Improper Integrals

8.8 Improper Integrals

The theory of Riemann integration, as developed in Chapter 5.
requires that ìthe domain of integration is Öniteî and that
ìthe integrand is bounded in the domainî.

(Ankara University) Set Theory and Logic March 23, 2021 1 / 39

Improper Integrals

It is possible to extend the theory that the symbol

Zb
f (x ) dx
a

may sometimes have a meaning (i.e. denote a number) even when f is not
bounded or when either a or b both are inÖnite. In case f is unbounded or
the limits a or b are inÖnite, the symbol

Zb
f (x ) dx
a

is called an Improper (Generalized) Integral.

(Ankara University) Set Theory and Logic March 23, 2021 2 / 39

Improper Integrals

The following are examples of improper integrals:

Z∞
(a ) e x dx
0
Integrand is continuous but the domain of integration is inÖnite.
Z1
dx
(b )
x
0
Integrand has an inÖnite discontinuity (a vertical asymptote) at
x = 0, the domain of integration is Önite.
Z∞
dx
(c )
x 1
0
Both the integrand has an inÖnite discontinuity (a vertical asymptote)
at x = 1 and the domain of integration is inÖnite.

(Ankara University) Set Theory and Logic March 23, 2021 3 / 39

Improper Integrals

How can we extend the concept of deÖnite integral to the case

where the domain of integration is inÖnite or the case where f has
an inÖnite discontinuity on the domain?

(Ankara University) Set Theory and Logic March 23, 2021 4 / 39

Improper Integrals

DeÖnition 8.1. Integrals with inÖnite limits of integration are improper

integrals of Type 1. They can be evaluated as follows:
Zt
1. If f (x ) dx exists for all t  a, then we deÖne
a

Z∞ Zt
f (x ) dx := lim f (x ) dx
t !∞
a a

Z∞
provided the limit exists as a Önite number. In this case f (x ) dx is said
a
to be convergent. Otherwise; it is said to be divergent.

(Ankara University) Set Theory and Logic March 23, 2021 5 / 39

Improper Integrals

Zb
2. If f (x ) dx exists for all t  b, then we deÖne
t

Zb Zb
f (x ) dx := lim f (x ) dx
t !∞
∞ t

Zb
provided the limit exists as a Önite number. In this case f (x ) dx is said
∞
to be convergent. Otherwise; it is said to be divergent.

(Ankara University) Set Theory and Logic March 23, 2021 6 / 39

Improper Integrals

Z∞ Za
3. If both f (x ) dx and f (x ) dx converge, then we deÖne
a ∞

Z∞ Za Z∞
f (x ) dx := f (x ) dx + f (x ) dx
∞ ∞ a

(Ankara University) Set Theory and Logic March 23, 2021 7 / 39

Improper Integrals

Example 1. Find the area under the curve y = e x and over the interval
[1, +∞[ .

(Ankara University) Set Theory and Logic March 23, 2021 8 / 39

Improper Integrals

Z∞
dx
2. Determine whether the integral is convergent or divergent.
x
1

(Ankara University) Set Theory and Logic March 23, 2021 9 / 39

Improper Integrals
Z∞
dx
3. Evaluate
1 + x2
∞

(Ankara University) Set Theory and Logic March 23, 2021 10 / 39

Improper Integrals

ln x
4. Is the area under the curve y = from x = 1 to x = ∞ Önite?
x2

(Ankara University) Set Theory and Logic March 23, 2021 11 / 39

Improper Integrals
Z∞
dx
5. Determine whether the integral is convergent or divergent (p is
xp
1
an arbitrary constant).

(Ankara University) Set Theory and Logic March 23, 2021 12 / 39

Improper Integrals

DeÖnition 8.2. Integrals with unbounded integrands on the domain of

integration are improper integrals of Type 2. They can be evaluated as
follows:
1. If f is continuous on [a, b [ and discontinuous at b, then we deÖne

Zb Zt
f (x ) dx := lim f (x ) dx

t !b
a a

Zb
provided the limit exists and a Önite number. In this case f (x ) dx is said
a
to be convergent. Otherwise; we say that it is divergent.

