You are on page 1of 22

|M a t h 1 0 2 - S p r i n g 2 0 1 9 | S e c 8 .

8 | P a g e 1

Section 8.8: Improper Integrals


• Introduction
• Improper Integrals over Infinite Intervals
• Improper Integrals with an unbounded integrand

After completing this section, you should be able to do the following.

• Evaluate improper integrals with an infinite limit of integration.


• Evaluate improper integrals with an unbounded integrand.
• Evaluate improper integrals using integration by parts and partial fractions.
|M a t h 1 0 2 - S p r i n g 2 0 1 9 | S e c 8 . 8 | P a g e 2

Introduction

The definite integrals we have encountered so far involve finite-valued functions


and finite intervals of integration. For example,
10000000
𝑑𝑑𝑑𝑑
� 2
,
0 𝑥𝑥 + 1
100
𝑑𝑑𝑑𝑑
� ,
1 𝑥𝑥
−1
𝑑𝑑𝑑𝑑
� ,
−100 𝑥𝑥
0.9
𝑑𝑑𝑑𝑑
� .
−0.9 √1 − 𝑥𝑥 2

In this section, you will see that definite integrals can some-times be evaluated
when these conditions are not met, that is, the function could be unbounded or
the interval of integration could be infinite. For this case, we call the integral as
an improper integral.

That is, the term improper integral is used for cases in which:
1. The interval of integration is infinite. For example,

𝑑𝑑𝑑𝑑
� 2 .
0 𝑥𝑥 + 1
2. The integrand is unbounded on the interval of integration. For example,
1
𝑑𝑑𝑑𝑑
� .
2
−1 √1 − 𝑥𝑥

3. The interval of integration is infinite and the integrand is unbounded on the


interval of integration. For example,

𝑒𝑒 −√𝑥𝑥
� 𝑑𝑑𝑑𝑑 .
0 √𝑥𝑥
|M a t h 1 0 2 - S p r i n g 2 0 1 9 | S e c 8 . 8 | P a g e 3

Type 1:
Improper Integrals over Infinite Intervals

1. If 𝑓𝑓(𝑥𝑥) is continuous on [𝑎𝑎, ∞),


then
∞ 𝑡𝑡
� 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 = lim � 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑
𝑎𝑎 𝑡𝑡→∞ 𝑎𝑎

provided the limit exists.

2. If 𝑓𝑓(𝑥𝑥) is continuous on
(−∞, 𝑏𝑏], then
𝑏𝑏 𝑏𝑏
� 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 = lim � 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑
−∞ 𝑠𝑠→−∞ 𝑠𝑠

provided the limit exists.

3. If 𝑓𝑓(𝑥𝑥) is continuous on
(−∞, ∞), then
∞ 𝑐𝑐
� 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 = � 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑
−∞ −∞

+ � 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑
𝑐𝑐

Thus,
∞ 𝑐𝑐 𝑡𝑡
� 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 = lim � 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 + lim � 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑
−∞ 𝑠𝑠→−∞ 𝑠𝑠 𝑡𝑡→∞ 𝑐𝑐

provided both limits exist, where 𝑐𝑐 is any real number.

In each case:
• If the limit exists, the improper integral is said to converge.
• If the limit does not exist, the improper integral is said to diverge.
|M a t h 1 0 2 - S p r i n g 2 0 1 9 | S e c 8 . 8 | P a g e 4

Example. Evaluate the following integral or state that it diverges:


0
� 𝑥𝑥𝑒𝑒 𝑥𝑥 𝑑𝑑𝑑𝑑
−∞
|M a t h 1 0 2 - S p r i n g 2 0 1 9 | S e c 8 . 8 | P a g e 5

Example. Evaluate the following integral or state that it diverges:



1
� 2
𝑑𝑑𝑑𝑑
−∞ 1 + 𝑥𝑥

Remark.
This example shows that the
area under the curve of the
function 𝑓𝑓(𝑥𝑥) = 1/(𝑥𝑥 2 + 1)
over the interval (−∞, ∞) has
finite value 𝜋𝜋.
|M a t h 1 0 2 - S p r i n g 2 0 1 9 | S e c 8 . 8 | P a g e 6

Example. Find the values of 𝑝𝑝 so that the following integral is convergent.



