UNIT 4 – IMPROPER INTEGRATION

Improper Integral

Recall that in the definition of the definite integral ∫ f x dx , we assumed that that the limits
of integration were finite and that the integrand was continuous for every value of x in the
closed interval [a, b], where a and b are real numbers. If either of these two conditions is not
satisfied, the integral is called an improper integral. In this section, we will discuss two types
of improper integral.

1.1. Type I. Integrals with Infinite Limits

A definite integral, in which one or both limits of integration are infinite, is defined by the
relations:
a. If f x is continuous for all values of x and if the upper limit of integration is
infinite, then,
b
∞
∫ lim f x dx , if this limit exists
b→∞ a
b. If f x is continuous for all values of x b and if the lower limit of integration is
infinite, then,
b
∫−∞ lim f x dx, if this limit exists
a→−∞ a
c. If f x is continuous for all values of x and when both limits of integration are infinite,
then,
∞ 𝑐 𝑏
lim 𝑓 𝑥 𝑑𝑥 + lim 𝑓 𝑥 𝑑𝑥, if both limit exists
𝑎→−∞ 𝑎 𝑏→∞ 𝑐
−∞

Take note that in the above three definitions, if the limit exists and is a finite number, the
improper integral is convergent. However if the limit either does not exist or is , the
improper integral is divergent. Moreover, in definition c), if the limit exists, it is independent
of the choice of a real number c. Usually, the c is taken as zero. This improper integral
requires BOTH of the integrals to be convergent in order for this integral to also be
convergent.
Evaluate the integral and determine whether it is convergent or divergent.
𝑏
∞ 1 1
Example 1. ∫1 lim 𝑑𝑥
𝑏→∞ 1 𝑥 3 2

1 𝑏 1 1
𝑥 −2 𝑏 −2 1−2
lim lim −
𝑏→∞ 1 𝑏→∞ 1 1
− − −
2 1 2 2
−2 −1 2 + 2 0
lim −2𝑏
lim
𝑏→∞ +2 − +2 0+2 2
𝑏→∞ 𝑏1 2

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UNIT 4 – IMPROPER INTEGRATION

So, the integral is convergent since the limit exists and is a finite number.

∞
Example 2. ∫

𝑏 ∞
𝑑𝑥 ln 𝑥 −1
lim lim
𝑏→∞ 𝑒 𝑥𝑙𝑛2 𝑥 𝑏→∞ −1 𝑒
∞
−1 −1 −1
lim lim −
𝑏→∞ ln 𝑥 𝑒 𝑏→∞ ln 𝑏 ln 𝑒
0+1 1
Hence, the integral is convergent since the limit exists and is finite.

0
Example 3. ∫−∞ e5 dx
0
lim 𝑒 5𝑥 𝑑𝑥
𝑎→ −∞ 𝑎

1 5𝑥 0
lim 𝑒
𝑎→ −∞ 5 𝑎
1 0
lim 𝑒 − 𝑒 5𝑎
𝑎→ −∞ 5
1 1
1−0
5 5

Since the limit exists and is finite, then, the integral is convergent.
0 0
Example 4. ∫−∞ 𝑑𝑥
4− lim 2
𝑎→ −∞ 𝑎 4−𝑥
0 0
4 − 𝑥 −1 1
lim − lim
𝑎→ −∞ −1 𝑎
𝑎→ −∞ 4−𝑥 𝑎
1 1
lim −
𝑎→ −∞ 4 4−𝑎
1 1
−0
4 4
Hence, the integral is convergent.

∞
Example 5. ∫− ∞
25
0 𝑏
𝑑𝑥 𝑑𝑥
lim 2
+ lim
𝑎→ −∞ 𝑎 𝑥 + 25 𝑏→∞ 𝑜 𝑥2 + 25
0 b
dx dx
lim + lim
a→ −∞ a x 2 + 25 b→∞ 0 x 2 + 25

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UNIT 4 – IMPROPER INTEGRATION

0 𝑏
1 𝑥 1 𝑥
lim 𝐴𝑟𝑐𝑡𝑎𝑛 + lim 𝐴𝑟𝑐𝑡𝑎𝑛
𝑎→ −∞ 5 5 𝑎 𝑏→∞ 5 5 0

1 𝑎 1 0
lim 𝐴𝑟𝑐𝑡𝑎𝑛 0 − 𝐴𝑟𝑐𝑡𝑎𝑛 + lim 𝐴𝑟𝑐𝑡𝑎𝑛 𝑏 − 𝐴𝑟𝑐𝑡𝑎𝑛
𝑎→ −∞ 5 5 𝑏→∞ 5 5
1 𝜋 1 𝜋 2𝜋 𝜋
0− − + −0
5 2 5 2 10 5

Thus, the integral is convergent.