(Ankara University) Set Theory and Logic March 23, 2021 13 / 39

Improper Integrals

2. If f is continuous on ]a, b ] and discontinuous at a, then we deÖne

Zb Zb
f (x ) dx := lim f (x ) dx
+
t !a
a t

Zb
provided the limit exists and a Önite number. In this case f (x ) dx is said
a
to be convergent. Otherwise; we say that it is divergent.

(Ankara University) Set Theory and Logic March 23, 2021 14 / 39

Improper Integrals

Zc
3. If f is discontinuous at c where a < c < b and both f (x ) dx and
a
Zb
f (x ) dx converge then we deÖne
c

Zb Zc Zb
f (x ) dx := f (x ) dx + f (x ) dx
a a c

(Ankara University) Set Theory and Logic March 23, 2021 15 / 39

Improper Integrals
Z5
dx
Example 6. Evaluate p
x 2
2

(Ankara University) Set Theory and Logic March 23, 2021 16 / 39

Improper Integrals
Zπ
7. Evaluate sec2 xdx
0

(Ankara University) Set Theory and Logic March 23, 2021 17 / 39

Improper Integrals
Z1
dx
8. Investigate the convergence behaviour of
1x
0

(Ankara University) Set Theory and Logic March 23, 2021 18 / 39

Improper Integrals
Z3
dx
9. Evaluate
0
(x  1)2/3

(Ankara University) Set Theory and Logic March 23, 2021 19 / 39

Improper Integrals
Z1
dx
10. Show that converges if p < 1, and it diverges otherwise
xp
0

(Ankara University) Set Theory and Logic March 23, 2021 20 / 39

Improper Integrals

(Ankara University) Set Theory and Logic March 23, 2021 21 / 39

Improper Integrals
Zb
dx
11. Investigate the convergence behaviour of when p > 0.
(b  x )p
a

(Ankara University) Set Theory and Logic March 23, 2021 22 / 39

Improper Integrals
DeÖnition 8.3. If an integral has the properties of both of Type I and
Type II, it is called an improper integral of Type III.
Z∞
dx
Example 12. Evaluate
x2
0
Z3
dx
13. Evaluate
x 1
0

(Ankara University) Set Theory and Logic March 23, 2021 23 / 39

Convergence Tests For Improper Integrals

Convergence Tests For Improper Integrals of Type 1.

When we can not evaluate an improper integral of Type 1 directly we try
to determine it converges or diverges by using the following tests:

Theorem 1. (Direct Comparison Test)

Let f and g be continuos on [a, ∞[ with 0  f (x )  g (x ) for all x  a.
Then
Z∞ Z∞
1. f (x ) dx converges if g (x ) dx converges.
a a
Z∞ Z∞
2. g (x ) dx diverges if f (x ) dx diverges
a a

(Ankara University) Set Theory and Logic March 23, 2021 24 / 39

Convergence Tests For Improper Integrals
Example 13. Investigate the convergence of the following improper
integrals:
Z∞
cos2 x
(a ) dx
x2
1

(Ankara University) Set Theory and Logic March 23, 2021 25 / 39

Convergence Tests For Improper Integrals

Z∞
dx
(b ) p
x 2  0.1
1

(Ankara University) Set Theory and Logic March 23, 2021 26 / 39

Convergence Tests For Improper Integrals
Z∞
2
(c ) e x dx
1

(Ankara University) Set Theory and Logic March 23, 2021 27 / 39

Convergence Tests For Improper Integrals

Theorem 2. (Limit Form of Comparison Test)

Let the function f is continuous on [a, ∞[ and lim x p f (x ) = c.
x !∞
Z∞
(a) If 0  c < ∞ and p > 1, then f (x ) dx converges.
a
Z∞
(b ) If 0 < c  ∞ and p  1, then f (x ) dx diverges.
a

