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Understanding Improper Riemann Integrals

The document discusses improper Riemann integrals, which extend the classical Riemann integral to handle unbounded functions or infinite intervals. It outlines two types of improper integrals: those with unbounded intervals and those with infinite discontinuities, along with conditions for convergence and divergence. Additionally, it presents examples and comparison tests for determining the convergence of improper integrals.

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17 views3 pages

Understanding Improper Riemann Integrals

The document discusses improper Riemann integrals, which extend the classical Riemann integral to handle unbounded functions or infinite intervals. It outlines two types of improper integrals: those with unbounded intervals and those with infinite discontinuities, along with conditions for convergence and divergence. Additionally, it presents examples and comparison tests for determining the convergence of improper integrals.

Uploaded by

adityakarmata30
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Improper Riemann Integrals

November 7, 2025

1 Introduction
The classical Riemann integral applies to functions that are bounded and defined on
a closed and bounded interval [a, b]. However, many important functions are not
bounded or are defined over infinite intervals. To handle such cases, we extend the
Riemann integral to the improper integral.
Improper integrals are fundamental in:
• Probability theory (e.g. normal distribution),
• Physics (e.g. gravitational or electric potential),
• Engineering (e.g. Laplace transforms),
• Mathematical analysis (e.g. convergence tests and transforms).

2 Types of Improper Integrals


Improper integrals occur when either:
(a) the interval of integration is unbounded, or
(b) the integrand becomes unbounded (has an infinite discontinuity).

2.1 Unbounded Intervals (Type I)


If the upper limit is infinite:
Z ∞ Z t
f (x) dx = lim f (x) dx
a t→∞ a
If the lower limit is infinite:
Z b Z b
f (x) dx = lim f (x) dx
−∞ t→−∞ t

If both limits are infinite:


Z ∞ Z A
f (x) dx = lim f (x) dx
−∞ A→∞,B→−∞ B

or symmetrically,
Z ∞ Z 0 Z t
f (x) dx = lim f (x) dx + lim f (x) dx
−∞ t→−∞ t t→∞ 0

1
2.2 Infinite Discontinuities (Type II)
If f (x) is unbounded near an endpoint or interior point:

• Discontinuity at the left endpoint a:


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

• Discontinuity at the right endpoint b:


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

• Discontinuity at an interior point c ∈ (a, b):


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

The integral converges only if all corresponding limits exist and are finite.

3 Convergence and Divergence


• If the limit defining an improper integral exists and is finite, the integral is said
to converge.

• If the limit is infinite or does not exist, the integral diverges.

4 Examples
Example 1
Z ∞ Z t  t
1 −2 1
dx = lim x dx = lim − = 1.
1 x2 t→∞ 1 t→∞ x 1
Convergent.

Example 2
Z ∞
1
dx = lim ln t = ∞.
1 x t→∞

Divergent.

Example 3
Z 1 √
1
√ dx = lim [2 x]1t = 2.
0 x t→0+

Convergent.
Example 4
Z ∞ √
2
e−x dx = π.
−∞

Convergent.

5 Comparison Tests for Convergence


5.1 Direct Comparison Test
If 0 ≤ f (x) ≤ g(x) for all x ≥ a, then:
R∞ R∞
• If a g(x) dx converges, so does a f (x) dx.
R∞ R∞
• If a f (x) dx diverges, so does a g(x) dx.

5.2 Limit Comparison Test


For f (x), g(x) > 0 and
f (x)
lim = L, 0 < L < ∞,
x→∞ g(x)
R R
then f and g either both converge or both diverge.

5.3 p-Test
(
Z ∞ 1
1 p−1
, p > 1 (convergent)
dx =
1 xp ∞, p ≤ 1 (divergent)

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