IMPROPER INTEGRALS

ELECTRONIC VERSION OF LECTURE

HoChiMinh City University of Technology

Faculty of Applied Science, Department of Applied Mathematics

(HCMUT-OISP) IMPROPER INTEGRALS 1 / 39

OUTLINE

1 T YPE 1: INFINITE INTERVALS

2 T YPE 2: INFINITY DISCONTINUOUS INTEGRANDS

3 MATL AB

(HCMUT-OISP) IMPROPER INTEGRALS 2 / 39

 Definition of an improper integral of type 1 a+∞ f (x)d x
R
Type 1: Infinite intervals

T YPE 1: INFINITE INTERVALS

DEFINITION 1.1
Let f (x) be defined for every number x Ê a and be
integrable
Rb
on every interval [a, b]. Then
Φ(b) = a f (x)d x is defined on the interval [a, +∞). The
limit Z b
I = lim Φ(b) = lim f (x)d x (1)
b→+∞ b→+∞ a

is called an improper integral of type 1 of function

Zf (x) on the interval [a, +∞) and denoted by
+∞
f (x)d x.
a

(HCMUT-OISP) IMPROPER INTEGRALS 3 / 39

 Definition of an improper integral of type 1 a+∞ f (x)d x
R
Type 1: Infinite intervals

DEFINITION 1.2
Z b
1
If the limit I = limf (x)d x exists (as a finite
b→+∞ a
Z +∞
number) then the improper integrals f (x)d x
a
are called convergent.
Z b
2
If the limit I = lim f (x)d x does not exist or is
b→+∞ a
equal to ∞ then the improper integrals
Z +∞
f (x)d x are called divergent.
a

(HCMUT-OISP) IMPROPER INTEGRALS 4 / 39

 Type 1: Infinite intervals Geometric meaning

GEOMETRIC MEANING
Z +∞
If f (x) Ê 0, ∀x ∈ [a, +∞) and the integral f (x)d x is
aZ
+∞
convergent then the improper integrals f (x)d x
a
can be interpreted as an area of the region
S = {(x, y)|x Ê a, 0 É y É f (x)}.

(HCMUT-OISP) IMPROPER INTEGRALS 5 / 39

 Type 1: Infinite intervals Geometric meaning

According to geometric meaning of an improper

Z +∞
integral of type 1: f (x)d x , if
a
lim f (x) = A 6= 0
x→+∞
and f (x) is integrable on every interval
Z b] ⊂ [a, +∞), then the improper integrals
[a,
+∞
f (x)d x are divergent.
a

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 Rb
Type 1: Infinite intervals Definition of an improper integral of type 1 −∞ f (x)d x

DEFINITION 1.3
Let f (x) be defined for every number x É b and be
integrable on every interval [a, b]. Then
Z b
Ψ(a) = f (x)d x is defined on the interval (−∞, b].
a
The limit
Z b
I = lim Ψ(a) = lim f (x)d x (2)
a→−∞ a→−∞ a

is called an improper integral of type 1 of function

f (x) on the interval (−∞, b] and denoted by
Z b
f (x)d x.
−∞
(HCMUT-OISP) IMPROPER INTEGRALS 7 / 39
 Rb
Type 1: Infinite intervals Definition of an improper integral of type 1 −∞ f (x)d x

DEFINITION 1.4
Z b
1
If the limit I = lim f (x)d x exists (as a finite
a→−∞ a
Z b
number) then the improper integrals f (x)d x
−∞
are called convergent.
Z b
2
If the limit I = lim f (x)d x does not exist or is
a→−∞ a
Z b
equal to ∞ then the improper integrals f (x)d x
−∞
are called divergent.

(HCMUT-OISP) IMPROPER INTEGRALS 8 / 39

 Type 1: Infinite intervals Geometric meaning

GEOMETRIC MEANING
Z b
If f (x) Ê 0, ∀x ∈ (−∞, b], and the integral f (x)d x is
Z−∞b
convergent then the improper integrals f (x)d x
−∞
can be interpreted as an area of the region
S = {(x, y)|x É b, 0 É y É f (x)}.

