Improper Integrals

Subhankar Gayen

Department of Mathematics

Vivekananda Mission Mahavidyalaya

For the students of Mathematics (H) 4th Sem (Paper: C-8T)

Introduction

𝑏
 We have defined ∫𝑎 𝑓(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 ∫𝑎 𝑓(𝑥) 𝑑𝑥 is improper if

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

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

 Examples:
∞ 1 𝑑𝑥
i) ∫0 cos 𝑥 𝑑𝑥 (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 [𝑎, +∞) , then

𝑅
∞
∫ 𝑓(𝑥) 𝑑𝑥 = lim ∫ 𝑓(𝑥) 𝑑𝑥
𝑎 𝑅→∞
𝑎

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

𝑏 𝑏

∫ 𝑓(𝑥) 𝑑𝑥 = lim ∫ 𝑓(𝑥) 𝑑𝑥

𝑅→−∞
−∞ 𝑅

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(𝑥) 𝑑𝑥
−∞ −∞ 𝑐

𝑐 𝑅2
= lim ∫ 𝑓(𝑥) 𝑑𝑥 + lim ∫ 𝑓(𝑥) 𝑑𝑥
𝑅1 →−∞ 𝑅 𝑅2 →+∞ 𝑐
1

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.
−3 𝑥 𝑑𝑥
∫−∞ (𝑥 2 −4)2

Solution:
−3 𝑥 𝑑𝑥 −3 𝑥 𝑑𝑥
∫−∞ (𝑥 2 −4)2 = lim ∫𝑅 (𝑥 2 −4)2
𝑅→−∞

−1 −3
= lim │
𝑅→−∞ 2(𝑥 2 −4) 𝑅
−1 1
= lim [ + ]
𝑅→−∞ 2∙5 2(𝑅 2 −4)

1
=− (𝐶𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑛𝑡)
10
Example 2.
+∞
𝑙𝑛𝑥
∫ 𝑑𝑥
1 𝑥

Solution:
+∞ 𝑙𝑛𝑥 𝑅 𝑙𝑛𝑥
∫1 𝑑𝑥 = lim ∫1 𝑑𝑥
𝑥 𝑅→+∞ 𝑥

𝑙𝑛2 𝑥 𝑅
= lim │
𝑅→+∞ 2 1
𝑙𝑛2 𝑅
= lim ( − 0)
𝑅→+∞ 2

= +∞ (𝑑𝑖𝑣𝑒𝑟𝑔𝑒𝑛𝑡)
Improper Integrals of the second kind (bounded Intervals)

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

𝑥→𝑎

𝑏 𝑏
∫ 𝑓(𝑥) 𝑑𝑥 = lim+ ∫ 𝑓(𝑥) 𝑑𝑥
𝑎 𝜖→0 𝑎+𝜖

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

𝑥→𝑏

𝑏 𝑏−𝜖
∫ 𝑓(𝑥) 𝑑𝑥 = lim+ ∫ 𝑓(𝑥) 𝑑𝑥
𝑎 𝜖→0 𝑎

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
∫ 𝑓(𝑥) 𝑑𝑥 = lim+ ∫ 𝑓(𝑥) 𝑑𝑥 + lim+ ∫ 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, ∫𝑎 𝑓(𝑥) 𝑑𝑥 is said to be convergent.
𝑏
If either limit on the right doesn’t exist, then ∫𝑎 𝑓(𝑥) 𝑑𝑥 is said to be divergent.
Example 1.
2 𝑑𝑥
∫−4 √16−𝑥 2

Solution:
1
Note: 𝑓(𝑥) = has an infinite discontinuity at 𝑥 = ±4
√16−𝑥 2

2 𝑑𝑥 2 𝑑𝑥
∫−4 √16−𝑥 2 = lim+ ∫−4+𝜖 √16−𝑥 2
𝜖→0

𝑥 2
= lim+ (sin−1 ) │
𝜖→0 4 −4 + 𝜖
1 −4+𝜖
= lim+ [sin−1 ( ) − sin−1 ( )]
𝜖→0 2 4

1
= sin−1 ( ) − sin−1 (−1)
2
2𝜋
= ( 𝐶𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑛𝑡 )
3
Example 2.
𝜋
∫0 tan 𝑥 𝑑𝑥
2

