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

Course Title: Real Analysis II Course Code: MTH322

Course instructor: Dr. Atiq ur Rehman Class: MSc-III
Course URL: www.mathcity.org/atiq/fa17-mth322

“The objective of this chapter is to learn about different kind of improper

integral. To learn the meaning of convergence and divergence of improper
integrals. Learn the theory to develop different tests and techniques to find
convergence or divergence of improper integrals”

We discussed Riemann-Stieltjes’s integrals of the form  b

a
f d under the
restrictions that both f and  are defined and bounded on a finite interval
b
[a, b] . The integral of the form  a
f d are called definite integrals. To extend
the concept, we shall relax some condition on definite integral like f on finite
interval or boundedness of f on finite interval.

➢ Definition
b
The integral  a
f d is called an improper integral of first kind if a   
or b    or both i.e. one or both integration limits is infinite.

➢ Definition
b
The integral  a
f d is called an improper integral of second kind if f ( x)
is unbounded with infinite discontinuity at one or more points of a  x  b .
➢ Examples
 1 
1 1
•  dx ,  dx and  ( x 2  1)dx are
0
1 x 2

x2 
examples of improper integrals of first kind.
1 1
1 1
• 1 x dx and 0 2 x  1 dx are
examples of improper integrals of second kind.
2 Ch 01: Improper Integrals of 1st and 2nd Kinds

➢ Notations
We shall denote the set of all functions f such that f R( ) on [a, b] by
R( ; a, b) . When  ( x)  x , we shall simply write R(a, b) for this set. The
notation   on [a, ) will mean that  is monotonically increasing on
[ a,  ) .
➢ MCQs
(i) Which of the following is an improper integral of 1st kind.
2  
1 1
(I)  dx (II)  2 dx (III)  (2t  1)dt
1
x 1
x 
A. I and III only B. III only
C. II only D. II and III only
(ii) Which of the following is an improper integral of 2nd kind.
t
0 3 1
1 1
(I)  dx (II)  2 dx (III)  tan dt
1
x 2
x 1 0
2
A. I and III only B. III only
C. I only D. II and III only
1 sin 
(ii) The integral  d is ………………..
0 

A. improper integral of 1st kind.

B. Improper integral of 2nd kind.
C. None of these.

IMPROPER INTEGRAL OF THE FIRST KIND

➢ Definition
Assume that f R( ; a, b) for every b  a . Keep a, and f fixed and
define a function I on [a, ) as follows:
b
I (b)   f ( x) d ( x) if b  a .
a

The integral  a
f ( x) d ( x) is said to converge if the lim I (b) exists (finite).
b 

Otherwise,  a
f d is said to diverge.
If the lim I (b) exists and equals A , the number A is called the value of the
b 

integral and we write  a
f d  A .

➢ Remark
 
▪ If  f d
a
is convergent(divergent), then  f d
c
is convergent(divergent)

for c  a.
 Ch 01: Improper Integrals of 1st and 2nd Kinds 3

 
▪ If  f d
c
is convergent (divergent), then  f d
a
is convergent

(divergent) for a  c if f in bounded in [ a , c ] .

➢ Example
 1
Consider and integral 1 x2
dx . Discuss its convergence or divergence.

Solution
b
1
Let I (b)   dx , where b  1 .
1
x2
b b
1 1
Then I (b)   x dx   x
2 1 b
 1 .
1
1 x1 b
 1
Now lim I (b)  lim 1    1.
b b
 b
 1
Hence  2 dx is convergent.
1 x

➢ Example

Consider and integral 1
x  p dx , where p is any real number. Discuss its
convergence or divergence.
Solution
b
Let I (b)   x  p dx where b  1 .
1
b
x1 p 1  b1 p
b
Then I (b)   x dx  p
 if p  1 .
1
1 p 1 p 1
If b   , then b1 p  0 for p  1 and b1 p   for p  1 .
Therefore we have
  if p  1,
1  b1 p 
lim I (b)  lim  1
 p  1 if p  1.
b b p  1

b
Now if p  1 , we get  1
x 1 dx  log b   as b   .
diverges if p  1,


Hence we concluded:  x dx   1 p

1  p 1 if p  1.

4 Ch 01: Improper Integrals of 1st and 2nd Kinds

➢ Example

Is the integral  sin 2 x dx converges or diverges?
0

Solution:
b
Consider I (b)   sin 2 x dx , where b  0 .
0

 cos 2 x 1  cos 2 b
b b

We have  sin 2 x dx   .
0
2 0 2
Also cos 2 b  l as b   , where l has values between 1 and 1 , that is,
limit is not unique.

