Improper 3
Improper 3
Is the area between the graph of f (x) = 1x and the x-axis over the interval [1, +∞) finite or infinite? If this same region
is revolved about the x-axis, is the volume finite or infinite? Surprisingly, the area of the region described is infinite, but the
volume of the solid obtained by revolving this region about the x-axis is finite.
In this section, we define integrals over an infinite interval as well as integrals of functions containing a discontinuity on
the interval. Integrals of these types are called improper integrals. We examine several techniques for evaluating improper
integrals, all of which involve taking limits.
t, so it is reasonable to look at the behavior of this integral as we substitute larger values of t. Figure 3.17 shows that
t
∫ a f (x)dx may be interpreted as area for various values of t. In other words, we may define an improper integral as a
limit, taken as one of the limits of integration increases or decreases without bound.
Figure 3.17 To integrate a function over an infinite interval, we consider the limit of the integral as the upper limit increases
without bound.
Definition
1. Let f (x) be continuous over an interval of the form [a, +∞). Then
+∞ t (3.16)
∫a f (x)dx = lim ∫ f (x)dx,
t → +∞ a
+∞ 0 +∞ (3.18)
∫ −∞ f (x)dx = ∫
−∞
f (x)dx + ∫ f (x)dx,
0
0 +∞
provided that ∫ −∞ f (x)dx and ∫ f (x)dx both converge. If either of these two integrals diverge, then
0
+∞ +∞ a +∞
∫ −∞ f (x)dx diverges. (It can be shown that, in fact, ∫ −∞ f (x)dx = ∫
−∞
f (x)dx + ∫
a
f (x)dx for any
value of a.)
In our first example, we return to the question we posed at the start of this section: Is the area between the graph of
f (x) = 1x and the x -axis over the interval [1, +∞) finite or infinite?
Example 3.47
Finding an Area
Determine whether the area between the graph of f (x) = 1x and the x-axis over the interval [1, +∞) is finite or
infinite.
Solution
We first do a quick sketch of the region in question, as shown in the following graph.
∞
We can see that the area of this region is given by A = ∫ 1 dx. Then we have
x
1
332 Chapter 3 | Techniques of Integration
∞
A =∫ 1 dx
x
1
t
= lim
t → +∞
∫ 1 dx
x Rewrite the improper integral as a limit.
1
|
t
= lim ln|x| Find the antiderivative.
t → +∞ 1
= lim (ln|t| − ln1) Evaluate the antiderivative.
t → +∞
= +∞. Evaluate the limit.
Since the improper integral diverges to +∞, the area of the region is infinite.
Example 3.48
Finding a Volume
Find the volume of the solid obtained by revolving the region bounded by the graph of f (x) = 1x and the x-axis
over the interval [1, +∞) about the x -axis.
Solution
The solid is shown in Figure 3.19. Using the disk method, we see that the volume V is
+∞
V = π∫ 1 dx.
1 x2
Figure 3.19 The solid of revolution can be generated by rotating an infinite area about the
x-axis.
Then we have
+∞
V = π∫ 1 dx
1 x2
t
= π lim ∫ 1 dx Rewrite as a limit.
t → +∞ 1 x2
|
t
= π lim − 1x Find the antiderivative.
t → +∞ 1
⎛ 1
= π lim ⎝− t + 1⎞⎠ Evaluate the antiderivative.
t → +∞
= π.
The improper integral converges to π. Therefore, the volume of the solid of revolution is π.
In conclusion, although the area of the region between the x-axis and the graph of f (x) = 1/x over the interval [1, +∞)
is infinite, the volume of the solid generated by revolving this region about the x-axis is finite. The solid generated is known
as Gabriel’s Horn.
Visit this website (http://www.openstaxcollege.org/l/20_GabrielsHorn) to read more about Gabriel’s
Horn.
Example 3.49
In the chapter opener, we stated the following problem: Suppose that at a busy intersection, traffic accidents occur
at an average rate of one every three months. After residents complained, changes were made to the traffic lights
at the intersection. It has now been eight months since the changes were made and there have been no accidents.
Were the changes effective or is the 8-month interval without an accident a result of chance?
