Calculus

2110014

Improper Integrals

Dr. Ramesh Damor

Department of Mathematics
[Link] of Engineering,
Ahmedabad- 380 009
Gujarat (India)
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Topics

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Topics

1 Introduction

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Topics

1 Introduction
2 Improper Integrals

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Topics

1 Introduction
2 Improper Integrals
3 Improper Integral of Type-I and Type-II

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Topics

1 Introduction
2 Improper Integrals
3 Improper Integral of Type-I and Type-II
4 Convergence and Divergence of Improper
Integrals

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Chapter : Improper Integrals

Introduction

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Chapter : Improper Integrals

Introduction
Z b
f (x)dx
a
Definite integrals has the domain of integration [a, b] be
finite

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Chapter : Improper Integrals

Introduction
Z b
f (x)dx
a
Definite integrals has the domain of integration [a, b] be
finite and the range of the integrand be finite on this
domain.

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 3 / 62

Chapter : Improper Integrals

Introduction
Z b
f (x)dx
a
Definite integrals has the domain of integration [a, b] be
finite and the range of the integrand be finite on this
domain. f does not have infinitely discontinuity.

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In practice, we may encounter problems that fail to meet
one or both of these conditions

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 4 / 62

In practice, we may encounter problems that fail to meet
one or both of these conditions
Here, we extend the concept of a definite integral to the
case where the interval is infinite.

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 4 / 62

In practice, we may encounter problems that fail to meet
one or both of these conditions
Here, we extend the concept of a definite integral to the
case where the interval is infinite.
also to the case where f has an infinite discontinuity in
[a, b] .

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Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 5 / 62
In either case the integral is called an improper integral.

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 5 / 62

In either case the integral is called an improper integral.
Improper integrals play an important role when
investigating the convergence of certain infinite series.

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 5 / 62

In either case the integral is called an improper integral.
Improper integrals play an important role when
investigating the convergence of certain infinite series.
One of the most important applications of this idea,
probability distributions.

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 lnx
The integral for the area under the curve y = x2 from
0 to ∞.

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 6 / 62

 lnx
The integral for the area under the curve y = x2 from
0 to ∞.
Here, the domain is infinite .

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Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 7 / 62
 The integral for the area under the curve of y = √1
x
between x = 0 and x = 1.

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 8 / 62

 The integral for the area under the curve of y = √1
x
between x = 0 and x = 1.
Here, the range of the integrand is infinite.

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Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 9 / 62
 1
Consider the infinite region S under a curve y = x2 above
the x axis and right of the line x = 1.

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Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 12 / 62
The area of the part of S that lies to the left of the line
x = t is given by

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 12 / 62

 1
limt→∞ A(t) = limt→∞ (1 − ) = 1
t

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 1
limt→∞ A(t) = limt→∞ (1 − ) = 1
t
The area of the shaded region approaches 1 as t → ∞
,

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 1
limt→∞ A(t) = limt→∞ (1 − ) = 1
t
The area of the shaded region approaches 1 as t → ∞
,
so we say that the area of the infinite regionS is equal
to 1.

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 13 / 62

 1
limt→∞ A(t) = limt→∞ (1 − ) = 1
t
The area of the shaded region approaches 1 as t → ∞
,
so we say that the area of the infinite regionS is equal
to 1.
Z ∞ Z t
1 1
dx = limt→∞ dx = 1
1 x2 1 x2

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Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 14 / 62
Improper Integrals
The integral Z b
f (x)dx
a
is called improper integral if

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Improper Integrals
The integral Z b
f (x)dx
a
is called improper integral if
(1) One or both limits of integration are infinite.

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 15 / 62

Improper Integrals
The integral Z b
f (x)dx
a
is called improper integral if
(1) One or both limits of integration are infinite.
(2) Function f (x) becomes infinite at a point within or at
the end points of the interval of integration

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Type I Improper Integral

Integrals with infinite limits of integration are improper

integrals of Type I.

