CHAPTER 6

IMPROPER INTEGRALS

LEARNING OBJECTIVES

At the end of this chapter students should be able to

 Identify improper integral
 Change from improper to proper integral
 Integrate improper integral

6.0 Introduction

In the definition of 
a
f(x) dx, it is assumed that the interval [a,b] is finite. However,

in this section, we extend the concept of the definite integral to improper integrals:
 Integrals over infinite integral – where limit is  or – 
 Integrals in which the integrand becomes infinite within the interval of
integration

6.1 Improper Integral of Unbounded Intervals

Improper integrals over infinite integrals can be one of the following forms.



 f ( x ) dx
a
b


 f ( x ) dx




 f (x ) dx


6.1.1 Integrals in the form

 f ( x ) dx
a

If f(x) is continuous on [a,), then

 t

 f ( x ) dx = lim  f ( x ) dx
a
t 
a

84
Improper Integral 85

The improper integral converges if the limit exists, else it diverges.

Example 1 Evaluate
 

e  3x
2x 1
a. dx b. 2
dx
1 3


 xe x dx
2
c.
1

Solution

 t  t
1 1
a. 
1
e 2 x dx = lim
t  
1
e 2 x dx b.  3x
3
2
dx = lim
3 t  
3
x 2 dx

t
1 t 1 1
= lim e 2x = lim 
2 t  1 3 t  x 3
1 1 1 1
= lim (e2t – e) = lim 

2 
t 3 t 
t 3
1 1  1
= (+  ) = 0  
2 3  3
1
=  (does not exist) = (exists)
9
diverges converges

 t

 xe  x dx = lim  xe  x dx
2 2
c.
t 
1 1
Let u = -x2
1 du = -2x dx
=  lim
2 t   eu du
 2 du = xdx
1

1
= lim eu
2 t 
1 2 t
=  lim e  x
2 t  1
t
1 1
=  lim x 2
2 t  
e 1
1 1 1
=  lim [ 2  ]
2 t  e t e
1 1
=  [0 ]
2 e
1
= exist  converges 
2e
86 Improper Integral

6.1.2 Integrals of the form  f (x) dx



If f(x) is continuous on ( ,b], then

b b

 f ( x ) dx =

t
lim
 f ( x ) dx
t

Example 2 Determine if the following converges or diverges.

0 1

x 
1 1
a. dx b. dx
2
4 1  2x
 
1


2x
c. dx

3
5x 2  4

Solution

0 1


1 1
a.

x 2
 4
dx b.
1  2x
dx

0 1 1

 (1  2x )
1 
= lim
t   x
t
2
4
dx = lim
t  
2 dx
t
1
1
1 x 1
lim tan 1
0
= t
=  lim 2 (1  2 x ) 2
2 t   2 2 t 
t
1
1
= lim tan 1 0  tan 1 t =  lim (1  2x ) 2
2 t  t  
1 1
1 π
= ( 0  ( ) ) =  lim 3 2  (1  2t ) 2
2 2 t  

π
= (converges) = ∞ (diverges)
4

1 1

1 Let u = 5x2 + 4
  2 x (5 x
2x
c. dx = lim 2
 4) 3 dx du = 10x dx
t  
3
5x 2  4
5 du =2x dx
1
 t
1

u
1 
= lim 3 du
5 t  
Improper Integral 87

2
1 3 3
= lim u
5 t  2
1
2
3
= lim (5 x 2  4) 3
10 t 
t
2 2
3
= lim 9 3  (5t  2
4) 3
10 t 
2
3
= lim 9 3  
10 t 
= − ∞ ( diverges) 

6.1.3 Integrals of the form

 f (x ) dx


If f(x) is continuous on (- ,), then

 0 

 f (x ) dx =  f (x ) dx +  f (x ) dx
  0
0 s

= lim
t  f ( x ) dx + lim  f ( x ) dx
t
s 
0

If either integral on the right side diverges, then

 f (x ) dx diverges.


