Chapter 4

Improper Integrals

Rb
The minimum requirement of the definition of the definite integral a f (x)dx is that the
integrand f must be bounded on a finite closed interval [a, b]. Also, the Fundamental Theorem
of Calculus, by which we evaluate definite integrals, requires that f must be continuous on [a, b].
However, if f has an infinite discontinuity at some point c ∈ [a, b], it may still be possible to find
a solution to the integral. This chapter lays ground for dealing with these types of integrals,
called improper integrals, that include cases where a or b may be infinite.

4.1 Improper Integrals of Type One

These are improper integrals with infinite limits of integration.

Definition 4.1.1.
Rt
(a) If the integral a
f (x)dx exists, for all t ∈ [a, ∞), then
Z ∞ Z t
f (x)dx = lim f (x)dx, (4.1)
a t→∞ a

provided that this limit exists as a finite number. If this limit exists, we say that the
improper integral converges (or simply is convergent), otherwise it diverges (or it is
divergent).
Rb
(b) If the integral t f (x)dx exists, for all t ∈ (−∞, b], then
Z b Z b
f (x)dx = lim f (x)dx, (4.2)
−∞ t→−∞ t

provided that this limit exists as a finite number. The terms converge and diverge are
defined similarly.

75
CHAPTER 4. IMPROPER INTEGRALS 76
R∞ Ra
(c) RIf the integrals a f (x)dx and −∞ f (x)dx are both convergent, then we say that
∞
−∞
f (x)dx converges, and
Z ∞ Z a Z ∞
f (x)dx = f (x)dx + f (x)dx
−∞ −∞ a
Z b Z t
= lim f (x)dx + lim f (x)dx. (4.3)
s→−∞ s t→∞ a

Note 4.1.1.
R∞
(a) If at least one of the limits in Definition 4.1.1(c) diverges, then the integral −∞ f (x)dx also
diverges.
R∞ Rt R∞
(b) We observe that in general, −∞ f (x)dx 6= limt→∞ −t f (x)dx. For instance −∞ xdx diverges
Rt
but limt→∞ −t xdx = 0 (see also Exercise 4.1.1).
Example 4.1.1. Evaluate each of the following improper integral, if it exists.
Z ∞ Z ∞
dx x
(a) 2
. (c) dx.
2 x −1 0 1 + x2
Z ∞ Z ∞
dx 1−x
(b) 2
. (d) dx.
−∞ 1 + x 1 ex
y
1 6
3
f

- x
2
Figure 4.1: The sketch for f in Example 4.1.1(a)

Solution:

(a)
Z ∞ Z t
dx dx
2
= lim
2 x −1 t→∞ (x − 1)(x + 1)
Z2 t  
1 1
= lim − dx
t→∞ 2 2(x − 1) 2(x + 1)
 t
1 1
= lim ln |x − 1| − ln |x + 1|
t→∞ 2 2 2
 t
1 x−1
= lim ln
2 t→∞ x+1 2
1 1 − 1/t 1 1
= lim ln − lim ln
2 t→∞ 1 + 1/t 2 t→∞ 3
1 √
= ln 3 = ln 3.
2
CHAPTER 4. IMPROPER INTEGRALS 77

y
6
1 f

- x
0
Figure 4.2: The sketch for f in Example 4.1.1(b)

(b)
Z ∞ Z 0 Z ∞
dx dx dx
= +
−∞ 1 + x2 −∞ 1 + x
2
0 1 + x2
Z 0 Z t
dx dx
= lim + lim
s→−∞ s 1 + x2 t→∞ 0 1 + x2
0 t
= lim tan−1 x s + lim tan−1 x 0
s→−∞ t→∞
= lim − tan s + lim tan−1 t
−1
s→−∞ t→∞
π π
= + = π.
2 2

(c)
∞ Z t
d(1 + x2 )
Z Z
x x 1
dx = lim dx = lim
0 1 + x2 t→∞ 0 1 + x2 t→∞ 2 1 + x2
1 t 1
= lim ln(1 + x2 ) 0 = lim ln(1 + t2 ) = ∞.
2 t→∞ 2 t→∞

y
6 1 2 x
-
0
f

-0.14
Figure 4.3: The sketch for f in Example 4.1.1(d)

