IMPROPER INTEGRALS

E LECTRONIC VERSION OF LECTURE

Dr.Huynh Thi Hong Diem

HoChiMinh City University of Technology
Faculty of Applied Science, Department of Applied Mathematics
Email: [email protected]

HCM — 2023.

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 1 / 47

O UTLINE

1 T YPE 1: I NFINITE INTERVALS

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 2 / 47

O UTLINE

1 T YPE 1: I NFINITE INTERVALS

2 T YPE 2: I NFINITY DISCONTINUOUS INTEGRANDS

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 2 / 47

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

D EFINITION 1.1
Let f (x) be defined for every number x Ê a and be
Z b
integrable on every interval [a, b]. Then Φ(b) = f (x)d x
a
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 1Zof function f (x)

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

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 3 / 47

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

D EFINITION 1.2
Z b
1 If the limit I = lim f (x)d x exists (as a finite
b→+∞ a
Z +∞
number) then the improper integrals f (x)d x are
a
called convergent.

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 4 / 47

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

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

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 4 / 47

 Type 1: Infinite intervals Geometric meaning

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

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 5 / 47

 Type 1: Infinite intervals Geometric meaning

AccordingZto geometric meaning of an improper integral

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

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 6 / 47

 Type 1: Infinite intervals Geometric meaning

AccordingZto geometric meaning of an improper integral

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

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 6 / 47

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

D EFINITION 1.3
Let f (x) be defined for every number x É b and be
Z b
integrable on every interval [a, b]. Then Ψ(a) = f (x)d x
a
is defined on the interval (−∞, b]. 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)

Z b
on the interval (−∞, b] and denoted by f (x)d x.
−∞

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 7 / 47

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

D EFINITION 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.

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 8 / 47

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

D EFINITION 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.

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 8 / 47

 Type 1: Infinite intervals Geometric meaning

G EOMETRIC 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)}.

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 9 / 47

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

D EFINITION 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

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 10 / 47

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

D EFINITION 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 convergent
Z c Z +∞ −∞

if both f (x)d x and f (x)d x are convergent.

−∞ c

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 10 / 47

 Type 1: Infinite intervals Newton-Leibniz’s Formula

N EWTON -L EIBNIZ ’ S F ORMULA

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

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 11 / 47

 Type 1: Infinite intervals Newton-Leibniz’s Formula

N EWTON -L EIBNIZ ’ S F ORMULA

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

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 12 / 47

 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) exist as
a→−∞ b→+∞
finite numbers
Z +∞ ¯+∞
f (x)d x = F (+∞) − F (−∞) = F (x)¯ (6)
¯
−∞ −∞

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 13 / 47

 Type 1: Infinite intervals Newton-Leibniz’s Formula

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

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 14 / 47

 Type 1: Infinite intervals Newton-Leibniz’s Formula

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

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

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 14 / 47

 Type 1: Infinite intervals Newton-Leibniz’s Formula

E XAMPLE 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.

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 14 / 47

 Type 1: Infinite intervals Newton-Leibniz’s Formula

E XAMPLE 1.2
−1
dx
Z
Evaluate I = 2
−∞ x

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 15 / 47

 Type 1: Infinite intervals Newton-Leibniz’s Formula

E XAMPLE 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.

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 15 / 47

 Type 1: Infinite intervals Newton-Leibniz’s Formula

E XAMPLE 1.3
+∞
dx
Z
Evaluate I =
−∞ 1 + x2

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 16 / 47

 Type 1: Infinite intervals Newton-Leibniz’s Formula

E XAMPLE 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.

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 16 / 47

 Type 1: Infinite intervals Newton-Leibniz’s Formula

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

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 17 / 47

 Type 1: Infinite intervals Newton-Leibniz’s Formula

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

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

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 17 / 47

 Type 1: Infinite intervals Newton-Leibniz’s Formula

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

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 18 / 47

 Type 1: Infinite intervals Newton-Leibniz’s Formula

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

If α 6= 1 then
µ ¶
1 1 1
I =− lim −
α−1 b→+∞ b α−1 1α−1

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 18 / 47

 Type 1: Infinite intervals Newton-Leibniz’s Formula

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

If α 6= 1 then
µ ¶
1 1 1
I =− lim −
α−1 b→+∞ b α−1 1α−1
1 1
If α > 1, then lim = 0. Therefore I = and so
b→+∞ b α−1 α−1
the integral I converges.
Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 18 / 47
 Type 1: Infinite intervals Newton-Leibniz’s Formula

1
If α < 1, then lim = +∞ and so the integral I
b→+∞ b α−1
diverges.

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 19 / 47

 Type 1: Infinite intervals Newton-Leibniz’s Formula

1
If α < 1, then lim = +∞ and so the integral I
b→+∞ b α−1
diverges.
If α = 1, then I = lim ln |b| − ln 1 = +∞ and so the
b→+∞
integral I diverges.

