IMPROPER INTEGRALS......

Improper Integrals

Subhankar Gayen
Department of Mathematics
Vivekananda Mission Mahavidyalaya
For the students of Mathematics (H) 4 th Sem
(Paper: C-8T)
Introduction
𝒃
 We have defined ‫𝒇 𝒂׬‬ 𝒙 𝒅𝒙 , with the assumption
that

𝒂, 𝒃 is finite and 𝒂, 𝒃 ⊂ Domain of 𝒇, and

𝒇 𝒙 is continuous on 𝒂, 𝒃

 We extend the concept of definite integrals to include

the following cases

 The interval of integration is infinite or

𝒇(𝒙) has an infinite discontinuity on 𝒂, 𝒃
Definition
𝒃
 The integral ‫𝒇 𝒂׬‬ 𝒙 𝒅𝒙 is improper if

Either of 𝒂 𝒐𝒓 𝒃 is ∞ (𝒐𝒓 − ∞) (First Kind)

𝒇(𝒙) has infinite discontinuity at one or more points in 𝒂 ≤ 𝒙 ≤ 𝒃
(Second Kind)
 Both 1 and 2 type (Third Kind or Mixed Kind)

 Examples:
∞ 𝟏 𝒅𝒙
i) ‫( 𝒙𝒅 𝒙 𝐬𝐨𝐜 𝟎׬‬First Kind) ii) ‫𝟎׬‬ (Second Kind)
𝒙𝟐
𝟐 𝒅𝒙
iii) ‫׬‬−∞ 𝒙(𝒙−𝟐) (Third Kind)
Improper Integrals of the first kind (Unbounded Intervals)

 a) If 𝒇 is integrable on ሾ𝒂, +∞) , then

 b) If 𝒇 is integrable on (−∞, 𝒃ሿ , then

 Provided the limits exist. In this case, the improper integral is said to
be convergent, otherwise it is said to be divergent.
Improper Integrals of the first kind (Unbounded Intervals)

 c) If 𝒇 is integrable on (−∞, ∞) , and 𝒄 ∈ 𝑹, then

+∞ 𝒄 +∞
‫׬‬
−∞
𝒇 𝒙 𝒅𝒙 = ‫׬‬−∞ 𝒇 𝒙 𝒅𝒙 + ‫𝒇 𝒄׬‬ 𝒙 𝒅𝒙
𝐜 𝐑𝟐
= 𝐥𝐢𝐦 ‫𝐟 𝐑׬‬ 𝐱 𝐝𝐱 + 𝐥𝐢𝐦 ‫𝐟 𝐜׬‬ 𝐱 𝐝𝐱
𝐑𝟏 →−∞ 𝟏 𝐑𝟐 →+∞

 Provided that both limits on the right-hand side exist. In which

case ,the improper integral is convergent.
 If at least one of the limits on the right-hand side doesn’t exist
then the improper integral is said to be divergent.
Example 1.

 Solution:
=

 =

 =
 =
Example 2.

+∞ 𝒍𝒏𝒙
 ‫𝟏׬‬ 𝒅𝒙
𝒙
 Solution:
+∞ 𝒍𝒏𝒙 𝑹 𝒍𝒏𝒙
 ‫׬‬
𝟏
𝒅𝒙 = 𝒍𝒊𝒎 ‫𝟏׬‬ 𝒅𝒙
𝒙 𝑹→+∞ 𝒙
𝒍𝒏𝟐𝒙 𝑹
 = 𝒍𝒊𝒎 │
𝑹→+∞ 𝟐 𝟏
𝒍𝒏𝟐𝑹
 = 𝒍𝒊𝒎 −𝟎
𝑹→+∞ 𝟐
 = +∞ 𝒅𝒊𝒗𝒆𝒓𝒈𝒆𝒏𝒕
Improper Integrals of the second kind (bounded Intervals)