(d) Let u = 1 − x, dv = dx/ex ; so du = −dx, v = −e−x . Thus integration by parts leads us to,
1−x
Z Z
dx = −e (1 − x) − e−x dx = −e−x (1 − x) + e−x + c
−x
ex
= xe−x + c.
CHAPTER 4. IMPROPER INTEGRALS 78

∞ t
1−x 1−x
Z Z
∴ dx = lim dx
1 ex t→∞ 1 ex
 
x t t 1
= lim x = lim t
−
t→∞ e 1 t→∞ e e
t 1
= lim t −
t→∞ e e
1
= − .
e

Remark 4.1.1.

t 1
(a) The limit lim t
= lim t = 0, by L’hôpital’s rule.
t→∞ e t→∞ e

(b) We note from Example 4.1.1(d), that the function f (x) ≤ 0, ∀ x ∈ [1, ∞). Thus the area
bounded
Z t by the x-axis and Z the graph of f is given by
t
1
lim |f (x)|dx = − lim f (x)dx = (see Figure 4.3).
t→∞ 1 t→∞ 1 e
R∞
(c) In general if a function f (x) ≥ 0 for all x ∈ [a, ∞), and the integral a f (x)dx is
convergent, then the value of this integral is the area of the region bounded by the graph of
f , the line x = a, and the x-axis. Thus the values of the integrals in Example 4.1.1 parts (a)
and (b) are equal to the areas of the infinite regions bounded by the graphs of the functions
and the x-axis, respectively. See Figures 4.1 and 4.2.

Exercise 4.1.1. Show that

Z ∞ Z t
1+x 1+x
dx = ∞ and lim dx = π.
−∞ 1 + x2 t→∞ −t 1 + x2
Example 4.1.2. Prove that Z ∞
e−x xn dx = n!, ∀ n ∈ N.
0

R∞
Solution: Let F (n) = 0 e−x xn−1 dx, and u = xn , dv = e−x dx; so du = nxn−1 dx and v = −e−x .
Integration by parts leads to
Z ∞ Z t
−x n
F (n + 1) = e x dx = lim e−x xn dx
0 t→∞
 Z0 t 
−x n t −x n−1
= lim −e x 0 + n e x dx
t→∞ 0
Z t
−x n
= lim (−e t ) + n lim e−x xn−1 dx
t→∞ t→∞ 0
Z ∞
−tn
= lim t + n e−x xn−1 dx
t→∞ e 0
= nF (n) (by L’hôpital’s rule).
Z ∞
∴ e−x xn dx = F (n + 1) = nF (n) = n(n − 1)(n − 2) · · · 2 · 1F (1).
0
CHAPTER 4. IMPROPER INTEGRALS 79

Since Z ∞ Z t
−x
F (1) = e dx = lim e−x dx = lim [−e−x ]t0 = lim [−e−t + 1] = 1,
0 t→∞ 0 t→∞ t→∞
R∞
then 0
e−x xn dx = n! 2
R∞
Theorem 4.1.1. (p integral test) The integral 1
(1/xp )dx converges if p > 1 and diverges if
p ≤ 1.

Proof: For p = 1, Z ∞ Z t
dx dx
= lim = lim ln x|t1 = lim ln t = ∞;
1 x t→∞ 1 x t→∞ t→∞

this is divergence. If p 6= 1, then

Z ∞ Z t t
dx dx x−p+1
= lim = lim
1 xp t→∞ 1 xp t→∞ −p + 1
1
 
1 1
= lim −1 .
t→∞ 1 − p tp−1

If p > 1, then p − 1 > 0. So 1/tp−1 → 0 as t → ∞. Therefore,

Z ∞
dx 1
p
= .
0 x p−1

If p < 1, then p − 1 < 0. Thus 1/tp−1 = t1−p → ∞. Thus, the integral diverges. 2

4.2 Improper Integrals of Type Two

These are improper integrals with infinite integrands inside or at the end points of the closed
interval [a, b].

Definition 4.2.1.

(a) Let a function f be continuous on the interval [a, b) and suppose that limx→b− |f (x)| = ∞.
Then Z b Z t
f (x)dx = lim f (x)dx, (4.4)
a t→b− a
if this limit exists as a finite number. In this case, we say that the integral conveges (or is
convergent). Otherwise, it diverges (or is divergent).

