Improper Integrals 8 8

8.
8Improper Integrals
Mark Woodard
Furman U
Fall 2010
Mark Woodard (Furman U)
8.8Improper Integrals
Fall 2010
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Outline
An overview
Type I integrals: unbounded domains
Type II integrals: unbounded integrands
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An overview
What makes an integral improper?
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An overview

Rb
Recall that the definite integral a f (x)dx is only defined for a
bounded function f on a bounded domain [a, b]. Thus the following
integrals are improper:
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An overview

Rb
Z
e x dx is improper because the domain, [0, ), is unbounded.
0
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An overview

Rb
Z
0
Z 1
x 1/2 dx is improper because the integrand has a vertical
0
asymptote at 0, which is in the domain of integration.
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An overview

Rb
Z
0
Z 1
x 1/2 dx is improper because the integrand has a vertical
0
asymptote at 0, which is in the domain of integration.

Z
1
dx is improper because the integrand is unbounded
4/3
x
+ x 2/3
0
and the domain is unbounded.
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Type I: unbounded domains
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When the domain of integration is unbounded, we must solve the
problem by limits:
Z
Z
f (x)dx = lim
b a
f (x)dx,
whenever this limit exists.
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problem by limits:
Z
Z
f (x)dx = lim
b a
f (x)dx,

R
When this limit exists, we say that the improper integral a f (x)dx
converges. When this limit does not exist, we say that the integral
diverges.
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problem by limits:
Z
Z
f (x)dx = lim
b a
f (x)dx,

R
When this limit exists, we say that the improper integral a f (x)dx
converges. When this limit does not exist, we say that the integral
diverges.
Z b
Z b
Likewise
f (x)dx = lim
f (x)dx.
a a
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Problem
Z
Evaluate
x 2 dx
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Problem
Z
Evaluate
x 2 dx
Solution
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Problem
Z
Evaluate
x 2 dx
Solution
Let b > 1 and observe that
b
Z b

1
2
1
x dx = x = 1 .
b
1
1
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Problem
Z
Evaluate
x 2 dx
Solution
Let b > 1 and observe that
b
Z b

1
2
1
x dx = x = 1 .
b
1
1

Since limb 1 b 1 = 1, we say
Z
x 2 dx = 1.
1
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Problem
Z
Evaluate
x 1 dx
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Problem
Z
Evaluate
x 1 dx
Solution
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Problem
Z
Evaluate
x 1 dx
Solution
Let b > 1. Then
b
Z b

1
x dx = ln(x) = ln(b) ln(1) = ln(b).
1
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Problem
Z
Evaluate
x 1 dx
Solution
Let b > 1. Then
b
Z b

1
x dx = ln(x) = ln(b) ln(1) = ln(b).
1
Since limb ln(b) = +, we say that the integral diverges.

However we will sometimes write
Z
x 1 dx = +
1
to indicate that the integral diverges in this particular way.

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Problem
Evaluate the following integrals:
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Problem
Z 0
e x dx
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Problem
Z 0
e x dx
Z
x 2 e x dx
0
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Problem
Z 0
e x dx
Z
x 2 e x dx
Z0
1
dx How should we define this?
1
+
x2
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Problem
Z 0
e x dx
Z
x 2 e x dx
Z0
1
dx How should we define this?
1
+
x2
Z
1
dx
2
x + 3x + 2
0
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If f is unbounded as x a+ , then we define
Z b
Z b
f (x)dx = lim+
f (x)dx,
a
ca
provided the limit exists.
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If f is unbounded as x a+ , then we define
Z b
Z b
f (x)dx = lim+
f (x)dx,
a
ca

If f is unbounded as x b , then we define
Z c
Z b
f (x)dx,
f (x)dx = lim
a
cb
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Problem
Z
Evaluate
x 1/2 dx.
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Problem
Z
Evaluate
x 1/2 dx.
Solution
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Problem
Z
Evaluate
x 1/2 dx.
Solution
Let 0 < c < 1 and observe that
1
Z 1

1/2
1/2
x
dx = 2x = 2 2 c.
c
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Problem
Z
Evaluate
x 1/2 dx.
Solution
1
Z 1

1/2
1/2
x
dx = 2x = 2 2 c.
c
Since limc0+

2 2 c = 2.
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Problem
Z
Evaluate
x 1/2 dx.
Solution
1
Z 1

1/2
1/2
x
dx = 2x = 2 2 c.
c

2 2 c = 2.
Since limc0+
Z 1
Thus
x 1/2 dx = 2.
0
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Problem
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Problem
Z
x 2/3 dx
How shall we define this?
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Problem
Z
8
Z 1
0
x 2/3 dx
x2
dx
1 x2
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Problem
Z
8
Z 1
x 2/3 dx
x2
dx
1 x2
Problem
Z
Here is an integral of Type I and Type II. Evaluate
0
1
dx
x 4/3 + x 2/3
Fall 2010
10 / 10

Improper Integrals 8 8

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8.

Mark Woodard (Furman U)

Type I integrals: unbounded domains

Type II integrals: unbounded integrands

Mark Woodard (Furman U)

What makes an integral improper?

Mark Woodard (Furman U)

What makes an integral improper?

Mark Woodard (Furman U)

What makes an integral improper?

Mark Woodard (Furman U)

What makes an integral improper?

asymptote at 0, which is in the domain of integration.

Mark Woodard (Furman U)

What makes an integral improper?

asymptote at 0, which is in the domain of integration.

Mark Woodard (Furman U)

Type I integrals: unbounded domains

Type I: unbounded domains

Mark Woodard (Furman U)

Type I integrals: unbounded domains

Type I: unbounded domains

whenever this limit exists.

Mark Woodard (Furman U)

Type I integrals: unbounded domains

Type I: unbounded domains

whenever this limit exists.

Mark Woodard (Furman U)

Type I integrals: unbounded domains

Type I: unbounded domains

whenever this limit exists.

Mark Woodard (Furman U)

Type I integrals: unbounded domains

Mark Woodard (Furman U)

Type I integrals: unbounded domains

Mark Woodard (Furman U)

Type I integrals: unbounded domains

Mark Woodard (Furman U)

Type I integrals: unbounded domains

Mark Woodard (Furman U)

Type I integrals: unbounded domains

Mark Woodard (Furman U)

Type I integrals: unbounded domains

Mark Woodard (Furman U)

Type I integrals: unbounded domains

Mark Woodard (Furman U)

Type I integrals: unbounded domains

Since limb ln(b) = +, we say that the integral diverges.

to indicate that the integral diverges in this particular way.

Type I integrals: unbounded domains

Mark Woodard (Furman U)

Type I integrals: unbounded domains

Mark Woodard (Furman U)

Type I integrals: unbounded domains

Mark Woodard (Furman U)

Type I integrals: unbounded domains

Mark Woodard (Furman U)

Type I integrals: unbounded domains

Mark Woodard (Furman U)

Type II integrals: unbounded integrands

Type II integrals: unbounded integrands

Mark Woodard (Furman U)

Type II integrals: unbounded integrands

Type II integrals: unbounded integrands