Genikeumèna Oloklhr¸mata

Ston orismì tou oloklhr¸matoc Riemann

Zb
f (x) dx
a
kˆnoume tic ex c dÔo upojèseic.

• To diˆsthma olokl rwshc [a, b] eÐnai fragmèno.

• H sunˆrthsh f eÐnai fragmènh sto diˆsthma olokl rwshc.

'Eqoume genikeumèno olokl rwma ìtan toulˆqiston mÐa apì autèc tic dÔo sunj kec parabiˆzetai.

1. Oloklhrwmata se mh fragmena diasthmata

Ti shmaÐnoun ta

Z∞ Za Z∞
f (x) dx, f (x) dx, f (x) dx
a −∞ −∞
ìpou a ∈ R?
A. Gia to pr¸to olokl rwma, upojètoume ìti h f eÐnai suneq c sto [a, ∞) . OrÐzoume

Z∞ ZM
f (x) dx = lim f (x) dx (1)

M →∞
a a
ìtan to ìrio upˆrqei sto R ∪ {−∞, ∞} . An to ìrio eÐnai pragmatikìc arijmìc lème ìti to genikeumèno

olokl rwma sugklÐnei. An to ìrio eÐnai ∞ (antÐstoiqa, −∞ ) lème ìti to olokl rwma apoklÐnei sto ∞
(antÐstoiqa, sto −∞ ).

B. Gia to deÔtero olokl rwma, ìmoia orÐzoume

Za Za
f (x) dx = lim f (x) dx (2)

K→−∞
−∞ K
an to ìrio upˆrqei sto R ∪ {−∞, ∞} . Pˆli upojètoume ìti h f eÐnai suneq c sto (−∞, a] .

G. Gia to trÐto olokl rwma, upojètoume ìti h f eÐnai suneq c sto R . Epilègoume kˆpoio a∈R kai

orÐzoume

Z∞ Za Z∞
f (x) dx = f (x) dx + f (x) dx,
−∞ −∞ a
me thn proôpìjesh ìti ta dÔo oloklhr¸mata upˆrqoun kai to ˆjroismˆ touc mporeÐ na oristeÐ (dhlad 

den isoÔtai to èna me ∞ kai to ˆllo me −∞ ). O orismìc twn dÔo aut¸n oloklhrwmˆtwn èqei dojeÐ pio
R∞
pˆnw. Prosoq , to
−∞ f (x) dx den orÐzetai wc

ZM
lim f (x) dx.
M →∞
−M

1
2

Paradeigmata
R∞
1)
0 e−3x dx = 1/3 .

GiatÐ gia M >0 èqoume,

ZM ZM
−3x 1 1 1
e dx = (−e−3x )0 dx = (e0 − e−3M ) →
3 3 3
0 0
gia M →∞ .

R∞
2)
2 1/x dx = ∞
GiatÐ gia M >0 èqoume,

ZM
1
dx = log M − log 2 → ∞
x
2
gia M →∞ .

R∞
3)
0 sin x dx den sugklÐnei.

GiatÐ gia M >0 èqoume,

ZM
sin x dx = − cos M + cos 0
0
to opoÐo den èqei ìrio gia M →∞ .

4)

Z∞

1
ax

|a| an a < 0,
e dx =
∞ an a ≥ 0.
0
GiatÐ gia M >0 èqoume,

ZM  1 (eaM − e0 ) an a 6= 0,
eax dx = a
M an a = 0.
0
H teleutaÐa posìthta teÐnei sto ˆpeiro gia a≥0 kai sto −1/a gia a<0 ,

5) [ POLU SHMANTIKO]
Z∞

1
1 a−1
 an a > 1,
dx =
xa ∞ an a ≤ 1.
1
GiatÐ

Z∞

∞ 0 − 1 − a + 1 < 0,

1 −a+1 an

x−a dx = x−a+1 =
−a + 1 1 ∞ − 1 an − a + 1 > 0.
1 −a+1
R∞
En¸ gia a=1 , èqoume
1 x−1 dx = log x|∞
1 =∞ .