Therefore the integral  sin 2 x dx diverges.
0

➢ Exercises
 1
▪ Show that  a xp
dx converges if p  1 .
0 0
▪ Evaluate: (i) 

sin x dx (ii)  
e x dx
➢ Note


a
If 

f d and
a
f d are both convergent for some value of a , we say

that the integral  
f d is convergent and its value is defined to be the sum
 a 



f d  

f d   f d .
a

The choice of the point a is clearly immaterial.



b
If the integral

fd converges, its value is equal to the limit: lim 
b    b
fd .
For improper integral of first kind we will discuss the results for integral of

the type 
a
f d . The results for other cases can be derived in a similar manner.

➢ Exercises

Evaluate the improper integral 
e x dx .
➢ MCQ
dx 
(i) For what value of m the integral
x m 1 
is convergent.
1

A. m  1 B. m  1 C. m  0 D. m  0
(ii) Which of the following integrals is divergent.
 Ch 01: Improper Integrals of 1st and 2nd Kinds 5

3 3
 dx  dt   
A. 2 x2
B.  1 t  1
,  0 C. 
1
z dz2
D.  1
2
x dx

(iii) If 2
fdx is convergent then ……………… is convergent.
   
A. 0
fdx B.  1
fdx C. 
3
fdx D. 2
fdx

➢ Review:
▪ A function f is said to be increasing, if for all x1, x2  D f (domain of f )
and x1  x2 implies f ( x1 )  f ( x2 ) .
▪ A function f is said to be bounded if there exist some positive number
 such that f (t )   for all t  D f .
▪ If f is define on [a, ) and lim f ( x) exists then f is bounded on
x 
[a, ) .
▪ If f R( ; a, b) and c  a, b , then
b c b

a
fd   fd   fd .
a c

▪ If f R( ; a, b) and f ( x)  0 for all x  a, b , then

b
 a
fd  0 .
▪ If f is monotonically increasing and bounded on [a,  ) , then
lim f ( x)  sup f ( x) .
x x[ a , )

▪ If f , g R( ; a, b) and f ( x)  g ( x) for all x  [a, b] , then

b b
 a
fd   gd .
a

➢ Theorem
Assume that  is monotonically increasing on [a,  ) and suppose that
f R( ; a, b) for every b  a . Assume that f ( x)  0 for each x  a . Then

 a
f d converges if, and only if, there exists a constant M  0 such that
b

 f d
a
 M for every b  a .

Proof
b
Let I (b)   f d for b  a .
a

First suppose that  a
f d is convergent, then lim I (b) exists, that is, I (b) is
b

bounded on [a, ) .

So there exists a constant M  0 such that
I (b)  M for every b  a.
6 Ch 01: Improper Integrals of 1st and 2nd Kinds

b
As f ( x)  0 for each x  a , therefore  f d  0 .
a
b
This gives I (b)   f d  M for every b  a .
a
b
Conversely, suppose that there exists a constant M  0 such that  f d
a
 M

for every b  a . This give I (b)  M for every b  a .

That is, I is bounded on [a,  ) .
Now for b2  b1  a , we have
b2 b1 b2

I (b2 )   f d   f d   f d
a a b1
b1 b2

  f d  I (b1 ) ,
a b1
 f d  0 as f ( x)  0 for all x  a .

This gives I is monotonically increasing on [a,  ) .

As I is monotonically increasing and bounded on [a,  ) , therefore lim I (b)
b 

exists, that is,  a
f d converges.

➢ Theorem: (Comparison Test)

Assume that  is monotonically increasing on [a,  ) and f R( ; a, b) for

every b  a . If 0  f ( x)  g ( x) for every x  a and 
a
gd converges, then
  


a
f d converges and we have 
a
f d   g d .
a

Proof
b b
Let I1 (b)   f d and I 2 (b)   g d , b a.
a a
Since 0  f ( x)  g ( x) for every x  a , therefore
b b

 f d
a
  g d ,
a

that is, I1 (b)  I 2 (b) …………………. (i)


Since  g d
a
converges, there exists a constant M  0 such that
 Ch 01: Improper Integrals of 1st and 2nd Kinds 7

 g d  M
a
, b  a …………………(ii)

From (i) and (ii) we have I1 (b)  M for every b  a .


