IMPROPER INTEGRALS

+∞ 1
Consider ‫׬‬1 𝑥 𝑝 𝑑𝑥, for what values of 𝑝 is the definite integral convergent?

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IMPROPER INTEGRALS
+∞ 1
Consider ‫׬‬1 𝑥 𝑝 𝑑𝑥, for what values of 𝑝 is the definite integral convergent?

Note:

+∞ 1
‫׬‬1 𝑥 𝑝 𝑑𝑥 is convergent if 𝑝 > 1 and divergent if 𝑝 ≤ 1.

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 IMPROPER INTEGRALS
TYPE 2: DISCONTINUOUS INTEGRANDS
Suppose that a function is defined on a finite interval 𝑎, 𝑏 but has a
𝑡
vertical asymptote at 𝑏 and 𝐴 𝑡 = ‫𝑥𝑑)𝑥(𝑓 𝑎׬‬.

If 𝐴(𝑡) approaches a definite number as 𝑡 → 𝑏 − , then

𝑏 𝑡
න 𝑓 𝑥 𝑑𝑥 = lim− න 𝑓 𝑥 𝑑𝑥
𝑎 𝑡→𝑏 𝑎

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 IMPROPER INTEGRALS
Definition:
a) If 𝑓 is continuous on 𝑎, 𝑏 and is discontinuous at 𝑏, then
𝑏 𝑡
න 𝑓 𝑥 𝑑𝑥 = lim− න 𝑓 𝑥 𝑑𝑥
𝑎 𝑡→𝑏 𝑎
if the limit exists (as a finite number).
b) If 𝑓 is continuous on 𝑎, 𝑏 and is discontinuous at 𝑎, then

𝑏 𝑏
න 𝑓 𝑥 𝑑𝑥 = lim+ න 𝑓 𝑥 𝑑𝑥
𝑎 𝑡→𝑎 𝑡
if the limit exists (as a finite number).
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 IMPROPER INTEGRALS
Definition:
𝑏
The improper integrals ‫ 𝑥𝑑 𝑥 𝑓 𝑎׬‬is called convergent if the corresponding
limit exists and divergent if the limit does not exist.
𝑐
c) If 𝑓 has a discontinuity at 𝑐, where 𝑎 < 𝑐 < 𝑏, and both ‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥 and
𝑏
‫𝑓 𝑐׬‬ 𝑥 𝑑𝑥 are convergent, then
𝑏 𝑐 𝑏
න 𝑓 𝑥 𝑑𝑥 = න 𝑓 𝑥 𝑑𝑥 + න 𝑓 𝑥 𝑑𝑥
𝑎 𝑎 𝑐

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 IMPROPER INTEGRALS
Examples:

5 1
1. ‫׬‬2 𝑥−2 𝑑𝑥

𝜋/2
2. ‫׬‬0 sec 𝑥 𝑑𝑥

3 1
3. ‫׬‬0 𝑥−1 𝑑𝑥

1
4. ‫׬‬0 ln 𝑥 𝑑𝑥
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 IMPROPER INTEGRALS
5
1
1. න 𝑑𝑥
2 𝑥−2

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 IMPROPER INTEGRALS
𝜋/2
2. න sec 𝑥 𝑑𝑥
0

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 IMPROPER INTEGRALS
3
1
3. න 𝑑𝑥
0 𝑥−1

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 IMPROPER INTEGRALS
1
4. න ln 𝑥 𝑑𝑥
0

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 IMPROPER INTEGRALS
Recall: Indeterminate Forms
0 ∞
Quotients: and
0 ∞

Products: 0 ⋅ ∞ and ∞ ⋅ 0
Difference: ∞−∞
Powers: 00 , ∞0 , 1∞

Strategy: Convert indeterminate products, difference or powers into

quotients, then use L’Hopital’s Rule.
 IMPROPER INTEGRALS
Comparison Theorem
Suppose that 𝑓 and 𝑔 are continuous functions with 𝑓 𝑥 ≥ 𝑔 𝑥 ≥ 0 for 𝑥 ≥
𝑎
+∞ +∞
a) If ‫𝑥𝑑)𝑥(𝑓 𝑎׬‬ is convergent, then ‫ 𝑥𝑑)𝑥(𝑔 𝑎׬‬is convergent.
+∞ +∞
b) If ‫𝑥𝑑)𝑥(𝑔 𝑎׬‬ is divergent, then ‫ 𝑥𝑑)𝑥(𝑓 𝑎׬‬is divergent.

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 IMPROPER INTEGRALS
Examples:
+∞ −𝑥 2
1. ‫׬‬0 𝑒 𝑑𝑥

+∞ 1+𝑒 −𝑥
2. ‫׬‬1 𝑥
𝑑𝑥

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 IMPROPER INTEGRALS
+∞
2
1. න 𝑒 −𝑥 𝑑𝑥
0

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 IMPROPER INTEGRALS
+∞
1 + 𝑒 −𝑥
2. න 𝑑𝑥
1 𝑥

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