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 19 / 47

 Type 1: Infinite intervals Newton-Leibniz’s Formula

1
If α < 1, then lim = +∞ and so the integral I
b→+∞ b α−1
diverges.
If α = 1, then I = lim ln |b| − ln 1 = +∞ and so the
b→+∞
integral I diverges.
S UMMARY
+∞
dx
Z
1 If α > 1 then I = converges.
1 xα

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 19 / 47

 Type 1: Infinite intervals Newton-Leibniz’s Formula

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

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 19 / 47

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

A COMPARISON TEST FOR IMPROPER INTEGRALS OF TYPE 1

T HEOREM 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.

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 20 / 47

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

A COMPARISON TEST FOR IMPROPER INTEGRALS OF TYPE 1

T HEOREM 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.

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 20 / 47

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

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 21 / 47

 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).

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 21 / 47

 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).
Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 21 / 47
 Type 1: Infinite intervals A comparison test for improper integrals of type 1

E XAMPLE 1.6
Determine whether the integral is convergent or divergent
1 + e −x
Z +∞
dx
1 x

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 22 / 47

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

E XAMPLE 1.6
Determine whether the integral is convergent or divergent
1 + e −x
Z +∞
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

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 22 / 47

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

T HEOREM 1.2
Suppose f (x), g (x) be integrable on every [a, b] ⊂ [a, +∞)
f (x)
and f (x), g (x) Ê 0, ∀x Ê a. Evaluate lim =λ
x→∞ g (x)
Z ∞ Z ∞
1 If λ = 0 and g (x)d x converges then f (x)d x
a a
converges.

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 23 / 47

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

T HEOREM 1.2
Suppose f (x), g (x) be integrable on every [a, b] ⊂ [a, +∞)
f (x)
and f (x), g (x) Ê 0, ∀x Ê a. Evaluate lim =λ
x→∞ g (x)
Z ∞ Z ∞
1 If λ = 0 and g (x)d x converges then f (x)d x
a a
converges.
Z ∞ Z ∞
2 If λ > 0 then g (x)d x and f (x)d x either
a a
converges or diverges.

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 23 / 47

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

T HEOREM 1.2
Suppose f (x), g (x) be integrable on every [a, b] ⊂ [a, +∞)
f (x)
and f (x), g (x) Ê 0, ∀x Ê a. Evaluate lim =λ
x→∞ g (x)
Z ∞ Z ∞
1 If λ = 0 and g (x)d x converges then f (x)d x
a a
converges.
Z ∞ Z ∞
2 If λ > 0 then g (x)d x and f (x)d x either
a a
converges or diverges.
Z ∞ Z ∞
3 If λ = +∞ and g (x)d x diverges then f (x)d x
a a
diverges.

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 23 / 47

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

∞
I NDETERMINATE FORM
∞

xα
1 lim = 0 (a > 1)
x→+∞ a x
lnα x
2 lim = 0 (∀α > 0, β > 0)
x→+∞ x β

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 24 / 47

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

∞
I NDETERMINATE FORM
∞

xα
1 lim = 0 (a > 1)
x→+∞ a x
lnα x
2 lim = 0 (∀α > 0, β > 0)
x→+∞ x β

lnα x << x β << a x , (α, β > 0, a > 1)

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 24 / 47

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

D EFINITION 1.6
Functions f (x) and g (x) are called equivalent as x → a, if

f (x)
lim =1 (7)
x→a g (x)

x→a
Denote by f (x) ∼ g (x).

