Introduction Innite Interval Innite Discontinuity

Improper Integrals
Mathematics 54Elementary Analysis 2
Institute of Mathematics
University of the Philippines-Diliman
1/ 21
Introduction Innite Interval Innite Discontinuity
Introduction
From Math 53, we have dened
_
b
a
f (x)dx, with the
assumption that
[a, b] is nite and [a, b] Domain of f , and
f is continuous on [a, b].
2/ 21
Introduction Innite Interval Innite Discontinuity
Introduction
We extend the concept of denite integrals to include cases
where
1
the interval of integration is innite or
2
f (x) has an innite discontinuity on the interval [a, b].
Some examples are
_

1
dx
x
,
_
1

dx

x4
,
_

dx
x
2
+1
_
4
0
dx
x4
,
_
5
1
dx
x ln
3
x
,
_
10
1
dx
3x7
_

0
2
x
2
dx,
_
+
0
dx
x ln
2
(x5)
3/ 21
Introduction Innite Interval Innite Discontinuity Exercises
Integrals with Innite Limits of Integration
Consider the shaded region below.
Its area is A
b
:=
_
b
1
1
x
2
dx =
1
b
+1.
Suppose b +:
lim
b+
A
b
= lim
b+
_
b
1
1
x
2
dx = lim
b+
_
1
b
+1
_
=1
Thus, we dene the area of the innite region to the right of x =1
and bounded by y =
1
x
2
and the x-axis to be
_

1
1
x
2
dx = lim
b+
_
b
1
1
x
2
dx =1.
4/ 21
Introduction Innite Interval Innite Discontinuity Exercises
Innite Interval of Integration
Denitions.
If f (x) is continuous on [a, +), then
_
+
a
f (x) dx = lim
k+
_
k
a
f (x) dx.
If f (x) is continuous on (, b], then
_
b

f (x) dx = lim
t
_
b
t
f (x) dx
The above equalities hold provided the limits exist.
In which case, the improper integrals are said to be convergent.
If the limit does not exist, the corresponding integral is said to
be divergent.
5/ 21
Introduction Innite Interval Innite Discontinuity Exercises
Innite Interval of Integration
Denition.
If f (x) is continuous on R and c R, then
_
+

f (x) dx =
_
c

f (x) dx+
_
+
c
f (x) dx
provided that both improper integrals on the right-hand side
are convergent.
If at least one of the improper integrals on the right-hand side
is divergent, then the improper integral on the left hand side is
divergent.
6/ 21
Introduction Innite Interval Innite Discontinuity Exercises
Example 1.
_
+
0
e
x
dx.
_
+
0
e
x
dx = lim
b+
_
b
0
e
x
dx
= lim
b+
_
e
x
_

b
0
= lim
b+
_
1
e
b
+1
_
= 1 (convergent).
7/ 21
Introduction Innite Interval Innite Discontinuity Exercises
Example 2.
_
3

x dx
(x
2
4)
2
.
_
3

x dx
(x
2
4)
2
= lim
a
_
3
a
x dx
(x
2
4)
2
= lim
a
1
2(x
2
4)

3
a
= lim
a
_
1
2 5
+
1
2(a
2
4)
_
=
1
10
(convergent).
8/ 21
Introduction Innite Interval Innite Discontinuity Exercises
Example 3.
_
+
1
lnx
x
dx.
_
+
1
lnx
x
dx = lim
b+
_
b
1
lnx
x
dx
= lim
b+
ln
2
x
2

b
1
= lim
b+
_
ln
2
b
2
0
_
=+(divergent).
9/ 21
Introduction Innite Interval Innite Discontinuity Exercises
Example 4.
_
+

dx
x
2
+2x+5
Note that:
_
+

dx
x
2
+2x+5
=
_
1

dx
x
2
+2x+5
+
_
+
1
dx
x
2
+2x+5
(take c =1)
10/ 21
Introduction Innite Interval Innite Discontinuity Exercises
Continuation...
_
1

dx
x
2
+2x+5
= lim
t
_
1
t
dx
(x+1)
2
+4
= lim
t
1
2
tan
1
_
x+1
2
_

1
t
= lim
t
1
2
_
tan
1
(1) tan
1
_
t +1
2
__
=
1
2
_

4

_

2
__
=
3
8
_
+
1
dx
x
2
+2x+5
= lim
k
_
k
1
dx
(x+1)
2
+4
= lim
k
1
2
tan
1
_
x+1
2
_

k
1
= lim
k
1
2
_
tan
1
_
k+1
2
_
tan
1
(1)
_
=
1
2
_

4
_
=

8
Therefore,
_
+

dx
x
2
+2x+5
=
3
8
+

8
=

2
.
11/ 21
Introduction Innite Interval Innite Discontinuity Exercises
Remark.
Consider f (x) =x. Evaluating
_
+

