Improper Integrals

Improper Integrals

 Objective: Evaluate integrals that

become infinite within the interval of
integration
 Improper Integrals
 Our main objective in this section is to extend the
concept of a definite integral to allow for infinite
intervals of integration and integrands with vertical
asymptotes within the interval of integration or one
of the bounds.
 We will call the vertical asymptotes infinite
discontinuities and we will call integrals with infinite
intervals of integration or infinite discontinuities
within the interval of integration improper integrals.
TYPE I: Improper Integrals

• Examples of such integrals are:

• Infinite intervals of integration.

 
dx 0

1 x 2
dx
 e dx 1  x 2
x


TYPE II: Improper Integrals

• Examples of such integrals are:

• Infinite discontinuities in the interval of integration.

3 2 
dx dx
3 x 2 1 x  1  tan xdx
0
(Mixed I&II) Improper Integrals

• Examples of such integrals are:

• Both Infinite discontinuities in the interval of
integration and infinite intervals of integration.

 

dx
  sec xdx
dx
 x 2  9
0 x 1
 Definition

• The improper integral of f over the interval [a,)

is defined to be

 b


a
f ( x)dx  lim
b   f ( x)dx
a

• In the case where the limit exists, the improper

integral is said to converge, and the limit is defined to
be the value of the integral. In the case where the
limit does not exist, the improper integral is said to
diverge, and is not assigned a value.
 Example 1a


dx
1 x 2
• Evaluate
 Example 1a

dx
• Evaluate 1 x 2
 b
dx dx
1 x 2  blim
   x 2
1
 Example 1a

dx
• Evaluate 1 x 2
 b
dx dx
1 x 2  blim
   x 2
1

b
 1
b
dx
lim 
b x
1
2
 lim
b    
 x 1

1 1
  1
b 1
 Example 1b

dx
• Evaluate
1 x
 Example 1b

dx
• Evaluate 1 x
 b
dx dx
1 x  blim
   x
1
 Example 1b

dx
• Evaluate 1 x
 b
dx dx
1 x  blim
   x
1

b
 lim ln x 1
dx
lim 
b
b   x b
1

ln b  ln 1  
 Example 1c

dx
• Evaluate
1 x 3
 Example 1c

dx
• Evaluate 1 x 3
 b
dx dx
1 x 3  blim
   x 3
1
 Example 1c

dx
• Evaluate 1 x 3

 b
dx dx
1 x 3  blim
   x 3
1

b
 1 
b
dx
lim  3  lim  2 
b
1
x b  2 x 1

1 1 1
 2 
2b 2 2
 Improper Integrals
 These examples lead us to this theorem.

 1
dx  p  1 if p > 1


1 x p   diverges if p < 1


 Example 2
 On the surface, the graphs of the last three
examples seem very much alike and there is nothing
to suggest why one of the areas should be infinite
and the other two finite. One explanation is that
1/x3 and 1/x2 approach zero more rapidly than 1/x
as x approaches infinity so that the area over the
interval [1, b] accumulates less rapidly under the
curves y = 1/x3 and y = 1/x2 than under y = 1/x. This
slight difference is just enough that two areas are
finite and one infinite.
 Example 2

• Evaluate


 (1  x)e
x
dx
0
 Example 3



x
• Evaluate (1  x ) e dx
0

• We need to use integration by parts.

u 1  x du  dx v  e x
dv  e  x dx
 Example 3



x
(1  x ) e dx
• Evaluate 0

• We need to use integration by parts.

u 1  x du  dx v  e x
dv  e  x dx



  dx
x x x
(1  x )e dx  e (1  x )  e
0
 Example 3



x
• Evaluate (1  x ) e dx
0

• We need to use integration by parts.

u 1  x du  dx v  e x
dv  e  x dx



  dx
x x x
(1  x )e dx  e (1  x )  e
0




x x x x x
(1  x ) e dx  e  xe  e  xe
0
 Example 3

• Evaluate 
x
(1  x ) e dx
0



 (1  x)e
x
dx  lim xe
b 
 
x b
0
0
 Example 3



x
• Evaluate (1  x ) e dx
0



 (1  x)e
x
dx  lim xe
b
  x b
0
0

b
lim  b
b   e
 Example 3



x
• Evaluate (1  x ) e dx
0

b
lim 
b   eb


• This is of the form so we will use L’Hopital’s Rule

 Example 3



x
• Evaluate (1  x ) e dx
0

b
lim 
b   eb

1
lim  b  0
b   e

• We can interpret this to mean that the net signed

x
area between the graph of y  (1  x)e and the
interval [0,) is 0.
 Definition

• The improper integral of f over the interval (, b]

is defined to be
b b

 f ( x)dx  lim  f ( x)dx


a 
a

• The integral is said to converge if the limit exists and

diverge if it does not.
 Definition

• The improper integral of f over the interval (,)

is defined to be
 c 

 f ( x)dx   f ( x)dx   f ( x)dx

  c

where c is any real number (we will usually choose 0

to make it easier). The improper integral is said to
converge if both terms converge and diverge if either
term diverges.
 Example 4

dx
• Evaluate 1  x 2
 Example 4

dx
• Evaluate 1  x 2



 
b
dx dx
0 1  x 2  blim 
1 b 1
 lim tan x 0  lim (tan b) 
 1  x 2 b  b 2
0
 Example 4

