Chapter 7

CONVERGENCE OF IMPROPER INTEGRALS

Outline

 Proper integrals
 Three Types of improper integrals
 Improper integrals of first type and second type.
 Convergence of improper integrals. For the convergence of improper integrals of first
 Type and absolute conversions of this type.
 Comparison test, Abel Test & Dirichlet test. For the convergence of improper integrals
 Second type & absolute conversions of this type.
 Frallani’s integral (theorem & proof}

7.1 Proper Integrals:

b
The definite integral define by  f ( x)dx is called a proper integral if the range of the integration
a

is finite and the integrand f (x) is bounded example of proper integral are:

2 1
sin x lim sin x
i)  sin xdx ii)  dx because x  0 1
0 0
x x
b
Theorem the definite integrals  f ( x)dx exist if
a
f (x) is a single valued continuous function on

the close interval a  x  b .the conditions given in the theorem can be relaxed to allow f (x) to
have a finite number of point of discontinuity given that at these points the abrupt change in the
function is finite in amount which is explained in the following figure.

Figure 7.1
 [Link]. Sem. II: Maths DSCC:IC 7.2 Convergence of Improper Integrals

The graph of the function f(x) i.e. Integrand is still piecewise or sectionally continuous which
follows the truth of the above theorem. From the figure the theorem can be applied to each
segment
b
So even if f(x) has a finite number of finites discontinuities then  f ( x)dx is exists.
a

7.2 7.2 Three Types Of the improper integrals

The definite integral of f(x) may have a finite value, infinite or indeterminate value depending
b
upon the function f(x) & limits a & b of definite integral  f ( x)dx depends on the characteristics:
a

i. If f(x) become infinite at a point within the range of integrations or

ii. If either of the limits of integration is infinity. The definite integral with or both these
conditions are known as improper integrals.
If f(x) is not bounded at one or more point of range of integration or
b
If range of integration is not finate then the integral  f ( x)dx is called as improper integrals. If
a

i) One or both limits are Infinite i.e. a= - ∞ or b= ∞

ii) f(x) is Unbounded at one or more points of a These Points Are Called As
Singularities of f(x).
The integrals with conditions (i) & (ii) are called improper integrals of the first and second kind
respectively.
 1
dx
For example the improper integral of first type is  cos dx that of second type is 
0 0
x 1

If both condition are satisfied then the integral is called improper integral of third type.
1
dx
For example  (x  1)
0
2
is of this type.

7.3 7.3 Improper Integral of the first type (Infinity integrals)

b
In this case the definite integral  f ( x)dx has Infinite range means eitherb =
a
or a =- or both

  
dx dx
0 1  x 2 , 0 e dx &  1  x 2 where one or

& the Integrand f(x) is Bounded. The integral given by

both of the limits are infinite, are example of first type.

if f(x) is bounded & (a,b) is infinite. These we define
 [Link]. Sem. II: Maths DSCC:IC 7.3 Convergence of Improper Integrals

b lim x
i) 
a
f ( x)dx  x    f ( x)dx ,provided that the limit exists in finitely i.e. The Limit is equal to
a

definite real number.

b lim b
ii) 

f ( x)dx  x    f ( x)dx Where limits exists finitely.
x

 lim c lim
x2

iii)  f ( x)dx  x

1   f ( x)dx  x
 x1
2    f ( x)dx provided that the limit exists finitely
c

7.4 7.4 improper integral of the second type:

b
If in the definite integral  f ( x)dx the range of integration is finite but f(x) is unbounded at one or
a

more points of then this integral is known as Improper integral of second type
5 1
dx dx
The example of this type are as :  & 2
1
( x  2)( x  4) 0 x

in this type the values of the integral ore under :

(i)when the integrand f(x) is unbounded at x=b only means f (x)   as x  b Only then
b lim b 

 f ( x)dx   0  f ( x)dx given that the limit exists finitely where  is a small positive number
a a

b lim b
(ii) If f (x)   as x  a only, then 
a
f ( x)dx   0  f ( x)dx with the limit exist
 a

Infinity
(iii) When f (x)   as x  c only, then we define values of integral as :
b lim c  lim b


a
f ( x)dx   0 
a
f ( x)dx    0  f ( x)dx
c 

provided that both limits exist Finitely.