6)

Z∞
1 π
dx = .
1 + x2 2
0
GiatÐ

Z∞
1  −1 ∞ π π
dx = tan x 0 = − 0 = .
1 + x2 2 2
0
tan−1 sumbolÐzei thn antÐstrofh sunˆrthsh tou periorismoÔ thc efaptomènhc, tan, sto diˆsthma (−π/2, π/2)
.
 3
R∞ R0 R∞
7)
−∞ x dx den sugklÐnei giatÐ eÔkola brÐskoume ìti
−∞ x dx = −∞, 0 x dx = ∞ , twn opoÐwn to

ˆjroisma den orÐzetai.

Parat rhsh. Sthn prˆxh, den eÐmaste tìso tupikoÐ ìpwc sta pr¸ta paradeÐgmata, na paÐrnoume
RM
to
a kai metˆ na stèlnoume to M sto ∞. Sun jwc, antÐ tou M grˆfoume ∞ , kai to fantazìmaste

wc ènan megˆlo arijmì. 'Otan èrjei h stigm  na to antikatast soume, paÐrnoume apl¸c ìrio sto ˆpeiro.

Autì kˆname sta paradeÐgmata 5 kai 6 pio pˆnw.

2. Oloklhrwmata mh fragmenwn sunarthsewn

Ti shmaÐnei to olokl rwma

Z1
1
dx ?
x
0
Ed¸ h sunˆrthsh f (x) = 1/x eÐnai mh fragmènh sto (0, 1] .

A. An èqoume a<b pragmatikoÔc arijmoÔc, kai mÐa suneq  sunˆrthsh f : (a, b] → R , tìte orÐzoume

Zb Zb
f (x) dx = lim f (x) dx (3)

c→a+
a c

ìtan to ìrio upˆrqei sto R ∪ {−∞, ∞} , kai lème ìti to olokl rwma sugklÐnei. Prosèxte ìti to olo-

kl rwma pou emfanÐzetai sto ìrio (3) eÐnai èna sunhjismèno olokl rwma Riemann giatÐ gia c ∈ (a, b) h

f eÐnai suneq c sto [c, b].

B. An èqoume a<b pragmatikoÔc arijmoÔc, kai mÐa suneq  sunˆrthsh f : [a, b) → R , tìte o antÐstoiqoc

orismìc eÐnai

Zb Zc
f (x) dx = lim f (x) dx (4)

c→b−
a a
ìtan to ìrio upˆrqei sto R ∪ {−∞, ∞} .

G. An èqoume a<c<b pragmatikoÔc arijmoÔc kai f : [a, c) ∪ (c, b] → R suneq  (stic endiafèrousec

peript¸seic, kˆpoio apì ta ìria thc f sto c eÐnai ˆpeiro), tìte orÐzoume

Zb Zc Zb
f (x) dx = f (x) dx + f (x) dx
a a c

me thn proôpìjesh ìti ta dÔo oloklhr¸mata upˆrqoun kai to ˆjroismˆ touc mporeÐ na oristeÐ (dhlad 

den isoÔtai to èna me ∞ kai to ˆllo me −∞ ). O orismìc twn dÔo aut¸n oloklhrwmˆtwn èqei dojeÐ pio

pˆnw.

Genikìtera, ìtan mia sunˆrthsh f orÐzetai se èna diˆsthma [a, b] ektìc apì peperasmèno pl joc
Rb
shmeÐwn tou [a, b] , to olokl rwma
a f orÐzetai anˆloga ìpwc sthn perÐptwsh G piì pˆnw.

Paradeigmata
R1
1) √1 dx = 2 .
0 x
GiatÐ gia ε>0 èqoume,

Z1
1 √ 1 √
√ dx = 2 x = 2 − 2 ε → 2
x ε
ε
gia ε→ 0+ .
R1
2)
0 log x dx = −1 .
4

GiatÐ gia ε>0 èqoume,

Z1 1
log x dx = (x log x − x) = −1 − ε log ε + ε → 0

ε
ε

gia ε → 0+ .

