Lec#40 Real Analysis

for lecturer mathematics

 Improper Integrals
 Important Examples
 Important results

0301-4889903
 Lec#40 Real Analysis | Lecturer Mathematics preparation | Improper integrals
𝑏
Improper Integral: The integral ‫ 𝑥𝑑 )𝑥(𝑓 𝑎׬‬is said to be improper integral if
𝑏 ∞ ∞
1) Either 𝑎 = −∞ or 𝑏 = ∞ or both 𝑎 = −∞ and 𝑏 = ∞. i.e. ‫׬‬−∞ 𝑓(𝑥) 𝑑𝑥 or ‫ 𝑥𝑑 )𝑥(𝑓 𝑎׬‬or ‫׬‬−∞ 𝑓(𝑥) 𝑑𝑥
2 1
2) or 𝑓 is not bounded on 𝑎, 𝑏 . i.e. ‫׬‬0 𝑑𝑥 is not bounded at 𝑥 = 1.
𝑥−1

Improper integral of first kind :

𝑏

The integral න 𝑓 𝑥 𝑑𝑥 , if either a or b or both a and b are infinite so that the interval of integration is
𝑎 𝑏

unbounded but f is bounded, then න 𝑓 𝑥 𝑑𝑥 is called an improper integral of the first kind.
𝑎
𝑏
In other words, the integral ‫ 𝑓𝑜 𝑙𝑎𝑟𝑔𝑒𝑡𝑛𝑖 𝑟𝑒𝑝𝑜𝑟𝑝𝑚𝑖 𝑛𝑎 𝑑𝑒𝑙𝑙𝑎𝑐 𝑠𝑖 𝑥𝑑 𝑥 𝑓 𝑎׬‬1𝑠𝑡 𝑘𝑖𝑛𝑑 𝑖𝑓 𝑎 = ∞ 𝑜𝑟 𝑏 = −∞ or
both.
𝜆 ∞ ∞ 𝜆
If lim ‫ 𝑥𝑑 𝑥 𝑓 𝑎׬‬exists, then the integral ‫ 𝑥𝑑 𝑥 𝑓 𝑎׬‬converges and ‫ = 𝑥𝑑 𝑥 𝑓 𝑎׬‬lim ‫𝑥𝑑 𝑥 𝑓 𝑎׬‬.
𝜆→∞ 𝜆→∞

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 Lec#40 Real Analysis | Lecturer Mathematics preparation | Improper integrals
𝑏 𝑏 𝑏 𝑏
If lim ‫׬‬−𝜆 𝑓 𝑥 𝑑𝑥 exists, then the integral ‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 converges and‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 = lim ‫׬‬−𝜆 𝑓 𝑥 𝑑𝑥
𝜆→∞ 𝜆→∞

Improper integral of second kind :

𝑏

The integral න 𝑓 𝑥 𝑑𝑥 ,if both a and b are finite so that the interval of integration is finite but f has one or more
𝑎 𝑏

points of infinite discontinuity i.e., f is not bounded on [a,b], then න 𝑓 𝑥 𝑑𝑥 is called an improper integral of the
𝑎
second kind.
𝑏

In other words, the integral න 𝑓 𝑥 𝑑𝑥 is called an improper integral of 2nd kind if there exist one or more 𝑐
𝑎
∈ 𝑎, 𝑏 such that 𝑓 𝑥 is unbounded at c.
Examples:
2 2 2
1 1 1
න 𝑑𝑥 , න 𝑑𝑥 𝑎𝑛𝑑 න 𝑑𝑥
𝑥−1 𝑥−2 𝑥−1
1 1 0

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 Lec#40 Real Analysis | Lecturer Mathematics preparation | Improper integrals
Improper integral of third kind :
𝑏

The integral න 𝑓 𝑥 𝑑𝑥 ,if the interval of integration is unbounded (so that a or b or both are infinite) and f is also
𝑎 𝑏

unbounded,then න 𝑓 𝑥 𝑑𝑥 is called an improper integral of the third kind.

𝑎
Examples: In this case
∞ 𝑐 ∞

න 𝑓(𝑥)𝑑𝑥 = න 𝑓(𝑥)𝑑𝑥 + න 𝑓(𝑥)𝑑𝑥

−∞ −∞ 𝑐
∞ 𝑐 𝜆2

න 𝑓(𝑥)𝑑𝑥 = lim න 𝑓(𝑥)𝑑𝑥 + lim න 𝑓(𝑥)𝑑𝑥

𝜆1 →∞ 𝜆2 →∞
−∞ −𝜆1 𝑐

Note:
∞ 𝑐 𝜆

න 𝑓(𝑥)𝑑𝑥 ≠ lim න 𝑓(𝑥)𝑑𝑥 + + lim න 𝑓(𝑥)𝑑𝑥

𝜆→∞ 𝜆→∞
−∞ −𝜆 𝑐

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Lec#40 Real Analysis | Lecturer Mathematics preparation | Improper integrals
Improper integral of first kind : Improper integral of first kind :
∞
1 Q: Discuss
∞
the convergence
Q: Discuss the convergence of න 2 𝑑𝑥
𝑥
1 of න cos 𝑥 𝑑𝑥
Solution: 0
∞ 𝜆
1 1 Solution:
∞ 𝜆
න 2 𝑑𝑥 = lim න 2 𝑑𝑥
𝑥 𝜆→∞ 𝑥
1∞ 1 න cos 𝑥 𝑑𝑥 = lim න cos 𝑥 𝑑𝑥
𝜆 𝜆→∞
1 1 0∞ 0
න 2 𝑑𝑥 = lim −
𝑥 𝜆→∞ 𝑥 𝜆
1∞ 1 න cos 𝑥 𝑑𝑥 = lim sin 𝑥 0
𝜆→∞
1 1 0∞
න 2 𝑑𝑥 = lim − + 1
𝑥 𝜆→∞ 𝜆
1∞ න cos 𝑥 𝑑𝑥 = lim sin 𝜆
𝜆→∞
1 0
න 2
𝑑𝑥 = 1
𝑥 Which does not exist. So the integral is
1
divergent.

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Lec#40 Real Analysis | Lecturer Mathematics preparation | Improper integrals
Improper integral of first kind : Improper integral of first kind :
∞ ∞
−
3 1
Q: Discuss the convergence of න 1 + 𝑥 2 𝑑𝑥 Q: Discuss the convergence of න 2 𝑑𝑥
𝑥 +1
1 0

Solution: Solution:
∞ 𝜆 ∞ 𝜆
3
−2
3
−2
1 1
න 1+𝑥 𝑑𝑥 = lim න 1 + 𝑥 𝑑𝑥 න 2 𝑑𝑥 = lim න 2 𝑑𝑥
𝜆→∞ 𝑥 +1 𝜆→∞ 𝑥 +1
1∞ 1 0∞ 0
3 1 𝜆 1 𝜆
−2 −2 −1
න 1+𝑥 𝑑𝑥 = lim −2 1 + 𝑥 න 2
𝑑𝑥 = lim tan 𝑥 0
𝜆→∞ 1 𝑥 +1 𝜆→∞
1∞ 0∞
3 1 1 1
න 1+𝑥 −2
𝑑𝑥 = −2 lim 1+𝜆 −2
− 2 −2 න 2 𝑑𝑥 = lim tan−1 𝜆
𝜆→∞ 𝑥 +1 𝜆→∞
1∞ 0∞
3
−2
1
−2
1 𝜋
න 1+𝑥 𝑑𝑥 = −2 0 − 2 = 2 න 2 𝑑𝑥 =
𝑥 +1 2
1 0

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