(iv) when f(x) is unbounded at both the points a & b of (a,b) & is bounded at each of this interval
then,
b c b


a
f ( x)dx   f ( x)dx   f ( x)dx
a c

with and the values of the integral exists only if each of the integral on the RHS exist.
7.5 7.5 Convergence of Improper Integral
 [Link]. Sem. II: Maths DSCC:IC 7.4 Convergence of Improper Integrals

An improper integral converges if the limit of the integral exists & it is real number and diverges
if the limits does not exist or is infinite (   ).

The improper integral  f ( x)dx is said the Converge
a
to finite real number A, For Any positive

numbers  having been choose as small as possible, there is a positive number x Such That

A   f ( x)dx , x  
a


If the integrand f(x) is bounded and integral in the given interval then the integral  f ( x)dx
a

lim x
Converse to A when, A  x    f ( x)dx
a

If the value of limit is   or   then the integral diverges to   or   .


The Integral  f ( x)dx is said to oscillate finite or Infinitely When this limit oscillate finite or
a

infinitely.
0

 e dx
x
Example (1): Examine the convergence of


   
0 lim 0 lim lim

 e dx  x    e dx  x   e
0
Solution: x x x
x  x   1  e x  1  0  1
 x

1 1
 e   
 0
e 
⸫ the limits exists & is unique and finite number & hence the integral is convergent.
0

e
x
Example (2): Evaluate dx


0
 ex 
 
0 lim 0 lim lim
Solution:  e dx  x    e dx
x
 x   
x
  x   e  e  1    
0 x

 x   1  x
Hence the limit does not exist finitely so the integral is divergent & hence value of the integral
does not exist.
1
dx
Example (3): Test the convergence of x
1
2

1
Solution: the integrand f ( x)  becomes finite at x  0 &  1  0  1
x2
 [Link]. Sem. II: Maths DSCC:IC 7.5 Convergence of Improper Integrals

  1
 1  1
1 lim 1 lim
dx lim dx lim dx
Hence 1 x 2   0 1 x 2    0  x 2   0 
 x 
1
   0  
 x  

 1   lim  1 
1
dx lim
\   0   1    0  1
   
2
1 x

This limits does not exist finitely and so the integral does not exist it is divergent.

dx
Example (4): Evaluate  3
2
1 x

dx
Solution: here  3
2
1 x
x

dx lim x
dx lim  x 12 
x
3 lim

 3
2
 x   3
2
 x    x dx  x   
2
  1


1 x 1 x 1
 2 1
x
 2 lim  2
lim  2
I  x     x    2   2  0  2  2 which is finite & unique.
 x 1  x  
 the integral I is converges & its value is 2
1
dx
Example (5) test the convergence of 
9 1 x
dx
solution : In this integral I the integrand f ( x )  is infinite at x  1 (upper limited ) i.e,
1 x
f (x) becomes unbounded at x  1

   
1 1
dx dx 1

9 1 x
 lim
 0 0 1 x
 lim  2( 1  x ) 0  lim  2   2  2
 0  0

Which definite real number.

