Real Analysis Lec#40
Real Analysis Lec#40
Real Analysis Lec#40
Improper Integrals
Important Examples
Important results
0301-4889903
Lec#40 Real Analysis | Lecturer Mathematics preparation | Improper integrals
𝑏
Improper Integral: The integral 𝑥𝑑 )𝑥(𝑓 𝑎is said to be improper integral if
𝑏 ∞ ∞
1) Either 𝑎 = −∞ or 𝑏 = ∞ or both 𝑎 = −∞ and 𝑏 = ∞. i.e. −∞ 𝑓(𝑥) 𝑑𝑥 or 𝑥𝑑 )𝑥(𝑓 𝑎or −∞ 𝑓(𝑥) 𝑑𝑥
2 1
2) or 𝑓 is not bounded on 𝑎, 𝑏 . i.e. 0 𝑑𝑥 is not bounded at 𝑥 = 1.
𝑥−1
The integral න 𝑓 𝑥 𝑑𝑥 , if either a or b or both a and b are infinite so that the interval of integration is
𝑎 𝑏
unbounded but f is bounded, then න 𝑓 𝑥 𝑑𝑥 is called an improper integral of the first kind.
𝑎
𝑏
In other words, the integral 𝑓𝑜 𝑙𝑎𝑟𝑔𝑒𝑡𝑛𝑖 𝑟𝑒𝑝𝑜𝑟𝑝𝑚𝑖 𝑛𝑎 𝑑𝑒𝑙𝑙𝑎𝑐 𝑠𝑖 𝑥𝑑 𝑥 𝑓 𝑎1𝑠𝑡 𝑘𝑖𝑛𝑑 𝑖𝑓 𝑎 = ∞ 𝑜𝑟 𝑏 = −∞ or
both.
𝜆 ∞ ∞ 𝜆
If lim 𝑥𝑑 𝑥 𝑓 𝑎exists, then the integral 𝑥𝑑 𝑥 𝑓 𝑎converges and = 𝑥𝑑 𝑥 𝑓 𝑎lim 𝑥𝑑 𝑥 𝑓 𝑎.
𝜆→∞ 𝜆→∞
The integral න 𝑓 𝑥 𝑑𝑥 ,if both a and b are finite so that the interval of integration is finite but f has one or more
𝑎 𝑏
points of infinite discontinuity i.e., f is not bounded on [a,b], then න 𝑓 𝑥 𝑑𝑥 is called an improper integral of the
𝑎
second kind.
𝑏
In other words, the integral න 𝑓 𝑥 𝑑𝑥 is called an improper integral of 2nd kind if there exist one or more 𝑐
𝑎
∈ 𝑎, 𝑏 such that 𝑓 𝑥 is unbounded at c.
Examples:
2 2 2
1 1 1
න 𝑑𝑥 , න 𝑑𝑥 𝑎𝑛𝑑 න 𝑑𝑥
𝑥−1 𝑥−2 𝑥−1
1 1 0
The integral න 𝑓 𝑥 𝑑𝑥 ,if the interval of integration is unbounded (so that a or b or both are infinite) and f is also
𝑎 𝑏
Note:
∞ 𝑐 𝜆
Solution: Solution:
∞ 𝜆 ∞ 𝜆
3
−2
3
−2
1 1
න 1+𝑥 𝑑𝑥 = lim න 1 + 𝑥 𝑑𝑥 න 2 𝑑𝑥 = lim න 2 𝑑𝑥
𝜆→∞ 𝑥 +1 𝜆→∞ 𝑥 +1
1∞ 1 0∞ 0
3 1 𝜆 1 𝜆
−2 −2 −1
න 1+𝑥 𝑑𝑥 = lim −2 1 + 𝑥 න 2
𝑑𝑥 = lim tan 𝑥 0
𝜆→∞ 1 𝑥 +1 𝜆→∞
1∞ 0∞
3 1 1 1
න 1+𝑥 −2
𝑑𝑥 = −2 lim 1+𝜆 −2
− 2 −2 න 2 𝑑𝑥 = lim tan−1 𝜆
𝜆→∞ 𝑥 +1 𝜆→∞
1∞ 0∞
3
−2
1
−2
1 𝜋
න 1+𝑥 𝑑𝑥 = −2 0 − 2 = 2 න 2 𝑑𝑥 =
𝑥 +1 2
1 0