CONCEPTS COVERED

INTEGRAL CALCULUS
Improper Integrals

❑ Introduction to Improper Integrals

❑ Evaluation of Improper Integrals

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Proper Integral
𝑏
The Integral න 𝑓 𝑥 𝑑𝑥 is proper if
𝑎
the range of integration is finite and the integrand is bounded.

Improper Integral
𝑏
The Integral න 𝑓 𝑥 𝑑𝑥 is improper if
𝑎

➢ 𝑎 = −∞ and/or 𝑏 = ∞ and 𝑓 𝑥 is bounded. (First kind)

➢ 𝑓 𝑥 is unbounded at one or more points of 𝑎 ≤ 𝑥 ≤ 𝑏. (Second kind)

➢ Both 1 and 2 type. (Third kind or mixed kind)

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Examples - Proper Integrals
2 1
sin 𝑥
න (𝑥 2 +1) d𝑥 න d𝑥
𝑥
0 0

Examples - Improper Integrals

∞
න cos 𝑥 𝑑𝑥 (First Kind)
0
1
1
න 𝑑𝑥 (Second Kind)
0 𝑥−1
∞
1
න 2
𝑑𝑥 (Third Kind)
0 1−𝑥

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Evaluation of Improper Integrals of First Kind

∞ 𝑅
• න 𝑓 𝑥 𝑑𝑥 = 𝑅→∞
lim න 𝑓 𝑥 𝑑𝑥
𝑎 𝑎

𝑏 𝑏
• න 𝑓 𝑥 𝑑𝑥 = lim න 𝑓 𝑥 𝑑𝑥
−∞ 𝑅→∞ −𝑅

∞ 𝑐 𝑅2
• න 𝑓 𝑥 𝑑𝑥 = lim න 𝑓 𝑥 𝑑𝑥 + lim න 𝑓 𝑥 𝑑𝑥
−∞ 𝑅1 →∞ −𝑅 𝑅2 →∞ 𝑐
1

𝑅2
= lim න 𝑓 𝑥 𝑑𝑥
𝑅1 →∞
−𝑅1
𝑅2 →∞

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Evaluation of Improper Integrals of First Kind
∞ 𝑐 𝑅2 𝑅2
• න 𝑓 𝑥 𝑑𝑥 = 𝑅lim
→∞
න 𝑓 𝑥 𝑑𝑥 + lim න 𝑓 𝑥 𝑑𝑥 = lim න
𝑅2 →∞ 𝑐 𝑅1 →∞
𝑓 𝑥 𝑑𝑥
−∞ 1 −𝑅1 −𝑅1
𝑅2 →∞

Note: Do not use

∞ 𝑅
∞ 𝑅 2𝑥 2𝑥
lim න 𝑓 𝑥 𝑑𝑥
න 𝑓 𝑥 𝑑𝑥 = 𝑅→∞ Cauchy Principal Value න 2
= lim න 2
𝑑𝑥
−∞ 1 + 𝑥 𝑅→∞ −𝑅 1 + 𝑥
−∞ −𝑅

= lim ( ln 1 + 𝑅2 − ln(1 + 𝑅2 ))
CPV may exist, even though the integral does now exist. 𝑅→∞

∞
2𝑥 =0
න 2
=?
−∞ 1 + 𝑥

∞ 𝑅2
2𝑥 2𝑥 2 2
න 2
= lim න 2
𝑑𝑥 = lim ln 1 + 𝑅2 − ln 1 + 𝑅1 Does not exist
−∞ 1 + 𝑥 −𝑅1 1 + 𝑥
𝑅1 →∞ 𝑅1 →∞
𝑅2 →∞ 𝑅2 →∞

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Evaluation of Improper Integrals of First Kind

∞
2𝑥 2 𝜋 1 2𝑥 2 1 1 1 1
• න 4 −1
𝑑𝑥 = − tan 2 + ln 3 4
= − + 2
2 𝑥 −1 2 2 𝑥 −1 2 𝑥−1 𝑥+1 𝑥 +1

∞
• lim 1 − cos 𝑅
න sin 𝑥 𝑑𝑥 = 𝑅→∞ Does not exist
0

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 𝑏
Evaluation of Improper Integrals of Second Kind න 𝑓 𝑥 𝑑𝑥 𝑓(𝑥) is unbounded
𝑎

• If 𝑓(𝑥) → ∞ as 𝑥 → 𝑏 then
𝑏 𝑏−𝜀
න 𝑓 𝑥 𝑑𝑥 = lim+ න 𝑓 𝑥 𝑑𝑥
𝑎 𝜀→0 𝑎

• If 𝑓(𝑥) → ∞ as 𝑥 → 𝑎 then
𝑏 𝑏
න 𝑓 𝑥 𝑑𝑥 = lim+ න 𝑓 𝑥 𝑑𝑥
𝑎 𝜀→0 𝑎+𝜖

7
Evaluation of Improper Integrals of Second Kind −𝜖 2
2 1 1
1
𝑐. 𝑣. න 𝑑𝑥 = lim+ න 𝑑𝑥 + න 𝑑𝑥
• If 𝑓(𝑥) → ∞ as 𝑥 → 𝑎 and 𝑥 → 𝑏, then −1 𝑥 𝜀→0 −1 𝑥 𝜖 𝑥

𝑏 𝑏−𝜀2 = lim+ ln 𝜖 − ln 1 + ln 2 − ln 𝜖
𝜀→0
න 𝑓 𝑥 𝑑𝑥 = lim න 𝑓 𝑥 𝑑𝑥
𝜀1 →0+ 𝑎+𝜀
𝑎 1
𝜀2 →0+ = ln 2