1
� 𝑑𝑑𝑑𝑑
1 𝑥𝑥 𝑝𝑝
|M a t h 1 0 2 - S p r i n g 2 0 1 9 | S e c 8 . 8 | P a g e 7

Theorem. The integral


∞ 𝑏𝑏
1 1
� 𝑑𝑑𝑑𝑑 , 𝑎𝑎 > 0 𝑜𝑜𝑜𝑜 � 𝑑𝑑𝑑𝑑 , 𝑏𝑏 < 0
𝑎𝑎 𝑥𝑥 𝑝𝑝 −∞ 𝑥𝑥 𝑝𝑝
converges if 𝒑𝒑 > 𝟏𝟏 and diverges if 𝒑𝒑 ≤ 𝟏𝟏.

Example. Determine whether the following integrals converge or diverges (do


not evaluate the integrals):

1
a) � 𝑑𝑑𝑑𝑑
0.1 √𝑥𝑥


1
b) � 3 𝑑𝑑𝑑𝑑
5 √𝑥𝑥


1
c) � 𝑑𝑑𝑑𝑑
10 𝑥𝑥 3


1
d) � 𝑑𝑑𝑑𝑑
5 𝑥𝑥


1
e) � 𝑑𝑑𝑑𝑑
5 𝑥𝑥 2

Remark. For the above two examples:


In the first example, the area under For the second example, the area
the curve 𝑦𝑦 = 1/𝑥𝑥 over the interval under the curve 𝑦𝑦 = 1/𝑥𝑥 2 over the
[1, ∞) is infinite. interval [1, ∞) has finite value 1.
|M a t h 1 0 2 - S p r i n g 2 0 1 9 | S e c 8 . 8 | P a g e 8

Type 2:
Improper Integrals with an unbounded integrand

1. Suppose that 𝑓𝑓(𝑥𝑥) is continuous


on (𝑎𝑎, 𝑏𝑏] with
lim+ 𝑓𝑓(𝑥𝑥) = −∞ or + ∞,
𝑥𝑥→𝑎𝑎
then
𝑏𝑏 𝑏𝑏
� 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 = lim+ � 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑
𝑎𝑎 𝑡𝑡→𝑎𝑎 𝑡𝑡
provided the limit exists.

2. Suppose that 𝑓𝑓(𝑥𝑥) is continuous


on [𝑎𝑎, 𝑏𝑏) with
lim− 𝑓𝑓(𝑥𝑥) = −∞ or + ∞,
𝑥𝑥→𝑏𝑏
then
𝑏𝑏 𝑡𝑡
� 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 = lim− � 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑
𝑎𝑎 𝑡𝑡→𝑏𝑏 𝑎𝑎
provided the limit exists.

3. If 𝑓𝑓(𝑥𝑥) is continuous on [𝑎𝑎, 𝑏𝑏]


except at an interior point 𝑝𝑝
where 𝑓𝑓(𝑥𝑥) is unbounded, then
𝑏𝑏 𝑝𝑝 𝑏𝑏
� 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 = � 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 + � 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑
𝑎𝑎 𝑎𝑎 𝑝𝑝
Provided both improper integrals
on the right exist.
|M a t h 1 0 2 - S p r i n g 2 0 1 9 | S e c 8 . 8 | P a g e 9

4. Suppose that 𝑓𝑓(𝑥𝑥) is continuous on (𝑎𝑎, 𝑏𝑏) with


lim+ 𝑓𝑓(𝑥𝑥) = −∞ or + ∞, and lim− 𝑓𝑓(𝑥𝑥) = −∞ or + ∞,
𝑥𝑥→𝑎𝑎 𝑥𝑥→𝑏𝑏
then
𝑏𝑏 𝑐𝑐 𝑏𝑏
� 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 = � 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 + � 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 , 𝑐𝑐 ∈ (𝑎𝑎, 𝑏𝑏),
𝑎𝑎 𝑎𝑎 𝑐𝑐
Thus
𝑏𝑏 𝑐𝑐 𝑡𝑡
� 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 = lim � 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 + 𝑙𝑙𝑙𝑙𝑙𝑙 � 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 , 𝑐𝑐 ∈ (𝑎𝑎, 𝑏𝑏),
𝑎𝑎 𝑡𝑡→−∞ 𝑡𝑡 𝑡𝑡→∞ 𝑐𝑐

provided both limits exist.


