Math 2212 – Calculus of One Variable II Worksheet 3.

3.7 Improper Integrals

Learning Objectives
1. Evaluate an integral over an infinite interval.
2. Evaluate an integral over a closed interval with an infinite discontinuity within the interval.
3. Use the comparison theorem to determine whether a definite integral is convergent

Integrating over an Infinite Interval

(1) Let 𝑓𝑓(𝑥𝑥) be continuous over an interval of the form [𝑎𝑎, +∞). Then
+∞ 𝑡𝑡
∫𝑎𝑎 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 = lim ∫𝑎𝑎 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 ,
t→ +∞
provided this limit exists.
(2) Let 𝑓𝑓(𝑥𝑥) be continuous over an interval of the form (−∞, 𝑏𝑏]. Then
𝑏𝑏 𝑏𝑏
∫−∞ 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 = lim ∫𝑡𝑡 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 ,
t→ −∞
provided this limit exists.

In each case, if the limit exists, then the improper integral is said to converge. If the limit does not exist,
then the improper integral is said to diverge.

(3) Let 𝑓𝑓(𝑥𝑥) be continuous over (−∞, +∞). Then

+∞ 0 +∞
∫−∞ 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 = ∫−∞ 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 + ∫0 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 ,
0 +∞
provided that ∫−∞ 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 𝑎𝑎𝑎𝑎𝑎𝑎 ∫0 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 both converge. If either of these two integrals
+∞ +∞
diverge, then ∫−∞ 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 diverges. (It can be shown that, in fact, ∫−∞ 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 =
𝑎𝑎 +∞
∫−∞ 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 + ∫𝑎𝑎 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 for any value of 𝑎𝑎.)

Example
∞ 𝑑𝑑𝑑𝑑
Evaluate ∫−∞ .
1+𝑥𝑥 2

Solutions

As in part 3 above, we split the integral into two parts and choose 𝑎𝑎 = 0 such that
∞ 0 ∞
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
� 2
= � 2
+ � 2
−∞ 1 + 𝑥𝑥 −∞ 1 + 𝑥𝑥 0 1 + 𝑥𝑥

Evaluating both integrals on the right side of the equations gives

0 0
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
� 2
= lim �
−∞ 1 + 𝑥𝑥 𝑡𝑡→−∞ 𝑡𝑡 1 + 𝑥𝑥 2

0
= lim tan−1 𝑥𝑥 �
𝑡𝑡→−∞ 𝑡𝑡
= lim (tan−1 0 − tan−1 𝑡𝑡)
𝑡𝑡→−∞

1
Math 2212 – Calculus of One Variable II Worksheet 3.7

𝜋𝜋 𝜋𝜋
= 0 − �− � =
2 2
1
Since both integrals converge and > 0, the integral gives the area under the curve.
1+𝑥𝑥 2

Integrating a Discontinuous Integrand

𝑏𝑏
We use a similar approach to define ∫𝑎𝑎 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑, where 𝑓𝑓(𝑥𝑥) is continuous over (𝑎𝑎, 𝑏𝑏] and discontinuous
at 𝑎𝑎. We now proceed with a formal definition.

(1) Let f(x) be continuous over [a, b). Then,

𝑏𝑏 𝑡𝑡
� 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 = lim− � 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑
𝑎𝑎 t→ 𝑏𝑏 𝑎𝑎
(2) Let 𝑓𝑓(𝑥𝑥) be continuous over (𝑎𝑎, 𝑏𝑏]. Then,
𝑏𝑏 𝑏𝑏
� 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 = lim+ � 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑
𝑎𝑎 t→ 𝑎𝑎 𝑡𝑡

In each case, if the limit exists, then the improper integral is said to converge. If the limit does not exist,
then the improper integral is said to diverge.

