16 Ch 01: Improper Integrals of 1st and 2nd Kinds

b b
f ( x) g ( x) dx = f ( x) g ( x) dx
a a
b
K g ( x) dx from (i)
a
KM for all b a by using (ii).
Hence f ( x) g ( x) dx is convergent, this implies f ( x) g ( x) dx is absolutely
a a
convergent.

➢ Review
▪ Second Mean Value Theorem (Bonnet’s theorem): If f , g [a, b] and
f is monotonic on [a, b] , then there exist point c [a, b] such that
b c b
f ( x) g ( x)dx = f (a) g ( x)dx + f (b) g ( x)dx.
a a c
▪ A function f ( x) is bounded for x a if there exist some positive
number K such that f ( x) K for all x a .
b
▪ An integral f ( x)dx converges if, and only if, for every 0 there
a
c
exists a B 0 such that f ( x)dx when c b B.
b

▪ If lim f ( x) = m , then for all real 0 , there exists real N 0 such that
x→

f ( x) − m whenever x N.

➢ Theorem (Abel)
If f ( x) is bounded and monotone for all x a and g ( x)dx is convergent,
a

then f ( x) g ( x)dx is convergent.

a

Proof
As f is bounded and monotone on [a, ) , so it is integrable on [a, b] , b a .
Also g is integrable on [a, b] for b a .
By using second mean value theorem, we have
c c0 c
f ( x) g ( x)dx = f (b) g ( x)dx + f (c) g ( x)dx, ….. (i)
b b c0

where a b c0 c.
Since f is given to be bounded on [a, ) , there exists positive number K
such that
f ( x) K for x a .
 Ch 01: Improper Integrals of 1st and 2nd Kinds 17

In particular:
f (b) K and f (c) K . …….. (ii)
Also g ( x)dx is convergent, by Cauchy criterion, for all 0 , there exist
a
positive number B such that
c
g ( x)dx for b, c B.
b
2K
In particular:
c0 c
g ( x)dx and g ( x)dx ……… (iii)
b
2K c0
2K
From (i), (ii) and (iii), if b, c B , we have
c c0 c
f ( x) g ( x)dx = f (b) g ( x)dx + f (c) g ( x)dx
b b c0

c0 c
f (b) g ( x)dx + f (c) g ( x)dx
b c0

K +K = .
2K 2K
Hence by Cauchy criterion, we have that f ( x) g ( x)dx is convergent.
a

➢ Theorem (Dirichlet)
If f ( x) is bounded, monotone for all x a and lim f ( x) = 0 . Also
x→
X
g ( x)dx is is bounded for all X a , then f ( x) g ( x)dx is convergent.
a a

Proof
As f is bounded and monotone on [a, ) , so it is integrable on [a, b] , b a .
Also g is integrable on [a, b] for b a .
By using second mean value theorem, we have
c c0 c
f ( x) g ( x)dx = f (b) g ( x)dx + f (c) g ( x)dx, ….. (i)
b b c0

where a b c0 c.
X
Since g ( x)dx is bounded for all X a , there exists positive number K
a
such that
X
g ( x)dx K for X a . …… (ii)
a

Now for a b c0 , we have

18 Ch 01: Improper Integrals of 1st and 2nd Kinds

c0 b c0
g ( x)dx = g ( x)dx + g ( x)dx .
a a b
This gives
c0 c0 b
g ( x)dx = g ( x)dx − g ( x)dx
b a a
c0 b
g ( x)dx + g ( x)dx
a a

K + K by using (ii) as b, c0 a.
c0
That is, g ( x)dx 2 K . ………….. (iii)
b
c
Similarly, g ( x)dx 2 K . …………….. (iv)
c0

Also we have lim f ( x) = 0 , so for all 0 , there exist B 0 such that

x→

f ( x) − 0 for x B.
4K
In particular, for b, c B , we have
f (b) and f (c) . …… (v)
4K 4K

