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Improper Integrals
Improper Integrals
finite interval [a, b] and we assumed that f does not have an infinite discontinuity.
However, we can extend the concept of a definite integral to the case where the interval
is infinite and also to the case where f has an infinite discontinuity in [a, b]. In either
case the integral is called an improper integral.
A. Definition
M ∞
1. If
∫
a
f ( x) dx exists for every number M ≥ a , then
∫
a
f ( x) dx =
lim
M →∞ ∫
a
f ( x) dx provided this limit exists (as a finite number).
b b
2. If
∫
M
f ( x) dx exists for every number M ≤ b , then
∫
−∞
f ( x) dx =
lim
M → −∞ ∫
M
f ( x) dx provided this limit exists (as a finite number).
∞ b
if the corresponding limit exists and divergent if the limit does not exist.]
∞ a
3. If both
∫a
f ( x) dx and
∫
−∞
f ( x) dx are convergent, then we define
∞ a ∞
∫
−∞
f ( x) dx =
∫
−∞
f ( x) dx +
∫a
f ( x ) dx . [Note: Any real number a can be
used.]
1
B. Examples
∫
1
1. Evaluate dx .
x2
1
∞ M ∞
M
−1
∫ ∫ ∫
1 − 1 1
dx = Mlim x −2
dx = Mlim
→∞ = Mlim
→∞ M
+ 1 = 1 ⇒ dx
x2 →∞
x 1 x2
1 1 1
converges to 1.
∫
1
2. Evaluate dx
x
1
∞ M
∫
1
x
dx = Mlim
→∞ ∫
1
x
dx = Mlim
→∞
{
2 x } M
1 = Mlim
→∞
{ }
2 M −2 =∞⇒
1 1
∫
1
dx diverges.
x
1
3. Evaluate
∫
−∞
e x dx .
0 0
∫
−∞
e dx = Mlim
x
→ −∞ ∫e
M
x
dx = Mlim
→ −∞
{e }x 0
M = Mlim
→ −∞
{e0 − e M }= 1–0=1 ⇒
∫
−∞
e x dx converges to 1.
∫
1
4. Evaluate dx
1+ x2
−∞
∞ 0 ∞ ∞
∫ ∫ ∫ ∫
1 1 1 1
dx = dx + dx = 2 dx (by symmetry) =
1+ x2 1+ x2 1+ x 2
1+ x2
−∞ −∞ 0 0
2
M
∫
1
2 Mlim dx = 2 Mlim { arctan x } M
0 = 2 Mlim { arctan M − arctan 0} =
→∞
1+ x2 →∞ →∞
0
∞
π
∫
1
2 Mlim arctan M = 2 =π ⇒ dx converges to π .
→∞
2 1+ x2
−∞
5. Evaluate
∫ ln x dx .
1
∞ M
∫
1
ln x dx = Mlim
→∞ ∫
1
ln x dx = Mlim
→∞
{ x ln x − x} 1M = Mlim
→∞
[ { M ln M − M } –
∞ ⋅ ∞ +1 = ∞ ⇒
∫ ln x dx diverges.
1
6. Evaluate
∫
0
xe − x dx .
∞ M
∫ ∫
−x 1 M
xe −x
dx = Mlim xe − x dx = Mlim {
− xe − x − e − x } M
0 = Mlim x − x0 =
→∞ →∞ →∞
e e
0 0
lim −M 1 − 0 1
lim − M
M
− M − 0
− 0 . By L’Hospital’s Rule , M =
M →∞
e e e e M →∞
e
Thus,
∫
0
xe − x dx converges to 1.
3
II. Improper Integral with Discontinuous Integrand
A. Definition
b
lim
M →b − ∫
a
f ( x) dx if this limit exists (as a finite number).
lim
M →a + ∫
M
f ( x) dx if this limit exists (as a finite number).
corresponding limit exists and divergent if the limit does not exist.]
b b c
∫
c
f ( x) dx are convergent, then we define
∫
a
f ( x) dx =
∫ a
f ( x) dx +
∫
c
f ( x) dx .
B. Examples
∫
1
1. Evaluate dx .
x2
0
1 1
∫
− 1 1
∫
1 1
dx = lim+ x −2 dx = Mlim M = Mlim +
− 1 + = +∞ ⇒
→0 +
x2 M →0
x → 0
M
0 M
4
1
∫
1
dx diverges.
x2
0
∫
1
2. Evaluate dx .
x
0
4 4
∫
1
x
dx = lim+
M →0 ∫ x
−1
2
dx = Mlim
→0 +
2 x { } 4
M = Mlim
→0 +
{
4−2 M = }
0 M
∫
1
4−2 0 = 4⇒ dx converges to 4.
x
0
∫
1
3. Evaluate dx .
0
1− x2
1 M
∫ ∫
1 1
dx = lim− dx = lim− { arcsin x} M
0 =
M →1 M →1
0
1− x 2
0
1− x 2
4. Evaluate
∫ ln x dx .