 The integral is converges with the value is I=2

4adx
Example 6: evaluate improper integral x
0
2
 4a 2
 
4adx 4adx
Solution: here I   2  2
0 x  4a 0 x  ( 2a )
2 2

  x
4adx 4adx  1 x
I   2 , I  lim (4a) tan 1 
0
x  4a
2 2
0
x  ( 2a ) 2 x 
 2a 2a  0

 x   
I  2 lim  tan 1  tan 1 0 , I  2 tan 1  2 tan 1   2
x 
 2a  2a 2
 [Link]. Sem. II: Maths DSCC:IC 7.6 Convergence of Improper Integrals

I  { tan 1 0  0 }
⸫ The limits exists & it is unique, finite.
 The integral I is convergent.
7.6 7.6 Test for the Convergence of Improper Integrals of the first type:

Here the integrand f(x) is bounded & range of integration is infinity, the integral of the forms
 b


a
f ( x)dx and  f ( x)dx cannot be easily evaluated so its convergence determined by means of


comparison test,Abel’s test & Dirichlet’s test as under :

i) Comparison test:
Suppose f (x) and  (x) be the two functions which are bounded and integrable in (a, ) , f (x)
 
be positive &  ( x)  f ( x) for x  a then ,if the integral  f ( x)dx x is convergence then   ( x)dx
a a
 
is also convergant &   ( x)dx   f ( x)dx when  ( x)  f ( x) for all the values of x greater than
a a
 
some number x 0  a and  f ( x)dx is divergent then   ( x)dx is also divergent.
a a


dx
Example 7: discuss the convergence of x
a
n
for a  0.

1 1
1

dx dx 
 x  n 1  


a x n 0 a x n 0 a
n
Solution:- let I   lim  lim x dx  lim  
 0  n  1
 0

1  1 1 n  1 1 1 n  a1n
 lim a   a   , if n  1
 0 n  1 1 n
  n  1  0  n 1
 , if n  1
1
 
dx dx
if n  1 then x
a
n
 lim
 0 
a
x

 1 
I  lim log  log a   
 0
  
 The integral converges for n  1 & diverges for n  1 .

sin 2 x
Example (8): discuss the convergence of  2 dx
 x
 [Link]. Sem. II: Maths DSCC:IC 7.7 Convergence of Improper Integrals

sin 2 x 1
Solution: - Here we have  2 for all x  
x2 x

dx
and we know that 
 x
2
is convergent (n  2)


sin 2 x
So by comparison test the integral is  2 dx also convergent.
 x

dx
Example (9): test the convergence of x
a
2
1 x2
Solution: in this integral I we have,
1 1
 for all x  a (1)
x2 1 x2 x3

dx
We know that x
a
n
is convergent for n  1 .


dx
 is convergent because n  3  1.
a x3

Hence by equation (1) & comparison test the given integral I is convergent.

cos x dx
Example 10: discuss the convergence of I  
0 1 x
2

cos x 1
Solution: - let  ( x)  & f ( x) 
1 x 2
1 x2
cos x 1
Here  because cos x  1
1 x 2
1 x2
1

 

dx lim dx lim 1 lim
 1 
Also,    0    0 tan 1
x 
  0tan 1  tan 1 0
0 1 x 0 1 x 
0
 
2 2

lim
 1  
  0tan 1  tan 1 0  tan 1   0 
   2

dx
 is convergent
0 1 x
2

Hence by equation (1) & by comparison test the given integral I is convergent.


e
 x2
Example (11) show that dx is convergence
0

Solution :- by proper of definite integrate,

 [Link]. Sem. II: Maths DSCC:IC 7.8 Convergence of Improper Integrals

 1 

 e dx   e dx   e dx
x 2
x x 2 2
(1)
0 0 1

The first integral on RHS is proper integral since the interval of integration (0,1) is finite & e  x
2

is bounded in (0,1) so it is convergent.

For the second integral on RHS.

Let f ( x)  e  x &  ( x)  xe x

2 2

 (x) is positive in (1, ) and also f ( x)  e  x  xe x since x  1

2 2

 f ( x)   ( x) (2)

Throughout the interval (1, ) .

