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Chapter 3. Improper Integrals

1) The document defines improper integrals as integrals whose interval of integration is unbounded, meaning one or both limits is/are infinity. 2) There are three types of improper integrals defined: with an infinite upper limit, infinite lower limit, or both upper and lower limits being infinite. 3) Improper integrals can be evaluated by calculating the limit of the integral as the limit(s) approach(es) infinity. If the limit converges, the improper integral converges to that value.
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0% found this document useful (0 votes)
107 views

Chapter 3. Improper Integrals

1) The document defines improper integrals as integrals whose interval of integration is unbounded, meaning one or both limits is/are infinity. 2) There are three types of improper integrals defined: with an infinite upper limit, infinite lower limit, or both upper and lower limits being infinite. 3) Improper integrals can be evaluated by calculating the limit of the integral as the limit(s) approach(es) infinity. If the limit converges, the improper integral converges to that value.
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Module 4

Math 31/Math Ed 133:


Calculus 2 Improper Integrals

Prepared by

Nick Wais Sibaen

Mathematics Department
College of Numeracy and Applied Sciences
Benguet State University
CHAPTER 3: IMPROPER INTEGRALS

3.1. Definition of Improper Integrals


Recall in chapter 2 that the definite integral ∫ ��(��)���� ����requires that
�� and �� are real numbers. In other words, the interval of integration is “bounded.” In this
chapter, we will define integrals whose interval of integration is “unbounded.” That is, integrals
whose one or both limits is/are the infinity/infinities. These integrals are called improper
integrals.

Definition of Improper Integrals


Recall that the integral of a product of two functions, say and is not equal to the
A.

Definition of an Improper Integral with Infinite Upper Limit


If is continuous for , then

if the limit exists.


B. Definition of an Improper Integral with Infinite Lower Limit
If is continuous for , then

if the limit exists.


C. Definition of an Improper Integral with both Upper and Lower Limits
Infinite If is continuous for , and is any real number, then

if both these limits exist.

These definitions mean that the solution of an improper integral can be calculated as a
limit. If the limits exist, the improper integral is said to converge to the value of the limit,
otherwise, the improper integral diverges.
Because solving improper integrals involve the computation of limits, be reminded of
important limit properties:

1.lim
xa cc
→=for any constant c

2.lim ( ) lim ( )
cf x c f x
=
xaxa
→→

3.lim ( ) ( ) lim ( ) lim ( ) [ ]


fxgxfxgx
±=±
xaxaxa
→→→
4.lim ( ) ( ) lim ( ) lim ( ) [ ]
fxgxfxgx
⋅=⋅
xaxaxa
→→→
lim ( ) ( ) lim
5. ( ) lim ( )
fx
fx
where g x( ) 0 ≠
xa→
⎡⎤⎢⎥=
xa→ xa

gxgx
⎣⎦
6.
lim ( ) lim ( ) [ ]n
⎡⎤ where n is any real number
= ⎣⎦ n

f x f x xaxa
→→

1
Prepared by
Nick Wais Sibaen
This material is for BSU students only.
7.lim
xaxa
→=
8.lim n n
→=where n is any real number
x ax a
c
9.lim 0
→+∞
x=�� ∈ ℚ , and �� ∈ ℝ
+

10. →−∞
x=�� ∈ ℚ , �� ∈ ℝ , and �� is defined at
+ ��
r
x �� < 0,
c r
x
lim 0

The following lists the properties involving infinity/ies for your reference; �� ∈ ℝ .
11.±∞± = ±∞ c c if c
19.∞⋅ →0 indeterminate =
12.c − ±∞ = ∞ ( ) c
20.0 if c
13.+∞ + ∞ = ∞ ±∞ =⎨
14.±∞−∞→indeterminate 15.∞⋅ 21. ±∞ ⎩<<
16. c = ±∞ 001
± = ±∞ ( c); c ≠ 0 (+∞ +∞ ±∞ ∞
17. → 25.0 0 =
= +∞ )( ) (−∞ −∞ = +∞ )( 22.indeterminate ±∞ ∞

) ∞ =
23.0 ∞ → indeterminate 24.1 26.0
18.
(+∞ −∞ = −∞ )( ) ∞ ⎧∞ > 27.1 indeterminate ∞ →
Limit Properties Involving Exponential and Logarithmic
Functio
ns lim
log
+
→ = −∞
x 0
28.lim →+∞= = +∞
+∞
x
xe e 32. x

x −∞
29.lim 0 xe e →+∞= +∞ = +∞ lim ln
+
→ = −∞
→−∞= =
33.lim log log( ) xx
x 34.
30.lim 0 xe e 0
− −∞
→+∞= = x
x

x )
31.lim
− +∞
xx
xe e
→+∞= +∞ = +∞
→−∞= = +∞
Example 3.1.1 +∞ ⌠⎮ .