∞ −
Example 6. ∫− ∞
0 ∞ 0
𝑥𝑒 −𝑥 𝑑𝑥 + 𝑒 −𝑥 𝑑𝑥 lim 𝑥𝑒 −𝑥 𝑑𝑥 + lim 𝑥𝑒 −𝑥 𝑑𝑥
−∞ 0 𝑎→−∞ 𝑎 𝑏→∞

1 −𝑥 0 1 −𝑥 𝑏
lim 𝑒 + lim 𝑒
𝑎→ −∞ −2 𝑎 𝑏→∞ −2 0
1 0 1
lim 𝑒 − 𝑒 −𝑎 + lim 𝑒 −𝑏 − 𝑒 0
𝑎→ −∞ 2 𝑏→∞ 2
1 1
1−0 + 0−1 0
2 2
Therefore, the integral is convergent.

∞ −
Example 7. ∫0
𝑏
lim 𝑥𝑒 −𝑥 𝑑𝑥Integrate parts: 𝑢 𝑥, 𝑑𝑢 𝑑𝑥, 𝑑𝑣 𝑒 −𝑥 𝑑𝑥, 𝑣 −𝑒 −𝑥
𝑏→∞ 0
𝑏
lim −𝑥𝑒 −𝑥 − 𝑒 −𝑥 0
𝑏→∞
𝑏
lim −𝑒 −𝑥 𝑥 + 1 0
𝑏→∞

lim −𝑒 −𝑏 𝑏 + 1 − −𝑒 0 0 + 1
𝑏→∞
𝑏+1
lim +1
𝑏→∞ −𝑒 𝑏
𝑏+1
However, lim − is an Indeterminate form. Thus, we pply L’ Hospit l’s Rule on
𝑏→∞ −𝑒 𝑏
limit evaluation.
𝑏+1 1
lim lim 0
𝑏→∞ −𝑒 𝑏 𝑏→∞ −𝑒 𝑏

∞ −
Therefore, ∫0 0+1 1
∞ −
Hence, ∫0 is convergent.

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UNIT 4 – IMPROPER INTEGRATION

∞1
Example 8. ∫1
𝑏
1
lim 𝑑𝑥
𝑏→∞ 1 𝑥
𝑏
lim ln 𝑥 1
𝑏→∞

lim ln 𝑏 − ln 1
𝑏→∞

−0
Since the limit does not exist as a finite number, then, the integral is divergent.

0 1
Example 9. ∫−∞
3−
0
1
lim 𝑑𝑥
𝑎→ −∞ 𝑎 3−𝑥
1 0
3−𝑥 2
lim −
𝑎→ −∞ 1
2 𝑎
lim −2 3 + 2 3 − 𝑎
𝑎→ −∞

−2 3 +

The limit is infinite; hence, the integral is divergent.

∞ 1
This is a fact: If 0, then, ∫ is convergent if 1, and divergent if 1 Furthermore,
∞ 1
regardless of the value of the number , the improper integral ∫0 is always divergent.

1.2. Type II. Integral with Infinite Discontinuity in the Integrand

On the first two cases, the function has such a discontinuity at an endpoint of the closed interval
[a, b].
a) If f x is continuous at [a, b) and is discontinuous at b, then,

𝐛 𝒃
𝐟 𝐱 𝐝𝐱 𝐥𝐢𝐦− 𝒇 𝒙 𝒅𝒙 , if this limit exists (as a finite number)
𝐚 𝒕→𝒃 𝒂

The improper integral is called convergent if the corresponding limit exists and is
divergent if the limit does not exist.

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UNIT 4 – IMPROPER INTEGRATION

b) If f x is continuous at (a, b] and is discontinuous at a, the

𝐛 𝐛
𝐟 𝐱 𝐝𝐱 𝐥𝐢𝐦+ 𝐟 𝐱 𝐝𝐱 , if this limit exists (as a finite number)
𝐚 𝐭→𝐚 𝐭

The improper integral is called convergent if the corresponding limit exists and is
divergent if the limit does not exist.

c) If has discontinuity at a point in the interval , , say x (a vertical

b
asymptote), where , then the improper integral ∫a f x dx is defined as

∫ ∫ +∫
The improper integral is said to converge if both terms converge and diverge if either
diverges.

2
Example 1. ∫1 1−
1
Solution: Observe that this integral is an improper integral since 1−
has discontinuity

at 1, the lower limit of integration and which is a vertical asymptote of the curve.
1. Express the integral as the limit of a proper integral.
2
2
dx dx
lim+
1 − x t→1 t 1 − x
1

2. Evaluate the integral.

2 d 2
∫11−
lim − ln 1 − x t
t→1+

lim − ln 1 − 2 − ln 1 − t
t→1+
𝑙𝑖𝑚 − 𝑙𝑛 −1 + 𝑙𝑖𝑚+ 𝑙𝑛 1 − 𝑡
𝑡→1+ 𝑡→1

3. Evaluate the limit

2 d
∫11−
0+ − −
Since the limit does not exist (not a finite number), then the integral is divergent.

