Chapter 7 : Integration Techniques Section 7.

8 : Improper Integrals

7.8 Improper Integrals

In this section we need to take a look at a couple of different kinds of integrals. Both of these are
examples of integrals that are called Improper Integrals.
Let’s start with the first kind of improper integrals that we’re going to take a look at.
Infinite Interval
In this kind of integral one or both of the limits of integration are infinity. In these cases, the interval
of integration is said to be over an infinite interval.
Let’s take a look at an example that will also show us how we are going to deal with these inte-
grals.

Example 1
Evaluate the following integral. Z ∞
1
dx
1 x2

Solution
This is an innocent enough looking integral. However, because infinity is not a real number
we can’t just integrate as normal and then “plug in” the infinity to get an answer.
To see how we’re going to do this integral let’s think of this as an area problem. So instead
of asking what the integral is, let’s instead ask what the area under f (x) = x12 on the interval
[1, ∞) is.
We still aren’t able to do this, however, let’s step back a little and instead ask what the area
under f (x) is on the interval [1, t] where t > 1 and t is finite. This is a problem that we can
do.
1 t
Z t
1 1
At = 2
dx = − =1−
1 x x 1 t

Now, we can get the area under f (x) on [1, ∞) simply by taking the limit of At as t goes to
infinity.  
1
A = lim A t = lim 1 − =1
t→∞ t→∞ t

This is then how we will do the integral itself.

Z ∞ Z t
1 1
2
dx = lim 2
dx
1 x t→∞ 1 x
1 t
   
1
= lim − = lim 1 − =1
t→∞ x 1 t→∞ t

© Paul Dawkins Calculus – 627 –

Chapter 7 : Integration Techniques Section 7.8 : Improper Integrals

So, this is how we will deal with these kinds of integrals in general. We will replace the infinity with
a variable (usually t), do the integral and then take the limit of the result as t goes to infinity.
On a side note, notice that the area under a curve on an infinite interval was not infinity as we might
have suspected it to be. In fact, it was a surprisingly small number. Of course, this won’t always
be the case, but it is important enough to point out that not all areas on an infinite interval will yield
infinite areas.
Let’s now get some definitions out of the way. We will call these integrals convergent if the as-
sociated limit exists and is a finite number (i.e. it’s not plus or minus infinity) and divergent if the
associated limit either doesn’t exist or is (plus or minus) infinity.
Let’s now formalize up the method for dealing with infinite intervals. There are essentially three
cases that we’ll need to look at.

Integrals with Infinite Intervals

Z t
1. If f (x) dx exists for every t > a then,
a
Z ∞ Z t
f (x) dx = lim f (x) dx
a t→∞ a

provided the limit exists and is finite.

Z b
2. If f (x) dx exists for every t < b then,
t
Z b Z b
f (x) dx = lim f (x) dx
−∞ t→ −∞ t

provided the limits exists and is finite.

Z c Z ∞
3. If f (x) dx and f (x) dx are both convergent then,
−∞ c
Z ∞ Z c Z ∞
f (x) dx = f (x) dx + f (x) dx
−∞ −∞ c

Where c is any number. Note as well that this requires BOTH of the integrals to be
convergent in order for this integral to also be convergent. If either of the two integrals
is divergent then so is this integral.

© Paul Dawkins Calculus – 628 –

Chapter 7 : Integration Techniques Section 7.8 : Improper Integrals

Let’s take a look at a couple more examples.

Example 2
Determine if the following integral is convergent or divergent and if it’s convergent find its
value. Z ∞
1
dx
1 x

Solution
So, the first thing we do is convert the integral to a limit.
Z ∞ Z t
1 1
dx = lim dx
1 x t→∞ 1 x

Now, do the integral and the limit.

Z ∞ t
1
dx = lim ln (x)
1 x t→∞
1


= lim ln (t) − ln 1
t→∞
=∞

So, the limit is infinite and so the integral is divergent.

If we go back to thinking in terms of area notice that the area under g (x) = x1 on the interval [1, ∞)
is infinite. This is in contrast to the area under f (x) = x12 which was quite small. There really isn’t
all that much difference between these two functions and yet there is a large difference in the area
under them. We can actually extend this out to the following fact.

