Math-1101(Engineering Mathematics-I) L-05

Improper Integrals
If either any one of (or both) limits of the integrals is ( or are) infinite or “ f (x) is
infinitely discontinuous or indeterminate at ‘a’ or ‘b’ or both or at any one or more
points between ‘a’ and ‘b’ “then the integral is called an improper (or infinite)
integrals.

Kinds:
By definition improper integrals can e classified into three: (1) First kind in which
integrand f (x) is continuous but either one of (or both) the limits is (or are) infinite; (2)
Second kind in which the limits are finite but the integrand is infinitely discontinuous
in the interval; (3)Third kind or mixed kind, a combination of First and Second kinds.

Definition: Improper integrals having finite vale is called convergent or exists

whereas one having no finite value called divergent or does not exists.
Nothing of these sorts, they are oscillatory.

Improper integrals of first kind:

 b
(i)  f ( x)dx  lim . f ( x)dx , if the limit exists, then the integral is convergent; otherwise
b 
a a

divergent.
b b
(ii)  f ( x)dx  alim
  
. f ( x)dx , if the limit exists, then the integral is convergent; otherwise
 a

divergent.
 c  c b
(iii)  f ( x)dx   f ( x)dx   f ( x)dx  lim  f ( x)dx  lim  f ( x)dx;    c  . , if both the
a   b 
  c a c

limits exist, then the integral is convergent; otherwise divergent.


. e  x dx  lim e  x 0  lim e b  1  lim 
b
b  1 
Ex 1:  e  x dx  blim b
 1  1
0

0
b  b  b 
 e 

Improper integrals of second kind:

(i) Singular point at 'a '.
b b

 f ( x)dx  lim
a

.  f ( x)dx ,
0
 a
if the limit exists, then the integral is convergent; otherwise

divergent.
(i) Singular point at 'b'.
b b 

 f ( x)dx  lim
a

.  f ( x)dx ,
0
a
if the limit exists, then the integral is convergent; otherwise

divergent.
(i) Singular point at 'c' where a  c  b.
b c b c  b


a
f ( x)dx   f ( x)dx   f ( x )dx  lim
a c
 0 
a
f ( x)dx  lim
 0  f ( x)dx; a  c  b.
c 

if both the limits exist, then the integral is convergent; otherwise divergent.
(i) Singular point at both 'a ' and 'b' .
b c b c b 


a
f ( x)dx   f ( x)dx   f ( x )dx  lim
a c
 0 
a 
f ( x)dx  lim
 0  f ( x)dx; a  c  b.
c

if both the limits exist, then the integral is convergent; otherwise divergent.
   
1 1
1 1 1
Ex 1: 
0 x
dx  lim . 
 0
0  x
dx  lim 2 x
 0
  lim 2 1  2   2
 0

Improper integrals of third kind:


Let  f ( x)dx be an improper integral of the third kind when
a
f (x) has a singular point at

x  c. where
a  c  d and c  d  .

Principle Value of Divergent Integral:

Normally divergent integral has no fixed value. But in some conditional cases,
divergent integral may have value in a continuous physical process. Here Cauchy’s
method of principle value of divergent integral is considered. This method uses
b
 c  b

V ..P.  f ( x )dx  lim   f ( x)dx   f ( x)dx  ,
 0
a a c  
where V.P. stands for French valeur principle. An integral of this type is called
singular integral to distinguish it from proper and convergent improper integrals which
are called regular integrals. Similarly, the
 b
V ..P.

 f ( x)dx  lim
b   f ( x)dx.
b
2 0 2 0  2
1 1 1 1 1
1 x dx  1 x dx  0 x dx  .. lim .  dx  lim  dx  limlog x 1  limlog x 

Ex :1 2
 0
1
x  0
0 
x  0  0

 limlog   log1  limlog 2  log   

 0  0

So the integral is divergent.

  0  1 
log x 
2 2
1 1
V. P.  dx  lim .   x dx  lim  log x   limlog   log 1  log 2  log  
 2
dx  1
1
x  0
 1 x 0
 0  0

 limlog 2  0.693 [ log x  log x ]

 0

So, the integral is singular.

 b
Ex2: V. P.  sin dx  lim .  sin dx  lim cos x bb  lim cos b  cos b  0
b  b  b 
 b

i.e. principle value exists whereas  sin dx. is divergent.

The integral is singular.