(b) Let a function f be continuous on the interval (a, b] and suppose that limx→a+ |f (x)| = ∞.
Then Z b Z b
f (x)dx = lim f (x)dx, (4.5)
a t→a+ t
if this limit exists as a finite number. In this case, we say that the integral conveges (or is
convergent). Otherwise, it diverges (or is divergent).
CHAPTER 4. IMPROPER INTEGRALS 80

(c) Let a function f be continuous on the closed interval [a, b] except at a number c ∈ (a, b).
Suppose that limx→c |f (x)| = ∞. Then
Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx, (4.6)
a a c
if
R bboth integrals on the right-hand side converge. Otherwise, we say that the integral
a
f (x)dx diverges (or is divergent).
Example 4.2.1. Evaluate each of the given improper integral, if it exists:
Z 4 Z 1r Z 2
dx 1+x dx
(a) √ (c) dx (e) √
0 (x + 4) x −1 1−x 0 2−x
Z 1 Z 1
(b) |x|−3/2 dx (d) ln xdx
−1 0

Solution:

(a) Z 4 Z 4
dx dx
√ = lim √
0 (x + 4) x t→0+ t (x + 4) x
2
Let x = u ; then dx = 2udu.
Z Z Z
dx 2u d(u/2)
∴ √ = 2
du =
(x + 4) x (u + 4)u 1 + (u/2)2
√
u x
= tan−1 + c = tan−1 + c.
2 2
Hence
Z 4 √ 4
dx −1 x
√ = lim tan
0 (x + 4) x t→0+ 2 t
 √ 
−1 −1 t
= lim tan 1 − tan
t→0+ 2
π π
= −0= .
4 4
(b) Let f (x) = |x|−3/2 ; f is not defined at x = 0; so
Z 1 Z 0 Z 1
−3/2 −3/2
|x| dx = |x| dx + |x|−3/2 dx.
−1 −1 0
Now,
Z 1 Z 1
−3/2
|x| dx = x−3/2 dx
0 0
Z 1
= lim x−3/2 dx
t→0+ t
1
lim (−2x−1/2 ) t
=
t→0+
 
2
= lim −2 + √
t→0+ t
= ∞.
R1
Hence, the divergence of this integral implies the divergence of −1 |x|−3/2 dx.
CHAPTER 4. IMPROPER INTEGRALS 81

(c)
Z r Z √ √ Z
1+x 1+x 1+x 1+x
dx = √ ·√ dx = √ dx
1−x 1−x 1+x 1 − x 2

d(1 − x2 )
Z Z
dx 1
= √ −
2
1 − x√ 2 (1 − x2 )1/2
= sin−1 x − 1 − x2 + c

√
Z 1
r
1+x h it
∴ dx = lim sin−1 x − 1 − x2
−1 1−x t→1− −1
 √ π
= lim sin−1 t − 1 − t2 +
t→1− 2
π π
= − 0 + = π.
2 2

(d) RLet u = ln x, dv = dx; so du = dx/x, v = x. Therefore integration by parts leads to

ln xdx = x ln x − x + c. Thus,
Z 1 Z 1
ln xdx = lim ln xdx = lim [x ln x − x]1t
0 t→0+ t t→0+
= lim (−1 − t ln t + t) = −1 − lim t ln t
t→0+ t→0+
= −1 − 0 = −1. (by L’hôpital’s rule)

(e)
Z 2 Z t
dx dx
√ = lim √
0 2−x t→2− 0 2−x
Z t
1
= − lim (2 − x)− 2 d(2 − x)
t→2− 0
1 t
h i
= − lim 2(2 − x) 2
t→2− 0
√ √
= −2 lim ( 2 − t − 2)
√ t→2−
= 2 2.

Remark 4.2.1.

(a) The integral in Example 4.2.1(c) can as well be found by using the rationalizing substitution
u2 = (1 + x)/(1 − x) (try it).
√
(b) We note from Example
R2 4.2.1(e) that
√ the function f (x) = 1/ 2 − x ≥ 0, for all x ∈ (0, 2).
Thus, the integral 0 f (x)dx = 2 2 is the area of the region bounded by the graph of f , the
lines x = 0, x = 2, and the x-axis. Observe that the rationalizing substitution u2 = 2 − x
can as well be used to deal with this example (try it).
R0
Exercise 4.2.1. Redo Example 4.2.1(b) by showing that the integral −1 |x|−3/2 dx is divergent.
CHAPTER 4. IMPROPER INTEGRALS 82

Remark 4.2.2. The following statement is false:

Z 3
dx
= [ln |x − 1|]30 = ln 2 − ln 1 = ln 2.
0 x−1

This is because the integral is improper and must be calculated in terms of limits, i.e.,
Z 3 Z 1 Z 3 Z s Z 3
dx xd dx dx dx
= + = lim + lim .
0 x−1 0 x−1 1 x−1 s→1− 0 x − 1 t→1+ t x − 1

Since Z 3
dx
lim = lim [ln |t − 1|]3t = lim [ln 2 − ln |t − 1|] = ∞,
t→1+ t x − 1 t→1+ t→1+
R3 dx
then the integral 0 x−1
diverges.

