Lec#41 Real Analysis

for lecturer mathematics

 Improper Integrals
 Important Examples
 Important results

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 Lec#41 Real Analysis | Lecturer Mathematics preparation | Improper integrals
Geometric or exponential Integral: The integral Geometric or exponential Integral: The integral
∞ 0
න 𝑒 −𝑎𝑥 𝑑𝑥 න 𝑒 𝑏𝑥 𝑑𝑥
0 −∞
1 1
Is convergent and equal to 𝑎 if 𝑎 > 0 and divergent if 𝑎 ≤ 0. Is convergent and equal to 𝑏 if 𝑏 > 0 and divergent if 𝑏 ≤ 0.
∞
1 ∞ 1
න 𝑒 −𝑎𝑥 𝑑𝑥 = 𝑎 ; 𝑎 > 0 න 𝑒 𝑏𝑥 𝑑𝑥 = 𝑏 ; 𝑏 > 0
0 ∞ ; 𝑎≤0 0 ∞ ; 𝑏≤0
Examples: Examples:
∞ ∞ 0 0
−𝑥 −𝑥
1) න 𝑒 𝑑𝑥 𝑖𝑠 𝑐𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑛𝑡 𝑏𝑒𝑐𝑎𝑢𝑠𝑒 𝑎 = 1 > 0 𝑎𝑛𝑑 න 𝑒 𝑑𝑥 = 1 1) න 𝑒 𝑥 𝑑𝑥 𝑖𝑠 𝑐𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑛𝑡 𝑏𝑒𝑐𝑎𝑢𝑠𝑒 𝑏 = 1 > 0 𝑎𝑛𝑑 න 𝑒 𝑥 𝑑𝑥 = 1
0∞ 0∞ −∞ −∞
0 0
1 1 −
𝑥
1
2) න 𝑥 𝑑𝑥 𝑖𝑠 𝑐𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑛𝑡 𝑏𝑒𝑐𝑎𝑢𝑠𝑒 𝑎 = > 0 𝑎𝑛𝑑 න 𝑒 3 𝑑𝑥 = 3 2) න 𝑒 2𝑥 𝑑𝑥 𝑖𝑠 𝑐𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑛𝑡 𝑏𝑒𝑐𝑎𝑢𝑠𝑒 𝑏 = 2 > 0 𝑎𝑛𝑑 න 𝑒 2𝑥 𝑑𝑥 =
3 2
0 𝑒3 ∞ 0
−∞ −∞
0
3) න 𝑒 2𝑥 𝑑𝑥 𝑖𝑠 𝑑𝑖𝑣𝑒𝑟𝑔𝑒𝑛𝑡 𝑏𝑒𝑐𝑎𝑢𝑠𝑒 𝑎 = −2 < 0
3) න 𝑒 −𝑥 𝑑𝑥 𝑖𝑠 𝑑𝑖𝑣𝑒𝑟𝑔𝑒𝑛𝑡 𝑏𝑒𝑐𝑎𝑢𝑠𝑒 𝑏 = −1 < 0
0
−∞

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 Lec#41 Real Analysis | Lecturer Mathematics preparation | Improper integrals
∞ 1
The p-Integral of 1st kind: The integral ‫׬‬1 𝑑𝑥
𝑥𝑝
1
Is convergent and equal to if 𝑝 > 1 and divergent if 𝑝 ≤ 1.
𝑝−1
∞ 1
1 ; 𝑝>1
න 𝑝 𝑑𝑥 = 𝑝 − 1
𝑥
1 ∞ ; 𝑝≤1
Examples:
∞
1
1) න 𝑑𝑥 𝑖𝑠 𝑑𝑖𝑣𝑒𝑟𝑔𝑒𝑛𝑡 𝑏𝑒𝑐𝑎𝑢𝑠𝑒 𝑝 = 1
𝑥
1∞ ∞
1 3 1
2) න 3/2 𝑑𝑥 𝑖𝑠 𝑐𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑛𝑡 𝑏𝑒𝑐𝑎𝑢𝑠𝑒 𝑝 = > 1 𝑎𝑛𝑑 න 3/2 𝑑𝑥 = 2
𝑥 2 𝑥
1 ∞ 1
−
1 1
3) න𝑥 2 𝑑𝑥 𝑖𝑠 𝑑𝑖𝑣𝑒𝑟𝑔𝑒𝑛𝑡 𝑏𝑒𝑐𝑎𝑢𝑠𝑒 𝑎 = < 1
2
1