3) [ POLU SHMANTIKO]

Z1 1
1 1−a
 an a < 1,
dx =
xa ∞ an a ≥ 1.
0
GiatÐ gia a∈R me a 6= 1,


Z1 1 1
−0 − a + 1 > 0,

1 
−a+1 an

x−a dx = x−a+1 =
−a + 1 0  1 − (−∞) an − a + 1 < 0.
0 −a+1
R1
En¸ gia a=1 , èqoume
0 x−1 dx = log x|10 = 0 − (−∞) = ∞.
4) To olokl rwma

Z2
1
dx
x3
−1
R2 2 R0
x−3 dx = − 21 x−2 −3 dx

den mporeÐ na oristeÐ. GiatÐ
0 0
= −1/8 − (−∞) = ∞ , kai ìmoia
−1 x = −∞ .

Ed¸ prèpei na prosèxei kaneÐc na mhn upologÐsei

Z2
1 −2 2
   
1 1 1 3
3
dx = − x =− − − = .
x 2 −1 8 2 8
−1

Autì eÐnai lˆjoc. To deÔtero jemeli¸dec je¸rhma tou oloklhrwtikoÔ logismoÔ den mporeÐ na efarmosteÐ

ed¸ giatÐ h x−3 den orÐzetai se ìlo to diˆsthma [−1, 2] , leÐpei èna eswterikì shmeÐo.

Parat rhsh. Stouc pio pˆnw orismoÔc zhtoÔsame h f na eÐnai suneq c. Autì eÐnai uperbolikì.

Qreiazìmaste apl¸c ta oloklhr¸mata Riemann pou emfanÐzontai sta dexiˆ mèlh twn sqèsewn (1), (2),

(3), (4), na upˆrqoun. H katˆllhlh proôpìjesh eÐnai h topik  Riemann oloklhrwsimìthtˆ thc f sto

antÐstoiqo diˆsthma, [a, ∞), (−∞, a], (a, b],   [a, b) . Aut  h ènnoia orÐzetai wc ex c.

Miˆ sunˆrthsh f :I→R , me pedÐo orismoÔ èna diˆsthma

1 I⊂R thn lème topikˆ Riemann oloklh-

r¸simh an gia kˆje peperasmèno kleistì upodiˆsthma J ⊂I ,f h eÐnai Riemann oloklhr¸simh sto J
(to opoÐo proôpojètei ìti h f eÐnai fragmènh sto J ). Gia eukolÐa, pio kˆtw, mia tètoia sunˆrthsh ja

thn lème topikˆ oloklhr¸simh.

3. Oloklhrwmata meiktou tupou

EÐnai dunatìn èna olokl rwma na èqei kai ta dÔo probl mata pou eÐdame stic prohgoÔmenec paragrˆ-

fouc. Dhlad , kai ˆpeiro qwrÐo kai mh fragmènh sunˆrthsh. Gia parˆdeigma

Z∞
1
√ e−x dx.
x
0
Se tètoiec peript¸seic, epilègoume èna (opoiod pote) shmeÐo a sto eswterikì tou diast matoc olokl -

rwshc I . To shmeÐo diaspˆ to diˆsthma se dÔo diast mata I1 := I ∩ (−∞, a], I2 := I ∩ [a, ∞) . To

olokl rwma sto I orÐzetai wc to ˆjroisma twn oloklhrwmˆtwn sto I1 I2

kai sto efìson autˆ mporoÔn

1Peperasmèno   ˆpeiro, anoiktì   kleistì   hmÐkleisto.

 5

na oristoÔn kai to ˆjroisma touc epÐshc mporeÐ na oristeÐ, dhlad  den eÐnai thc morf c ∞ + (−∞) .

Alli¸c, to olokl rwma sto I den orÐzetai.

Gia parˆdeigma

Z∞ Z1 Z∞
1 1 1
√ e−x dx := √ e−x dx + √ e−x dx.
x x x
0 0 1
Z∞ Z3 Z5 Z∞
1 1 1 1
p dx := p dx + p dx + p dx.
|x − 3| |x − 3| |x − 3| |x − 3|
0 0 3 5
Profan¸c

Z∞ ZM
1 1
√ e−x dx = lim √ e−x dx.
x ε→0+ ,M →∞ x
0 ε

4. Sugklish genikeumenwn oloklhrwmatwn

Ed¸ ja doÔme sunj kec kˆtw apì tic opoÐec to ìrio pou orÐzei èna genikeumèno olokl rwma upˆrqei.