(HCMUT-OISP) IMPROPER INTEGRALS 9 / 39

 R +∞
Type 1: Infinite intervals Definition of an improper integral of type 1 −∞ f (x)d x

DEFINITION 1.5
If f (x) is defined on R and integrable on every interval
[a, b] then for every number c ∈ R, the improper
integral of type 1 of function f (x) on (−∞, +∞) is
defined by
Z +∞ Z c Z +∞
f (x)d x = f (x)d x + f (x)d x. (3)
−∞ −∞ c

Z +∞
The improper integral of type 1 f (x)d x is
−∞
Z c Z +∞
convergent if both f (x)d x and f (x)d x are
−∞ c
convergent.
(HCMUT-OISP) IMPROPER INTEGRALS 10 / 39
 Type 1: Infinite intervals Newton-Leibniz’s Formula

NEWTON-LEIBNIZ’S FORMULA
Suppose that f (x) has antiderivative F (x) on the
interval [a, +∞) and is intergrable on every interval
Z +∞
[a, b]. The improper integral of type 1 f (x)d x is
a
convergent if and only if lim F (b) = F (+∞) exists as a
b→+∞
finite number. Then
Z +∞ ¯+∞
f (x)d x = F (+∞) − F (a) = F (x)¯ (4)
¯
a a

(HCMUT-OISP) IMPROPER INTEGRALS 11 / 39

 Type 1: Infinite intervals Newton-Leibniz’s Formula

NEWTON-LEIBNIZ’S FORMULA
Suppose that f (x) has antiderivative F (x) on the
interval (−∞, b] and is intergrable on every interval
Z b
[a, b]. The improper integral of type 1 f (x)d x is
−∞
convergent if and only if lim F (a) = F (−∞) exists as
a→−∞
a finite number. Then
Z b ¯b
f (x)d x = F (b) − F (−∞) = F (x)¯ (5)
¯
−∞ −∞

(HCMUT-OISP) IMPROPER INTEGRALS 12 / 39

 Type 1: Infinite intervals Newton-Leibniz’s Formula

Z +∞ Z c Z +∞
f (x)d x = f (x)d x +
f (x)d x
−∞ −∞ c
³ ´ µ ¶
= F (c) − lim F (a) + lim F (b) − F (c)
a→−∞ b→+∞
Z +∞
The improper integral of type 1 f (x)d x is
−∞
convergent if and only if lim F (a) and lim F (b)
a→−∞ b→+∞
exist as finite numbers
Z +∞ ¯+∞
f (x)d x = F (+∞) − F (−∞) = F (x)¯ (6)
¯
−∞ −∞

(HCMUT-OISP) IMPROPER INTEGRALS 13 / 39

 Type 1: Infinite intervals Newton-Leibniz’s Formula

EXAMPLE 1.1
Z +∞
Evaluate I = cos xd x.
0

SOLUTION
¯+∞
I = sin x ¯ = lim sin b − sin 0 = lim sin b.
¯
0 b→+∞ b→+∞

The limit lim sin b does not exist. Therefore the

b→+∞
improper integral I is divergent.

(HCMUT-OISP) IMPROPER INTEGRALS 14 / 39

 Type 1: Infinite intervals Newton-Leibniz’s Formula

EXAMPLE 1.2
−1
dx
Z
Evaluate I = 2
−∞ x

SOLUTION
1 ¯¯−1
¯
1
I = − ¯ = 1 + lim = 1.
x −∞ a→−∞ a

Therefore, the improper integral I is convergent.

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 Type 1: Infinite intervals Newton-Leibniz’s Formula

EXAMPLE 1.3
+∞
dx
Z
Evaluate I =
−∞ 1 + x2

SOLUTION
¯+∞
I = arctan x ¯ = lim arctan b − lim arctan a
¯
−∞ b→+∞ a→−∞
π ³ π´
= − − = π.
2 2
So the given integral I is convergent.

(HCMUT-OISP) IMPROPER INTEGRALS 16 / 39

 Type 1: Infinite intervals Newton-Leibniz’s Formula

EXAMPLE 1.4
Z +∞
2
Evaluate I = xe −x d x
0

SOLUTION
+∞
¯+∞
1 1 1 1 1
Z
−x 2 2 2
d (−x 2 ) = − e −x ¯¯ = lim − e −b + =
¯
I =− e
2 0 2 0 b→+∞ 2 2 2
So the given integral I is convergent.

