Roberto’s Notes on Integral Calculus

Chapter 6: Improper and approximate integration Section 1

Improper integrals
What you need to know already: What you can learn here:
 The Fundamental Theorem of Calculus.  How to extend the FTC to some cases for
which its assumption of continuity does not
hold.

We have seen that one condition that guarantees that a definite integral ignore this prohibition and try it anyway, we get:
  
 sin 1 x   sin 1 1  sin 1  1 
1
provides the same value, regardless of the Riemann sums used, is that the integrand    
must be a continuous function on the closed interval defined by the limits of 1 2  2
integration, including the limits themselves.
which is the correct value!
Moreover, the proof of the Fundamental Theorem of Calculus also requires
such continuity in order to ensure its proper working.
But there are situations where continuity fails at some value between those Oh! It looks like this integral works even though it is not a proper one!
limits, or at the limits themselves, and yet some feature of the integral tells us that it
should have a finite value and that the FTC should allow us to find it. In fact this And that is why we consider the concept of improper integrals!
situation can arise from a concrete application. But there is another situation for which an unorthodox interpretation of the
concept of integral may be justified. As an example, you may remember that the
amount of work done to lift an object to a height h above Earth is given by an
Example:
integral of the form:
This length of the upper half of the unit circle is well known, from elementary Rh


geometry, to be . If we try to get that information by using the arc length c
W dy
integral, we use the function y  1  x 2 and obtain: y2
R
1 1 1

  
 2 x 
2
x2 1 Here R is the radius of the Earth and c depends on the object, right?
1   dx  1 dx  dx
 2 1 x 
2 1  x2 1  x2 Yes. If you have a philosophical mind, you may ask whether it is possible to
1 1 1
take that object to the end of the universe with a finite amount of work. This may
seem like a silly question, but it does have its relevance in terms of what is humanly
Here the integrand is undefined at the two limits of integration, so technically possible. If by the end of the universe we mean setting h   , now we have an
it is not properly constructed and we cannot apply the FTC to it. Yet, if we
Integral Calculus Chapter 6: Improper and approximate integration Section 1: Improper integrals Page 1
integral that makes no sense, since its upper limit is not a number, as it should be. So,
how will we split the interval of integration into n slices if that interval is infinite?
It turns out that there is a way to get around both obstacles, and it involves a
method that by now you know (or should know) fairly well: limits.
As long as we are dealing with finitely many such issues, we can handle them
by initially staying away from the trouble values and then approaching each of them
by using a suitable limit.
What kind of appropriate limits?
Since there are a few different cases to consider, I will show you how to do that
in the next few sections. This was just an introduction to the problem and the
general way to achieve its solution, so the Learning Questions will be fairly basic
too.
But I want to give you one more definition before we go on.

Definition
Definition
If the value of an improper integral, when computed
An improper integral is a definite integral for which: by using suitable limits, exists, we say that it is
 continuity fails at finitely many values on the convergent.
interval of integration, and/or If it does not exist, for whatever reason, we say that it
 one of the limits of integration is infinite. is divergent.

Such an integral is technically not defined, but can be

given meaning by using one or more appropriate
limits.

Summary
 Certain integrals that do not fulfill the continuity requirements of the FTC can be given meaning by using limits. However, they are called improper to emphasize their
departure from the original meaning.
 When the limit used to give meaning to an improper integral exists, it is used as the value of the integral, which is said to be convergent.
 The value of an improper integral may have a practical meaning or it may provide a qualitative assessment of some property of the integrand.

Common errors to avoid

 Set up the limit in the appropriate manner, or things will not work out properly and the integral will become even more improper!

Integral Calculus Chapter 6: Improper and approximate integration Section 1: Improper integrals Page 2
 Learning questions for Section I 6-1

Review questions:

1. Explain what an improper integral is and why it may be interesting to compute 3. Explain what a convergent improper integral is and what a divergent one is.
them.

2. Describe the role of limits in resolving improper integrals.

Memory questions:

1. What is an improper integral?

Computation questions:
For each of the integrals presented in questions 1-6, determine the reason(s) why it is improper.


e3/ x 4


1
ex
1.
0 x
2
dx 3.

0
ex 1
dx 5.
 cos xdx
0
1


xdx  

 
2. xdx dx
3
1  x2 4. . 6.
x  4x  5
 x  2
2 3
0
0 4

Integral Calculus Chapter 6: Improper and approximate integration Section 1: Improper integrals Page 3
 Theory questions:

1. How many discontinuities do we allow on the interval of integration of an 2. Why don’t we refer to convergence and divergence when we deal with proper
improper integral? integrals?

Templated questions:

1. Construct an improper integral and identify all the reasons why it is improper.

What questions do you have for your instructor?

Integral Calculus Chapter 6: Improper and approximate integration Section 1: Improper integrals Page 4