f (x)dx, we have
_
+

x dx =
_
0

x dx+
_
+
0
x dx
= lim
a
_
0
a
x dx+ lim
b+
_
b
0
x dx
= lim
a
x
2
2

0
a
+ lim
b+
x
2
2

b
0
= lim
a
_
a
2
2
_
+ lim
b+
_
b
2
2
_
.
Since both limits does not exist, the improper integral is divergent.
12/ 21
Introduction Innite Interval Innite Discontinuity Exercises
_
+

xdx is divergent
Compare to lim
c+
_
c
c
f (x) dx, we have
lim
c+
_
c
c
x dx = lim
c+
x
2
2

c
c
= lim
c+
c
2
2

(c)
2
2
=0.
Remark.
_
+

f (x) dx = lim
c+
_
c
c
f (x) dx.
13/ 21
Introduction Innite Interval Innite Discontinuity Exercises
Exercises
Evaluate the following integrals.
1
_

1
4
(x+3)
7
dx
2
_
1

3
x
5
dx
3
_

0
1
1+x
2
dx
4
_

x
3
e
x
4
dx
14/ 21
Introduction Innite Interval Innite Discontinuity Exercises
Integrals with Innite Discontinuity
Consider the shaded region below.
Its area is A
t
:=
_
t
1
1

5x
dx =2(

5t 2).
Letting t 5

,
lim
t5

A
t
=lim
t5
2(

5t 2) =4.
We dene the area of the innite region bounded by y =
1

5x
, the
xaxis, and lines x =1 and x =5 to be
_
5
1
1

5x
dx = lim
t5

_
t
1
dx

5x
=4
15/ 21
Introduction Innite Interval Innite Discontinuity Exercises
Integrals with Innite Discontinuity
Denitions.
If f (x) is continuous on (a, b] and lim
xa
+
f (x) =, then
_
b
a
f (x) dx = lim
ta
+
_
b
t
f (x) dx.
If f (x) is continuous on [a, b) and lim
xb

f (x) =, then
_
b
a
f (x) dx = lim
tb

_
t
a
f (x) dx.
The above equalities hold if the limits exist.
In which case, we say the improper integrals are convergent.
If the limit does not exist, then the corresponding integral is
said to be divergent.
16/ 21
Introduction Innite Interval Innite Discontinuity Exercises
Integrals with Innite Discontinuity
Denition.
If f (x) has an innite discontinuity at c, where a <c <b, then
we dene
_
b
a
f (x) dx =
_
c
a
f (x) dx+
_
b
c
f (x) dx.
The above equality holds provided that both
_
c
a
f (x) dx and
_
b
c
f (x) dx are convergent. In which case,
_
b
a
f (x) dx is said to
be convergent.
If either integral on the right is divergent, then
_
b
a
f (x) dx is
divergent.
17/ 21
Introduction Innite Interval Innite Discontinuity Exercises
Example 1.
_
2
4
dx

16x
2
.
Note: f (x) =
1

16x
2
has an innite discontinuity at x =4.
_
2
4
dx

16x
2
= lim
t4
+
_
2
t
dx

16x
2
= lim
t4
+
_
sin
1
x
4
_

2
t
= lim
t4
+
_
sin
1
_
1
2
_
sin
1
_
t
4
__
=sin
1
_
1
2
_
sin
1
(1) =
2
3
(convergent)
18/ 21
Introduction Innite Interval Innite Discontinuity Exercises
Example 2.
_
2
0
tanx dx.
Note: The graph of y =tanx has a vertical asymptote at x =

2
.
_
2
0
tanx dx = lim
t

_
t
0
tanx dx
= lim
t

ln| secx|

t
0
= lim
t

(ln| sect| ln| sec0|)

x
dx.
Note that f (x) =
e

x
has an innite discontinuity at x =0.
_
+
0
e

x
dx =
_
1
0
e

x
dx+
_
+
1
e

x
dx
Let u =

x, du =
dx
2

x
, the form is
_
(2e
u
) du =2e
u
+C
= lim
t0
+
_
2e

x
_

1
t
+ lim
k+
_
2e

x
_

k
1
= lim
t0
+
_

2
e
+2e

t
_
+ lim
k+
_
2e

k
+
2
e
_
=2+0 =2(convergent).
20/ 21
Introduction Innite Interval Innite Discontinuity Exercises
Exercises
1
Let f (x) =
_
x
2
if x <0
x2 if x >0
. Evaluate
_
1
1
f (x) dx.
2
Evaluate the following integrals.
1
_
8
6
4
(x6)
3
dx
2
_
2
0
x
2
lnxdx
3
_
2
0
dx
(2x1)
2/3
4
_
1
0
dx
e
x
e
x
21/ 21