COURSE PACK

ESM 1031 – Engineering Calculus 2 (Integral Calculus)

Module 3 : Improper Integrals and Multiple Integrals
Lesson 1 : Integrals with Infinite Limits and Infinite Discontinuities

LEARNING OUTCOME
At the end of the session, the students should be able to:
1. Evaluate integrals with infinite limits and infinite discontinuities.

PRE-LECTIO

Review

1. Review the concept of limits at infinity and definite integration.

LECTIO
An improper integral is a definite integral that has either or both limits equal to infinity. It can be also regarded as an integral
having an integrand that approaches infinity at one or more points in the range of integration. These kinds of integrals cannot
be computed using the normal Reimann integral. In this module, we’ll discuss the two cases of improper integrals.
Case 1. Infinite Limits / Infinite Interval
If our integral involves infinite limits, we can solve them by:
𝒃 𝒃
𝑨. ∫ 𝒇(𝒙)𝒅𝒙 = 𝐥𝐢𝐦 ∫ 𝒇(𝒙)𝒅𝒙
−∞ 𝒕→−∞ 𝒕

+∞ 𝒕
𝑩. ∫ 𝒇(𝒙)𝒅𝒙 = 𝐥𝐢𝐦 ∫ 𝒇(𝒙)𝒅𝒙
𝒂 𝒕→∞ 𝒂

+∞ 𝒄 +∞
𝑪. ∫ 𝒇(𝒙)𝒅𝒙 = ∫ 𝒇(𝒙)𝒅𝒙 + ∫ 𝒇(𝒙)𝒅𝒙 −∞<𝒄<∞ Note: If either or both the two equivalent
−∞ −∞ 𝒄 integrals is/are divergent, so is the original
integral.
If the evaluated limit exists and is a finite number, then the integral is convergent. Otherwise, if the evaluated limit either
does not exist or is infinity, the integral is divergent.
Examples:
0
1. ∫ 𝑒 4𝑦 𝑑𝑦
−∞
0
= lim ∫ 𝑒 4𝑦 𝑑𝑦
𝑡→−∞ 𝑡

ESM 1031 – Engineering Calculus 2 (Integral Calculus)

School of Engineering & Architecture
Ateneo de Davao University 1
 0
1
= lim ∫ 𝑒 4𝑦 (4𝑑𝑦) Evaluate the definite integral.
4 𝑡→−∞ 𝑡

1 0
= lim (𝑒 4𝑦 )|
4 𝑡→−∞ 𝑡

1
= lim [𝑒 0 − 𝑒 4𝑡 ]
4 𝑡→−∞

1
= lim (1 − 𝑒 4𝑡 )
4 𝑡→−∞
1
= [ lim 1 − lim 𝑒 4𝑡 ] Apply the theorems on limits.
4 𝑡→−∞ 𝑡→−∞

1 1
= [1 − ]
4 ∞
𝟏
= , 𝒄𝒐𝒏𝒗𝒆𝒓𝒈𝒆𝒏𝒕
𝟒

∞
𝑑𝑥
2. ∫
0 (2𝑥 + 1)4
𝑡
𝑑𝑥
= lim ∫
𝑡→∞ 0 (2𝑥 + 1)4
𝑡
1 2𝑑𝑥
= lim ∫ Evaluate the definite integral.
2 𝑡→∞ 0 (2𝑥 + 1)4
𝑡
1 1
= lim [− ∙ (2𝑥 + 1)−3 ]
2 𝑡→∞ 3 0

1
=− lim [(2𝑡 + 1)−3 − (1)−3 ]
6 𝑡→∞
1 1
=− lim [ − 1]
6 𝑡→∞ (2𝑡 + 1)3

1 lim 1
𝑡→∞
=− ∙[ − lim 1] Apply the theorems on limits.
6 lim (2𝑡 + 1)3 𝑡→∞
𝑡→∞

1 1
= − [ − 1]
6 ∞
𝟏
= , 𝒄𝒐𝒏𝒗𝒆𝒓𝒈𝒆𝒏𝒕
𝟔

ESM 1031 – Engineering Calculus 2 (Integral Calculus)

School of Engineering & Architecture
Ateneo de Davao University 2
 ∞
𝑑𝑥
3. ∫
−∞ 𝑥2 + 2𝑥 + 2
0 ∞
𝑑𝑥 𝑑𝑥
=∫ 2
+ ∫ 2
−∞ 𝑥 + 2𝑥 + 2 0 𝑥 + 2𝑥 + 2
0 𝑢
𝑑𝑥 𝑑𝑥
= lim ∫ 2
+ lim ∫ 2
𝑡→−∞ 𝑡 𝑥 + 2𝑥 + 2 𝑢→∞ 0 𝑥 + 2𝑥 + 2
0 𝑢
𝑑𝑥 𝑑𝑥
= lim ∫ + lim ∫ Evaluate the definite
𝑡→−∞ 𝑡 (𝑥 + 1) + 1 𝑢→∞ 0 (𝑥 + 1)2 + 1
2
integrals.

