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1 & 2. Chapters Integrals Krishna Series
1 & 2. Chapters Integrals Krishna Series
1 & 2. Chapters Integrals Krishna Series
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COME
ERGEN OF IMPROPER INTEGRÁLS
323
and function f(x) is bounded over this
the
infinite)
the
(a, b)
geitnfmproper
neither
is
interval1 (a, b) is finite norf (r) is bounded interval; or (ii)
integral of the irst kind or
over it.
infinite
Convergence Improper Integrals
ot
definite integralf) dr
in which the range of
integration
is infinite
integrals. A
either b
co or
=
a =. oo or both) and the
-
A
asft) sb for allx
EI i s an improper integral of the first kind.
function f(x)
is said to be unbounded 1+r
at
infinite at that point. Thus the
function
a
point, if it
becomes In case the interval (a, b) is infinite and the integrand f(t) is
fo) =x/{(r
is unbounded at each of -1) (- 2)}
bounded, we define
the
3. Monotonic functions. points
x 1 and x
=
2. =
A function
x>y»f(e) <f0) *Ly El.
f defined on an interval I is said to be
function if it is either a
monotonic provided that the limit exists finitely.
increasing on I. monotonically decreasing or
monotonically lim lim
For example the function
f defined byf (t) =
sinr is (Gii) Sf)dt = 1)d + lf)d
increasing in the interval 0 sx
s}r and monotonically
the interval t monotonically decreasing in provided that both these limits exist finitely.
sx ST.
7. of the second kind. A definite integral
Improper integrals
4. is finite but the integrand
Proper Integral. The definite integral
) dr is said to be fr) dr in which the range of integration
of the interval a Sx Sb, is
J) is unbounded at one or more points
a
proper integral if the range of
integration finite and the integrand
is
of the second kind.
fx) is bounded. The integral 7T/2 called improper integral
an
Ssinx dr is a proper integral. dr dt are improper integrals
of
Also r is an example of a
Thus
(r J,
2) (* -3)
and
J,
proper integral because the second kind.
limSn= 1.
r0 In the case of the definite integral
S 2. Convergence of
eech of the
2
improper integrals. Thus the limit exists and is unique and finite; therefore the given
When the limit of an
definite finite number, we improper integral as defined above, is a integral is convergent and its value is 2.
say that the given integral is
the value of the converzent and
integral is equal to the value of that limit. Ex. 2. Evaluate S, X
limit is oor When the
o, the integral is said to be
the integral does not exist. divergent i.e., the value of Sol. We have
In case the
limit is neither a definite number nor o or the
integrai is said to be oscillatory and in this case also the value »,of the
integral does not exist i.e., the integral is not convergent. We can define lim
r o |logx - 0= .
the convergence
of tie
infinite integral f) dx as follows Thus the limit does not exist finitely and therefore
the given
does not exist).
Definition. The integral is divergent (i.e., the integral
integral S ft)dr is said to converge to the value
I, if for any arbitrarily chosen positive number e, however small but not
zero, there exists a coresponding
positive number N such thai
Ex. 3. Evaluate
J, a=
Sol. We have
S)d-<efor all values of b2N.
Similarly
lower limit is
we can define the convergence of an
integral, when the
-2ro
dx
:.f -2)
dr
(By def.)
Solved Examples
Ex. .
Discuss the convergence of the the given integralis
evaluating them
following integrals by Which isa def+nite real number. Therefore
convergent and its value is 1.
ERGENCEOF IMPROPERINTEGRALS 327
326
Ex.4.
INTEGRAL CALCULUs lime,= l-¬=[1-0=1.
Test the convergence of n" dr, (m> 0). Thus the limits existand is unique and finite; therefore the given
i n t e g r a li s convergent,
Sol. We havef e"dr = sS.cdr, (By def.) Ex. 10. 7est the convergence of (Rohilkhand 1984)
CONVERGENCE OF IMPROPER INTEGRALS 329
328
INTEGRAL CALCULUS Sol. Here the integrand (ie, 1/*) becomes infinie at the lower
Sol. We have
limitx= 0.
dr lim
J.1J.1#7*J,
lim lim d
tan
1+ r
lin
o
J 1+x
ootan
-+ co=00
olim
0- tan (-x)] +x> [tan"'x -0 lim
o Hence the limit
does not exist finitely. Therefore the given integral
oo and its value does
not exist.