(HCMUT-OISP) IMPROPER INTEGRALS 17 / 39

 Type 1: Infinite intervals Newton-Leibniz’s Formula

EXAMPLE 1.5
For what values of α is the integral
+∞
dx
Z
I=
1 xα
convergent?

If α 6= 1 then
µ ¶
1 1 1
I =− lim −
α−1 x→+∞ x α−1 1α−1
1 1
If α > 1, then lim = 0. Therefore I = and so
x→+∞ x α−1 α−1
the integral I converges.
(HCMUT-OISP) IMPROPER INTEGRALS 18 / 39
 Type 1: Infinite intervals Newton-Leibniz’s Formula

1
If α < 1, then lim = +∞ and so the integral I
x→+∞ x α−1
diverges.
If α = 1, then I = lim ln |x| − ln 1 = +∞ and so the
x→+∞
integral I diverges.
SUMMARY
+∞
dx
Z
1
If α > 1 then I = converges.
1 xα
Z +∞
dx
2
If α É 1 then I = diverges.
1 xα

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 Type 1: Infinite intervals A comparison test for improper integrals of type 1

A COMPARISON TEST FOR IMPROPER INTEGRALS OF

TYPE 1

THEOREM 1.1
Suppose that f and g are continuous functions on
every interval [a, b] ⊂ [a, +∞) with 0 É g (x) É f (x),
∀x Ê a.
Z +∞ Z +∞
1
If f (x)d x is convergent, then g (x)d x is
a a
convergent.
Z +∞ Z +∞
2
If g (x)d x is divergent then f (x)d x is
a a
divergent.

(HCMUT-OISP) IMPROPER INTEGRALS 20 / 39

 Type 1: Infinite intervals A comparison test for improper integrals of type 1

1
If the area under the top curve y = f (x) is finite,
then so is the area under the bottom curve
y = g (x).
2
If the area under y = g (x) is infinite, then so is the
area under y = f (x).
(HCMUT-OISP) IMPROPER INTEGRALS 21 / 39
 Type 1: Infinite intervals A comparison test for improper integrals of type 1

EXAMPLE 1.6
DetermineZ whether the integral is convergent or
+∞
1 + e −x
divergent dx
1 x

SOLUTION
1 + e −x 1
>
x x
+∞
1
Z
Since d x is divergent, so the integral
1 x
+∞
1 + e −x
Z
d x is divergent.
1 x

(HCMUT-OISP) IMPROPER INTEGRALS 22 / 39

 Definition of an improper integral of type 2 ab f (x)d x on [a, b)
R
Type 2: Infinity discontinuous integrands

T YPE 2: INFINITY DISCONTINUOUS INTEGRANDS

Suppose that f is defined on a finite interval [a, b)
but has a vertical asymptote as x → b − and f is
integrable on every interval [a, η] ⊂ [a, b). Then
Z η
Φ(η) = f (x)d x is defined on the interval [a, b).
a

DEFINITION 2.1
The limit of function Φ(η) as η → b − is called an
improper integral of type 2 on the interval [a, b)
Z b Z η
f (x)d x = lim− Φ(η) = lim− f (x)d x (7)
a η→b η→b a

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 Definition of an improper integral of type 2 ab f (x)d x on [a, b)
R
Type 2: Infinity discontinuous integrands

DEFINITION 2.2
Z η
1
If lim− Φ(η) = lim− f (x)d x exists (as a finite
η→b η→b a
number) then the improper integral of type 2
Z b
f (x)d x converges.
a
Z η
2
If lim− Φ(η) = lim− f (x)d x does not exist or is
η→b η→b a
equal to ∞ then the improper integral of type 2
Z b
f (x)d x diverges.
a

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 Type 2: Infinity discontinuous integrands Geometric meaning