___________________________________________________________________
In each case:
• If the limit exists, the improper integral is said to converge.
• If the limit does not exist, the improper integral is said to diverge.
Example. Find the values of 𝑝𝑝 so that the following integral is convergent:
1
1
� 𝑑𝑑𝑑𝑑
0 𝑥𝑥 𝑝𝑝
|M a t h 1 0 2 - S p r i n g 2 0 1 9 | S e c 8 . 8 | P a g e 10

Theorem. The integral


𝑏𝑏 0
1 1
� 𝑝𝑝 𝑑𝑑𝑑𝑑 , 𝑏𝑏 > 0 𝑜𝑜𝑜𝑜 � 𝑑𝑑𝑑𝑑 , 𝑎𝑎 < 0
0 𝑥𝑥 𝑎𝑎 𝑥𝑥 𝑝𝑝
converges if 𝒑𝒑 < 𝟏𝟏 and diverges if 𝒑𝒑 ≥ 𝟏𝟏.

Example. Determine whether the following integrals converge or diverges (do not
evaluate the integrals):
1
1
a) � 𝑑𝑑𝑑𝑑
0 √𝑥𝑥

0
1
b) � 3 𝑑𝑑𝑑𝑑
−5 √𝑥𝑥

2
1
c) � 𝑑𝑑𝑑𝑑
0 𝑥𝑥 3

1
1
d) � 𝑑𝑑𝑑𝑑
0 𝑥𝑥

Remark. For the above two examples:


In the first example, the area under For the second example, the area
the curve 𝑦𝑦 = 1/√𝑥𝑥 over the interval under the curve 𝑦𝑦 = 1/𝑥𝑥 over the
(0,1] has finite value . interval (0,1] is infinite.
|M a t h 1 0 2 - S p r i n g 2 0 1 9 | S e c 8 . 8 | P a g e 11

Example. Evaluate the following integral or state that it diverges:


0
1
� 3 𝑑𝑑𝑑𝑑
−1 √𝑥𝑥 + 1
|M a t h 1 0 2 - S p r i n g 2 0 1 9 | S e c 8 . 8 | P a g e 12

Example. Evaluate the following integral or state that it diverges:


0
1
� 𝑑𝑑𝑑𝑑
−1 𝑥𝑥(𝑥𝑥 + 1)
|M a t h 1 0 2 - S p r i n g 2 0 1 9 | S e c 8 . 8 | P a g e 13

Example. Evaluate the following integral or state that it diverges:


4
1
� 𝑑𝑑𝑑𝑑
0 𝑥𝑥 − 1

1
Solution: Note that the integrand function 𝑓𝑓(𝑥𝑥) = is unbounded at 1 and so
𝑥𝑥−1
the integral is improper at 1 which is in the interval (0,4). So we have to split the
integral into two integrals each one contains one impropriety.
|M a t h 1 0 2 - S p r i n g 2 0 1 9 | S e c 8 . 8 | P a g e 14

Improper Integrals with both Infinite Intervals and Unbounded


Integrand

Example. Evaluate the following integral or state that it diverges:



1
� 𝑑𝑑𝑑𝑑
−1 𝑥𝑥(𝑥𝑥 + 1)
|M a t h 1 0 2 - S p r i n g 2 0 1 9 | S e c 8 . 8 | P a g e 15

Extra Problems to be done at Home:


Example. Evaluate the following integral or state that it diverges:

1
� 𝑑𝑑𝑑𝑑
0 √𝑥𝑥 + 2
|M a t h 1 0 2 - S p r i n g 2 0 1 9 | S e c 8 . 8 | P a g e 16

Example. Evaluate the following integral or state that it diverges:



1
� 𝑑𝑑𝑑𝑑
𝑒𝑒 𝑥𝑥(ln 𝑥𝑥)2
|M a t h 1 0 2 - S p r i n g 2 0 1 9 | S e c 8 . 8 | P a g e 17

Example. Evaluate the following integral or state that it diverges:



1
� 𝑑𝑑𝑑𝑑
1 (𝑥𝑥 − 2)
1/3
|M a t h 1 0 2 - S p r i n g 2 0 1 9 | S e c 8 . 8 | P a g e 18

Example. Evaluate the following integral or state that it diverges:



� 𝑒𝑒 −3𝑥𝑥 𝑑𝑑𝑑𝑑
0

Remark.
This example shows that the area under
the curve of the function 𝑓𝑓(𝑥𝑥) = 𝑒𝑒 −3𝑥𝑥
over the interval [0, ∞) has finite value
1/3.
|M a t h 1 0 2 - S p r i n g 2 0 1 9 | S e c 8 . 8 | P a g e 19

You might also like