Parul University

Faculty of Engineering & Technology

Department of Applied Sciences and Humanities
1st Year B.Tech Programme (All Branches)
Mathematics – 1 (203191102)
Unit – 1 Improper Integral (Lecture Note)

OVERVIEW:

In most of applications of Engineering and Science there occurs special function, like gamma
function, beta function etc, which are in the form of integrals which are of special types in which
the limits of integration are infinity or the integrand becomes unbounded within the limits.
Such types of integrals are known as improper integrals. Beta and gamma functions are very
fundamental and hold great importance in various branches of Engineering and physics.

 Course Outcome :
 Identify various types of Improper Integration.
 Add together infinitely many numbers.
 Represent a differentiable function f(x) as an infinite sum of powers of x.
 Decide on convergence or divergence of a wide class of series.
 To answer at least about the convergence or divergence of integral when integral is not
easily evaluated using techniques known.

𝑏
 Improper integrals:The integral ∫𝑎 𝑓(𝑥)𝑑𝑥, is called improper integral if

i) one or both limits of integration are infinite.

ii) Function f(x) becomes infinite at a point within or at the end points of the interval of
integration.

Examples:
∞
1. ∫1 𝑥𝑒 −𝑥 𝑑𝑥,is an improper integral due to infinite limit.

3 𝑒 −𝑥
2.∫0 𝑑𝑥,is an improper integral as the integrand tends to ∞ as 𝑥 → 0.
√𝑥

4 1
3.∫−1 𝑑𝑥,is an improper integral as the integrand is unbounded as 𝑥 → 1.
𝑥−1

5
4.∫0 𝑥𝑒 3𝑥 𝑑𝑥,is a proper integral.
 Improper integrals are classified into three kinds.
 Type –I
 Type –II
 Type –III
 Improper integrals of the first kind(Type-I):
𝑏
If in the definite integral ∫𝑎 𝑓(𝑥)𝑑𝑥,a or b or both a and b are infinite, then the integral is called
improper integral of Type-I.
∞ 𝑏
(1) If f(x) is continuous on [a, ∞), then ∫𝑎 𝑓(𝑥)𝑑𝑥 = lim ∫𝑎 𝑓(𝑥)𝑑𝑥
𝑏→∞

𝑏 𝑏
(2) If f(x) is continuous on (−∞, b], then ∫−∞ 𝑓(𝑥)𝑑𝑥 = lim ∫𝑎 𝑓(𝑥)𝑑𝑥
𝑎→−∞

∞ 0 ∞
(3) If f(x) is continuous on (−∞, ∞), then ∫−∞ 𝑓(𝑥)𝑑𝑥 = ∫−∞ 𝑓(𝑥)𝑑𝑥+∫0 𝑓(𝑥)𝑑𝑥,

Or
∞ 0 𝑏
∫ 𝑓(𝑥)𝑑𝑥 = lim ∫ 𝑓(𝑥)𝑑𝑥 + lim ∫ 𝑓(𝑥)𝑑𝑥
−∞ 𝑎→−∞ 𝑎 𝑏→∞ 0

Evaluate 1)
∞
𝒅𝒙
∫ 𝟐
−∞ 𝟏 + 𝒙
𝟎 ∞
𝒅𝒙 𝒅𝒙
=∫ 𝟐
+ ∫ 𝟐
−∞ 𝟏 + 𝒙 𝟎 𝟏+𝒙
𝟎 𝒃
𝟏 𝟏
= 𝒍𝒊𝒎 ∫ 𝒅𝒙 + 𝒍𝒊𝒎 ∫ 𝒅𝒙
𝒂→−∞ 𝒂 𝟏 + 𝒙𝟐 𝒃→∞ 𝟎 𝟏 + 𝒙𝟐

