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8
C08S08.001: The integral converges because
z
∞
−3/2 −1/2 2 2 √
x dx = lim − 2x = √ − lim √ = 2 .
2 z→∞
2 2 z→∞ z
Computer algebra programs generally have little difficulty with improper integrals. The Maple V version
5.1 command
int(x∧(−3/2), x=2..infinity);
Author [Enter]
x∧(−3/2) [Enter]
Calculus [Enter]
Integrate [Enter]
Lower Limit 2 Upper Limit inf [Enter]
4 4
−3/2 −1/2 2 2
C08S08.003: Divergent: x dx = lim+ 2x = − √ + lim+ √ = +∞.
0 z→0 z 4 z→0 z
8 8
−2/3
C08S08.004: Convergent: x dx = lim+ 3x 1/3
= 6 − 0 = 6.
0 z→0 z
∞ z
1
C08S08.005: Divergent: dx = lim ln(x + 1) = − ln 2 + lim ln(z + 1) = +∞.
1 x+1 z→∞
1
z→∞
z
∞
−1/2
√ √
C08S08.006: Divergent: (x + 1) dx = lim 2 x+1 = −4 + lim x + 1 = +∞.
3 z→∞ z→∞
3
∞ ∞
2 2
C08S08.007: Convergent: (x − 1)−3/2 dx = lim −2(x − 1)−1/2 = √ − lim √ = 1.
5 z→∞
5 4 z→∞ z−1
1
z
4 √ √
C08S08.008: Convergent: (4 − x)−1/2 dx = lim −2(4 − x)1/2 =2· 4 −2· 0 = 4.
0 z→4− 0
9 z
−3/2 −1/2 2 2
C08S08.009: Divergent: (9 − x) dx = lim 2(9 − x) = − √ + lim √ = +∞.
0 z→9− 0 9 z→9 −
9−z
3 z
1 1
C08S08.010: Divergent: dx = lim = +∞.
0 (x − 3)2 z→3− 3 − x 0
−2 −2
1 1 1 1 1
C08S08.011: Convergent: dx = lim − = − + lim =− .
−∞ (x + 1)3 z→−∞ 2(x + 1)2 z 2 z→−∞ 2(z + 1)2 2
0
0
1 √ √ √
C08S08.012: Divergent: √ dx = lim −2 4 − x = −2 · 4 + lim 2 4 − z = +∞.
−∞ 4−x Z→−∞
z
z→−∞
8 z
−1/3 3 2/3 3 3 2/3 3 9
C08S08.013: Convergent: x dx = lim x = − + lim z =− +6= .
−1 z→8− 2 −1 2 z→8− 2 2 2
4 4
1
C08S08.014: Convergent: dx = lim 3(x + 4)1/3
= 6 − 0 = 6.
−4 (x + 4)2/3 z→−4+ z
∞ z
−1/3 3
C08S08.015: Divergent: (x − 1) dx = lim (x − 1)2/3 = +∞.
2 z→∞ 2 2
C08S08.016: Convergent:
∞ 0 ∞
x −3/2
dx = 2
x(x + 4) dx + x(x2 + 4)−3/2 dx
−∞ (x2 + 4)3/2 −∞ 0
0 w
1 1 1 1
= lim −√ + lim − √ = − + 0 − 0 + = 0.
z→−∞ 2
x +4 z
w→∞ 2
x +4 0 2 2
C08S08.017: Divergent:
∞ 0 ∞ 0 w
x x x 1 2 1 2
dx = dx + dx = lim ln(x + 4) + lim ln(x + 4) ,
−∞ x2 + 4 −∞ x2 + 4 0 x2 + 4 z→−∞ 2
z
w→∞ 2
0
C08S08.020: Divergent:
2 1 2 z 2
x x x 1 1
dx = dx + dx = lim ln |x2
− 1| + lim ln |x2
− 1| ,
0 x2 − 1 0 x2 − 1 1 x2 − 1 z→1− 2 0 w→1+ 2 w
and neither of the last two limits exists (both are −∞).
2
∞ z
3x + 1 −3x 1
C08S08.021: Convergent: xe−3x dx = lim − e = . To find the antiderivative:
0 z→∞ 9 0 9
Now substitute u = −x, x = −u, and dx = −du in the second of the three integrals, noting that −∞ < x 0
corresponds to 0 u < +∞. Thus
∞
0
I= (−u) exp −u2 du + x exp −x2 dx
∞ 0
∞ ∞ ∞
1
= u exp −u2 du + x exp −x2 dx = 2 x exp −x2 dx = 2 · = 1
0 0 0 2
by the result in Problem 23. Thus the improper integral I converges.
∞ z
1 π
C08S08.025: Convergent: dx = lim arctan x = lim arctan z = .
0 1 + x2 z→∞
0
z→∞ 2
∞ z
x 1 2 1
C08S08.026: Divergent: dx = lim ln(1 + x ) = lim ln(1 + z 2 ) = +∞.