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Comparison Test : 𝐿𝑒𝑡 𝑓 𝑎𝑛𝑑 𝑔 𝑎𝑟𝑒 𝑡𝑤𝑜 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛𝑠 𝑠𝑢𝑐ℎ 𝑡ℎ𝑎𝑡 0 ≤ 𝑓 𝑥 ≤ 𝑔 𝑥 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑥 ∈ 0, ∞ 𝑡ℎ𝑒𝑛
∞ ∞ ∞ ∞

1)𝐼𝑓 න 𝑔(𝑥)𝑑𝑥 𝑐𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑠 𝑡ℎ𝑒𝑛 න 𝑓(𝑥)𝑑𝑥 𝑖𝑠 𝑎𝑙𝑠𝑜 𝑐𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑠 (2)𝐼𝑓 න 𝑓(𝑥)𝑑𝑥 𝑑𝑖𝑣𝑒𝑟𝑔𝑒𝑠 𝑡ℎ𝑒𝑛 න 𝑔(𝑥)𝑑𝑥 𝑖𝑠 𝑎𝑙𝑠𝑜 𝑑𝑖𝑣𝑒𝑟𝑔𝑒𝑠
𝑎 𝑎 𝑎 𝑎

∞ ∞
1 1 ∞
න 𝑥 𝑑𝑥 𝑖𝑠 𝑐𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑛𝑡. න 𝑑𝑥 𝑖𝑠 𝑑𝑖𝑣𝑒𝑟𝑔𝑒𝑛𝑡.
𝑒 +1 ln 𝑥 න 𝑥 −2 𝑒 −𝑥 𝑑𝑥 𝑖𝑠 𝑐𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑛𝑡.
0 2
Solution: 1
Solution:
Solution:
𝑒 𝑥 + 1 > 𝑒 𝑥 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑥 ∈ 0, ∞ ln 𝑥 < 𝑥 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑥 ∈ 2, ∞ 2 < 𝑥 2 𝑒 𝑥 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑥 ∈ 2, ∞
1 1 1 1 𝑥
< > 1 1
𝑒𝑥 + 1 𝑒𝑥 ln 𝑥 𝑥 <
∞ ∞ 𝑥 2𝑒𝑥 𝑥 2
1 1 ∞
𝐵𝑢𝑡 න 𝑥 𝑑𝑥 𝑖𝑠 𝑐𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑛𝑡 𝐵𝑢𝑡 න 𝑑𝑥 𝑖𝑠 𝑑𝑖𝑣𝑒𝑟𝑔𝑒𝑛𝑡 𝑏𝑒𝑐𝑎𝑢𝑠𝑒 𝑝 = 1 1
𝑒 𝑥 𝐵𝑢𝑡 න 2 𝑑𝑥 𝑖𝑠 𝑐𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑛𝑡 𝑏𝑒𝑐𝑎𝑢𝑠𝑒 𝑝 = 2
0 2 𝑥
So by basic comparison test 1
So by basic comparison test
∞ ∞ So by basic comparison test
1 1 ∞
න 𝑑𝑥 𝑖𝑠 𝑐𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑛𝑡 න 𝑑𝑥 𝑖𝑠 𝑑𝑖𝑣𝑒𝑟𝑔𝑒𝑛𝑡
𝑒𝑥 + 1 ln 𝑥 න 𝑥 −2 𝑒 −𝑥 𝑑𝑥 𝑖𝑠 𝑐𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑛𝑡
0 2
1

