0% found this document useful (0 votes)
95 views22 pages

L9 - Definite Integral (Improper Integral)

1. The definite integral calculates the area under a function between two bounds. 2. To evaluate a definite integral, first take the indefinite integral of the function, and then plug in the upper and lower bounds of integration and take the difference. 3. For a definite integral to be defined, the integrand must be continuous over the bounds of integration.

Uploaded by

JOHN Rafael
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
95 views22 pages

L9 - Definite Integral (Improper Integral)

1. The definite integral calculates the area under a function between two bounds. 2. To evaluate a definite integral, first take the indefinite integral of the function, and then plug in the upper and lower bounds of integration and take the difference. 3. For a definite integral to be defined, the integrand must be continuous over the bounds of integration.

Uploaded by

JOHN Rafael
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
You are on page 1/ 22

Calculus 2

Definite Integral

Suppose f(x) is a continuous function on [a, b] and also suppose that F(x) is any anti-
derivative for f(x). Then,

𝒃
  𝒃
∫ 𝒇 ( 𝒙 ) 𝒅𝒙=𝑭 ( 𝒙 )|𝒂=𝑭 ( 𝒃 ) − 𝑭 ( 𝒂 )
𝒂

To evaluate a definite integral the first thing to do is evaluate the indefinite integral for the
function. This should explain the similarity in the notations for the indefinite and definite
integrals. It is also requires the function to be continuous in the interval of integration.
Definite Integral
Example: Evaluate each of the following.
3 2 5
  2 −2   2 𝑤 −𝑤 +3
1 .∫ 𝑦 + 𝑦 𝑑𝑦 6 .∫ 2
𝑑𝑤
1 1 𝑤
2 𝜋
    2
2 .∫ 𝑦 3 +2 𝑦 −2 − 1 𝑑𝑦 7 .∫ 2sin 𝜃 − 5cos 𝜃 𝑑 𝜃
1
0

2
  2 −2
3 .∫ 𝑥 + 𝑥 𝑑𝑥
−1

3
  2 −2
4 .∫ 6 𝑥 + 𝑥 −5 𝑑𝑥
1

0
 
5 .∫ √ 𝑡 (𝑡 −2 ) 𝑑𝑡
4
3 2
  2 −2   3 −2
1 .∫ 𝑦 + 𝑦 𝑑𝑦 2 .∫ 𝑦 +2 𝑦 − 1 𝑑𝑦
1 1

3 2
 3  2 4
𝑦 2
)|
3

∫𝑦
1
2
+𝑦
−2
𝑑𝑦=
𝑦
3 (

1
𝑦 )|
1 1
3 −2
(
∫ 𝑦 +2 𝑦 − 1 𝑑𝑦= 4 − 𝑦 − 𝑦
1

33 1 13 1   ( 2 )4 (1) 4
 
¿ ( ) ( )
− −
3 3

3 1
¿ [
4

2
(2)
−(2)   −][4

2
( 1)
−( 1)   ]
  1 1   𝟏𝟓
¿ ( 9− ) − ( −1 ) ¿
𝟒
3 3

  𝟐𝟖
¿
𝟑
2
  2 −2
3 .∫ 𝑥 + 𝑥 𝑑𝑥
−1

2 𝑥=0  
    1 1
∫  𝑥
−1
2
+𝑥 −2
𝑑𝑥 ∫ 𝑥 −2
𝑑𝑥=−
𝑥 | =
0

Recall that in order to do an integral the integrand must be continuous in the


range of the limits.
In this case the second term will have division by zero at x = 0

 and since x = 0 is in the interval of integration, i.e. it is between the lower and upper limit, this
integrand is not continuous in the interval of integration and so we can’t do this integral.
3 0
  2 −2  
4 .∫ 6 𝑥 + 𝑥 −5 𝑑𝑥 5 .∫ √ 𝑡 (𝑡 −2 ) 𝑑𝑡
1 4
0 0 3 1
3  
 3 1 ∫ √ 𝑡 ( 𝑡 −2 ) 𝑑𝑡 =¿ ∫ 𝑡 2 2
− 2𝑡 𝑑𝑡 ¿