(- «/2) +a/2 =T. diverges to
= -
dx
Sol. We have dr
X+2r +2 + 1+1 1-)1-E
lim
x 1+1t**
dr lim dr -2(1-)
+1)+ T
where c is any real number -2Ve +2] =2,
lim lim the given integral is convergent
real number. Hence
+ 1)+ tan'e+ 1D which is a definite
and its value is 2.
lim
=X [tan" (c+1) + tan "(1 -x)] Ex. 15. Evaluate
at the
becomes infinite
lim0 [tan ( 2 + 1) - tan"(c + 1)] Sol. Here the integrand {ie., 1/(1-1)]
= -
between - 1 and 1.
lim
0 2 2Ve] = 2.
. $=/".Ia
lim
integral does
-
divergent. Ifn
lim
Ex. 18. Evaluate dr Therefore inthiscase = T==0
Jo r-a)
Sol. Here the
0<a< la. integrand becomes infinite at Hence from (1), we have
Proceeding exactly as in x =a and d
not exist
finitely i.e. the given integral isEx. 16, we find that the limits do n-j
fn > 1
$ 3. Tests for meaningless. when n > 1.
ie., convergence improper
of
Hence the given integral is convergent
to test the
convergence integrals of the first kind
integration is infinite and the of improper integrals in which the range 1,then 1 n is positive and sor -> o
im " = o.
integrand is bounded.
-
divergent. 8 (r) dr is divergent thenS greater than some Hence the given integral
when n s1.
>l and diverges
,
f)dr is also dx
converges when n
Alternative form of the
above
comparison test. Solved Examples
is a
definite number, other than zero, the ofthe integral
So) dr and g () dr integrals Ex. 18 (a). Test the convergence
either both converge or cos dr. (Meerut 1991;
Rohikhand 80)
both diverge. r+a
132 ROPER INTEGRALS
rONVERGENCE OF
INTEGRAL CALCULUs 333
Sol. Here
s)- Obviouslyg x) posiUive in the interval (a, )
Is
a
Since sin"x s 1.
+a
Thus since | cos mu| s1. .by comparison test, dis convergent if is
f)| sg (*) whenx 20. convergent.
Sol. Leta > 0. Then we (Meerut 1991P; Rohikhand 80) sin 1sinx
can write Wehave |f)|=
1.
since |sinx i s
a+5Va+(/}
<since V{1+(1/
Sol. )
Obviouslyf )
Let
f)= a-1-1}V{-1-}
is bounded in the interval (2, o).
1
We can writefe) 1akeg() =
=
by comparison test, dr V{1- (1/2)- (1/x*)}
x V(1+ISisconvergent if
Sis We have
convergent. lim ) _ lim 1
But
the comparison integral 8 ) V{1-(1/)-(1/} *
n
2 which is > 1.
J. is convergent because here which is finite and non-zero. Therefore
Hence
S r)d and s ()dr
Vd+s also convergent. either both converge or both diverge.
But the comparison integral
Alternative Method
Here 1
f)Vd + ?AI+(1/23ake8) = because here n = 1. Hence
x
is divergent
We have xlim> 0o f()-lim
8r)x V{1+ (1/))1, which is finite
and non-zero. Therefore
drie J, e-x-1
f(¢) dr and S 8 *) dr either both
is also divergent.
both in part (). Here also the given integral is
converge or
diverge. But S. g) dr J. is convergent = (i) Proceed exactly
as
We can write
Now 8 ) de f, =
e"k = "de
+ (a/r) {1+
Takeg()= 1/t. (a*/*)P - lim
We havemf). lim
g x>o xo-e*+e"]=0+e'=1/e,
and
(1+ (a1 1, which is finite
non-zero.
Theretoré S fr) dr and which is a definite finite number. Hence g() dr is convergent.
g() dr either both
converge or both diverge. But the S f ) dr is also convergent.
comparison integral g) dr ie.,
dr is divergent. Therefore S. f) dr is also Hence - is convergent because the sum of two
divergent. Hence X
- ) = . (-1*+\
e which is a definite number.
