Improper Integrals and Their Convergence in Calculus, Study notes of Mathematics

Examples of improper integrals, their classification as convergent or divergent, and the use of the comparison theorem to determine convergence. It includes integrals with infinite upper and lower limits, infinite discontinuities, and doubly improper integrals.

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Math 104 –Rimmer
8.8 Improper Integrals
( ) ( )
lim
b
b
a a
f x dx f x dx
→∞
=
2
1
x
e dx
2
1
lim
b
x
b
e dx
→∞
=
2
1
1
lim 2
b
x
b
e
→∞
=
2
1
e
=
2 2
1 1
lim
2 2
b
b
e e
→∞
= +
2
1
1
lim 2
b
x
b
e
→∞
=
2
1
since lim 0
2
b
b
e
→∞
=
Infinite Upper Limit
Infinite Upper LimitInfinite Upper Limit
Infinite Upper Limit
Math 104 –Rimmer
8.8 Improper Integrals
1
1
x
x
e
dx
e
+
1
lim 1
bx
x
b
e
dx
e
→∞
=+
( )
1
lim ln 1
b
x
b
e
→∞
= +
=
DIVERGENT
Infinite Upper Limit
Infinite Upper LimitInfinite Upper Limit
Infinite Upper Limit
1
x
x
u e
du e dx
= +
=
1
ln
u
du u C
= +
(
)
(
)
lim ln 1 ln 1
b
b
e e
→∞
= + +
pf3
pf4
pf5

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8.8 Improper Integrals

lim

b

b

a a

f x dx f x dx

→∞

2

1

x

e dx

2

1

lim

b

x

b

e dx

→∞

2

1

lim

b

x

b

e

→∞

2

2 e

2 2

lim

b

b

e e

→∞

2

1

lim

b

x

b

e

→∞

2

1

since lim 0

2

b

b e

→∞

=

Infinite Upper LimitInfinite Upper LimitInfinite Upper LimitInfinite Upper Limit

Math 104 – Rimmer

8.8 Improper Integrals

1

x

x

e

dx

e

1

lim

b x

x

b

e

dx

e

→∞

1

lim ln 1

b

x

b

e

→∞

DIVERGENT

Infinite Upper LimitInfinite Upper LimitInfinite Upper LimitInfinite Upper Limit

1

x

x

u e

du e dx

= +

=

1

ln

u

du = u +C

lim ln 1 ln 1

b

b

e e

→∞

8.8 Improper Integrals

lim

b b

a

a

f x dx f x dx

→−∞

−∞

1

x

xe dx

−∞

1

lim

x

a

a

xe dx

→−∞

1

lim

x x

a a

xe e

→−∞

lim

a a

a

e e ae e

→−∞

Infinite Lower LimitInfinite Lower LimitInfinite Lower LimitInfinite Lower Limit

x

D I

x e

x

e

x

e

+

-

lim 1

a

a

e a

→−∞

= − = 0 ⋅ ∞(indeterminate)

lim

a

a

a

e

→−∞

L'Hospital

'

lim

L H

a

a

e

→−∞

Math 104 – Rimmer

8.8 Improper Integrals

; any real number

c

c

f x dx f x dx f x dx c

∞ ∞

−∞ −∞

3

π

=

Infinite Upper and Lower LimitInfinite Upper and Lower LimitInfinite Upper and Lower LimitInfinite Upper and Lower Limit

lim lim

c b

a b

a c

f x dx f x dx f x dx

→−∞ →∞

−∞

2

6

x

dx

x

−∞

0 2 2

6 6

0

lim lim

b

a b

a

x x

dx dx

x x

→−∞ →∞

3

2 2 1

3

3

u x

du x dx du x dx

=

= =

2

1 1 1

3 3 1

arctan

u

du u C

= +

0

3 3

1 1

3 3

0

lim arctan lim arctan

b

a b a

x x

→−∞ →∞

3 3 1 1

3 3

lim arctan lim arctan

a b

a b

→−∞ →∞

1 1

3 2 3 2

π π

8.8 Improper Integrals

Infinite Discontinuity inside the intervalInfinite Discontinuity inside the intervalInfinite Discontinuity inside the intervalInfinite Discontinuity inside the interval

( )

( )

( ) ( ) ( ) ( )

infinite

discontinuity

lim lim

b c b t b

t c t c

a a c a t

f c

a c b

f x dx f x dx f x dx f x dx f x dx

− +

→ →

< <

∫ ∫ ∫ ∫ ∫

( )

3

4

2

0 infinite

discontinuity

-2 0 3

f

dx

x

< <

0 3

4 4

2 0

dx dx

x x

∫ ∫

3

4 4

0 0

2

lim lim

t

t t

t

dx dx

x x

− +

→ →

∫ ∫

3

3 3

0 0

2

lim lim

t

t t

t

x x

− +

→ →

Both are

actually only need one of them to be divergent

for the entire integral to be divergent

 

 

 

DIVERGENT

Math 104 – Rimmer

8.8 Improper Integrals

Doubly ImproperDoubly ImproperDoubly ImproperDoubly Improper

( )

( )

( ) ( ) ( ) ( )

0

0 0

0 infinite

discontinuity

lim lim

c c b

b a

c a c

f

f x dx f x dx f x dx f x dx f x dx

∞ ∞

→∞ →

∫ ∫ ∫ ∫ ∫

( )

1/

2

0

0 infinite

discontinuity

x

f

e

dx

x

∞ −

1 1/ 1/

2 2

0 1

x x

e e

dx dx

x x

∞ − −

∫ ∫

1 1/ 1/

2 2

0

1

lim lim

b x x

a b

a

e e

dx dx

x x

− −

→ →∞

∫ ∫

1

1/ 1/

1

0

lim lim

b

x x

a b a

e e

− −

→∞ →

1 / 1 /

1

1 1

1

0

lim lim

x x

b

e e a b a

→∞ →

1/ 1/

1 1 1 1

0

lim lim

a b

e e

e e

b a

→∞ →

= 1

0

1 1

lim lim

1 1

b

a

b a

e

e

→∞ +

= −

= 1 − 0

2

1

1

x

u u

x

u

du dx e du e C

=

= = +

8.8 Improper Integrals

Comparison TheoremComparison TheoremComparison TheoremComparison Theorem

Suppose that f x and g x are continuous functions with f x ≥ g x ≥ 0 for x ≥a.

) If ( ) is , then ( ) is.

a a

a f x dx g x dx

∞ ∞

∫ ∫

convergent convergent

) If ( ) is , then ( ) is.

a a

b g x dx f x dx

∞ ∞

∫ ∫

divergent divergent

See problems 49-54 in section 8.

3

0

1

x

dx

x

1

2

x

e

dx

x

∞ −

4

1

1

x

dx

x x

0

arctan

2

x

x

dx

e

1 2

0

sec

x

dx

x x

2

0

sin

x

dx

x

π

Math 104 – Rimmer

8.8 Improper Integrals

3

0

1

x

dx

x

3

1

x

x +

3

for 1

x

x

x

≤ ≥

 

3 2

1

1

g f

x

x x

1

3 3 3

0 0 1

1 1 1

x x x

dx dx dx

x x x

∞ ∞

= +

∫ ∫ ∫

for x ≥ 1

2

1

1

dx

x

2

1

lim

b

b

x dx

→∞

=

1

1

lim

b

b

x

→∞

−  

=

 

 

1

lim 1

b

b

→∞

= +

= 1 Convergent

3

1

Thus is by the Comparison Theorem.

1

x

dx

x

convergent

convergent constant

3

0

is.

1

x

dx

x

convergent