Practical Guide to Improper Integrals

Bill Chen, MATH 3B

May 8, 2012
This extra handout is designed to supplement the book and should not be
read as a substitute for it.

Where is the integral improper?

Rb
First identify where the integral is improper: if you have a f (x) dx then it could
be because either a or b is infinite, or f (x) is discontinuous in [a, b]. These are
the bad things that can happen.
The method of improper integrals allows us to give a value to integrals
Rb
f
(x) dx where f (x) is defined for every point of (a, b) and at most one of the
a
endpoints a, b is infinite or a point of discontinuity for f . Informally, there is
only one bad thing that happens in the integral, and it happens at the endpoints.
So we have to break up the integral into pieces like that.

1.1

Examples

R1
Example 1. 0 ln(x) dx is already in this form. The only improper thing
happens at x = 0.
R1 1
R2 1
R2 1
dx = 0 x1
dx+ 1 x1
dx, breaking it up at the improper
Example 2. 0 x1
x = 1.
R1 1
R 0.5 1
R1
1
Example 3. 0 x(x1)
dx = 0 x(x1)
dx + 0.5 x(x1)
dx.
We need to use the 0.5 because we cant have both the discontinuities 0 and
1 appearing in the same integral. I could have used anything between 0 and 1
instead of 0.5, as the term I get from this endpoint will cancel when I evaluate
the integrals.
R1
R 1.5
R2
R3
1
1
1
1
dx = 0 (x1)(x2)
dx+ 1 (x1)(x2)
dx+ 1.5 (x1)(x2)
dx+
Example 4. 0 (x1)(x2)
R 2.5
R
3
1
1
(x1)(x2) dx + 2.5 (x1)(x2) dx.
2
It is done this way so that we just have one bad thing going on in each in
integral, and it happens at the endpoints. The 1.5 and 2.5 were chosen somewhat
arbitrarily.
1

R1
R
R
1
dx = 0 x13 dx + 1
Example 5. 0 x3 (x1)
continuities and infinite endpoints.

1
x3

dx, an example with both dis-

Evaluating the integral

The improper integrals are defined as limits of integrals that were defined in the
normal way (with Riemann sums). We just use the idea of limit to avoid the
problem areas. Assuming f (x) is defined on [a, ), we have
R
Rt
Definition 1. a f (x) dx = limt a f (x) dx.
Now if f is defined on [a, b) but not on b,
Rt
Rb
Definition 2. a f (x) dx = limtb a f (x) dx.
And something similar if f is defined on (a, b] but not on a,
Rb
Rb
Definition 3. a f (x) dx = limta+ t f (x) dx.
Note the use of the one-sided limits; we are only interested from approaching
from one side of the bad endpoint.
So to evaluate the integral usually just involves the usual techiques for integration. Once we find the integral we can just plug it into the limits to evaluate
the improper integral. Sometimes it will involve LHopitals rule.
R1
Example 6. Evaluate 0 ln(x) dx.
R

For this one we just do the integral by integration by parts (omitted) to get
ln(x) dx = x ln(x) x + C. Now if t > 0, we compute
Z 1
ln(x) dx = [(1 ln(1) 1) (t ln(t) t)] = 1 t ln(t) + t.
t

By Definition 3, the answer is

lim 1 t ln(t) + t.

t0+

We can just plug in 0 to evaluate all terms of the integral except for the t ln(t)
term, which is of the form 0 . No problemwe can rewrite that term and use
LHopitals rule to find

lim t ln(t)

t0+

ln(t)
1/t
1/t
= lim+
t0 1/t2

=
=
2

lim

t0+

lim t2 /t

t0+

lim t = 0.

t0+

So in total
Z
0

ln(x) dx = lim+ 1 t ln(t) + t = 1.

t0

A side note about LHopitals rule. LHopitals rule helps us evaluate limits
of the form 00 or
. But if we have a limit of the form 0 , say f (t)g(t)
where f (t) tends to 0 and g(t) tends to , we can rewrite it to the form 00 by
g(t)
f (t)
or to the form
f (t)g(t) = 1/g(t)
by f (t)g(t) = 1/f (t) . Choose whichever is
more convenient.
R1 1
Example 7. Evaluate 0 x(x1)
dx.
R 0.5 1
R1
R1 1
1
dx = 0 x(x1)
dx + 0.5 x(x1)
dx, as
First we need to rewrite 0 x(x1)
1
explained in the first section. By using partial fractions, we get x(x1) = 1
x +
R
1
1
x1 so
x(x1) dx = ln |x| + ln |x 1| + C. We can now evaluate the two
pieces of the integral:
Z 0.5
Z 0.5
1
1
dx = lim+
dx
x(x

1)
x(x
1)
t0
0
0
= lim+ ( ln |0.5| + ln |0.5 1|) ( ln |t| + ln |t 1|)
t0

= ln |0.5| + ln |0.5 1|) ln | 1| + lim+ ln |t|.

t0

But wait! Since ln |t| goes to as t goes to 0, this integral doesnt converge.
So neither does the whole integral, it diverges.