IMPROPER INTEGRALS
Outline:
Improper Integrals
Infinite Interval
Discontinuous Integrand
Overview:
Integrals involving infinite limits and discontinuous integrand are considered to
be improper integrals. This chapter will discuss the methods in evaluating integrals
that are improper.
Objectives:
Upon completion of this chapter, the students will be able to:
1. Determine the different kinds of improper integrals.
2. Evaluate improper integrals.
.
Author: Harold Jan R. Terano, ECE, ME
Improper Integral
A definite integral ݂( ݔ݀ )ݔis called an improper integral if either
a. One of its limit of integration is infinite, or
b. The integrand ݂( )ݔhas one or more points of discontinuity on the interval
ܽ ݔ ܾ.
Infinite Interval
An integral in which one or both of the limits of integration are infinity is the first
kind of improper integral. In this kind, the interval of integration is said to be over an
infinite interval.
Consider the following cases:
௧
a. If ݂( ݔ݀ )ݔexists for every ܽ > ݐ, then,
ஶ ௧
݂( = ݔ݀ )ݔlim௧՜ஶ ݂(ݔ݀ )ݔ, provided the limit exists and is
finite.
b. If ௧ ݂( ݔ݀ )ݔexists for every ܾ < ݐ, then,
ିஶ ݂( = ݔ݀ )ݔlim௧՜ିஶ ௧ ݂(ݔ݀ )ݔ, provided the limits exists and
is finite.
ஶ
c. If ିஶ ݂( ݔ݀ )ݔand ݂( ݔ݀ )ݔare both convergent, then,
ஶ ஶ
ିஶ ݂(ି = ݔ݀ )ݔஶ ݂( ݔ݀ )ݔ+ ݂(ݔ݀ )ݔ,
where ܿ is any constant. If both of the integrals are convergent, then, the
integral is said to be convergent. If either of the two integrals is divergent,
then the integral is divergent.
Integrals is convergent if the associated limit exists and is a finite number and
divergent if the associated limits either doesn’t exist or is infinite.
Example(a).
ஶ ଵ
Evaluate the integral ଵ మ ݀ݔ.
௫
Solution:
ଵ
Let’s consider the area under ݂(= )ݔ ௫మ
on the interval [1,λ).
Consider the figure below,
࢟
࢟=
࢞
࢞
࢚ ՜λ
Author: Harold Jan R. Terano, ECE, ME
The area under the curve )ݔ(݂ = ݕon the interval [1, ]ݐwhere > ݐ1
and ݐis finite is,
௧ ଵ ଵ ௧ ଵ ଵ
ܣ௧ = ଵ ௫ మ ݀ = ݔቚെ ௫ቚ = െ ௧ + 1 = 1 െ ௧
ଵ
Then, get the area under the curve )ݔ(݂ = ݕon [1,λ).This is simply
the limit of ܣ௧ as ݐapproaches infinity.
ଵ
= ܣlim௧՜ஶ ܣ௧ = lim௧՜ஶ ቀ1 െ ቁ = 1
௧
Therefore,
ஶ ଵ ௧ ଵ
ଵ ௫ మ ݀ = ݔlim௧՜ஶ ଵ ௫ మ ݀ = ݔ1
Example(b).
ஶ ଵ
Determine whether or not the integral ସା௫ మ ݀ݔ converges. If it is
convergence, find its value.
Solution:
ஶ ଵ ௧ ଵ
ସା௫ మ ݀ = ݔlim௧՜ஶ ସା௫ మ ݀ݔ
ଵ ௫ ௧ ଵ ௧ ଵ గ గ
= lim ቚଶ Arctan ଶቚ = lim ቂଶ Arctan ଶቃ = ଶ
ቀ ቁ=
ଶ ସ
௧՜ஶ ௧՜ஶ
Therefore,
ஶ ଵ గ
݀= ݔ
ସା௫ మ ସ
గ
The integral converges to .
ସ
Example(c).
మ
Determine whether or not the integral ିஶ ି ݁ݔ௫ ݀ݔ converges. If it is
convergence, find its value.
Solution:
మ మ
ିஶ ି ݁ݔ௫ ݀ = ݔlim௧՜ିஶ ௧ ି ݁ݔ௫ ݀ݔ
ଵ మ ଵ ଵ మ ଵ
= lim௧՜ିஶ ቚെ ଶ ݁ ି௫ ቚ = lim௧՜ିஶ ቂെ ଶ + ଶ ݁ ି௧ ቃ = െ ଶ
௧
Therefore,
మ ଵ
ିஶ ି ݁ݔ௫ ݀ = ݔെ ଶ
ଵ
The integral converges to െ ଶ.
Example(d).
ஶଵ
Determine whether or not the integral ଵ ݀ ݔconverges. If it is convergence,
௫
find its value.
Solution:
ஶଵ ௧ଵ
ଵ ௫ ݀ = ݔlim௧՜ஶ ଵ ௫ ݀ݔ
= lim௧՜ஶ |ln |ݔଵ௧
= lim௧՜ஶ ln = ݐλ
Therefore,
ஶଵ
ଵ ௫ ݀ = ݔλ
The integral diverges.
