Lecture 9 - Improper Integrals
In Calculus 1 we learned how to use definite integrals to find the net area under
the curve of a given function between two points a and b. In this lecture we
will generalize this idea of definite integral to allow a or b to be infinite or a
number that could make the integrand undefined. This will be accomplished
by using limits on the bounds of integration.
Case 1: a = →↑ and/or b = ↑. Here we replace the infinite bound with
a new variable t and evaluate the limit as t approaches infinity (or negative
infinity).
! ↑
dx
Example 1: Evaluate
1 x 8fÉgÉÉe
I II SEE
a
Is time inn
fin in Itt in it
I
Area
f ax
on
O
I
f
We say that this integral diverges.
the region under this curve has an infinite area
MAC 2312 L9 - 1
! →1
1
Practice 1:
→↑ y2 + 1
dy
dy See 0 do
S
tantune
y O
B arctany tartan
II afarctanti arctanity
an
I E Ty
The previous integral is a convergent integral. ! ↑
1
Example 3: Sometimes both bounds can be infinite: 2+1
dx
→↑ x
the
age
It D
MAC 2312 L9 - 2
! ↑
1
One common (and useful) improper integral is dx, with a > 0. This
a xp
p-integral converges for some values of p and diverges for others:
If P I then the integral diverges as in EX 1
If Ptt Pax
If Six Ling
YI
P integral converses ifs finsftp.pt JTotsFa
diverges
if Pel q
converse when I PCO P I
Diverge when I P o Pal
Case 2: a and/or b makes the integrand infinite. Note that we still
need the integrand to be continuous between a and b. This case is solved
similarly to Case 1 except this time we will take the limit as t approaches either
a or b depending on which one makes the integrand infinite.
! 64
dx
Example 4:
64 0
↓
64 → x o on Make Sure
Goud
EX HI flt x
non x
du dX Continuous
integral is
mut v5Fry wax
ing 164
Is 2164 x
t
II 25 2640
0 2.8 16
MAC 2312 L9 - 3
L’Hôpital’s Rule: Let f and g be di!erentiable such that either:
lim f (x) = 0 and lim g(x) = 0, or
x↔a x↔a
lim f (x) = ±↑ and lim g(x) ± ↑.
x↔a x↔a
f (x) f ↗(x)
Then lim = lim ↗ provided the limit exists.
x↔a g(x) x↔a g (x)
arcsin x
Example 4: Evaluate lim .
x↔0 x
IT E III t l
in
! 1
Example 5: x ln x dx
0
U Inx du xdx
Sxinxdx do dx V
fxinxdx E.mx to t
JE dx
I thot
E my dy LEI II
I I
t
t
E tnx
XI 1C
It
Jxinxdx
0
fkotflxinxax
t
t.gg I
MAC 2312 L9 - 4
Finally, sometimes the “bad point” can be in the middle of an interval. In this
case we need to split up the integral into two separate improper integrals:
! 8
1
Example 6:
→1 x 1/3
dx VA Ko
sdXt E 6
lady
I
9
2
O
III saxt's x IX
soft IT
3
mofi sI
O E t 6 o
MAC 2312 L9 - 5
Extra Problems:
! ↑
2
1. xe→x dx (solution: 1/2)
0
! ↑
ex ω
2. dx (solution: ↓ )
0 e2x + 3 3 3
! ↑ "↓ #
1
3. x+ ↓ dx (solution: ↑)
0 x
! ω/4 $ % ↓
4. csc2(ε) → csc(ε) cot(ε) dε (solution: 2 → 1)
0
! 0
1
5. 2 + 2x + 1
dx (solution: ↑)
→1 x
! ↑ ↓ ! ↑ ↓
2 ω 2 ω
6. Given that e→x dx = , evaluate x2e→x dx. (solution: )
0 2 0 4
MAC 2312 L9 - 6