Then we evaluate  (x) integral

1 2 
x x

 xe dx  lim  xe dx  lim  e  x 
 x2  x2
(let t  x 2  dt  2xdx )
1
x 
1 
x  2
1

  ex e 1   1 e 1  e 1 e 1
2

 lim        0   is definite finite number.

x 
 2 2    2  2 2

 ( x)   xe x dx is convergent.
2

e
 x2
 By comparison test dx is also convergent.
1

So both integral in equation (1) are convergent.



e
 x2
 The given integral dx is convergent, since it is the sum of two convergent integrals.
0


ii) Abel’s test: - if the integral  f ( x)dx converges &  ( x is bounded and monotonic for x  a
a

integral  f ( x) ( x)dx is convergent.
a


e  x sin x
Example12:discuss the convergent of I   dx for a  0 .
a x2

sin x
Solution: for the given integrand let, f ( x)  2
&  ( x)  e  x .
x
sin x 1
Also we have 2
 2
x x
 [Link]. Sem. II: Maths DSCC:IC 7.9 Convergence of Improper Integrals


1
The integral on RHS a x 2 dx is convergent. ( n  2  1) hence by comparison test the integral


sin x

a x
2
dx is also convergent. Also  ( x)  e  x is monotonic decreasing & bounded for xa


e  x sin x
hence by Abel’s test I   dx is convergent.
a x2

(1  e  x ) cos x
Example 13 text the convergence of I   dx for a  0
a x2

sin x
Solution: - let f ( x)  2
&  ( x)  1  e  x
x

cos x cos x 1
Hence by comparison test the integral 
a x
2
dx is also convergent. We have
x 2
 2 ,The
x

1
integral on RHS x
a
2
dx is convergent. ( n  2  1)

Also  ( x)  1  e  x is monotonic increasing bounded function for x  a.

So by abel’s tests the given integral. I is convergent.

iii) Dirichlet’s test: if f (x) is bounded, monotonic & lim f ( x)  0 then
x   f ( x)dx conveges
a

provided that   ( x)dx is bounded as x takes all finite values.
a


sin x
Example 14 show that is  0
x
dx is convergent

 a 
sin x sin x sin x
Solution: - we have 0 x dx  0 x dx  a x dx (a>0)

sin x
The first integral on RHS is convergent. Because it is proper integral lim 1
x 0 x
For the second integral on RHS,
1
Let f ( x)  &  ( x)  sin x ,
x
x x

  ( x)dx   sin xdx  cos a  cos x  2 , For all finite values of x.

a a
 [Link]. Sem. II: Maths DSCC:IC 7.10 Convergence of Improper Integrals

x
   ( x)dx is bounded For all finite values of x. by dirichlet tests
a


sin x
I  dx is convergent since by equations (1) it is sum of two convergent integrals.
a
x


 sin
2
Example 15 Show that xdx is convergent
0

 1 
Solution: let I   sin x 2 dx   sin x 2 dxz   sin x 2 dx (1)
0 0 1

The first integral on RHS is convergent

Since it is proper integral
The second integral,
 
1
 sin x dx   (2x) sin x
2 2
( )dx (2)
1 1
2x

1
Let f ( x)  &  ( x)  (2 x) sin x 2
2x
1
Here f (x) is bounded, monotonic decreasing for all x  1 & lim 0
x  2x
x x

  ( x)dx   (2 x) sin x dx  2 for all finite values of x

2
And
1 1

So by equation (1) & dirichlet’s test

x 

 (2 x) sin x dx   sin x 2 dx is convergent.

2

1 0

Hence both integral in RHS of equation (1) are convergent & the sum of these integral also is
convergent.

