MATH 112i - Calculus II

and Analytical Geometry

1

Lecture 8
 Improper Integral

 Numerical Integration
➢ Trapezoidal, and Simpson’s Rule
 Improper Integrals
• An improper integral is a definite integral that
has either or both limits infinite or an
integrand that approaches infinity at one or
more points in the range of integration.
• 1. Infinite Interval 2. Discontinuous Integrand

The value of the integration may be

value(convergent ) or ∞(divergent)
 Improper Integrals

Forms of improper integral of Type I

 Improper Integrals

Forms of improper integral of Type I

 Improper Integrals

Forms of improper integral of Type I

 Improper Integrals

Forms of improper integral of Type I

 Improper Integrals

Forms of improper integral of Type I

 Improper Integrals
Notes:-
𝒇(𝒙) 𝟎 ∞
L’hopital Rule:- 𝑰𝒇 lim
𝒙→𝒂 𝒈(𝒙)
=
𝟎
𝑶𝒓
∞
Then,
𝒇(𝒙) 𝒇′ 𝒙
lim = lim
𝒙→𝒂 𝒈(𝒙) 𝒙→𝒂 𝒈′(𝒙)
 Improper Integrals
Example– Evaluate the following integrals
∞
𝟏
න 𝟐 𝒅𝒙
𝟏 𝒙
𝒕
𝟏 𝟏 𝒕 𝟏
න 𝟐 𝒅𝒙 = − ቚ = − + 𝟏
𝟏 𝒙 𝒙 𝟏 𝒕
𝟏
lim − + 𝟏 = 𝟏
𝒕→∞ 𝒕

Convergent integration
 Improper Integrals
Example– Evaluate the following integrals
∞
𝟏
න 𝒅𝒙
𝟏 𝒙
𝒕
𝟏 𝒕
න 𝒅𝒙 = 𝒍𝒏𝒙 ቚ = 𝒍𝒏𝒕 − 𝒍𝒏𝟏
𝟏 𝒙 𝟏
lim 𝒍𝒏 𝒕 = ∞
𝒕→∞

Divergent integration
 Improper Integrals
Example– Evaluate the following integrals

𝟎
න 𝒆𝒙 𝒅𝒙
−∞
𝟎 𝟎
න 𝒆𝒙 𝒅𝒙 = 𝒆𝒙 ቚ = 𝟏 − 𝒆𝒕
𝒕 𝒕
lim 𝟏 − 𝒆𝒕 = 𝟏
𝒕→−∞

Convergent integration
 Improper Integrals
Example– Evaluate the following integrals
∞
𝟏
න 𝟐+𝟏
𝒅𝒙
−∞ 𝒙
𝟎 ∞
𝒅𝒙 𝒅𝒙
න 𝟐
+න 𝟐 = 𝑰𝟏 + 𝑰𝟐
−∞ 𝒙 + 𝟏 𝟎 𝒙 +𝟏
𝟎 𝒅𝒙 𝟎
𝑰𝟏 = lim න = 𝒕𝒂𝒏−𝟏 𝒙 ቚ = 𝝅/𝟐 𝑰𝟏 is Convergent integration
𝒕→−∞ 𝒕 𝒙𝟐 + 𝟏 𝒕
𝒕 𝒅𝒙 −𝟏 𝒕
Similarly 𝑰𝟐 = lim ‫𝟐 𝟎׬‬ ȁ
= 𝒕𝒂𝒏 𝒙 𝟎 = 𝝅/𝟐
𝒕→∞ 𝒙 +𝟏
𝑰𝟐 is Convergent integration
∞
𝟏
∴න 𝟐
𝒅𝒙 = 𝑰𝟏 + 𝑰𝟐 = 𝝅 Convergent
−∞ 𝒙 + 𝟏
 Improper Integrals
Example– Evaluate the following integrals
∞
න 𝒙𝒆 −𝒙𝟐
𝒅𝒙
𝟎
𝑡 −𝑥 2
‫׬‬0 𝑥𝑒 𝑑𝑥➔Let 𝑧 = −𝑥 2 , dz = −2xdx
𝑥 = 0 =⇒ 𝑧 = 0 & 𝑥 = 𝑡 =⇒ 𝑧 = −𝑡 2
−𝑡 2 2
1 𝑧
1 𝑧 −𝑡 −1 −𝑡 2
− න 𝑒 𝑑𝑧 = − 𝑒 ቚ = (𝑒 − 1)
2 0 2 0 2
−1 −𝑡 2
lim (𝑒 − 1) = 0.5
𝑡→∞ 2
Convergent integration
 Improper Integrals
Example– Evaluate the following integrals
∞
න 𝒙𝒆−𝒙 𝒅𝒙 Using By Parts
𝟎
𝑡
lim − 𝒙𝒆−𝒙 − 𝒆−𝒙 ቚ
𝑡→∞ 0
lim (−𝒕 𝒆−𝒕 −𝒆−𝒕 +1)
𝑡→∞

