Improper Integral
MA1101N Subha Sarkar, IIEST Shibpur
The theory of integration was developed under two assumptions
1. The interval of integration was required to be closed and bounded interval,
and
2. the integrand was required to be continuous on the interval.
MA1101N Subha Sarkar, IIEST Shibpur
The theory of integration was developed under two assumptions
1. The interval of integration was required to be closed and bounded interval,
and
2. the integrand was required to be continuous on the interval.
If we relax these restrictions, we have the following two types of integrals,
called improper integrals,
1. improper integrals on a finite interval where the integrand is discontinuous,
2. improper integral on an unbounded interval.
MA1101N Subha Sarkar, IIEST Shibpur
Improper Integral of First type: The limit of the integration is bounded but
the integrand function f (x) is discontinuous function in the region of
integration
MA1101N Subha Sarkar, IIEST Shibpur
Improper Integral of First type: The limit of the integration is bounded but
the integrand function f (x) is discontinuous function in the region of
integration
Z b
Case I: Convergence of f (x)dx, where a is the only point of discontinuity of
a
f (x) in [a, b].
MA1101N Subha Sarkar, IIEST Shibpur
Improper Integral of First type: The limit of the integration is bounded but
the integrand function f (x) is discontinuous function in the region of
integration
Z b
Case I: Convergence of f (x)dx, where a is the only point of discontinuity of
a
f (x) in [a, b].
Z b Z b
If ` = lim f (x)dx exists, then we say f (x)dx is convergent with the
→0+ a+ a
value `. Otherwise, we say the integral is divergent.
MA1101N Subha Sarkar, IIEST Shibpur
Example
Z 1
1
Example 1. Check the convergence of dx.
0 x
MA1101N Subha Sarkar, IIEST Shibpur
Example
Z 1
1
Example 1. Check the convergence of dx.
0 x
Z 1
1
Example 2. Check the convergence of √ dx.
0 x
MA1101N Subha Sarkar, IIEST Shibpur
Example
Z 1
1
Example 1. Check the convergence of dx.
0 x
Z 1
1
Example 2. Check the convergence of √ dx.
0 x
Z b
Case II: Convergence of f (x)dx, where b is the only point of discontinuity
a
of f (x) in [a, b].
MA1101N Subha Sarkar, IIEST Shibpur
Example
Z 1
1
Example 1. Check the convergence of dx.
0 x
Z 1
1
Example 2. Check the convergence of √ dx.
0 x
Z b
Case II: Convergence of f (x)dx, where b is the only point of discontinuity
a
of f (x) in [a, b].
Z b− Z b
If ` = lim f (x)dx exists, then we say f (x)dx is convergent with the
→0+ a a
value `. Otherwise, we say the integral is divergent.
MA1101N Subha Sarkar, IIEST Shibpur
Example
Z 1
1
Example 1. Check the convergence of dx.
0 x
Z 1
1
Example 2. Check the convergence of √ dx.
0 x
Z b
Case II: Convergence of f (x)dx, where b is the only point of discontinuity
a
of f (x) in [a, b].
Z b− Z b
If ` = lim f (x)dx exists, then we say f (x)dx is convergent with the
→0+ a a
value `. Otherwise, we say the integral is divergent.
Z 1
1
Example 3. Check the convergence of dx.
0 1−x
MA1101N Subha Sarkar, IIEST Shibpur
Example
Z 1
1
Example 1. Check the convergence of dx.
0 x
Z 1
1
Example 2. Check the convergence of √ dx.
0 x
Z b
Case II: Convergence of f (x)dx, where b is the only point of discontinuity
a
of f (x) in [a, b].
Z b− Z b
If ` = lim f (x)dx exists, then we say f (x)dx is convergent with the
→0+ a a
value `. Otherwise, we say the integral is divergent.
Z 1
1
Example 3. Check the convergence of dx.
0 1−x
Z 1
1
Example 4. Check the convergence of √ dx.
0 1 − x2
MA1101N Subha Sarkar, IIEST Shibpur
Z b
Case III: Convergence of f (x)dx, where a, b are the only points of
a
discontinuity of f (x) in [a, b].
MA1101N Subha Sarkar, IIEST Shibpur
Z b
Case III: Convergence of f (x)dx, where a, b are the only points of
a
discontinuity of f (x) in [a, b].