(3) If 𝑓𝑓(𝑥𝑥) is continuous over [𝑎𝑎, 𝑏𝑏] except at a point 𝑐𝑐 in (𝑎𝑎, 𝑏𝑏), then
𝑏𝑏 𝑐𝑐 𝑏𝑏
(4) ∫𝑎𝑎 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 = ∫𝑎𝑎 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 + ∫𝑐𝑐 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑,
𝑐𝑐 𝑏𝑏
provided both ∫𝑎𝑎 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 𝑎𝑎𝑎𝑎𝑎𝑎 ∫𝑐𝑐 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 converge. If either of these integrals diverges, then
𝑏𝑏
∫𝑎𝑎 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 diverges.

Example
1 1
Evaluate ∫0 𝑑𝑑𝑑𝑑 if possible. State whether the integral converges or diverges.
1−𝑥𝑥

Solution

The integral is discontinuous at 𝑥𝑥 = 1. Moreover, as 𝑥𝑥 approaches one from the left, the function
approaches infinity. So, we have
1
1 𝑡𝑡
� 𝑑𝑑𝑑𝑑 = lim−[− ln |1 − 𝑥𝑥|]
0 1 − 𝑥𝑥 𝑡𝑡→1 0

= lim−[− ln(1 − 𝑡𝑡) + 0]

𝑡𝑡→1

=∞
A Comparison Theorem:

Let f(x) and g(x) be continuous over [a, +∞). Assume that 0 ≤ f(x) ≤ g(x) for x ≥ a.
+∞ 𝑡𝑡
i. If ∫𝑎𝑎 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 = lim ∫ 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 = +∞, then
t→ +∞ 𝑎𝑎

2
Math 2212 – Calculus of One Variable II Worksheet 3.7

+∞ 𝑡𝑡
� 𝑔𝑔(𝑥𝑥)𝑑𝑑𝑑𝑑 = lim � 𝑔𝑔(𝑥𝑥)𝑑𝑑𝑑𝑑 = +∞,
𝑎𝑎 t→ +∞ 𝑎𝑎
+∞ 𝑡𝑡
ii. If ∫𝑎𝑎 𝑔𝑔(𝑥𝑥)𝑑𝑑𝑑𝑑 = lim ∫ 𝑔𝑔(𝑥𝑥)𝑑𝑑𝑑𝑑 = L, where L is a real number, then
t→ +∞ 𝑎𝑎
+∞ 𝑡𝑡
� 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 = 𝑙𝑙𝑙𝑙𝑙𝑙 � 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 = 𝑀𝑀,
𝑎𝑎 𝑡𝑡→ +∞ 𝑎𝑎
for some real number 𝑀𝑀 ≤ 𝐿𝐿.

Practice Problems
Evaluate the Integral. State whether the improper integral converges of diverges.
∞ 1
1. ∫1 𝑑𝑑𝑑𝑑
𝑥𝑥 2
∞
2. ∫0 𝑒𝑒 −𝑥𝑥 𝑑𝑑𝑑𝑑
∞ 1
3. ∫1 𝑥𝑥 𝑑𝑑𝑑𝑑
√
1 1
4. ∫0 3 𝑑𝑑𝑑𝑑.
𝑥𝑥 2
∞ 1
5. ∫1 𝑥𝑥𝑙𝑙𝑙𝑙 (𝑥𝑥2 ) 𝑑𝑑𝑑𝑑
∞ 1
6. ∫0 1+𝑥𝑥2 𝑑𝑑𝑑𝑑
∞ 𝑙𝑙𝑙𝑙𝑙𝑙
7. ∫2 𝑥𝑥 2 𝑑𝑑𝑑𝑑
∞ 1𝑛𝑛(𝑥𝑥)
8. ∫1 𝑑𝑑𝑑𝑑
√𝑥𝑥

3
Math 2212 – Calculus of One Variable II Worksheet 3.7

Solutions

1. converges to 1.
2. converges to 1.
3. diverges
4. diverges.
5. diverges.
6. converges to 𝜋𝜋/2.
𝑙𝑙𝑙𝑙(2)+1
7. converges to
2
8. diverges