Fact
If a > 0 then Z ∞
1
dx
a xp
is convergent if p > 1 and divergent if p ≤ 1.

One thing to note about this fact is that it’s in essence saying that if an integrand goes to zero fast
enough then the integral will converge. How fast is fast enough? If we use this fact as a guide it
looks like integrands that go to zero faster than x1 goes to zero will probably converge.

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Chapter 7 : Integration Techniques Section 7.8 : Improper Integrals

Let’s take a look at a couple more examples.

Example 3
Determine if the following integral is convergent or divergent. If it is convergent find its
value. Z 0
1
√ dx
−∞ 3−x

Solution
There really isn’t much to do with these problems once you know how to do them. We’ll
convert the integral to a limit/integral pair, evaluate the integral and then the limit.
Z 0 Z 0
1 1
√ dx = lim √ dx
−∞ 3−x t→−∞ t 3−x
√ 0
= lim −2 3 − x
t→−∞
t
 √ √ 
= lim −2 3 + 2 3 − t
t→−∞
√
= −2 3 + ∞
=∞

So, the limit is infinite and so this integral is divergent.

Example 4
Determine if the following integral is convergent or divergent. If it is convergent find its
value. Z ∞
2
xe−x dx
−∞

Solution
In this case we’ve got infinities in both limits. The process we are using to deal with the infinite
limits requires only one infinite limit in the integral and so we’ll need to split the integral up
into two separate integrals. We can split the integral up at any point, so let’s choose x = 0
since this will be a convenient point for the evaluation process. The integral is then,
Z ∞ Z 0 Z ∞
2 2 2
xe−x dx = xe−x dx + xe−x dx
−∞ −∞ 0

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Chapter 7 : Integration Techniques Section 7.8 : Improper Integrals

We’ve now got to look at each of the individual limits.

Z 0 Z 0
2 2
xe−x dx = lim xe−x dx
−∞ t→−∞ t
1 −x2 0
 
= lim − e
t→−∞ 2 t
 
1 1 −t2
= lim − + e
t→−∞ 2 2
1
=−
2

So, the first integral is convergent. Note that this does NOT mean that the second integral
will also be convergent. So, let’s take a look at that one.
Z ∞ Z t
2 2
xe−x dx = lim xe−x dx
0 t→∞ 0
1 −x2 t
 
= lim − e
t→∞ 2 0
 
1 −t2 1
= lim − e +
t→∞ 2 2
1
=
2

This integral is convergent and so since they are both convergent the integral we were
actually asked to deal with is also convergent and its value is,
Z ∞ Z 0 Z ∞
−x2 −x2 2 1 1
xe dx = xe dx + xe−x dx = − + = 0
−∞ −∞ 0 2 2

© Paul Dawkins Calculus – 631 –

Chapter 7 : Integration Techniques Section 7.8 : Improper Integrals

Example 5
Determine if the following integral is convergent or divergent. If it is convergent find its
value. Z ∞
sin(x) dx
−2

Solution
First convert to a limit.
Z ∞ Z t
sin(x) dx = lim sin(x) dx
−2 t→∞ −2
t
= lim (− cos(x)) = lim (cos(−2) − cos(t))
t→∞ t→∞
−2

This limit doesn’t exist and so the integral is divergent.

In most examples in a Calculus II class that are worked over infinite intervals the limit either exists
or is infinite. However, there are limits that don’t exist, as the previous example showed, so don’t
forget about those.
Discontinuous Integrand
We now need to look at the second type of improper integrals that we’ll be looking at in this section.
These are integrals that have discontinuous integrands. The process here is basically the same
with one subtle difference. Here are the general cases that we’ll look at for these integrals.

Integrals with Discontinuous Integrands

1. If f (x) is continuous on the interval [a, b) and not continuous at x = b then,

Z b Z t
f (x) dx = lim f (x) dx
a t→b− a

provided the limit exists and is finite. Note as well that we do need to use a left-hand
limit here since the interval of integration is entirely on the left side of the upper limit.
2. If f (x) is continuous on the interval (a, b] and not continuous at x = a then,
Z b Z b
f (x) dx = lim f (x) dx
a t→a+ t

provided the limit exists and is finite. In this case we need to use a right-hand limit
here since the interval of integration is entirely on the right side of the lower limit.

