Lec#45 Real Analysis

for lecturer mathematics

Improper
integrals
Short tricks
0301-4889903
 Lec#45 Real Analysis | Lecturer Mathematics preparation | Improper integrals
∞ 1 1 𝑑𝑥
p-Integral of 1st kind: The integral ‫׬‬1𝑥𝑝
𝑑𝑥
is convergent if 𝑝 > 1 and divergent if 𝑝 ≤ 1.  ‫׬‬0
∞ 𝑥
1
1 ; 𝑝>1 1 𝑑𝑥
න 𝑝 𝑑𝑥 = 𝑝 − 1  ‫׬‬0
𝑥 𝑥2
1 ∞ ; 𝑝≤1
∞ 𝑑𝑥
1 1  ‫׬‬1
p-Integral of 2nd kind: The integral ‫׬‬0 𝑑𝑥
is convergent if 𝑝 < 1 and divergent if 𝑝 ≥ 1. 𝑥
𝑥𝑝 1 𝑑𝑥
1 1
1 ; 𝑝<1  ‫׬‬0 𝑥
න 𝑝 𝑑𝑥 = 1 − 𝑝
𝑥 ∞ 𝑑𝑥
0 ∞ ; 𝑝≥1  ‫׬‬1 𝑥
𝑏 1
p-Integral of 2nd kind: The integral ‫𝑎׬‬ 𝑑𝑥 is
converges if p < 1 and diverges if p ≥ 1 ∞ 𝑑𝑥
𝑥−𝑎 𝑝  ‫׬‬0 𝑥
𝑏 𝑏 − 𝑎 1−𝑝
1 ; 𝑝<1
න 𝑑𝑥 = ∞ 𝑑𝑥
𝑝 1 − 𝑝  ‫׬‬
𝑥−𝑎 0 𝑥 3/2
𝑎 ∞ ; 𝑝 ≥ 1
∞ 𝑑𝑥
𝑏 1  ‫׬‬1 𝑥 3/2
p-Integral of 2nd kind: The integral ‫𝑏 𝑎׬‬−𝑥 𝑝 𝑑𝑥 is converges if p < 1 and diverges if p ≥ 1.
𝑏 𝑏 − 𝑎 1−𝑝  ‫׬‬
1 𝑑𝑥
1 ; 𝑝<1 0 𝑥 3/2
න 𝑑𝑥 = 1−𝑝
𝑏−𝑥 𝑝 1 𝑑𝑥
𝑎 ∞ ; 𝑝≥1  ‫׬‬0 1−𝑥

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 Lec#45 Real Analysis | Lecturer Mathematics preparation | Improper integrals
∞ 1 1
1) The integral ‫𝑎׬‬ 𝑥(log 𝑥)𝑝
𝑑𝑥
is convergent if 𝑝 > 1 and divergent if 𝑝 ≤ 1.  ‫׬‬0 log 𝑥 𝑑𝑥 𝑖𝑠 𝑐𝑔𝑡
∞ log 𝑎 1−𝑝
1 ; 𝑝>1 ∞
‫׬‬1 log 𝑥 𝑑𝑥 𝑖𝑠 𝑑𝑔𝑡
න 𝑑𝑥 = 𝑝 − 1
𝑥(log 𝑥)𝑝
𝑎 ∞ ; 𝑝≤1 1 log 𝑥
 ‫׬‬0 𝑑𝑥 𝑖𝑠 𝑐𝑔𝑡
∞ 1 𝑥
2) The integral ‫׬‬1 𝑑𝑥 is
𝑥 𝑝 log 𝑥 𝑞 log log 𝑥 𝑟 ∞ 𝑑𝑥
 ‫ 𝑒׬‬2 𝑥 log log 𝑥 𝑖𝑠 𝑑𝑔𝑡
a) convergent if 𝑝 > 1, 𝑟 < 1 and for any 𝑞
∞ 𝑑𝑥
 ‫𝑒׬‬ 𝑖𝑠 𝑐𝑔𝑡
b) convergent if 𝑝 = 1, 𝑟 < 1 and 𝑞 > 1 𝑥 log 𝑥 3/2
∞ 𝑑𝑥
c) divergent if 𝑝 < 1, for any r and 𝑞  ‫׬‬1 𝑖𝑠 𝑑𝑔𝑡
log 𝑥
∞ log 𝑥
3) The integral ‫׬‬1 𝑑𝑥 is convergent if 𝑝 > 𝑞 ∞ 𝑑𝑥
𝑥 𝑝/𝑞  ‫׬‬1 𝑖𝑠 𝑑𝑔𝑡
𝑥 log 𝑥
1 log 𝑥
4) The integral ‫׬‬0 𝑑𝑥 is convergent if 𝑝 < 𝑞 ∞ log 𝑥
𝑥 𝑝/𝑞  ‫׬‬1 𝑑𝑥 𝑖𝑠 𝑐𝑔𝑡
𝑥2
1 1 𝑞
5) The integral ‫׬‬0 𝑥 𝑝 log 𝑥 𝑑𝑥 is convergent if 𝑝 > −1 , 𝑞 > −1  ‫׬‬2
∞ 𝑑𝑥
𝑖𝑠 𝑐𝑔𝑡
𝑥 l𝑛 𝑥 3

