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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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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
→∞
−
=
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
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
→−∞
x
x e
x
x
+
-
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
=
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