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In This Sheet You May Assume Standard Properties of Established in Lectures and On Sheet 3

This document contains 4 exercises analyzing the existence and properties of improper integrals. Exercise 1 discusses 4 improper integrals involving limits as x approaches 0 or infinity. Exercise 2 examines the limit of εm+1(log ε)n as ε approaches 0 and uses this to show an improper integral of xm(log x)n from 0 to 1 exists. Exercise 3 analyzes the limit and integral of a continuous function f(x) as x approaches infinity. Exercise 4 expresses the integral of 1/x from 0 to 1 in terms of sums of 1/n. Exercise 5 asks about the existence of the improper integral of sin(x)/x from 2 to infinity.

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58 views

In This Sheet You May Assume Standard Properties of Established in Lectures and On Sheet 3

This document contains 4 exercises analyzing the existence and properties of improper integrals. Exercise 1 discusses 4 improper integrals involving limits as x approaches 0 or infinity. Exercise 2 examines the limit of εm+1(log ε)n as ε approaches 0 and uses this to show an improper integral of xm(log x)n from 0 to 1 exists. Exercise 3 analyzes the limit and integral of a continuous function f(x) as x approaches infinity. Exercise 4 expresses the integral of 1/x from 0 to 1 in terms of sums of 1/n. Exercise 5 asks about the existence of the improper integral of sin(x)/x from 2 to infinity.

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B K
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Analysis III 2019 Exercises 4 of 4

In this sheet you may assume standard properties of sin, cos, exp, log, as
established in lectures and on Sheet 3.

1. Discuss the existence of the following improper integrals.


Z 1 Z 1 Z ∞ Z ∞
dx dx dx dx
(i) √ , (ii) , (iii) , (iv) .
0 1−x 0 sin x 0 1 + x3/2 2 x log x

2. Let m, n > 0 be nonnegative integers. Show that

lim εm+1 (log ε)n = 0


ε→0

(Hint: you may find it helpful to set ε = e−t and to consider the series
expansion of et .)
Using induction on n or otherwise, show that the improper integral
Z 1
xm (log x)n dx
0

exists, and give a closed-form expression for it.

3. Suppose that f : [1, ∞) → R is a continuous function with the property


that f (x) → 0 as x → ∞.
RX
(i) Show that limX→∞ X1 1 f (x)dx = 0.
R∞ RX
(ii) Does the improper integral 1 f (x)
x
dx = limX→∞ 1 f (x)
x
dx necessarily
exist?

that x1x is continuous on [0, P


4. Show P 1], and that its integral on this range is
1 1 1 n
equal to n=1 nn . Hint: write xx = ∞
∞
n=0 n! (−x log x) .
R∞
5. Does the improper integral 2π sinx x dx exist?

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