Course Title: Mathematical Methods 2

Course Code: Math 266

Credit hours: 3

Lecturer: Rein Borkor, PhD

(Department of Mathematics)
Unit 1: Improper Integrals
SECTION 1.2: Discontinuous integrand

Definition
1. let f (x) be continuous over [a, b). Then,
Z b Z t
f (x)dx = lim− f (x)dx
a t→b a

2. let f (x) be continuous over (a, b]. Then,

Z b Z b
f (x)dx = lim+ f (x)dx
a t→a t

In each case, if the limit exist, then the impr0per integral is

said to converge. If the limit does not exist, then the improper
1
integral is said to diverge.
3. If f (x) is continuous [a, b] except at a point c in (a, b)
then,
Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx
a a c

provided both
Z c Z c
f (x)dx and f (x)dx converge.
a b

If either of these integrals diverges then

Z b
f (x)dx diverges.
a

2
Examples
Determine whether the limit exist for the ff integrals.

1.
R1 1
0 x−1 dx

2.
R2 1
0 x−2 dx

3.
R3
√ 1 dx
0 3−x

4.
R1 1
0 x p dx

5.
R4 1
0 (x−2)2 dx

3
Test for Convergence and Divergence

4
SECTION 1.3: Direct Comparison test

Theorem

Let f and g be continuous on [a,∞) with

0 ≤ f (x) ≤ g(x)∀x ≥ a

Then:
R∞ R∞
1. a f (x)dx converges if a g(x)dx
R∞ R∞
2. a g(x)dx diverges if a f (x)dx

5
Using the direct comparison test

R ∞ sin2 x
1. 1 x2
dx
sin2 x
It converges because 0 ≤ x2
≤ 1
x2
on
R∞ 1
[1, ∞) and 1 x2
converges.

6
SECTION 1.4 : Limit Comparison Test(Quotient Test)

Theorem

If positive functions f and g are continuous on [a, ∞) and

f (x)
lim
x→∞
= L, 0≤L≤∞ (1)
g(x)
then Z ∞ Z ∞
f (x)dx and g(x)dx
a a

BOTH converge or BOTH diverge.

7
Continuation
R∞
a) If L = 0 in (1) and a g(x)dx converges then
R∞
a f (x)dx converges
R∞
b) If L = ∞ in (1) and a g(x)dx diverges, then
R∞
a f (x)dx diverges.

Example

Show that Z ∞
x2 − x − 1
1 dx
2 x3 + x 3
diverges. Using the notation from LCT.

8
Solution

First we let Z ∞
x2 − x − 1
f (x) = 1
2 x3 + x 3
and choose g(x) = x1 , which was the function we originally
hoped to compare f(x) with. You can check that both of these
functions are positive and continuous on [2, ∞). Next we
compute
x 2 −x−1
f (x) 3
1 x3 − x2 − x
lim x +x
3
lim
x→∞
= x→∞ 1 = x→∞
lim 1 =1
g(x) x x3 + x 3
Since the limit is 1, which is not 0 or ∞, we can apply the
LCT

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Solution
R∞ 1
The integral 2 x
dx diverges by the p-test with p = 1 ; thus
R∞
the LCT tells us that 2 f (x)dx must also diverge.

NOW: For the limit

f (x)
lim
x→∞
=L
g(x)
tell us how the growth rates of f (x) and g(x) compare for
large values of x.

10
 • If L = 0, this means that g(x) grows much faster than
f (x)
• If L = ∞ , this means that f (x) grows much faster than
g(x).
• If L ̸= 0 or ∞, this means that f (x) and g(x) grow at a
similar rate

Note that if this limit does not exist, is 0 or ∞ then the LCT
is inconclusive, and cannot be applied

11
Steps for using the LCT

Use the LCT when trying to determine whether a∞ f (x)dx

R

converges and the function f (x) is positive and looks

complicated.

• Find a function g(x) which grows at a similar rate as

f (x) and is simpler.
• Compute limx→∞ g(x)
f (x)
= L. Make sure the limit exists
and is not 0 or ∞.
R∞
• Check by some other means whether a g(x)dx
converges or diverges.
R∞
• Cite the LCT to conclude whether a f (x)dx converges
or diverges.

12
Example

Does Z ∞
ex + x 3
dx
0 e 3x − x 3
converge?

13
Answer

For Large x,
ex + x 3 ex
≈= e −2x
e 3x − x 3 e 3x
Let g(x) = e −2x . Then we compute
e x +x 3
e 3x −x 3 e −2x (e x + x 3 )
lim
x→∞ e −2x
= x→∞
lim
e 3x − x 3
In the numerator, e x dominates x 3 when x is large, which
means numerator overall is dominated by e 3x . In the
denominator, e 3x dominates x 3 when x is large. Thus this
limit is 1. Since the limit converged to 1 and not 0 or ∞, the
LCT applies. The integral 0∞ e −2x dx converges by the
R
x 3
exponential decay test hence 0∞ ee3x+x dx converges.
R
−x 3

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Examples

Do the integrals below converge?.