Ta jewr mata pou anafèroume eÐnai anˆloga jewrhmˆtwn gia sÔgklish seir¸n. DÐnoume tic ekdìseic

touc gia to olokl rwma

Z∞
f (x) dx.
a
Anˆloga jewr mata isqÔoun gia ta upìloipa eÐdh genikeumènwn oloklhrwmˆtwn.

Je¸rhma 1. An h sunˆrthsh f eÐnai topikˆ oloklhr¸simh kai mh arnhtik , tìte to olokl rwma

Z∞
f (x) dx
a
upˆrqei kai eÐnai ènac arijmìc [0, ∞) ∪ {∞}
sto .

RM
Profan¸c, afoÔ h sunˆrthsh H(M ) = a f (x) dx eÐnai aÔxousa, kai epomènwc èqei ìrio gia M →∞
(to opoÐo isoÔtai me supM >a H(M ) ). Endèqetai bèbaia to ìrio na eÐnai ∞ .

To epìmeno je¸rhma eÐnai èna je¸rhma sÔgkrishc, anˆlogo autoÔ gia seirèc. H apìdeixh tou eÐnai

eÔkolh.

Je¸rhma 2. 'Estw f, g : [a, ∞) → R topikˆ oloklhr¸simec me

0 ≤ f (x) ≤ g(x) gia kˆje x ∈ [a, ∞).

Tìte

(a)

Z∞ Z∞
g(x) dx < ∞ ⇒ f (x) dx < ∞.
a a
(b)

Z∞ Z∞
f (x) dx = ∞ ⇒ g(x) dx = ∞.
a a

Je¸rhma 3. An h f eÐnai topikˆ oloklhr¸simh kai

Z∞
|f (x)| dx < ∞,
a
6

tìte to olokl rwma

Z∞
f (x) dx
a
upˆrqei kai eÐnai ènac pragmatikìc arijmìc.

To Je¸rhma 2 eÐnai polÔ qr simo gia peript¸seic pou h f den diathreÐ prìshmo. EÐnai to anˆlogo

tou ìti an mia seirˆ sugklÐnei apolÔtwc, tìte sugklÐnei. ApodeiknÔetai kai autì qrhsimopoi¸ntac to

gegonìc ìti kˆje basik  akoloujÐa sto R sugklÐnei (kai mˆlista se pragmatikì arijmì).

Paradeigmata
Ja exetˆsoume wc proc thn sÔgklish ta oloklhr¸mata.

Z∞ Z∞ Z∞ √
Z∞
log x 1 − x 1
1) √ dx 2) √ dx 3) e dx 4) √ dx
x3 − 1 1 + x log x x(1 + x)
2 3 0 0
Z1 Z3 Z∞ Z∞
1 1 a−1 −t sin x
5) p dx 6) dx 7) t e dt, a ∈ R 8) dx
x(1 − x) |1 − x| x
0 0 0 0

1) To olokl rwma sugklÐnei se pragmatikì arijmì. To mìno prìblhma eÐnai to mh fragmèno diˆsthma

olokl rwshc. Sto ∞ h sunˆrthsh sumperifèretai san thn x−3/2 kai to apotèlesma èpetai apì to

Parˆdeigma 5 thc Paragrˆfou 1. Tupikˆ, pˆme wc ex c. Epeid  limx→∞ log x/x0.1 = 0 , upˆrqei M >1
¸ste log x < x0.1 gia x≥M . T¸ra, gia x ∈ [M, ∞) èqoume

log x x0.1 √ 1
√ <p = 2 1.4 .
x3 − 1 x3 /2 x
To sumpèrasma èpetai apì to Parˆdeigma 5 thc Paragrˆfou 1 (afoÔ 1.4 > 1 ), kai apì to Je¸rhma 2

(a).

2) To olokl rwma apoklÐnei, isoÔtai me ∞ . GiatÐ upˆrqei M > 3 ¸ste log x < x0.1 gia x ≥ M .

Epomènwc gia x≥M èqoume

1 1 1 1 1
√ > √ 0.1 = .
1 + x log x 2 xx 2 x0.6
Kai to sumpèrasma èpetai apì to Parˆdeigma 5 thc Paragrˆfou 1 (afoÔ 0.6 < 1 ), kai apì to Je¸rhma

2 (b).