4.3 The Comparison Test

Sometimes it is impossible to find the exact value of an improper integral and yet it is
important to know whether it is convergent or divergent. In such cases the following theorem is
useful. Although we state it for Type one integrals, a similar theorem can be stated for Type
two integrals.
Theorem 4.3.1. (Comparison Test, CT) If the functions f and g are continuous on the interval
[a, ∞) and if 0 ≤ f (x) ≤ g(x), for all x ∈ [a, ∞), then

R∞ R∞
(a) f (x)dx converges if a g(x)dx converges,
a
R∞ R∞
(b) a g(x)dx diverges if a f (x)dx diverges.
Example 4.3.1. Determine whether the given integrals converge or diverge:
Z ∞ Z ∞ Z ∞
x 1 + e−x 2
(a) 3
dx, (b) dx, (c) e−x dx.
1 1+x 5 x 1

Solution:

(a) We note that x3 ≤ x3 + 1, ∀ x ∈ [1, ∞). So

x x 1
0< < = , ∀ x ∈ [1, ∞).
x3 + 1 x3 x2
Since
∞ t t
−1
Z Z
dx dx
= lim = lim
1 x2 t→∞ x 2 t→∞ x
1  1
1
= lim − + 1 = 0 + 1 = 1,
t→∞ t
the given integral converges, by the Comparison Test.
CHAPTER 4. IMPROPER INTEGRALS 83

(b) RSince e−x > 0 for all x ∈ [5, ∞), (1 + e−x )/x > 1/x for all x ∈ [5, ∞). Since the integral
∞ dx
5 x
diverges by Theorem 4.1.1, the given integral diverges by the Comparison Test.
2
(c) Observe that 0 ≤ e−x ≤ e−x , ∀ x ∈ [1, ∞). So
Z ∞ Z ∞
−x2
e dx ≤ e−x dx.
1 1

Now,
Z ∞ Z t
−x t
e dx = lim e−x dx = lim −e−x 1
1 t→∞ 1 t→∞
 
1 1
= lim e−1 − t = .
t→∞ e e
Thus the given integral converges by the Comparison Test.

2
The next example deals with the application of the CT on an improper integral of Type two.
The following theorem will be applied;

Theorem 4.3.2. Suppose that the functions f and g are continuous on the interval [a, b) and
0 ≤ f (x) ≤ g(x) for all x ∈ [a, b). Then

Rb Rb
(a) f (x)dx converges if a g(x)dx converges,
a
Rb Rb
(b) a g(x)dx diverges if a f (x)dx diverges.
R1
Example 4.3.2. Study the convergence or divergence of the integral √ dx .
0 1−x3

Solution: We note that

0 < 1 − x ≤ 1 − x3 , ∀ x ∈ [0, 1)
√ √
⇔ 0 < 1 − x ≤ 1 − x3 , ∀ x ∈ [0, 1)
1 1
⇔ 0< √ ≤√ , ∀ x ∈ [0, 1).
1 − x3 1−x
So,
Z t Z t Z t
dx dx
√ ≤ √ = − d(1 − x)(1 − x)−1/2
0 1 − x3 0 1−x 0
√ t
= −2 1 − x 0 , ∀ t ∈ [0, 1).