In this case, for any c ∈ (a, b), we write
Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx.
a a c
MA1101N Subha Sarkar, IIEST Shibpur
Z b
Case III: Convergence of f (x)dx, where a, b are the only points of
a
discontinuity of f (x) in [a, b].
In this case, for any c ∈ (a, b), we write
Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx.
a a c
Z c Z b−δ Z b
If lim f (x)dx and lim f (x)dx exist, then we say f (x)dx is
→0+ a+ δ→0+ c a
convergent. Otherwise, we say the integral is divergent.
MA1101N Subha Sarkar, IIEST Shibpur
Z b
Case III: Convergence of f (x)dx, where a, b are the only points of
a
discontinuity of f (x) in [a, b].
In this case, for any c ∈ (a, b), we write
Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx.
a a c
Z c Z b−δ Z b
If lim f (x)dx and lim f (x)dx exist, then we say f (x)dx is
→0+ a+ δ→0+ c a
convergent. Otherwise, we say the integral is divergent.
Z 2
1
Example 5. Check the convergence of p dx.
0 x(2 − x)
MA1101N Subha Sarkar, IIEST Shibpur
Z b
Case III: Convergence of f (x)dx, where a, b are the only points of
a
discontinuity of f (x) in [a, b].
In this case, for any c ∈ (a, b), we write
Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx.
a a c
Z c Z b−δ Z b
If lim f (x)dx and lim f (x)dx exist, then we say f (x)dx is
→0+ a+ δ→0+ c a
convergent. Otherwise, we say the integral is divergent.
Z 2
1
Example 5. Check the convergence of p dx.
0 x(2 − x)
Z b
Case III: Convergence of f (x)dx, where c ∈ (a, b) is the only point of
a
discontinuity of f (x) in [a, b].
MA1101N Subha Sarkar, IIEST Shibpur
Example
Example
Z b
dx
The integral is convergent iff µ < 1.
a (x − a)µ
MA1101N Subha Sarkar, IIEST Shibpur
Example
Example
Z b
dx
The integral is convergent iff µ < 1.
a (x − a)µ
Example
Z b
dx
The integral is convergent iff µ < 1.
a (b − x)µ
MA1101N Subha Sarkar, IIEST Shibpur
Theorems
Theorem
Comparison Test: Let a be the only point of discontinuity of the functions f (x)
and g (x) in the interval [a, b]. If 0 ≤ f (x) ≤ kg (x) for all x ∈ [a, b] and k > 0.
Then Z
b Z b
(i) If g (x)dx is convergent then f (x)dx is also convergent.
Za b Z a
b
(ii) If f (x)dx is divergent then g (x)dx is also divergent.
a a
MA1101N Subha Sarkar, IIEST Shibpur
Theorems
Theorem
Comparison Test: Let a be the only point of discontinuity of the functions f (x)
and g (x) in the interval [a, b]. If 0 ≤ f (x) ≤ kg (x) for all x ∈ [a, b] and k > 0.
Then Z
b Z b
(i) If g (x)dx is convergent then f (x)dx is also convergent.
Za b Z a
b
(ii) If f (x)dx is divergent then g (x)dx is also divergent.
a a
Theorem
Limit Comparison Test: Let a be the only point of discontinuity of the
functions f (x) and g (x) in the interval [a, b] and f (x), g (x) > 0 for all
x ∈ [a, b]. Let ` = limx→a+ gf (x)
(x)
.
Z b Z b
(i) If ` is non zero and finite, then g (x)dx and f (x)dx both converge or
a a
diverge together. Z
b Z b
(ii) If ` = 0, then g (x)dx converges ⇒ f (x)dx converges.
aZ Za b
b
(iii) If ` = ∞, then g (x)dx diverges ⇒ f (x)dx diverges.
a a
MA1101N Subha Sarkar, IIEST Shibpur
Example
1
x p−1
Z
Example 6. Examine the convergence of dx for different values of p.
0 1+x
MA1101N Subha Sarkar, IIEST Shibpur
Example
1
x p−1
Z
Example 6. Examine the convergence of dx for different values of p.
0 1+x
Z 1
dx
Example 7. Show that p is convergent.
0 (1 + x)(2 + x) x(1 − x)
MA1101N Subha Sarkar, IIEST Shibpur
Example
1
x p−1
Z
Example 6. Examine the convergence of dx for different values of p.