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UNIT 4 – IMPROPER INTEGRATION

3
Example 2. ∫0
−
1
Solution: The given integral is improper since the function has vertical
−

asymptotes at 3, the points of discontinuity of the curve.

3 t
dx dx
lim−
0 9 − x2 t→3 0 9 − x2
x t
lim− Ar sin
t→3 3 0
t 0
lim− Ar sin − Ar sin
t→3 3 3
Ar sin 1 − Ar sin 0
π π
=2−0 2
The limit exists and is a finite number; hence, the integral is convergent.

1
Example 3. ∫−1
1
Solution: The function is discontinuous at 0 , the vertical asymptote of the curve

and, similarly, take note that −1 0 1. Thus, the given integral is improper. At first glance,
you may be tempted to evaluate this as a proper integral. But this function has an asymptote
at x = 0. The presence of an asymptote at one of the limits of integration forces you to
evaluate this one as an improper integral. When the integrand has an infinite discontinuity at
an interior point of the interval, say at x = c, where a < c < b, we subdivide the interval.

0 1
dx dx
1 d +
∫−1 −1 x 0 x
t 1
dx dx
lim− + lim+
t→0 −1 x t→0 t x
t
lim ln x −1 + lim+ln x 1t
t→0− t→0

𝑙𝑖𝑚 𝑙𝑛 𝑡 − 𝑙𝑛 −1 + 𝑙𝑖𝑚+ 𝑙𝑛 1 − 𝑙𝑛 𝑡
𝑡→0− 𝑡→0
1
dx
Since lim+ lim ln 1 − ln 𝑡 0− − .
t→0 t x 𝑡→0+

1
We, then say that the ∫−1 is divergent.

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UNIT 4 – IMPROPER INTEGRATION

∞ d
x mple 4 ∫1
−1

To evaluate the given integral, observe that the upper limit of integration is infinite (Type I),
at the same time, an infinite discontinuity at the lower limit x 1 ype Hen e,
∞ 2 b
𝑑𝑥 dx dx
lim+ + lim
2 t→1 2 b→∞ 2
1 𝑥 𝑥 −1 t x x −1 2 x x −1
2 b
lim Ar se x t + lim Ar se 2
t→1+ b→∞

lim Ar se 2 − Ar se t + lim Ar se b − Ar se 2
t→1+ b→∞
π π π
−0 + −
3 2 3
π
2

The limit exists; hence, the integral is convergent.

∞
Example 5. ∫0

Solution: Take note that evaluation of the above integral requires both Type I and Type II
approaches since the upper limit of integration is infinite (Type I) and has 0 as a
vertical asymptote, hence the lower limit of integration is a point of discontinuity. Thus,
∞ 1 ∞
𝑑𝑥 𝑑𝑥 𝑑𝑥
+
0 𝑥2 0 𝑥2 1 𝑥2
1 ∞
𝑑𝑥 𝑑𝑥
lim+ + lim
𝑡→0 𝑡 𝑥2 𝑏→∞ 1 𝑥2
1 ∞
1 1
lim+ − + lim −
𝑡→0 𝑥 𝑡 𝑏→∞ 𝑥 1

1
lim −1 + + lim −0 + 1
𝑡→0+ 𝑡 𝑏→∞

−1 + +1
The integral is divergent since the limit does not exist (not a finite number)

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UNIT 4 – IMPROPER INTEGRATION

SAQ19

NAME: ____________________________________________________ SCORE: ______________

SECTION: ___________DATE: _______________ PROF: __________________________________

Evaluate the following integrals and determine whether convergent or divergent.
∞
1 ∫0
4

∞ −
2 ∫0

∞
3 ∫0 ln

∞
1
4 3
0 +1 2

Integral Calculus Module 11 – Improper Integral Page 139

UNIT 4 – IMPROPER INTEGRATION

∞ 2 −
5 ∫−∞

1 1
6 ∫0
1−

7 ∫0
√25−16

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UNIT 4 – IMPROPER INTEGRATION

4
8 ∫0
√16−

4
9 ∫0
√4 −

10 ∫0
1 c

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UNIT 4 – IMPROPER INTEGRATION

ANSWERS TO SAQ19

1.
12

1
2. 2

3. divergent)

4. 2

5. divergent)

6. 2

7.

8. 4

9.

10. 2 2

Integral Calculus Module 11 – Improper Integral Page 142