Probability theory tells us that if the average time between events is k, the probability that X, the time between
events, is between a and b is given by
b ⎧ 0 if x < 0
P(a ≤ x ≤ b) = ∫ f (x)dx where f (x) = ⎨ −kx .
a ⎩ke if x ≥ 0
Thus, if accidents are occurring at a rate of one every 3 months, then the probability that X, the time between
accidents, is between a and b is given by
334 Chapter 3 | Techniques of Integration
b ⎧ 0 if x < 0
P(a ≤ x ≤ b) = ∫ f (x)dx where f (x) = ⎨ −3x .
a ⎩3e if x ≥ 0
+∞
To answer the question, we must compute P(X ≥ 8) = ∫ 3e −3x dx and decide whether it is likely that 8
8
months could have passed without an accident if there had been no improvement in the traffic situation.
Solution
We need to calculate the probability as an improper integral:
+∞
P(X ≥ 8) = ∫ 3e −3x dx
8
t
= lim
t → +∞
∫ 3e −3x dx
8
t
= lim −e −3x 8
t → +∞ |
−3t
= lim (−e + e −24)
t → +∞
≈ 3.8 × 10 −11.
The value 3.8 × 10 −11 represents the probability of no accidents in 8 months under the initial conditions. Since
this value is very, very small, it is reasonable to conclude the changes were effective.
Example 3.50
0
Evaluate ∫ −∞ 1 dx. State whether the improper integral converges or diverges.
x2 + 4
Solution
0
Begin by rewriting ∫ −∞ 1 dx as a limit using Equation 3.17 from the definition. Thus,
x2 + 4
0 0
∫ −∞ 1 dx = lim ∫ 1 dx Rewrite as a limit.
x2 + 4 t → −∞ t x 2 + 4
|
0
= lim tan −1 x Find the antiderivative.
t → −∞ 2t
= lim (tan −1 0 − tan −1 t ) Evaluate the antiderivative.
t → −∞ 2
= π. Evaluate the limit and simplify.
2
The improper integral converges to π .
2
Example 3.51
+∞
Evaluate ∫ −∞ xe x dx. State whether the improper integral converges or diverges.
Solution
Start by splitting up the integral:
+∞ 0 +∞
∫ −∞ xe x dx = ∫ −∞xe x dx + ∫ xe x dx.
0
0 +∞ +∞
If either ∫ −∞xe x dx or ∫ xe x dx diverges, then ∫ −∞ xe x dx diverges. Compute each integral separately.
0
For the first integral,
0 0
∫ −∞xe x dx = lim
t → −∞
∫ xe x dx Rewrite as a limit.
t
|
t
= lim (xe x − e x) Find the antiderivative.
t → +∞ 0
= lim ⎛⎝te t − e t + 1⎞⎠ Evaluate the antiderivative.
t → +∞
= lim ⎛⎝(t − 1)e t + 1⎞⎠ Rewrite. (te t − e t is indeterminate.)
t → +∞
= +∞. Evaluate the limit.
+∞ +∞
Thus, ∫ xe x dx diverges. Since this integral diverges, ∫ −∞ xe x dx diverges as well.
0
3.27 +∞
Evaluate ∫ e −x dx. State whether the improper integral converges or diverges.
−3
b
occurs. Consider an integral of the form ∫ a f (x)dx, where f (x) is continuous over [a, b) and discontinuous at b. Since
t
the function f (x) is continuous over [a, t] for all values of t satisfying a < t < b, the integral ∫ a f (x)dx is defined
t
for all such values of t. Thus, it makes sense to consider the values of ∫ a f (x)dx as t approaches b for a < t < b. That
b t t
is, we define ∫ a f (x)dx = t →limb− ∫ a f (x)dx, provided this limit exists. Figure 3.21 illustrates ∫ a f (x)dx as areas of
Figure 3.21 As t approaches b from the left, the value of the area from a to t approaches the area from a to b.
b
We use a similar approach to define ∫ a f (x)dx, where f (x) is continuous over (a, b] and discontinuous at a. We now
Definition
1. Let f (x) be continuous over [a, b). Then,
b t (3.19)
∫ a f (x)dx = t →limb− ∫ a f (x)dx.
2. Let f (x) be continuous over (a, b]. Then,
b b (3.20)
∫ a f (x)dx = lim
+
∫ f (x)dx.
t→a t
In each case, if the limit exists, then the improper integral is said to converge. If the limit does not exist, then
the improper integral is said to diverge.
3. If f (x) is continuous over [a, b] except at a point c in (a, b), then
b c b (3.21)
∫ a f (x)dx = ∫ a f (x)dx + ∫ c f (x)dx,
c b b
provided both ∫ a f (x)dx and ∫c f (x)dx converge. If either of these integrals diverges, then ∫ a f (x)dx
diverges.