 a) If 𝒇 𝒙 is continuous on (𝒂, 𝒃ሿ and 𝐥𝐢𝐦+ 𝒇 𝒙 = ± ∞, then

𝒙→𝒂

 b) If 𝒇(𝒙) is continuous on ሾ𝒂, 𝒃) and 𝐥𝐢𝐦− 𝒇 𝒙 = ± ∞, then

𝒙→𝒃

 The above equalities hold if the limits exist. In this case, we

say the integrals are convergent and are otherwise divergent.
Improper Integrals of the second kind (bounded Intervals)

 c) If 𝒇(𝒙) has an infinite discontinuity at 𝒄, where 𝒂 < 𝒄 < 𝒃, then

𝒃 𝒄−𝝐𝟏 𝒃
න 𝒇 𝒙 𝒅𝒙 = 𝐥𝐢𝐦+ න 𝒇 𝒙 𝒅𝒙 + 𝐥𝐢𝐦+ න 𝒇 𝒙 𝒅𝒙
𝒂 𝝐𝟏 →𝟎 𝒂 𝝐𝟐 →𝟎 𝒄+𝝐𝟐

 The above equality holds provided that both limits on the right-hand side exist.
𝒃
 In this case, ‫ 𝒙𝒅 𝒙 𝒇 𝒂׬‬is said to be convergent.
𝒃
 If either limit on the right doesn’t exist, then ‫ 𝒙𝒅 𝒙 𝒇 𝒂׬‬is said to be divergent.
Example 1.
𝟐 𝒅𝒙
 ‫׬‬−𝟒
𝟏𝟔−𝒙𝟐
 Solution:
𝟏
 Note: 𝒇 𝒙 = has an infinite discontinuity at 𝒙 = ±𝟒
𝟏𝟔−𝒙𝟐
𝟐 𝒅𝒙 𝟐 𝒅𝒙
 ‫׬‬
−𝟒 𝟏𝟔−𝒙𝟐
= 𝒍𝒊𝒎 ‫׬‬
𝝐→𝟎+ −𝟒+𝝐 𝟏𝟔−𝒙𝟐
−𝟏 𝒙 𝟐
 = 𝒍𝒊𝒎+ 𝒔𝒊𝒏 │
𝝐→𝟎 𝟒 −𝟒 + 𝝐
𝟏 −𝟒+𝝐
 = 𝒍𝒊𝒎+ 𝒔𝒊𝒏−𝟏 𝟐
− 𝒔𝒊𝒏−𝟏 𝟒
𝝐→𝟎
−𝟏 𝟏
 = 𝒔𝒊𝒏 − 𝒔𝒊𝒏−𝟏 −𝟏
𝟐
𝟐𝝅
 = 𝟑
( 𝑪𝒐𝒏𝒗𝒆𝒓𝒈𝒆𝒏𝒕 )
Example 2.
𝝅
 ‫𝒙𝒅 𝒙 𝒏𝒂𝒕 𝟎׬‬
𝟐

 Solution:
𝝅
 Note: 𝒇 𝒙 = 𝒕𝒂𝒏 𝒙 has an infinite discontinuity at 𝒙 =
𝟐
𝝅 𝝅
−𝝐
 ‫𝒎𝒊𝒍 = 𝒙𝒅 𝒙 𝒏𝒂𝒕 𝟎׬‬+ ‫𝟎׬‬
𝟐 𝟐 𝒕𝒂𝒏 𝒙 𝒅𝒙
𝝐→𝟎


𝝅
 = 𝒍𝒊𝒎+ 𝒍𝒏 ∣ 𝒔𝒆𝒄 − 𝝐 ∣ −𝒍𝒏 ∣ 𝒔𝒆𝒄 𝟎 ∣
𝝐→𝟎 𝟐
 = +∞ (𝒅𝒊𝒗𝒆𝒓𝒈𝒆𝒏𝒕)
 Special Improper Integrals of the first kind

∞ −𝒑𝒙
 ‫𝒆 ׬‬ 𝒅𝒙 , where 𝒑 is a constant, converges for 𝒑 > 𝟎 and
𝟎
diverges when 𝒑 ≤ 𝟎. ( Geometric integral )

∞ 𝒅𝒙
 ‫׬‬
𝒂 𝒙𝒑
, where 𝒑 is a constant and 𝒂 > 𝟎 , converges if 𝒑 > 𝟏 .
and diverges if 𝒑 ≤ 𝟏. ( 𝒑 integral of the first kind )
Convergence Tests for Improper Integrals of the first kind