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 25 / 47

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

E XAMPLE 1.7
Determine
Z +∞ whether the integral is convergent or divergent
dx
I= p
1 x 2 − 2x + 3

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 26 / 47

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

E XAMPLE 1.7
Determine
Z +∞ whether the integral is convergent or divergent
dx
I= p
1 x 2 − 2x + 3
1
We have p > 0, ∀x Ê 1 and
x 2 − 2x + 3
1 x→+∞ 1
p ∼ ,
x 2 − 2x + 3 x
+∞
dx
Z
where diverges, therefore I diverges.
1 x

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 26 / 47

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

E XAMPLE 1.8
Determine
Z +∞ whether the integral is convergent or divergent
(x + 1)d x
I= p
3
2 x 7 − 3x − 2

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 27 / 47

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

E XAMPLE 1.8
Determine
Z +∞ whether the integral is convergent or divergent
(x + 1)d x
I= p
3
2 x 7 − 3x − 2
x +1
We have p3
> 0, ∀x Ê 2 and
x 7 − 3x − 2
x +1 x→+∞ x 1
p ∼ = ,
3
x 7 − 3x − 2 x 7/3 x 4/3
+∞
dx
Z
where converges, therefore I converges.
2 x 4/3

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 27 / 47

 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 → b − and f Zis integrable on
η
every interval [a, η] ⊂ [a, b). Then Φ(η) = f (x)d x is
a
defined on the interval [a, b).

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 28 / 47

 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 → b − and f Zis integrable on
η
every interval [a, η] ⊂ [a, b). Then Φ(η) = f (x)d x is
a
defined on the interval [a, b).
D EFINITION 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 (8)
a η→b η→b a

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 28 / 47

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

D EFINITION 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

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 29 / 47

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

D EFINITION 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 equal
η→b η→b a
Z b
to ∞ then the improper integral of type 2 f (x)d x
a
diverges.

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 29 / 47

 Type 2: Infinity discontinuous integrands Geometric meaning

G EOMETRIC MEANING
Z b
If f (x) Ê 0, ∀x ∈ [a, b) and the integral f (x)d x is
aZ
b
convergent then the improper integrals f (x)d x can be
a
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)

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 30 / 47

 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
Z b
every interval [ξ, b] ⊂ (a, b]. Then Ψ(ξ) = f (x)d x is
ξ
defined on the interval (a, b].

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 31 / 47

 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
Z b
every interval [ξ, b] ⊂ (a, b]. Then Ψ(ξ) = f (x)d x is
ξ
defined on the interval (a, b].
D EFINITION 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 (9)
a ξ→a ξ→a ξ

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 31 / 47

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

D EFINITION 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

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 32 / 47

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

D EFINITION 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 equal
ξ→a ξ→a ξ
Z b
to ∞ then the improper integral of type 2 f (x)d x
a
diverges.

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 32 / 47

 Type 2: Infinity discontinuous integrands Geometric meaning

G EOMETRIC MEANING
Z b
If f (x) Ê 0, ∀x ∈ (a, b] and the integral f (x)d x is
aZ
b
convergent then the improper integrals f (x)d x can be
a
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)

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 33 / 47

 a
Type 2: Infinity discontinuous integrands point of discontinuity

If f has a infinity discontinuity as x → c, where c ∈ (a, b)

Z 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 (10)
a a c

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 34 / 47

 a
Type 2: Infinity discontinuous integrands point of discontinuity

If f has a infinity discontinuity as x → c, where c ∈ (a, b)

Z 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 (10)
a a c

D EFINITION 2.5
Z b
The improper integral of type 2 f (x)d x converges if
Z c Z ba

both integrals f (x)d x and f (x)d x are convergent.

a c

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 34 / 47

 a
Type 2: Infinity discontinuous integrands point of discontinuity

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 35 / 47

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

N EWTON -L EIBNIZ ’ S F ORMULA

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

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

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 36 / 47

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

N EWTON -L EIBNIZ ’ S F ORMULA

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 if
a
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)¯ + . (12)
¯
a a

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 37 / 47

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

N EWTON -L EIBNIZ ’ S F ORMULA

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 improper
x→c
Z b
integral of type 2 f (x)d x is convergent if and only if
a
lim− F (η) = F (c − 0) and lim+ G(ξ) = G(c + 0) exist as a
η→c ξ→c
finite number. Then
Z b
f (x)d x = F (c − 0) − F (a) +G(b) −G(c + 0). (13)
a

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 38 / 47

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

E XAMPLE 2.1
Z 1
dx
Evaluate I =
0 x

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 39 / 47

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

E XAMPLE 2.1
Z 1
dx
Evaluate I =
0 x

SOLUTION
1
We have lim = +∞. Therefore x = 0 is vertical
x→0+ x
asymptote.

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 39 / 47

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

E XAMPLE 2.1
Z 1
dx
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.