√
3) To olokl rwma sugklÐnei se pragmatikì arijmì. Autì giatÐ h e− x fjÐnei pio gr gora apì thn x−2
h opoÐa èqei peperasmèno olokl rwma sto [1, ∞) lìgw tou ParadeÐgmatoc 5 apì thn Parˆgrafo 1.
√ √
Tupikˆ, upˆrqei stajerˆ M ¸ste x2 e − x ≤M 2 − x eÐnai suneq c se
gia kˆje x ∈ [1, ∞), afoÔ h x e
√
ekeÐno to diˆsthma me peperasmèno ìrio sto ∞ (ìrio 0 mˆlista). AfoÔ loipìn e
− x ≤ M/x2 sto [1, ∞),

to sumpèrasma èpetai apì to Parˆdeigma 5 thc Paragrˆfou 1 kai to Je¸rhma 2 (a).

4) To olokl rwma sugklÐnei se pragmatikì arijmì. ArkeÐ na to deÐxoume autì gia ta oloklhr¸mata

Z1 Z∞
1 1
√ dx, √ dx.
x(1 + x) x(1 + x)
0 1

Ja epikalestoÔme to Je¸rhma 2(a). Gia to pr¸to olokl rwma, qrhsimopoioÔme to ìti o oloklhrwtèoc

√
frˆssetai ˆnw apì thn 1/ x h opoÐa èqei peperasmèno olokl rwma sto [0, 1] (Parˆdeigma 3 thc Para-

grˆfou 2). Gia to deÔtero, qrhsimopoioÔme ìti o oloklhrwtèoc frˆssetai ˆnw apì thn 1/x3/2 h opoÐa
 7

èqei peperasmèno olokl rwma sto [1, ∞) (Parˆdeigma 5 thc Paragrˆfou 1). Dhlad  parathroÔme ìti

√
sto 0 o oloklhrwtèoc sumperifèretai san thn 1/ x en¸ sto ∞ san thn 1/x3/2 .

5) To olokl rwma sugklÐnei se pragmatikì arijmì. ArkeÐ na to deÐxoume autì gia ta oloklhr¸mata

Z1/2 Z1
1 1
p dx, p dx.
x(1 − x) x(1 − x)
0 1/2
√ √
Gia to pr¸to, qrhsimopoioÔme ìti o oloklhrwtèoc frˆssetai ˆnw apì thn 2/ x h opoÐa èqei pepera-

smèno olokl rwma sto [0, 1/2] (Parˆdeigma 3 thc Paragrˆfou 2). Gia to deÔtero qrhsimopoioÔme ìti
√ √
o oloklhrwtèoc frˆssetai ˆnw apì thn 2/ 1 − x h opoÐa èqei peperasmèno olokl rwma sto [1/2, 1] .

Gia ton teleutaÐo isqurismì, kˆnoume thn allag  metablht c y = 1−x , kai anagìmaste se gnwst 

perÐptwsh.

6) To olokl rwma apoklÐnei, isoÔtai me ∞ . Autì giatÐ kajèna apì ta

Z1 Z3
1 1
dx, dx
|1 − x| |1 − x|
0 1
isoÔtai me ∞ . P. q., gia to pr¸to olokl rwma upologÐzoume

Z1 Z1
1 z=1−x 1
dx = = log 1 − log(0+ ) = −(−∞) = ∞.
|1 − x| z
0 0

7) H tim  autoÔ tou oloklhr¸matoc sumbolÐzetai me Γ(a) , orÐzei thn sunˆrthsh Gˆmma. EÐnai peperasmèno

gia a>0 , kai isoÔtai me ∞ gia a≤0 .

Ed¸ èqoume mh fragmèno qwrÐo olokl rwshc, kai prìblhma sto 0 an a−1<0 .