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Type I Improper Integral

Integrals with infinite limits of integration are improper

integrals of Type I.
If f (x) is continuous on [a, ∞) then
Z ∞
f (x)dx
a

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Type I Improper Integral

Integrals with infinite limits of integration are improper

integrals of Type I.
If f (x) is continuous on [a, ∞) then
Z ∞
f (x)dx
a
Z b
= limb→∞ f (x)dx
a

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 If f (x) is continuous on (−∞, b] then,

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 17 / 62

 If f (x) is continuous on (−∞, b] then,
Z b
f (x)dx
−∞

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 17 / 62

 If f (x) is continuous on (−∞, b] then,
Z b
f (x)dx
−∞
Z b
= lima→−∞ f (x)dx
a

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Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 18 / 62
If f (x) is continuous on (−∞, −∞) then

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 18 / 62

If f (x) is continuous on (−∞, −∞) then
Z ∞
f (x)dx
−∞

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 18 / 62

If f (x) is continuous on (−∞, −∞) then
Z ∞
f (x)dx
−∞
Z c Z ∞
= f (x)dx + f (x)dx
−∞ c
,where c is any real number.

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Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 19 / 62
In each case, if the limit is finite we say that the improper
integral converges.

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In each case, if the limit is finite we say that the improper
integral converges.
and that the limit is the value of the improper integral.

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In each case, if the limit is finite we say that the improper
integral converges.
and that the limit is the value of the improper integral.
If the limit fails to exist, the improper integral diverges.

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 lnx
Evaluate area under the curve y = x2 from x = 1 to
x = ∞.

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 20 / 62

 lnx
Evaluate area under the curve y = x2 from x = 1 to
x = ∞.

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 20 / 62

Area under the curve is given by
Z ∞
lnx
dx
1 x2

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 21 / 62

Area under the curve is given by
Z ∞
lnx
dx
1 x2
Z b
lnx
= limb→∞ dx
1 x2
using Integrating by parts

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 21 / 62

Area under the curve is given by
Z ∞
lnx
dx
1 x2
Z b
lnx
= limb→∞ dx
1 x2
using Integrating by parts
 b Z b b
1 −1
Z
lnx 1
2
dx = lnx(− ) − ( )
1 x x 1 x x 1
Now simplifying

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 21 / 62

Area under the curve is given by
Z ∞
lnx
dx
1 x2
Z b
lnx
= limb→∞ dx
1 x2
using Integrating by parts
 b Z b b
1 −1
Z
lnx 1
2
dx = lnx(− ) − ( )
1 x x 1 x x 1
Now simplifying
−lnb 1
= − +1
b b
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 Z b
lnx
limb→∞ dx
1 x2

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 22 / 62

 Z b
lnx
limb→∞ dx
1 x2
 
−lnb 1
limb→∞ − +1
b b

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 Z b
lnx
limb→∞ dx
1 x2
 
−lnb 1
limb→∞ − +1
b b
−lnb
= limb→∞ +1
b

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 22 / 62

 Z b
lnx
limb→∞ dx
1 x2
 
−lnb 1
limb→∞ − +1
b b
−lnb
= limb→∞ +1
b
Applying L’Hospitals rule

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 −lnb −1
limb→∞ = limb→∞ =0
b b

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 −lnb −1
limb→∞ = limb→∞ =0
b b
so Z b
lnx
limb→∞ 2
dx = 1
1 x

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 −lnb −1
limb→∞
= limb→∞ =0
b b
so Z b
lnx
limb→∞ 2
dx = 1
1 x
Improper integral converges and area has finite value 1.

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 −x
Evaluate area under a curve e 2 in the first quadrant.

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 −x
Evaluate area under a curve e 2 in the first quadrant.

