CHAPTER 4
IMPROPER INTEGRALS
4.1 L’Hopital Rule
4.1.1 L’Hopital Rule for 0/0
4.1.2 L’Hopital Rule for ∞/∞
4.2 Improper Integrals
4.2.1 Improper Integral Type 1
4.2.2 Improper Integral Type 2
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4.1 L’Hopital Rule
If you are doing any limit and you get
something in the form 0/0 or ∞/∞, then you
should probably try to use L’Hopital rule. The
basic idea of L’Hopital rule is simple.
Consider the limit
f x
lim .
xa g x
If both the numerator and the denominator are
finite at a and g a 0 , then
f x f a
lim .
xa g x g a
Example 1:
x 2 1 10
lim 2.
x 3 x 2 5
2
But what happens if both the
numerator and the
denominator tend to zero???
It is not clear what the limit is. In
fact, depending on what
functions f x and g x are, the
limit can be anything at all!!!
4.1.1 L’Hopital Rule for 0/0
Suppose lim f x lim g x 0. Then
f x
1. If lim L,
g x
f x f x
then lim lim L.
g x g x
3
f x
2. If lim tends to +∞ or −∞ in the
g x
f x
limit, then so does lim .
g x
Example 2:
sin x
Find lim by L’Hopital rule.
x 0 x
Example 3:
2ln x
Find lim .
x 1 x 1
Example 4:
ex 1
Find lim 2 .
x 0 x
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Example 5:
1 cos x
Find lim 2
.
x 0
x
Note: If the numerator and the denominator both
tend to +∞ or −∞, L’Hopital rule still applies.
4.1.2 L’Hopital Rule for ∞/∞
Suppose lim f x and lim g x are both
infinite. Then
f x
1. If lim L,
g x
f x
f x
then lim lim L.
g x g x
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f x
2. If lim tends to +∞ or −∞ in the
g x
f x
limit, then so does lim .
g x
Example 6:
x
Find lim x .
x e
Example 7:
ln ln x1000
Find lim .
x ln x
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4.2 Improper Integrals
The definite integral
b
a f ( x) dx
is known as improper integral if either
1) one or both limits are infinite,
or
2) f x is undefined at certain points
on/in the interval.
Note: We called case: 1) as Type I
2) as Type II
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4.2.1 Improper Integral Type 1
1) If f x is continuous in the interval [a,∞),
T
then f ( x) dx lim f ( x) dx.
a
T
a
2) If f(x) is continuous in the interval (-∞, b],
b b
then f ( x) dx lim T f ( x) dx.
T
Note: the improper integrals in 1) and 2) is
said to converge if the limit exists and
diverge if the limit does not exist.
3) If f(x) is continuous in the interval (-∞,∞),
c
then f ( x) dx f ( x) dx c f ( x) dx
with any real number c.
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Note: the improper integrals in 3) is said
to converge if both terms converge and
diverge if either term diverges.
Example 8:
Determine whether the following integral are
convergent or divergent:
1
1) 1 x
dx
2) 0
xe x dx
x
3) dx
1 x 2
Example 9: For what values of p is the
1
integral 1 x p
dx convergent?
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4.2.2 Improper Integral Type 2
1) If f x is continuous on [a,b), and
discontinuous at b, then
b T
a f ( x) dx Tlim
b
a
f ( x) dx.
2) If f(x) is continuous on (a,b], and
discontinuous at a, then
b b
a f ( x) dx Tlim
a
T
f ( x) dx.
Note: the improper integrals in 1) and 2) is
said to converge if the limit exists and diverge
if the limit does not exist.
3) If f(x) has discontinuity at c, where
a < c < b , then
b c b
a f ( x) dx a f ( x) dx c f ( x) dx.
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Note: the improper integrals in 3) is said to
converge if both terms converge and diverge if
either term diverges.
Example 10:
9 1
Determine whether 1 3
x9
dx converge or
diverge.
Example 11:
3 1
Find
0 x 1
dx if possible.
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