1
6 𝑥 +𝑥 −52 
𝑑𝑥=¿ −2
2 𝑥 −
𝑥
−5 𝑥 ¿
1
( 3
)| 4

 
0
4
3
2
¿∫ 𝑡 𝑑𝑡 − 2∫ 𝑡 𝑑𝑡
0 1
2

1 1 4 4
¿  2 (3 )3 −
(3) [
− 5 ( 3 ) − 2 ( 1 )3 −
(1)
− 5 (1)
]   5 3
0❑

 ¿ 116 + 4
2
(4
¿ 𝑡 − 𝑡
5 3
2 2
)|
4

3   2 2 4 2
5 3
¿ 0 − ⌈ (4 ) − ( 4) ⌉
  𝟏𝟐𝟖
¿
5 3
𝟑 𝟑𝟐
  −
¿
𝟏𝟓
𝜋
2 5   2
  2 𝑤 −𝑤 +3
6 .∫ 2
𝑑𝑤 7 .∫ 2sin 𝜃 − 5cos 𝜃 𝑑 𝜃
1 𝑤 0

𝜋 𝜋 𝜋
2 5 2
 2 2 2
  2𝑤
  − 𝑤+3 3 1 3 ∫ 2 sin 𝜃 −5 cos 𝜃 𝑑 𝜃=2∫ sin 𝜃 𝑑 𝜃 −5∫ cos 𝜃 𝑑 𝜃
∫ 2
𝑑𝑤=∫ 2 𝑤 − + 2
𝑑𝑤
1 𝑤 1 𝑤 𝑤 0
𝜋
0
𝜋
0

2   2 2
  4
¿
𝑤
2 (
− ln |𝑤|−
3
𝑤 )|
1
¿ 2∫ sin 𝜃 𝑑 𝜃 − 5∫ cos 𝜃 𝑑 𝜃

 
0 0
𝜋
2
  3 1 ¿ ( −2 𝑐𝑜𝑠𝜃 −5 𝑠𝑖𝑛𝜃 )|
( )(
¿ 2 − ln 2− − −ln 1 −3
4 2 ) 𝜋 𝜋
0

(
¿  − 2 𝑐𝑜𝑠
2
− 5 𝑠𝑖𝑛
2 )
− ( −2 𝑐𝑜𝑠 0− 5 𝑠𝑖𝑛 0 )

¿  𝟗 −𝒍𝒏 𝟐 ¿  ( −5 ) − ( − 2 )
¿  −𝟑
Improper Integrals
In mathematical analysis, an improper integral is the limit of a definite integral as an endpoint of the interval(s) of integration
approaches either a specified real number, ∞, -∞, or in some instances as both endpoints approach limits. Such an integral is
often written symbolically just like a standard definite integral, in some cases with infinity as a limit of integration.

Basically, there are two types of improper integral, the infinite interval and discontinuous integrand.

Infinite Interval
The interval of integration is said to be over an infinite interval if one or both of the limits of integration are infinity.
The integral is convergent if the associated limits exists and its finite number (i.e. it is not plus or minus infinity) and
divergent if the associated limit either does not exist or is (plus or minus) infinity. There are essentially three cases in
dealing with infinite intervals.
𝑡 ∞ 𝑡
 