0 1+x
Z 1
dx
Example 7. Show that p is convergent.
0 (1 + x)(2 + x) x(1 − x)
Exercises:
1
x p−1
Z
1. Examine the convergence of dx for different values of p.
0 1−x
Z 1
m−1 n−1
2. Show that x (1 − x) dx is convergent iff m, n > 0.
0
π/2
xm
Z
3. Show that dx is convergent iff n < 1 + m.
0 sinn x
Z 1
4. Examine the convergence of x n−1 log x dx.
0
Z 1
5. Examine the convergence of x m−1 (1 − x)n−1 log x dx.
0
MA1101N Subha Sarkar, IIEST Shibpur
Improper Integral of Second type: Improper integral on an unbounded
interval.
MA1101N Subha Sarkar, IIEST Shibpur
Improper Integral of Second type: Improper integral on an unbounded
interval.
Z ∞
Case I: Convergence of f (x)dx where f is continuous on [a, ∞).
a
MA1101N Subha Sarkar, IIEST Shibpur
Improper Integral of Second type: Improper integral on an unbounded
interval.
Z ∞
Case I: Convergence of f (x)dx where f is continuous on [a, ∞).
Z X a Z ∞
If ` = lim f (x)dx exists and finite, then we say f (x)dx converges
X →∞ a a
with value `.
MA1101N Subha Sarkar, IIEST Shibpur
Improper Integral of Second type: Improper integral on an unbounded
interval.
Z ∞
Case I: Convergence of f (x)dx where f is continuous on [a, ∞).
Z X a Z ∞
If ` = lim f (x)dx exists and finite, then we say f (x)dx converges
X →∞ a a
with value `.
Z ∞
Example 8. Check the convergence of e −x dx.
0
MA1101N Subha Sarkar, IIEST Shibpur
Improper Integral of Second type: Improper integral on an unbounded
interval.
Z ∞
Case I: Convergence of f (x)dx where f is continuous on [a, ∞).
Z X a Z ∞
If ` = lim f (x)dx exists and finite, then we say f (x)dx converges
X →∞ a a
with value `.
Z ∞
Example 8. Check the convergence of e −x dx.
0
Z ∞
dx
Example 9. Check the convergence of .
0 1+x
MA1101N Subha Sarkar, IIEST Shibpur
Improper Integral of Second type: Improper integral on an unbounded
interval.
Z ∞
Case I: Convergence of f (x)dx where f is continuous on [a, ∞).
Z X a Z ∞
If ` = lim f (x)dx exists and finite, then we say f (x)dx converges
X →∞ a a
with value `.
Z ∞
Example 8. Check the convergence of e −x dx.
0
Z ∞
dx
Example 9. Check the convergence of .
0 1+x
Z b
Case II: Convergence of f (x)dx where f is continuous on (−∞, b].
−∞
MA1101N Subha Sarkar, IIEST Shibpur
Improper Integral of Second type: Improper integral on an unbounded
interval.
Z ∞
Case I: Convergence of f (x)dx where f is continuous on [a, ∞).
Z X a Z ∞
If ` = lim f (x)dx exists and finite, then we say f (x)dx converges
X →∞ a a
with value `.
Z ∞
Example 8. Check the convergence of e −x dx.
0
Z ∞
dx
Example 9. Check the convergence of .
0 1+x
Z b
Case II: Convergence of f (x)dx where f is continuous on (−∞, b].
−∞
Z b Z b
If ` = lim f (x)dx exists and finite, then we say f (x)dx converges
X →−∞ X −∞
with value `.
MA1101N Subha Sarkar, IIEST Shibpur
Continuation
Z ∞
Case III: Convergence of f (x)dx where f is continuous on (−∞, ∞).
−∞
MA1101N Subha Sarkar, IIEST Shibpur
Continuation
Z ∞
Case III: Convergence of f (x)dx where f is continuous on (−∞, ∞).
−∞
In this case, for any c ∈ R, we write
Z ∞ Z c Z ∞
f (x)dx = f (x)dx + f (x)dx
−∞ −∞ c
MA1101N Subha Sarkar, IIEST Shibpur
Continuation
Z ∞
Case III: Convergence of f (x)dx where f is continuous on (−∞, ∞).