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 24 / 62

Here the area given by
Z ∞
−x
e 2 dx
0

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 25 / 62

Here the area given by
Z ∞
−x
e 2 dx
0
Z b
−x
= limb→∞ e 2 dx
0

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 25 / 62

Here the area given by
Z ∞
−x
e 2 dx
0
Z b
−x
= limb→∞ e 2 dx
0
h −x
ib
= limb→∞ e (−2) dx
2
0

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Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 26 / 62
 h −b
i
limb→∞ e (−2) + 2 2

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 26 / 62

 h −b
i
limb→∞ e (−2) + 2 2

Z b h i
−x −b
limb→∞ e dx = limb→∞ e (−2) + 2
2 2

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 26 / 62

 h −b
i
limb→∞ e (−2) + 2 2

Z b h i
−x −b
limb→∞ e dx = limb→∞ e (−2) + 2
2 2

=2

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 26 / 62

Evaluating integral (−∞, ∞)
Evaluate Z ∞
1
2
dx
−∞ 1 + x

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 27 / 62

Evaluating integral (−∞, ∞)
Evaluate Z ∞
1
2
dx
−∞ 1 + x
Z ∞ Z 0 Z ∞
1 1 1
2
dx = 2
dx + dx
−∞ 1 + x −∞ 1 + x 0 1 + x2

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 27 / 62

Evaluating integral (−∞, ∞)
Evaluate Z ∞
1
2
dx
−∞ 1 + x
Z ∞ Z 0 Z ∞
1 1 1
2
dx = 2
dx + dx
−∞ 1 + x −∞ 1 + x 0 1 + x2
Z 0 Z 0
1 1
2
dx = lima→−∞ 2
dx
−∞ 1 + x a 1+x

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 27 / 62

Evaluating integral (−∞, ∞)
Evaluate Z ∞
1
2
dx
−∞ 1 + x
Z ∞ Z 0 Z ∞
1 1 1
2
dx = 2
dx + dx
−∞ 1 + x −∞ 1 + x 0 1 + x2
Z 0 Z 0
1 1
2
dx = lima→−∞ 2
dx
−∞ 1 + x a 1+x
Z ∞ Z b
1 1
dx = lim b→∞ dx
0 1 + x2 0 1+x
2

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 27 / 62

 Z 0 Z 0
1 1
2
dx = lima→−∞ dx
−∞ 1 + x a 1 + x2

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 28 / 62

 Z 0 Z 0
1 1
2
dx = lima→−∞ 2
dx
−∞ 1 + x a 1+x
Z 0
1  −1 0
lima→−∞ 2
= lima→−∞ tan x a
a 1+x

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 28 / 62

 Z 0 Z 0
1 1
2
dx = lima→−∞ 2
dx
−∞ 1 + x a 1+x
Z 0
1  −1 0
lima→−∞ 2
= lima→−∞ tan x a
a 1+x

= lima→−∞ tan−1 0 − tan−1 a

 

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 28 / 62

 Z 0 Z 0
1 1
2
dx = lima→−∞ 2
dx
−∞ 1 + x a 1+x
Z 0
1  −1 0
lima→−∞ 2
= lima→−∞ tan x a
a 1+x

= lima→−∞ tan−1 0 − tan−1 a

 

= lima→−∞ − tan−1 a
 

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 28 / 62

 Z 0 Z 0
1 1
2
dx = lima→−∞ 2
dx
−∞ 1 + x a 1+x
Z 0
1  −1 0
lima→−∞ 2
= lima→−∞ tan x a
a 1+x

= lima→−∞ tan−1 0 − tan−1 a

 

= lima→−∞ − tan−1 a
 

π
=
2

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 28 / 62

Similarly
Z ∞ Z b
1 1
dx = limb→∞ dx
0 1 + x2 0 1 + x2

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 29 / 62

Similarly
Z ∞ Z b
1 1
dx = limb→∞ dx
0 1 + x2 0 1 + x2
Z b
1  −1 b
limb→∞ = limb→∞ tan x 0
0 1 + x2

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 29 / 62

Similarly
Z ∞ Z b
1 1
dx = limb→∞ dx
0 1 + x2 0 1 + x2
Z b
1  −1 b
limb→∞ 2
= limb→∞ tan x 0
0 1+x