Example 3.52
4
Evaluate ∫ 1 dx, if possible. State whether the integral converges or diverges.
0 4−x
Solution
The function f (x) = 1 is continuous over [0, 4) and discontinuous at 4. Using Equation 3.19 from the
4−x
4
definition, rewrite ∫ 1 dx as a limit:
0 4−x
4 t
∫ 1 dx = lim ∫ 1 dx
t → 4− 0 4 − x
Rewrite as a limit.
0 4−x
|
t
= lim− ⎛⎝−2 4 − x⎞⎠ Find the antiderivative.
t→4 0
= lim− ⎛⎝−2 4 − t + 4⎞⎠ Evaluate the antiderivative.
t→4
= 4. Evaluate the limit.
The improper integral converges.
Example 3.53
2
Evaluate ∫ x ln x dx. State whether the integral converges or diverges.
0
Solution
Since f (x) = x ln x is continuous over (0, 2] and is discontinuous at zero, we can rewrite the integral in limit
form using Equation 3.20:
2 2
∫ x ln x dx = lim
+
∫ x ln x dx Rewrite as a limit.
0 t→0 t
⎛ ⎞
| Evaluate ∫ x ln x dx using integration by parts
2
= lim ⎝1 x 2 ln x − 1 x 2⎠
t → 0+ 2 4 t
with u = ln x and dv = x.
⎛ ⎞
= lim ⎝2 ln2 − 1 − 1 t 2 lnt + 1 t 2⎠. Evaluate the antiderivative.
t→0 + 2 4
Evaluate the limit. lim t 2 lnt is indeterminate.
t → 0+
= 2 ln2 − 1. To evaluate it, rewrite as a quotient and apply
L’Hôpital’s rule.
Example 3.54
1
Evaluate ∫ 1 dx. State whether the improper integral converges or diverges.
−1 x 3
Solution
Since f (x) = 1/x 3 is discontinuous at zero, using Equation 3.21, we can write
1 0 1
∫ 1 dx = ∫ 1 dx + ∫ 1 dx.
−1 x 3 −1 x 3 0 x3
0
If either of the two integrals diverges, then the original integral diverges. Begin with ∫ 1 dx :
−1 x 3
0 t
∫ 1 dx = lim ∫ 1 dx
t → 0− −1 x 3
Rewrite as a limit.
−1 x 3
⎛ ⎞
|
t
= lim− − 1 2
t → 0 ⎝ 2x ⎠ −1
Find the antiderivative.
⎛ ⎞
= lim− − 12 + 1
t → 0 ⎝ 2t 2⎠
Evaluate the antiderivative.
3.28 2
Evaluate ∫ 1 dx. State whether the integral converges or diverges.
x
0
A Comparison Theorem
It is not always easy or even possible to evaluate an improper integral directly; however, by comparing it with another
carefully chosen integral, it may be possible to determine its convergence or divergence. To see this, consider two
continuous functions f (x) and g(x) satisfying 0 ≤ f (x) ≤ g(x) for x ≥ a (Figure 3.22). In this case, we may view
integrals of these functions over intervals of the form [a, t] as areas, so we have the relationship
t t
0 ≤ ∫ f (x)dx ≤ ∫ g(x)dx for t ≥ a.
a a
Thus, if
+∞ t
∫a f (x)dx = lim ∫ f (x)dx = +∞,
t → +∞ a
then
+∞ t
∫a g(x)dx = lim ∫ g(x)dx = +∞ as well. That is, if the area of the region between the graph of
t → +∞ a
f (x) and the x-axis
over [a, +∞) is infinite, then the area of the region between the graph of g(x) and the x-axis over [a, +∞) is infinite
too.
On the other hand, if
+∞ t
∫a g(x)dx = lim ∫ g(x)dx = L
t → +∞ a
for some real number L, then
+∞ t t
∫a f (x)dx = lim ∫ f (x)dx
t → +∞ a
must converge to some value less than or equal to L, since ∫ a f (x)dx increases as t
t
increases and ∫ a f (x)dx ≤ L for all t ≥ a.
If the area of the region between the graph of g(x) and the x-axis over [a, +∞) is finite, then the area of the region
between the graph of f (x) and the x-axis over [a, +∞) is also finite.
