Math 112 (Eugene Y.

), Review of Improper Integrals

Learning Objectives
Basic skills
• Recognize improper integrals of Type 1 (over an infinite interval) and Type 2 (when f(x) has
an infinite range)

• Write an improper integral as a limit of a proper integral.

• Change variable in improper integrals (aka substitution)

• Compute improper integrals using various integration techniques

R∞ 1
• Know that 1 xp dx converges for all p > 1 and diverges otherwise.
R1 1
R∞
• Analyze converge of 0 xp dx for specific p. (Do NOT confuse it with 1 ).
R∞
• Analyze converge of 0 ax dx for various a.

Intermediate Skills
• Analyze convergence of improper integrals using the Comparison Test

• Simple applications: Laplace transform (Webwork problem 14), area under an infinite curve.

Advanced skills
• Understand why the usual definition of the Riemann integral fails for improper integrals.

Practice Problems
1. Stewart 7.5 #3, 7, 11, 15, 19,..., etc.

2. Stewart 7.8 #3, 7, 11, 15, 19,..., etc.

3. Improper Integral Worksheet at https://calc12ey.wordpress.com/

4. All the WebWork problems from 7.8 and Review of Integration.

R∞ 1√
5. Use the Comparison Theorem to determine the convergence of 1 x2 + x
dx.
R1 1√
6. Use the Comparison Theorem to determine the convergence of 0 x2 + x dx.
1 √1
HINT: Gain the intuition first, is the function closer to x2
or x
when 0 < x < 1? That will
help you to formulate a correct hypothesis regarding the convergence.
Then, you need to actually prove your hypothesis. For example, if your hypothesis is that the
integral converges, you would need to choose a LARGER but CONVERGENT integral, like
R1 1
√ dx
0 x
2
7. Find the volume of the solid obtained by rotating the region under the curve y = e−x , x > 0
about the y−axis. (Like in this video).
 3−x
8. Perform the substitution u = 2 in the integral
Z 5 (x−3)2
e− 4 dx
−∞

R∞ −u2 du).
Do NOT try to compute this integral. (ANSWER: 2 −1 e

Common Pitfalls
• Overlooking that the integral is improper:
1
Z 1
1 1 
dx
= −
x2


−1 x
−1

• Misinterpretation of an imroper integral:

"Z − (
# ((
Z 1 a Z 1 (((
1 1 (((( 1
dx = (
lim(((( dx +
( dx = 0
x (((a→0
−1 ( −1 x a+ x
((

That’s not how we interpret improper integrals in Math 112 (The interpretation above is
called the Cauchy Principal Value). You must have two separate limits instead:
Z 1 Z b Z 1
1 1 1
dx = lim dx + lim dx = DNE
−1 x b→0− −1 x a→0+ a+ x

• Forgetting to change the interval of integration when doing a substitution:

Z ∞ Z ∞ (((
−(x−2)2 ((−u2
e ((((
dx(=
( (
e du.
(2( ( 2

What you should write instead is:

Z ∞ Z ∞
−(x−2)2 2
e dx = e−u du.
2 0

R∞ 1
• When proving that integral like 1 x+x 3 dx converges, it’s a MISTAKE to compare it with
R∞ 1
a larger divergent integral like 1 x dx. It’s also a MISTAKE to compare it with a smaller
R∞ 1
convergent integral, like 1 x3 +x 3 dx. Such comparisons will NOT help! Choose a LARGER
R∞
but CONVERGENT integral, like 1 x13 dx instead. See also the hints to problem 6 above.
R1
• When proving that integral like 0 x+1√x dx converges, it’s a MISTAKE to compare it with
R1
a larger divergent integral like 0 x1 dx. That will NOT help! Choose a LARGER but CON-
R1
VERGENT integral instead, like 0 √1x dx instead. See also the hints to problem 6 above.
R∞
• When proving that integral like 1 x+1√x dx diverges, it’s a MISTAKE to compare it with a
R∞ R∞
larger divergent integral, like 1 x1 dx or 1 √1x dx. That will NOT help!
R∞ 1
Choose a SMALLER but DIVERGENT integral, like 1 x+x dx instead.

xn>
• If 0 < x < 1, and n > 1, then it’s a mistake to write  x. For instance 0.13 is actually
SMALLER then 0.1.