Improper Integrals

In defining the definite integral

∫a
f ( x) dx , we dealt with a function f defined on a

finite interval [a, b] and we assumed that f does not have an infinite discontinuity.
However, we can extend the concept of a definite integral 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.

I. Improper Integral on an Infinite Interval

A. Definition

M ∞

1. If
∫
a
f ( x) dx exists for every number M ≥ a , then
∫
a
f ( x) dx =

lim
M →∞ ∫
a
f ( x) dx provided this limit exists (as a finite number).

b b

2. If
∫
M
f ( x) dx exists for every number M ≤ b , then
∫
−∞
f ( x) dx =

lim
M → −∞ ∫
M
f ( x) dx provided this limit exists (as a finite number).

∞ b

[Note: The integrals

∫
a
f ( x) dx and
∫
−∞
f ( x) dx are said to be convergent

if the corresponding limit exists and divergent if the limit does not exist.]

∞ a

3. If both
∫a
f ( x) dx and
∫
−∞
f ( x) dx are convergent, then we define

∞ a ∞

∫
−∞
f ( x) dx =
∫
−∞
f ( x) dx +
∫a
f ( x ) dx . [Note: Any real number a can be

used.]
 1
B. Examples

∫
1
1. Evaluate dx .
x2
1

∞ M ∞
M
−1 
∫ ∫ ∫
1  − 1 1
dx = Mlim x −2
dx = Mlim
→∞   = Mlim
→∞  M
+ 1 = 1 ⇒ dx
x2 →∞
 x 1   x2
1 1 1
converges to 1.

∫
1
2. Evaluate dx
x
1

∞ M

∫
1
x
dx = Mlim
→∞ ∫
1
x
dx = Mlim
→∞
{
2 x } M
1 = Mlim
→∞
{ }
2 M −2 =∞⇒
1 1

∫
1
dx diverges.
x
1

3. Evaluate
∫
−∞
e x dx .

0 0

∫
−∞
e dx = Mlim
x
→ −∞ ∫e
M
x
dx = Mlim
→ −∞
{e }x 0
M = Mlim
→ −∞
{e0 − e M }= 1–0=1 ⇒

∫
−∞
e x dx converges to 1.

∫
1
4. Evaluate dx
1+ x2
−∞
∞ 0 ∞ ∞

∫ ∫ ∫ ∫
1 1 1 1
dx = dx + dx = 2 dx (by symmetry) =
1+ x2 1+ x2 1+ x 2
1+ x2
−∞ −∞ 0 0
 2
M

∫
1
2 Mlim dx = 2 Mlim { arctan x } M
0 = 2 Mlim { arctan M − arctan 0} =
→∞
1+ x2 →∞ →∞
0

∞
π 
∫
1
2 Mlim arctan M = 2 =π ⇒ dx converges to π .
→∞
2 1+ x2
−∞

5. Evaluate
∫ ln x dx .
1

∞ M

∫
1
ln x dx = Mlim
→∞ ∫
1
ln x dx = Mlim
→∞
{ x ln x − x} 1M = Mlim
→∞
[ { M ln M − M } –

{1ln 1 − 1} ] = Mlim { M (ln M − 1)} + 1 =  lim M  ⋅ lim (ln M − 1) + 1 =

→∞
 M →∞  M →∞ 

∞ ⋅ ∞ +1 = ∞ ⇒
∫ ln x dx diverges.
1

6. Evaluate
∫
0
xe − x dx .

∞ M

∫ ∫
−x 1 M
xe −x
dx = Mlim xe − x dx = Mlim {
− xe − x − e − x } M
0 = Mlim  x − x0 =
→∞ →∞ →∞
 e e 
0 0

lim −M 1  − 0 1 
lim − M 
 M
− M  −  0
− 0  . By L’Hospital’s Rule ,  M =
M →∞
 e e  e e  M →∞
e 

lim  −1 lim −M 1  − 0 1 

 M  = 0 . Thus,  M
− M 
−  0 − 0  = (0 − 0) − (0 − 1) = 1 .
M →∞
e  M →∞
 e e  e e 

Thus,
∫
0
xe − x dx converges to 1.
 3
II. Improper Integral with Discontinuous Integrand

A. Definition
b

1. If f is continuous on [ a, b ) and is discontinuous at b, then

∫a
f ( x) dx =

lim
M →b − ∫
a
f ( x) dx if this limit exists (as a finite number).

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

∫a
f ( x) dx =

lim
M →a + ∫
M
f ( x) dx if this limit exists (as a finite number).

