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Improper Integral

An improper integral is an integral with a finite or infinite limit or an integrand that is infinite at some point in the range of integration. There are three types of improper integrals: those with infinite limits, those with integrands infinite at the limits, and those with discontinuous integrands at interior points. Convergence of improper integrals can be determined using tests like the direct comparison test, the limit comparison test, and the p-test. Abel's test and Dirichlet's test can also be used to determine convergence of certain improper integrals.

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BS P 19-455
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16 views

Improper Integral

An improper integral is an integral with a finite or infinite limit or an integrand that is infinite at some point in the range of integration. There are three types of improper integrals: those with infinite limits, those with integrands infinite at the limits, and those with discontinuous integrands at interior points. Convergence of improper integrals can be determined using tests like the direct comparison test, the limit comparison test, and the p-test. Abel's test and Dirichlet's test can also be used to determine convergence of certain improper integrals.

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BS P 19-455
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
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IMPROPER

INTEGRAL
What is improper integral?
An integral in which one or both of the limits is finite or in which
the integrand is infinite at some point in the range or region of
integration.

An integral of the first type is :-


if the limit exist, the integral is said to be convergent;
if not it is divergent.
An integral of the second type is:-
a)

whose integrand is a function f(x) that is finite for (a,b],


but infinite for x=a.
b)

whose integrand is a function f(x) that is finite for [a,b),


but infinite for x=b.
c)

Here the f(x) is not continuous at c. where a<c<b.

where if the limit exist the integral is said to be


convergent.
This integral is improper because its interval
of integration is infinitely long.

This integral is improper because the


integrand has a singularity at 0.

This integral is improper for two


reasons: firstly its interval of
integration is infinitely long and
another is that it has a singularity at 0.

This integral is improper since integrand is


not continuous at 1 and -1.
EXAMPLES…
a)

This integral Converges.

b)

This integral Diverges.

c)

This integral Diverges.


Direct comparison test:-
Suppose that f and g are two continuous functions for x ≥ a
such that 0 ≤ g (x) ≤ f (x). Then, the following is true:

1. If converges then also converges.

2. If diverges, then also diverges.

Suppose that f and g are two continuous functions defined on


[a,b] such that 0 ≤ g (x) ≤ f (x) for a≤ x ≤b . Then, the following
is true:
1. If converges, then also converges.

2. If diverges, then also diverges.


Example:- Study the convergence of:-
We cannot evaluate the integral directly, does not
have an antiderivative.
We note that,

Now,

and therefore converges. It follows that


converges by the comparison test .
Practical comparison test:-
If the positive functions f and g are continuous on [a, ¥ ), and
if
When L will be non zero finite number then the two integral
and converge or diverge together.
If L is zero and converges, then also converges.
If L infinity and diverges , then also diverges .

Same is for finite limits.


P-test:-
The improper integral..

is convergent if and only if p <1 and


divergent if p≤1.

is convergent at infinity if and only if p >1


and divergent if p≥1.

or is convergent if only if p<1 otherwise


divergent (a>0)
Example:-
Does the improper integral converge?

To study the converges (or not) of this integral observe that for
x3  1 x3 1  1
large values of x, 4  4  . The improper integral  dx
x 1 x x 1 x

 x 1
3
diverges. Hence also the improper integral  4 diverges.
1 x 1

Hence, by p-test we could say, given integral is


divergent.
Abel’s Test:-
If g is bounded and monotonic in (a,t) t infinity, and
f(x)dx is convergent at infinity ;then f(x)g(x)dx is
convergent at infinity.

Dirichlet’s test :-
If g is bounded and monotonic and tends to o, as xinfinity
And f(x)dx is bounded for t>a then f(x)g(x)dx is
convergent at infinity.
Ms. Bhupinder Kaur
Associate Professor
Department of Mathematics
PGGCG – 11, Chandigarh

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