 The LHS of equation (1) i.e.,  sin x 2 dx is convergent.
0


sin x
Example (16): Discuss the convergent of 
a x
dx, where a  0

1
Solution: Let f ( x)  &  ( x)  sin x
x
1
f (x) is bounded, monotonic decreasing all x  a & lim 0
x 
x
 [Link]. Sem. II: Maths DSCC:IC 7.11 Convergence of Improper Integrals

x x
And   ( x)dx   sin xdx  cos a  cos x  2
a a

For all finite values of x because function of cos x lies between -1 & 1.
x
   ( x) dx is bounded for all finite values of x.
a


sin x
⸫ according to dirichlet’s test the integral 
a x
dx is convergent.


cos x  cos x
Example (17): Prove that the integral 
a
x
dx is Convergent for a  0

  
cos x  cos x cos x cos x
Solution: let I   dx   dx   dx (1)
a
x a
x a
x

1 1
Here f ( x)  is bounded, monotonic decreasing all x  a & lim  0
x x   x
x

 cos xdx   sin x  sin a  

1 2
Also
a

x
  cos xdx is bounded for all finite values of x.
a

cas x
x
Similarly, 
a
x
dx is bounded for all finite values of x.

Hence by dirichlet’s test both integral on RHS of equation (1) are convergent.
 The LHS integral is convergent.
7.7 7.7 Absolute Convergence

 
The integral  f ( x)dx
a
converges and lately if 
a
f ( x) dx is converges.


sin mx
Example (18): show that a
0
2
 x2
dx Converges absolutely

Solution:-to prove that we use the above converges of absolute convergence.

sin mx
Let f ( x)  which is bounded integral.
a2  x2
 [Link]. Sem. II: Maths DSCC:IC 7.12 Convergence of Improper Integrals

sin mx sin mx 1
& f ( x)   2  2 (1)
a x
2 2
a x 2
a  x2

 sin mx  1
 
dx
If here 0 a 2  x 2 is convergent then by comparison’s test we show that  f ( x)dx is convergent.
a

 x
1  x 
x
dx dx
Here  2  lim  2  lim  tan 1  
0 a  x x  0 a  x  a  0
2 2
x   a

1  x 1  1  1  
 lim  tan 1    tan 1 0     0  is definite real number
x   a a a   a 2 a  2a

dx
 is convergent
0 a  x
2 2

 
sin mx
  f ( x)dx   dx is convergent.
0 0 a2  x2

sin mx
 dx is convergant.
0 a  x
2 2


Example (19): test the integral  f ( x)dx for absolute convergence, where
0

f ( x)  1, 0  x  1
1
 1, n  1  x  n 
n
1
 (1) n1 , n   x  n  1 , n  2,3,4..........
n
Solution: - the given integral is
1
1
 1 2 2


0
f ( x)dx   f ( x)dx 
0

1
f ( x)dx   f ( x)dx.................
1
1
2

1 1 2
  1dx   0dx   (1)dx  ...............  by defination of f (x)
0 1 1
1
2

1 1 1
 1    ..........
2 3 4
But series on the RHS is convergent & its values is log e 2
 [Link]. Sem. II: Maths DSCC:IC 7.13 Convergence of Improper Integrals

The given integral is convergent.


sin x
Example (20): discuss the absolute convergence of 
1 x 4
dx


sin x
Solution:-the given integral is absolutely convergent if 
1 x4
dx is convergent.

 x x
sin x sin x sin x

1 x4
dx 
x   x 4
lim
1
dx 
x  
lim
1 x4
dx

x
1
x
 x 3   1 1 1
 lim  4 dx  lim    lim   
x   3
 3
3
x  x
1   1
x  3 x

 1 1 1 1
     0   , Finite real number.
  3 3 3

sin x
 dx is convergent.
1 x4

sin x
 4
dx is convergent.
1 x

≠ Exercise (7.1) ≠
(A)Test the convergence by definaton of improper integral:
1
dx
(i) 1 x
0
[Ans:  , divergent]

1
dx
(ii)  2
3
[Ans: 6, Convergent]
1 x

(iii)  cos xdx [Oscillate & so divergent]
0

1
dx
(iv) 
0 x
[Ans: 2, Convergent]


dx
(v) 
1
x
[Ans:  , divergent]


dx
(vi) 
1 x
[Ans:  , divergent]
 [Link]. Sem. II: Maths DSCC:IC 7.14 Convergence of Improper Integrals


dx
(vii)

1 x 2
[Ans: , Convergent]