• If 𝑓(𝑥) → ∞ as 𝑥 → 𝑐 where 𝑎 < 𝑐 < 𝑏, then

𝑏 𝑐−𝜀1 𝑏
න 𝑓 𝑥 𝑑𝑥 = lim න 𝑓 𝑥 𝑑𝑥 + lim+ න 𝑓 𝑥 𝑑𝑥
𝑎 𝜀1 →0+ 𝑎 𝜀2 →0 𝑐+𝜀2

Note: Do not use

𝑏 𝑐−𝜀 𝑏
න 𝑓 𝑥 𝑑𝑥 = lim න 𝑓 𝑥 𝑑𝑥 + න 𝑓 𝑥 𝑑𝑥 Cauchy Principal Value
+ 𝜀→0
𝑎 𝑎 𝑐+𝜀

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Remark: One needs to be careful to evaluate the improper integral where the integrand is
not defined or not bounded at an interior point of the of the range of the integral.

Consider න 𝑓 𝑥 𝑑𝑥 Suppose 𝑓(𝑥) is unbounded at a point 𝑐, where 𝑎 < 𝑐 < 𝑏

𝑎
𝑏 𝑐 𝑏 𝑐−𝜖 𝑏

න 𝑓 𝑥 𝑑𝑥 = න 𝑓 𝑥 𝑑𝑥 + න 𝑓 𝑥 𝑑𝑥 = lim න 𝑓 𝑥 𝑑𝑥 + න 𝑓 𝑥 𝑑𝑥 𝑐. 𝑣
+ 𝜖 →0
𝑎 𝑎 𝑐 𝑎 𝑐+𝜖
𝑐−𝜖1 𝑏

= lim+ න 𝑓 𝑥 𝑑𝑥 + lim+ න 𝑓 𝑥 𝑑𝑥
𝜖1 →0 𝜖2 →0
𝑎 𝑐+𝜖2

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 1 0 1
1 1 1
Consider න 3 𝑑𝑥 = න 3 𝑑𝑥 + න 3 𝑑𝑥
𝑥 𝑥 𝑥
−1 −1 0

−𝜖 1
1 1 1 1 1 1
= lim+ න 3 𝑑𝑥 + න 3 𝑑𝑥 = lim+ − 2
−1 + − 1− 2 =0
𝜖 →0 𝑥 𝑥 𝜖 →0 2 𝜖 2 𝜖
−1 𝜖

−𝜖1 1
1 1
= lim න 3 𝑑𝑥 + lim න 3 𝑑𝑥 Both improper integrals do not exist!
𝜖1 →0 𝑥 𝜖2 →0 𝑥
−1 𝜖2

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Evaluation of Improper Integrals of Second Kind

Example - 1

1 1−𝜖
𝑑𝑥 𝑑𝑥 1−𝜖
න = lim+ න = lim+ −2 1 − 𝑥
𝜖→0 𝜖→0 0
0 1−𝑥 0 1−𝑥

= −2 lim+ 𝜖−1
𝜖→0

1
𝑑𝑥
න =2 Integral converges
0 1−𝑥

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Evaluation of Improper Integrals of Second Kind
Example - 2
2 1 2−𝜖2
𝑑𝑥 𝑑𝑥 𝑑𝑥
න = 𝜖 lim න 2
+ lim+ න
0 2𝑥 − 𝑥 2 1 →0
+
𝜖1 2𝑥 − 𝑥 𝜖2 →0 1 2𝑥 − 𝑥 2

1 𝑥 1 1 𝑥 2−𝜖2
= lim+ ln + lim+ ln
𝜖1 →0 2 2−𝑥 𝜖1 𝜖2 →0 2 2−𝑥 1

1 𝜖1 1 2 − 𝜖2
= − lim+ ln + lim+ ln
𝜖1 →0 2 2 − 𝜖1 𝜖2 →0 2 𝜖2
2
𝑑𝑥
න 2
= ∞ Integral Diverges
0 2𝑥 − 𝑥

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Test Integral - I

𝑅
𝑅
1 ln , 𝑝=1
𝑎
න 𝑝 𝑑𝑥 = 𝑎>0
𝑥 1 1 1
𝑎
𝑝−1
− 𝑝−1 , 𝑝 ≠ 1
1−𝑝 𝑅 𝑎

∞ 𝑅 ∞, 𝑝≤1
1 1
න 𝑝 𝑑𝑥 = lim න 𝑝 𝑑𝑥 = ൞ 1 1
𝑥 𝑅→∞ 𝑥 𝑝−1
, 𝑝>1
𝑎 𝑎 𝑝 − 1𝑎

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Test Integral - II

𝑏 1 1 1
1 − , 𝑝≠1
න 𝑝
𝑑𝑥 = ൞1 − 𝑝 𝑏 − 𝑎 𝑝−1 𝜖 𝑝−1
𝑥−𝑎
𝑎+𝜖 ln 𝑏 − 𝑎 − ln 𝜖 , 𝑝=1

𝑏 𝑏 ∞, 𝑝≥1
1 1
න 𝑝
𝑑𝑥 = lim+ න 𝑑𝑥 = ൞ 1 1
𝑥−𝑎 𝜖→0 𝑥−𝑎 𝑝
𝑝−1
, 𝑝<1
𝑎 𝑎+𝜖 1 − 𝑝 (𝑏 − 𝑎)

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 CONCLUSIONS

𝑏
Improper Integral න 𝑓 𝑥 𝑑𝑥
𝑎

1. 𝑎 = −∞ and/or 𝑏 = ∞ and 𝑓 𝑥 is bounded.

2. 𝑓 𝑥 is unbounded at one or more points of 𝑎 ≤ 𝑥 ≤ 𝑏.

Evaluation of Improper Integrals

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