Roberto’s Notes on Integral Calculus

Chapter 6: Improper and approximate integration Section 2

Improper integrals
with one issue at one limit
What you need to know already: What you can learn here:
 The Fundamental Theorem of Calculus.  How to give meaning to an improper integral
 What an improper integral is. whose problem arises at one of the limits of
integration.

Here is the first case of how to handle an improper integral. Notice that the
secret is to move away from the problem value and then reach it by using limits. 4


1 Y
Example: dx 9
4 x
2
Definition 6
Technically speaking, this integral is not well
defined, since the function is not continuous at
If y  f  x  is a function that is continuous for the upper limit. However, that is the only
3

a  x  b , but has a single discontinuity at x  b , the discontinuity and we can try to use this X

definition of improper integral to see if a 0 1 2 3 4 5

b

 f ( x)dx is defined as:

meaning can still be given to it:
improper integral 4 k

 
1 1 k
a dx  lim dx  lim  2 4  x 
b k 2
4 x k 4 

2
4 x k 4 
2

 f ( x)dx  lim  f ( x)dx

a
k b 

a
 lim 2 4  k  2 2   2 2
k 4 

Since this limit exists, we conclude that this integral is convergent and its
If this limit exists, the integral is convergent, value can be taken to be 2 2.
otherwise it is divergent.

Integral Calculus Chapter 6: Improper and approximate integration Section 2: Improper integrals with one issue at one limit Page 1
 Of course we can use the same approach to deal with a discontinuity that occurs
at the lower limit.
 2 2 
 lim    
2  k  2  
 1/2
k 2

Therefore, in this case the integral is divergent and we cannot assign a value
Definition to it even with this approach.

If y  f  x  is a function that is continuous for

a  x  b , but has a single discontinuity at x  a , the Why do we even bother trying to assign a value to an integral that clearly should
b not have one? After all, in both previous examples the integral would represent

 f ( x)dx is defined as:

the area of an infinitely long region. So, shouldn’t such area be considered
improper integral
infinite anyway?
a
Remember that an improper integral may come up in applications, such as arc
b b
length, that involve constructing a complex formula with a discontinuity starting

 f ( x)dx  lim  f ( x)dx

a
k a 
k
from a continuous function. But even from the point of view of computing areas, the
convergence or divergence of the improper integral tells us something qualitative
about the region whose area we are trying to compute.

If this limit exists, the integral is convergent, Notice that in the first example, the one that converges, the curve approaches
the asymptote very rapidly. In the second, the one that diverges, it also approaches
otherwise it is divergent. the asymptote, but not as fast. The convergence of the integral gives us a way to
compare the two rates of approach in a quantitative way. If you prefer to look at this
from a more practical perspective, we now know that we may be able to paint the
region corresponding to a convergent integral with a finite amount of paint, but no
4 amount of paint will suffice for a divergent one. 


Y
1 9 Wanting to paint an infinite region does not seem convincing!
Example: dx
x  2
3/2
Ok, if theoretical considerations do not appeal to you, here is another example.
2 6

This time the integral is improper because the

integrand is discontinuous at the lower limit.
3
Example: y  1  x , 0  x  1 2
Y

But again, we use the limit approach to try to X

give it meaning: 0 1 2 3 4 5 1
This curve is well defined and its length is
clearly finite and may have a practical
4 4 4 X
 
  x  2   x  2
importance, so it is legitimate to want to
1 1 2 0
dx  lim dx  lim   1/2 
compute it. But such length is given by the -1 1 2
  x  2   k
3/2 3/2
k  2 k 2 
integral:
2 k -1

Integral Calculus Chapter 6: Improper and approximate integration Section 2: Improper integrals with one issue at one limit Page 2
 1 1

 
2 
 1 
Y


1
1   dx  1 dx 1
 2 1 x  4  4x Example: dx
x  2
3/2
0 0
4 X
This integral is improper, since the integrand is discontinuous at the upper 0 1 2 3 4 5 6 7 8 910
limit, but its geometric meaning tells us that it must be convergent. See if you This time the integrand is continuous on the
can confirm that by using the FTC. whole domain considered, but the upper limit
is not a finite value. So, we try to approach it
by using limits.

Now that we have a method for dealing with a discontinuity at one limit, we
 k k
can extend its use to the case where one of the two integration limits is not, as the  
  x  2   x  2
1 1 2
definition requires, a number, but is infinite. dx  lim dx  lim   
  x  2   4
3/2 k  3/2 k  1/2

4 4

 2 2 
Definition  lim     2
  k  2 
1/2
k  2 
If the function y  f  x  is continuous for x  a , we
Therefore in this case the integral is convergent and we can assign to it the
define the improper integral:
 k
value 2.

 f ( x)dx  lim  f ( x)dx

k  2 Y


a a 1
Example: dx
In the same way, if the function y  f  x  is 4 x

continuous for x  b , we define the improper X
Here too, the integrand is continuous on the
integral: -10 -8 -6 -4 -2 0 2
whole domain considered, but the lower limit
b b
is not a finite value. So, we try to approach it

 f ( x)dx  lim  f ( x)dx


k 
k
by using limits.

