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8 | P a g e 1
Introduction
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
Type 1:
Improper Integrals over Infinite Intervals
2. If 𝑓𝑓(𝑥𝑥) is continuous on
(−∞, 𝑏𝑏], then
𝑏𝑏 𝑏𝑏
� 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 = lim � 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑
−∞ 𝑠𝑠→−∞ 𝑠𝑠
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
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
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
∞
1
b) � 3 𝑑𝑑𝑑𝑑
5 √𝑥𝑥
∞
1
c) � 𝑑𝑑𝑑𝑑
10 𝑥𝑥 3
∞
1
d) � 𝑑𝑑𝑑𝑑
5 𝑥𝑥
∞
1
e) � 𝑑𝑑𝑑𝑑
5 𝑥𝑥 2
Type 2:
Improper Integrals with an unbounded integrand
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
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
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