Solution:
𝜋
Note: 𝑓(𝑥) = tan 𝑥 has an infinite discontinuity at 𝑥 =
2
𝜋 𝜋
−𝜖
∫0 tan 𝑥 𝑑𝑥 = lim+ ∫02
2 tan 𝑥 𝑑𝑥
𝜖→0
𝜋
−𝜖
= lim+ ln ∣ sec x| │ 2
𝜖→0 0
𝜋
= lim+ [𝑙𝑛 ∣ sec ( − 𝜖) ∣ −𝑙𝑛 ∣ sec 0 ∣]
𝜖→0 2

= +∞ (𝑑𝑖𝑣𝑒𝑟𝑔𝑒𝑛𝑡)
Special Improper Integrals of the first kind

∞
 ∫0 𝑒 −𝑝𝑥 𝑑𝑥 , where 𝑝 is a constant, converges for 𝑝 > 0 and

diverges when 𝑝 ≤ 0. ( Geometric integral )

∞ 𝑑𝑥
 ∫𝑎 , where 𝑝 is a constant and 𝑎 > 0 , converges if 𝑝 > 1 and
𝑥𝑝

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

∞ ∞
(i) ∫𝑎 𝑓(𝑥) 𝑑𝑥 converges if ∫𝑎 𝑔(𝑥) 𝑑𝑥 converges.
∞ ∞
(ii) ∫𝑎 𝑔(𝑥) 𝑑𝑥 diverges if ∫𝑎 𝑓(𝑥) 𝑑𝑥 diverges.
Convergence Tests for Improper Integrals of the first kind
Examples:
Determine whether the following integrals are convergent or divergent.
∞ 𝑑𝑥 ∞ 𝑑𝑥
(a) ∫0 𝑒 𝑥 +1
(b) ∫2 ln 𝑥

Solution:
1 1 ∞
(a) Since 0 ≤ ≤ = 𝑒 −𝑥 and ∫0 𝑒 −𝑥 𝑑𝑥 converges
𝑒 𝑥 +1 𝑒𝑥

∞ 𝑑𝑥
(Geometric integral with 𝑝 = 1 ) , ∫0 also converges.
𝑒 𝑥 +1

1 1 ∞ 𝑑𝑥
(b) Since > for 𝑥 ≥ 2 and ∫2 diverges
ln 𝑥 𝑥 𝑥

∞ 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 = 𝐴 ≠ 0 𝑜𝑟 ∞, then
𝑥→∞ 𝑔(𝑥)

∞ ∞
∫𝑎 𝑓(𝑥) 𝑑𝑥 and ∫𝑎 𝑔(𝑥) 𝑑𝑥 either both converge or both diverge.
∞ ∞
(b) If 𝐴 = 0 in (a) and ∫𝑎 𝑔(𝑥) 𝑑𝑥 converges, then ∫𝑎 𝑓(𝑥) 𝑑𝑥 converges.
∞ ∞
(c) (c) If 𝐴 = ∞ in (a) and ∫𝑎 𝑔(𝑥) 𝑑𝑥 diverges, then ∫𝑎 𝑓(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 𝑥 𝜇 𝑓(𝑥) = 𝐴. Then
𝑥→∞
∞
(i) ∫𝑎 𝑓(𝑥) 𝑑𝑥 converges if 𝜇 > 1 and 𝐴 is finite.
∞
(ii) ∫𝑎 𝑓(𝑥) 𝑑𝑥 diverges if 𝜇 ≤ 1 and 𝐴 ≠ 0 (𝐴 may be infinite ).