2 2

 
1 1 2
If either limit exists, the integral is convergent, dx  lim dx  lim  2 4  x 
otherwise it is divergent. 
4 x k 
k
4 x k  k

 lim  2 2  2 4  k   
k 

Integral Calculus Chapter 6: Improper and approximate integration Section 2: Improper integrals with one issue at one limit Page 3
  k k
 c  c c c
 
Since this limit is infinite, we conclude that this integral is divergent. Notice k c
again how much thicker the tail of this region is with respect to the previous W dy  lim dy  lim     lim     
y2  y  R k   k R  R
k  2 k 
example. HOWEVER, do not rely on such visual considerations to reach y
R R
your conclusion: your eyes may deceive you!
Since this limit is finite, we conclude that this integral is convergent. But this
means that we need a finite amount of work to go to the end of the universe!
And that does not even account for the gravitational assist we may get from
Let us revisit the motivational application I mentioned in the previous section. other planets and stars. It looks like not even the sky is the limit!

Example:
The amount of work needed to lift an object to a height h above the Earth’s Of course the work may be finite, but not the time!
surface is given by an integral of the form: True, but still we have established an important conceptual fact.
Rh


c It is time for you to absorb this concept through some practice before moving
W dy on to more complex situations.
y2
R

What does this integral become if we literally want to go to the end of the
universe? It becomes:

Summary
 An improper integral in which the difficulty lies at one of the end points can be given meaning by changing that limit of integration with a possible value and using the limit
process to arrive at the needed value, be it finite or infinite.
 The value of an improper integral may have a practical meaning or it may provide a qualitative assessment of some concrete property of the integrand.

Common errors to avoid

 Do not rely on your intuition or on visual assessment to determine the convergence or divergence of an improper integral, as these are likely to be wrong.

Integral Calculus Chapter 6: Improper and approximate integration Section 2: Improper integrals with one issue at one limit Page 4
 Learning questions for Section I 6-2

Review questions:

1. Describe how to give meaning to an improper integral that is such only because of an issue at one of its limits of integration.

Memory questions:

b 
1. If f  x  is discontinuous only at x  a , what does  f ( x)dx mean? 3. What is the definition of the improper integral  f ( x)dx ?
a a

b b
2. If f  x  is discontinuous only at x  b , what does  f ( x )dx mean? 4. What is the definition of the improper integral  f ( x )dx ?
a 

Computation questions:
For each of the improper integrals presented in questions 1-18, use proper notation and proper steps to:
 determine if it is convergent or divergent
 in case of convergence, compute its value,
 in case of divergence, determine the cause.

e3/ x 1 4


1
ex
 
1. dx xdx 3. dx
0 x2 2. ex 1
3
1  x2 0
0

Integral Calculus Chapter 6: Improper and approximate integration Section 2: Improper integrals with one issue at one limit Page 5
   

   x  ln x 
xdx dx dx
4. 9. 14.
x  4x  5
2
.
e  4e  x
x 2
0 e
0

 0
 2
0 e  e x dx e
x
10. 15. cos xdx

x
5. cos xdx 
0
 


ln x
x
  1/ x
16. dx
( x  3) 2

dx 11. 2
dx 1
6.
 x  2
3 1
 /2
cos 2 
4
 17.  d
 12.
 x  dx 0 1  sin 2 
x
dx
7.
4
2 1


 x ln x dx
0
2
 18.

dx
0 13. 1

  x  5
dx x ln x 2
8. 3 e


Theory questions:

1. If f ( x)  g ( x)  0 are two functions that are continuous on  0,   and 

  2. If f(x) is a continuous function and

 f ( x)dx is convergent, does it follow
 0
f ( x)dx is convergent, does it follow that

0
g ( x)dx is convergent?

0

f
2
that ( x)dx is also convergent?
0

Integral Calculus Chapter 6: Improper and approximate integration Section 2: Improper integrals with one issue at one limit Page 6
 
4. If f  x  and g  x  are positive, continuous functions with f  x   g  x 
3. If y  f  x  is a continuous function and
 f  x  dx is divergent, is it  


1 and
 g  x  dx is divergent, is it possible for  f  x  dx to be convergent?
 f 2  x  dx to be convergent?
1 1
possible for
1 5. If a function f(x) is continuous and goes to 0 as x goes to infinity, does it


follow that
 f (x) dx is convergent?
10

Proof questions:


6. Show that if f  x   g  x   0 for x  a and the improper integral
x
p
1. Determine the values of p for which the integral dx is convergent.
 

 g  x  dx diverges, then  f  x  dx
1
diverges as well.
a a
1

x
p
2. Determine the values of p for which the integral dx is convergent. 
sin 2 x

0
7. Show that the improper integral dx converges by using the

x2


1 1
3. Determine the values of n for which the integral dx is convergent. conclusions of the previous two questions and relating this integral to another
1 xn one whose convergence is easily verifiable.


1
1 
4. Determine the values of n for which the integral
0 xn
dx is convergent. 8. The Gamma function is defined by the formula   z    e  x x z 1dx , where z
0
can be any complex number. Prove that if n is a real positive integer, then
5. Show that if f  x   g  x   0 for x  a and the improper integral   n    n  1! .
 

 f  x  dx converges, then  g  x  dx
a a
converges as well.

Integral Calculus Chapter 6: Improper and approximate integration Section 2: Improper integrals with one issue at one limit Page 7
 Application questions:

1. Is it possible to paint the region in the first quadrant bounded by 2. Consider the solid obtained by rotating the region in the first quadrant bounded
1 1
y  ,1  x   with a finite amount of paint? by y  ,1  x   around the x axis. Determine whether it is possible to
x x
fill the solid with a finite amount of paint. This is called Gabriel’s horn: how do
you explain what you found in questions 1 and 2?

Templated questions:

1. Construct an improper integral and determine whether it is convergent or divergent.

What questions do you have for your instructor?

Integral Calculus Chapter 6: Improper and approximate integration Section 2: Improper integrals with one issue at one limit Page 8