• Evaluate



 
b
dx dx
0 1  x 2  blim
  1  x 2
1 b 1
 lim tan x 0  lim (tan b) 
 b 
dx b 2
0

1 x2


 
0 0
dx dx
1  x 2  alim 
1 0 1
 lim tan x a  lim ( tan a) 
 1  x 2 a  a  2
a
 Example 4

• Evaluate



 
b
dx dx
0 1  x 2  blim 
1 b 1
 lim tan x 0  lim (tan b) 
 1  x 2 b 

b 2
0 dx
 1 x

2


 
0 0
dx dx
1  x 2  alim 
1 0 1
 lim tan x a  lim ( tan a) 
 1  x 2 a  a  2
a

 
 
2 2
 Definition

• If f is continuous on the interval [a, b], except for an

infinite discontinuity at b, then the improper integral
of f over the interval [a, b] is defined as

b k

 f ( x)dx  lim  f ( x)dx

a
k b 
a

• In the case where the limit exists, the improper

integral is said to converge, and the limit is defined to
be the value of the integral. If the limit does not exist,
the integral is said to diverge.
 Definition

• If f is continuous on the interval [a, b], except for an

infinite discontinuity at a, then the improper integral
of f over the interval [a, b] is defined as
b b

 f ( x)dx  lim  f ( x)dx

a
k a 
k

• In the case where the limit exists, the improper

integral is said to converge, and the limit is defined to
be the value of the integral. If the limit does not exist,
the integral is said to diverge.
 Definition

• If f is continuous on the interval [a, b], except for an

infinite discontinuity at a point c in (a, b), then the
improper integral of f over the interval [a, b] is
defined as

b c b

 f ( x)dx   f ( x)dx   f ( x)dx

a a c

• The improper integral is said to converge if both

terms converge and diverge if either term diverges.
 Example 6a
2
dx
• Evaluate 1 1  x
 Example 6a
2
dx
• Evaluate 1 1  x

2 2
dx dx
1 1  x  klim
1  1  x
k
 Example 6a
2
dx
• Evaluate 1 1  x

2 2
dx
lim
dx
1 1  x k 1 k 1  x k 1
  lim  ln | 1  x |2
k
 Example 6a
2
dx
• Evaluate 1 1  x
2 2
dx
1 1  x  klim 
dx
 
 lim  ln | 1  x | k
2
1
k
1  x k 1

lim  ln | 1  x |k   ln | 1 |  ln | 1  k | 
2
k 1
 Example 6b

4
• Evaluate dx
1 (x  2) 2 / 3
 Example 6b
4
dx
• Evaluate 1 (x  2) 2 / 3
4 2 4
dx dx dx
1 ( x  2) 2 / 3  1 ( x  2) 2 / 3  2 ( x  2) 2 / 3
 Example 6b
4
dx
• Evaluate 1 (x  2) 2 / 3
4 2 4
dx dx dx
1 ( x  2) 2 / 3  1 ( x  2) 2 / 3  2 ( x  2) 2 / 3

 
2 k
dx dx
1 ( x  2) 2 / 3 k 2 1 ( x  2) 2 / 3 k 2
   1/ 3
lim lim 3( x 2)
 Example 6b
4
dx
• Evaluate 1 (x  2) 2 / 3
4 2 4
dx dx dx
1 ( x  2) 2 / 3  1 ( x  2) 2 / 3  2 ( x  2) 2 / 3

 
2 k
dx dx
1 ( x  2) 2 / 3 k 2 1 ( x  2) 2 / 3 k 2
   1/ 3
lim lim 3( x 2)


lim 3(k  2)1/ 3  3(1  2)1/ 3  3
k 2

 Example 6b
4
dx
• Evaluate 1 (x  2) 2 / 3
4 2 4
dx dx dx
1 ( x  2) 2 / 3  1 ( x  2) 2 / 3  2 ( x  2) 2 / 3

 
4 4
dx dx
2 ( x  2)2 / 3 k 2 k ( x  2)2 / 3 k 2
   1/ 3
lim lim 3( x 2)
 Example 6b
4
dx
• Evaluate 1 (x  2) 2 / 3
4 2 4
dx dx dx
1 ( x  2) 2 / 3  1 ( x  2) 2 / 3  2 ( x  2) 2 / 3

 
4 4
dx dx
2 ( x  2)2 / 3 k 2 k ( x  2)2 / 3 k 2
   1/ 3
lim lim 3( x 2)

lim 3(4  2)

1/ 3
 3(k  2) 1/ 3
 33
2
k 2
 Example 6b
4

 33 2
dx
1 (x  2) 2 / 3
• Evaluate 3