Ex. 28. Examine the convergence of xdr
(1+2
Sol. Let a>0. Then we have
Sxe« is
convergent and so dr is also
C xdr
convergent. (1+
Hence the
given integral S edr is also The first integral on the rigth hand side is convergent because it is
sum of two convergent as it is the a proper integral. We observe that in this integral the range of
convergent integrals. integration (0,a) is finite and he integrand x/(1 + x* is bounded
S 5. The
u-Test. throughout the interval (0, a). So we need to check the convergence of
Let f(r) be bounded and integrable in the interval xdr
a>0. (a, o) where (1+x3only.
If there is number u> 1, such that lim
a
x o x"f(¢) exists, then
Let f)1+1
Letf)74 Then f() is bounded in the interval (a, »).
f) = 1+x++.
which is a definite real
number.
x>* {1+(IAY* 0 for all values of and n.
Since >1,
therefore by a-test Taking >1, we see by j4-test that the integral
Hence d
(a+2 is convergent
(a42 Is also convergent because it is the sum of twO for all values ofn.
convergent integrals. is convergent
i) Apply A-test by taking 4 = Ex. 32 (b). Show that the integral d e is comverzent,
where a > 0.
Ex. 30. Test the convergence
of where b >a. Sol. Proceed exactly in the same way as in Ex. 32 (a).
3/2 Ex. 33. Test the convergence of the integral
Sol Letf)= 5Then f() is bounded in the interval
(b, o). Take u =2 -= Then
where m and n are positive integers.
im f() =* 3/2 (Meerut 1983)
Sol. Let f(t) =**e Then f ) is bounded in the interval a , then Sa)°t)dris convergen.
(1, ). We have
342 rONVERGENCE OF PROPER INTEGRALSS
INTEGRAL CALCULUS 343
Solved Examples
Ex. 34. Test the convergence of Sol. Let f¢)= jand o (t) sin =
(1- dr, when a >0. Nowis bounded and monotonic decreasing for all x2a and
Sol. Let
S)=and ¢() 1-e = im
Vx
0
We have
as |cos x| s1
Also
)de=sinxdr= |cosa-cos z| s2, for all
Gnite values ofx. |Note that the value of cosx lies between -1 and 1].
Since d is 0de is boundedfor allinitevaluesof.
convergent, therefore by comparison test
COSd is also convergent. Hence by Dirichlet's test the integral J dris convergent.
x
Agian (t) = 1 - e" is monotonic increasing and bounded Ex. 37. Show that sinx'dx is convergent.
function forx > a. (Meerut 1979)
Sol. We have Ssinrdr = S sinx dr + , sinr dr.
Hence by Abel's test (1-e de is convergent. But Ssinrde is a proper integral and hence convergent.
Ex. 35. Test the convergence.of Sndr where a >0 Now it remains to test the convergence of J, sinx dr. We can
2
Sol. Let sinx
fr) and o (r) =e
wie siar'a =J 2.cia)-a
=
r2
P()d| is bounded for all finite values of r Let )=and o(t) sinx =
Hence by Dirichlet's test Obviously the function f)= i s bounded and monotonic
the integral dis convergent. lim
Since the sum of two decreasing for allr 2 a and f) =^ 0.
sinx
convergent integrals is convergent, therefore o o
convergent. Thus
and are convergent. necessarily absolutely
necessary
condition for the
convergence of
an
-
sinzsinXlsince |sin x| 1. Let f ) = |e*cos mx|. Then f¢) is bounded in the interval
(0, co). We
have
f ) = le*cosmx = e | cosmx | s e
comparison test, S, f)d is convergent if since cos mxs 1.
But lim
- J tan convergence of the above integral.