© Paul Dawkins Calculus – 632 –

Chapter 7 : Integration Techniques Section 7.8 : Improper Integrals

Z c Z b
3. If f (x) is not continuous at x = c where a < c < b and f (x) dx and f (x) dx
a c
are both convergent then,
Z b Z c Z b
f (x) dx = f (x) dx + f (x) dx
a a c

As with the infinite interval case this requires BOTH of the integrals to be convergent
in order for this integral to also be convergent. If either of the two integrals is divergent
then so is this integral.
Z c Z b
4. If f (x) is not continuous at x = a and x = b and if f (x) dx and f (x) dx are
a c
both convergent then,
Z b Z c Z b
f (x) dx = f (x) dx + f (x) dx
a a c

Where c is any number. Again, this requires BOTH of the integrals to be convergent
in order for this integral to also be convergent.

Note that the limits in these cases really do need to be right or left-handed limits. Since we will be
working inside the interval of integration we will need to make sure that we stay inside that interval.
This means that we’ll use one-sided limits to make sure we stay inside the interval.
Let’s do a couple of examples of these kinds of integrals.

Example 6
Determine if the following integral is convergent or divergent. If it is convergent find its
value. Z 3
1
√ dx
0 3−x

Solution
The problem point is the upper limit so we are in the first case above.
Z 3 Z t
1 1
√ dx = lim √ dx
0 3−x t→3− 0 3−x
√
t  √ √  √
= lim −2 3 − x = lim 2 3 − 2 3 − t = 2 3
t→3− 0 t→3−

√
The limit exists and is finite and so the integral converges and the integral’s value is 2 3.

© Paul Dawkins Calculus – 633 –

Chapter 7 : Integration Techniques Section 7.8 : Improper Integrals

Example 7
Determine if the following integral is convergent or divergent. If it is convergent find its
value. Z 3
1
3
dx
−2 x

Solution
This integrand is not continuous at x = 0 and so we’ll need to split the integral up at that
point. Z 3 Z 0 Z 3
1 1 1
3
dx = 3
dx + 3
dx
−2 x −2 x 0 x

Now we need to look at each of these integrals and see if they are convergent.
Z 0 Z t
1 1
3
dx = lim 3
dx
−2 x −2 x
t→0−
 t
1
= lim − 2
t→0− 2x −2
 
1 1
= lim − 2 +
t→0− 2t 8
= −∞

At this point we’re done. One of the integrals is divergent that means the integral that we
were asked to look at is divergent. We don’t even need to bother with the second inte-
gral.

Before leaving this section let’s note that we can also have integrals that involve both of these
cases. Consider the following integral.

Example 8
Determine if the following integral is convergent or divergent. If it is convergent find its
value. Z ∞
1
dx
0 x2

Solution
This is an integral over an infinite interval that also contains a discontinuous integrand. To
do this integral we’ll need to split it up into two integrals so each integral contains only one

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Chapter 7 : Integration Techniques Section 7.8 : Improper Integrals

point of discontinuity. It is important to remember that all of the processes we are working
with in this section so that each integral only contains one problem point.
We can split it up anywhere but pick a value that will be convenient for evaluation pur-
poses. Z ∞ Z 1 Z ∞
1 1 1
2
dx = 2
dx + 2
dx
0 x 0 x 1 x

In order for the integral in the example to be convergent we will need BOTH of these to be
convergent. If one or both are divergent then the whole integral will also be divergent.
We know that the second integral is convergent by the fact given in the infinite interval portion
above. So, all we need to do is check the first integral.
Z 1 Z 1
1 1
2
dx = lim dx
0 x t→0+ t x2

1 1
 
= lim −
t→0+ x t
 
1
= lim −1 +
t→0+ t
=∞

So, the first integral is divergent and so the whole integral is divergent.

© Paul Dawkins Calculus – 635 –

Chapter 7 : Integration Techniques Section 7.9 : Comparison Test for Improper Integrals

7.9 Comparison Test for Improper Integrals

Now that we’ve seen how to actually compute improper integrals we need to address one more
topic about them. Often we aren’t concerned with the actual value of these integrals. Instead
we might only be interested in whether the integral is convergent or divergent. Also, there will be
some integrals that we simply won’t be able to integrate and yet we would still like to know if they
converge or diverge.
To deal with this we’ve got a test for convergence or divergence that we can use to help us answer
the question of convergence for an improper integral.
We will give this test only for a sub-case of the infinite interval integral, however versions of the test
exist for the other sub-cases of the infinite interval integrals as well as integrals with discontinuous
integrands.