0
1 1
∫ ln x dx = lim ∫ ln x dx = lim { x ln x − x}
0
M →0 +
M
M →0 +
1
M = (1 ln 1 − 1) −
ln M 1
M =
L’Hospital’s Rule, Mlim
→0
M ln M = Mlim
→0 1 + + = Mlim
→0 − 1 +
M M2
5
1 1
∫
1
5. Evaluate dx .
x ln x
1
2 2
∫ ∫
1 1
dx = Mlim
→1+
dx = Mlim
→1+
{ ln(ln x)} 2
M = Mlim
→1+
ln(ln 2) −
x ln x x ln x
1 M
∫
1
dx diverges.
x ln x
1
∫
x
e
6. Evaluate dx .
x
0
4 4
∫ ∫ { } { }=
x x
e e
dx = lim+ dx = Mlim 2e x 4
= Mlim 2e 4
− 2e M
M →0 →0 + M →0 +
x x
0 M
∫
x
e
2e − 2e = 2e − 2 ⇒
2 0 2 dx converges to 2e 2 − 2 .
x
0
∫
1
(1) dx =
1− x2
0
6
∞ 1
∫
e x
(2) dx =
x2
1
∫
1
(3) dx =
4− x
0
∫
e x
(4) dx =
x
0
∫(
1
(5) dx =
x ln x ) 2
e
∫
x
(6) dx =
9 − x2
0
∫
x2
(7) dx =
1 + x6
0
∫
1
(8) dx =
x x2 − 1
1
(9)
∫
0
xe − x dx =
∫
1
(10) dx =
1 + x2
1
7
∞
∫
x
(11) dx =
1 + x2
0
∫
1
(12) dx =
xln x
e
∫
arctan x
(13) dx =
1+ x2
0
∫
1
(14) dx =
x ln x
1
∫
1
(15) dx =
x(ln x) 2
1
∫ ∫
1 1 {arcsin x} 0M = lim {arcsin M −arcsin 0}
(1) dx = lim
M → 1−
dx = lim
M → 1− 1−
=
1− x 1− x
2 2 M→
0 0
∫
π 1 π
arcsin 1 − arcsin 0 =
2
. Thus, dx converges to 2
.
0
1− x 2
∞ M
{ } { }
1 1
∫ ∫
e x e x 1 M 1
(2) dx = lim
M→ ∞
dx = lim −e x
1 = lim − e M
+ e = −1 + e . Thus,
x2 x2 M →∞ M →∞
1 1
∞ 1
∫
e x
dx converges to e−1
.
x2
1
8
4 M
∫
1
Thus, converges to 4.
4− x
0
4 4
{ } { } = 2e
∫ ∫
x x
e e 4
(4) dx = lim
M → 0+
dx = lim 2e
x
M = lim 2e 4
− 2e M 2
−2 . Thus,
x x M →0 + +
M →0
0 M
∫
x
e
dx converges to 2e 2 −2.
x
0
∞ M
∫ x( ln x) ∫ x( ln x)
M
1 1 −1 −1
(5) 2
dx = lim
M→ ∞ 2
= lim = lim +1 = 1 . Thus,
M →∞ ln x e M →∞ ln M
e e
∫ x( ln x)
1
2
dx converges to 1.
e
3 M
(6) ∫
x
dx = lim
M → 3−
∫
x
dx = {
lim − 9 − x
2
}
M
0 {
= lim − 9 − M 2
}
+3 =
9− x 2
9− x 2 −
M →3 M →3−
0 0
∫
x
3. Thus, dx converges to 3.
0
9 − x2
∞ M
∫ ∫
x2 x2 1 3 1 3
M
∫
1 π π x2 π
0= = . Thus, dx converges to .
3 2 6 1 + x6 6
0
2 2
∫x ∫x
1 1
lim {arc sec x} M = arc sec 2 −
2
(8) dx = lim dx =
M → 1+ M→1+
1
x −1 2
M
x −12
9
2
∫x
π π 1 π
lim {arc sec M } = 3 − 0 = 3 . Thus, dx converges to .
M →1+
x −1
2 3
1
∞ ∞
∫ ∫
M
xe − x dx lim xe − x dx − x 1 − M 1
(9) = M→ ∞ = lim x
− x = lim M − M − {0 – 1}=
M →∞ e e 0 M →∞ e e
0 0
∫ xe
−1 −x
lim M − 0 + 1 = 1 . Thus, dx converges to 1.
M →∞ e
0
∞ M
∫ ∫ 1+ x
1 1
lim {arctan x}1 = M {arctan M } −arctan 1 =
M
(10) dx = lim dx = lim
1+ x2
M→ ∞ 2 M →∞ →∞
1 1
∫ 1+ x
π π π 1 π
− =
2 4 4
. Thus, 2
dx converges to 4
.
1
∞ M
∫ ∫
M
x x 1 2 1 2
(11) dx = lim dx = lim ln 1 + x = lim ln 1 + M −
1+ x2 M→ ∞
1+ x2 M →∞ 2 M →∞ 2 0
0 0
∫ 1+ x
x
0 =∞−0 =∞
. Thus, 2
dx diverges.
0
∞ M
∫ x ln x dx
1
∞−0 =∞
. Thus, diverges.
e
∞ M
∫ ∫
M
arctan x arctan x 1 2
(13) dx = lim dx = lim (arctan x ) =
1 + x2 M→ ∞
1+ x2
M →∞ 2 0
0 0
10
∞
∫
2
1 2 1 π π2 arctan x π2
lim (arctan M ) − 0 = = . Thus, dx converges to .
M →∞ 2 22 8 1 + x2 8
0
e e
∫ ∫ lim {ln ln x } { }=
1 1 e
= ln ln e − lim ln ln M
(14) dx = lim
M → 1+
dx = M
x ln x x ln x M →1+ +
M →1
M
1
∫ x ln x dx
1
0 −( −∞) =∞
. Thus, diverges.
1
e e
∫ ∫
e
1 1 −1 −1 −1
(15) dx = lim
M → 1+
dx = lim = − lim =
2 x(ln x) 2 M →1 ln x M 1 M →1 ln M
x(ln x) M
+ +
∫ x(ln x)
1
−1+∞=∞
. Thus, 2
dx diverges.
1
11