Informally, this means that ln 0 x → = −∞ +
( ) 35.lim ln ln (1
dx
Evaluate the following integral if it converges: 2
x
2
Solution
+∞ 1
1 limb
⌠ ⎮ This is an improper integral with an infinite upper limit.
⌠ ⎮ ⌡⌡
dx dx
=
22
xx
b →+∞
22b
⎛⎞
1
⎜⎟⎜⎟ Performing integration by applying power rule
=− ⎝⎠ lim

b→+∞ x 1 1

⎛⎞
=−+⎜⎟ Applying FTC
⎝⎠
lim 1
b→+∞ b
1
⎛⎞
=−+⎜⎟ Applying limit property 3: bb
⎝⎠ ( ) 1 1 lim 1 lim lim 1 bbb

→+∞ →+∞ →+∞

lim lim 1 b b →+∞ →+∞ b ⎡⎤


−+=−+
⎣⎦

= +0 1Applying limit property 9: 1


⎛⎞
⎜⎟−=
lim 0
bb
→+∞⎝ ⎠

=1Final Answer

2
Prepared by
Nick Wais Sibaen
This material is for BSU students only.
Example 3.1.2
3
dx
Evaluate the following integral if it converges: ⌠⎮ .

2
−∞ − x
(5 )
Solution
33
dx dx
⌠ ⎮ This is an improper integral with an infinite lower limit.
⌠ ⎮ ⌡⌡ x x →−∞ −∞=

2 2 lim
(5 ) (5 ) aa
−−
3
⎛⎞
1
⎜⎟⎜⎟
= −
lim 11
lim ⎛ ⎞
a 5 a →−∞ x
⎝⎠ Performing integration by applying substitution (let �� =
5− ��)


⎟ Applying FTC
= ⎜ ⎝⎠−−
a→−∞ 5 3 5 a
11
lim
⎛⎞
=−⎜⎟ Simplifying
⎝⎠−
a→−∞ 2 5 a
1
1 lim lim
− Applying limit property 3: 1 1 1 1
= −
+
⎡⎤+= ⎣⎦
2 5 2 5 lim lim lim
a a a →−∞ →−∞ →−∞ − −

a a →−∞ →−∞ 2 5a =− Applying limit property 1: 1 1


− −∞ 2 2 lim
11
aa

2511 () a→−∞=

= − Applying limit property 12: 5− −∞ = +∞ ( )


+∞
2
1
0
= −Applying limit property 20: 1 0

Example 3.1.3 1 +∞
∫−∞.
2 =Final Answer 2 +∞=

2
Evaluate the following integral if it converges: x
dx
Solution
Let c = 0.
−∞
∫−∞ 2
x dx

lim limb
0
22
=+
∫ ∫This is an improper integral with both limits infinite. a b ax dx x dx
0
→−∞ →+∞
⎛⎞⎛⎞
0 b
33x x
=+⎜⎟⎜⎟
lim lim
⎟ Performing integration by applying power rule
⎜⎟⎜ ⎝⎠⎝⎠
33
ab
→−∞ →+∞
a 0
⎛⎞⎛⎞
33
ab
⎜⎟⎜⎟⎜⎟⎜⎟ Applying FTC
=−+− ⎝⎠⎝⎠
lim 0 lim 0
ab3 3
→−∞ →+∞

3
Prepared by
Nick Wais Sibaen
This material is for BSU students only.
33
⎛⎞⎛⎞
ab
⎟ ⎟
=−+⎜⎟⎜ ⎜⎟⎜ ⎝⎠⎝⎠
lim lim
ab3 3
→−∞ →+∞

Both of these limits do not exist. The quantity −��3/3 increases without bound as ��
→ −∞. Similarly, the quantity ��3/3 increases without bound as �� → +∞. Hence, the
improper integral diverges.