[Note: The improper integral

∫
a
f ( x) dx is called convergent if the

corresponding limit exists and divergent if the limit does not exist.]

3. If f has a discontinuity at c, where a < c < b , and both

∫ a
f ( x) dx and

b b c

∫
c
f ( x) dx are convergent, then we define
∫
a
f ( x) dx =
∫ a
f ( x) dx +

∫
c
f ( x) dx .

B. Examples

∫
1
1. Evaluate dx .
x2
0
1 1

∫
 − 1 1
∫
1  1
dx = lim+ x −2 dx = Mlim   M = Mlim + 
− 1 +  = +∞ ⇒
→0 +
x2 M →0
 x → 0
 M
0 M
 4
1

∫
1
dx diverges.
x2
0

∫
1
2. Evaluate dx .
x
0

4 4

∫
1
x
dx = lim+
M →0 ∫ x
−1
2
dx = Mlim
→0 +
2 x { } 4
M = Mlim
→0 +
{
4−2 M = }
0 M

∫
1
4−2 0 = 4⇒ dx converges to 4.
x
0

∫
1
3. Evaluate dx .
0
1− x2

1 M

∫ ∫
1 1
dx = lim− dx = lim− { arcsin x} M
0 =
M →1 M →1
0
1− x 2
0
1− x 2

lim { arcsin M − arcsin 0} = arcsin 1 − 0 = π ⇒

∫
1 π
dx converges to .
M →1−
2 1− x 2 2
0

4. Evaluate
∫ ln x dx .
0
1 1

∫ ln x dx = lim ∫ ln x dx = lim { x ln x − x}
0
M →0 +
M
M →0 +
1
M = (1 ln 1 − 1) −

lim ( M ln M − M ) = −1 − lim ( M ln M ) + 0 = −1 + lim M ln M . By

M →0 + M →0 M →0 + +

ln M 1
M =
L’Hospital’s Rule, Mlim
→0
M ln M = Mlim
→0 1 + + = Mlim
→0 − 1 +

M M2
 5
1 1

lim (−M ) = 0 . Thus, lim

M →0 + M →0 +
∫ ln x dx = −1 ⇒ ∫ ln x dx converges to – 1.
M 0

∫
1
5. Evaluate dx .
x ln x
1

2 2

∫ ∫
1 1
dx = Mlim
→1+
dx = Mlim
→1+
{ ln(ln x)} 2
M = Mlim
→1+
ln(ln 2) −
x ln x x ln x
1 M

lim ln(ln M ) = ln(ln 2) − ln(ln(1)) = ln(ln 2) − ln(0) = ln(ln 2) − (−∞) ⇒

M →1+

∫
1
dx diverges.
x ln x
1

∫
x
e
6. Evaluate dx .
x
0

4 4

∫ ∫ { } { }=
x x
e e
dx = lim+ dx = Mlim 2e x 4
= Mlim 2e 4
− 2e M
M →0 →0 + M →0 +
x x
0 M

∫
x
e
2e − 2e = 2e − 2 ⇒
2 0 2 dx converges to 2e 2 − 2 .
x
0

Practice Sheet for Improper Integrals

∫
1
(1) dx =
1− x2
0

6
 ∞ 1

∫
e x
(2) dx =
x2
1

∫
1
(3) dx =
4− x
0

∫
e x
(4) dx =
x
0

∫(
1
(5) dx =
x ln x ) 2
e

∫
x
(6) dx =
9 − x2
0

∫
x2
(7) dx =
1 + x6
0

∫
1
(8) dx =
x x2 − 1
1

(9)
∫
0
xe − x dx =

∫
1
(10) dx =
1 + x2
1

7
 ∞

∫
x
(11) dx =
1 + x2
0

∫
1
(12) dx =
xln x
e

∫
arctan x
(13) dx =
1+ x2
0

∫
1
(14) dx =
x ln x
1

∫
1
(15) dx =
x(ln x) 2
1

Solution Key for Improper Integrals

1 M

∫ ∫
1 1 {arcsin x} 0M = lim {arcsin M −arcsin 0}
(1) dx = lim
M → 1−
dx = lim
M → 1− 1−
=
1− x 1− x
2 2 M→

0 0

∫
π 1 π
arcsin 1 − arcsin 0 =
2
. Thus, dx converges to 2
.
0
1− x 2

∞ M

{ } { }
1 1

∫ ∫
e x e x 1 M 1
(2) dx = lim
M→ ∞
dx = lim −e x
1 = lim − e M
+ e = −1 + e . Thus,
x2 x2 M →∞ M →∞
1 1

