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HO#2 Improper Integrals

This document defines and provides examples of improper integrals. There are six types of improper integrals: (1) integrals with infinite limits of integration where the function is continuous over the infinite interval, (2) integrals with infinite lower or upper limits where the function is continuous except at infinity, (3) integrals over the entire real line where the function is continuous everywhere, (4) integrals with a discontinuity at the lower limit causing infinity, (5) integrals with a discontinuity at the upper limit causing infinity, and (6) integrals with a discontinuity within the interval of integration causing infinity. Examples and exercises are provided for each type along with links to video solutions.

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Jhozelle Banghal
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143 views1 page

HO#2 Improper Integrals

This document defines and provides examples of improper integrals. There are six types of improper integrals: (1) integrals with infinite limits of integration where the function is continuous over the infinite interval, (2) integrals with infinite lower or upper limits where the function is continuous except at infinity, (3) integrals over the entire real line where the function is continuous everywhere, (4) integrals with a discontinuity at the lower limit causing infinity, (5) integrals with a discontinuity at the upper limit causing infinity, and (6) integrals with a discontinuity within the interval of integration causing infinity. Examples and exercises are provided for each type along with links to video solutions.

Uploaded by

Jhozelle Banghal
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Handout #2 IMPROPER INTEGRALS

First, please watch this: https://youtu.be/0JOIhPfXnxc (12:27)


𝑏
In defining the definite integral ∫𝑎 𝑓(𝑥)𝑑𝑥 , we assumed that 𝑓 is defined on the closed interval [𝑎, 𝑏]. We
extend the definition of the definite integral to consider an infinite interval of integration. We call such an integral an
improper integral. In the definitions below, if the limit exists, we say that the improper integral is convergent.
Otherwise, it is divergent.
IMPROPER INTEGRALS (Type 1, with infinite limits of integration)
+∞ 𝑏
I. If f is continuous for all 𝑥 ≥ 𝑎, then ∫𝑎 𝑓(𝑥)𝑑𝑥 = lim ∫𝑎 𝑓(𝑥)𝑑𝑥 , if this limit exists.
𝑏→+∞
Examples: Evaluating
+∞ 1
1. ∫1 𝑑𝑥 here : https://youtu.be/85-HNJyuyrU?list=PLECD6CD1B292B9015 (6:22)
𝑥2
+∞
2. ∫0 𝑠𝑒 −5𝑠 𝑑𝑠 here : https://youtu.be/KvC4XyayEC0 (9:56)
+∞ −𝑥 +∞ +∞ 1 +∞
Exercise I. 1. ∫0 𝑒 𝑑𝑥 2. ∫0 𝑥𝑒 −𝑥 𝑑𝑥 3. ∫
2 3 𝑑𝑥 4. ∫0 sin 𝑥 𝑑𝑥
(𝑥+3)2

𝑏 𝑏
II. If f is continuous for all 𝑥 ≤ 𝑏, then ∫−∞ 𝑓(𝑥)𝑑𝑥 = lim ∫𝑎 𝑓(𝑥)𝑑𝑥 , if this limit exists.
𝑎→−∞
2 𝑑𝑥 0
Exercise II 1. ∫−∞ (4−𝑥)2 2. ∫−∞ 𝑥𝑒 𝑥 𝑑𝑥

III. If f is continuous for all values of 𝑥, and c is any real number, then
+∞ 𝑐 𝑏
∫−∞ 𝑓(𝑥)𝑑𝑥 = lim ∫𝑎 𝑓(𝑥)𝑑𝑥 + lim ∫𝑐 𝑓(𝑥)𝑑𝑥 , if both limits exist.
𝑎→−∞ 𝑏→+∞
Note: c is usually taken as 0.
+∞ 3
Evaluating the improper integral ∫−∞ 𝑥 2 𝑒 −𝑥 𝑑𝑥 , solution here: https://youtu.be/f6cGotvktxs (7:55)
+∞ +∞
Exercise III. 1. ∫−∞ 𝑥𝑑𝑥 2. ∫−∞ 𝑒 −|𝑥| 𝑑𝑥

Other IMPROPER INTEGRALS (Type 2, with discontinuous integrands)


IV. If f is continuous for at all 𝑥 in the interval half open on the left (𝑎, 𝑏] , and if lim+ 𝑓(𝑥) = ±∞ , then
𝑥→𝑎
𝑏 𝑏
∫𝑎 𝑓(𝑥)𝑑𝑥 = lim+ ∫𝑡 𝑓(𝑥)𝑑𝑥 , if this limit exists.
𝑡→𝑎
(We say that the function f has an infinite discontinuity at the lower limit.)
4 𝑑𝑥 1
Exercise IV. 1. ∫0 √𝑥
2. ∫0 𝑥 ln 𝑥 𝑑𝑥
V. If f is continuous for at all 𝑥 in the interval half open on the right [𝑎, 𝑏) , and if lim− 𝑓(𝑥) = ±∞ , then
𝑥→𝑏
𝑏 𝑡
∫𝑎 𝑓(𝑥)𝑑𝑥 = lim− ∫𝑎 𝑓(𝑥)𝑑𝑥 , if this limit exists.
𝑡→𝑏
(We say that the function f has an infinite discontinuity at the upper limit.)
0 1
Example. Evaluating ∫−1 2 𝑑𝑥 , see https://youtu.be/ISXOUJHjq9U?list=PLECD6CD1B292B9015 (4:52)
𝑥
𝜋
1 𝑑𝑥 𝑑𝑦 −3 𝑥𝑑𝑥
Exercise V. 1. ∫ 2. ∫0 2
1−sin 𝑦
3. ∫
0 √1−𝑥 −5 √𝑥 2 −9

VI. If f is continuous for at all 𝑥 in the interval [𝑎, 𝑏] except at 𝑐, where 𝑎 < 𝑐 < 𝑏 and if lim 𝑓(𝑥) = ∞ ,
𝑥→𝑐
𝑏 𝑡 𝑏
then ∫𝑎 𝑓(𝑥)𝑑𝑥 = lim ∫ 𝑓(𝑥)𝑑𝑥 + lim ∫ 𝑓(𝑥)𝑑𝑥 , if both limits exist.
𝑡→𝑐 − 𝑎 𝑠→𝑐 + 𝑠
(This is used if there is an infinite discontinuity at an interior point of the interval of integration.)
1 𝑒𝑥
Example: Evaluating ∫−1 𝑒 𝑥 −1 𝑑𝑥 , see: https://youtu.be/Q_VSj0sDA5I (5:21)
1 𝑑𝑥 2 𝑥𝑑𝑥
Exercise VI. 1. ∫−1 𝑥 2 2. ∫0 1−𝑥
+∞ 𝑑𝑥 +∞ 𝑑𝑥
More Examples: 1. ∫1 𝑥√𝑥 2 −1
2. ∫0 𝑥3

Solutions to Exercises I, II, III, IV, V, VI, and more here:

https://drive.google.com/file/d/1O-sqJvT2kk3u7npfC8ro9iGEEvzyrqEz/view?usp=sharing

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