1.𝑖𝑓 ∫ 𝑓 ( 𝑥 ) 𝑑𝑥 𝑒𝑥𝑖𝑠𝑡𝑠 𝑓𝑜𝑟 𝑒𝑣𝑒𝑟𝑦 𝑡 > 𝑎 𝑡h𝑒𝑛 ,∫ 𝑓 ( 𝑥 ) 𝑑𝑥= lim ∫ 𝑓 ( 𝑥 ) 𝑑𝑥 Provided the limit exist and its finite
𝑎 𝑎 𝑡→∞ 𝑎
𝑏 𝑏 𝑏
  .𝑖𝑓 ∫ 𝑓 ( 𝑥 ) 𝑑𝑥 𝑒𝑥𝑖𝑠𝑡𝑠 𝑓𝑜𝑟 𝑒𝑣𝑒𝑟𝑦 𝑡 <𝑏 𝑡h𝑒𝑛 , ∫ 𝑓 ( 𝑥 ) 𝑑𝑥= lim
2 ∫ 𝑓 ( 𝑥 ) 𝑑𝑥 Provided the limit exist and its finite
𝑡 −∞ 𝑡 → −∞ 𝑡

𝑐 ∞ ∞ 𝑐 ∞
  .𝑖𝑓
3 ∫ 𝑓 ( 𝑥 ) 𝑑𝑥 𝑎𝑛𝑑 ∫ 𝑓 ( 𝑥 ) 𝑑𝑥 𝑎𝑟𝑒 𝑏𝑜𝑡h 𝑐𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑛𝑡 𝑡h𝑒𝑛 , ∫ 𝑓 ( 𝑥 ) 𝑑𝑥= ¿ ∫ 𝑓 ( 𝑥 ) 𝑑𝑥 +∫ 𝑓 ( 𝑥 ) 𝑑𝑥 ¿
−∞ 𝑐 −∞ −∞ 𝑐

Where c is any number. Note as well that this requires BOTH of the integrals to be convergent in order for this integral to
also be convergent. If either of the two integrals is divergent then so is this integral.
Improper Integral - Infinite Interval

Example: Determine if the following integral is convergent or divergent and if it’s convergent find its value.

 
1. ∫ 1𝑥 𝑑𝑥
1

0
  1
  2.∫ 𝑑𝑥
−∞ √3 − 𝑥

  .
3
−𝑥
2

∫ 𝑥𝑒 𝑑𝑥
−∞


  .
4 ∫ 𝑠𝑖𝑛𝑥 𝑑𝑥
−2


  .∫ 9
5 𝑑𝑥
2 ( 1− 3 𝑥 ) 4
Improper Integral - Infinite Interval

 
1. ∫ 1𝑥 𝑑𝑥
1

∞ 𝑡
  1 1
Convert the interval to a limit ∫𝑥 𝑑𝑥=lim ∫ 𝑑𝑥
1 𝑡 →∞ 1 𝑥


Do the integral and the limit.   1 𝑡
∫𝑥 𝑑𝑥= lim ln 𝑥|1
1 𝑡 →∞

  lim [ ln ( 𝑡 ) − ln (1 ) ]
¿
𝑡→∞

 
¿  ∞
The limit is infinite and so the
integral is divergent.
Improper Integral - Infinite Interval
0
  1
2.∫ 𝑑𝑥
−∞ √3 − 𝑥
0 0
Convert the interval to a limit   1 1
∫ 𝑑𝑥= lim ∫ 𝑑𝑥
−∞ √ 3 − 𝑥 𝑡 → −∞ 𝑡 √ 3 − 𝑥
 
Do the integral and the limit. 0
  1 0
∫ 𝑑𝑥= lim −2 √ 3− 𝑥|𝑡
−∞ √3 − 𝑥 𝑡 → −∞

¿  lim ( −2 √ 3+2 √ 3 −𝑡 )
𝑡→∞

¿  −2 √ 3+∞
¿  ∞
The limit is infinite and so the
integral is divergent.
Improper Integral - Infinite Interval

