GOVERNMENT COLLEGE OF ENGINEERING

AND TEXTILE TECHNOLOGY, SERAMPORE

TOPIC: IMPROPER INTREGAL ,TYPES OF IMPROPER INTREGAL AND

ILLUSTRATION

NAME :- ARPITA PRAMANICK

STREAM :- INFORMATION TECHNOLOGY
Semester:- 1
ROLL No :- 10
SUBJECT :MATHS
SUBJECT CODE :BS-MS101_

Dare of Discussion:
Date of Submission:
 Improper integral

Introduction:-

In mathematical analysis, an improper integral is the limit of a definite integral as an endpoint of the
interval(s) of integration approaches either a specified real number or positive or negative infinty; or
in some instances as both endpoints approach limits. Such an integral is often written symbolically just
like a standard definite integral, in some cases with infinity as a limit of integration.

An improper integral of the first kind. The integral may need to be defined on an unbounded domain.

An improper Riemann integral of the second kind. The integral may fail to exist because of a vertical
asymptote in the function.

Specifically, an improper integral is a limit of the form:

or

in which one takes a limit in one or the other (or sometimes both) endpoints (Apostol 1967, §10.23).

By abuse of notation, improper integrals are often written symbolically just like standard definite
integrals, perhaps with infinity among the limits of integration. When the definite integral exists (in the
sense of either the Riemann integral or the more powerful Lebesgue integral), this ambiguity is resolved
as both the proper and improper integral will coincide in value.

Often one is able to compute values for improper integrals, even when the function is not integrable in
the conventional sense (as a Riemann integral, for instance) because of a singularity in the function or
because one of the bounds of integration is infinite.
Main Section:-

The original definition of the Riemann integral does not apply to a function such as on the
interval [1, ∞), because in this case the domain of integration is unbounded. However, the
Riemann integral can often be extended by continuity, by defining the improper integral instead
as a limit

The narrow definition of the Riemann integral also does not cover the function on the interval
[0, 1]. The problem here is that the integrand is unbounded in the domain of integration (the definition
requires that both the domain of integration and the integrand be bounded). However, the improper
integral does exist if understood as the limit
The improper integral

has unbounded intervals for both domain and range.

Sometimes integrals may have two singularities where they are improper. Consider, for
example, the function 1/((x + 1)√x) integrated from 0 to ∞ (shown right). At the lower bound, as x goes
to 0 the function goes to ∞, and the upper bound is itself ∞, though the function goes to 0. Thus this is
a doubly improper integral. Integrated, say, from 1 to 3, an ordinary Riemann sum suffices to produce
a result of π/6. To integrate from 1 to ∞, a Riemann sum is not possible. However, any finite upper
bound, say t (with t > 1), gives a well-defined result, 2 arctan(√t) − π/2. This has a finite limit as t goes
to infinity, namely π/2. Similarly, the integral from 1/3 to 1 allows a Riemann sum as well,
coincidentally again producing π/6. Replacing 1/3 by an arbitrary positive value s (with s < 1) is equally
safe, giving π/2 − 2 arctan(√s). This, too, has a finite limit as s goes to zero, namely π/2.
Combining the limits of the two fragments, the result of this improper integral is

This process does not guarantee success; a limit might fail to exist, or might be infinite. For example,
over the bounded interval from 0 to 1 the integral of 1/x does not converge;

and over the unbounded interval from 1 to ∞ the integral of 1/√x does not converge.
The improper integral

converges, since both left and right limits exist, though the integral is unbounded near an interior
point.

It might also happen that an integral is unbounded near an interior point, in which case the integral
must be split at that point. For the integral as a whole to converge, the limit integrals on both sides
must exist and must be bounded. For example:

But the similar integral

cannot be assigned a value in this way, as the integrals above and below zero do not independently
converge. (However, see Cauchy principal value.)
cannot even define other integrals of this kind unambiguously, such as , since the double
limit is infinite and the two-integral method

yields . In this case, one can however define an improper integral in the
sense of Cauchy principal value:

The questions one must address in determining an improper integral are:

Does the limit exist?

Can the limit be computed?

The first question is an issue of mathematical analysis. The second one can be addressed by calculus
techniques, but also in some cases by contour integration, Fourier transforms and other more advanced
methods.
Types of integrals

There is more than one theory of integration. From the point of view of calculus, the Riemann
integral theory is usually assumed as the default theory. In using improper integrals, it can matter
which integration theory is in play.

For the Riemann integral (or the Darboux integral, which is equivalent to it), improper integration is
necessary both for unbounded intervals (since one cannot divide the interval into finitely many sub
intervals of finite length) and for unbounded functions with finite integral (since, supposing it is
unbounded above, then the upper integral will be infinite, but the lower integral will be finite).

The Lebesgue integral deal differently with unbounded domains and unbounded functions, so that
often an integral which only exists as an improper Riemann integral will exist as a (proper) Lebesgue

integral, such as . On the other hand, there are also integrals that have an improper Riemann
integral but do not have a (proper)

Lebesgue integral, such as . The Lebesgue theory does not see this as a
 deficiency: from the point of view of measure theory,
and cannot be defined satisfactorily. In some situations, however, it may be convenient to employ
improper Lebesgue integrals as is the case, for instance, when defining the
Cauchy principal value. The Lebesgue integral is more or less essential in the

But is nevertheless integrable between any two finite endpoints, and its
integral between 0 and ∞ is usually understood as the limit of the integral:

Singularities

One can speak of the singularities of an improper integral, meaning those points of the extended real
number line at which limits are used.
Cauchy principal value

Consider the difference in values of two limits:

The former is the Cauchy principal value of the otherwise ill-defined expression

Similarly, we have

but

The former is the principal value of the otherwise ill-defined expression

 All of the above limits are cases of the indeterminate form ∞ − ∞.
These pathologies do not affect "Lebesgue-integrate" functions, that is, functions the integrals of whose
absolute values are finite.
CONCLUSION:
Be able to tell if an integral is improper or not and what type it is.
• Be able to tell if an improper integral converges or diverges. If it con-
verges, be able to find what it converges to.
• Be able to write an improper integral as a limit of definite integral(s).
•Be able to study types of improper intregal

References:-
1) Class notes by Dr. Arnab Kumar Dey 2) Wikipedia, 3) Engineering mathematics,
DexterBooth ,1970