Example:
∞ 𝑥 2 𝑑𝑥 𝑥2 1
(i) ∫0 converges since lim 𝑥 2 = , 𝜇 = 2 > 1.
4𝑥 4 +25 𝑥→∞ 4𝑥 4 +25 4

∞ cos 𝑥
(ii) ∫0 𝑑𝑥 is absolutely convergent and thus convergent, since
𝑥 2 +1

∞ cos 𝑥 ∞ 𝑑𝑥 ∞ 𝑑𝑥
∫0 │ 𝑥 2+1 │ 𝑑𝑥 ≤ ∫0 𝑥 2 +1
and ∫0
𝑥 2 +1
converges by 𝜇-test.
Special Improper Integrals of the Second kind

𝑏 𝑑𝑥
 ∫𝑎 (𝑥−𝑎)𝑝
converges if 𝑝 < 1 and diverges if 𝑝 ≥ 1.

𝑏 𝑑𝑥
 ∫𝑎 (𝑏−𝑥)𝑝
converges if 𝑝 < 1 and diverges if 𝑝 ≥ 1.

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
 ∫𝑎 𝑓(𝑥) 𝑑𝑥 converges if ∫𝑎 𝑔(𝑥) 𝑑𝑥 converges.

𝑏 𝑏
 ∫𝑎 𝑔(𝑥) 𝑑𝑥 diverges if ∫𝑎 𝑓(𝑥) 𝑑𝑥 diverges.
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) ∫3 (𝑥−3)4
𝑑𝑥
√𝑥 4 −1

Solution:
1 1 5 𝑑𝑥
(i) < 𝑓𝑜𝑟 𝑥 > 1. Then since ∫1 converges
√𝑥 4 −1 √𝑥−1 √𝑥−1

1 5 𝑑𝑥
( 𝑝 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑙 𝑤𝑖𝑡ℎ 𝑎 = 1, 𝑝 = ), ∫1 also converges.
2 √𝑥 4 −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 ), ∫3 (𝑥−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+ = 𝐴 ≠ 0 𝑜𝑟 ∞, 𝑡ℎ𝑒𝑛 ∫𝑎 𝑓(𝑥) 𝑑𝑥 𝑎𝑛𝑑 ∫𝑎 𝑔(𝑥) 𝑑𝑥
𝑥→𝑎 𝑔(𝑥)

either both converge or both diverge.

𝑏 𝑏
(b) If 𝐴 = 0 𝑖𝑛 (𝑎), and ∫𝑎 𝑔(𝑥) 𝑑𝑥 converges, then ∫𝑎 𝑓(𝑥) 𝑑𝑥 converges.
𝑏 𝑏
(c) If 𝐴 = ∞ 𝑖𝑛 (𝑎), and ∫𝑎 𝑔(𝑥) 𝑑𝑥 diverges, then ∫𝑎 𝑓(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) ∫𝑎 𝑓(𝑥) 𝑑𝑥 converges if 0 < 𝑝 < 1 and 𝐴 is finite.
𝑏
(𝑖𝑖) ∫𝑎 𝑓(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) ∫𝑎 𝑓(𝑥) 𝑑𝑥 converges if 0 < 𝑝 < 1 and 𝐵 is finite.
𝑏
(ii) ∫𝑎 𝑓(𝑥) 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 √𝑥 4 −1
(ii) ∫0 (3−𝑥)√𝑥 2 +1

Solution:
1
5 𝑑𝑥 1 𝑥−1 1
(i) ∫1 √𝑥 4−1 converges, since lim+(𝑥 − 1)2 ∙ 1 = lim+ √ = ∙
𝑥→1 (𝑥 4 −1)2 𝑥→1 𝑥 4 −1 2

3 𝑑𝑥 1 1
(ii) ∫0 diverges, since lim−(3 − 𝑥) ∙ = ∙
(3−𝑥)√𝑥 2 +1 𝑥→3 (3−𝑥)√𝑥 2 +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.
Thank You