−𝑡
lim ( 𝒕 ) + 1
𝑡→∞ 𝒆
−1
lim 𝒕
+1=0+1=1 Convergent integration
𝑡→∞ 𝒆
 Improper Integrals ∞ 𝒍𝒏𝒙
Example:- Find the following integration ‫𝒙𝒅 𝟐𝒙 𝟏׬‬

𝒕
𝒍𝒏𝒙 𝒍𝒏𝒙 𝟏 𝑡
න 𝟐
𝒅𝒙 = − − ቚ
𝟏 𝒙 𝒙 𝒙 1
𝒕 𝒍𝒏𝒕 𝟏
𝒍𝒏𝒙
න 𝟐
𝒅𝒙 = − − +𝟏
𝟏 𝒙 𝒕 𝒕
𝒕 𝒍𝒏𝒕 𝟏
lim න 𝒍𝒏𝒙 lim
𝑡→∞ 𝒅𝒙 = − − +𝟏
𝟐 𝑡→∞ 𝒕 𝒕
𝟏 𝒙
 Improper Integrals ∞ 𝒍𝒏𝒙
Example:- Find the following integration ‫𝒙𝒅 𝟐𝒙 𝟏׬‬
𝒍𝒏𝒕 𝟏
lim − − +𝟏
𝑡→∞ 𝒕 𝒕
𝒍𝒏𝒕
lim − −𝟎+𝟏
𝑡→∞ 𝒕

𝟏/𝒕
lim − −𝟎+𝟏
𝑡→∞ 𝟏
𝟎 −𝟎+𝟏=𝟏

Convergent integration
 Improper Integrals
∞ 𝟐
Example:- Find the following integral
‫𝒙 𝟐׬‬−𝟏 (𝒙+𝟏) 𝒅𝒙
partial fractions technique
𝟐 𝑎 𝑏
= +
𝒙 − 𝟏 (𝒙 + 𝟏) 𝑥 − 1 𝑥 + 1
2 2
𝑎= ቚ =1 𝑏= ቚ = −1
(𝑥 + 1) 𝑥=1 𝑥 − 1 𝑥=−1
𝒕 𝒕
𝟐 1 1
න 𝒅𝒙 = න − 𝒅𝒙
𝟐 𝒙 − 𝟏 (𝒙 + 𝟏) 𝟐 𝑥−1 𝑥+1
𝑏
= ln 𝑥 − 1 − ln 𝑥 + 1 ቚ
2
𝑥−1 𝑡 𝑡−1 2−1
= ln ቚ = ln − ln
𝑥+1 2 𝑡+1 2+1
 Improper Integrals
∞ 𝟐
Example:- Find the following integral ‫𝒙 𝟐׬‬−𝟏 (𝒙+𝟏) 𝒅𝒙