+∞ t
ii. If ∫a g(x)dx = lim ∫ g(x)dx = L,
t → +∞ a
where L is a real number, then
+∞ t
∫a f (x)dx = lim ∫ f (x)dx = M
t → +∞ a
for some real number M ≤ L.
340 Chapter 3 | Techniques of Integration
Example 3.55
+∞
Use a comparison to show that ∫ 1 dx converges.
xe x
1
Solution
We can see that
0 ≤ 1 x ≤ 1x = e −x,
xe e
+∞ +∞ +∞
so if ∫ e −x dx converges, then so does ∫ 1 dx. To evaluate
xe x
∫ e −x dx, first rewrite it as a limit:
1 1 1
+∞ t
∫ e −xdx = lim
t → +∞
∫ e −x dx
1 1
Example 3.56
+∞
Use the comparison theorem to show that ∫ 1 dx diverges for all p < 1.
xp
1
Solution
+∞
For p < 1, 1/x ≤ 1/(x p) over [1, +∞). In Example 3.47, we showed that ∫ 1 dx = +∞. Therefore,
x
1
+∞
∫ 1 dx diverges for all p < 1.
xp
1
3.29 +∞
Use a comparison to show that ∫e ln x dx diverges.
x
Laplace Transforms
In the last few chapters, we have looked at several ways to use integration for solving real-world problems. For this
next project, we are going to explore a more advanced application of integration: integral transforms. Specifically, we
describe the Laplace transform and some of its properties. The Laplace transform is used in engineering and physics to
simplify the computations needed to solve some problems. It takes functions expressed in terms of time and transforms
them to functions expressed in terms of frequency. It turns out that, in many cases, the computations needed to solve
problems in the frequency domain are much simpler than those required in the time domain.
The Laplace transform is defined in terms of an integral as
∞
L f (t) = F(s) = ∫ e −st f (t)dt.
⎧ ⎫
⎨ ⎬
⎩ ⎭
Note that the input to a Laplace transform is a function of time, f (t), and the output is a function of frequency, F(s).
Although many real-world examples require the use of complex numbers (involving the imaginary number i = −1),
in this project we limit ourselves to functions of real numbers.
Let’s start with a simple example. Here we calculate the Laplace transform of f (t) = t . We have
∞
L{t} = ∫ te −st dt.
0
Now we use integration by parts to evaluate the integral. Note that we are integrating with respect to t, so we treat the
variable s as a constant. We have
u = t dv = e −st dt
du = dt v = − 1s e −st.
Then we obtain
z
⎡⎡ t −st⎤ z 1 ⎤ z
lim ∫ te −st dt = z lim
z→∞ 0 → ∞⎣⎣ s 0 |
− e ⎦ 0 + s ∫ e −st dt
⎦
⎡⎡ z −sz 0 −0s⎤ 1 ⎤ z
− e + s e ⎦ + s ∫ e −st dt
→ ∞⎣⎣ s
= z lim
0 ⎦
⎡⎡ z −sz ⎤ 1 ⎡e −st ⎤ ⎤
|
z
→ ∞⎣⎣ s ⎦
= z lim − e + 0⎦ − s ⎣ s ⎦ 0
⎡⎡ z −sz⎤ 1 ⎡ −sz ⎤⎤
→ ∞⎣⎣ s ⎦
= z lim − e ⎦ − 2 ⎣e − 1⎦
s
⎡ z ⎤ ⎡ 1 ⎤
= z lim − − lim + lim 1
→ ∞⎣ se sz ⎦ z → ∞⎣s 2 e sz ⎦ z → ∞ s 2
= 0 − 0 + 12
s
= 12 .
s
1. Calculate the Laplace transform of f (t) = 1.
342 Chapter 3 | Techniques of Integration
3. Calculate the Laplace transform of f (t) = t 2. (Note, you will have to integrate by parts twice.)
Laplace transforms are often used to solve differential equations. Differential equations are not covered in
detail until later in this book; but, for now, let’s look at the relationship between the Laplace transform of a
function and the Laplace transform of its derivative.
Let’s start with the definition of the Laplace transform. We have
∞ z
L f (t) = ∫ e −st f (t)dt = z lim ∫ e −st f (t)dt.
⎧ ⎫
⎨ ⎬
⎩ ⎭
0 →∞ 0
z
4. Use integration by parts to evaluate z lim
→∞
∫ e −st f (t)dt. (Let u = f (t) and dv = e −st dt.)
