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Chapter 13
IMPROPER INTEGRALS
13.1. Introduction
To define the Riemann integral
Z
f (x) dx,
A
it is crucial that [A, B] is a finite interval, and that the function f (x) is bounded in [A, B]. On the other
hand, these two conditions are not sufficient to guarantee that the Riemann integral exists.
There are also many integrals that we have performed and which fail one or both of these requirements.
Example 13.1.1. When we write
1
2 1/2
2
1
dx
=
x
= ,
1/2
3
3
3x
0
Z
0
1
1
dx =
= 1,
x2
x 1
we may even wave our hands and say, Well, when x = , we have 1/x = 1/ = 0.
Chapter 13 : Improper Integrals
page 1 of 5
Z
0
1
dx.
3x1/2
1
dx.
3x1/2
F () =
Then
2 1/2
F () =
x
3
1
=
2 2 1/2
.
3 3
Clearly F () 2/3 as 0+. The real meaning of the integral in question is therefore given by
Z
0
1
dx = lim
0+
3x1/2
1
dx.
3x1/2
The example suggests the following strategy. We wish to study the integral
Z
f (x) dx.
A
Definition. Suppose that the function f (x) is not defined at the point x = A. Suppose further that
for every positive R satisfying B A, the Riemann integral
B
Z
F () =
f (x) dx
A+
Z
L=
f (x) dx
A
Z
F () =
f (x) dx
A
L=
f (x) dx
A
page 2 of 5
Definition. Suppose that the function f (x) is not defined at the point x = C (A, B). Suppose further
that for every positive R satisfying min{C A, B C}, the Riemann integrals
Z
Z
f (x) dx
and
f (x) dx
C+
exist, and that their sum F () converges to a limit L as 0+. Then we write
B
Z
L=
f (x) dx
A
Z
li(X) =
0
1
dx.
log x
Note that one needs to study the behaviour of the integrand at x = 0 and x = 1 very carefully. This
function arises from the study of the distribution of prime numbers, and is a good approximation to the
function (X) which is the number of prime numbers p satisfying 2 p X. In fact, the famous Prime
number theorem states that
li(X)
1
(X)
as X .
1
dx.
x2
Then
Z
F (Y ) =
1
Y
1
1
1
dx =
=1 .
2
x
x 1
Y
1
dx = lim
Y +
x2
Z
1
1
dx.
x2
The example suggests the following strategy. We wish to study the integral
Z
f (x) dx.
A
Chapter 13 : Improper Integrals
page 3 of 5
F (Y ) =
f (x) dx
A
L=
f (x) dx
A
Z
f (x) dx
and
f (x) dx.
page 4 of 5
a)
dx
b)
dx
dx
c)
2
x
x2
x
3
0
3
0
Z
1
dx = 0.
x
page 5 of 5