Improper Integrals in Calculus: Convergence and Divergence - Prof. Timothy John Pilachowsk, Study notes of Calculus

This document by tim pilachowski explains improper integrals, their forms, evaluation using limits, and convergence or divergence. Examples include integrals with unbounded boundaries and unbounded integrands. The comparison property is also discussed.

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Pre 2010

Uploaded on 07/30/2009

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Calculus 141, section 8.7a Improper Integrals
notes by Tim Pilachowski
The definite integrals encountered so far have been proper, i.e. they have been evaluated over a finite interval
on which the function is continuous. Improper integrals take one of two forms: a) the boundaries of integration
are unbounded (i.e. they go to , – , or both), or b) the integrand is unbounded on the interval of integration.
Think about the limits we’ve done: some go to a specific finite value, others go to infinity, still others do not
exist. We will, in fact, use limits to evaluate improper integrals. The basic method is to rewrite the integral as a
limit —
() ()
=b
a
b
adxxfdxxf lim , with associated versions for integrals involving – and denominators
approaching 0.
Improper integrals that have a numeric value are said to be convergent. The rest are said to be divergent.
Example A: Does
12
x
dx converge? Answer: converges to 1
Example A extended: Does
02
x
dx converge? Answer: diverges
Example B: Does
+1
2
x
dx converge? Answer: converges to π
Example C: Does
1x
dx converge? Answer: diverges
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Calculus 141, section 8.7a Improper Integrals

notes by Tim Pilachowski

The definite integrals encountered so far have been proper , i.e. they have been evaluated over a finite interval on which the function is continuous. Improper integrals take one of two forms: a) the boundaries of integration are unbounded (i.e. they go to ∞, – ∞, or both), or b) the integrand is unbounded on the interval of integration.

Think about the limits we’ve done: some go to a specific finite value, others go to infinity, still others do not exist. We will, in fact, use limits to evaluate improper integrals. The basic method is to rewrite the integral as a

limit — ∫ ( ) ∫ ( )

→∞

b a (^) b a f x dx lim f x dx , with associated versions for integrals involving –∞ and denominators

approaching 0.

Improper integrals that have a numeric value are said to be convergent. The rest are said to be divergent.

Example A: Does ∫

∞ (^1) x^2

dx converge? Answer : converges to 1

Example A extended: Does ∫

∞ (^0) x^2

dx converge? Answer : diverges

Example B: Does ∫

∞ − ∞ x^2 + 1

dx converge? Answer : converges to π

Example C: Does ∫

∞ (^1) x

dx converge? Answer : diverges

Comparison did not help us in Example C, but sometimes it can. The Comparison Property (Theorem 8.3) states

For f ( x ) continuous on the interval [ a , ∞] and 0 ≤ f ( ) x ≤ g ( ) x for a ≤ x <∞,

if ∫ ( )

a

g x dx converges, so does ∫ ( )

a

f x dx and if ∫ ( )

a

f x dx diverges, so does ∫ ( )

a

g x dx.

Example D: Does ∫

∞ (^0) x^3 + 1

dx converge? Answer : converges to a value less than π 2

Example E: Does ∫

∞ (^1) x

dx converge? Answer : diverges

Example F: Does ∫

∞ 1 cos x dx converge? Answer : diverges

One more thing: the text discusses the normal probability distribution —a very useful tool in statistical analysis. You should read through this portion of the book, but are not required to memorize the formulas for this function.