GEOMETRIC MEANING
Z b
If f (x) Ê 0, ∀x ∈ [a, b) and the integral
f (x)d x is
Z b a

convergent then the improper integrals f (x)d x

a
can be interpreted as an area of the region
S = {(x, y)|a É x < b, 0 É y É f (x)}, where x = b is the
vertical asymptote of the graph of function f (x)

(HCMUT-OISP) IMPROPER INTEGRALS 25 / 39

 Definition of an improper integral of type 2 ab f (x)d x on (a, b]
R
Type 2: Infinity discontinuous integrands

Suppose that f is defined on a finite interval (a, b]

but has a vertical asymptote as x → a + and f is
integrable on every interval [ξ, b] ⊂ (a, b]. Then
Z b
Ψ(ξ) = f (x)d x is defined on the interval (a, b].
ξ

DEFINITION 2.3
The limit of function Ψ(ξ) as ξ → a + is called an
improper integral of type 2 on the interval (a, b]
Z b Z b
f (x)d x = lim+ Ψ(ξ) = lim+ f (x)d x (8)
a ξ→a ξ→a ξ

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 Definition of an improper integral of type 2 ab f (x)d x on (a, b]
R
Type 2: Infinity discontinuous integrands

DEFINITION 2.4
Z b
1
If lim+ Ψ(ξ) = lim+ f (x)d x exists (as a finite
ξ→a ξ→a ξ
number) then the improper integral of type 2
Z b
f (x)d x converges.
a
Z b
2
If lim+ Ψ(ξ) = lim+ f (x)d x does not exist or is
ξ→a ξ→a ξ
equal to ∞ then the improper integral of type 2
Z b
f (x)d x diverges.
a

(HCMUT-OISP) IMPROPER INTEGRALS 27 / 39

 Type 2: Infinity discontinuous integrands Geometric meaning

GEOMETRIC MEANING
Z b
If f (x) Ê 0, ∀x ∈ (a, b] and the integral
f (x)d x is
Z b a

convergent then the improper integrals f (x)d x

a
can be interpreted as an area of the region
S = {(x, y)|a < x É b, 0 É y É f (x)}, where x = a is the
vertical asymptote of the graph of function f (x)

(HCMUT-OISP) IMPROPER INTEGRALS 28 / 39

 Definition of an improper integral of type 2 a f (x)d x, c ∈ [a, b] is
Type 2: Infinity discontinuous integrands point of discontinuity

If f has a infinity discontinuity as x → c, where

Z b
c ∈ (a, b) then f (x)d x is defined by
a

Z b Z c Z b
f (x)d x = f (x)d x + f (x)d x (9)
a a c

DEFINITION 2.5
Z b
The improper integral of type 2 f (x)d x converges if
a
Z c Z b
both integrals f (x)d x and f (x)d x are
a c
convergent.
(HCMUT-OISP) IMPROPER INTEGRALS 29 / 39
 Definition of an improper integral of type 2 a f (x)d x, c ∈ [a, b] is
Type 2: Infinity discontinuous integrands point of discontinuity

(HCMUT-OISP) IMPROPER INTEGRALS 30 / 39

 Type 2: Infinity discontinuous integrands Newton-Leibniz’s formula

NEWTON-LEIBNIZ’S FORMULA
Suppose that f (x) has antiderivative F (x) on every
intervals [a, η] ⊂ [a, b) and lim− f (x) = ∞. The
x→b
Z b
improper integral of type 2 f (x)d x is convergent if
a
and only if lim− F (η) = F (b − 0) exists as a finite
η→b
number. Then
Z b ¯b −
f (x)d x = F (b − 0) − F (a) = F (x)¯ . (10)
¯
a a

(HCMUT-OISP) IMPROPER INTEGRALS 31 / 39

 Type 2: Infinity discontinuous integrands Newton-Leibniz’s formula

NEWTON-LEIBNIZ’S FORMULA
Suppose that f (x) has antiderivative F (x) on every
intervals [ξ, b] ⊂ (a, b] and lim+ f (x) = ∞. The improper
x→a
Z b
integral of type 2 f (x)d x is convergent if and only
a
if lim+ F (ξ) = F (a + 0) exists as a finite number. Then
ξ→a