This implies a
fd converges, that is, lim I1 (b) exists and is finite.
b 

Also lim I1 (b)  lim I 2 (b)  M ,

b  b
 
this gives  f d   g d .
a a

➢ Example

sin 2 x
Is the improper integral  2 dx convergent or divergent?
1
x
Solution:
sin 2 x 1
Since sin 2 x  1 for all x 1,   , therefore  2 for all x 1,   .
x2 x
 2 
sin x 1
This gives  2 dx   2 dx .
1
x 1
x
 
1 sin 2 x
Now  2 dx is convergent, therefore  2 dx is convergent.
1
x 1
x

➢ MCQs
(i) A function f is said to be bounded if there exist a positive number  such that
………….. for all t  Df (domain of f )
A. f (t )   B. f (t )   C. f (t )   D. f (t )  
(i) If f :[a, b]  (0, ) is a bounded function then
b 
A. a
f (t )dt  0 B. 
a
f (t )dt  0 C. f (t )   for   D. None of
these

➢ Review:
▪ For all a, b, c  , a  b  c  c  b  a  c  b or c  a  b  c  a .
▪ If lim f ( x)  m , then for all real   0 , there exists N  0 such that
x 

f ( x)  m   whenever x  N .
 
▪ If  a
f d converges(diverges), then  N
f d converges(diverges) if
N  a.
8 Ch 01: Improper Integrals of 1st and 2nd Kinds

 
▪ If  f d
N
is convergent (divergent), then  f d
a
is convergent

(divergent) for a  N if f is bounded in [ a , N ] .

➢ Theorem (Limit Comparison Test)

Assume that  is monotonically increasing on [a,  ) . Suppose that
f R( ; a, b) and that g R( ; a, b) for every b  a , where f ( x)  0 and
g ( x)  0 for x  a . If
f ( x)
lim  1,
x  g ( x )

 
then  f d
a
and  g d
a
both converge or both diverge.

Proof
f ( x)
Suppose lim  1 , then for all real   0 , we can find some N  0 , such
x  g ( x)
that
f ( x)
1    x  N  a.
g ( x)
f ( x)
 1   1   x  N  a.
g ( x)
1
If we choose   , then we have
2
1 f ( x) 3
   x  N  a.
2 g ( x) 2
This implies g ( x)  2 f ( x) …..…..(i) and 2 f ( x)  3g ( x) ……....(ii)
 
From (i)  g d
N
 2  f d ,
N
 
so if  f d
a
converges, then  f d
N
converges and hence by comparison test
 
we get  g d
N
is convergent, which implies  g d
a
is convergent.
 
Now if  g d diverges, then  g d diverges and hence by comparison test
a N
 
we get  f d
N
is divergent, which implies  f d
a
is divergent.
 Ch 01: Improper Integrals of 1st and 2nd Kinds 9

 
From (ii), we have 2  f d  3 g d ,
N N
 
so if  g d converges, then  g d converges and hence by comparison test
a N
 
we get  f d
N
is convergent, which implies  f d
a
is convergent.
 
Now if  f d
a
diverges, then  f d
N
diverges and hence by comparison test
 
we get  g d is divergent, which implies
N
 g d
a
is divergent.

 
 The integrals  f d
a
and  g d
a
converge or diverge together.

➢ Note
f ( x)
The above theorem also holds if lim  c , provided that c  0 . If c  0 ,
x  g ( x )


we can only conclude that convergence of  g d
a
implies convergence of


 f d .
a

➢ Example


e
x
For every real p , the integral x p dx converges.
1

1
This can be seen by comparison of this integral with x
1
2
dx .

1
Let f ( x)  e x x p and g ( x)  .
x2
f ( x) e x x p
Now lim  lim
x  g ( x ) x  1
x2
f ( x)  x p2 x p2
 lim  lim e x  lim x  0 . (find this limit yourself)
x  g ( x ) x  x  e
10 Ch 01: Improper Integrals of 1st and 2nd Kinds

 
1
Since  2 dx is convergent, therefore the given integral e
x
x p dx is also
1
x 1
convergent.
➢ Remark
 
It is easy to show that if  f d
a
and  g d are convergent, then
a

•  a
( f  g ) d is convergent.

•  a
cf d , where c is some constant, is convergent.

➢ Absolutely & conditionally convergent

 
An improper integral  f d
a
is said to converge absolutely if 
a
f d

converges. It is said to be convergent conditionally if  f d
a
converges but



a
f d is divergent.