Example 3 Determine if the following improper integrals converge or diverge.

 

x 
1 2x
a. dx b. dx
2
4 5
x2  4
 


e
1
c. 4 x 1
dx


Solution

 0 

x x x
1 1 1
a. dx = dx + dx
2
4 2
4 2
4
  0
88 Improper Integral

0 s

x
1 1
= lim
t   x
t
2
4
dx + lim
s  2
4
dx
0
0 s
1 x 1 x
= lim tan− 1 + lim tan− 1
2 t   2t 2 s  20
1 1
= lim tan−10 – tan−1 t + lim tan−1 s – tan−10
2 t   2 s
1  1 
= (0 – (– ) + ( – 0 )
2 2 2 2

= ( converges)
2

 0 

  
2x 2x 2x
b. dx = dx + dx Let u = x2 + 4

5
x 42

5
x 4 2
0
5
x 42
du = 2x dx
0 s

 
2x 2x
= lim dx + lim dx
t   5 s  5
t
x2  4 0
x2  4
0 s
4 3
5 5 2 
= lim ( x 2  4) 5 + lim ( x  4) 2
t   4 s  4
t 0
4 4 4 4
5
= [ lim ( 4) 5  (t 2  4) 5 + lim (s 2  4) 5  ( 4) 5 ]
4 t   s 
4 4
5
= [ lim ( t 2  4) + lim (s 2  4) 5 ] 5
4 t   s 
4 


2x
Note that lim (s  2
4) 5 = , diverges , then also diverges.
s 

5
x2  4

0 

 

1 1 1
c. e

4 x 1
dx =
e 4 x 1
dx +
e 4 x 1
dx
 0
0 s

 
1 1
= lim 4 x 1
dx + lim 4 x 1
dx
t   e s  e
t 0
0 s

= lim
t   
t
e  4 x 1 dx +
s 
lim

0
e  4 x 1 dx

1 0 1 s
= lim e  4 x 1  lim e  4 x 1
4 t   t 4 s  0

1 1
= lim e  e 4 t 1  lim e 4s1  e
4 t   4 s 
Improper Integral 89

e
4t 1 1
Note that lim e  e = , then 4 x 1
dx also diverges 
t  


6.2 DISCONTINUOUS INTEGRAND

In this section, we are looking at the case where f(x) is unbounded at a finite number
of points on the interval of integration. For example,
2
1
 x  2 dx
1
does not exist at x = 2 in the interval [1,2 ].

We will be considering the case where the integrand approaches  or  at point a,

or point b or at a point in between a and b.

6.2.1 Integrand Approaches  at point b

Consider Figure 1.
y

Figure 1

 + x
a b

f(x) is continuous on [a,b). As x approaches b from the left, f(x) approaches . We

b

define the improper integral 

a
f(x) dx as follows:

If f(x) is continuous on [a,b) and is discontinuous at b, then

 +
b t

 f (x) dx = lim  f (x) dx

a
t b 
a
a b

Example 4 Evaluate

2 4
1 1
a. 
0
2x
dx b. 
0
4x
dx
90 Improper Integral


2
c.

0
tan x dx

Solution

2 4
1 1
a. 
0
2x
dx b. 
0
4x
dx does not exist a t x = 4
 +
t
1 does not exist a t x = 2 4
1 0 4
= lim
t 2  2x
dx  + = lim
t 4  4x
dx
0 0 2 0
t t
= lim  ln 2  x 0
= lim 2 4x 0
t 2 t 4

= lim ln 2  t  ln 2 = 2( lim 4  t  2)

t 2 t 4
=  (   ln 2) = 2(0 – 2)
=  ( diverges) =4 (converges)

 
2 2
sin x
c.