0
After integrating by parts and evaluating the limit, you should see that
f (0) 1 ⎡ ⎤
L f (t) = s + s ⎣L f ′(t) ⎦.
⎧ ⎫ ⎧ ⎫
⎨ ⎬ ⎨ ⎬
⎩ ⎭ ⎩ ⎭
Then,
L f ′(t) = sL f (t) − f (0).
⎧ ⎫ ⎧ ⎫
⎨ ⎬ ⎨ ⎬
⎩ ⎭ ⎩ ⎭
Thus, differentiation in the time domain simplifies to multiplication by s in the frequency domain.
The final thing we look at in this project is how the Laplace transforms of f (t) and its antiderivative are
t
related. Let g(t) = ∫ f (u)du. Then,
0
∞ z
L g(t) = ∫ e −st g(t)dt = z lim ∫ e −st g(t)dt.
⎧ ⎫
⎨ ⎬
⎩ ⎭
0 →∞ 0
z
5. Use integration by parts to evaluate z lim
→∞
∫ e −st g(t)dt. (Let u = g(t) and dv = e −st dt. Note, by the way,
0
that we have defined g(t), du = f (t)dt.)
As you might expect, you should see that
L g(t) = 1s · L f (t) .
⎧ ⎫ ⎧ ⎫
⎨ ⎬ ⎨ ⎬
⎩ ⎭ ⎩ ⎭
3.7 EXERCISES
Evaluate the following integrals. If the integral is not 5
convergent, answer “divergent.” 360. ∫ dx
1 x−1
4
347. ∫ dx 2
2 (x − 3) 2 361. ∫ dx
−2 (1 + x) 2
∞
348. ∫ 1 dx ∞
0 4 + x2 362. ∫ e −x dx
0
2
349. ∫ 1 dx
363. ∫
∞
sin x dx
0 4 − x2 0
∞ ∞
350. ∫ 1 dx
364. ∫ −∞ e x dx
1 x ln x 1 + e 2x
∞
351. ∫ xe −x dx
365. ∫
1
dx
1
0 3x
∞
352. ∫ −∞ x dx 2
x2 + 1 366. ∫ dx
0 x3
353. Without integrating, determine whether the integral
∞ 2
∫ 1 dx converges or diverges by comparing the 367. ∫ dx
1 x3 + 1 −1 x 3
∞ 5
355. ∫ e −x cos x dx 371. ∫ 5 dx
0 3 (x − 4) 2
∞
356. ∫ ln x dx
x
Determine the convergence of each of the following
integrals by comparison with the given integral. If the
1
integral converges, find the number to which it converges.
1
357. ∫ ln x dx
x 372. ∫
∞
dx ; compare with ∫
∞
dx .
0
1 x 2 + 4x 1 x2
1
358. ∫ ln x dx
373. ∫
∞
dx ; compare with ∫
∞
dx .
0 x+1 2 x
1 1
∞
359. ∫ −∞ 1 dx Evaluate the integrals. If the integral diverges, answer
x2 + 1 “diverges.”
344 Chapter 3 | Techniques of Integration
∞ 4
374. ∫ dx
e 389. ∫ x ln(4x)dx
1 x 0
1 3
375. ∫ dx
π 390. ∫ x dx
0 x 0 9 − x2
1 t
376. ∫ dx
391. Evaluate ∫ dx . (Be careful!) (Express your
0 1−x .5 1 − x2
1 answer using three decimal places.)
377. ∫ dx
0 1−x 4
392. Evaluate ∫ dx . (Express the answer in exact
0 1 x2 − 1
378. ∫ −∞ dx
form.)
x2 + 1
∞
1 393. Evaluate ∫ dx .
379. ∫ dx 2 (x 2 − 1) 3/2
−1 1 − x 2
394. Find the area of the region in the first quadrant
1
between the curve y = e −6x and the x-axis.
380. ∫ ln x dx
x
0
395. Find the area of the region bounded by the curve
e
381. ∫ ln(x)dx y = 72 , the x-axis, and on the left by x = 1.
0 x
401. f (x) = 1
402. f (x) = x
404. f (x) = e ax
405. Use the formula for arc length to show that the
circumference of the circle x 2 + y 2 = 1 is 2π.
⎧ 0if x < 0
406. Show that f (x) = ⎨ is a probability
⎩7e −7x if x≥0
density function.