Example 3.1.4
+∞ dx
⌠⎮ .

2
Evaluate the following integral if it converges: 9 −∞
+
x
Solution
Let c = 0.

⌠⎮ +∞ 2
⌡ 9
dx
b
−∞ +
dx dx
x
0
⌠ ⎮ This is an improper integral with both limits infinite.
⌠ ⎮ ⌡⌡
=+
lim lim
22
→+∞
→−∞ xx
++
99
b
a a
0
⎞=+ ⎟ Performing integration
⎛⎞⎛ ⎜⎟⎜ ⎝⎠⎝⎠
lim arctan lim arctanb
0
xx
11
3
333 0

a b →−∞ →+∞ a

()
3 3 3 3 lim arctan arctan a
110
=−
a→−∞

()
3 3 3 3 lim arctan arctan b
110
+ −Applying FTC
b→+∞

()
3 3 3 lim 0 arctan a
11
=⋅−
a→−∞

()
3 3 3 lim arctan 0b
11
+ − ⋅ arctan 0 3=
0

b→+∞

()()
ab
3 3 3 3 lim arctan lim arctan
11
= − +Simplifying a b →−∞ →+∞
()()
3 3 3 3 lim arctan lim arctan a b
11
= − +Applying limit property 2 a b →−∞ →+∞
()()
ππ −+
=− ()2
11
a 3a π b 3b π
and
→−∞=− ()2
3232 lim arctan →+∞= lim arctan

π
ππ = + =Simplifying
2
666
π
=Final Answer 3

Example 3.1.5

+∞ .

Evaluate the following integral if it converges: 5ln


xdx Solution
+∞ b
=
∫∫ This is an improper integral with an infinite upper limit.

ln lim ln
xdx xdx
55
b →+∞
lim ln
( 5 )b
= −Performing integration by applying integration by partsbx x x
→+∞

4
Prepared by
Nick Wais Sibaen
This material is for BSU students only.
lim ln 5ln 5 5 ( ) ( )
⎤ Applying FTC
=−−−⎡ ⎣⎦
bb b b
→+∞
This improper integral diverges because lim ln ( )
bb bb
→+∞− does not exist. Specifically,
lim ln lim ln 1 1 ( ) ( ( )) ( ) ( )
bbbbb
− = − = +∞ +∞ − = +∞ +∞ = +∞ .
bb
→+∞ →+∞
Practice Exercise 3.1
1.1.
− x

∫−∞
e dx

+∞−

2
2.
2x x dx 1 .
+∞ dx
⌠⎮

2
3. 16
−∞ +
x

5
Prepared by
Nick Wais Sibaen
This material is for BSU students only.
3.2. Other Improper Integrals within the interior of the interval of integration.
These types of integrals are still considered
Another type of improper integrals are those improper integrals.
having infinite discontinuity within the limits of
integration. These integrals look like ordinary Infinite discontinuity happens when one of the
definite integrals, but the function (integrand) is one-sided limits is infinite. Graphically, this is a
infinitely discontinuous at one of the limits or vertical asymptote.
Definition of Other Improper Integrals

This function has an infinite discontinuity at ��.

Recall that the integral of a product of two functions, say


a
nd

is not equal to the


D. Definition of an Improper Integral with an Infinite Discontinuity at its Lower Limit If
is continuous for in an interval half open on the left , and if ,
then

if the limit exists.

E. Definition of an Improper Integral with an Infinite Discontinuity at its Upper Limit If


is continuous for in an interval half open on the right , and if ,

then

if the limit exists.

F. Definition of an Improper Integral with an Infinite Discontinuity at an Interior


Number
If is continuous for in an interval , except , where , and if , then

if both these limits exist.