𝑡−1 1
= lim ln − ln
𝒕→∞ 𝑡+1 3
𝑡−1 1
= 𝒍𝒏 lim − ln
𝒕→∞ 𝑡 + 1 3
1 1
= 𝒍𝒏(𝟏) − ln = − ln
3 3
Convergent integration
∞ (𝒙+𝟑)𝒅𝒙
Exercise:- Find ‫𝟐𝒙 𝟐׬‬+𝟏 (𝒙−𝟏)
 Part2
Numerical Integration
Trapezoidal, and Simpson’s
Rule
 Numerical Integration

Remember: Area of a Trapezoid

b2

Area = (b1 + b2 )
h h
2
b1

b1 b2
Another form of trapezoid

h
Numerical Integration: Trapezoidal Rule

y = f (x )
We are going to divide the
area from a to b to 4 parts.

Approximate the area of

each part by a trapezoid

a b
x0 h x1 x2 x3 x4
The height of each trapezoid
b−a
h=
4
Numerical Integration: Trapezoidal Rule
y = f (x ) The area of the first trapezoid.

A1 = ( f ( x0 ) + f ( x1 ))
h
2
f (x1 )
the second trapezoid.
f (x0 )
A2 = ( f ( x1 ) + f ( x2 ))
A1 h
2

b
A3 = ( f ( x2 ) + f ( x3 ))
a h h
x0 x1 x2 x3 x4
2

A4 = ( f ( x3 ) + f ( x4 ))
Total area is h
2
the sum
Numerical Integration: Trapezoidal Rule
y = f (x )
A1 = ( f ( x0 ) + f ( x1 ))
h
2
f (x1 )
A2 = ( f ( x1 ) + f ( x2 ))
h
f (x0 ) 2
A3 = ( f ( x2 ) + f ( x3 ))
h
2
A4 = ( f ( x3 ) + f ( x4 ))
h
a h b
2
x0 x1 x2 x3 x4

Area = ( f ( x0 ) + 2 f ( x1 ) + 2 f ( x2 ) + 2 f ( x3 ) + f ( x4 ))
h
2
The bigger number of trapezoids, the more accurate answer .
Numerical Integration: Trapezoidal Rule

In general : for n trapezoids

b−a
h=
n
b
f ( x )dx   f ( x0 ) + 2 f ( x1 ) + 2 f ( x2 ) + ... + 2 f ( xn −1 ) + f ( xn )
h

a
2
Numerical Integration: Trapezoidal Rule
Example: Estimate
3
1
dx using trapezoidal rule
1 x
with n=4 3−1
n = 4, h = =05
4
x 1 15 2 25 3
f (x) 1 0  66667 0 5 0 4 0  33333

Area = ( f ( x0 ) + 2 f ( x1 ) + 2 f ( x2 ) + 2 f ( x3 ) + f ( x4 ))
h
2
Area =
0 .5
(1 + 2(0.66667 + 0.5 + 0.4 ) + 0.33333)
2
3 1
  dx  1  11666
1 x
Numerical Integration: Trapezoidal Rule
1
Example: Estimate  1+ x using trapezoidal rule
3
dx
0

with n=5
1− 0
n = 5, h = =02
5
x 0 0 2 0 .4 0 6 0 .8 1
f (x) 1 1 .0 0 3 9 1 .0 3 1 5 1 .1 0 2 7 1 .2 2 9 6 1 .4 1 4

Area = ( f ( x0 ) + 2 f ( x1 ) + 2 f ( x 2 ) + 2 f ( x3 ) + 2 f ( x 4 ) + f ( x5 ))
h
2

Area =
0.2
(1 + 2(1.0039 + 1.0315 + 1.1027 + 1.2296) + 1.414)
2
1
  1 + x dx  1.1149
3
0
Numerical Integration: Simpson’s Rule
• Simpson’s rule is the most
accurate method of finding the
area under a curve.
• It is better than the trapezoidal
rule because instead of using
straight lines to model the
curve, it uses parabolic arches
to approximate each part of the Thomas Simpson
curve. 1710-1761
Numerical Integration: Simpson’s Rule