= limb→∞ tan−1 b
 

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 29 / 62

Similarly
Z ∞ Z b
1 1
dx = limb→∞ dx
0 1 + x2 0 1 + x2
Z b
1  −1 b
limb→∞ 2
= limb→∞ tan x 0
0 1+x

= limb→∞ tan−1 b
 

π
=
2

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 29 / 62

 Z ∞
1
2
dx
−∞ 1 + x

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 30 / 62

 Z ∞
1
2
dx
−∞ 1 + x
Z 0 Z ∞
1 1
= 2
dx + dx
−∞ 1 + x 0 1 + x2

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 30 / 62

 Z ∞
1
2
dx
−∞ 1 + x
Z 0 Z ∞
1 1
= 2
dx + dx
−∞ 1 + x 0 1 + x2
π π
= + =π
2 2

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 30 / 62

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 31 / 62
Evaluate Z ∞
1
1 x

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 32 / 62

Evaluate Z ∞
1
1 x
Z b
1
= limb→∞
1 x

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 32 / 62

Evaluate Z ∞
1
1 x
Z b
1
= limb→∞
1 x

= limb→∞ [ln | x |]b1

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 32 / 62

Evaluate Z ∞
1
1 x
Z b
1
= limb→∞
1 x

= limb→∞ [ln | x |]b1

= limb→∞ [lnb − ln1]

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 32 / 62

Evaluate Z ∞
1
1 x
Z b
1
= limb→∞
1 x

= limb→∞ [ln | x |]b1

= limb→∞ [lnb − ln1]

limb→∞ lnb → ∞

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 32 / 62

Evaluate Z ∞
1
1 x
Z b
1
= limb→∞
1 x

= limb→∞ [ln | x |]b1

= limb→∞ [lnb − ln1]

limb→∞ lnb → ∞
Limit does not exists so the integral diverges.
Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 32 / 62
For what value of p the integral
Z ∞
1
1 xp
converges ?

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 33 / 62

For what value of p the integral
Z ∞
1
1 xp
converges ? Z ∞
1
dx
1 xp

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 33 / 62

For what value of p the integral
Z ∞
1
1 xp
converges ? Z ∞
1
dx
1 xp
Z b
1
= limb→∞ dx
1 xp

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 33 / 62

For what value of p the integral
Z ∞
1
1 xp
converges ? Z ∞
1
dx
1 xp
Z b
1
= limb→∞ p
dx
1 x
 −p+1 b
x
= limb→∞
−p + 1 1

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Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 34 / 62
 b −p+1
 
1
= limb→∞ −
−p + 1 −p + 1

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 34 / 62

 b −p+1
 
1
= limb→∞ −
−p + 1 −p + 1
 
1 1
= limb→∞ −1
1 − p b p−1

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 34 / 62

 b −p+1
 
1
= limb→∞ −
−p + 1 −p + 1
 
1 1
= limb→∞ −1
1 − p b p−1
Case-1, If p > 1 then p − 1 > 0

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 34 / 62

 b −p+1
 
1
= limb→∞ −
−p + 1 −p + 1
 
1 1
= limb→∞ −1
1 − p b p−1
Case-1, If p > 1 then p − 1 > 0
1
and limb→∞ bp−1 →0

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 34 / 62

 b −p+1
 
1
= limb→∞ −
−p + 1 −p + 1
 
1 1
= limb→∞ −1
1 − p b p−1
Case-1, If p > 1 then p − 1 > 0
1
and limb→∞ bp−1 →0
 
1 1 1
limb→∞ p−1
−1 =
1−p b p−1

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 34 / 62

 b −p+1
 
1
= limb→∞ −
−p + 1 −p + 1
 
1 1
= limb→∞ −1
1 − p b p−1
Case-1, If p > 1 then p − 1 > 0
1
and limb→∞ bp−1 →0
 
1 1 1
limb→∞ p−1
−1 =
1−p b p−1
which is finite.