(Ankara University) Set Theory and Logic March 23, 2021 28 / 39

Convergence Tests For Improper Integrals
Z∞
dx
Example 14. Show that p converges.
9x 4 + 1
0

(Ankara University) Set Theory and Logic March 23, 2021 29 / 39

Convergence Tests For Improper Integrals

Limit Comparison Test

If the positive functions f and g are continuous on [a, +∞[ and if
Z∞ Z∞
f (x )
lim = L > 0, then f (x ) dx and g (x ) dx both converge or
x !∞ g (x )
a a
diverge.

(Ankara University) Set Theory and Logic March 23, 2021 30 / 39

Convergence Tests For Improper Integrals

Z∞
dx
Example Investigate the convergence behaviour of . For
1 + x2
1
1 1
f (x ) = consider g (x ) = 2 , both are positive and continuous on
1 + x2 x
[1, +∞[ and

f (x ) 1/x 2 1 + x2
lim = lim = lim = 1 > 0.
x !∞ g (x ) x !∞ 1/1 + x 2 x !∞ x 2

Z∞ Z∞
dx dx
Therefore since (p > 1) converges then converges. Check
x2 1 + x2
1 1
that the integrals converge to di§erent values.

(Ankara University) Set Theory and Logic March 23, 2021 31 / 39

Convergence Tests For Improper Integrals

Za
Question 1. Consider the improper integral f (x ) dx. How can you
∞
investigate its convergence behaviour with respect to the previous tests.

(Ankara University) Set Theory and Logic March 23, 2021 32 / 39

Convergence Tests For Improper Integrals
Z0
Example 15. Investigate the convergence behaviour of t 5 e t dt.
∞

(Ankara University) Set Theory and Logic March 23, 2021 33 / 39

Convergence Tests For Improper Integrals

Convergence Tests For Improper Integrals of Type 2.

When we can not evaluate an improper integral of Type 2 directly we try
to determine it converges or diverges by using the following tests:

Theorem 3. (Direct Comparison Test)

Let f has an inÖnite discontinuity at b and 0  f (x )  g (x ) on [a, b [ .
Zb Zb
(a ) f (x ) dx converges if g (x ) dx converges,
a a
Zb Zb
(b ) g (x ) dx diverges if f (x ) dx diverges.
a a

(Ankara University) Set Theory and Logic March 23, 2021 34 / 39

Convergence Tests For Improper Integrals
Z
π/2
dx
Example 16. Show that diverges.
x sin x
0

(Ankara University) Set Theory and Logic March 23, 2021 35 / 39

Convergence Tests For Improper Integrals

Z2
dx
Example 17. Investigate the convergence of p
x3  1
1

(Ankara University) Set Theory and Logic March 23, 2021 36 / 39

Convergence Tests For Improper Integrals

Theorem 4. (Limit Test)

Let f has an inÖnite discontinuity at b, bounded on [a, b [ and
lim (b  x )p f (x ) = γ.
x !b

Zb
(a) If 0  γ < ∞ and p < 1, then f (x ) dx converges.
a
Zb
(b ) If 0 < γ  ∞ and p  1, then f (x ) dx diverges.
a

(Ankara University) Set Theory and Logic March 23, 2021 37 / 39

Convergence Tests For Improper Integrals

Example 18. Investigate the convergence behaviour of the following

integrals:
Z1
dx
(a ) p
3
1  x2
0
Z2
arcsin x
(b ) dx
1x
0

(Ankara University) Set Theory and Logic March 23, 2021 38 / 39

Convergence Tests For Improper Integrals

Z∞
dx
(d ) p
x + x4
1
Z2
dx
(e ) p
3
x 1+1
0
Z∞
ln x
(f ) dx
x2
1

(Ankara University) Set Theory and Logic March 23, 2021 39 / 39