MATH1012 Mathematical Theory and

Methods

Week 6

1 / 26
Chapter 7: Improper integrals

For [a, b] a finite interval and f : [a, b] ! R a bounded

function, we can define the definite integral
Z b
f (x) dx.
a

Some integrals are not of this form but nevertheless have a

sensible interpretation.

2 / 26
Improper integrals

I Type I
Integration over an infinite interval

I Type II
Integration over a finite interval, but where the function is
not defined/not bounded.

3 / 26
Type I: Domain [a, 1)

Define Z Z
1 t
f (x) dx = lim f (x) dx
a t!1 a

The improper integral is defined as the limiting value of

suitably chosen definite integrals.

If limit exists, we say the improper integral is convergent, and

the limit still represent the “area” under the curve.

Otherwise, we say the improper integral is divergent

4 / 26
Type I: Domain ( 1, b]

Similarly
Z b Z b
f (x) dx = lim f (x) dx
1 t! 1 t

5 / 26
Type I (doubly improper)

Define Z Z Z
1 C 1
f (x) dx = f (x) dx + f (x) dx
1 1 C
where C is any convenient value.

The integral is convergent if and only if both improper integrals

are convergent.

6 / 26
Example 1
Is the following improper integral convergent or divergent?
Z 1
1
dx
1 x2

7 / 26
Example 2
Is the following improper integral convergent or divergent?
Z 1
1
dx
1 x

8 / 26
Powers of x?

For which values of p 6= 1 does this integral convergent?

Z 1
1
dx
1 xp

Z t
p 1 ⇥ ⇤
p t
x dx = x1 1
1 1 p
1
= t1 p
1
1 p
1
= 1 t1 p
p 1

9 / 26
Powers of x?
What is the value of the limit
1
lim 1 t1 p
?
t!1 p 1

If p > 1, then 1 p < 0 and

lim t1 p
= 0.
t!1

and so the improper integral converges and has value

1
.
p 1

10 / 26
Type II

Integrals such as
Z b
f (x) dx
a
where f (b) is not defined (vertical asymptote).

Define Z Z
b t
f (x) dx = lim f (x) dx
a t!b a

If limit exists, we say the improper integral is convergent,

otherwise divergent

11 / 26
Type II

Integrals such as
Z b
f (x) dx
a
where f (a) is not defined (vertical asymptote).

Define Z Z
b b
f (x) dx = lim f (x) dx
a t!a+ t

If limit exists, we say the improper integral is convergent,

otherwise divergent

12 / 26
Example 1

Is the following improper integral convergent or divergent?

Z 2
1
p dx
0 2 x

3.0

2.5

2.0

1.5

1.0

0.5 1.0 1.5 2.0

13 / 26
Example 1

Z 2 Z t
1 1
p dx = lim dx p
0 2 x t!2 2 x0
⇥ p ⇤t
= lim 2 2 x 0
t!2
p p
= lim 2 2 t + 2 2
t!2

14 / 26
Powers of x?

Now consider Z 1
1
dx.
0 xp
which is an improper integral when p > 0.

Analogously to before, we try

Z 1 Z 1
1 1
p
dx = lim p
dx
0 x t x
t!0 +

Must consider p = 1 and p 6= 1 separately.

15 / 26