 Most of the times we cannot evaluate improper integrals

directly.
 But it is possible to check whether they converge or diverge.
 Comparison test:
 If 𝒇(𝒙) and 𝒈(𝒙) be integrable functions when 𝒙 ≥ 𝒂 such
that
𝟎 ≤ 𝒇(𝒙) ≤ 𝒈(𝒙), then
∞ ∞
 ‫𝒇 𝒂׬‬ 𝒙 𝒅𝒙 converges if ‫ 𝒙𝒅 𝒙 𝒈 𝒂׬‬converges.
∞ ∞
 ‫𝒈 ׬‬ 𝒙 𝒅𝒙 diverges if ‫ 𝒙𝒅 𝒙 𝒇 𝒂׬‬diverges.
𝒂
Convergence Tests for Improper Integrals of the first kind

 Examples:
 Determine whether the following integrals are convergent or
divergent.
∞ 𝒅𝒙 ∞ 𝒅𝒙
 (a) ‫𝟎׬‬ (b) ‫𝟐׬‬
𝒆𝒙 +𝟏 𝐥𝐧 𝒙
 Solution:
𝟏 𝟏 ∞
 (a) Since 𝟎 ≤ 𝒙 ≤ 𝒙 = 𝒆−𝒙 and ‫𝒆 𝟎׬‬−𝒙 𝒅𝒙
𝒆 +𝟏 𝒆 ∞ 𝒅𝒙
converges (Geometric integral with 𝒑 = 𝟏 ) , ‫𝒙 𝟎׬‬ also
𝒆 +𝟏
converges.
𝟏 𝟏 ∞ 𝒅𝒙
 (b) Since 𝐥𝐧 𝒙
> 𝒙 for 𝒙 ≥ 𝟐 and ‫𝟐׬‬ 𝒙
diverges
∞ 𝒅𝒙
(𝒑 integral with 𝒑 = 𝟏 ) , ‫𝟐׬‬ also diverges.
𝐥𝐧 𝒙
Convergence Tests for Improper Integrals of the first kind

 Limit test:
𝒇(𝒙)
a) If 𝒇 𝒙 ≥ 𝟎 and 𝒈(𝒙) ≥ 𝟎, and if 𝐥𝐢𝐦 𝒈(𝒙) = 𝑨 ≠ 𝟎 𝒐𝒓 ∞,
𝒙→∞
then
∞ ∞
‫𝒇 𝒂׬‬ 𝒙 𝒅𝒙 and ‫𝒈 𝒂׬‬ 𝒙 𝒅𝒙 either both converge or both
diverge.
∞
b) If 𝑨 = 𝟎 in (a) and ‫𝒈 𝒂׬‬ 𝒙 𝒅𝒙 converges, then
∞
‫𝒇 𝒂׬‬ 𝒙 𝒅𝒙 converges.
∞
(c) If 𝑨 = ∞ in (a) and ‫𝒈 𝒂׬‬ 𝒙 𝒅𝒙 diverges, then
∞
‫𝒇 𝒂׬‬ 𝒙 𝒅𝒙 diverges.
 This test is related to the comparison test and is often a very
useful alternative to it.
Convergence Tests for Improper Integrals of the first kind