∞ 1

∫
e x
dx converges to e−1
.
x2
1

8
 4 M

lim {−2 4 − x }0 = lim {−2 4 − M + 4} = 4

∫ ∫
1 1 M
(3) dx = lim
M → 4−
dx = .
4− x 4− x M →4 −
M →4 −
0 0

∫
1
Thus, converges to 4.
4− x
0

4 4

{ } { } = 2e
∫ ∫
x x
e e 4
(4) dx = lim
M → 0+
dx = lim 2e
x
M = lim 2e 4
− 2e M 2
−2 . Thus,
x x M →0 + +
M →0
0 M

∫
x
e
dx converges to 2e 2 −2.
x
0

∞ M

∫ x( ln x) ∫ x( ln x)
M
1 1  −1   −1 
(5) 2
dx = lim
M→ ∞ 2
= lim   = lim  +1 = 1 . Thus,
M →∞ ln x e M →∞ ln M 
e e

∫ x( ln x)
1
2
dx converges to 1.
e

3 M

(6) ∫
x
dx = lim
M → 3−
∫
x
dx = {
lim − 9 − x
2
}
M
0 {
= lim − 9 − M 2
}
+3 =
9− x 2
9− x 2 −
M →3 M →3−
0 0

∫
x
3. Thus, dx converges to 3.
0
9 − x2

∞ M

∫ ∫
x2 x2 1 3  1 3 
M

(7) dx = lim dx = lim  arctan( x ) = Mlim  arctan(M ) −

1 + x6 M→ ∞
1+ x6 M →∞ 3 0 →∞ 3 
0 0

∫
1 π  π x2 π
0=  = . Thus, dx converges to .
3 2  6 1 + x6 6
0

2 2

∫x ∫x
1 1
lim {arc sec x} M = arc sec 2 −
2
(8) dx = lim dx =
M → 1+ M→1+

1
x −1 2
M
x −12

9
 2

∫x
π π 1 π
lim {arc sec M } = 3 − 0 = 3 . Thus, dx converges to .
M →1+
x −1
2 3
1

∞ ∞

∫ ∫
M
xe − x dx lim xe − x dx − x 1  − M 1 
(9) = M→ ∞ = lim  x
− x  = lim  M − M  − {0 – 1}=
M →∞  e e 0 M →∞  e e 
0 0

∫ xe
 −1  −x
lim  M − 0 + 1 = 1 . Thus, dx converges to 1.
M →∞ e 
0

∞ M

∫ ∫ 1+ x
1 1
lim {arctan x}1 = M {arctan M } −arctan 1 =
M
(10) dx = lim dx = lim
1+ x2
M→ ∞ 2 M →∞ →∞

1 1

∫ 1+ x
π π π 1 π
− =
2 4 4
. Thus, 2
dx converges to 4
.
1

∞ M

∫ ∫
M
x x 1 2  1 2 
(11) dx = lim dx = lim  ln 1 + x  = lim  ln 1 + M  −
1+ x2 M→ ∞
1+ x2 M →∞ 2  M →∞ 2 0  
0 0

∫ 1+ x
x
0 =∞−0 =∞
. Thus, 2
dx diverges.
0

∞ M

∫ ∫ x ln x dx = lim {ln ln x } { } −ln ln e

1 1 M
(12) dx = lim e
= lim ln ln M =
M→ ∞
x ln x M →∞ M →∞
e e

∫ x ln x dx
1
∞−0 =∞
. Thus, diverges.
e

∞ M

∫ ∫
M
arctan x arctan x  1 2
(13) dx = lim dx = lim  (arctan x )  =
1 + x2 M→ ∞
1+ x2 
M →∞ 2 0
0 0

10
 ∞

∫
2
1 2 1 π  π2 arctan x π2
lim  (arctan M )  − 0 =   = . Thus, dx converges to .
M →∞ 2  22  8 1 + x2 8
0

e e

∫ ∫ lim {ln ln x } { }=
1 1 e
= ln ln e − lim ln ln M
(14) dx = lim
M → 1+
dx = M
x ln x x ln x M →1+ +
M →1
M
1

∫ x ln x dx
1
0 −( −∞) =∞
. Thus, diverges.
1

e e

∫ ∫
e
1 1  −1  −1  −1
(15) dx = lim
M → 1+
dx = lim   = − lim  =
2 x(ln x) 2 M →1 ln x M 1 M →1 ln M 
x(ln x) M
+ +

∫ x(ln x)
1
−1+∞=∞
. Thus, 2
dx diverges.
1

11