0 1 + x2 z→∞ 2
0
z→∞ 2
2nπ
C08S08.027: cos x dx = 0 if n is a positive integer, but
0
2nπ+(π/2) 2nπ+(π/2)
cos x dx = sin x = 1.
0 0
z
Therefore lim cos x dx does not exist; this improper integral diverges.
z→∞ 0
z
Therefore the given improper integral diverges because lim sin2 x dx = +∞.
z→∞ 0
3
∞ z
ln x 1 1
C08S08.029: Divergent: dx = lim (ln x)2 = lim (ln z)2 = +∞.
1 x z→∞ 2
1
z→∞ 2
109
ln x
(But the divergence is relatively slow: dx ≈ 214.7268734744.)
1 x
∞ z
1
C08S08.030: Divergent: dx = lim ln(ln x) = +∞.
2 x ln x z→∞
2
109
1
(But the divergence is extremely slow: dx ≈ 3.3977699432.)
2 x ln x
∞ z
1 1 1
C08S08.031: Convergent: 2
dx = lim − = .
2 x(ln x) z→∞ ln x 2 ln 2
∞ z
ln x 1 + ln x 1 + ln z 1
C08S08.032: Convergent: dx = lim − = 1 − lim = 1 − lim = 1.
1 x2 z→∞ x 1
z→∞ z z→∞ z
The next-to-last equality results from an application of l’Hôpital’s rule. The antiderivative was obtained by
integration by parts:
1
Let u = ln x and dv = dx;
x2
1 1
then du = dx and v = − .
x x
ln x 1 1 1 1
Therefore dx = − ln x + dx = − − ln x + C.
x2 x x2 x x
π/2
π/2
cos x √
C08S08.033: Convergent: √ dx = lim 2 sin x = 2 − 0 = 2.
0 sin x z→0+ z
π/2 z
sin x 3
C08S08.034: Divergent: dx = lim = +∞.
0 (cos x)3/2 z→π/2− (cos x)1/3 0
1
ln z z
lim z ln z = lim = lim+ = lim+ (−z) = 0.
z→0+ z→0+ 1 z→0 1 z→0
− 2
z z
Therefore the given improper integral converges because
1 1
ln x dx = lim −x + x ln x = −1 + lim (z − z ln z) = −1 + 0 − 0 = −1.
0 z→0+ z z→0+
1 1 1
C08S08.037: Let u = ln x and dv = 2
dx. Then du = dx; choose v = − . Hence
x x x
4
ln x 1 1 1 1
dx = − ln x + dx = − ln x − + C.
x2 x x2 x x
Therefore the given improper integral diverges because
1 1
ln x 1 1 + ln z
dx = lim − (1 + ln x) = −1 + lim = −∞.
0 x2 z→0+ x z z→0+ z
(If you use l’Hôpital’s rule on the last limit, you’ll get the wrong answer!)
C08S08.038: Let u = e−x and dv = cos x dx. Then du = −e−x dx; choose v = sin x. Then
K = e cos x dx = e sin x + e−x sin x dx.
−x −x
Now let u = e−x and dv = sin x dx. Then du = −e−x dx; choose v = − cos x. Therefore
K = e−x sin x − e−x cos x − e−x cos x dx;
1
1 1
1 1 x 1 z
dx = − dx = lim+
ln = − ln 2 − lim ln = +∞.
0 x + x2 0 x x+1 z→0 x+1 z z→0+ z+1
1 A B Cx + D 1 1
= + 2+ 2 = 2− 2 .
x2 +x4 x x x +1 x x +1
5
C08S08.041: Let x = u2 . Then dx = 2u du, and thus
1 2u 2 √
dx = du = du = 2 arctan u + C = 2 arctan x + C.
x + x3/2
1/2 x + x2 1+u 2
and
∞
1 √ z π π π
dx = lim 2 arctan x =2· −2· = .
1 x1/2 + x3/2 z→∞
1 2 4 2
1 3u2 3 1/3
dx = du = du = 3 arctan u + C = 3 arctan x + C.
x + x4/3
2/3 u2 + u4 1 + u2
Therefore
1
1
1 3π
2/3 4/3
dx = lim 3 arctan x1/3
= 3 arctan(1) − 3 arctan(0) =
0 x +x z→0 +
z 4
and
∞
z
1 3π 3π 3π
2/3 4/3
dx = lim 3 arctan x1/3
= − = .
1 x +x z→∞
1 2 4 4
C08S08.043: If k = 1, then
1 1
1
dx = lim ln x = +∞.
0 xk z→0+ z
If k
= 1, then
1
1 1
if k < 1,
x1−k
1 z 1−k
1−k
x−k dx = lim = − lim =
0 x→0+ 1−k z 1−k z→0 + 1 −k
+∞ if k > 1.
C08S08.044: If k = 1, then
∞ z
1
dx = lim ln x = +∞.