= 𝒍𝒊𝒎 [𝒕𝒂𝒏−𝟏 𝒙]𝟎𝒂 + 𝒍𝒊𝒎[𝒕𝒂𝒏−𝟏 𝒙]𝒃𝟎

𝒂→−∞ 𝒃→∞
= 𝒍𝒊𝒎 [𝒕𝒂𝒏−𝟏 𝟎 − 𝒕𝒂𝒏−𝟏 𝒂] + 𝒍𝒊𝒎[𝒕𝒂𝒏−𝟏 𝒃 − 𝒕𝒂𝒏−𝟏 𝟎]
𝒂→−∞ 𝒃→∞
−𝟏 (−∞) −𝟏 (∞)
= 𝟎 − 𝒕𝒂𝒏 + 𝒕𝒂𝒏 −𝟎
𝝅 𝝅
= +
𝟐 𝟐
=𝝅
∞ 𝒅𝒙
Evaluate 2)∫𝟎 𝟏+𝒙𝟐

∞ 1
Evaluate 3)∫1 𝑑𝑥
𝑥2

0
Evaluate 4)  xsinxdx

 ∞ 1
Evaluate 5)∫1 𝑑𝑥
√𝑥

𝑎
1
= 𝑙𝑖𝑚 ∫ 𝑑𝑥
𝑎→∞ 1 √𝑥
𝑎
= 𝑙𝑖𝑚 [2√𝑥]1
𝑎→∞
= 𝑙𝑖𝑚 [2√𝑎 − 2]
𝑎→∞
→∞
∞ 1
Note: P integral ∫1 𝑑𝑥 , converges when p >1 and diverges when p≤ 1
𝑥𝑝

∞ 𝑙𝑜𝑔𝑥
Evaluate 6) Show that ∫1 Converges and obtain it value.
𝑥2

EXERCISE:

Evaluate:
∞ (𝑥+3)
1. ∫2 (𝑥−1)(𝑥 2 +1)
𝑑𝑥
∞ 𝑥
2. ∫−∞ 𝑒 𝑑𝑥
∞
3. ∫0 𝑥 2 𝑒 −𝑥 𝑑𝑥
∞ 𝑒 −√𝑥
4. ∫1 𝑑𝑥
√𝑥
 Improper Integrals of the second type (Type-II):
𝑏
If in the definite integral ∫𝑎 𝑓(𝑥)𝑑𝑥, the integrand f(x) becomes infinite at x=a or x=b or at one
or more points within the interval (a, b), then the integral is called improper integral of Type-II.

(1) If f(x) is unbounded at x=a then

𝑏 𝑏
∫ 𝑓(𝑥)𝑑𝑥 = lim ∫ 𝑓(𝑥)𝑑𝑥
𝑎 𝑐→𝑎 𝑐

(2) If f(x) is unbounded at x=b then

𝑏 𝑐
∫ 𝑓(𝑥)𝑑𝑥 = lim ∫ 𝑓(𝑥)𝑑𝑥
𝑎 𝑐→𝑏 𝑎

(3) If f(x) is unbounded at x=a and x=b then

𝑏 0 𝑐2
∫ 𝑓(𝑥)𝑑𝑥 = lim ∫ 𝑓(𝑥)𝑑𝑥 + lim ∫ 𝑓(𝑥)𝑑𝑥
𝑎 𝑐1→𝑎 𝑐1 𝑐2→𝑏 0

The improper integral is said to converge (or exist) when limit in R.H. S. of 1), 2) ,3) exist or
finite. Otherwise, it is said to diverge.
Evaluate 1)
𝟑
𝟏
∫
𝟎 √𝟑 − 𝒙
𝒂
𝟏
= 𝒍𝒊𝒎 ∫ 𝒅𝒙
𝒂→𝟑 𝟎 √𝟑 − 𝒙
𝒂
= 𝒍𝒊𝒎[−𝟐√𝟑 − 𝒙]𝟎
𝒂→𝟑
= 𝒍𝒊𝒎[−𝟐√𝟑 − 𝒂 + 𝟐√𝟑]
𝒂→𝟑
= 𝟐√𝟑
𝝅
Evaluate 2) ∫𝟎𝟐 𝒔𝒆𝒄𝒙𝒅𝒙

𝟓 𝟏
Evaluate 3)∫𝟎 (𝒙−𝟐)𝟐
𝒅𝒙

𝟏 𝟏
Evaluate 4)∫−𝟏 𝟐 𝒅𝒙
𝒙𝟑

Improper Integral of third kind (Type-III): It is a definite integral in which one or both limits
of integration are infinite , and the integrand become infinite at one or more points within or at
the end points of the interval of integration. Thus it is a combination of the first kind and the
second kind.
∞ 𝟏
For example : ∫𝟎 𝒅𝒙 is an improper integral of the third kind as the upper limit of integration
𝒙𝟐
1
is infinite and integrand 𝑥 2 is infinite at x = 0.

