Chapter 3. Improper Integrals
Chapter 3. Improper Integrals
Prepared by
Mathematics Department
College of Numeracy and Applied Sciences
Benguet State University
CHAPTER 3: IMPROPER INTEGRALS
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
→→
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
=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 →−∞ →−∞ →−∞ − −
2511 () a→−∞=
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
∫
+∞ .
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
then
5 dx
Example 3.2.1. Evaluate the following integral if it ⌠⎮ .
converges: ⌡
x
0
Solution
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 5Final answer
Example 3.2.2
4
⌠⎮ .
⌡
Evaluate the following integral if it converges: dx
Solution 1 16 −x 2
⌠⎮ 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→ −
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
()()()
−−
⎡⎤⎡⎤ +⎢⎥⎢⎥⎣⎦ ⎥ 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.