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Math 152 537-545 Lecture

The document discusses improper integrals, defining them as integrals with infinite intervals or discontinuities. It explains the conditions for convergence and divergence, including the use of limits and the comparison test for integrals. Various examples are provided to illustrate the concepts of improper integrals and their evaluation.

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0% found this document useful (0 votes)
10 views7 pages

Math 152 537-545 Lecture

The document discusses improper integrals, defining them as integrals with infinite intervals or discontinuities. It explains the conditions for convergence and divergence, including the use of limits and the comparison test for integrals. Various examples are provided to illustrate the concepts of improper integrals and their evaluation.

Uploaded by

therizzi09
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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7.

8 Improper Integrals
An integral is said to be “improper” when either:
• The interval over which you are integrating is infinite.
• The function has a discontinuity somewhere in the interval over which you are integrating.
Type 1: Infinite Intervals
On an interval [a, ∞]:
Z ∞ Z t
f (x) dx = lim f (x) dx
a t→∞ a

On an interval [−∞, b]:


Z b Z b
f (x) dx = lim f (x) dx
−∞ t→−∞ t

The integral is said to converge if the limit exists and diverge if the limit does not exist.
On the interval [−∞, ∞], we split up the integral into two separate improper integrals.
Z ∞ Z a Z ∞
f (x) dx = f (x) dx + f (x) dx
−∞ −∞ a

The integral converges as long as BOTH integrals on the right converge.


If EITHER integral on the right diverges, then the original integral diverges.
Determine whether the following integrals converge or diverge. If the integral converges, find its value.
Z ∞
1
• dx
1 x2

Z ∞
1
• dx
1 x

Z ∞
1
Fact of Great Importance: dx converges ONLY when p > 1. If p ≤ 1, it diverges.
1 xp
The lower limit of integration does not have to be 1. This is actually true if the lower limit of integra-
tion is any positive number greater than 0.

1
Z ∞
ln x
• dx
1 x

Z ∞
3
• x2 e−x dx
0

Z 0
• xex dx
−∞

2
Z ∞
1
• dx
5 x2 − 7x + 12

Z ∞
1
• dx
−∞ x2 + 9

3
Type 2: Discontinuous Functions on an Interval [a, b]
If f (x) is continuous everywhere on the interval except at x = b, then
Z b Z t
f (x) dx = lim f (x) dx
a t→b− a

If f (x) is continuous everywhere on the interval except at x = a, then


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

The integral is said to converge if the limit exists and diverge if the limit does not exist.
If f (x) has a discontinuity at x = c somewhere in the interval (a, b), then we split up the integral into two
improper integrals.
Z b Z c Z b
f (x) dx = f (x) dx + f (x) dx
a a c

The integral converges as long as BOTH integrals on the right converge. If EITHER integral on the right
diverges, then the original intergral diverges.
Z 2
1
• dx
0 (x − 2)5

Z 5
1
• √ dx
−3 x+3

4
Z 6
7
• dx
−4 (x + 2)2

Z 2
• x ln x dx
0

Comparison Test for Integrals


Suppose that f and g are positive continuous functions for all x ≥ a

• If f (x) ≤ g(x) and if a∞ g(x) dx converges, then


R R∞
a f (x) dx also converges. If the bigger converges,
so does the smaller.

R∞ R∞
• If f (x) ≥ g(x) and if a g(x) dx diverges, then a f (x) dx also diverges. If the smaller diverges,
so does the larger.

5
Determine whether the following integrals converge or diverge by comparison with an appropriate integral
(if possible).
Z ∞
6
• dx
1 x4 + 1

x2
Z ∞
• √ dx
2 x5 − 1

5 + e−x
Z ∞
• dx
3 x

cos2 x
Z ∞
• √ dx
2 x x

6
Z ∞
sin x + 4
• dx
2 x

Z ∞
cos x + 5
• dx
1 x3/2

Z ∞
1
• dx
1 x + e2x

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