Under quite general conditions on f(x) in Ta , b]

Jafxidx =

im f(x) ox

exists and is a finite number (Riemann's Theorem)

In particular . Jaf(xidX exists

finite interval
=> (i) Ta b],
is a

(2) f(x) is bounded in Ta b] ,

such Safidx is called a

proper integral (in

the sense of Riemann) .

 Def .

Sfxxidx is called an
improper integral if
either
0 m c a ,
by is an infinite interval (Type I)

has infinite discontinuity in Ta b]

(2) f(x)
,
an ,

i .
e
, there is ct [a b] ,

him f(x) =
3 or -c
(Type I)
x- [

Iso that f(x) is NOT bounded in Ia ,

b))
Ruk :

If it is an
improper integral ,
(af(x)dx does not
exist

in the sense of Riemann (limit of Riemann sums) ,

but

we can still define it in a natural

way by using limit
,

and an
improper may converge
is a finite number) or

diverge (is not defined) ..

 improper integral
/

Proper integral 5 Riemann integral

Example .

Si edx

For
any
tI1 ,
S , Endx
=
-

b = 1 -

In S ! Jedx=(im(1-5)
+ - ⑮ =

1
t -> i

so we can define

(Indx 1) *edx=(im(1-1)
,

1
= =

"
t -> is
 [a x)
,

(- -, b]

--
,
-)
 Concept Type I
Improper integral
.
.

J fxdx =

= m) fix)dX (17

imp)
(2)
f(x)dx
Sfxdx = =

18f(xdx :
=

1- f(xidx +

/ f(x)dX (3)

the limit exists (as a finite number)

(i) (2) converges if

13) converges if I faxidX ·

(ANdX both converges .

otherwise they are called "diverges" .

By definition ,

pdx =

11. * dx

-
lim
D
(Inx)) =

limlnt= is
--

so the limit does not exist as a finite number ,

it diverges !
Comparison

145dx =

11 %,dx
,
=
c
 joxedx = xedx

1xedx xex : -Sie X

dX
21

ex1
integration by parts

= tet -

1 + et
SO

· 0xedx
=

lin(- +
e -
1 +

et) = -
I

↓
A

↓
t
-
-

0 ⑧

Q :
Why limtet-lim et =

8 ?
+ -
-
E
 =

S. dx+
1. edx

Take a
=

0
,
say .

I. xdx =

m. dx

-Im arctanx - =Lim (arctant -6) I

=

↓
I
1 dx
1 md dx
=

I
-lim arctanx"-lim (0-arctant) =

#
↓
t + - i
t -> - - -

I
-

Srdx= ( .
xdx + J. xdx = + =
π .

converges !
 18 xdx
Ex
converges
.

jxe * dx converges

dx converges
1 ,

diverges
1,
dx .

Rmk .

18 fixidx =
=1 +xidx +
/ fixidX

Tatian
fixa
 1, x-Pdx
!mix dx
-
=

p 1.) , diverges
xdx
1
1
Int
= =
= .

Suppose now pF1 .

ip(+ 1)
*
S, xdx
=
=
-

what happens if + - 0
?
 Case 1)P>1 => P- = c> 0

(imp(t- 1)
!mix
P
1, x-Pdx dx
- -
= =

In (i-1 ( -

In (e--1) =
P
-
1 =
x8 ↓P +
1 =
x6

O converges

case 2) P<1 => 1 -p = >30

(imp(t- 1)
!mix
P
1, x-Pdx dx
- -
= =

1 + -

1) =

↳ diverges

↓ =co
 Conclusion

I =

(idx
1) P < / : I diverges

I and I =

2) Pr 1
:

converges .

b
discontinuity /im f(x)
at e
1) f(x) has o =

-Pf(x)dx= im I fix)dx
=

t + b = + <b
t -
b
 has discontinuity m f(x)
2) f(x) 5 at a =

Safx)dx= imat)" fix) t

dx

t - at : +> a

t ->
a

a P] Himf(x)
=
3)
fixhas Ddiscontinuity at
1"fixdx: / fx1dx /, f(x)dX
=
+

S : fidx =

lim) fixdx
( f(x)dx =

(i) f(x)dx
The improper integral converges if the limit exists (as a finite number) .
 t

Sa fixidx I im 1 fix) &x

safixidx
f
=

lime-("faidx

(fixidx = linefexdx
 Mi
It
Note :
lim -
x-2
=

0
=
0
x
- 2t 11

J. + 1.
&x
*
=

so

1 (2x2)
-

(255 272) 25
(m+
=

- -

↓ + +
2+

I F2dX= 25
"
it and
so converges -
.

.
Interpretation :

The area under the curve y= iz from x =

2

/
"
5 is 25
x
2 dx
= =

to
.

-
 I cos
=

0
secx=
LOSX

lim
+
secx= I si
Let
x

*
-

secxdx : =

im
S secxdx

-lim
+ +

()
.
Inkecx+tanxI)
=

(im -
Insect +tant) -
In(seco +tanol
t +
(2) Il

⑧
-

(im In Iit+ /
+ -

()-

=lim
-
- (n) ) =

0
x +
1 , +
=

1 =
S !** + 1 ,
(I
"
-

tise-1 ** .
*
+ , <1

lin (Inleable
.