Author: Harold Jan R. Terano, ECE, ME
Discontinuous Integrand
If ݂( )ݔis continuous on the interval ܽ ܾ < ݔbut is discontinuous at ܾ = ݔ,
then,
௧
݂( = ݔ݀ )ݔlim௧՜ష ݂(ݔ݀ )ݔ, provided the limit exists and is finite.
If ݂( )ݔis continuous on the interval ܽ < ݔ ܾ but is discontinuous at ܽ = ݔ,
then,
݂( = ݔ݀ )ݔlim௧՜శ ௧ ݂(ݔ݀ )ݔ, provided the limit exists and is finite.
If ݂( )ݔis continuous for all values of ݔon the interval ܽ ݔ ܾ except at
ܿ = ݔwhere ܽ < ܿ < ܾ, then,
݂( = ݔ݀ )ݔ ݂( ݔ݀ )ݔ+ ݂(ݔ݀ )ݔ
The integral is convergent if both of the integrals are convergent. If either of
the two integrals is divergent, then the integral is also divergent.
If ݂( )ݔis not continuous at ܽ = ݔand ܾ = ݔ, then,
݂( = ݔ݀ )ݔ ݂( ݔ݀ )ݔ+ ݂(ݔ݀ )ݔ
Also, this requires both of the integrals to be convergent for the integral to be
convergent. If either of the two integrals is divergent, then the integral is also
divergent.
Example(a).
ସ ଵ
Determine whether or not the integral ݀ݔ converges. If it is
ξସି௫
convergence, find its value.
Solution:
The integrand is not continuous at = ݔ4, then,
ସ ଵ ௧ ଵ
ସି௫ ݀ = ݔlim௧՜ସష ସି௫ ݀ݔ
ξ ξ
భ ௧
= lim௧՜ସష ቚെ2(4 െ )ݔమቚ
భ
= lim௧՜ସష ቄቂെ2(4 െ )ݐమ ቃ െ (െ4)ቅ = 4
Therefore,
ସ ଵ
ସି௫ ݀ = ݔ4
ξ
The integral converges to 4.
Example(b).
ଷ ଵ
Determine whether or not the integral మ ݀ݔ. If it is convergence, find its
(௫ିଶ) య
value.
Solution:
The integrand is not continuous at = ݔ2, so, we need to split the
integral at that point, thus,
ଷ మ ଶ మ ଷ మ
ି ି ି
( ݔെ 2) య ݀ = ݔ ( ݔെ 2) య ݀ ݔ+ ଶ ( ݔെ 2) య ݀ݔ
Author: Harold Jan R. Terano, ECE, ME
For the first integrand,
ଶ మ ௧ మ
ି ି
( ݔെ 2) య ݀ = ݔlim௧՜ଶష ( ݔെ 2) య ݀ݔ
భ ௧
= lim௧՜ଶష ቚ3( ݔെ 2) య ቚ
భ భ
= lim௧՜ଶష ቂ3( ݐെ 2) య െ 3(െ2) య ቃ
య
= 3ξ2
For the second integrand,
ଷ మ ଷ మ
ି ି
ଶ ( ݔെ 2) య ݀ = ݔlim௧՜ଶశ ௧ ( ݔെ 2) య ݀ݔ
భ ଷ
= lim௧՜ଶశ ቚ3( ݔെ 2) య ቚ
௧
భ
= lim௧՜ଶశ ቂ3 െ 3( ݐെ 2) యቃ
= 3
Therefore,
ଷ మ
ି య
( ݔെ 2) య ݀ = ݔ3 + 3ξ2
Both of the two integrals converge, thus, the integral converges to
య
3 + 3ξ2.
Example(c).
ଵ ଵ
Determine whether or not the integral ିଶ య ݀ ݔ. If it is convergence, find its
௫
value.
Solution:
The integrand is not continuous at = ݔ0, so, we need to split the
integral at that point, thus,
ଵ ଵ ଵ ଵ ଵ
ିଶ య ݀ି = ݔଶ య ݀ ݔ+ య ݀ݔ
௫ ௫ ௫
For the first integrand,
ଵ ଵ ଵ ଵ
ିଶ ௫ య ݀ = ݔቚെ ଶ௫ మቚ = െ
ଶ() మ
+
ଶ(ିଶ) మ
= െλ
ିଶ
The first integrand diverges, therefore, the integral is divergent. No
need to find for the second integrand.
Exercise
Evaluate the following integrals.
ஶଵ
1. ଵ ݀ݔ
௫
ଵ ଵ
2. ௫ ݀ݔ
ξ
ஶ ଵ
3. ௫మ
݀ݔ
ଷ ଵ
4. య ௫ିଵ ݀ݔ
ξ
Author: Harold Jan R. Terano, ECE, ME
ଷ ଵ
5. ିଵ మ ݀ݔ
௫
ଷ ଵ
6. (௫ିଵ) మ
݀ݔ
ஶ మ
7. ିஶ ି ݁ݔ௫ ݀ݔ
ஶ
8. ݁ ି௫ ݀ݔ
ଵ
9. ln ݔ݀ ݔ
ଵ ௗ௫
10. భ
௫ర
Author: Harold Jan R. Terano, ECE, ME