10. Comparison test.
=
lim where the range of
X0 a Consider the improper integral
f)d,
which is a definite real number. a. Let g (r) be
onl at x
=
unbounded
htegration is and f(x) is
(a, b) finite
poitive
INTEGRAI, CALCUI.Us
in ihe interval (a + r,b) and
|f(r) | 8 ) in the intern
CONVERGENCE
OF IMPROPER INTECGRALS 4)
(atb). Then J S() dr is
convergent if J 8 () dr is convergent. Im
Simlarty S)| 2 g(«) Sor all 0 log (b -
a) -
loge
values of x in
at,b), then
Sf) dr is divergent provlded J &() dr is the inteva
Alternative form of the nbove divergent. Hence the given integral diverges when x .
log ) -
m comparlson test,
is definite Solved Examples
number, other than zero, the
g( a
a) dr and s(t)dr cither both converge or both integrals Ex. 44. Show that the integral dr
Note. While applying the
diverge.
above
(1+)covergmt.
take comparison test, we Sol. In the given integral, the integrand fr) Vs (+ =
g() -it, J, t-ay generally taken gencrally as unbounded at the lower limit of integration x = 0.
comparison integral. the
Take 8 («) = 1/*"",
Theorem. The ThenX0 LO lim
conmparison integral x-ay s convergent g X»0141, whichisfinite and non-zero.
when n < I and
divergent when n 2l. b y comparison test
Proof. We have (Rohilkhand 1985)
lim
S S)de and S, e)d«
lim
-aye0 either both converge or both divergc. But the comparison integral
a+ - a dr
- a ) ~ n + 17
1 5 convergent because here n 1/3 which is less than 1. Hence
=
1 -n , ifn *
the integral i s also convergent.
integrand is
= 0-a**
Sol. In the given integral the f)= 1+X
unbounded at the lower limit of integrationr = 0. Take g (r) = 1/x.
Hence the given integral
If n> 1, then 1 n is converges when n< 1. Then lim I-04,
this case, from (1), we havenegative and so n 1 is positive. Therefore
-
in -
drlim(b-a
r ae 0 1 S)de and , s)d
1-n (n - 1)" .
But the comparison integral
Hence the given
integral cither both converge or both diverge.
When n 1, we have
diverges when n > 1.
3 which is > 1.
i s divergent because here n
=
dr
J. - J . t-) dr also divergent.
lim dr lim
Hence the given integral J,
+is dr
og(r- Ex. 46. Test the convergenceofthe integral ,
350
ONVERGENCE OFIMPROPER INTEGRALS
CON
Sol.
INTEGRAL CALCULUs 351
In the which is a detinite real number.
given integral the
unbounded at the lower integrand f(«) =1/N(*-1)
Take
limit of
8 ) integrationx
= 1/Vr- 1).
= 1.
is . J8) dr is convergent.
Hence dr
Then im,) lim aiso convergent.
+1) V(1-
lim Ex. 48. Show that the integral dis divergent.
X1 +1)
=
1/V2, which is finite and non-zero. Sol. In the given integral the integrand f (r) = is unbounded
Therefore by
comparison test, at the lower limit of integrationr = 0. Take g () =1/x.
S)d and , 8()t lim
are either both Then
convergent2or both divergent.
But s sdt = dr which is finite and non-zero.
lim 0 + -1) Therefore, by comparison test,
{r +V- 1)} f dt and
, sa
Jim either both converge or both diverge. But the comparison integral
=0 log (2+ V3y-log {1 +e + V(¢ + e)}]
which is a definite realnumber.
=
log (2+ V3), d is divergent because heren = 1
Hence,
JV-1isalso convergent.
Ex. 47.
Ex. 49. Test the convergence ofthe integral
a/2
Test the convergence of the integral COS X
dr Sol. In the given integral theintegrandf()= i s unbounded
r+1)V( - 0. Take g () =1/*.
Sol. In the given integral the integrandf¢)= 1 at the lower limit of integrationr =
lim
is unbounded at t+ 1)V(1- )5 Then lim =lim X0 COSX =
1,
the upper limit of
integrationx = 1. Take X*g(I+0
1
which is finite and non-zero. 2
c/2
Js)dr and g )
lim Therefore, by comparison test,
Then
xl g() either both converge or both diverge.
which is finite and non-zero. Ca/2
Therefore, by comparison test. But ss)d =d 0
f ) d r and S, s)de m - - o|-2+-
either both converge or both diverge.
a/2
S dr 8) dris divergent.