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 34 / 62

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 35 / 62
Case-2, If p < 1 then p − 1 < 0

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 35 / 62

Case-2, If p < 1 then p − 1 < 0
1
and limb→∞ bp−1 →∞

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 35 / 62

Case-2, If p < 1 then p − 1 < 0
1
and limb→∞ bp−1 →∞
 
1 1
limb→∞ − 1 → −∞
1 − p b p−1

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 35 / 62

Case-2, If p < 1 then p − 1 < 0
1
and limb→∞ bp−1 →∞
 
1 1
limb→∞ − 1 → −∞
1 − p b p−1
which is not finite.

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 35 / 62

Llarge Case-3, If p = 1
Z ∞
1
dx
1 xp
As computed earlier the limit is not finite.

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 36 / 62

Llarge Case-3, If p = 1
Z ∞
1
dx
1 xp
As computed earlier the limit is not finite.
Z ∞
1
dx
1 xp
, converges for p > 1 and diverges for p ≤ 1.

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 36 / 62

Let’s try to evaluate the following improper integrals

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 37 / 62

Let’s try to evaluate the following improper integrals
(1) Z ∞
1
x −x
dx
−∞ e + e

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 37 / 62

Let’s try to evaluate the following improper integrals
(1) Z ∞
1
x −x
dx
−∞ e + e
Z ∞
ex
= 2x + 1
dx
−∞ e

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 37 / 62

Let’s try to evaluate the following improper integrals
(1) Z ∞
1
x −x
dx
−∞ e + e
Z ∞
ex
= 2x + 1
dx
−∞ e
Z 0 Z b
ex ex
lima→−∞ 2x + 1
dx + limb→∞ 2x + 1
dx
a e 0 e

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 37 / 62

 ex
Z
dx
e 2x + 1

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 38 / 62

 ex
Z
dx
e 2x + 1
ex
Z
2x
dx = tan−1 e x
e +1

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 38 / 62

 ex
Z
dx
e 2x + 1
ex
Z
2x
dx = tan−1 e x
e +1
Z ∞
1
x −x
dx
−∞ e + e

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 38 / 62

 ex
Z
dx
e 2x + 1
ex
Z
2x
dx = tan−1 e x
e +1
Z ∞
1
x −x
dx
−∞ e + e
0 b
= lima→−∞ tan−1 e x a + limb→∞ tan−1 e x 0
 

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 38 / 62

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 39 / 62
 hπ i h πi
−1 a −1 b
= lima→−∞ − tan e + limb→∞ tan e −
4 4

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 39 / 62

 hπ i h πi
−1 a −1 b
= lima→−∞ − tan e + limb→∞ tan e −
4 4
hπ πi
i hπ
−0 + −
4 2 4

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 39 / 62

 hπ i h πi
−1 a −1 b
= lima→−∞ − tan e + limb→∞ tan e −
4 4
hπ πi
i hπ
−0 + −
4 2 4
π
=
2

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 39 / 62

Type II Improper Integrals
Integrals of functions that become infinite at a point
within the interval of integration are improper integrals of
type II.

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 40 / 62

Type II Improper Integrals
Integrals of functions that become infinite at a point
within the interval of integration are improper integrals of
type II.
If f (x) is continuous on (a, b] and discontinuous at a
then
Z b Z b
f (x)dx = limt→a+ f (x)dx
a t

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 40 / 62

 If f (x) is continuous on [a, b) then

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 41 / 62

 If f (x) is continuous on [a, b) then
Z b Z t
f (x)dx = limt→b− f (x)dx
a a

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 41 / 62

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 42 / 62
If f (x) is discontinuous at c, where a < c < b and
continuous on [a, c) ∪ (c, b] then,

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 42 / 62

If f (x) is discontinuous at c, where a < c < b and
continuous on [a, c) ∪ (c, b] then,
Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx
a a c

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 42 / 62

In each case, if the limit is finite we say the improper
integral converges and that the limit is the value of the
improper integral.

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 43 / 62

In each case, if the limit is finite we say the improper
integral converges and that the limit is the value of the
improper integral.
If the limit does not exist, the integral diverges.