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 39 / 47

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

E XAMPLE 2.2
Z 1
arccos x
Evaluate I = p dx
−1 1 − x2
arccos x
SOLUTION We have lim p = +∞. Therefore
x→−1+ 1 − x2
x = −1 is vertical asymptote.

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 40 / 47

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

E XAMPLE 2.2
Z 1
arccos x
Evaluate I = p dx
−1 1 − x2
arccos x
SOLUTION We have lim p = +∞. Therefore
x→−1+ 1 − x2
x = −1 is vertical asymptote.In other hand, x = 1 is not
arccos x
vertical asymptote because lim p = 1.
x→1− 1 − x2

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 40 / 47

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

E XAMPLE 2.2
Z 1
arccos x
Evaluate I = p dx
−1 1 − x2
arccos x
SOLUTION We have lim p = +∞. Therefore
x→−1+ 1 − x2
x = −1 is vertical asymptote.In other hand, x = 1 is not
arccos x
vertical asymptote because lim p = 1. Since
x→1− 1 − x2
Z 1
1 2
¯1
I =− arccos xd (arccos x) = − · (arccos x)¯
¯
−1 2 −1

1 2 2 π2
= − (arccos 1 − lim arccos a) =
2 a→−1+ 2
so improper integral I is convergent.
Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 40 / 47
 Type 2: Infinity discontinuous integrands Newton-Leibniz’s formula

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

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 41 / 47

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

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

SOLUTION
η ¯η
dx 1
Z
−α+1 ¯
I = lim− =− lim (b − x) ¯ =
η→b a (b − x)α −α + 1 η→b − a

1 1
= lim− (b − η)−α+1 + (b − a)−α+1
α − 1 η→b −α + 1

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 41 / 47

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

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

SOLUTION
η ¯η
dx 1
Z
−α+1 ¯
I = lim− =− lim (b − x) ¯ =
η→b a (b − x)α −α + 1 η→b − a

1 1
= lim− (b − η)−α+1 + (b − a)−α+1
α − 1 η→b −α + 1
If α < 1 then lim− (b − η)−α+1 = 0.
η→b

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 41 / 47

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

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

SOLUTION
η ¯η
dx 1
Z
−α+1 ¯
I = lim− =− lim (b − x) ¯ =
η→b a (b − x)α −α + 1 η→b − a

1 1
= lim− (b − η)−α+1 + (b − a)−α+1
α − 1 η→b −α + 1
If α < 1 then lim− (b − η)−α+1 = 0.
η→b
If α > 1 then lim− (b − η)−α+1 = ∞.
η→b

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 41 / 47

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

If α = 1 then
Zη ¯η
dx
I = lim− = − lim− ln |b − x|¯ =
¯
η→b b−x η→b a
a

= − lim− ln |b − η| + ln(b − a) = ∞.
η→b

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 42 / 47

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

If α = 1 then
Zη ¯η
dx
I = lim− = − lim− ln |b − x|¯ =
¯
η→b b−x η→b a
a

= − lim− ln |b − η| + ln(b − a) = ∞.
η→b

S UMMARY
b
dx
Z
1 If α < 1, then improper integral converges.
a (b − x)α

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 42 / 47

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

If α = 1 then
Zη ¯η
dx
I = lim− = − lim− ln |b − x|¯ =
¯
η→b b−x η→b a
a

= − lim− ln |b − η| + ln(b − a) = ∞.
η→b

S UMMARY
b
dx
Z
1 If α < 1, then improper integral α
converges.
a (b − x)
Z b
dx
2 If α Ê 1, then improper integral α
diverges.
a (b − x)

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 42 / 47

 Type 2: Infinity discontinuous integrands A comparison test for improper integrals of type 2

T HEOREM 2.1
Suppose f (x), g (x) be integrable on every [a, η] ⊂ [a, b)
and not be bounded as x → b − . Moreover, for every
f (x)
x ∈ [a, b), we have 0 É f (x), 0 É g (x), lim− =λ
x→b g (x)
Z b Z b
1 If λ = 0 and g (x)d x converges then f (x)d x
a a
converges.

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 43 / 47

 Type 2: Infinity discontinuous integrands A comparison test for improper integrals of type 2

T HEOREM 2.1
Suppose f (x), g (x) be integrable on every [a, η] ⊂ [a, b)
and not be bounded as x → b − . Moreover, for every
f (x)
x ∈ [a, b), we have 0 É f (x), 0 É g (x), lim− =λ
x→b g (x)
Z b Z b
1 If λ = 0 and g (x)d x converges then f (x)d x
a a
converges.
Z b Z b
2 If λ > 0 then g (x)d x and f (x)d x either
a a
converges or diverges.