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𝑓 𝑥 ∞
Limit Comparison Test : 𝐿𝑒𝑡 𝑓 𝑥 , 𝑔 𝑥 ≥ 0 𝑎𝑛𝑑 lim =𝑙 tan−1 𝑥
𝑥→∞ 𝑔 𝑥 𝑄: න 𝑑𝑥 𝑖𝑠 𝑑𝑖𝑣𝑒𝑟𝑔𝑒𝑛𝑡.
∞ ∞
1 + 𝑥2
1 𝑙 ≠ 0, then both ‫ 𝑥𝑑 𝑥 𝑓 𝑎׬ 𝑑𝑛𝑎 𝑥𝑑 𝑥 𝑓 𝑎׬‬behave alike. 0
∞ ∞ tan−1 𝑥 1
𝐿𝑒𝑡 𝑓 𝑥 = 𝑎𝑛𝑑 𝑔 𝑥 = 𝑎𝑛𝑑 𝑡ℎ𝑒𝑛
1 + 𝑥2 1 + 𝑥2
2 𝑙 = 0 𝑎𝑛𝑑 න 𝑔(𝑥)𝑑𝑥 𝑐𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑠 𝑡ℎ𝑒𝑛 න 𝑓(𝑥)𝑑𝑥 𝑖𝑠 𝑎𝑙𝑠𝑜 𝑐𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑠 𝑓 𝑥 2
tan−1 𝑥 −1
𝜋
lim = lim (1 + 𝑥 ) = lim 𝑡𝑎𝑛 𝑥 =
𝑎 ∞ 𝑎 ∞ 𝑥→∞ 𝑔 𝑥 𝑥→∞ 1 + 𝑥2 𝑥→∞ 2
∞
1
3 𝐼𝑓 𝑙 = ∞ 𝑎𝑛𝑑 න 𝑔(𝑥)𝑑𝑥 𝑑𝑖𝑣𝑒𝑟𝑔𝑒𝑠 𝑡ℎ𝑒𝑛 න 𝑓(𝑥)𝑑𝑥 𝑖𝑠 𝑎𝑙𝑠𝑜 𝑑𝑖𝑣𝑒𝑟𝑔𝑒𝑠. 𝑠𝑖𝑛𝑐𝑒 න 2 𝑑𝑥 𝑖𝑠 𝑐𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑛𝑡 𝑠𝑜 𝑏𝑦 𝑙𝑖𝑚𝑖𝑡
𝑥 +1
𝑎 𝑎 0
𝑐𝑜𝑚𝑝𝑎𝑟𝑖𝑠𝑜𝑛 𝑡𝑒𝑠𝑡 𝑔𝑖𝑣𝑒𝑛 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑙 𝑖𝑠 𝑎𝑙𝑠𝑜
∞
𝑥 con𝑣𝑒𝑟𝑔𝑒𝑛𝑡.
𝑄: න 𝑑𝑥 𝑖𝑠 𝑑𝑖𝑣𝑒𝑟𝑔𝑒𝑛𝑡. ∞ 𝜆
𝑥4 + 𝑥2 +1 tan−1 𝑥 tan−1 𝑥
1
𝑥 1 න 2 𝑑𝑥 = lim න 2 𝑑𝑥
𝐿𝑒𝑡 𝑓 𝑥 = 𝑎𝑛𝑑 𝑔 𝑥 = 𝑎𝑛𝑑 𝑡ℎ𝑒𝑛 𝑥 +1 𝜆→∞ 𝑥 +1
𝑥 4 + 𝑥2 2 + 1 𝑥 0∞ 0
𝑓 𝑥 𝑥 1 1 1 2 𝜆
lim = lim = lim =1 න 2
𝑑𝑥 = lim tan−1 𝑥 0
𝑥→∞ 𝑔 𝑥 𝑥→∞ 𝑥 4 + 𝑥 2 + 1 𝑥→∞ 1 + 1/ 𝑥 2 +1/𝑥 4 𝑥 +1 2 𝜆→∞
∞ 0∞
1 1 1
𝑠𝑖𝑛𝑐𝑒 න 𝑑𝑥 𝑖𝑠 𝑑𝑖𝑣𝑒𝑟𝑔𝑒𝑛𝑡 𝑠𝑜 𝑏𝑦 𝑙𝑖𝑚𝑖𝑡 𝑐𝑜𝑚𝑝𝑎𝑟𝑖𝑠𝑜𝑛 𝑡𝑒𝑠𝑡 𝑔𝑖𝑣𝑒𝑛 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑙 𝑖𝑠 𝑎𝑙𝑠𝑜 න 𝑑𝑥 = lim tan−1 𝜆 2
𝑥 2
𝑥 +1 2 𝜆→∞
1 0∞
𝑑𝑖𝑣𝑒𝑟𝑔𝑒𝑛𝑡. 1 𝜋2
න 2 𝑑𝑥 =
𝑥 +1 8
0

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