−∞
In this case, for any c ∈ R, we write
Z ∞ Z c Z ∞
f (x)dx = f (x)dx + f (x)dx
−∞ −∞ c
Z ∞
dx
Example 10. Check the convergence of .
−∞ 1 + x2
MA1101N Subha Sarkar, IIEST Shibpur
Continuation
Z ∞
Case III: Convergence of f (x)dx where f is continuous on (−∞, ∞).
−∞
In this case, for any c ∈ R, we write
Z ∞ Z c Z ∞
f (x)dx = f (x)dx + f (x)dx
−∞ −∞ c
Z ∞
dx
Example 10. Check the convergence of .
−∞ 1 + x2
Example
Z ∞
dx
The integral , where a > 0 is convergent iff µ > 1.
a xµ
MA1101N Subha Sarkar, IIEST Shibpur
Continuation
Z ∞
Case III: Convergence of f (x)dx where f is continuous on (−∞, ∞).
−∞
In this case, for any c ∈ R, we write
Z ∞ Z c Z ∞
f (x)dx = f (x)dx + f (x)dx
−∞ −∞ c
Z ∞
dx
Example 10. Check the convergence of .
−∞ 1 + x2
Example
Z ∞
dx
The integral , where a > 0 is convergent iff µ > 1.
a xµ
µ-test: Let f (x) > 0 for all x ≥ a. If lim x µ f (x) = ` is non-zero and finite,
Z ∞ x→∞
then f (x)dx is convergent iff µ > 1.
a
MA1101N Subha Sarkar, IIEST Shibpur
Theorems
Theorem
Comparison Test: Let f (x) and g (x) be continuous in the interval [a, ∞). If
0 ≤ f Z(x) ≤ kg (x) for all x ≥ a and k Z> 0. Then
∞ ∞
(i) If g (x)dx is convergent then f (x)dx is also convergent.
Za ∞ Z a
∞
(ii) If f (x)dx is divergent then g (x)dx is also divergent.
a a
MA1101N Subha Sarkar, IIEST Shibpur
Theorems
Theorem
Comparison Test: Let f (x) and g (x) be continuous in the interval [a, ∞). If
0 ≤ f Z(x) ≤ kg (x) for all x ≥ a and k Z> 0. Then
∞ ∞
(i) If g (x)dx is convergent then f (x)dx is also convergent.
Za ∞ Z a
∞
(ii) If f (x)dx is divergent then g (x)dx is also divergent.
a a
Theorem
Limit Comparison Test: Let f (x) and g (x) be continuous in [a, ∞) and
f (x), g (x) > 0 for all x ≥ a. Let ` = limx→∞ gf (x)
(x)
.
Z ∞ Z ∞
(i) If ` is non zero and finite, then g (x)dx and f (x)dx both converge
a a
or diverge together.Z ∞ Z ∞
(ii) If ` = 0, then g (x)dx converges ⇒ f (x)dx converges.
aZ Za ∞
∞
(iii) If ` = ∞, then g (x)dx diverges ⇒ f (x)dx diverges.
a a
MA1101N Subha Sarkar, IIEST Shibpur
Exercise
Z ∞
dx
Example 11. Test the convergence of .
1 x(1 + x 2 )
MA1101N Subha Sarkar, IIEST Shibpur
Exercise
Z ∞
dx
Example 11. Test the convergence of .
1 x(1 + x 2 )
Z ∞
dx
Example 12. Test the convergence of √ .
1 x(1 + x)1/4
MA1101N Subha Sarkar, IIEST Shibpur
Exercise
Z ∞
dx
Example 11. Test the convergence of .
1 x(1 + x 2 )
Z ∞
dx
Example 12. Test the convergence of √ .
1 x(1 + x)1/4
Z ∞
1
Example 13. Examine the convergence of x − 2 e −x dx.
0
MA1101N Subha Sarkar, IIEST Shibpur
Exercise
Z ∞
dx
Example 11. Test the convergence of .
1 x(1 + x 2 )
Z ∞
dx
Example 12. Test the convergence of √ .
1 x(1 + x)1/4
Z ∞
1
Example 13. Examine the convergence of x − 2 e −x dx.
0
Exercises: Z ∞
1. Prove that x n−1 e −x dx is convergent iff n > 0.
0
x p−1
R∞
2. Examine the convergence of 0 1+x
dx, for different values of p.
MA1101N Subha Sarkar, IIEST Shibpur