0
(viii)  sinh xdx

[Ans: -  , divergent]


dx
(ix)  (x  2)
3
2
[Ans: 1, Convergent]


1
(x)  e mx dx , m  0 [Ans: , Convergent]
0
m

(B) Tests convergence of the integrals:

 
sin x 1
(i)  e  x dx , m  0 [Hints:  ( x)  e  x   ( x)dx  e , convergent]
0
x 1


sin x
(ii)  e ax dx , a  0 [Ans: convergent]
0
x

cos mx
(iii) a1
2
 x2
dx [Ans: convergent]


(iv)  e a
2 2
x
cos bxdx [ Ans: Absolutely convergent]
0

 3
x 2
(v)  2 2 dx [Ans: divergent]
0 (b x  c)


dx
(vi) 
1 x3  1
[Ans: convergent]


dx
(vii) 
2 x 2  x  11
[Ans: divergent]


sin x
(viii) 
 x2
dx [Ans: convergent]


sin mx
(xi) a
0
2
 x2
dx [Ans: convergent]


dx
(x) x
0 x2 1
[Ans: divergent]


x2
(xi) 0 (a 2  x 2 ) 2 dx [Ans: convergent]
 [Link]. Sem. II: Maths DSCC:IC 7.15 Convergence of Improper Integrals


sin x
(xii)  3
2
dx [Ans: convergent]
0 x
 3
2
x
(xiii)  b x4  a4
dx b  a [Ans: divergent]


dx
(xiv) 
0 x (1  x)
[Ans: convergent]


x sin xdx
(xv)  (1  x
0
2
)
[Ans: convergent]

 1
2
x
(xvi)  (x
0
2
 4)
dx [Ans: divergent]


dx
(xvii)  1 1
dx [ Ans : divergent]
0 x (1  x ) 3 2

 
sin mx cos mx
(c) (i) prove that  2 dx & a dx converges absolutely if m & a are positive.
a a  x  x2
2 2
a

 
sin x cos x
(ii) Show that  n 1 dx &  n 1
dx are absolutely convergent when n & a are positive.
a x a x

7.7 7.8 Tests for convergence of improper integrals of the second type:

b
We discuss the convergence of  f ( x)dx for the range of integration is finite & the integrand
a

f (x) is bounded at x=a & bounded for other values of x in (a,b). in this situation,
b lim b

 f ( x)dx   0  f ( x)dx .
a a 

Like the previous section of improper integrals of first type there are also three tests as under:
(1)Comparison’s Tests: if f (x) is positive &  ( x)  f ( x) in interval (a , b) then the integral
b b

  ( x)dx is convergent. Provided  f ( x)dx is convergent. Similarly, if

a a
 ( x)  f ( x) for all the
b b
values of x in (a , b) then   ( x)dx is divergent provided  f ( x)dx is divergent.
a a

b
dx
Example (21) discuss the convergence of  ( x  a)
a
n
 [Link]. Sem. II: Maths DSCC:IC 7.16 Convergence of Improper Integrals

b
dx
Solution: let I   (1)
a ( x  a)
n

b
 ( x  a )  n 1 
 
b
dx 1
 lim   lim    lim (b  a) n1  (a   a) n1
 o
a  ( x  a )
n  o
  n  1  a   o 1  n

 lim
 o
1
1 n

(b  a)1n  ()1n 
1
1 n

(b  a)1n   for n<1 (2)

I  for n>1 (3)

If n=1 in equation (1) then
b b
 lim log( x  a)a 
dx dx
I   lim  b

a
( x  a)  o
a 
( x  a)  o

 lim log( b  a)  log( )

 o

I  (4)
So the integral I is convergent. If n>1 by equation (2) & divergent If n  1 by equation (3) & (4)
1
Example (22): test the convergence of I   x n1 e  x dx , n  0
0

Solution:- Here I is proper integral for n  1 since f ( x)  x n 1 e  x is bounded in (0,1).