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 43 / 62

Find Z 5
1
√ dx
2 x −2

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 44 / 62

Find Z 5
1
√
dx
2 x −2
Z 5
1
= limt→2+ √ dx
t x −2

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 44 / 62

Find Z 5
1
√
dx
2 x −2
Z 5
1
= limt→2+ √ dx
t x −2
"√ #5
x −2
= limt→2+ 1
2 t

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 44 / 62

Find Z 5
1
√
dx
2 x −2
Z 5
1
= limt→2+ √ dx
t x −2
"√ #5
x −2
= limt→2+ 1
2 t
h√ √ i
= limt→2+ 2 3− t −2

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 44 / 62

Find Z 5
1
√
dx
2 x −2
Z 5
1
= limt→2+ √ dx
t x −2
"√ #5
x −2
= limt→2+ 1
2 t
h√ √ i
= limt→2+ 2 3− t −2

√
=2 3
Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 44 / 62
Thus the given improper integral is convergent and, since
the integrand is positive, we can interpret the value of the
integral as the area of the shaded region in Figure

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 45 / 62

Thus the given improper integral is convergent and, since
the integrand is positive, we can interpret the value of the
integral as the area of the shaded region in Figure

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 45 / 62

Determine Z π
2
sec xdx
0
converges or diverges ?

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 46 / 62

Determine Z π
2
sec xdx
0
converges or diverges ?
limx→ π − sec x → ∞
2

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 46 / 62

Determine Z π
2
sec xdx
0
converges or diverges ?
limx→ π − sec x → ∞
2

π
Z
2
Z t
sec xdx = limt→ π − sec xdx
2
0 0

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 46 / 62

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 47 / 62
 = limt→ π − [ln(| sec x + tan x |)]t0
2

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 47 / 62

 = limt→ π − [ln(| sec x + tan x |)]t0
2

= limt→ π − [ln(sec t + tan t)]

2

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 47 / 62

 = limt→ π − [ln(| sec x + tan x |)]t0
2

= limt→ π − [ln(sec t + tan t)]

2

π π
= ln(sec − tan ) → ∞
2 2

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 47 / 62

 = limt→ π − [ln(| sec x + tan x |)]t0
2

= limt→ π − [ln(sec t + tan t)]

2

π π
− tan ) → ∞ = ln(sec
2 2
So the improper integral diverges.

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 47 / 62

Evaluate Z 3
1
dx
0 x −1

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 48 / 62

Evaluate Z 3
1
dx
0 x −1
Z 3 Z 1 Z 3
1 1 1
dx = dx + dx
0 x −1 0 x −1 1 x −1

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 48 / 62

Evaluate Z 3
1
dx
0 x −1
Z 3 Z 1 Z 3
1 1 1
dx = dx + dx
0 x −1 0 x −1 1 x −1
Z 1 Z t
1 1
dx = limt→1− dx
0 x − 1 0 x − 1

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 48 / 62

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 49 / 62
 Z t
1
limt→1− dx = limt→1− [ln | x − 1 |]t0
0 x −1

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 49 / 62

 Z t
1
limt→1− dx = limt→1− [ln | x − 1 |]t0
0 x −1

= limt→1− [ln | t − 1 | −ln | −1 |]

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 49 / 62

 Z t
1
limt→1− dx = limt→1− [ln | x − 1 |]t0
0 x −1

= limt→1− [ln | t − 1 | −ln | −1 |]

limt→1− ln(1 − t) → −∞

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 49 / 62

 Z t
1
limt→1− dx = limt→1− [ln | x − 1 |]t0
0 x −1

= limt→1− [ln | t − 1 | −ln | −1 |]

limt→1− ln(1 − t) → −∞
So integral is diverges.

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 49 / 62

Tests for Convergence and Divergence
When we cannot evaluate an improper integral directly,

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 50 / 62

Tests for Convergence and Divergence
When we cannot evaluate an improper integral directly,
we try to determine whether it converges or diverges.

