Improper Integrals
Improper Integrals
Improper Integrals
8: Improper Integrals
Switching up the Limits of Integration: Up until now, we have required two properties of definite integral:
We will now see what happens if we allow the domain or range to be infinite!
Infinite Limits of Integration: Let’s consider the infinite region (unbounded on the right) that lies under the curve
y = e−x/2 in the first quadrant.
f (x) = e−x/2
First, we examine what the area looks like over finite intervals. That is, we integrate over [0, b].
ˆ b
b
h i
A(b) := e−x/2 dx = −2e−x/2 = −2e−b/2 − −2e−0/2 = 2 1 − e−b/2 .
0
0
Now we have an expression for the area over a finite integral, we can let b −→ ∞ by calculating the limit of this expression.
A = lim A(b) = lim 2 1 − e−b/2 = 2 (1 − 0) = 2.
b→∞ b→∞
So,
ˆ ∞ ˆ b
e−x/2 dx = lim e−x/2 dx = 2.
0 b→∞ 0
So this is how we deal with infinite limits of integration - with a limit! Remember those?
Section 8.8: Improper Integrals MATH 142
Definition: Integrals with infinite limits of integration are called improper integrals of Type I.
In each case, if the limit is finite we sat that the improper integral converges and that the limit is the
value of the improper integral. If the limit fails to exist, the improper integral diverges
Any of the integrals in the above definition can be interpreted as an area if f (x) ≥ 0 on the interval of integration. If
f (x) ≥ 0 and the improper integral diverges, we say the area under the curve is infinite.
Example 1: Evaluate
ˆ ∞
ln(x)
dx.
1 x2
ˆ b
b ˆ
b
ln(x) ln(x) 1
2
dx = − − − 2 dx
x x x
1 1
1
b
1 ln(x) 1
u = ln(x) dv = 2 dx = − −
x x x
1 1 1
du = dx v=− ln(b) 1
ln(1) 1
x x =− − − − −
b b 1 1
Now we take a limit, ln(b) 1
=− − +1
b b
ˆ ∞ ˆ b
ln(x) ln(x) ln(b) 1 ln(b) L’H 1/b
dx = lim dx = lim − − + 1 = lim − − 0 + 1 = lim − +1=0+1= 1
1 x2 b→∞ 1 x2 b→∞ b b b→∞ b b→∞ 1
L’Hôpital’s Rule Suppose that f (a) = g(a) = 0, that f (x) and g(x) are differentiable on an open interval I containing a
and that g 0 (x) 6= 0 on I if x 6= a. Then
f (x) f 0 (x)
lim = lim 0 ,
x→a g(x) x→a g (x)
assuming that the limit on the left and right both exist.
Page 2 of 7
Section 8.8: Improper Integrals MATH 142
Example 2: Evaluate
ˆ ∞
1
dx.
−∞ 1 + x2
According to part 3 of our definition, we can choose any real number c and split this integral into two integrals and then
apply parts 1 and 2 to each piece. Let’s choose c = 0 and write
ˆ ∞ ˆ 0 ˆ ∞
1 1 1
dx = dx + dx.
−∞ 1 + x2 −∞ 1 + x2 0 1 + x2
ˆ 0 ˆ 0 ˆ ∞ ˆ b
1 1 1 1
dx = lim dx dx = lim dx
−∞ 1 + x2 a→−∞a 1 + x2 0 1 + x2 b→∞ 0 1 + x2
0 b
−1 −1
= lim tan (x) = lim tan (x)
a→−∞ b→∞
1 0
−1 −1 −1
= lim tan (0) − tan (a) = lim tan (b) − tan−1 (0)
a→−∞ b→∞
ˆ ∞ ˆ 0 ˆ ∞
1 1 1 π π
= dx + dx = + = π
−∞ 1 + x2 −∞ 1 + x2 0 1 + x2 2 2
Since 1/(1 + x2 ) > 0 on R, the improper integral can be interpreted as the (finite) area between the curve and the x-axis.
1
y=
1 + x2 Area = π
x
0
Page 3 of 7
Section 8.8: Improper Integrals MATH 142
If p 6= 1:
ˆ ∞ ˆ b
If p = 1:
1 −p
dx = lim x dx ˆ ˆ
1 xp b→∞ 1
∞
1 1 b
b dx = lim dx
x−p+1 1 x b→∞ 1 x
= lim b
b→∞ −p + 1
1
= lim ln(x)
b b→∞
1 1 1
= lim ·
b→∞ 1 − p xp−1
= lim [ln(b) − ln(1)]
1 b→∞
1
p−1 , p>1 = lim ln(b) = ∞
1 1
= lim −1 = b→∞
b→∞ 1−p bp−1 ∞, p < 1.