Comparison Test
If f (x) ≥ g (x) ≥ 0 on the interval [a, ∞) then,
Z ∞ Z ∞
1. If f (x) dx converges then so does g (x) dx.
a a
Z ∞ Z ∞
2. If g (x) dx diverges then so does f (x) dx.
a a

Note that if you think in terms of area the Comparison Test makes a lot of sense. If f (x) is larger
than g (x) then the area under f (x) must also be larger than the area under g (x).
R∞
So, if the area under the larger function is finite (i.e. a f (x) dx converges) then the area under
R∞
the smaller function must also be finite (i.e. a g (x) dx converges). Likewise, if the area under the
R∞
smaller function is infinite (i.e. a g (x) dx diverges) then the area under the larger function must
R∞
also be infinite (i.e. a f (x) dx diverges).
Be careful not to misuse this test. If the smaller function converges there is no reason to believe
that the larger will also converge (after all infinity is larger than a finite number...) and if the larger
function diverges there is no reason to believe that the smaller function will also diverge.
Let’s work a couple of examples using the comparison test. Note that all we’ll be able to do is
determine the convergence of the integral. We won’t be able to determine the value of the integrals
and so won’t even bother with that.

© Paul Dawkins Calculus – 636 –

Chapter 7 : Integration Techniques Section 7.9 : Comparison Test for Improper Integrals

Example 1
Determine if the following integral is convergent or divergent.
Z ∞
cos2 (x)
dx
2 x2

Solution
Let’s take a second and think about how the Comparison Test works. If this integral is con-
vergent then we’ll need to find a larger function that also converges on the same interval.
Likewise, if this integral is divergent then we’ll need to find a smaller function that also di-
verges.
So, it seems like it would be nice to have some idea as to whether the integral converges
or diverges ahead of time so we will know whether we will need to look for a larger (and
convergent) function or a smaller (and divergent) function.
To get the guess for this function let’s notice that the numerator is nice and bounded because
we know that,
0 ≤ cos2 (x) ≤ 1

Therefore, the numerator simply won’t get too large.

So, it seems likely that the denominator will determine the convergence/divergence of this
integral and we know that Z ∞
1
dx
2 x2
converges since p = 2 > 1 by the fact in the previous section. So, let’s guess that this
integral will converge.
So we now know that we need to find a function that is larger than
cos2 (x)
x2
and also converges. Making a fraction larger is actually a fairly simple process. We can
either make the numerator larger or we can make the denominator smaller. In this case
we can’t do a lot about the denominator in a way that will help. However, we can use the
fact that 0 ≤ cos2 (x) ≤ 1 to make the numerator larger (i.e. we’ll replace the cosine with
something we know to be larger, namely 1). So,
cos2 (x) 1
2
≤ 2
x x

Now, as we’ve already noted Z ∞

1
dx
2 x2

© Paul Dawkins Calculus – 637 –

Chapter 7 : Integration Techniques Section 7.9 : Comparison Test for Improper Integrals

converges and so by the Comparison Test we know that

Z ∞
cos2 (x)
dx
2 x2

must also converge.

Example 2
Determine if the following integral is convergent or divergent.
Z ∞
1
dx
3 x + ex

Solution
Let’s first take a guess about the convergence of this integral. As noted after the fact in the
last section about Z ∞
1
dx
a xp
if the integrand goes to zero faster than x1 then the integral will probably converge. Now,
we’ve got an exponential in the denominator which is approaching infinity much faster than
the x and so it looks like this integral should probably converge.
So, we need a larger function that will also converge. In this case we can’t really make the
numerator larger and so we’ll need to make the denominator smaller in order to make the
function larger as a whole. We will need to be careful however. There are two ways to do
this and only one, in this case, of them will work for us.
First, notice that since the lower limit of integration is 3 we can say that x ≥ 3 > 0 and we
know that exponentials are always positive. So, the denominator is the sum of two positive
terms and if we were to drop one of them the denominator would get smaller. This would in
turn make the function larger.
The question then is which one to drop? Let’s first drop the exponential. Doing this gives,
1 1
x
<
x+e x

This is a problem however, since Z ∞

1
dx
3 x
diverges by the fact. We’ve got a larger function that is divergent. This doesn’t say anything
about the smaller function. Therefore, we chose the wrong one to drop.