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 50 / 62

Tests for Convergence and Divergence
When we cannot evaluate an improper integral directly,
we try to determine whether it converges or diverges.
If the integral diverges, thats the end of the story.

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 50 / 62

Tests for Convergence and Divergence
When we cannot evaluate an improper integral directly,
we try to determine whether it converges or diverges.
If the integral diverges, thats the end of the story.
If it converges, we can use numerical methods to
approximate its value.

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 50 / 62

The principal tests for convergence or divergence are

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 51 / 62

The principal tests for convergence or divergence are
(1) Direct Comparison Test

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 51 / 62

The principal tests for convergence or divergence are
(1) Direct Comparison Test
(2) Limit Comparison Test.

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 51 / 62

Direct Comparison Test

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 52 / 62

Direct Comparison Test
Let functions f and g are continuous on [a, ∞) with
0 ≤ f (x) ≤ g (x), for all x ≥ a then

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 52 / 62

Direct Comparison Test
Let functions f and g are continuous on [a, ∞) with
≤ f (x) ≤ g (x), for all Rx ≥ a then
R0 ∞ ∞
a f (x)dx converges if a g (x)dx converges,

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 52 / 62

Direct Comparison Test
Let functions f and g are continuous on [a, ∞) with
≤ f (x) ≤ g (x), for all Rx ≥ a then
R0 ∞ ∞
Ra∞ f (x)dx converges ifR ∞a g (x)dx converges,
a g (x)dx diverges if a f (x)dx diverges.

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 52 / 62

Limit Comparison Test
Let positive functions f and g are continuous on [a, ∞)
and if,

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 53 / 62

Limit Comparison Test
Let positive functions f and g are continuous on [a, ∞)
and if,

f (x)
limx→∞ =L
g (x)
0 < L < ∞ then,

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 53 / 62

Limit Comparison Test
Let positive functions f and g are continuous on [a, ∞)
and if,

f (x)
limx→∞ =L
g (x)
0 < L < ∞ then,
Z ∞
f (x)dx
a
and Z ∞
g (x)dx
a
both converge or both diverge.
Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 53 / 62
Evaluate Z ∞
2
e −x dx
0

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 54 / 62

Evaluate Z ∞
2
e −x dx
0
We cant evaluate the above integral directly because the
anti derivative is not an elementary function

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 54 / 62

Evaluate Z ∞
2
e −x dx
0
We cant evaluate the above integral directly because the
anti derivative is not an elementary function
Z ∞ Z 1 Z ∞
2 2 2
e −x dx = e −x dx + e −x dx
0 0 1

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 54 / 62

Evaluate Z ∞
2
e −x dx
0
We cant evaluate the above integral directly because the
anti derivative is not an elementary function
Z ∞ Z 1 Z ∞
2 2 2
e −x dx = e −x dx + e −x dx
0 0 1
First integrand on the right hand side is ordinary definite
integral.

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 54 / 62

Evaluate Z ∞
2
e −x dx
0
We cant evaluate the above integral directly because the
anti derivative is not an elementary function
Z ∞ Z 1 Z ∞
2 2 2
e −x dx = e −x dx + e −x dx
0 0 1
First integrand on the right hand side is ordinary definite
integral. The second integrand
x ≥1
then
x2 ≥ x
Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 54 / 62
Now,
−x 2 ≤ −x

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 55 / 62

Now,
−x 2 ≤ −x
so
2
e −x ≤ e −x

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 55 / 62

Now,
−x 2 ≤ −x
so
2
e −x ≤ e −x
The integrand e −x is easy to evaluate.
Z ∞
e −x dx
1

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 55 / 62

Now,
−x 2 ≤ −x
so
2
e −x ≤ e −x
The integrand e −x is easy to evaluate.
Z ∞
e −x dx
1
Z t
= limt→∞ e −x dx
1

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 55 / 62

Now,
−x 2 ≤ −x
so
2
e −x ≤ e −x
The integrand e −x is easy to evaluate.
Z ∞
e −x dx
1
Z t
= limt→∞ e −x dx
1
t
= limt→∞ −e −x 1


Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 55 / 62

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 56 / 62
 = limt→∞ e −1 − e −t
 

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 56 / 62

 = limt→∞ e −1 − e −t
 

= e −1
2
Now by comparison test f (x) = e −x and g (x) = e −x as
f (x) ≤ g (x)
Z ∞
2
e −x
1
converges

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 56 / 62

The integral
∞
1 + e −x
Z
dx
1 x
diverges ?

