Lecture 15 : Improper Integrals

Rb
In this section, we will extend the concept of the definite integral a f (x)dx to functions with an infinite
discontinuity and to infinite intervals.
That is integrals of the type
Z ∞ Z 1 Z ∞
1 1 1
dx dx
1 x3 0 x3 −∞ 4 + x2

Infinite Intervals
An Improper Integral of Type 1
Rt
(a) If a f (x)dx exists for every number t ≥ a, then
Z ∞ Z t
f (x)dx = lim f (x)dx
a t→∞ a

provided that limit exists and is finite.

Rb
(c) If t f (x)dx exists for every number t ≤ b, then
Z b Z b
f (x)dx = lim f (x)dx
−∞ t→−∞ t

provided that limit exists and

R ∞ is finite. Rb
The improper integrals a f (x)dx and −∞ f (x)dx are called Convergent if the corresponding limit
exists and is finite and divergent if the limit does not exists.
R∞ Ra
(c) If (for any value of a) both a f (x)dx and −∞ f (x)dx are convergent, then we define
Z ∞ Z a Z ∞
f (x)dx = f (x)dx + f (x)dx
−∞ −∞ a

If f (x) ≥ 0, we can give the definite integral above an area interpretation.

R∞ 1
R0
Example Determine whether the integrals 1 x
dx, and −∞
ex dx converge or diverge.

1
Example Determine whether the following integral converges or diverges and if it converges find its
value Z ∞
1
2
dx
−∞ 4 + x

Theorem Z ∞
1
dx is convergent if p > 1 and divergent if p ≤ 1
1 xp

2
 Functions with infinite discontinuities
Improper integrals of Type 2
(a) If f is continuous on [a, b) and is discontinuous at b, then
Z b Z t
f (x)dx = lim− f (x)dx
a t→b a

if that limit exists and is finite.

(b) If f is continuous on (a, b] and is discontinuous at a, then
Z b Z b
f (x)dx = lim+ f (x)dx
a t→a t

if that limit exists and is finite.

Rb
The improper integral a f (x)dx is called convergent if the corresponding limit exists and Divergent
if the limit does not exist.
Rc Rb
(c) If f has a discontinuity at c, where a < c < b, and both a f (x)dx and c f (x)dx are convergent,
then we define Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx
a a c

Example Determine whether the following integral converges or diverges

Z 2
1
dx
0 x−2

Theorem It is not difficult to show that

Z 1
1
dx is divergent if p ≥ 1 and convergent if p < 1
0 xp

3
Example determine if the following integral converges or diverges and if it converges find its value.
Z 4
1
2
dx
0 (x − 2)

Comparison Test for Integrals

Theorem If f and g are continuous functions with f (x) ≥ g(x) ≥ 0 for x ≥ a, then
R∞ R∞
(a) If a f (x)dx is convergent, then a g(x)dx is convergent.
R∞ R∞
(b) If a g(x)dx is divergent, then a f (x)dx is divergent.

Example Use the comparison test to determine if the following integrals are convergent or divergent
(using your knowledge of integrals previously calculated).
Z ∞ Z ∞ Z π Z ∞
1 1 cos2 x e−x
dx dx √ dx dx
1 x2 + x + 1 1 x − 21 0 x 0 1 + sin2 x
We have
1 1
≤ 2 if x > 1,
x2 +x+1 x
1 1
there fore using f (x) = x2
and g(x) = x2 +x+1 in the comparison test above, we can conlude that
Z ∞
1
2
dx
1 x +x+1
converges since Z ∞
1
dx
1 x2
converges.
We have
1 1
1 ≥ if x > 1,
x− 2
x
therfore using
1 1
f (x) = 1 and g(x) =
x− 2
x
in the comparison test, we have Z ∞
1
dx
1 x − 12
diverges since Z ∞
1
dx
1 x

4
diverges.
We have
cos2 x 1
√ ≤√
x x
2
hence using f (x) = √1 and g(x) = cos
√ x in the comparison test, we have
x x

π
cos2 x
Z
√ dx
0 x
converges, since Z π
1
√ dx
0 x
converges.
We have
e−x
≤ e−x
1 + sin2 x
Using
e−x
f (x) = e−x , g(x) =
1 + sin2 x
in the comparison test, we get
∞
e−x
Z
dx
0 1 + sin2 x
converges, since Z ∞
e−x dx
0
converges.

Extra Example The standard normal probability distribution has the following formula:
1 −x2
√ e 2
2π
The graph is a bell shaped curve. The area beneath this curve is 1 and it fits well to many histograms
from data collected. It is used extensively in probability and statistics. to calculate the integral
Z ∞
1 −x2
√ e 2
−∞ 2π
you need multivariable calculus. However we can see it the integral converges using the comparison test.
−x2
e 2 ≤ e−x/2
R∞ −x2
when x ≥ 1. Use this to show that 1
e 2 converges.