Report on

Improper Integral

Department of Artificial Intelligence &

Machine Learning

by

PABITRA SAMANTA 12230623030

1st semester

Course Code: BS-M101

Course Name: Mathematics-IA

St. Thomas’ College of Engineering and Technology, Kolkata Affiliated

to

Maulana Abul Kalam Azad University of Technology, West Bengal

Session: 2023-2024
 St. Thomas’ College of Engineering & Technology

TABLE OF CONTENTS

Topic Page Number

Abstract i

1. Introduction 1

2. Definition 2

3. Detailed Description 3

4. Conclusion 4

5. References 5

6. Appendix

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ABSTRACT

An improper integral is a type of definite integral where one or both of the integration

bounds extend to infinity or where the integrand becomes unbounded at certain points

within the interval of integration. This concept extends the traditional notion of definite

integrals to handle situations where standard integration techniques may not be directly

applicable.

The abstract nature of improper integrals arises from the need to address divergent or

oscillatory behaviour within the integrand, leading to integrals that do not converge in the

conventional sense. In such cases, mathematicians employ limit concepts to evaluate the

integral as a limit of well-behaved functions over finite intervals.

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INTRODUCTION

Improper integrals play a vital role in mathematical analysis, providing a powerful

Framework to explore and understand functions that exhibit infinite behaviour. Mastery of

these concepts is essential for mathematicians, physicists, and engineers working on

problems involving infinite processes and quantities. The study of improper integrals

enriches our understanding of the mathematical landscape, allowing for a more

comprehensive analysis of functions in diverse and challenging scenarios.

The two main types of improper integrals are those with infinite limits of integration and

those with unbounded integrands. In the former, one or both of the integration bounds extend

to infinity, leading to integrals that involve the limit of a function as the bound approaches

infinity. In the latter, the integrand itself becomes unbounded at one or more points within

the integration interval, requiring careful consideration of limiting processes.

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DEFINITION

the functions are bounded and the intervals are finite. Integrals of functions with these

characteristics are called proper integrals. When one or more of these restrictions is relaxed,

the integrals are said to be improper. Categories of improper integrals are established below.

𝑏
The integral ∫𝑎 𝑓(x) dx is called an improper integral if

1. a = −∞ or b = ∞ or both, i.e., one or both integration limits is infinite.

2. f(x) is unbounded at one or more points of a ≤ x ≤ b. Such points are called singularities
of f(x)

Integrals corresponding to (1) and (2) are called improper integrals of the first and second

kinds, respectively. Integrals with both conditions (1) and (2) are called improper integrals of

the third kind.

∞
EXAMPLE 1. ∫0 𝑠𝑖𝑛 𝑥 2 𝑑𝑥 x is an improper integral of the first kind.

4
EXAMPLE 2. ∫0 dx/x-3 is an improper integral of the second kind

∞
EXAMPLE 3. ∫0 e^-x/√𝑥 is an improper integral of the third kind.

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DETAILED DESCRIPTION

1. IMPROPER INTEGRALS OF THE FIRST KIND:

If f is an integrable on the appropriate domains, then the indefinite integrals
𝑥
∫𝑎 𝑓(𝑡)𝑑𝑡

𝑎
and ∫𝑥 𝑓(𝑡)𝑑𝑡 (with variable upper and lower limits, respectively) are functions.

Through them we define three forms of the improper integral of the first kind.

Definition
∞ 𝑥
(a) If f is integrable on a ≤ x < ∞, then ∫𝑎 𝑓(𝑥)𝑑𝑥 = 𝑙𝑖𝑚 ∫𝑎 𝑓(𝑡)𝑑𝑡.
𝑥→∞

𝑎 𝑎
(b) If f is integrable on -∞ < x ≤ a, then ∫−∞ 𝑓(𝑥)𝑑𝑥 = 𝑙𝑖𝑚 ∫𝑥 𝑓(𝑡)𝑑𝑡.
𝑥→−∞

( c) if f is integrable on −∞ < 𝑥 < ∞ 𝑡ℎ𝑒𝑛

∞ 𝑎 ∞
∫−∞ 𝑓(𝑥)𝑑𝑥 = ∫−∞ 𝑓(𝑥) + ∫𝑎 𝑓(𝑥)𝑑𝑥
𝑎 𝑥
= 𝑙𝑖𝑚 ∫𝑥 𝑓(𝑡)𝑑𝑡 + 𝑙𝑖𝑚 ∫𝑎 f(t)dt.
𝑥→−∞ 𝑥→∞

2. IMPROPER INTEGRALS OF THE SECOND KIND:

If f(x) becomes unbounded only at the end point x= a of the interval a ≤ x ≤ b,

then we define
𝑏 𝑏
∫𝑎 𝑓(𝑥)𝑑𝑥 = 𝑙𝑖𝑚 ∫𝑎+𝜖 𝑓(𝑥)𝑑𝑥
𝜖→0+

and define it to be an improper integral of the second kind. If the limit on the right of

exists, we call the integral on the left convergent; otherwise, it is divergent.

Similarly if f(x) becomes unbounded only at the end point x = b of the interval

a ≤ x ≤ b, then we extend the category of improper integrals of the second kind.

𝑏 𝑏−𝜖
∫𝑎 𝑓(𝑥)𝑑𝑥 = 𝑙𝑖𝑚 ∫𝑎 𝑓(𝑥)𝑑𝑥
𝜖→0+

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CONCLUSION

1. Convergent Improper Integral: If the improper integral converges, it means that the limit
2.
3. of the integral exists as a real number. The conclusion would typically be expressed as:
4.
"The improper integral ∫f(x)dx from a to b converges to a finite value L."

In this case, the integral is well-behaved despite the limits extending to infinity or involving

discontinuities.

5. Divergent Improper Integral: If the improper integral diverges, it means that the limit of
6.
7. the integral does not exist as a real number. The conclusion would be something like:
8.
9. "The improper integral ∫f(x)dx from a to b diverges."
10.
This indicates that the integral does not have a finite value, and the function behaviour

prevents the convergence of the integral.

In both cases, the nature of convergence or divergence provides valuable information about

the behaviour of the function and the integral over the given interval.

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REFERENCES

1) B.K.PAL and K.DAS , “ENGINEERING MATHEMATICS” Volume 1, p-69,

2018

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Thank you

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