Improper Integrals

Presented by Dr Chris Tisdell

Chris Tisdell

https://www.youtube.com/watch?v=juKPqmNCg7k&list=PLGCj8f6sgswnyu1woFWmYtT1N_
Kc8WCNw&index=40

Chris Tisdell (https://www.youtube.com/watch?v=juKPqmNCg7k&list=PLGCj8f6sgswnyu1woFWmYtT1N_Kc8WCNw&index=40)

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 1 Where are we going?

2 What are improper integrals?

3 Examples

Chris Tisdell (https://www.youtube.com/watch?v=juKPqmNCg7k&list=PLGCj8f6sgswnyu1woFWmYtT1N_Kc8WCNw&index=40)

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 Where are we going?

We will explore the idea of integration over infinite intervals (like the half
line), including
how we define its relationship with Riemann integrals over [a, b]
how to compute an improper integral
plenty of examples.

Improper Integral
We define an improper integral over [a, ∞) via the formula:
Z ∞ Z b 
f (x) dx = lim f (x) dx .
a b→∞ a

Chris Tisdell (https://www.youtube.com/watch?v=juKPqmNCg7k&list=PLGCj8f6sgswnyu1woFWmYtT1N_Kc8WCNw&index=40)

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 An improper integral of a non-negative function can be linked with area
under a curve, as the following sketch illustrates.

if the area under the curve is finite then we say the improper integral
converges
otherwise, we say the improper integral diverges.
What are some examples of curves that have finite area?

Chris Tisdell (https://www.youtube.com/watch?v=juKPqmNCg7k&list=PLGCj8f6sgswnyu1woFWmYtT1N_Kc8WCNw&index=40)

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 Improper Integral Example

Show that the following improper integral converges

Z ∞
1
dx.
3 x3

Chris Tisdell (https://www.youtube.com/watch?v=juKPqmNCg7k&list=PLGCj8f6sgswnyu1woFWmYtT1N_Kc8WCNw&index=40)

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 Improper Integral Example

Show that the following improper integral diverges

Z ∞
1
dx.
1 x

Chris Tisdell (https://www.youtube.com/watch?v=juKPqmNCg7k&list=PLGCj8f6sgswnyu1woFWmYtT1N_Kc8WCNw&index=40)

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 p-test for improper integrals

Improper integrals of the type

Z ∞
1
dx
a xp

are so commonly seen that we have a useful test regarding them.

p-test
Improper integrals of the type
Z ∞
1
dx
a xp

converge if p > 1
diverge if p ≤ 1.

Chris Tisdell (https://www.youtube.com/watch?v=juKPqmNCg7k&list=PLGCj8f6sgswnyu1woFWmYtT1N_Kc8WCNw&index=40)

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 Examples

By applying the p-test, identify which integrals converge and which

diverge.
Z ∞ Z ∞ Z ∞ Z ∞
1 100
√ dx, dx, x dx, 1 dx
9 x a x2 3 3

Chris Tisdell (https://www.youtube.com/watch?v=juKPqmNCg7k&list=PLGCj8f6sgswnyu1woFWmYtT1N_Kc8WCNw&index=40)

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 Examples

Which of the improper integrals diverges and which converges?

Z ∞ Z ∞
−3x
e dx, sin x dx.
1 0

Chris Tisdell (https://www.youtube.com/watch?v=juKPqmNCg7k&list=PLGCj8f6sgswnyu1woFWmYtT1N_Kc8WCNw&index=40)

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 Comparison Test

Note that our mission is to see if a certain improper integral is finite or

not. We cannot always compute the area under its curve, but we can use
clever methods to see if the area is finite (without actually calculating the
area). This is contained in the following comparison test.

Comparison test
Let f and g be integrable functions with 0 ≤ f (x) ≤ g (x) for all x ≥ a.
R∞ R∞
if a g (x) dx converges then a f (x) dx converges
R∞ R∞
if a f (x) dx diverges then a g (x) dx diverges.

In many cases, it is helpful to compare your given integral with that of a p

integral.

Chris Tisdell (https://www.youtube.com/watch?v=juKPqmNCg7k&list=PLGCj8f6sgswnyu1woFWmYtT1N_Kc8WCNw&index=40)

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 Example: Comparison Test

Apply the comparison test for the following improper integral

Z ∞
7
dx.
2 x + ex + 1
3

Chris Tisdell (https://www.youtube.com/watch?v=juKPqmNCg7k&list=PLGCj8f6sgswnyu1woFWmYtT1N_Kc8WCNw&index=40)

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 Example: Comparison Test

Apply the comparison test for the following improper integral

Z ∞
sin x + 7
√ dx.
11 x −2

Chris Tisdell (https://www.youtube.com/watch?v=juKPqmNCg7k&list=PLGCj8f6sgswnyu1woFWmYtT1N_Kc8WCNw&index=40)

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 Example: Comparison Test

Apply the comparison test for the following improper integral

Z ∞
1
dx.
3 x −2

What if we had Z ∞
1
dx?
3 x2 − 2

We will develop another test, called the limit comparison test!

Chris Tisdell (https://www.youtube.com/watch?v=juKPqmNCg7k&list=PLGCj8f6sgswnyu1woFWmYtT1N_Kc8WCNw&index=40)

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