Z b ¯b
f (x)d x = F (b) − F (a + 0) = F (x)¯ + . (11)
¯
a a

(HCMUT-OISP) IMPROPER INTEGRALS 32 / 39

 Type 2: Infinity discontinuous integrands Newton-Leibniz’s formula

NEWTON-LEIBNIZ’S FORMULA
Suppose that f (x) has antiderivative F (x) on every
subintervals [a, η] ⊂ [a, c), antiderivative G(x) on
every subintervals [ξ, b] ⊂ (c, b] and lim f (x) = ∞. The
x→c
Z b
improper integral of type 2 f (x)d x is convergent if
a
and only if lim− F (η) = F (c − 0) and lim+ G(ξ) = G(c + 0)
η→c ξ→c
exist as a finite number. Then
Z b
f (x)d x = F (c − 0) − F (a) +G(b) −G(c + 0). (12)
a

(HCMUT-OISP) IMPROPER INTEGRALS 33 / 39

 Type 2: Infinity discontinuous integrands Newton-Leibniz’s formula

EXAMPLE 2.1
1
dx
Z
Evaluate I =
0 x

SOLUTION
1
We have lim = +∞. Therefore x = 0 is vertical
x→0+ x
asymptote. Since
¯1
I = ln |x|¯ = ln 1 − lim ln |a| = +∞.
¯
0 a→0+

so improper integral I is divergent.

(HCMUT-OISP) IMPROPER INTEGRALS 34 / 39

 Type 2: Infinity discontinuous integrands Newton-Leibniz’s formula

EXAMPLE 2.2
1
arccos x
Z
Evaluate I = p dx
−1 1−x 2

arccos x
SOLUTION We have lim p = +∞. Therefore
x→−1+ 1 − x2
x = −1 is vertical asymptote.In other hand, x = 1 is
arccos x
not vertical asymptote because lim p = 1.
x→1− 1 − x2
Since
1
1
Z ¯1
2
I =− arccos xd (arccos x) = − · (arccos x)¯
¯
−1 2 −1
1 π 2
= − (arccos2 1 − lim arccos2 x) =
2 x→−1+ 2
so improper integral I is convergent.
(HCMUT-OISP) IMPROPER INTEGRALS 35 / 39
 Type 2: Infinity discontinuous integrands Newton-Leibniz’s formula

EXAMPLE 2.3
b
dx
Z
Evaluate I = , (a < b)
a (b − x)α

SOLUTION
b−ε
dx 1
Z ¯b−ε
−α+1 ¯
I = lim+ =− lim (b − x)
(b − x)α
¯
ε→0 a −α + 1 ε→0+ a
1 1
= lim+ ε−α+1 + (b − a)−α+1
α − 1 ε→0 −α + 1
If α < 1 then lim+ ε−α+1 = 0.
ε→0
If α > 1 then lim+ ε−α+1 = ∞.
ε→0

(HCMUT-OISP) IMPROPER INTEGRALS 36 / 39

 Type 2: Infinity discontinuous integrands Newton-Leibniz’s formula

If α = 1 then
Zb−ε
dx ¯b−ε
I = lim+ = − lim+ ln |b − x|¯
¯
ε→0 b−x ε→0 a
a
= − lim+ ln |ε| + ln(b − a) = ∞.
ε→0

SUMMARY
b
dx
Z
1
If α < 1, then improper integral
a (b − x)α
converges.
b
dx
Z
2
If α Ê 1, then improper integral
a (b − x)α
diverges.
(HCMUT-OISP) IMPROPER INTEGRALS 37 / 39
 MatLab

EVALUATING INTEGRALS

1
>> s yms x; >> i nt (1/(1 + x 2 ), 0, i n f ) ⇒ Ans = pi /2
2
>> s yms x; >> i nt (1/(1 + x), 0, i n f ) ⇒ Ans = I n f
3
>> s yms x; >> i nt (1/sqr t (x), 0, 1) ⇒ Ans = 2
4
>> s yms x; >> i nt (1/x, 0, 1) ⇒ Ans = I n f

(HCMUT-OISP) IMPROPER INTEGRALS 38 / 39

 MatLab

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(HCMUT-OISP) IMPROPER INTEGRALS 39 / 39