∞ 𝟏
Evaluate : ∫𝟎 𝒅𝒙
𝒙𝟐

Direct Comparison Test:

1) If f(x) and g(x) are two continuous functions on [a,∞) and 0≤ 𝑓(𝑥) ≤ 𝑔(𝑥) for all x≥
𝑎, 𝑡ℎ𝑒𝑛
∞ ∞

∫ 𝑓(𝑥)𝑑𝑥 𝑐𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑠, 𝑖𝑓 ∫ 𝑔(𝑥)𝑑𝑥𝑐𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑠 .

𝑎 𝑎
2) If f(x) and g(x) are two continuous functions on [a,∞) and 𝑓(𝑥) ≥ 𝑔(𝑥), 𝑡ℎ𝑒𝑛
∞ ∞

∫ 𝑓(𝑥)𝑑𝑥𝑑𝑖𝑣𝑒𝑟𝑔𝑒𝑠, 𝑖𝑓 ∫ 𝑔(𝑥)𝑑𝑥 𝑑𝑖𝑣𝑒𝑟𝑔𝑒𝑠 .

𝑎 𝑎

Limit Comparison Test:

𝑓(𝑥)
If f(x) and g(x) are positive and continuous on [a,∞) and if lim 𝑔(𝑥) = 𝑙 ,0 < 𝑙 < ∞
𝑥→∞

∞ ∞
Then ∫𝑎 𝑓(𝑥)𝑑𝑥𝑎𝑛𝑑 ∫𝑎 𝑔(𝑥)𝑑𝑥 𝑏𝑜𝑡ℎ 𝑐𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑠 𝑜𝑟 𝑑𝑖𝑣𝑒𝑟𝑔𝑒𝑠 𝑡𝑜𝑔𝑒𝑡ℎ𝑒𝑟.
∞ 𝒄𝒐𝒔𝒙
Example : Test the convergence of improper integral ∫𝟏 𝒅𝒙
𝒙𝟐
 𝑐𝑜𝑠 𝑥 1
Solution: f(x) = and let g(x) =
𝑥2 𝑥2

𝑐𝑜𝑠 𝑥 1
≤ 𝑥 2 for x ≥ 1 [cos x ≤ 1]
𝑥2

∞ ∞ 1 𝑏 1
∫1 𝑔(𝑥)𝑑𝑥 = ∫1 𝑥2
𝑑𝑥 = lim ∫1 𝑥2
𝑑𝑥
𝑏→∞

1
lim (− 𝑏 + 1))
𝑏→∞

=1
∞ 1
Thus, ∫1 𝑑𝑥 is convergent.
𝑥2

∞ 𝑐𝑜𝑠𝑥
By comparison test, ∫1 𝑑𝑥 is convergent.
𝑥2

∞ 3𝑥+5
Example 2: Check the convergence of∫4 𝑑𝑥
𝑥 4 +7

3𝑥+5 1
f(x) = 𝑥 4 +7 and let g(x) = 𝑥 3

3𝑥+5
𝑓(𝑥) 𝑥4 +7 3𝑥 4 +5𝑥 3
lim = lim 1 = lim =3
𝑥→∞ 𝑔(𝑥) 𝑥→∞ 𝑥→∞ 𝑥 4 +7
𝑥3

∞ ∞ 1 𝑏 1
∫4 𝑔(𝑥)𝑑𝑥 = ∫4 𝑥3
𝑑𝑥 = lim ∫4
𝑥3
𝑑𝑥
𝑏→∞

= 1/32
∞ 1
Thus, ∫4 𝑑𝑥 is convergent.
𝑥3

∞ 3𝑥+5
By Limit comparison test, ∫4 𝑑𝑥 is convergent.
𝑥 4 +7

𝟏 𝟏−𝒆−𝒙
Try this: ∫𝟎 𝒅𝒙
𝒙𝟑

Gamma function
∞
The function of n (n>0) defined by the integral ∫0 𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥 is called gamma function and is
∞
denoted by n i.e n = ∫0 𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥.

