Answer : The function ln x has a vertical asymptote at x = 0 because
lim ln x = −∞. Hence:
x→0+ ∫ 1 ∫ 1 ln xdx = lim ln xdx + t→0 0 t = lim [x ln x − x]t1 t→0+ = lim {(1 ln 1 − 1) − (t ln t − t)} t→ + 0 = lim {t − 1 − t ln t} ( lim t ln t = 0) t→0+ t→0+
= −1 .
1.10.1. Comparison Test for Improper Integrals. Suppose f
and g are continuous functions such that f (x) ≥ g(x) ≥ 0 for x ≥ 0. ∫ ∞ ∫ ∞ ∞ (1) If f (x) dx if convergent thena g(x) dx is convergent. (2) If g(x) dx a if divergent then ∞ f (x) dx is ∫ a ∫ divergent. a A similar statement holds for type 2 integrals. ∫ Example: Prove that ∞ e−x2 dx is convergent. 0 Answer : We have: ∫ ∞ ∫ 1 ∫ ∞ − x2 − x2 2 e dx e dx e −x dx 0 = 0 + 1 . The first integral on the right hand side is an ordinary definite integral so we only need to show that the second integral is convergent. In fact, for x ≥ 1 we have x2 ≥ x, so e−x2 ≤ e−x. On the other hand: ∫ t− Σ − Σt − − x e x dx = t 1 1 −e = −e +e , hence 1 . Σ ∫ ∞ e−x dx = lim −e−t + e−1 = e−1 , 1.7. PARTIAL t→ FRACTIONS 2 1 ∞ ∫ ∞1 1 ∫ ∞ e−x dx is convergent. so is convergent, QED. Hence, by the comparison theorem e−x2 dx
[Translations of Mathematical Monographs 26] Gennadiĭ Mikhaĭlovich Goluzin - Geometric Theory of Functions of a Complex Variable (Translations of Mathematical Monographs, Vol. 26) (1969, AMS Bookstore)