⇒ Ans = I n f

MatLab
THANK YOU FOR YOUR ATTENTION

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IMPROPER INTEGRALS

ELECTRONIC VERSION OF LECTURE

HoChiMinh City University of Technology

(HCMUT-OISP) IMPROPER INTEGRALS HCMC — 2019. 1 / 33

1 T YPE 1: INFINITE INTERVALS

(HCMUT-OISP) IMPROPER INTEGRALS HCMC — 2019. 2 / 33

1 T YPE 1: INFINITE INTERVALS

2 T YPE 2: INFINITY DISCONTINUOUS INTEGRANDS

(HCMUT-OISP) IMPROPER INTEGRALS HCMC — 2019. 2 / 33

1 T YPE 1: INFINITE INTERVALS

2 T YPE 2: INFINITY DISCONTINUOUS INTEGRANDS

(HCMUT-OISP) IMPROPER INTEGRALS HCMC — 2019. 2 / 33

is called an improper integral of type 1 of function

(HCMUT-OISP) IMPROPER INTEGRALS HCMC — 2019. 3 / 33

(HCMUT-OISP) IMPROPER INTEGRALS HCMC — 2019. 4 / 33

(HCMUT-OISP) IMPROPER INTEGRALS HCMC — 2019. 4 / 33

(HCMUT-OISP) IMPROPER INTEGRALS HCMC — 2019. 5 / 33

According to geometric meaning of an improper

(HCMUT-OISP) IMPROPER INTEGRALS HCMC — 2019. 6 / 33

According to geometric meaning of an improper

(HCMUT-OISP) IMPROPER INTEGRALS HCMC — 2019. 6 / 33

THEOREM 1.1 (NEWTON-LEIBNIZ’S FORMULA)

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(HCMUT-OISP) IMPROPER INTEGRALS HCMC — 2019. 8 / 33

(HCMUT-OISP) IMPROPER INTEGRALS HCMC — 2019. 8 / 33

The limit lim sin b does not exist. Therefore the

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(HCMUT-OISP) IMPROPER INTEGRALS HCMC — 2019. 11 / 33

A COMPARISON TEST FOR IMPROPER INTEGRALS OF

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A COMPARISON TEST FOR IMPROPER INTEGRALS OF

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lnα x << x β << a x , (α, β > 0, a > 1)

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(HCMUT-OISP) IMPROPER INTEGRALS HCMC — 2019. 19 / 33

Suppose that f is defined on a finite interval [a, b)

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Suppose that f is defined on a finite interval [a, b)

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convergent then the improper integrals f (x)d x

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