3  .
2
−𝑥
∫ 𝑥𝑒 𝑑𝑥
−∞
∞ 𝑡
  −𝑥
2
−𝑥
2

Convert the interval to a limit, but note that


∫𝑥𝑒 𝑑𝑥=¿ lim ∫ 𝑥 𝑒
𝑡→∞ 0
𝑑𝑥 ¿
0
𝑡
infinite limits requires only one infinite limit   1 −𝑥
( )|
2

in the integral, therefore, split the integral ¿ lim − 𝑒


 
into two separate integrals. 𝑡→∞ 2 0
  1 −𝑡 1 1
( )
2

∞ 0 ∞ ¿ lim − 𝑒 + =
 
𝑥𝑒
−𝑥
2

𝑑𝑥= ∫ 𝑥 𝑒
−𝑥
2

𝑑𝑥 +∫ 𝑥 𝑒
−𝑥
2

𝑑𝑥 𝑡→∞ 2 2 2

−∞ −∞ 0

It shows that both integrals are convergent, so the integral


Then do the individual limit. is said to be convergent and the value is,
0 0
  2
−𝑥 −𝑥
2

∫ 𝑥𝑒 𝑑𝑥=¿ lim
𝑡 →− ∞ 𝑡
∫𝑥𝑒 𝑑𝑥 ¿
 

2
0
2

2
−∞ −𝑥 −𝑥 −𝑥
0 ∫ 𝑥𝑒 𝑑𝑥= ∫ 𝑥 𝑒 𝑑𝑥 +∫ 𝑥 𝑒 𝑑𝑥
  1
( )|
2

¿ lim − 𝑒 − 𝑥 −∞ −∞ 0

𝑡 → −∞ 2 𝑡 1 1
¿  − +
1 1 1 2 2
¿  lim − + 𝑒− 𝑡 =−
( )
2

𝑡 → −∞ 2 2 2  ¿ 𝟎
Improper Integral - Infinite Interval
∞ ∞
  . 𝑠𝑖𝑛𝑥 𝑑𝑥   . 9
4 ∫ 5 ∫ 4
𝑑𝑥
−2 2 ( 1− 3 𝑥 )

Convert the interval to a limit Convert the interval to a limit


∞ 𝑡

∫ ( 9 )4 𝑑𝑥=𝑡lim 9
∞   𝑡  
  𝑠𝑖𝑛𝑥 𝑑𝑥= lim ∫ 𝑠𝑖𝑛𝑥 𝑑𝑥 ∫ 𝑑𝑥
∫ 𝑡 →∞ −2 2 1− 3 𝑥 →∞ 2 ( 1− 3 𝑥 )
4
−2

Do the integral and the limit Do the integral and the limit
∞ 𝑡

∫ ( 9 )4 𝑑𝑥=lim 1
 

  𝑠𝑖𝑛𝑥 𝑑𝑥= lim − 𝑐𝑜𝑠𝑥|𝑡

−2 𝑡 →∞
−2 2 1− 3 𝑥 𝑡 →∞ ( 1−3 𝑥 ) 3
|2

1 1 𝟏
¿  lim ( cos 2− cos 𝑡 )
𝑡→∞
 
¿ lim
𝑡→∞ [ ( 1 −3 𝑡 )3
−(− )]
125
=
𝟏𝟐𝟓

The limit doesn’t exist and so the integral is  


The limit does exist and so the integral is
divergent convergent and the value is
Improper Integral

Discontinuous Integrand
These are integrals that have discontinuous integrands. The process here is basically the same with one
restrained difference. Here are the general cases that need to consider for these integrals.

1.
  If 𝑓  ( 𝑥 ) is continuous on the interval [ 𝑎 , 𝑏 )∧ not continuous at 𝑥=𝑏 then ,
𝑏 𝑡
 
∫ 𝑓 ( 𝑥 ) 𝑑𝑥= lim ∫ 𝑓 ( 𝑥 ) 𝑑𝑥
𝑡 →𝑏− 𝑎
𝑎

provided the limit exists and is finite. Note, use the left-hand limit since the interval of integration is
entirely on the left side of the upper limit.