 𝝁 − test:
 Let 𝐥𝐢𝐦 𝒙𝝁 𝒇(𝒙) = 𝑨. Then
𝒙→∞
∞
 ‫ 𝒙𝒅 𝒙 𝒇 𝒂׬‬converges if 𝝁 > 𝟏 and 𝑨 is finite.
∞
 ‫ 𝒙𝒅 𝒙 𝒇 𝒂׬‬diverges if 𝝁 ≤ 𝟏 and 𝑨 ≠ 𝟎 (𝑨 may be infinite ).
 Example:
∞ 𝒙𝟐 𝒅𝒙 𝟐 𝒙𝟐 𝟏
 (i) ‫𝟒𝒙𝟒 𝟎׬‬+𝟐𝟓 converges since 𝐥𝐢𝐦 𝒙 𝟒 +𝟐𝟓
= , 𝝁 = 𝟐 > 𝟏.
𝒙→∞ 𝟒𝒙 𝟒
∞ 𝐜𝐨𝐬 𝒙
 (ii) ‫𝟐𝒙 𝟎׬‬+𝟏 𝒅𝒙 is absolutely convergent and thus convergent, since
∞ 𝐜𝐨𝐬 𝒙 ∞ 𝒅𝒙 ∞ 𝒅𝒙
 ‫ 𝟐𝒙 │ 𝟎׬‬+𝟏 │ 𝒅𝒙 ≤ ‫ 𝟐𝒙 𝟎׬‬+𝟏 and ‫ 𝟐𝒙 𝟎׬‬+𝟏 converges by 𝝁-test.
Special Improper Integrals of the Second kind

𝒃 𝒅𝒙
● ‫𝒂׬‬ converges if 𝒑 < 𝟏 and diverges if 𝒑 ≥ 𝟏.
𝒙−𝒂 𝒑

𝒃 𝒅𝒙
● ‫𝒂׬‬ converges if 𝒑 < 𝟏 and diverges if 𝒑 ≥ 𝟏.
𝒃−𝒙 𝒑

 These can be called 𝒑 integrals of the second kind.

 N.B. When 𝒑 ≤ 𝟎 the integrals are proper.
 Convergence Tests for Improper Integrals of the Second kind

 Comparison test:
 Let 𝒂 be the only point of infinite discontinuity. If 𝒇 𝒙 𝒂𝒏𝒅 𝒈(𝒙)

be Integrable functions in 𝒂 < 𝒙 ≤ 𝒃 𝒔𝒖𝒄𝒉 𝒕𝒉𝒂𝒕 𝟎 ≤ 𝒇(𝒙) ≤ 𝒈(𝒙),

then

𝒃 𝒃
 ‫𝒇 ׬‬ 𝒙 𝒅𝒙 converges if ‫𝒈 𝒂׬‬ 𝒙 𝒅𝒙 converges.
𝒂

𝒃 𝒃
 ‫𝒈 ׬‬ 𝒙 𝒅𝒙 diverges if ‫𝒇 𝒂׬‬ 𝒙 𝒅𝒙 diverges.
𝒂
Convergence Tests for Improper Integrals of the Second kind
 Examples:
Determine whether the following integrals are convergent or
divergent.
𝟓 𝒅𝒙 𝒃 𝐥𝐧 𝒙
 (i) ‫𝟏׬‬ (ii) ‫𝒙 𝟑׬‬−𝟑 𝟒 𝒅𝒙
𝒙𝟒 −𝟏
 Solution:
𝟏 𝟏 𝟓 𝒅𝒙
 (i) < 𝒇𝒐𝒓 𝒙 > 𝟏. Then since ‫𝒙 𝟏׬‬−𝟏
𝟒
𝒙 −𝟏 𝒙−𝟏
converges
𝟏 𝟓 𝒅𝒙
( 𝒑 𝒊𝒏𝒕𝒆𝒈𝒓𝒂𝒍 𝒘𝒊𝒕𝒉 𝒂 = 𝟏, 𝒑 = ), ‫𝟏׬‬ also converges.
𝟐 𝒙𝟒 −𝟏
𝐥𝐧 𝒙 𝟏 𝒃 𝒅𝒙
 (ii) 𝒙−𝟑 𝟒 > 𝒙−𝟑 𝟒
𝒇𝒐𝒓 𝒙 > 𝟑. Then since ‫𝟑׬‬ 𝒙−𝟑 𝟒
diverges
𝒃 𝐥𝐧 𝒙
( 𝒑 𝒊𝒏𝒕𝒆𝒈𝒓𝒂𝒍 𝒘𝒊𝒕𝒉 𝒂 = 𝟑, 𝒑 = 𝟒 ), ‫𝒙 𝟑׬‬−𝟑 𝟒 𝒅𝒙 also diverges.
Convergence Tests for Improper Integrals of the Second kind