Grˆfoume loipìn

Z∞ Z1 Z∞
ta−1 e−t dt = ta−1 e−t dt + ta−1 e−t dt.
0 0 1
To olokl rwma

Z∞
ta−1 e−t dt
1
sugklÐnei gia kˆje a ∈ R limt→∞
giatÐ = 0 t e−t/2
a−1 . Opìte upˆrqei mÐa stajerˆ C ∈ (0, ∞) ¸ste

ta−1 e−t/2 <C gia kˆje t ∈ [1, ∞) , kai ˆra

Z∞ Z∞
t e dt ≤ C e−t/2 dt < ∞.
a−1 −t

1 1
Gia to olokl rwma sto [0, 1] parathroÔme ìti

Z1 Z1 Z1
−1 a−1 a−1 −t
e t dt ≤ t e dt ≤ ta−1 dt,
0 0 0

kai to sumpèrasma èpetai apì to Parˆdeigma 3 thc Paragrˆfou 2. Ousiastikˆ, h sunˆrthsh e−t eÐnai

entel¸c adiˆforh sto [0, 1] ìtan to er¸thma eÐnai h sÔgklish tou sugkekrimènou oloklhr¸matoc. 'Htan

ìmwc polÔ shmantik  ìtan to qwrÐo olokl rwshc  tan to [1, ∞) .

8) To olokl rwma sugklÐnei se pragmatikì arijmì. To olokl rwma sto [0, 1] upˆrqei afoÔ h sunˆrthsh

eÐnai suneq c sto kleistì diˆsthma (èqei ìrio 1 gia x→0 , ˆra den upˆrqei prìblhma sto 0).
8

Gia to olokl rwma sto [1, ∞) , upologÐzoume gia M >1 ,

ZM ZM ZM
sin x 1 cos M 1
dx = − (cos x)0 dx = cos 1 − − cos x dx.
x x M x2
1 1 1
To ìrio tou teleutaÐou oloklhr¸matoc M →∞ gia R upˆrqei sto giatÐ sugklÐnei apolÔtwc afoÔ

Z∞  ∞
1 ∞
 Z 
1  1
 cos x dx ≤ dx = − = 1 < ∞.
 x2  x2 x 1
1 1
O isqurismìc mac èpetai apì to Je¸rhma 3 piì pˆnw.

EÐnai mia apl  ˆskhsh na dei kaneÐc ìti to arqikì olokl rwma den sugklÐnei apolÔtwc, dhlad 

Z∞
| sin x|
dx = ∞,
x
0
opìte den mporoÔsame na deÐxoume thn sÔgklish tou arqikoÔ oloklhr¸matoc mèsw apìluthc sÔgklishc.

Parat rhsh. Apì ta paradeÐgmata autoÔ tou fulladÐou, mporeÐ na meÐnei kaneÐc me thn entÔpwsh

ìti mia topikˆ oloklhr¸simh f : [a, ∞) → R me mh arnhtikèc timèc gia na èqei

Z∞
f (t) dt < ∞,
a
ja prèpei na ikanopoieÐ limt→∞ f (t) = 0 . Autì den eÐnai swstì (en¸ to anˆlogo gia seirèc isqÔei). Gia

parˆdeigma, jewroÔme thn f : [0, ∞) → R thc opoÐac to grˆfhma eÐnai to ex c. Gia kˆje n ∈ N \ {0} , sto

2
diˆsthma [n, n + 2n ] to grˆfhma eÐnai oi Ðsec pleurèc enìc isoskeloÔc trig¸nou tou opoÐou h bˆsh èqei

2
korufèc sta shmeÐa (n, 0), (n + 2n , 0) kai Ôyoc 1. Dhlad  to trÐgwno èqei embadìn 1/2n . Sto upìloipo

tou [0, ∞) h f paÐrnei thn tim  0. Tìte

Z∞ ∞ 2 ∞
X
2n ×1 X 1
f (t) dt = = = 1 < ∞,
2 2n
0 n=1 n=1

en¸ limt→∞ f (t) = 1.

An ìmwc mazÐ me tic

Z∞
f ≥0 kai f (t) dt < ∞
a
upojèsoume epiplèon ìti h f eÐnai fjÐnousa, tìte eÐnai eÔkolo na dei kaneÐc ìti limt→∞ f (t) = 0 ('Askh-

sh).

Tèloc, an to ìrio limt→∞ f (t) upˆrqei kai isoÔtai me c 6= 0 , tìte me qr sh tou Jewr matoc 2(b)

brÐskoume ìti

Z∞

−∞ an c < 0,
f (t) dt =
∞ an c > 0.
a