0301-4889903 Mathematics by ALI RAZA 3

 Lec#45 Real Analysis | Lecturer Mathematics preparation | Improper integrals
∞ ∞
1) Geometric or exponential Integral: The integral ‫׬‬0 𝑒 −𝑎𝑥 𝑑𝑥 is convergent ‫׬‬0 𝑥 2 𝑒 −𝑥 𝑑𝑥 𝑖𝑠 𝑑𝑔𝑡
1
and equal to 𝑎 if 𝑎 > 0 and divergent if 𝑎 ≤ 0. ∞
∞
1 ‫׬‬0 𝑒 −2𝑥 𝑐𝑜𝑠2𝑥𝑑𝑥 𝑖𝑠 𝑐𝑔𝑡
න 𝑒 −𝑎𝑥 𝑑𝑥 = 𝑎 ; 𝑎 > 0 ∞
‫׬‬0 𝑒 −𝑥 𝑠𝑖𝑛𝑥𝑑𝑥 𝑖𝑠 𝑐𝑔𝑡
0 ∞ ; 𝑎≤0
∞
2) Gamma Function: The integral ‫׬‬0 𝑒 −𝑥 𝑥 𝛼−1 𝑑𝑥 is convergent for 𝛼 > 0
and equal to Γ 𝛼 .
∞ 𝑎
3) The integral ‫׬‬0 𝑒 −𝑎𝑥 𝑐𝑜𝑠𝑏𝑥𝑑𝑥 is convergent for 𝑎 > 0 and equal to 𝑎2+𝑏2
∞
𝑎
න 𝑒 −𝑎𝑥 𝑐𝑜𝑠𝑏𝑥𝑑𝑥 =
𝑎2 + 𝑏2
0

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 Lec#45 Real Analysis | Lecturer Mathematics preparation | Improper integrals
∞ sin 𝑥 𝑚 ∞ sin 𝑥 2
1) The integral ‫׬‬0 𝑥 𝑛 𝑑𝑥 is convergent if 1 − 𝑚 < 𝑛 < 𝑚 + 1 ‫׬‬0 𝑑𝑥 𝑖𝑠 𝑐𝑔𝑡
𝑥2
𝜋/2 sinm 𝑥 ∞ sin 𝑥
2) The integral ‫׬‬0 𝑑𝑥 is convergent if 𝑛 < 𝑚 + 1 ‫׬‬0 𝑑𝑥 𝑖𝑠 𝑐𝑔𝑡
𝑥𝑛 𝑥
∞ sin 𝑥 ∞ sin 𝑥
3) The integral ‫׬‬0 𝑑𝑥 is convergent if 0 < 𝑝 ≤ 1 ‫׬‬0 𝑑𝑥 𝑖𝑠 𝑐𝑔𝑡
𝑥𝑝 𝑥
∞ sin 𝑥 𝜋/2 sin2 𝑥
4) The integral ‫׬‬0 𝑒 −𝑎𝑥 𝑑𝑥 is convergent if 𝑎 > 0  ‫׬‬0 𝑑𝑥 𝑖𝑠 𝑑𝑔𝑡
𝑥 𝑥3
∞ 𝑥 2𝑚 1 ∞
5) The integral ‫׬‬0 1+𝑥 2𝑛 𝑑𝑥 is convergent if 𝑚, 𝑛 > 0 and 𝑛 − 𝑚 > 2  ‫׬‬0 sin 𝑥 2 𝑑𝑥 𝑖𝑠 𝑐𝑔𝑡
∞ 𝑥 𝑝−1 ∞ sin 𝑥 𝜋
6) The integral ‫׬‬0 1+𝑥 𝑑𝑥 is convergent if 0 < 𝑝 < 1 ‫׬‬0 𝑑𝑥 =
𝑥 2

∞ 𝑥 𝑚 cos 𝑎𝑥 ∞ sin2 𝑥 𝜋
7) The integral ‫׬‬0 1+𝑥𝑛 𝑑𝑥 is convergent if 𝑛 > 0, −1 < 𝑚 < 𝑛 or  ‫׬‬0 𝑑𝑥 =
𝑥2 2

𝑛 < 0, 𝑛 − 1 < 𝑚 < 0 ∞ sin3 𝑥 𝜋

 ‫׬‬0 𝑥 𝑑𝑥 = 4
∞ 𝑥 𝑝 sin2 𝑥
8) The integral ‫׬‬0 1+𝑥2 𝑑𝑥 is convergent if −3 < 𝑝 < 1 ∞ sin4 𝑥 𝜋
‫׬‬0 𝑑𝑥 =
𝑥2 4
∞
9) The integral ‫׬‬0 sin 𝑥 𝑝 𝑑𝑥 is convergent if 𝑝 > 1 ∞ 1−cos 𝑥 𝜋
 ‫׬‬0 𝑑𝑥 =
𝑥2 2

0301-4889903 Mathematics by ALI RAZA 5