 Limit test:
 (a) If 𝐟 𝐱 ≥ 𝟎 𝐚𝐧𝐝 𝐠 𝐱 ≥ 𝟎 for 𝐚 < 𝐱 ≤ 𝐛, and if
𝐟(𝐱) 𝐛 𝐛
𝐥𝐢𝐦+ 𝐠(𝐱) = 𝐀 ≠ 𝟎 𝐨𝐫 ∞, 𝐭𝐡𝐞𝐧 ‫𝐱𝐝 𝐱 𝐠 𝐚׬ 𝐝𝐧𝐚 𝐱𝐝 𝐱 𝐟 𝐚׬‬
𝐱→𝐚
either both converge or both diverge.
𝐛
 (b) If 𝐀 = 𝟎 𝐢𝐧 𝐚 , and ‫ 𝐱𝐝 𝐱 𝐠 𝐚׬‬converges, then
𝐛
‫ 𝐱𝐝 𝐱 𝐟 𝐚׬‬converges.
𝐛 𝐛
 (c) If 𝐀 = ∞ 𝐢𝐧 (𝐚), and ‫𝐠 𝐚׬‬ 𝐱 𝐝𝐱 diverges, then ‫𝐟 𝐚׬‬𝐱 𝐝𝐱
diverges.
This test is related to the comparison test and is a very useful
alternative to it.
Convergence Tests for Improper Integrals of the Second kind

 𝝁 − test:
 a) Let 𝐥𝐢𝐦 𝒙 − 𝒂 𝝁 𝒇 𝒙 = 𝑨. Then
+𝒙→𝒂
𝒃
 𝒊 ‫ 𝒙𝒅 𝒙 𝒇 𝒂׬‬converges if 𝟎 < 𝒑 < 𝟏 and 𝑨 is finite.
𝒃
 𝒊𝒊 ‫𝒇 𝒂׬‬𝒙 𝒅𝒙 diverges if 𝒑 ≥ 𝟏 and 𝑨 ≠ 𝟎 (𝑨 may be
infinite).
 b) Let 𝐥𝐢𝐦− 𝒃 − 𝒙 𝝁 𝒇 𝒙 = 𝑩. Then
𝒙→𝒃
𝒃
 (i) ‫𝒙 𝒇 𝒂׬‬ 𝒅𝒙 converges if 𝟎 < 𝒑 < 𝟏 and 𝑩 is finite.
𝒃
 (ii) ‫𝒙 𝒇 𝒂׬‬ 𝒅𝒙 diverges if 𝒑 ≥ 𝟏 𝒂𝒏𝒅 𝑩 ≠ 𝟎 (𝑩 may be
infinite).
 Convergence Tests for Improper Integrals of the Second kind

 Examples:
 Determine whether the following integrals are convergent or divergent.
𝟓 𝒅𝒙 𝟑 𝒅𝒙
 (i) ‫𝟏׬‬ (ii) ‫𝟎׬‬
𝒙𝟒 −𝟏 𝟑−𝒙 𝒙𝟐 +𝟏
 Solution:
 (i) converges, since
𝟑 𝒅𝒙 𝟏 𝟏
 (ii) ‫𝟎׬‬ diverges, since 𝐥𝐢𝐦− 𝟑 − 𝒙 ∙ = ∙
𝟑−𝒙 𝒙𝟐 +𝟏 𝒙→𝟑 𝟑−𝒙 𝒙𝟐+𝟏 𝟏𝟎
Improper Integrals of the Third kind

 Improper integrals of the third kind can be expressed in

terms of improper integrals of the first and second kind, and,
hence, the question of their convergence or divergence is
answered by using results already established.
Suggestions for Further Reading

 K. C. Maity & R. K. Ghosh, “ An Introduction to Analysis

(Integral Calculus )”, NCBA.
 S. C. Malik & S. Arora, “ Mathematical Analysis”, NEW
AGE INTERNATIONAL (P) LIMITED, PUBLISHERS.
 D. V. Widder, “Advanced Calculus,” Prentice-Hall.
I never failed in mathematics. Before I was fifteen I had
mastered differential and integral calculus.
– Albert Einstein

.....Thank you....