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Lecture 2 (improper integrals of type I)

This document discusses improper integrals of type I and II, extending the concept of definite integrals to infinite intervals and functions with infinite discontinuities. It provides examples to illustrate the evaluation of these integrals and the conditions under which they converge or diverge. The document emphasizes the importance of convergence in determining the behavior of improper integrals.

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Alan Chau
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3 views

Lecture 2 (improper integrals of type I)

This document discusses improper integrals of type I and II, extending the concept of definite integrals to infinite intervals and functions with infinite discontinuities. It provides examples to illustrate the evaluation of these integrals and the conditions under which they converge or diverge. The document emphasizes the importance of convergence in determining the behavior of improper integrals.

Uploaded by

Alan Chau
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Math 21

Lecture 2 – June 23, 2020


Goal: evaluate improper integrals of type I
Rb
In defining a definite integral a f (x) dx, we dealt with f defined on a finite interval [a, b]. We can extend
this concept to the case where the interval is infinite and also to the case where f has an infinite discontinuity
in [a, b]. In either case, the integral is called an improper integral; the former type is called type I and
the latter is called type II.

Example 1. Consider the region S that lies under the curve y = 1/x2 , above the x-axis, and to the right of
the line x = 1.
First, consider the smaller region T that lies under the curve y = 1/x2 , above the x-axis, to the right of
x = 1, and to the left of x = b, where b > 1.
Use this to calculate the area of S.

Z b
Improper integrals of type I. Suppose f (x) is positive for x ≥ a. If lim f (x) dx is a finite number,
b→∞ a
Z ∞
we say that f (x) dx converges and define
a
Z ∞ Z b
f (x) dx = lim f (x) dx.
a b→∞ a
Z ∞ Z b
Otherwise (if the above limit does not exist), we say that f (x) dx diverges. We define f (x) dx
a −∞
similarly. These notions extend to functions that are not always positive.
Z ∞
1
Example 2. Determine whether the integral dx is convergent or divergent.
1 x

Z 0
Example 3. Evaluate e3x dx.
−∞

Z ∞
ln x
Example 4. Determine whether the integral dx is convergent or divergent.
1 x
For a positive function f (x), we can use any (finite) number c to define
Z ∞ Z c Z ∞
f (x) dx = f (x) dx + f (x) dx.
−∞ −∞ c

If either of the two improper integrals diverges, we say that the original integral diverges. Both of the new
improper integrals need to converge in order for the original integral to converge.
Z ∞
Example 5. Determine whether the integral x dx is convergent or divergent.
−∞

Z ∞
Example 6. Determine whether the integral ex dx is convergent or divergent.
−∞
Example 7. For what values of p is the following integral convergent?
Z ∞
1
p
dx
1 x

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