From (i), (iii), (iv) and (v), if b, c B , we have

c c0 c
f ( x) g ( x)dx = f (b) g ( x)dx + f (c) g ( x)dx
b b c0

c0 c
f (b) g ( x)dx + f (c) g ( x)dx
b c0

2K + 2K = .
4K 4K
Hence by Cauchy criterion, we have that f ( x) g ( x)dx is convergent.
a
 Ch 01: Improper Integrals of 1st and 2nd Kinds 19

➢ Example
sin x
Prove that dx is convergent;
0
x
Solution:
sin x
Since → 1 as x → 0 , therefore 0 is not a point of infinite
x
discontinuity.
1 1
sin x sin x sin x sin x
We write dx = dx + dx and note that dx is a
0
x 0
x 1
x 0
x
sin x
proper integral. Therefore, it is enough to test the convergence of dx .
1
x
1
Denote f ( x) = and g ( x) = sin x , where x 1 .
x
1
Clearly f ( x) = 1 for x 1 implies f ( x) is bounded.
x
1 1
Now for x1 x2 1 , we have , that is, f ( x1 ) f ( x2 ) . This gives us
x1 x2
f ( x) is decreasing for all for all x 1 .
1
Also lim f ( x) = lim = 0 .
x→ x→ x
X X
Now g ( x) dx = sin x dx
1 1

= − cos X + cos(1) cos X + cos(1) 2

X
This gives g ( x) dx is bounded for every X 1.
1

sin x
Hence by Dirichlet theorem f ( x) g ( x) dx = dx is convergent.
1 1
x

➢ Example
Discuss the convergence of sin x 2 dx .
1
1
Solution: We write sin x 2 = 2 x sin x 2 , i.e.
2x
1
sin x 2 dx = 2 x sin x 2 dx
1 1
2x
20 Ch 01: Improper Integrals of 1st and 2nd Kinds

1
Take f ( x) = and g ( x) = 2 x sin x 2 , where x 1.
2x
1
Note that f ( x ) and f ( x) is decreasing for all for all x 1 , it gives f ( x)
2
1
is bounded and monotone for all x 1 . Also lim f ( x) = lim = 0 .
x→ x→ x
X X
Now g ( x) dx = 2 x sin x 2 dx = − cos X 2 + cos(1) 2.
1 1
X
This gives g ( x) dx is bounded for every X 1.
1

1
Hence by Dirichlet’s theorem f ( x) g ( x) dx = 2 x sin x 2 dx
1 1
2x

i.e. sin x 2 dx is convergent.

1

➢ Example
sin x
Discus the convergence of e− x dx .
0
x
Solution:
sin x
Let f ( x) = e− x and g ( x) = , where x 0 .
x
As x 0 , then we have e x 1 (as exponential function is increasing).
1
This gives x 1 , that is, f ( x) 1 for all x 0 .
e
Also f ( x) = −e− x 0 for all x 0 . Hence, we conclude that f ( x) is
bounded and monotonically decreasing for all x 0 .
sin x
Also g ( x) dx = dx is convergent (by previous example).
0 0
x
sin x
Hence by Abel’s theorem f ( x) g ( x)dx = e − x dx is convergent.
0 0
x
 Ch 01: Improper Integrals of 1st and 2nd Kinds 21

➢ Question
sin x
Show that dx converges for 0.
0
(1 + x )

➢ Question
Show that e− x cos x dx is absolutely convergent.
0
Solution
e− x cos x e− x and e − x dx = 1
0
the given integral is absolutely convergent. (comparison test).

➢ MCQs
1. An improper integral f ( x)dx is conditionally convergent if it is
a
………………. but not ………………
(A) convergent; divergent (B) convergent; absolutely convergent
(C) divergent, convergent (D) divergent; absolutely convergent

2. If f is continuous and decreasing for x a and lim f ( x) = 0 , then the

x→

integral f ( x)dx …………………..

a
(A) is convergent. (B) is divergent.
(C) may convergent. (D) absolutely convergent.

f ( x)
3. The integral 2
dx is ……………….. if f is bounded on [1, ) .
1
x
(A) convergent (B) divergent
(C) conditionally convergent (D) None of these