➢ Note: The definition of absolutely and conditionally convergence is the

same as above for other type of improper integrals.
➢ Theorem
Assume  is monotonically increasing on [a,  ) . If f R( ; a, b) for
 
every b  a and if 
a
f d converges, then  f d
a
also converges.

Or: An absolutely convergent integral is convergent.

Proof
 
Let 
a
fd be absolutely convergent, i.e.,  a
f d is convergent.
Since 0  f ( x)  f ( x)  2 f ( x) for all x  a ,

therefore by comparison test, we have 
a
f  f  d converges.
 
Now difference of 
a
f d and 
a
f  f  d is convergent,
 Ch 01: Improper Integrals of 1st and 2nd Kinds 11

  
that is,  f d    f  f  d   f d is convergent.
a a a

➢ Note: The converse of the above theorem doesn’t hold in general.


sin x
For example: The integral  dx is convergent (prove yourself) but
1
x

sin x

1
x
dx is divergent (it is hard to prove).

➢ Review
▪ If lim f ( x)  m , then for all real   0 , there exists real N  0 such that
x 

f ( x)  m   whenever x  N .
▪ A sequence an  is said to be convergent if there exist a number l such
that for all   0 , there exists a positive integer n0 (depending on  ) such
that
an  l   whenever n  n0 .
The number l is called limit of the sequence and we write lim an  l .
n

▪ A sequence an  is said to be Cauchy if for all   0 , there exists a

positive integer n0 such that
an  am   whenever n, m  n0 .

▪ A sequence of real numbers is Cauchy if and only if it is convergent.

➢ Theorem (Cauchy condition for infinite integrals)


Assume that f R( ; a, b) for every b  a . Then the integral  f d
a
converges if, and only if, for every   0 there exists a B  0 such that
c  b  B implies
c

f
b
d   .

Proof
 b 
Let  f d
a
be convergent, that is lim  f d   f d .
b
a a B b c
Then for all   0 , there exists B  a such that
12 Ch 01: Improper Integrals of 1st and 2nd Kinds


b

 f d   f d
a a

2
for every b  B . ………..(i)

Also for c  b  B ,

c


a
f d   f d 
a
2
…………….. (ii)
c b c
As we know  f d   f d   f d , this gives
a a b
c c b

 f d
b
  f d   f d
a a
c   b
  f d   f d   f d   f d
a a a a
 
c b
 
  f d   f d
a a
  f d   f d
a a

2

2


c
  f d
b
 when c  b  B .

Conversely, assume that the Cauchy condition holds.

an
Define an  a
f d if n  1, 2,......

Consider n, m such that a  n, a  m  b  B , then

an am b an b am
an  am  a
f d  
a
f d   f d  
a b
f d   f d 
a
 b
f d

an am an am

 
b
f d  
b
f d  b
f d  b
f d      2

This gives, the sequence an  is a Cauchy sequence  it is convergent.

Let lim an  A . Then for given   0 , choose B so that
n 


an  A  whenever a  n  B . a+N
2 a B b c
Also for   0 , we can have (by Cauchy condition)
c

 f d
b

2
if c  b  B .

Choose an integer N such that a  N  B .

Then, if b  a  N , we have
 Ch 01: Improper Integrals of 1st and 2nd Kinds 13

b a N b

 f d  A
a
 
a
f d  A  
a N
f d

b
 
 aN  A  
a N
f d 
2

2



  f d  A
a
This completes the proof.

➢ Review
▪ 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 .
 
▪ An integral a
f ( x)dx is said to be absolutely convergent if a
f ( x) dx
is convergent.

▪ Let f  R(a, b) for each b  a . An integral  a
f dx converges if, and
b
only if, there exists a constant M  0 such that 
a
fdx  M for every
b  a.

➢ Theorem
If f ( x) is bounded for all x  a , integrable on every closed subinterval of

[a, ) (i.e. f  R(a, b) for each b  a ) and  a
g ( x)dx is absolutely convergent,

then 
a
f ( x) g ( x)dx is absolutely convergent.
Proof
Since f ( x) is bounded for all x  a , there exists K  0 such that
f ( x)  K for all x  a . …… (i)
 
Since a
g ( x)dx is absolutely convergent, that is,  a
g ( x) dx is convergent,
there exists M  0 such that
b

a
g ( x) dx  M for all b  a . ……. (ii)
b b
Now  a
f ( x) g ( x) dx   f ( x) g ( x) dx
a
b
 K  g ( x) dx from (i)
a
 KM for all b  a by using (ii).
14 Ch 01: Improper Integrals of 1st and 2nd Kinds

b b
Hence 
a
f ( x) g ( x) dx is convergent, this implies  f ( x) g ( x) dx is absolutely
a
convergent.