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 57 / 62

The integral
∞
1 + e −x
Z
dx
1 x
diverges ?
1 + e −x > 1
and

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 57 / 62

The integral
∞
1 + e −x
Z
dx
1 x
diverges ?
1 + e −x > 1
and

1 + e −x 1
>
x x

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 57 / 62

The integral
∞
1 + e −x
Z
dx
1 x
diverges ?
1 + e −x > 1
and

1 + e −x 1
>
x x
We know that Z ∞
1
dx
1 x
diverges
Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 57 / 62
Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 58 / 62
By comparison test
∞
1 + e −x
Z
dx
1 x2
diverges

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 58 / 62

The integral Z ∞
1
dx
1 1 + x2
converges ?

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 59 / 62

The integral Z ∞
1
dx
1 1 + x2
converges ?
Let f (x) = x12 and g (x) = 1+x
1
2 are positive and

continuous functions on [a, ∞)

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 59 / 62

The integral Z ∞
1
dx
1 1 + x2
converges ?
Let f (x) = x12 and g (x) = 1+x
1
2 are positive and

continuous functions on [a, ∞)

f (x)
limx→∞
g (x)

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 59 / 62

The integral Z ∞
1
dx
1 1 + x2
converges ?
Let f (x) = x12 and g (x) = 1+x
1
2 are positive and

continuous functions on [a, ∞)

f (x)
limx→∞
g (x)
1 + x2
limx→∞
x2

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 59 / 62

The integral Z ∞
1
dx
1 1 + x2
converges ?
Let f (x) = x12 and g (x) = 1+x
1
2 are positive and

continuous functions on [a, ∞)

f (x)
limx→∞
g (x)
1 + x2
limx→∞
x2
 
1
limx→∞ 1 + 2
x
Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 59 / 62
The integral Z ∞
1
dx
1 1 + x2
converges ?
Let f (x) = x12 and g (x) = 1+x
1
2 are positive and

continuous functions on [a, ∞)

f (x)
limx→∞
g (x)
1 + x2
limx→∞
x2
 
1
limx→∞ 1 + 2
x
Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 59 / 62
Here Z ∞
1
dx
1 x2
converges as p > 1

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 60 / 62

Here Z ∞
1
dx
1 x2
converges as p > 1
By Limit comparison test
Z ∞
1
dx
1 1 + x2
is also converges.

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 60 / 62

Try to evaluate

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 61 / 62

Try to evaluate Z ∞
cos x
dx
1 x2

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 61 / 62

Try to evaluate Z ∞
cos x
dx
1 x2
Hint
cos x 1
≤
x2 x2

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 61 / 62

Try to evaluate Z ∞
cos x
dx
1 x2
Hint
cos x 1
≤
x2 x2
Apply Comparison test

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 61 / 62

Try to evaluate Z ∞
cos x
dx
1 x2
Hint
cos x 1
≤
x2 x2
Apply Comparison test
Evaluate

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 61 / 62

Try to evaluate Z ∞
cos x
dx
1 x2
Hint
cos x 1
≤
x2 x2
Apply Comparison test
Evaluate
1
1 − e −x
Z
dx
0 x3

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 61 / 62

Try to evaluate Z ∞
cos x
dx
1 x2
Hint
cos x 1
≤
x2 x2
Apply Comparison test
Evaluate
1
1 − e −x
Z
dx
0 x3
Apply Limit Comparison test

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 61 / 62

 Thank you

Dr. R. Damor (L. D. College of Engineering) CALCULUS(2110014) Improper Integrals 62 / 62