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FIRST YEAR CALCULUS

W W L CHEN
c

W W L Chen, 1994, 2008.

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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

we may not even realize that the integrand is not defined at x = 0.


Example 13.1.2. When we write
Z
1



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

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First Year Calculus

W W L Chen, 1994, 2008

13.2. Unbounded Integrands


Example 13.2.1. Let us return to Example 13.1.1, and try to attach some meaning to the integral
1

Z
0

1
dx.
3x1/2

For every positive R satisfying 1, consider the integral


1

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+

exists, and that F () converges to a limit L as 0+. Then we write


B

Z
L=

f (x) dx
A

and call this an improper integral.


Definition. Suppose that the function f (x) is not defined at the point x = B. Suppose further that
for every positive R satisfying B A, the Riemann integral
B

Z
F () =

f (x) dx
A

exists, and that F () converges to a limit L as 0+. Then we write


Z

L=

f (x) dx
A

and call this an improper integral.


Chapter 13 : Improper Integrals

page 2 of 5

First Year Calculus

W W L Chen, 1994, 2008

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

and call this an improper integral.


Example 13.2.2. One of the most famous improper integrals is the function li(X), defined for every
real number X > 1 by
X

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 .

13.3. Unbounded Intervals


Example 13.3.1. Let us return to Example 13.1.2, and try to attach some meaning to the integral
Z
1
dx.
2
x
1
For every Y R satisfying Y 1, consider the integral
Z
F (Y ) =
1

1
dx.
x2

Then
Z
F (Y ) =
1


Y
1
1
1
dx =
=1 .
2
x
x 1
Y

Clearly F (Y ) 1 as Y +. The real meaning of the integral in question is therefore given by


Z
1

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

First Year Calculus

W W L Chen, 1994, 2008

Definition. Suppose that for every Y R satisfying Y A, the Riemann integral


Z

F (Y ) =

f (x) dx
A

exists, and that F (Y ) converges to a limit L as Y +. Then we write


Z

L=

f (x) dx
A

and call this an improper integral.


The reader is left to formulate suitable definitions for the improper integrals
Z

Z
f (x) dx

Chapter 13 : Improper Integrals

and

f (x) dx.

page 4 of 5

First Year Calculus

W W L Chen, 1994, 2008

Problems for Chapter 13


1. For each of the following, determine whether the improper integral exists, and if so, find its value:
Z 5
Z 4
Z
1
x
x cos x sin x

a)
dx
b)
dx
dx
c)
2
x
x2
x

3
0
3
0
Z

2. Try to give an interpretation for the improper integral


1

Chapter 13 : Improper Integrals

1
dx = 0.
x

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