2  . If 𝑓 ( 𝑥 ) is continuous on the interval ( 𝑎 , 𝑏 ] ∧not continuous at 𝑥=𝑎 then ,


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

provided the limit exists and is finite. Note, use the right-hand limit since the interval of integration is
entirely on the right side of the lower limit.
Improper Integral - Discontinuous Integrand

𝑐 𝑏
 
3 . If 𝑓 ( 𝑥 ) is not continuous at 𝑥=𝑐 where 𝑎< 𝑐< 𝑏∧∫ 𝑓 ( 𝑥 ) 𝑑𝑥∧∫ 𝑓 ( 𝑥 ) 𝑑𝑥
𝑎 𝑐

are both convergent then, 𝑏 𝑐 𝑏


 
  ∫ 𝑓 ( 𝑥 ) 𝑑𝑥=∫ 𝑓 ( 𝑥 ) 𝑑𝑥 +∫ 𝑓 ( 𝑥 ) 𝑑𝑥
𝑎 𝑎 𝑐

As with the infinite interval case this requires BOTH of the integrals to be convergent in order for this
integral to also be convergent. If either of the two integrals is divergent then so is this integral.
𝑐 𝑏
 
4 . If 𝑓 ( 𝑥 ) is not continuous at 𝑥=𝑎∧ 𝑥= 𝑏∧if ∫ 𝑓 ( 𝑥 ) 𝑑𝑥∧∫ 𝑓 ( 𝑥 ) 𝑑𝑥
𝑎 𝑐

are both convergent then, 𝑏 𝑐 𝑏


 
∫ 𝑓 ( 𝑥 ) 𝑑𝑥=∫ 𝑓 ( 𝑥 ) 𝑑𝑥 +∫ 𝑓 ( 𝑥 ) 𝑑𝑥
𝑎 𝑎 𝑐

Where c is any number. Again, this requires BOTH of the integrals to be convergent in order for this
integral to also be convergent.
Improper Integral - Discontinuous Integrand

Example : Determine if the following integral is convergent or divergent. If it is convergent find its value.

3
  1
1.∫ 𝑑𝑥
0 √3 − 𝑥
 

∫ 𝑥12 𝑑𝑥
  .
2
0

1
  1
3 .∫ 𝑑𝑥
−5 10+ 2 𝑥

4
  1
4 .∫ 2
𝑑𝑥
1 𝑥 +𝑥− 6
Improper Integral - Discontinuous Integrand

3
  1
1.∫ 𝑑𝑥
0 √3− 𝑥
3 𝑡
  1 1
The problem point is the upper limit ∫ √ 3− 𝑑𝑥=lim ∫ 𝑑𝑥
so we are in the first case above. 0 𝑥 𝑡 →3 0 √ 3− 𝑥 −

 
3
  1 𝑡
( −2 √ 3 − 𝑥 )|0
∫ √ 3− 𝑥 𝑑𝑥=lim
𝑡 →3 −
0
Do the integral and the limit.
¿  lim ( −2 √ 3− 2 √ 3 − 𝑡 )

𝑡→3

¿  −2 √ 3
The limit exists and is finite so the
integral is convergent.
Improper Integral - Discontinuous Integrand


This is an integral over an infinite interval that also contains a discontinuous integrand. To do
  . 1 this integral, split it up into two integrals so each integral contains only one point of
2 ∫ 2
𝑑𝑥
0 𝑥 discontinuity. Split it up at x = 1 for convenient evaluation.

∞ 1 ∞  
∫ 𝑥12 𝑑𝑥=∫ 𝑥12 𝑑𝑥 +∫ 𝑥12 𝑑𝑥
 

  0 0 1

Therefore the second integral is convergent. Check the first integral if


the integral is also convergent otherwise the integral is divergent.
1
  1 𝑑𝑥=
∫ lim ¿
2
0 𝑥 𝑡 → 0+¿ ∫
1
1
𝑑𝑥 ¿
𝑡 𝑥2

¿  lim ¿
1
1
𝑡→0
+¿
( )| ¿

𝑥 𝑡

 ¿ lim ¿ So, the first integral is divergent and so


𝑡→0
+¿
( −1+ 1𝑡 )= ∞ ¿ the whole integral is divergent.
Improper Integral - Discontinuous Integrand

1
  1 Notice that there is discontinuity in the integrand when x = -5 and this is the lower limit of
3 .∫ 𝑑𝑥 the integration. As long as the discontinuity is there we can’t do the integral. So we need
−5 10+ 2 𝑥
to eliminate the discontinuity first.
1
  1
∫ 𝑑𝑥 = lim ¿
−5 10+ 2 𝑥 1
1
  𝑡 → −5 +¿ ∫
𝑡
10+2 𝑥
𝑑𝑥 ¿

Do the integral and the limit.