 The given integral I is convergent for n  1

If 0  n  1 then f (x) is unbounded at a=0. Let  ( x)  x n 1

f ( x) x n 1 e  x
 lim  lim  lim e  x  1 Which  (x) is finite & non-zero number.
x 0  ( x) x  0 x n 1 x 0

1 1
Hence by comparison’s test,  f ( x)dx and   ( x)dx either both converges or both diverges.
0 0

1
1 1 1
 xn 
The integral   ( x)dx   x n 1
dx  lim  x n 1
dx  lim  
 0  0 n
0 0   

 1 n  1
 lim     , which is definite real number.
 0 n
 n n
1 1
   ( x)dx is convergent. Hence x
n 1
e  x dx is convergent.
0 0

 1
1
1  1
 sin( e x ) dx
x
e
Example (23): discuss the convergence of I   cos(e x ) 
 x 
0
 
 [Link]. Sem. II: Maths DSCC:IC 7.17 Convergence of Improper Integrals

 1 1
1
1 
 sin( e x ) dx
x
e
Solution: we have I  lim  cos(e ) 
x
 0  x 
 


1
d
1 1
 d
1
ex
1 1
I  lim   ( x cos( e x ))  dx  ( x cos(e x )  cos(e x )  sin( e x )
 0 dx
  dx x
1
 1

I  lim ( x cos( e x ))
 0
 

 1

I  lim cos( e) cos( e  )
 0
 
I  cos(e) which is definite real number.
Hence the integral I is convergent.
1
sec x
Example(24): test the convergence of I   dx
0
x

sec x
Solution:- here f ( x)  is unbounded at lower limit x=0.
x
1
Let  ( x) 
x
f ( x) sec x
 lim  lim ( x)  lim sec x  sec o  1
x 0  ( x ) x 0 x x 0

Which  (x) is finite & non-zero number.

1 1
Hence by comparison’s test,  f ( x)dx and   ( x)dx either both converges or both diverges.
0 0

1 1
1
But   ( x)dx   dx is divergent since n=1
0 0
x

 The given integral I is convergent.

2
dx
Example (25): test the convergence of I  
1 x4 1
1
Solution: the integrand f ( x)  is bounded at limit x=1
x4 1

1 f ( x) x2 1 1 1
Let  ( x)   lim  lim  lim 
x2 1 x 1  ( x) x1 x4 1 x 1
x2 1 2
 [Link]. Sem. II: Maths DSCC:IC 7.18 Convergence of Improper Integrals

2 2
This number is finite & nonzero. So by comparison’s test, 
1
f ( x)dx and   ( x)dx are either both
1
convergent or both divergent.
The integral
2 2 2
dx dx
  ( x)dx  
1 1 x 1
2
 lim
 0 
1 x2 1

 
 lim log x  x 2  1
 0
 2
1

 lim log 2  3   log 1    2

 
 0

 
 log 2  3 ,is the definite real number.
2

  ( x)dx is convergent.
1

 The given integral I is also convergent.

b b
(ii) Abel’s Test : if a
f ( x)dx converges and   ( x)dx is bounded & monotonic in (a,b) then
a
b

 f ( x) ( x)dx converges.

a

b b
(iii)Dirichlet’s Test: if 
a 
f ( x)dx converges and   ( x)dx is bounded & monotonic in
a
b
(a,b),converging to zero as x  0 then integral  f ( x) ( x)dx is converges.
a

Example (26): let f (x) be defined in 0  x  1 as under:

1
f ( x)  2 ,  x 1
2
1 1
f ( x)  3 , x
3 2
1 1
f ( x)  4 , x
4 3
1 1
f ( x)  5 ,  x  and so on the value being alternatively positive and negative. Show that
5 4
1
infinite integral  f ( x)dx converges but not absolutely.
0
 [Link]. Sem. II: Maths DSCC:IC 7.19 Convergence of Improper Integrals

