DCT & LCT for Improper Integrals

Goal

You are given a continuous, nonnegative function

f : [a, ∞) → [0, ∞)
R∞
and you want to determine whether a
f (x) dx is convergent or divergent.

Key Idea
R∞
Since f (x) ≥ 0, we know a
f (x) dx must either converges (to a finite number) or diverges to ∞.
One way to detemine this is to compare f to a continuous, nonnegative function g : [a, ∞) → [0, ∞)
R∞
where you know whether a g (x) dx is convergent or divergent.

Direct Comparison Test (DCT)

R∞ R∞
1. If 0 ≤ f (x) ≤ g (x) for each x ∈ [a, ∞) and 0
g (x) dx converges, then 0 f (x) dx converges.
R∞ R∞
2. If 0 ≤ g (x) ≤ f (x) for each x ∈ [a, ∞) and 0
g (x) dx diverges, then 0 f (x) dx diverges.
The DCT holds (also serves as a way to remember the DCT) since
Z ∞ Z ∞
0≤f ≤g ⇒ 0≤ f (x) dx ≤ g (x) dx
Za ∞ Z a∞
0≤g≤f ⇒ 0≤ g (x) dx ≤ f (x) dx
a a
Sing the song:
♪♪ Bound above by a convergent, below by a divergent. ♪♪

Limit Comparison Test (LCT)

f (x)
Let limx→∞ g(x)
=L and 0<L<∞ .
Then we now that for x sufficiently large (i.e. big enough)
 
L
g (x) ≤ f (x) ≤ (2L) g (x) .
2
So
R∞ R∞
0
f (x) dx converges ⇐⇒ 0
g (x) dx converges
which is the same as saying
R∞ R∞
0
f (x) dx diverges ⇐⇒ 0
g (x) dx diverges
R∞ R∞
i.e., 0 f (x) dx and 0 g (x) dx will “do the same thing.”

16.09.01 (yr.mn.dy) Page 1 of 2 Techniques of Integration

 Examples DCT & LCT for Improper Integrals

1. Determine whether the following (improper) integral is convergent or divergent.

Z ∞
dx
2 1 + ex
R dx
Comment. The indefinite integral 1+ex is do-able but it takes some work (first do a substitution
R dx
u = ex and then do partial fractions) to show that 1+e x
x = x − ln(1 + e ) + C. Let’s try to reduce

our work by using a comparison test.

Thinking Land. Let
1
f (x) = where f : [2, ∞) → [0, ∞) .
1 + ex
We want to compare f to a continuous nonnegative g : [2, ∞) → [0, ∞), where we can EASILY
R∞
figure out what 2 g (x) dx does. When x is big (think of as close to ∞)
1 1
x
≈ x
1+e e
R 1 R 1
and ex dx is alot easier to integrate than 1+ex dx. So we will try comparing f to
1
g (x) := where g : [2, ∞) → [0, ∞) .
ex
Compute
Z t Z t
dx 1 x=2 1 1 t→∞ 1
= e−x dx = −e−x |x=t x=2 = | = − t −−−−→ − 0 = e−2 .
2 e
x
2 ex x=t e2 e e2
R∞ R ∞ dx
So 2 dx ex converges (in fact, 2 ex
= e−2 ).
Direct Comparison Test.
If x ∈ [2, ∞)1, then
1 1
ex ≤ 1 + ex and so f (x) = x
≤ x = g (x) . (1)
1+e e
R∞
So by the direct comparison test (we just ♪bound above by a convergent ♪), dx
2 1+ex
converges .
R ∞ dx
Note that the direct comparison test (DCT) does not tell us what number 2 1+ex converges to;
R ∞ dx R ∞ dx −2
all the DCT tells us is that 2 1+e x converges to some number and that 2 1+e x ≤ e .
Limit Comparison Test.
Compute
f (x) ex ∞
∞ ex
L:= lim = lim = lim = lim 1 = 1 .
x→∞ g (x) x→∞ 1 + ex L’H x→∞ ex x→∞
f (x) R∞
Since limx→∞ g(x) exists and is strictly between 0 & ∞ and furthermore 2 g (x) dx converges, the
R∞
Limit Comparison Test (LCT) tells us that 2 f (x) dx converges .
R∞
As with the DCT, the LCT does not tell us to what precise number 2 f (x) dx converges.
2. Determine whether the following (improper) integral is convergent or divergent.
Z ∞
dx
2 −1 + ex
1Recall x ∈ [2, ∞) reads “x is an element of the set [2, ∞)” and so x ∈ [2, ∞) is just saying x ≥ 2.

16.09.01 (yr.mn.dy) Page 2 of 2 Techniques of Integration