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Convergence Tests for Integrals

This document reviews various tests for determining if an integral converges or diverges, including comparison tests, limit comparison tests, μ-tests, and Dirichlet's test. It provides the definitions and conditions for each test. An example integral is also worked out to demonstrate one of the tests.

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kashish goyal
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64 views15 pages

Convergence Tests for Integrals

This document reviews various tests for determining if an integral converges or diverges, including comparison tests, limit comparison tests, μ-tests, and Dirichlet's test. It provides the definitions and conditions for each test. An example integral is also worked out to demonstrate one of the tests.

Uploaded by

kashish goyal
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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∞

𝐑𝐞𝐯𝐢𝐞𝐰 𝐨𝐟 𝐜𝐨𝐧𝐯𝐞𝐫𝐠𝐞𝐧𝐜𝐞 𝐭𝐞𝐬𝐭 𝐟𝐨𝐫 ∫ 𝑓(𝑥)𝑑𝑥


𝑎

Comparison Tests: Let 0 ≤ 𝑓(𝑥) ≤ 𝑔(𝑥) .

(I)

∞ ∞
(𝑎) ∫ 𝑔(𝑥)𝑑𝑥 conveges ⇒ ∫ 𝑓(𝑥)𝑑𝑥 conveges
𝑎 𝑎

∞ ∞
(𝑏) ∫ 𝑓(𝑥)𝑑𝑥 diverges ⇒ ∫ 𝑔(𝑥)𝑑𝑥 diverges
𝑎 𝑎

(II)
𝑓(𝑥)
lim =k
𝑥→∞ 𝑔(𝑥)

∞ ∞
(𝑎) if 𝑘 ≠ 0 then ∫ 𝑓(𝑥)𝑑𝑥 and ∫ 𝑔(𝑥)𝑑𝑥 behave the same
𝑎 𝑎
∞ ∞
(𝑏) if 𝑘 = 0 and ∫ 𝑔(𝑥)𝑑𝑥 conveges then ∫ 𝑓(𝑥)𝑑𝑥 conveges
𝑎 𝑎
∞ ∞
(𝑐) if 𝑘 = ∞ and ∫ 𝑔(𝑥)𝑑𝑥 diverges then ∫ 𝑓(𝑥)𝑑𝑥 diverges
𝑎 𝑎

Test Integral:
∞
1
∫ 𝑑𝑥 converges for 𝑝 > 1 & diverges if 𝑝 ≤ 1
𝑎 𝑥𝑝

1
𝝁 − 𝐭𝐞𝐬𝐭: Comparison test (II) with 𝑔(𝑥) =
𝑥𝜇
Dirichlet’s Test:
𝑏
If (1) |∫𝑎 𝑓(𝑥)𝑑𝑥 | < 𝐶 for all 𝑏 > 𝑎, (2) 𝑔 is monotone, bounded and lim 𝑔(𝑥) = 0, then
𝑥→∞
𝑏
∫ 𝑓(𝑥)𝑔(𝑥) 𝑑𝑥 conveges
𝑎
𝑏

𝐑𝐞𝐯𝐢𝐞𝐰 𝐨𝐟 𝐜𝐨𝐧𝐯𝐞𝐫𝐠𝐞𝐧𝐜𝐞 𝐭𝐞𝐬𝐭 𝐟𝐨𝐫 ∫ 𝑓(𝑥)𝑑𝑥


𝑎+

Comparison Tests: Let 0 ≤ 𝑓(𝑥) ≤ 𝑔(𝑥) .

(I)
𝑏 𝑏
(𝑎) ∫ 𝑔(𝑥)𝑑𝑥 conveges ⇒ ∫ 𝑓(𝑥)𝑑𝑥 conveges
𝑎+ 𝑎+

𝑏 𝑏
(𝑏) ∫ 𝑓(𝑥)𝑑𝑥 diverges ⇒ ∫ 𝑔(𝑥)𝑑𝑥 diverges
𝑎+ 𝑎+

(II)
𝑓(𝑥)
lim =k
𝑥→𝑎+ 𝑔(𝑥)
𝑏 𝑏
(𝑎) if 𝑘 ≠ 0 then ∫ 𝑓(𝑥)𝑑𝑥 and ∫ 𝑔(𝑥)𝑑𝑥 behave the same
𝑎+ 𝑎+
𝑏 𝑏
(𝑏) if 𝑘 = 0 and ∫ 𝑔(𝑥)𝑑𝑥 conveges then ∫ 𝑓(𝑥)𝑑𝑥 conveges
𝑎+ 𝑎+
𝑏 𝑏
(𝑐) if 𝑘 = ∞ and ∫ 𝑔(𝑥)𝑑𝑥 diverges then ∫ 𝑓(𝑥)𝑑𝑥 diverges
𝑎+ 𝑎+

Test Integral:
𝑏
1
∫ 𝑑𝑥 converges for 𝑝 < 1 & diverges if 𝑝 ≥ 1
𝑎 (𝑥 − 𝑎)𝑝

𝝁 − 𝐭𝐞𝐬𝐭:
𝑏
if ∃ 0 < 𝜇 < 1 such that lim (𝑥 − 𝑎)𝜇 𝑓(𝑥) exsits then ∫ 𝑓(𝑥) 𝑑𝑥 conveges absolutely
𝑥→𝑎+ 𝑎+
𝑏
if ∃ 𝜇 ≥ 1 such that lim (𝑥 − 𝑎)𝜇 𝑓(𝑥) exsits (≠ 0, it may be ± ∞) then ∫ 𝑓(𝑥) 𝑑𝑥 diverges
𝑥→𝑎+ 𝑎+

Dirichlet’s Test:
𝑏
If (1) |∫ 𝑓(𝑥)𝑑𝑥 | < 𝐶, ∀ 𝑏 > 𝑎, (2) 𝑔 is monotone, bounded and lim 𝑔(𝑥) = 0, then
𝑎+𝜖 𝑥→𝑎

𝑏
∫ 𝑓(𝑥)𝑔(𝑥) 𝑑𝑥 conveges
𝑎+

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