1 1 1
1 1 2 3 4
Solution:-the integral is 
0
f ( x)dx   2dx   3dx   4dx   5dx
1 1 1 1
2 3 4 5

 1  1 1 1 1   1 1  1 1 1
 21    3    4    5    1    .............  log 2 .
 2   2 3 3 4   4 5 2 3 4
But this series is convergent so the given integral is also convergent.
[Link] have
1 1 1
1 1 2 3 4


0
f ( x) dx   2 dx 
1
  3dx 
1
 4 dx 
1
  5 dx
1
2 3 4 5

1 1 1
 1    .............
2 3 4
This series is not convergent & hence the given integral is not absolutely convergent.
7.8 7.9 Frullani’s integrals:

If  is continuous in [a, ] & lim  ( x)  0 and lim  ( x)  1

x 0 x 0

Then prove that


 (ax)   (bx)
dx  0  1  log
b
 0
x a

Proof: in the following proper integral we take  0 and t  


 (ax)   (bx)

0
x
dx then we have ,

t
 (ax)   (bx) t
 (ax) t
 (bx)


x
dx  

x


x
(1)

In,the RHS integrals put ax  u and bx  u

Then equation (1) gives,
t
 (ax)   (bx) at
 (u ) bt
 (u )


x
dx  
a
u
du 
a
 u
du

b
 (u ) bt
 (u )
 
a
u
du 
a
 u
du (2)

for ( at  b  in both integrals)

by applying the first MVT to both the integrals on RHS , so  two nomber  & such that
 [Link]. Sem. II: Maths DSCC:IC 7.20 Convergence of Improper Integrals

b
t
 (u ) du b


u
du   ( ) 
a
u
 ( ) log &
a
b
bt
 (u ) du b

at
u
du   ( ) 
a
u
  ( ) log
a

Hence equation (2), gives that

t
 (ax)   (bx) b


x
dx  [ ( )   ( )] log
a

Let  0 and t   by given conditions  ( )  0 &  ( )  1

When   0 and    hence we have


 (ax)   (bx)
dx  0  1  log
b

0
x a

Which is required proof.

˚ Exercise (7.2) ˚
1 1
1 1 1 1
1) Show that  sin dx &  sin dx converges, the farmer not absolutely & the later
0
x x 0 x x
absolutely.
2) Discuss the convergence of
1
dx
i)  [Divergent]
0
x (x 2  1)
3

1
dx
ii)  ( x  1)
0 1 x2
[Convergent]


2
cos xdx
iii) 
0 x2
[Divergent]


2
sin xdx
iv) 
0
x n1
[Convergent for n<1 & divergent for n  1 ]

2
dx
v) 
0 x(x  1)
[Convergent]


dx
vi)  1 x
0
6
sin 2 x
[Convergent]

3) test the convergence of

 [Link]. Sem. II: Maths DSCC:IC 7.21 Convergence of Improper Integrals


cos xdx
i) 
a x  x2
,a  0 [Convergent]


 1 1 1  e  x
ii)   x   dx,   0 [Convergent]
0
e  1 x 2  x

1 1  dx
iii)   
x sin nx  x
[Convergent]
0


 1  dx
iv)    ex  [Convergent]
0
x 1  x

sin x m dx
v) 0 x n , (n  1  n  m  1) [Convergent]


x log xdx
vi)  (1  x
0
2 2
)
[Convergent]

4) test the convergence of integrals

q
 1
1
i)  x  log  dx
p
[Convergent]
0  x
1
ii)  log x dx [Convergent]
0


2

x
m
iii) cos ec n xdx [Convergent]
0

2
x
iv)  log xdx
0
[Convergent]


x
v)  sin xdx
0
[Divergent]

 x 1  x 
n 1 b 1
vi) log xdx [Convergent]
0

1
dx
vii) x
0
1
3
(x  1)
2
[Convergent]
[Link]. Sem. II: Maths DSCC:IC 7.22 Convergence of Improper Integrals