Now,
Z 1 Z t Z t
dx dx dx
√ = lim √ ≤ lim √
0 1 − x3 t→1− 0 1√− x3 t→1− 0 1−x
= lim 2(1 − 1 − t) = 2.
t→1−

Hence, the given integral is convergent by the CT. 2

CHAPTER 4. IMPROPER INTEGRALS 84
Z ∞
sin x
Example 4.3.3. ∗Prove that dx is convergent.
1 x

R∞ Rt
Solution: 1 sinx x dx = lim 1 sinx x dx. Let u = x1 , dv = sin xdx, so du = − dx
x2
, v = − cos x. Using
t→∞
integration by parts, we obtain
Z t h cos x it Z t cos x
sin x
dx = − − dx
1 x x 1 1 x2
Z t
cos t cos x
= − + cos 1 − dx.
t 1 x2
Thus, Z t Z t
sin x cos x
lim dx = cos 1 − lim
dx.
1 t→∞ x 1 x2 t→∞
R t cos x
Note that cos
x 2
x
≤ x
1
2 , ∀ x ∈ (1, ∞). To prove the convergence of lim 2 dx, we cannot apply
t→∞ 1 x
cos x
the Comparison Test since 0  x2 , ∀ x ∈ (1, ∞). We next construct functions f (x), g(x) ≥ 0 as
follows (see Figure 4.4):
 
cos x, cos x ≥ 0 0, cos x > 0
f (x) = and g(x) =
0, cos x < 0 − cos x, cos x ≤ 0.
So, f (x) − g(x) = cos x, and
f (x) 1 g(x) 1
0≤ ≤ , 0 ≤ ≤ , ∀ x ∈ (1, ∞).
x2 x2 x2 x2
Now ∞ ∞ ∞ ∞
f (x) − g(x)
Z Z Z Z
cos x f (x) g(x)
dx = dx = dx − dx.
1 x2 1 x2 1 x2 1 x2
Therefore
Z ∞ Z ∞ Z tZ ∞  t
f (x) 1g(x) dx 1
dx, dx ≤
dx = lim = lim − = 1,
1 x21 1 x2x2 t→∞ 1 x2 t→∞ x 1
R∞
so
R∞ by the Comparison Test and the p integral test, 1
(cos x/x2 )dx converges. Hence
1
sin x/xdx also converges. 2
y y
6 6

1 1
f g

- x -x
0 π
π 3π
2π 5π 0 π
π 3π
2π 5π
3π
2 2 2 2 2 2

Figure 4.4: Graphs for f and g.

Theorem
R∞ R ∞ that f and g are continuous, and |f (x)| ≤ g(x), ∀ x ∈ [a, ∞). Then
4.3.3. Suppose
a
f (x)dx converges if a g(x)dx converges, and
Z ∞ Z ∞ Z ∞
f (x)dx ≤ |f (x)|dx ≤ g(x)dx.
a a a
CHAPTER 4. IMPROPER INTEGRALS 85

Remark 4.3.1. Note that Theorem 4.3.3 is an extension for part (a) of Theorem 4.3.1, that
holds for every category of improper integrals of type one and two.
Z ∞
sin x
Example 4.3.4. Show that dx is convergent.
1 x2

Solution: It is left as an exercise to the reader. 2

Exercise 4.3.1.

1. State the Comparison Test (CT) for every category of improper integrals of type one.

2. State the Comparison Test (CT) for every category of improper integrals of type two.

3. State Theorem 4.3.3 for every category of improper integrals of type one and two.

4. Determine whether the integral converges or diverges, and if it converges, try to find its
value.
Z ∞ Z ∞ Z ∞
dx −|x| x
(a) . (g) e dx. (m) dx.
0 (1 + x)2 −∞ 0 (1 + x2 )2
Z ∞ Z 3 Z ∞
dx dx
(b) 4/3
. (h) √ . (n) eax cos bxdx.
1 x 9 − x2
Z 3 0 Z0 ∞
dx Z π/4
cos x ln x
(c) √ . (i) √ dx. (o) dx.
3
x−1 1 x3
0 sin x
Z 1 Z0 ∞ Z ∞
tan−1 x
−3 1 dx
(d) x cos dx. (j) . (p) dx.
0 x x 2 + 2x + 1 1 x2
Z ∞ Z−∞e
Z 2
e−x
(e) −x2
xe dx. dx (q) √ dx.
(k) √ .
−∞
4
1 x ln x −2 x+2
Z 2 Z ∞ Z ∞
dx cos x x2
(f) . (l) dx. (r) dx.
0 (4 − x)x 0 1 + sin2 x −∞ 9 + x
6

5. Determine whether the improper integrals

Z 1 Z π ∞
sin2 x
Z
cos(3x2 + 2x − 4) x+1
(a) √ √ dx, (b) √ dx, (c) √ dx,
0 x+ 3x 0 x 1 x4 − x

converge or diverge.