5 dx
Example 3.2.1. Evaluate the following integral if it ⌠⎮ .
converges: ⌡
x
0

Solution

Before we proceed to the computation of this integral, we


first show why this has an infinite discontinuity within its limits.
This infinite discontinuity becomes obvious if we look at its
graph. This discontinuity
happens at the lower limit of the integral: lim D.
+ 1
��→0
proceed computing this integral using definition √��= +∞. We now

6
Prepared by
Nick Wais Sibaen
This material is for BSU students only.
55
⌠ ⎮
dx dx ⌠ ⎮ ⌡

= lim
x x →+
00
t
t
5
⎛⎞
=⎜⎟ Performing integration by applying the power rule
⎝⎠ lim 2t

t
→+0
x ()
= −Applying FTC
lim 2 5 2
t
+

t
0
⎡⎤+=+
⎣⎦
lim 2 5 2 lim 2 5 lim 2
= −Applying limit property 3:
lim 2 5 lim 2 00
tt
t t t t →−∞ →−∞ →−∞
++
→→ tt

= − 2 5 2 0Applying limit property 1: lim 2 5 2 5 =;lim 2 0


t
=
t→−∞
t
→−∞

= 2 5Final answer

Example 3.2.2
4
⌠⎮ .

Evaluate the following integral if it converges: dx

Solution 1 16 −x 2

Let us observe the graph of the function given


at the right. We see that at �� = 4, the function is
undefined. The function is asymptotic with �� = 4.
If only the upper limit of the integral is a different
number other than 4 (any number less than 4), then
we proceed computing it as an ordinary definite
integral.

This is an example of an improper integral


with infinite discontinuity at its upper limit. Also, we
see that lim��→4−1
2
√16−�� = +∞. To compute, we use
definition E.

⌠⎮ 4 dx

1 − 2 lim t
16 x ⌠⎮ dx
= ⌡
→−
42x t

1 16 −
t
lim arcsin
⎛⎞
x
=⎜⎟ Performing integration 4 1
⎝⎠ 4

t→ −

( )1
lim arcsin arcsin t
= −Applying FTC 4 4 4
t→ −

lim arcsin lim arcsin t 1

= −Applying limit Property 3 4 4 4 4


−−
tt→→
π
2 4 arcsin = −4
1
lim arcsin arcsin arcsin1 t
π
− 11 −
→ = = =; by Property 1: t→ =

lim arcsin arcsin


442 44
4t 4

7
Prepared by
Nick Wais Sibaen
This material is for BSU students only.
Example 3.2.3 1
⌠⎮ .

Evaluate the following integral if it converges: dx
( )23
Solution
−x +
21

We see in the graph that �� = −1 is a vertical asymptote. This


means that there is an infinite discontinuity within the interior of the
interval [−2,1], particularly at �� = −1. To compute for this integral, we
use definition F.
11
⌠⌠⌠
dx dx dx
t
=+
lim lim

⎮⎮ ⌡⌡⌡
222
→− →− − +
xxx
+++
111
11
22
ts
s
333

()()()
−−
⎡⎤⎡⎤ +⎢⎥⎢⎥⎣⎦ ⎥ Performing integration via power rule
=++ ⎢ ⎣⎦
1 t
31
lim 3 1 lim 3 1 x x

()()
−+
→− →−
s
ts
1
1 2

⎤ + ⎥ Applying FTC
⎡⎤⎡ =+−−+++− ⎢⎥⎢ ⎣⎦⎣⎦
1111
lim 3 1 3 2 1 lim 3 1 1 3 1
ts
()()()()
3333
−+
→− →−
ts
11
11
*()()()
3 2 1 3 1 3 1 3 − + = − − =− 3 3 =
11
3
*()()
33
3113232+= =

⎤ −+ ⎥
⎡⎤⎡ =+++ ⎢⎥⎢ ⎣⎦⎣⎦
11
lim 3 1 3 lim 3 2 3 1
ts
333

()()
→− →− − +
ts
11
11
*()()
→− −+ =−+=
lim 3 1 3 1 1 0 3 3
t
t 1

* lim 3 3
t→− −=
1
33
lim 3 2 3 2
*
s→− +=
1

11
* ( ) ( ) lim 3 1 3 1 1 0 3 3 →− ++
=−+=
s
s 1
3
=++−03320
3
= +3 3 2Final answer
Practice Exercise 4.2
1
⌠⎮

dx
1.3
.
−− x
3 7 4

(1 ) dx

⌠⎮

2.
22
x−

8
Prepared by
Nick Wais Sibaen
This material is for BSU students only.

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