➢ Theorem (Abel)

If f ( x) is bounded and monotone for all x  a and 
a
g ( x)dx is convergent,

then a
f ( x) g ( x)dx is convergent.

➢ Theorem (Dirichlet)
If f ( x) is bounded, monotone for all x  a and lim f ( x)  0 . Also
x 
X 
a
g ( x)dx is is bounded for all X  a , then a
f ( x) g ( x)dx is convergent.

One can see the proof of above theorem in [4, page 495-497] or in any other
book of the same subject.
➢ Example

sin x
Prove that 0 x dx is convergent;
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 proper
0
x 0
x 1
x 0
x

sin x
integral. Therefore it is enough to test the convergence of 
1
x
dx .

1
Denote f ( x)  and g ( x)  sin x .
x
Note that f ( x)  1 and f ( x) is decreasing for all for all x  1 , it gives f ( x)
1
is bounded and monotone for all x  1 . Also lim f ( x)  lim  0 .
x  x  x
X X
Now  g ( x) dx
1
  sin x dx
1

  cos X  cos(1)  cos X  cos(1)  2

 Ch 01: Improper Integrals of 1st and 2nd Kinds 15

X
This gives  g ( x) dx
1
is bounded for every X  1.
 
sin x
Hence by Dirichlet theorem 1
f ( x) g ( x) dx  
1
x
dx is convergent.

➢ 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 dx    2 x  sin x 2 dx
2

1 1
2x
1
Take f ( x)  and g ( x)  2 x sin x 2 .
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

 g ( x) dx   2 x sin x dx   cos X 2  cos(1)  2 .

2
Now
1 1
X
This gives  g ( x) dx
1
is bounded for every X  1.
 
1
Hence by Dirichlet’s theorem  f ( x) g ( x) dx   2 x  2 x sin x
2
dx i.e.
1 1


 sin x
2
dx is convergent.
1

➢ Example

sin x
e
x
Discus the convergence of dx .
0
x
Solution:
sin x
Let f ( x)  e x and g ( x)  .
x
Since f ( x)  1 for all x  0 and f ( x)  e x  0 for all x  0 , therefore
f ( x) is bounded and monotonically decreasing for all x  0 .
16 Ch 01: Improper Integrals of 1st and 2nd Kinds

 
sin x
Also  g ( x) dx  
0 0
x
dx is convergent.
 
sin x
Hence by Abel’s theorem 
0
f ( x) g ( x)dx   e  x
0
x
dx is convergent.

➢ Question

sin x
Show that 0 (1  x) dx converges for   0 .
Solution
 X

 sin x dx
0
is bounded because  sin x dx  2
0
 x0.

,   0 is monotonic on 0,   .
1
Furthermore the function
(1  x)

sin x
 the integral 0 (1  x) dx is convergent.

➢ Question


e
x
Show that cos x dx is absolutely convergent.
0

Solution


e
x x x
e cos x  e and dx  1
0
 the given integral is absolutely convergent. (comparison test).
 Ch 01: Improper Integrals of 1st and 2nd Kinds 17

IMPROPER INTEGRAL OF THE SECOND KIND

➢ Definition
Let f be defined on the half open interval  a, b (having point of infinite
discontinuity at a ) and assume that f R( ; x, b) for every x   a, b . Define a
function I on  a, b as follows:
b
I ( x)   f d if x   a, b
x
b
If lim I ( x) exists then the integral
x a   f d
a
is said to be convergent. Otherwise,
b

 f d
a
is said to be divergent. If lim I ( x)  A , the number A is called the
x a 

b
value of the integral and we write  f d  A.
a

Similarly, if f is defined on [a, b) (having point of infinite discontinuity at b )

x
and f R( ; a, x)  x [a, b) then define I ( x)   f d if x  [a, b) . If
a
b

lim I ( x) exists (finite) then we say  f d is convergent.

x b
a

➢ Note
The tests developed to check the behaviour of the improper integrals of Ist
kind are applicable to improper integrals of IInd kind after making necessary
modifications.