 Properties of gamma function:

1) n +1 = n n
2) 1 = 1
3) n +1 = n! N is a positive integer.
∞ 2
4) n =2∫0 𝑒 −𝑥 𝑥 2𝑛−1 𝑑𝑥.
 Examples
∞ 4
Evaluate 1) ∫0 𝑒 −√𝑥 √𝑥𝑑𝑥
assume x  t
1
dx  dt
2 x
dx  2 t dt
 

e t  
t 2
1
4
dt   e t t  2 dt
1

0 0

  e t t 
3 1
2 dt
0

3 1
  
2 2

∞ 3
Evaluate 2) ∫0 √𝑥𝑒 − √𝑥 𝑑𝑥
∞ 2
Evaluate 3) ∫0 𝑥 4 𝑒 −𝑥 𝑑𝑥

EXERCISE:
∞ 4
1) ∫0 𝑒 −𝑥 𝑑𝑥
∞
2
2) ∫ 𝑒 −𝑥 √𝑥 3 𝑑𝑥
0

∞ 2
3) ∫0 5−4𝑥 𝑑𝑥

Beta function
1
The function of m and n defined by the integral (m, n>0) ∫0 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 𝑑𝑥 is
called the Beta function and is denoted by 𝛽(𝑚, 𝑛).
1
i.e𝛽(𝑚, 𝑛) = ∫0 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 𝑑𝑥

Properties of Beta Function:

1) 𝜷(𝒎, 𝒏) = 𝜷(𝒏, 𝒎)
𝝅/𝟐
2) 𝜷(𝒎, 𝒏) = 𝟐 ∫𝟎 𝒔𝒊𝒏𝟐𝒎−𝟏 𝜽𝒄𝒐𝒔𝟐𝒏−𝟏 𝜽𝒅𝜽

Examples
1 5
3
Evaluate 1)∫0 (3 − x)(2) x 2 dx
assume x  3t
dx  3dt
x0t 0
x  3 t 1
1

 3  3t  3t 
1 5
2 2 3 dt
0
1
 3 4  1  t  t  2
1 5
2 dt
0
1
 3 4  1  t  t  2 1
3 1 7
2 dt
0

 34  3 , 7
2 2
 
𝟏 𝒙𝒅𝒙
Evaluate 2) ∫𝟎
√𝟏−𝒙𝟓

𝟐𝒂
Evaluate 3) ∫𝟎 𝒙𝟐 √𝟐𝒂𝒙 − 𝒙𝟐 𝒅𝒙

 EXERCISE:
𝜋
1) ∫04 cos3 2𝑥 sin4 4𝑥 𝑑𝑥
∞ 𝑥 𝑚−1
2) ∫0 (𝑎+𝑏𝑥)𝑚+𝑛
𝑑𝑥
∞ 𝑥 8 (1−𝑥 6 )
3) Prove that ∫0 (1+𝑥)24
𝑑𝑥

Properties of Beta and Gamma Function:

mn
1) 𝜷(𝒎, 𝒏) =
m  n
𝟏 𝒑+𝟏 𝒒+𝟏 𝝅/𝟐
𝟐) 𝟐 𝜷 ( , ) = ∫𝟎 𝒔𝒊𝒏𝒑 𝜽𝒄𝒐𝒔𝒒 𝜽𝒅𝜽
𝟐 𝟐

 p 1  q 1
   
𝝅/𝟐 𝟏  2   2 
3) ∫𝟎 𝒔𝒊𝒏𝒑 𝜽𝒄𝒐𝒔𝒒 𝜽𝒅𝜽 = 𝟐
 pq2
 
 2 

1
4)    
2

Examples
7 4
Evaluate 1) ∫3 √(𝑥 − 3)(7 − 𝑥) dx
 𝜋
Evaluate 2) ∫𝜋/2 𝑑𝜃 ∫ 2 √𝑠𝑖𝑛𝜃 𝑑𝜃
0 √𝑠𝑖𝑛𝜃 0

Evaluate 3) ∫𝜋/2 𝑑𝜃
0 1
√1− sin2 𝜃
2