1. Z ∞
x2 − x − 1
√ dx
2 x3 + 3 x

2. Z ∞
x(3 + cos x)
dx
1 x 3 − e −x

15
 Unit 2: Differentiation and
Integration under the integral sign
SECTION 1.1 Leibniz Rule
R b(t)
If Φ(t) = a(t) f (z, t)dz, then

dΦ Z b(t)
δf (z, t) db da
= dz + f (b(t), t) − f (a(t), t)
dt a(t) ∂t dt dt
We know from the fundamental theorem of calculus that if the
function ϕ is defined as
Z x
ϕ= f (z)dz
c
(where c is a constant) then
d ϕ(x)
= f (x) (2)
dx
You can gain some really useful intuition for this by
remembering that the integral cx f (z)dz is the area under the
R

curve y = f (z) between z = c and z = x. 16

Likewise if
Z x
ϕ(x) = f (z)dz
c
then
d ϕ(x)
= −f (x) (3)
dx
Here, an infinitessimal increase in x reduces the area under the
curve by an amount equal to the height of the curve. Now
suppose f is a function of two variables and define
Z x
ϕ(t) = f (z, t)dz (4)
c

where a and b are constants. Then

d ϕ(t) Z b
∂f (z, t)
= dz (5)
dt a ∂t

17
 ϕ(t, a, b) (6)
Let
Z b(t)
Φ(t) = ϕ(t, a(t), b(t)) = f (z, t)dz. (7)
a(t)

Uisng (7) and by the chain rule we obatin

Φ(t) ∂ϕ ∂ϕ da ∂ϕ db
= + +
dt ∂t ∂a dt ∂b dt

Using the results (2), (3), and (5), this gives

dΦ Z b(t)
∂f (z, t) db da
= dz + f (b(t), t) − f (a(t), t)
dt a(t) ∂t dt dt

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SECTION: 1.2 Differentiating under the integral sign

The method of differentiation under the integral sign, due to

Leibniz in 1697, concerns integrals depending on a parameter,
such as 01 x 2 e −tx dx. Here t is the extra parameter. (Since x
R

is the variable of integration, x is not a parameter.) In general,

we might write such an integral as
Z b
f (x, t)dx
a

where f(x, t) is a function of two variables like

f (x, t) = x 2 e −tx

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Example

Let f (x, t) = (2x + t 3 )2 . Then

(2x + t 3 )2 dx. An anti-derivative of

R1 R1
0 f (x, t)dx = 0

(2x+t 3 )3
(2x + t 3 )2 wrt x is 6
so
R1 4
0 (2x + t 3 )2 dx = 3
+ 2t 3 + t 6

or

d Rb Rb ∂
dt a f (x, t)dx = a ∂t f (x, t)dx
d R1 Rb ∂
dt 0 (2x + t 3 )2 dx = a ∂t (2x + t 3 )2 dx

= 6t 2 + 6t 5
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Euler’s Factorial Integral

For integers n ≥ 0, Euler’s integral formula for n! is

Z ∞
x n e −x dx = n! (8)
0

which can be obtained by repeated integration by parts

starting from the formula

Z ∞
e −x dx = 1 (9)
0

when n = 0. Now we are going to derive Euler’s formula in

another way, by repeated differentiation after introducing a
parameter t into (9). For t > 0, let x = tu.
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Then dx = tdu and (9) becomes
Z ∞
te −tx dx = 1
0
Dividing by t and writing u as x we get
Z ∞
1
e −tx dx = (10)
0 t
Z ∞
1
−xe −tx dx = −
0 t2
Z ∞
1
xe −tx dx = (11)
0 t2
Differentiate both sides of (11) with respect to t, again using
d Rb Rb ∂
dt a f (x, t)dx = a ∂t f (x, t)dx

to handle the left side. We get ...

22
 Z ∞
2
−x 2 e −tx dx = −
0 t3
Taking out the sign on both sides
Z ∞
2
−x 2 e −tx dx = − (12)
0 t3
If we continue to differentiate each new equation with respect
to t a few more times, we obtain
Z ∞
6
x 3 e −tx dx =
0 t4
Z ∞
24
x 4 e −tx dx =
0 t5
and Z ∞
120
x 5 e −tx dx =
0 t6
23
Do you see the pattern? It is
Z ∞
n!
x n e −tx dx = (13)
0 t n+1

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A damped sine integral

Z ∞
sin x π
e −tx dx = − arctan t
0 x 2
for t > 0 if t → 0 then
+

Z ∞
sin x π
e −tx dx =
0 x 2

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SECTION 1.3 Integrating under the Integral sign

Integration under the integral sign is the use of the identity

Z b Z b Z t1 ! Z t1 Z b !
F (t)dt = f (x, t)dx dt = f (x, t)dt dx
a a t0 t0 a

This result is known as interchange of the order of integration

or integration under the integral sign

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Theorem

f(x,t) be integrable on [a, b] × [c, d ] =⇒ F (t) is

integrable on [c, d ] and
Z b Z dZ b Z bZ d
F (t)dt = f (x, t)dxdt = f (x, t)dtdx
a c a a c

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Example

for t > −1. Multiply by dt and integrate

R1 t 1
0x = t+1
between a and b gives

Z b Z 1
t
Z b
dt b+1
dt x dx = = ln
a 0 a t+1 a+1
But the left-hand side is equal to
Z 1 Z b Z b
xb − xa
dt x t dt = dx
0 a a ln x
so it follows that
R 1 x b −x a b+1
0 ln x
= ln a+1

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