Integrands with Vertical Asymptotes: Another type of improper integral that can arise is when the integrand has a
vertical asymptote (infinite discontinuity) at a limit of integration or at a point on the interval of integration. We apply a
similar technique as in the previous examples of integrating over an altered interval before obtaining the integral we want
by taking limits.
First we find the integral over the region [a, 1] where 0 < a ≤ 1.
ˆ ˆ 1
1 1 √ 1 √ √
1 −1/2 1/2
√ dx = x dx = 2x = 2 x = 2 − 2 a = 2(1 − a).
x
a a a
a
Therefore,
ˆ 1 ˆ 1
1 1
√ dx = lim √ dx = 2
0 x a→0+ a x
Page 4 of 7
Section 8.8: Improper Integrals MATH 142
Definition: Integrals of functions that become infinite at a point within the interval of integration are called improper
integrals of Type II.
3. If f (x) is discontinuous at c, where a < c < b, and continuous on [a, c) ∪ (c, b], then
ˆ b ˆ c ˆ b
f (x) dx = f (x) dx + f (x) dx.
a a c
In each case, if the limit is finite we sat that the improper integral converges and that the limit is the
value of the improper integral. If the limit fails to exist, the improper integral diverges
ˆ 1 ˆ b
1 1
dx = lim− dx
0 1−x b→1 0 1−x
ˆ b
1
= lim − dx
b→1− 0 x − 1
b
= lim− − ln |x − 1|
b→1
0
b
= lim− − ln(x − 1)
b→1
0
= lim − ln(1 − b)
b→1−
= − (−∞)
= ∞
Page 5 of 7
Section 8.8: Improper Integrals MATH 142
Tests for Convergence: When we cannot evaluate an improper integral directly, we try to determine whether it converges
of diverges. If the integral diverges, we are done. If it converges we can use numerical methods to approximate its value.
The principal tests for convergence or divergence are the Direct Comparison Test and the Limit Comparison Test.
Direct Comparison Test for Integrals: If 0 ≤ f (x) ≤ g(x) on the interval (a, ∞], where a ∈ R, then,
ˆ ∞ ˆ ∞
1. If g(x) dx converges, then so does f (x) dx.
a a
ˆ ∞ ˆ ∞
2. If f (x) dx diverges, then so does g(x) dx.
a a
2. If the area under the curve of f (x) is infinite and g(x) is bounded below by f (x), then the area under the curve of
g(x) must be “less than or equal to” the area under the curve of g(x). Since there is no finite number “greater than”
infinity, the area under g(x) must also be infinite.
cos2 (x) 1
≤ 2.
x2 x
1
So then we can use g(x) := . So,
x2
ˆ ∞ ˆ ∞ ˆ b
cos2 (x)
1 1 1 1 1
0≤ dx ≤ dx = lim dx = lim − − − = .
2 x2 2 x2 b→∞ 2 x2 b→∞ b 2 2
ˆ ∞
cos2 (x)
So dx converges.
2 x2
1 1
Since x ≥ x − e−x , f (x) := ≤ =: g(x) for all x ≥ 3. So,
x x − e−1
ˆ ∞ ˆ ∞
0≤ f (x) dx ≤ g(x) dx.
3 3
ˆ ∞ ˆ ∞
1 1
By the Direct Comparison Test then, dx diverges since dx diverges.
3 x − e−x 3 x
Page 6 of 7
Section 8.8: Improper Integrals MATH 142
Limit Comparison Test for Integrals: If the positive functions f (x) and g(x) are continuous on [a, ∞), and if
f (x)
lim = L, 0 < L < ∞,
x→∞ g(x)
then
ˆ ∞ ˆ ∞
f (x) dx and g(x) dx
a a
Why does this make sense? The convergence is really only dependent on the “tail” of the integral. That is, the convergence
is dictated by what happens “at infinity.” If for sufficiently large values of x, f (x) ≈ Lg(x) and one of the two integrals
converges, then the other one should also converge, since it is only off by “about a scalar multiple.” The same goes for
diverging, if one diverges, then multiplying it by a positive number won’t suddenly make it converge, so the other one
should also diverge.
converges.
1 1
Let f (x) := and g(x) := 2 . Then,
1 + x2 x
x2 1 + x2 − 1
f (x) 1
lim = lim = lim = lim 1 − = 1.
x→∞ g(x) x→∞ 1 + x2 x→∞ 1 + x2 x→∞ 1 + x2
ˆ ∞
1
So, by the Limit Comparison Test, the integral dx converges.
1 1 + x2
Example 9: Show that
ˆ ∞
1 − e−x
dx
1 x
dinverges.
1 − e−x 1
Let f (x) := and g(x) := . Then,
x x
f (x)
= lim 1 − e−x = 1.
lim
x→∞ g(x) x→∞
ˆ ∞
1 − e−x
So, by the Limit Comparison Test, the integral dx diverges.
1 x
Page 7 of 7