© Paul Dawkins Calculus – 638 –

Chapter 7 : Integration Techniques Section 7.9 : Comparison Test for Improper Integrals

Let’s try it again and this time let’s drop the x.

1 1
x
< x = e−x
x+e e

Also,
Z ∞ Z t
−x
e dx = lim e−x dx
3 t→∞ 3
= lim −e−t + e−3


t→∞
−3
=e

R ∞ −x
So, 3 e dx is convergent. Therefore, by the Comparison test
Z ∞
1
dx
3 x + ex

is also convergent.

Example 3
Determine if the following integral is convergent or divergent.
Z ∞
1
dx
3 x − e−x

Solution
This is very similar to the previous example with a couple of very important differences. First,
notice that the exponential now goes to zero as x increases instead of growing larger as it
did in the previous example (because of the negative in the exponent). Also note that the
exponential is now subtracted off the x instead of added onto it.
The fact that the exponential goes to zero means that this time the x in the denominator
will probably dominate the term and that means that the integral probably diverges. We will
therefore need to find a smaller function that also diverges.
Making fractions smaller is pretty much the same as making fractions larger. In this case
we’ll need to either make the numerator smaller or the denominator larger.
This is where the second change will come into play. As before we know that both x and
the exponential are positive. However, this time since we are subtracting the exponential
from the x if we were to drop the exponential the denominator will become larger (we will no
longer be subtracting a positive number off the x) and so the fraction will become smaller.

© Paul Dawkins Calculus – 639 –

Chapter 7 : Integration Techniques Section 7.9 : Comparison Test for Improper Integrals

In other words,
1 1
−x
>
x−e x
and we know that Z ∞
1
dx
3 x
diverges and so by the Comparison Test we know that
Z ∞
1
dx
3 x − e−x

must also diverge.

Example 4
Determine if the following integral is convergent or divergent.
∞
1 + 3 sin4 (2x)
Z
√ dx
1 x

Solution
First notice that as with the first example, the numerator in this function is going to be
bounded since the sine is never larger than 1. Therefore, since the exponent on the de-
nominator is less than 1 we can guess that the integral will probably diverge. We will need
a smaller function that also diverges.
We know that 0 ≤ 3 sin4 (2x) ≤ 3. In particular, this term is positive and so if we drop it from
the numerator the numerator will get smaller. This gives,

1 + 3 sin4 (2x) 1
√ >√
x x

and Z ∞
1
√ dx
1 x
diverges so by the Comparison Test
∞
1 + 3 sin4 (2x)
Z
√ dx
1 x

also diverges.

© Paul Dawkins Calculus – 640 –

Chapter 7 : Integration Techniques Section 7.9 : Comparison Test for Improper Integrals

Up to this point all the examples used on manipulation of either the numerator or the denominator
in order to use the Comparison Test. Don’t get so locked into that idea that you decide that is
all you will ever have to do. Sometimes you will need to manipulate both the numerator and the
denominator.
Let’s do an example like that.

Example 5
Determine if the following integral is convergent or divergent.
Z ∞
1 + cos2 (x)
√   dx
2 x 2 − sin4 (x)

Solution
In this case we can notice that because the cosine in the numerator is bounded the numer-
ator will never get too large. Likewise, the sine in the denominator is bounded and so again
that term will not get too large or too small.
That leaves only the square root in the denominator and because the exponent is less than
one we can guess that the integral will probably diverge. Therefore, we will need a smaller
function that also diverges.
We know that 0 ≤ cos2 (x) ≤ 1. In particular, this term is positive and so if we drop it from
the numerator the numerator will get smaller. This gives,

1 + cos2 (x) 1
√  4
>√ 
x 2 − sin4 (x)

x 2 − sin (x)

Next, we also know that 0 ≤ sin4 (x) ≤ 1. Again, this is a positive term and so if we no
longer subtract this off from the 2 the term in the brackets will get larger and so the rational
expression will get smaller. This gives,

1 + cos2 (x) 1 1
√  4
>√  4
> √
x 2 − sin (x) x 2 − sin (x) 2 x

Finally, we know that Z ∞

1
√ dx
2 2 x

Diverges (the 2 in the denominator will not affect this) so by the Comparison Test
Z ∞
1 + cos2 (x)
√   dx
2 x 2 − sin4 (x)

also diverges.