➢ Example
f ( x)  x  p is defined on (0, b] and f R( x, b) for every x  (0, b] .
b
I ( x)   u  p du if x  (0, b]
x
b
u1 p b1 p   1 p
b b

0  u du  lim
 0 
( p  1)
p
u du  lim
p
 lim ,
0 
 0 1  p

 0 1 p
 finite , p  1

 infinite , p  1
18 Ch 01: Improper Integrals of 1st and 2nd Kinds

b
1
When p  1 , we get  x dx  log b  log    as   0 .
b

x
1
 dx also diverges.
0

Hence the integral converges when p  1 and diverges when p  1 .

➢ Note
c b
If the two integrals  f d
a
and  f d
c
both converge, we write
b c b

a
 f d   f d   f d
a c
The definition can be extended to cover the case of any finite number of sums.
We can also consider mixed combinations such as
b  

 f d   f d
a b
which can be written as  f d .
a

➢ Question:
b b
dx dx
Prove that   x  a
a
n and   b  x n
a
converges if n  1 . (see [4, page 490])

➢ Question
Examine the convergence of
1 1 1
dx dx dx
(i)  1 (ii) 0 x2 (1  x)2 (iii) x
  1  x 
1 1
0 x
3
1 x 2
0
2 3

1
dx
Solution: (i) x
1  x 
1
3 2
0

Here ‘0’ is the only point of infinite discontinuity of the integrand.

1 1
Let f ( x)  1 and take g ( x)  1 .
x 3 1  x2  x 3 
f ( x) 1
Then lim  lim 1
x 0 g ( x ) x 0 1  x 2
1 1
 
0
f ( x) dx and  g ( x) dx
0
have identical behaviours.
1 1
dx dx
x converges  x also converges.
 
1 1
0
3
0
3
1  x2
 Ch 01: Improper Integrals of 1st and 2nd Kinds 19

1
dx
(ii)  x (1  x)
0
2 2

Here ‘0’ is the only point of infinite discontinuity of the given integrand.
We have
1
f ( x)  2
x (1  x) 2
1
Take g ( x)  2
x
f ( x) 1
Then lim  lim 1
1  x 
x 0 g ( x ) x 0 2

1 1
  0
f ( x) dx and 
0
g ( x) dx behave alike.
1
But n  2 being greater than 1, the integral  0
g ( x) dx does not converge.
Hence the given integral also does not converge.
1
dx
(iii) x
1  x 
1 1
2 3
0

Here ‘0’ and ‘1’ are the two points of infinite discontinuity of the integrand.
We have
1
f ( x)  1
x 2 1  x  3
1

We take any number between 0 and 1, say 1 , and examine the convergence
2
of
1
2 1
the improper integrals 
0
f ( x) dx and 
1
f ( x) dx .
2
1
2
1 1
To examine the convergence of x
0
1
2
(1  x)
1
3
dx , we take g ( x) 
x
1
2

Then
f ( x) 1
lim  lim 1
x 0 g ( x) x0 (1  x) 13
1 1
2 2
1 1
x 1
2
dx converges  
0
1
x (1  x)
2
1
3
dx is convergent.
0
20 Ch 01: Improper Integrals of 1st and 2nd Kinds

1
1 1
To examine the convergence of 
1
1
x 2 (1  x)
1
3
dx , we take g ( x) 
(1  x)
1
3
2
Then
f ( x) 1
lim  lim 1  1
x 1 g ( x) x1 x 2
1 1
1 1
 (1  x)
1
1
3
dx converges x
1
1
2
(1  x)
1
3
dx is convergent.
2 2
1
Hence 0
f ( x) dx converges.

➢ Question
Show that the following improper integrals are convergent.
  1
2 1 sin 2 x x log x
(i)  sin dx (ii)  2 dx (iii)  dx (iv)
1
x 1
x 0
(1  x ) 2

 log x  log(1  x) dx
0
1 1
Solution: (i) Let f ( x)  sin 2 and g ( x)  2
x x
2
f ( x) sin 2 1x  sin y 
then lim  lim 1  lim   1
x  g ( x ) x 
2
y 0
x
y 
 
1
  f ( x) dx
1
and x
1
2
dx behave alike.
 