0
tan x dx =

0
cos x
dx does not exist at x = 
2

t
sin x

Let u = cos x
= lim dx
 cos x du =  sin x dx
t 0
2  du = sin x dx
1
= u du
=  ln u
t
=  lim ln cos x 0

t
2
=  lim [ ln cos t  ln cos 0 ]

t
2
=  (  )
=  ( diverges) 

6.2.2 Integrand Approaches  at point a

Consider Figure 2.
y

x
Figure 2 a + b
Improper Integral 91

f(x) is continuous on (a,b]. As x approaches a from the right, f(x) approaches .

b

We define the improper integral 

a
f(x) dx as follows:

If f(x) is continuous on (a,b] and is discontinuous at a, then

– +
b b

 a
f (x ) dx = lim
t a  f (x) dx
t
a b

Example 5 Evaluate

5 0
2 2x
a. 
4
x4
dx b. 
2 4  x2
2
2
c. x
1
2
1
dx

Solution

5 0
2 2x
a.  x4
dx b.  4  x2
4 does not exist at x = 4 2
does not exist at x = 2
5 0
2 2x
= lim
t 4  x  4 dx
t
= lim 
t  2 
t 4  x2
dx

0
5
= 2 lim ln  x  4 t lim   2 4  x 2
= t
t 4 2 t

= 2 tlim ln 1 – ln (t – 4) = 2 lim  4  4t2

4  t  2
= 2 ( 0  (  )) =  = 4

2
2
c. x
1
2
1
dx does not exist at x = 1.

2
1
= 2 lim
t 1  1 x
t
2
dx

2
1 x 1
= 2 lim ln
t 1 2 x 1 t

t 1
=  lim ln 3 – ln
t 1 t 1
92 Improper Integral

=  lim ln 3 – ( )
t 1
=

6.2.3 Integrand Approaches  At Point In Between Point a And b

We now consider the last case where f(x) is discontinuous at point c where a < c < b
(see Figure 3).

a c b

As x approaches c either from left or right, f(x) approaches . If the two improper
c b

integral 
a
f(x) dx and 
c
f(x) dx both converges, then we define

If f(x) is continuous on [a,b] and is discontinuous at c, then

b c b


a
f (x ) dx = 
a

f (x ) dx + f (x ) dx
c
a c b

t b

= lim
t c  f (x) dx +
a
lim
s c   f (x) dx
s

c b b

If either 
a
f(x) dx or 
c
f(x) dx diverges, then 
a
f(x) dx also diverges.

Example 6 Change the following improper integrals to proper integrals.

5 2


1 1
a.
x3
dx b. x
0
2
1
dx
0
Improper Integral 93

Solution


1
a. dx does not exist at x = 3
x3
0
3 5

 
1 1
= dx + dx 0 3 5
x3 x3
0 3
t 5

 
1 1
= lim dx + lim dx
t 3 x3 s3 x3
0 s

2 1 2
1 1 1
b. 
0
x 1
2
dx = 
0
x 1
2
dx +
1
x 1
2 
dx 0 1 2

t 2
1 1
= lim
t 1 
0
x 1
2
dx + lim
s1 x
s
2
1
dx

Exercise 6A

1. Change the improper into proper integral. Do not evaluate.

 2
1
  x  2 dx
3
a. x 2e3 x dx b.
1 0
0 2
1 1
c.

 x2
dx d. 
0
x  2x  3
2
dx

2. Evaluate.

1 
1 3
a. 
1
1 x
dx b. 
0
x 1
dx

1 
1 1
c.

 1 x 2
dx d.  x ln
2
3
x
dx

1
 2
2

 (x  1)
1 1
e.

e 2 x 1
dx f. 2
3
dx
1


6 1
cos x 1
g. 
0
1  2 sin x
dx h. 
0
4 x
dx
94 Improper Integral


1
i. dx .
x ln x
1

Find the value of k .

 0
k 5 1
 dx  ln e dx 
kx
a. b.
4
x 1
2
3

3
 k
1 1 1 
c. 
1
(kx  1)2
dx 
12
d. 

x k 8
2 2
