CALCULUS & ANALYTIC GEOMETRY - TKSL211208

The 2nd Semester – Academics Year 2022/2023

Section 1: Improper Integrals

Bachelor Program of Environmental Infrastructure Engineering

Department of Civil and Environmental Engineering
Universitas Gadjah Mada

Recommended References:
1. Click here (e.g.) for "John Srdjan Petrovic, 2014, Advanced Calculus: Theory and
Practice (Textbooks in Mathematics) 1st Edition, CRC Press, Taylor & Francis Group".
2. Click here (e.g.) for "Robert G. Bartle and Donald R. Sherbert, 2011, Introduction to
Real Analysis, 4th Edition, John Wiley and Sons".
3. Click here (e.g.) for "Angus E. Taylor, 1989, Advanced Calculus, Blaisdell".
4. William R. Parzynski, and Philip W. Zipse, 1982, Introduction to Mathematical
Analysis, McGraw-Hill Book Company, New York.
5. Click here (e.g) for “Stephen G. Kellison, 1991, The Theory of Interest, 2nd Edition,
Georgia State University, USA”.
6. Wrede, R., & Spiegel, M., 2010. Schaum’s Outline of advanced calculus. New York:
McGraw-Hill Education.
7. Varberg, D. E., Purcell, E. J., & Rigdon, S. E., 2007. Calculus with differential
equations. Pearson/Prentice Hall.
 INTEGRAL

The photo shows Lake Toba, which is a reservoir in Sumatera,

Indonesia. In order to estimate the amount of water that flowed
onto Lake Toba during a certain time period, it is required the
definite integral.
CALCULUS AND ANALYTIC GEOMETRY - TKSL211208
Section 1: Improper Integrals

Bachelor Program of Environmental Infrastructure Engineering

Department of Civil and Environmental Engineering
Universitas Gadjah Mada

HANUNG - UMI MAHNUNA HANUNG

HANUNGUM@UGM.AC.ID
UMIMAHNUNAHANUNG.STAFF.UGM.AC.ID

3
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1.1 Improper Integrals
Up to this point, we have considered definite integrals of the form

න 𝑓 𝑥 𝑑𝑥 ,
𝑎

where the integrand 𝑓 is continuous on the closed, finite interval 𝑎, 𝑏 .

𝑏
Since such a function is necessarily bounded, the integral ‫ 𝑥𝑑 𝑥 𝑓 𝑎׬‬is
necessarily a finite number, for positive 𝑓 it corresponds to the area of a
bounded region of the plane, a region contained inside some disk of finite
radius with centre at the origin. Such integrals are called proper integrals.

An example of proper integrals An example of proper integrals An example of proper integrals An example of improper integrals

Hanung – Umi Mahnuna Hanung Improper integrals www.ugm.ac.id

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In this section we are now going to generalize the definite integral to allow for
two possibilities excluded in the situation described above:

(i) We may have 𝒂 = −∞ or 𝒃 = ∞ or both

(ii) 𝑓 may be unbounded as 𝒙 approaches 𝒂 or 𝒃 or both.

Integrals satisfying (i) are called improper integrals of type I;

integrals satisfying (ii) are called improper integrals of type II.

An example of type I An example of type II

Either type of improper integral corresponds (for positive 𝑓) to the area of a One of the most important
region in the plane that “extends to infinity” in some direction and therefore is applications of this idea, probability
unbounded. As we will see, such integrals may or may not have finite values. The distributions (e.g. see Calculus by J.
Stewart in Section 8.5).
ideas involved are best introduced by examples.

Hanung – Umi Mahnuna Hanung Improper integrals www.ugm.ac.id

TYPE I : Infinite Limits of Integration

Improper Integrals

TYPE I: Infinite limits of integration TYPE II: Discontinuous integrands

Integrands with vertical asymptotes
Discussion of Type I

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So, this is how we will deal with these kinds of integrals in general. We will replace the infinity with a variable (usually 𝑡), do the integral and then take the limit of the
result as 𝑡 goes to infinity.