1

∫ 10+1 2 𝑥 𝑑𝑥 =
 
lim ¿
1
−5
𝑡 → −5
+¿
( 12 ln |10+2 𝑥|)| ¿
𝑡

 ¿ lim ¿
𝑡 → −5
+¿
( 12 ln |1 2|− 12 ln|10+2 𝑡|) ¿
1
¿  ln |12|+ ∞=∞
2

Therefore, the integral divergent


Improper Integral - Discontinuous Integrand

4 4

∫ ( 𝑥 +3 )1( 𝑥 −2 ) 𝑑𝑥
  1  
4 .∫ 𝑑𝑥 ¿ Notice that there is discontinuity in the integrand
1 𝑥2 + 𝑥 − 6 1 when x = 2 and that is between the limits of interval.

In dealing with this discontinuities, break the integral at x = 2.


4 2 4

∫ ( 𝑥+3 )(1𝑥 − 2 ) 𝑑𝑥=∫ ( 𝑥+ 3 )(1𝑥 −2 ) 𝑑𝑥+∫ ( 𝑥+3 )1( 𝑥 − 2 ) 𝑑𝑥


 
1 1 2

the limit must be one sided limits


4 𝑡
1
 
∫ ( 𝑥 +3 ) ( 𝑥 − 2 )
𝑑𝑥= lim

𝑡 →2
∫ ( 𝑥 +3 )1( 𝑥 − 2 ) 𝑑𝑥 + 4
lim ¿
1 1 1
𝑠 →2 +¿
∫ 𝑑𝑥 ¿
𝑠
(𝑥 +3 ) ( 𝑥 − 2)

use PFD in order to evaluate the integral


  1
  1 𝐴 𝐵 l  𝑒𝑡 𝑥=2 𝐴=−
5
= +
( 𝑥 +3 ) ( 𝑥 −2 ) 𝑥 +3 𝑥 −2
1= l  𝑒𝑡 𝑥=−3   1
  𝐴 ( 𝑥 −1 ) +𝐵 ( 𝑥+3) 𝐵=
5
Improper Integral - Discontinuous Integrand
  1 1
the integration is then 1 5 5 1 1
∫ ( 𝑥+3 ) ( 𝑥 − 2 ) 𝑑𝑥=∫ −
𝑥 − 2 𝑥+3
𝑑𝑥= ln |𝑥 − 2| − ln |𝑥 +3|+𝐶
5 5

4 𝑡
take the limits of the 1 1 1
integral
 
 

1
2
𝑥 +𝑥− 6
𝑑𝑥= lim
𝑡→2
− ( 5
ln |𝑥 − 2|− ln |𝑥+3|
5 )| +
1
𝑠→ 2
+¿
lim
4

( 15 ln |𝑥 −2|− 15 ln |𝑥 +3|)| ¿
¿
𝑠

1 1 1 1
 
¿ lim
𝑡→2
− [( 5 5 5 )(
ln |𝑡 −2|− ln |𝑡 +3| − ln (1) − ln (4) + ¿
5 )]
  lim ¿
1 1 1 1
𝑠 →2
+¿
[( 5 5 ) (
ln( 2) − ln (7) −
5
ln |𝑠− 2|−
5
ln |𝑠+3 | )] ¿
1 1 1 1 1
[
¿  − ∞ −
5
ln ( 5 ) + ln (4) +
5 5 ][
ln ( 2 ) − ln ( 7 ) + ln ( 5 ) +∞
5 5 ]
Therefore, each of these integrals are divergent.
This means that the whole integral is divergent.

You might also like