But 80t =
the proper integral bccause non-zero, then ( ) dr is divergent and the same is true
integrand s(r) =Xeis bounded in the interval
given intcgral is convergent when n 2 1. (0, 1). So the lim
Xa+0 (-a)f ) = + o; or -
.
Ii0 <n< 1, the
Takeg(x) =?*
integrand f(x) ='e* is unbounded atx 0, =
In casef() is unbounded atá= b, we should find
lim
Then L)_ lim xb-0 6-x".f),
Then y0 g() which is finite and non-zero. the other conditions of the test remaining the same.
by comparison test, S f) dr and J8 ) Solved Examples
dx either
converge or both diverge. both
Ex. 52. Prove that the integral
r - comverge
But s 8)dt =
d« = S- d =
(Meerut 1982, 93)
Sol. In the given integral the integrand f(r) =1/W«
(1 -z)} is
o which is adefinite real number. unbounded both atx = 0 ånd atr = 1.If0 <á < 1,we can write
dr
d dr
8 )dr is convergent J. - J , Tur-*J, V«(1-3)}
HenceS -"e"dr is also Say.
Ex. 51.
convergent. In theintegral I, theintegrandf (r) is unbounded at the lower limit
Show that the
n > 0.
integral Sa ' e d r is convergent if of integration x =0 and in the integral , the integrand
f()
unbounded at the upper limit
Sol. We have of integration
x=1.
, To test the convergence of. Take u = We have
lim
We have0.f) =02. 1 Hence by u-test it follows that the given integral is convergent
(tanx) when 0< n < i, and divergent when n 2 1.
0 V (cosx) =1.1 = 1.
Convergent.
lim0 tanx d * dr is convergent by 4-test, for'we have
Also
lim =lim.
0- [by L-Hospital's rúule]
1+a++
0,if4>0.
Taking between 0 and 1, it follows = 0, for all values offa.
from 4-test that the given
integral is convergent. that J. e-la* d isconvergent.
Ex. 59. Discuss the convergence of the integral Taking A1 we see
the integralisconvergentifn=1.
(H) Let n < l andf() = l o g r .
Then 0 ")-0**s-" logr + l Say:
Let a 21. Then f) is bounded thfoughout the interval (0, 6) and
= 0
if1- .(1)
and
(2) so the integral , is a próper integral and hence it is convergent. To test
Hençe when 0 <n <1, we can choose u between 0 and 1 and the convergence of the infinite integral 1, in this case, we have
satisfying (1). The integral is therefore convetgent by j-test when lim lim xta-1
0<n <1.
Again when n s0, we can take = 1 and satisfying (2 Hence by 1, ifu +a - 1 ==1
M-test the integral is divergent when n s 0. ie., ifu = 2- a which is s 1 since a 21.
358
is
1, ifp + by -test ,
m
u so
by a-test I, is =
0 <1 and so
convergent. If we take a s 0, then 4 2 1 and so 0<m < 1, we have <u is
is by ju-test 1, divergent. Ifwe take we have u 2l
and so by pa-test I
To test the If we take m s0,
convergence of I, when a < 1, we.have convergent.
lim the interval of
integration is
. lim ta*l divergent.
of the integral 1
Again in the
case
+1* x+1 114 +a -1=1 unbounded atr=
To test the
1 only.
ie.,if = 2-a which is> 1 the integrand is
Hence by u-test I, is
since a < 1. (a,1) and soofwehave
convergence
convergent ifa < 1.
lim (1-1)"*'(1-1"**
Thus I, is convergent if a< 1. But is =r1-0
/, convergent if 0 <a < 1 and 1 - 0 (-1)" S)
is.divergent ifa s 0.
t h e given lim (1 - x)# ~lym
-1 *tn
INTEGRAL CALCULUs
Let us first =1+12, say.
discuss the
Let f)='e convergence of .
Ifn2 1.f(g) is
a
proper integral andbounded
hence
throughout the interval [0, 1] and so
it is I is
Ifn <
1,f(t) is unbounded convergent ifn 21.
atx =0. In this
lim case we have
0f¢) =0 #.**'e"*=0 tn-l-x
1 ifr =
So by
-test when 0<#<+n-1=0 ie.,u l n .
=