On a side note, notice that the area under a curve on an infinite interval was not infinity as we might have suspected it to be. In fact, it was a surprisingly small
number. Of course, this will not always be the case, but it is important enough to point out that not all areas on an infinite interval will yield infinite areas.

Hanung – Umi Mahnuna Hanung Improper integrals www.ugm.ac.id

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Le us now get some definitions

out of the way. We will call these
integrals convergent if the
associated limit exists and is a
finite number (i.e. it is not plus or
minus infinity) and divergent if
the associated limit either does
not exist or is (plus or minus)
infinity.

Let us now formalize up the

method for dealing with infinite
intervals. There are essentially
three cases that we will need to
look at.
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Hanung – Umi Mahnuna Hanung Improper integrals www.ugm.ac.id

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 We summarize the result of Example 4 for future
reference:

∞
𝟏
2 න 𝒑 𝒅𝒙 is convergent if 𝒑 > 𝟏 and divergent if 𝒑 ≤ 𝟏
𝟏
𝒙 Summarization:

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EXAMPLE 4B Improper integral of trigonometric functions
∞
Evaluate ‫׬‬0 cos 𝑥 𝑑𝑥
Solution.
∞ 𝑡

න cos 𝑥 𝑑𝑥 = lim න cos 𝑥 𝑑𝑥 = lim sin 𝑡 .

𝑡→∞ 𝑡→∞
0 0

This limit does not exist (and it is not ∞ or −∞), so all we can say is that the given
integral is divergent. As 𝑡 increases, the integral alternately adds and substract the
areas of the hills and valleys but does not approach any unique limit.

Hanung – Umi Mahnuna Hanung Improper integral: Infinite limits of integration www.ugm.ac.id
TYPE II : Discontinuous Integrands

Improper Integrals

TYPE I: Infinite limits of integration TYPE II: Discontinuous integrands

Integrands with vertical asymptotes

Discussion of Type II
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Let us look at the (e.g. see Figure 7)

second type of
improper integrals in
this section. These
are integrals that
have discontinuous
integrands.
(e.g. see Figure 8)
The process here is
basically the same
with one subtle
difference. Here are
the general cases
that we will look at
for these integrals.

(e.g. see Figure 9)

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1. Explain why each of the following integrals is improper.
2 𝑥 ∞ 2
(a) ‫׬‬1 𝑑𝑥 (c) ‫׬‬−∞ 𝑥 2 𝑒 −𝑥 𝑑𝑥
𝑥−1

∞ 1 𝜋Τ4
(b) ‫׬‬0 𝑑𝑥 (d) ‫׬‬0 cot 𝑥 𝑑𝑥
1+𝑥 3

2. Which of the following integrals are improper? Why?

𝜋 Τ4 1 1
(a) ‫׬‬0 tan 𝑥 𝑑𝑥 (c) ‫׬‬−1 𝑑𝑥
𝑥 2 −𝑥−2
𝜋 ∞ 3
(b) ‫׬‬0 tan 𝑥 𝑑𝑥 (d) ‫׬‬0 𝑒 −𝑥 𝑑𝑥
3. Find the area under the curve 𝑦 = 1Τ𝑥 3
from 𝑥 = 1
EXERCISES 1.1
to 𝑥 = 𝑡 and evaluate it for 𝑡 = 10, 100, and 1000.
Then find the total area under this curve for 𝑥 ≥ 1 .
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4. (a) Graph the functions 𝑓 𝑥 = 1Τ𝑥 1.1 and
𝑔 𝑥 = 1Τ𝑥 0.9 in the viewing rectangles 0,10 by
0,1 and 0,100 by 0,1 .
(b) Find the areas under the graphs of 𝑓 and 𝑔 from
𝑥 = 1 to 𝑥 = 𝑡 and evaluate for 𝑡 = 10, 100, 104 ,
106 , 1010 , and 1020 .
(c) Find the total area under each curve for 𝑥 ≥ 1 , if it
exists. 30
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THANK YOU
Hanung - Umi Mahnuna Hanung

Office Phone +62 274 513339

hanungum@ugm.ac.id
umimahnunahanung.staff.ugm.ac.id

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