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 43 / 47

 Type 2: Infinity discontinuous integrands A comparison test for improper integrals of type 2

T HEOREM 2.1
Suppose f (x), g (x) be integrable on every [a, η] ⊂ [a, b)
and not be bounded as x → b − . Moreover, for every
f (x)
x ∈ [a, b), we have 0 É f (x), 0 É g (x), lim− =λ
x→b g (x)
Z b Z b
1 If λ = 0 and g (x)d x converges then f (x)d x
a a
converges.
Z b Z b
2 If λ > 0 then g (x)d x and f (x)d x either
a a
converges or diverges.
Z b Z b
3 If λ = +∞ and g (x)d x diverges then f (x)d x
a a
diverges.
Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 43 / 47
 Type 2: Infinity discontinuous integrands Some basic equivalent functions

As x → 0 the following functions are equivalent

1
1 sin x ∼ x, tan x ∼ x, 1 − cos x ∼ x 2
2
2 arctan x ∼ x, arcsin x ∼ x
3 a x − 1 ∼ x. ln a, (a > 0, a 6= 1), e x − 1 ∼ x
x
4
loga (1 + x) ∼ x loga e = , (a > 0, a 6= 1), ln(1 + x) ∼ x
ln a
p x
5
(1 + x)µ − 1 ∼ µ.x, (µ ∈ R), 1 + x − 1 ∼ ,
p 2
x
1 + x − 1 ∼ , (n ∈ N)
n

n
x2
6 sinh x ∼ x, cosh x − 1 ∼
2

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 44 / 47

 Type 2: Infinity discontinuous integrands Some basic equivalent functions

E XAMPLE 2.4
Determine whether the integral is convergent or divergent
cos2 x
Z 1
I= p
3
dx
0 1 − x2

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 45 / 47

 Type 2: Infinity discontinuous integrands Some basic equivalent functions

E XAMPLE 2.4
Determine whether the integral is convergent or divergent
cos2 x
Z 1
I= p
3
dx
0 1 − x2

cos2 x cos2 x 1
lim− p
3
= lim− p
3
. 1/3
=∞
x→1 1 − x 2 x→1 1 + x (1 − x)

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 45 / 47

 Type 2: Infinity discontinuous integrands Some basic equivalent functions

E XAMPLE 2.4
Determine whether the integral is convergent or divergent
cos2 x
Z 1
I= p
3
dx
0 1 − x2

cos2 x cos2 x 1
lim− p
3
= lim− p
3
. 1/3
=∞
x→1 1 − x 2 x→1 1 + x (1 − x)
cos2 x cos2 x 1 2
x→1− cos 1 1
p = p . ∼ p . .
1 + x (1 − x)1/3 2 (1 − x)1/3
3 3 3
1 − x2
1
We have α = < 1, therefore I converges.
3

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 45 / 47

 Type 2: Infinity discontinuous integrands Some basic equivalent functions

E XAMPLE 2.5
Determine whetherp the integral is convergent or divergent
Z 1 3
ln(1 + x)
I= dx
0 e sin x − 1

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 46 / 47

 Type 2: Infinity discontinuous integrands Some basic equivalent functions

E XAMPLE 2.5
Determine whetherp the integral is convergent or divergent
Z 1 3
ln(1 + x)
I= dx
0 e sin x − 1

p
ln(1 + 3 x) x 1/3 1
lim+ sin x = lim+ = lim+ 2/3 = ∞
x→0 e −1 x→0 x x→0 x

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 46 / 47

 Type 2: Infinity discontinuous integrands Some basic equivalent functions

E XAMPLE 2.5
Determine whetherp the integral is convergent or divergent
Z 1 3
ln(1 + x)
I= dx
0 e sin x − 1

p
ln(1 + 3 x) x 1/3 1
lim+ sin x = lim+ = lim+ 2/3 = ∞
x→0 e −1 x→0 x x→0 x
p
ln(1 + 3 x) x→0+ x 1/3 1
∼ =
e sin x − 1 x x 2/3
2
Due to α = < 1 so I converges.
3

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 46 / 47

 Type 2: Infinity discontinuous integrands Some basic equivalent functions

THANK YOU FOR YOUR ATTENTION

Dr.Huynh Thi Hong Diem (HCMUT-OISP) IMPROPER INTEGRALS HCM — 2023. 47 / 47