x
x

The rule fits a quadratic curve to the 1st 3 points at

the top edge of the strips.
Numerical Integration: Simpson’s Rule

x
x

The rule fits a quadratic curve to the 1st 3 points at

the top edge of the strips.
Another quadratic curve is fitted to the 3rd, 4th and
5th points.
Numerical Integration: Simpson’s Rule

x
x

The rule fits a quadratic curve to the 1st 3 points at

the top edge of the strips.
Another quadratic curve is fitted to the 3rd, 4th and
5th points.
Numerical Integration: Simpson’s Rule

x
x

The rule fits a quadratic curve to the 1st 3 points at

the top edge of the strips.
Another quadratic curve is fitted to the 3rd, 4th and
5th points.

In Simpson’s Rule, n Must be even

Numerical Integration: Simpson’s Rule

Simpson’s Rule(formula)

b−a
for even n h=
n
b h
a
f ( x)dx 
3
[
f ( x0 ) + 4 f ( x1 ) + 2 f ( x 2 ) + 4 f ( x3 ) +

]
........ + 2 f ( x n − 2 ) + 4 f ( x n −1 ) + f ( x n )

Proof.. later
Numerical Integration: Simpson’s Rule
Example: Estimate
3
1
dx using Simpson’s rule
1 x
with n=4
3−1
n = 4, h = =05
4
x 1 15 2 25 3
f (x)1 0  66667 0 5 0 4 0  33333
Area = ( f ( x0 ) + 4 f ( x1 ) + 2 f ( x2 ) + 4 f ( x3 ) + f ( x4 ))
h
3

Area =
0.5
(1 + 4(0.66667) + 2(0.5) + 4(0.4) + 0.33333)
3
3 1
  dx  1  1
1 x
Numerical Integration: Simpson’s Rule
Example: Estimate 1
1
using Simpson’s rule
 1+ x dx
0
2

with n=4 1− 0
n = 4, h = = 0  25
4
x 0 0  25 05 0  75 1
y 1 0  94118 08 0  64 0 5

Area = ( f ( x0 ) + 4 f ( x1 ) + 2 f ( x2 ) + 4 f ( x3 ) + f ( x4 ))
h
3
Area =
0.25
(1 + 4(0.94118) + 2(0.8) + 4(0.64) + 0.5)
3
1
1
  dx  0.7854
0
1+ x 2
 35

See you next week

Simpson’s Rule(proof)
f(x) (x, y2)

(x-h, y1)
(x+h, y3)

p(x) = ax2+bx+c
x-h x x+h

y1 = f(x-h) Three non-linear

y2 = f(x) points determine a
unique parabola.
y3 = f(x+h)
Simpson’s Rule(proof)
(x,
(0, y2)

(x-h,
(-h, y1)
(h, y3)y3)
(x+h,

p(x) = ax2+bx+c
x-h
-h x x+h
h

y1 = f(x-h) Three non-linear

y2 = f(x) points determine a
unique parabola.
y3 = f(x+h)
 Simpson’s Rule(proof)
(0, y2) h
−h p ( x ) dx =
h
3

2 ah 2
+ 6c 
(-h, y1)
(h, y3)
2 − bh + c = y1
2
ah
ah − bh + c = y1
p(x) = ax2+bx+c
a0 2 + b0 + cc==yy2 2
-h x h
ah2 + bh ++ cc == yy3
2
ah + bh 3

y1 = f(x-h) 2ah2 + 2c = y1 + y3
Three non-linear
y2 = f(x) points determine a c = y2
unique parabola.
y3 = f(x+h)

−h p( x)dx = 3  y1 + 4 y2 + y3 
h h
Simpson’s Rule(proof)
f(x) (x2 , y2)

(x1 , y1)
(x3 , y3)

p(x) = ax2+bx+c
x1 x2 x3
Simpson’s Rule(proof)

b h

a
f ( x )dx 
3
[
f ( x0 ) + 4 f ( x1 ) + 2 f ( x2 ) + 4 f ( x3 ) +

• • • + 2 f ( xn −2 ) + 4 f ( xn −1 ) + f ( xn )]