=(in
+, -
1
>In/x-i ! !"s +

=lim
t, +
1
((n(t-1) -

(nz) +

lim , (n2 -(n(ta -

1))
Note :
+ 1 -> ↑ , It , -1) = 1-t ,
- Ot , Initi-1) -> -
c

It Itz-1) Interi
+

+z tz-l -> -> &

0
-
=
+
,
,

y x

y
=

In X

~ 3
lim Inx = -
21

D
X x
-
ot

Both the limits

im -
( In(tri) - Inz) , tim(In2-Insta-i)) diverge
↓ ↓
~
-
i

=>

I diverges !
warning :

g*** I Inkxl=In13-11-110-11
Newton-Libnitz
=
In2-1n)= 1n2 X

him Inx = -
2 -

x
-
ot

Sinxex= lim
- ->
04
( (nxdx =

/(x1nx -(, dx)

I
+ >0

integration by parts
 -

+ (Int-tint -x( ! )

=lim ( -- Int -
1 +

A) =
-

1
ot
↓
t
↓
-

⑧ ⑧

Q Why +tit 0 ?
=

so it converges
and S↓ Inxdx=-1 .

Interpretation :
 understand the
In
many applications it is good enough to

nature of an
improper integral ,
that is ,

does it not For if it converges then it

converge or ,
.

other
is a
finite number that we can
try to estimate by
if if it diverges then the integral
means
necessary ; ,

does do bother it all

not exist ,
we not considering at .

A test is method for us to determine if

comparison
a

an
improper integral converges without evaluating the

integral .
 test
Comparison
.

f(x)<9(x) Whenever x = a Type I

Suppose
< 0

Then A =

/- fx)dx =
B =

/g(x)dx = 0

i) A converges to finite number)

if
a
so

then OIB <A -> B converges (to a finite number)

(to cs)
2) If B diverges

then A IB
=
A diverges (to 1)

A similar theorem
comparison
holds for Typer I integrals .
key points :

1) f(x) = g() =
0 for all x =a

with well-known models

2) We
compare
e .

g :
p
b a
3) Suppose >

5 -xidx =

1 f(x)dx+)ofix) dx
is also finite
-

if I is
a
proper integral , always converges ,

bounded in [a b]
,

So for any b= a .

5 -xidx converges
-Jfxxidx converges
Problem-solving

1) First determine if I fixdx converges or diverges

test it
2) Then use Comparison to
prove .
 test *
Comparison
.

f(x) = & 0 X=

****
/fNdx converges ->
converges .

what is f(x) ? x = x x = 2

-
x < -
x2 X= 2

17 0 f(x) =
-

e
x
= ex X = 2
-

2) I edx
/im ex ax
/ +)
= -
=

erges
-

(im(e-et) =

e-lim
t-
is
=
↓

By Comparison
test . -
) exdx converges 0
 S. exax=1 I
*
converges !
*
=> dX -
S dX

q
proper integral , well-defined !

Rik do the value "2" that is

.

Why we choose ,

S .
exdx =

. e *dx + )!exx
Answer : it works

· it is convenient

other values such as I also work

many
·
.

about make
· it is
problem-solving ,
trying to

determine whether or
an
argument ,
to

not it converges and

why -
 ** dx
*
Ex Show that
.

diverges

Proof. Comparison test .

5% dx 0 diverges
=

-He
for x I1
=
*
=
0

dx diverges

test
comparison
converges if PCI

S edx
=

[ diverges if P1/
Ex .
Determine the convergence of Is pdX

S Max = 1 m
!
S:
x-dx

p
=
1 .

Six dx =

(n/x))! =
In)-1nt ->

ot
C

"
+ -

p = =

Six Pdx =
A=I t
-

↑ +
1
-

(1 t +)
= -

Fp
-
=

P<1 :

1 -
P =
x0 t
- p+ =
+ 0

Pc/ : p -
1 =
x0 +
+1
=
=
=

fe ,

>D
Conclusion :

converges if <1

Sedx
=

[ diverges if P1

converges if PCI

S,
dx =

[ diverges if P1/
 1"
x
Ex dx A
-
-
.

= 20 x 1

(2)
Sidx =

f! dx diverges

Comparison
test :
A diverges !
Ex
1 ,xidx B
-L

-
.

*
* = x =1
117 0 x
2

(2) S dx converges

test -> B converges

Comparison
-
.
SYdx= ?

there is All
Im 0 so
=

if A
⑭
=
1 x

0
In X
-
-
1 . =
xA
1 + x2

Sedx
i
converges (P
=

I)

= 7
S dx converges
=>

Y dx =

)" dx+
/ ex

converges .

=>

1 dx =

f'dx+f
⑳
dx

be cause
converges

both

S· dx
, dx converges !