6. Redo Example 4.3.3 using Theorem 4.3.3.

Z ∞ Z ∞
cos x
7. Prove that dx and e−x sin xdx are convergent.
1 x 1

8. Determine whether the integral converges or diverges.

Z ∞ Z ∞ Z ∞
dx dx dx
(a) . (c) √3
. (e) .
0 x ln x 2 x2 − 1 0 ln x
Z 1 x Z ∞ Z 2
e dx dx
(b) √ dx. (d) . (f)
0 x 1 1 + x4 0 (2x − 1)2/3
CHAPTER 4. IMPROPER INTEGRALS 86
∞ ∞ Z ∞ −x
sin2 x
Z
dx e
Z
(g) . (i) dx. (k) dx.
3 x + e−x 1 x 3
1 1 + x2
Z 1 Z ∞ Z ∞
x x 2
(h) dx. (j) 2
dx. (l) ex dx.
0 (1 − x2 )1/3 −∞ x + 4 1
Z ∞
dx
9. For what values of p is the integral convergent?
e x(ln x)p
10. Find the value of the constant c for which each of the following the integrals converge:
Z ∞  Z ∞ 
1 c x c
(a) √ − dx (c) − dx
0 x 2+4 x+2 0 x2 + 1 3x + 1
Z ∞ 
cx 1
(b) − dx
1 x2 + 2 3x

Evaluate every integral for the corresponding value of c.

R∞ 2 R∞ 2
11. Show that 0 x2 e−x dx = 12 0 e−x dx.
R∞ 2 √ R∞ 2
12. Show that if −∞ e−x dx = π, then −∞ √12π e−x /2 dx = 1.
13. Answer True of False to each of the following statements, defending your answer:
R∞
(a) Suppose that f is continuous on [0, ∞) and lim f (x) = 1. Then 0 f (x)dx is
x→∞
convergent?
R∞ R∞
(b) If f is continuous on [0, ∞) and 1 f (x)dx is convergent, then 0 f (x)dx is
convergent.
(c) If f is a continuous, decreasing function on [1, ∞) and lim f (x)dx = 0, then
R∞ x→∞
1
f (x)dx is convergent.
R∞
14. (a) Evaluate the integral 0 xn e−x dx for n = 0, 1, 2, and 3.
R∞
(b) Guess the value of 0 xn e−x dx when n is an arbitrary positive integer.
(c) Prove your guess using mathematical induction.
 
n−1
15. Prove that In = In−1 , where
n+2
Z ∞
x2n−1
In = dx, n ≥ 1.
0 (x2 + 1)n+3
Then evaluate the following integrals:
Z ∞ Z ∞ ∞
x x3 x5
Z
(a) dx (b) dx (c) dx
0 (x2 + 1)4 0 (x2 + 1)5 0 (x2 + 1)6

16. The capitalized cost is given by

Z n
C = C0 + c(t)e−rt dt
0

where C0 is the original investment, t is the time in years, r is the annual interest rate
compounded continuously, and c(t) is the annual cost of maintenance. Find the
capitalized cost C of an asset
CHAPTER 4. IMPROPER INTEGRALS 87

(a) for n = 5 years (b) for n = 10 years (c) forever

if C0 = $650, 000, c(t) = $25, 000(1 + 0.08t), and r = 0.06.

17. A non-negative function f is called a probability density function if

Z ∞
f (x)dx = 1.
−∞

The probability that x lies between a and b is given by

Z b
P (a ≤ x ≤ b) = f (t)dt.
a

The expected value of x is given by

Z ∞
E(x) = tf (t)dt.
−∞

If  2 −2t/5
5
e , t≥0
f (t) =
0, t < 0
(a) show that f is a probability density function,
(b) find P (0 ≤ x ≤ 4),
(c) find E(x).

18. If f (t) is continuous for t ≥ 0, the Laplace transform of f is the function F defined by
Z ∞
F (s) = f (t)e−st dt
0

and the domain of F is the set consisting of all numbers s for which the integral converges.
Find the Laplace transforms of the following functions.

(a) f (t) = 1 (b) f (t) = et (c) f (t) = t

19. The magnetic potential P at a point on the axis of a circular coil is given by
2πN Ir ∞
Z
1
P = dx
k c (r + x2 )3/2
2

where N, I, r, k, and c are constants. Find P .