= lim [arctan(𝑥 + 1)]0𝑡 + lim [arctan(𝑥 + 1)]𝑢0

𝑡→−∞ 𝑢→∞

= lim [arctan(0 + 1) − arctan(𝑡 + 1)] + lim [arctan(𝑢 + 1) − arctan(0 + 1)]

𝑡→−∞ 𝑢→∞
𝜋 𝜋
= lim [ − arctan(𝑡 + 1)] + lim [arctan(𝑢 + 1) − ] Apply theorems on limits.
𝑡→−∞ 4 𝑢→∞ 4
𝜋 𝜋
= − arctan(−∞) + arctan(∞) −
4 4
𝜋 𝜋
= − (− ) +
2 2
2𝜋
=
2
= 𝝅, 𝒄𝒐𝒏𝒗𝒆𝒓𝒈𝒆𝒏𝒕

Case 2: Discontinuous Integrals

If our integrand is discontinuous at our lower or upper limits or in between the interval of the limits, we solve them by:
A. Discontinuity @ 𝒙 = 𝒂:
𝒃 𝒃
∫ 𝒇(𝒙)𝒅𝒙 = 𝐥𝐢𝐦+ ∫ 𝒇(𝒙)𝒅𝒙
𝒂 𝒕→𝒂 𝒕

B. Discontinuity @𝒙 = 𝒃:
𝒃 𝒕
∫ 𝒇(𝒙)𝒅𝒙 = 𝐥𝐢𝐦− ∫ 𝒇(𝒙)𝒅𝒙
𝒂 𝒕→𝒃 𝒂

C. Discontinuity @ 𝒙 = 𝒄; 𝒂 < 𝒄 < 𝒃

𝒃 𝒄 𝒃
∫ 𝒇(𝒙)𝒅𝒙 = ∫ 𝒇(𝒙)𝒅𝒙 + ∫ 𝒇(𝒙)𝒅𝒙 Note: If either or both the two equivalent
𝒂 𝒂 𝒄 integrals is/are divergent, so is the original
integral.

1
𝑑𝑥 There is a discontinuity @ 𝑥 = 0.
4. ∫
0 𝑥2
1
𝑑𝑥
= lim+ ∫ Evaluate the definite integral.
𝑡→0 𝑡 𝑥2

ESM 1031 – Engineering Calculus 2 (Integral Calculus)

School of Engineering & Architecture
Ateneo de Davao University 3
 11
= lim+ − |
𝑡→0 𝑥𝑡
1
= lim+ [−1 + ]
𝑡→0 𝑡
1
= lim+ −1 + lim+ Apply theorems on limits.
𝑡→0 𝑡→0 𝑡
= −1 + ∞
= ∞, 𝒅𝒊𝒗𝒆𝒓𝒈𝒆𝒏𝒕

𝑎
𝑑𝑥
5. ∫ There is a discontinuity @𝑥 = 𝑎.
0 √𝑎2 − 𝑥2
𝑡
𝑑𝑥
= lim− ∫ Evaluate the definite integral.
𝑡→𝑎 √𝑎2 − 𝑥 2
0
𝑥 𝑡
= lim− [arcsin ]
𝑡→𝑎 𝑎0
𝑡
= lim− [arcsin − arcsin 0]
𝑡→𝑎 𝑎
𝑡
= lim− arcsin Apply theorems on limits.
𝑡→𝑎 𝑎
𝑎
= arcsin
𝑎
= arcsin 1
𝝅
= , 𝒄𝒐𝒏𝒗𝒆𝒓𝒈𝒆𝒏𝒕
𝟐

4
𝑑𝑥
6. ∫ There is a discontinuity @ 𝑥 = 3.
0 (𝑥 − 3)2
3 4
𝑑𝑥 𝑑𝑥
=∫ 2
+∫ Evaluate the definite integrals.
0 ( 𝑥 − 3) 3 ( 𝑥 − 3)2
𝑡 4
𝑑𝑥 𝑑𝑥
= lim− ∫ 2
+ lim ∫
𝑡→3 0 (𝑥 − 3) 𝑢→3+ 𝑢 (𝑥 − 3)2

1 𝑡 1 4
= lim− [− ] + lim [− ]
𝑡→3 𝑥 − 3 0 𝑢→3+ 𝑥 − 3 𝑢
1 1 1 1
= lim− [− − ] + lim+ [− + ]
𝑡→3 𝑡−3 3 𝑢→3 4−3 𝑢−3
1 1 1 1
= lim− − − lim− + lim+ − + lim+ Apply theorems on limits.
𝑡→3 𝑡 − 3 𝑡→3 3 𝑢→3 1 𝑢→3 𝑢 − 3
1 1 1
= lim− − − − 1 + lim+
𝑡→3 𝑡−3 3 𝑢→3 𝑢 − 3

ESM 1031 – Engineering Calculus 2 (Integral Calculus)

School of Engineering & Architecture
Ateneo de Davao University 4
 =∞+∞ Both integrals are divergent.
= 𝒅𝒊𝒗𝒆𝒓𝒈𝒆𝒏𝒕

EVALUATION
PRACTICE PROBLEMS
Determine whether each integral is convergent or divergent. Evaluate those that are convergent.
∞
𝑑𝑥
1. ∫ 3 Convergent, 2
3 (𝑥 − 2)2
0
𝑑𝑥
2. ∫ Divergent
−∞ 3 − 4𝑥
∞
𝑥2 𝜋
3. ∫ 6
𝑑𝑥 Convergent, 9
−∞ 9 + 𝑥
0
1
4. ∫ 𝑧𝑒 2𝑧 𝑑𝑧 Convergent, − 4
−∞

ESM 1031 – Engineering Calculus 2 (Integral Calculus)

School of Engineering & Architecture
Ateneo de Davao University 5