MT171: One Variable Calculus and DEs for non-majors-2008/2009

Lecture 5 – Improper Integrals

This introduce the case where the interval of integration is infinite or the integrand be-
comes arbitrarily large in the interval of integration. The definition of definite integral
does not covers these cases.
Consider one want to find the area bounder by the curves f (x) = 1/x, g(x) = 1/x2 and
the x-axis in the interval [1, ∞).

Case 1.
Let b > 1, then
Z b b
dx
= ln x = ln b − ln 1 = ln b
1 x 1
then Z b
dx
lim = lim ln b = ∞
b−→∞ 1 x b−→∞

Hence the area is infinite.

Case 2.
Z b b
dx 1 1 1 1
2
=− =− −− =1−
1 x x 1 b −1 b
then Z b
dx 1
lim 2
= lim 1 − = 1
b−→∞ 1 x b−→∞ b
In this case the area is finite.
Rb
Definition II1: Let f be continuous for x ≥ a. If limb−→∞ a f (x)dx exists, the function
R ∞a convergent improper integral from a to ∞. The value of the limit
f is said to have
is denoted by a f (x)dx:
Z ∞ Z b
f (x)dx = lim f (x)dx
a b−→∞ a
R∞
From the case 2 , we say that 1/x2 dx is convergent with value 1, that is
1
Z ∞
1
dx = 1
1 x2
Rb
Definition: Let f be continuous for x ≥ a. If limb−→∞ a f (x)dx does not exist, the
function f is said to have a divergent improper integral from a to z∞.
R∞
Example 1: Determine whether the improper integral 1 x−1/2 dx is converges or di-
verges.

1
Solution:
Z ∞ Z y
−1/2
x dx = lim x−1/2 dx
1 y−→∞ 1
y
= lim 2x1/2
y−→∞
1
y
1/2
= lim (2y − 2) =∞
y−→∞
1
Therefore the integral diverges.
Example 2: Determine the area of the region bounded by the curve y = 1/(1 + x2 ) and
the x-axis.
Solution: The area in question equals
Z ∞
1
2
dx
−∞ 1 + x
Now
Z ∞ Z t
dx dx
2
= lim 2
0 1+x t−→∞ 0 1+x
π
= lim (tan−1 t − tan−1 0) =
t−→∞ 2
R0 2
By symmetry, −∞ dx/(1 + x ) = π/2 and hence the area is
Z ∞
dx π π
2
= + =π
−∞ 1 + x 2 2
Definition II2: If f is integrable on [a + h, b] for all h > 0, but f is unbounded on (a, b],
and if Z b
lim+ f (x)dx
h−→0 a+h
Rb
exists, and is equal to L, then we say the improper integral a f (x)dx is convergent to
Rb
L, so a f (x)dx = L.
The situation where f is integrable on [a, b − h] for all h but f is unbounded on [a, b) is
similar.
R2
Example 3: 0 1/xdx is an improper integral of the second kind, now
Z 2 Z 2
1 1
dx = lim+ −2 2−2 − h−2 = +∞


3
dx = lim+ 3
0 x h−→0 h x h−→0

R∞ √
Example 4: Find 0 dx/((1 + x) x) if it converges.
Solution: Here we have a combination of kind 1 and kind 2, so split it separate kinds
Z ∞ Z 1 Z ∞
dx dx dx
√ = √ + √
0 (1 + x) x 0 (1 + x) x 1 (1 + x) x
Z 1 Z y
dx dx
= lim+ √ + lim √ (use subst. u = x2 )
h−→0 h (1 + x) x y−→∞ 1 (1 + x) x
1
√ √ y
= lim+ 2 tan−1 x + lim 2 tan−1 x
h−→0 y−→∞
h 1
−1 −1
√
= lim+ (2 tan 1 − 2 tan h) + lim (2 tan−1 y − 2 tan−1 1)
h−→0 y−→∞
−1 −1
= 2 tan 1 − 0 + π − 2 tan 1=π