1 2 1
1 x2 dx is convergent  1 x dx is also convergent.
sin


sin 2 x
(ii) 1 x 2 dx
sin 2 x 1
Take f ( x)  2 and g ( x)  
x x
2
sin x 1
sin 2 x  1   2  x  1,  
x2 x
 
1 sin 2 x
and   dx converges   2 dx converges.
1
x 1
x
 Ch 01: Improper Integrals of 1st and 2nd Kinds 21

➢ Note
1
sin 2 x sin 2 x
0 x 2 dx is a proper integral because lim
x 0 x2
 1 so that ‘0’ is not a

sin 2 x
point of infinite discontinuity. Therefore  2 dx is convergent.
0
x
1
x log x
(iii) 0 (1  x)2 dx
log x  x , x  (0,1)  x log x  x 2
x log x x2
 
  1  x 

2 2
1 x
1
x2
Now  1  x 
0
2
dx is a proper integral.

1
x log x
  1  x 
0
2
dx is convergent.

1
(iv)  log x  log(1  x) dx
0
log x  x  log( x  1)  x  1
 log x  log(1  x)  x ( x  1)
1 1

 x ( x  1) dx
0
is a proper integral   log x  log(1  x) dx is
0
convergent.

➢ Note
a
1
(i) x
0
p
dx diverges when p  1 and converges when p  1 .

1
(ii) a x p dx converges iff p  1 .
➢ Questions
Examine the convergence of
  
x 1 dx
(i) 

dx (ii) 1 (1  x) x dx (iii) x
1  x 
3 1 1
1
(1 x ) 1
3 2

x 1
Solution: (i) Let f ( x)  and take g ( x)  2 .
(1  x) 3
x
22 Ch 01: Improper Integrals of 1st and 2nd Kinds

f ( x) x3
As lim  lim 1
x  g ( x ) x  (1  x )3
 
x 1
Therefore the two integrals  dx and  2 dx have identical
1
(1  x) 3
1
x
behaviour for convergence at  .
 
1 x
1 x2 dx is convergent  1 (1  x)3 dx is convergent.
1 1 1
(ii) Let f ( x)  and take g ( x)   3
(1  x) x x x x 2
f ( x) x
We have lim  lim 1
x  g ( x ) x  1  x
 
1 1
and x
1
3
2
dx is convergent. Thus 1 (1  x) x dx is convergent.
1
(iii) Let f ( x) 
1  x 
1 1
3 2
x
1 1
we take g ( x)  1 1
 5
x 3 x 2 x 6
 
f ( x) 1
We have lim
x  g ( x )
1 and 1 x 5 6 dx is divergent   f ( x) dx is divergent.
1

➢ Question

1
Show that   1  x2 dx is convergent.
Solution: We have

1 0 1 a
1 
 1  x 2 dx  alim

  1  x 2

  a
dx  
0
dx 
1  x 2 
a 1 a
1  a 1 
 lim   dx  0 1  x2  a  0 1  x 2 
dx   2 lim  dx
0 1 x
a  2

a  
 2 lim tan 1 x  2    
a  0
2
therefore the integral is convergent.
 Ch 01: Improper Integrals of 1st and 2nd Kinds 23

➢ Question

tan 1 x
Show that  dx is convergent.
0
1  x 2

tan 1 x 1  1
Solution: (1  x ) 
2
 tan x  as x   Here f ( x ) 
tan x
(1  x 2 ) 2 1 x
2

 
tan 1 x 1 1
0 1  x2 dx & 0 1  x 2 dx behave alike. and g ( x) 
1 x
2


1
0 1  x2 dx is convergent  A given integral is convergent.

➢ Question
e x
1
Show that 
0 1  x 4
dx is convergent.

Solution: e x  1 and 1  x 2  1 for all x  (0,1) .

e x 1 1
  
1  x4 (1  x 2 )(1  x 2 ) 1  x2
1 1
1 1
Also 
0 1  x2
dx  lim
 0 
0 1  x2
dx


 lim sin 1 (1   ) 
 0 2
1 x
e
  0 1  x4
dx is convergent. (by comparison test)

References:
1. Tom M. Apostol, Mathematical Analysis, 2nd Edition, MA: Addison-Wesley, 1974.
2. S.C. Malik and Savita Arora, Mathematical Analysis, 2nd Edition, New Age
International, 1992.
3. S. Narayan and M.D. Raisinghania, Elements of Real Analysis, S. Chand &
Company, New Delhi, 2007.
4. D. Chatterjee, Real Analysis, 2nd Edition, PHI Learning Private Limited, Delhi, 2012.

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please visit: www.mathcity.org/atiq/fa17-mth322