© Paul Dawkins Calculus – 641 –

Chapter 7 : Integration Techniques Section 7.9 : Comparison Test for Improper Integrals

Okay, we’ve seen a few examples of the Comparison Test now. However, most of them worked
pretty much the same way. All the functions were rational and all we did for most of them was add
or subtract something from the numerator and/or the denominator to get what we want.
Let’s take a look at an example that works a little differently so we don’t get too locked into these
ideas.

Example 6
Determine if the following integral is convergent or divergent.
Z ∞ −x
e
dx
1 x

Solution
Normally, the presence of just an x in the denominator would lead us to guess divergent
for this integral. However, the exponential in the numerator will approach zero so fast that
instead we’ll need to guess that this integral converges.
To get a larger function we’ll use the fact that we know from the limits of integration that x > 1.
This means that if we just replace the x in the denominator with 1 (which is always smaller
than x) we will make the denominator smaller and so the function will get larger.

e−x e−x
< = e−x
x 1
and we can show that Z ∞
e−x dx
1
converges. In fact, we’ve already done this for a lower limit of 3 and changing that to a 1
won’t change the convergence of the integral. Therefore, by the Comparison Test
Z ∞ −x
e
dx
1 x

also converges.

We should also really work an example that doesn’t involve a rational function since there is no
reason to assume that we’ll always be working with rational functions.

© Paul Dawkins Calculus – 642 –

Chapter 7 : Integration Techniques Section 7.9 : Comparison Test for Improper Integrals

Example 7
Determine if the following integral is convergent or divergent.
Z ∞
2
e−x dx
1

Solution
We know that exponentials with negative exponents die down to zero very fast so it makes
sense to guess that this integral will be convergent. We need a larger function, but this time
we don’t have a fraction to work with so we’ll need to do something different.
We’ll take advantage of the fact that e−x is a decreasing function. This means that

x1 > x 2 ⇒ e−x1 < e−x2

In other words, plug in a larger number and the function gets smaller.
From the limits of integration we know that x > 1 and this means that if we square x it will
get larger. Or,
x2 > x provided x > 1

Note that we can only say this since x > 1. This won’t be true if x ≤ 1! We can now use the
fact that e−x is a decreasing function to get,
2
e−x < e−x

2
So, e−x is a larger function than e−x and we know that
Z ∞
e−x dx
1

converges so by the Comparison Test we also know that

Z ∞
2
e−x dx
1

is convergent.

The last two examples made use of the fact that x > 1. Let’s take a look at an example to see how
we would have to go about these if the lower limit had been smaller than 1.

© Paul Dawkins Calculus – 643 –

Chapter 7 : Integration Techniques Section 7.9 : Comparison Test for Improper Integrals

Example 8
Determine if the following integral is convergent or divergent.
Z ∞
2
e−x dx
1
2

Solution
2
First, we need to note that e−x ≤ e−x is only true on the interval [1, ∞) as is illustrated in
the graph below.

So, we can’t just proceed as we did in the previous example with the Comparison Test on
the interval 12 , ∞ . However, this isn’t the problem it might at first appear to be. We can


always write the integral as follows,

Z ∞ Z 1 Z ∞
−x2 −x2 2
e dx = e dx + e−x dx
1 1
2 2
1
Z ∞
2
= 0.28554 + e−x dx
1

We used Mathematica to get the value of the first integral. Now, if the second integral
converges it will have a finite value and so the sum of two finite values will also be finite and
so the original integral will converge. Likewise, if the second integral diverges it will either be
infinite or not have a value at all and adding a finite number onto this will not all of a sudden
make it finite or exist and so the original integral will diverge. Therefore, this integral will
converge or diverge depending only on the convergence of the second integral.
As we saw in Example 7 the second integral does converge and so the whole integral must
also converge.

© Paul Dawkins Calculus – 644 –