1 xk z→∞
1
If k
= 1, then
6
z +∞ if k < 1,
∞
x 1−k
1 1−k
z
x−k dx = lim =− + lim =
1 z→∞ 1−k 1 1−k z→∞ 1 − k
1
if k > 1.
k−1
If k
= −1, then use integration by parts:
1 xk+1
then du = dx and v = .
x k+1
Hence
xk+1 ln x xk
xk ln x dx = − dx
k+1 k+1
1 1
xk+1
I= xk ln x dx = lim+ {(k + 1)(ln x) − 1}
0 z→0 (k + 1)2 z
k+1
1 z
=− − lim {(k + 1)(ln z) − 1} .
(k + 1)2 z→0+ (k + 1)2
ln x ln x
.
x1+ x
Therefore I diverges to −∞ if k −1.
Now suppose that k > −1. Recall that
k+1
1 z
I=− − lim {(k + 1)(ln z) − 1} .
(k + 1)2 z→0+ (k + 1)2
Now
7
lim z k+1 ln z = lim+ z ln z (where > 0)
z→0+ z→0
ln z 1 1 1 z
= lim = lim =− lim =− lim = 0.
z→0+ z − z→0+ −z − −1 z z→0+ z − z→0+
Also,
1
Therefore I = − if k > −1.
(k + 1)2
1
1
Consequently xk ln x dx converges exactly when k > −1, and its value for such k is − .
0 (k + 1)2
∞
1
C08S08.046: Let f (k) = dx. Then
1 x(ln x)k
∞ z
ln x 1 1
f (−1) = dx = lim (ln x)2 = lim (ln z)2 = +∞.
1 x z→∞ 2
1
z→∞ 2
If k < 1, then −1 < k < 1, so 0 < 1 − k < 2. Therefore the integral in Eq. (1) diverges to +∞ in this case.
If k = 1, then
∞ ∞
1
f (1) = dx = ln(ln x) = +∞.
1 x ln x 1
8
∞ ∞
t −x t−1 −x zt
Γ(t + 1) = − (x e ) +t x e dx = − lim z + 0 + tΓ(t) = tΓ(t).
0 z→∞ e
x=0
To evaluate the last limit, we used the result in Problem 61 of Section 7.2.
Thus whenever the theorem holds for the positive integer k, it also holds for k + 1. Therefore, by induction,
Γ(n + 1) = n! for every positive integer n.
∞
π π
V = 2
dx = lim − = π − lim = π.
1 x z→∞ x 1 z→∞ z
dy 1
C08S08.051: Because = − 2 , we have arc length element
dx x
1/2 √
1 x4 + 1
ds = 1 + 4 dx = dx.
x x2
Therefore the area of the surface of Gabriel’s horn satisfies the inequality
√ √
∞ z
1 x4 + 1 x4 + 1
S= 2π · · dx = 2π lim dx
1 x x2 z→∞ 1 x3
√ z
z
x4
2π lim dx = 2π lim ln x = +∞.
z→∞ 1 x3 z→∞
1
C08S08.052: First,
∞ z
1+x 1 2 1 2
dx = lim arctan x + ln(1 + x ) = lim arctan z + ln(1 + z ) = +∞.
0 1 + x2 z→∞ 2 0
z→∞ 2
∞
1+x
Therefore dx diverges. But
−∞ 1 + x2
t t
1+x 1 2
lim dx = lim arctan x + ln(1 + x )
t→∞ −t 1 + x2 t→∞ 2 −t
1 1
= lim arctan t − arctan(−t) + ln(1 + t2 ) − ln(1 + t2 ) = lim 2 arctan t = π.
t→∞ 2 2 t→∞
9
This technique of assigning a “plausible” (or, perhaps, “balanced”) value to a divergent improper integral
of the form
∞
f (x) dx (1)
−∞
is the evaluation of the so-called Cauchy principal value of the integral in Eq. (1).
for t > 0 and the result of Problem 48 to the effect that Γ(n + 1) = n! if n is a positive integer. For fixed
nonnegative integers m and n, let
1
J(m, n) = xm (ln x)n dx.
0
Then
1
1 0!(−1)0 n!(−1)n
J(m, 0) = xm dx = = =
0 m+1 (m + 1)1 (m + 1)n+1
where n = 0. Therefore
n!(−1)n
J(m, n) =
(m + 1)n+1
k!(−1)k
J(m, k) =
(m + 1)k+1
k+1 m
Let u = (ln x) and dv = x dx. Then
k+1 k+1
(ln x)k+1 ln x k+1
lim = lim+ = lim+ = 0k+1 = 0.
x→0+ 1 x→0 x(m+1)/(k+1) x→0 (m + 1)x(m+1)/(k+1)
xm+1
Therefore
10
k+1 k+1 k!(−1)k (−1)k+1 (k + 1)!
J(m, k + 1) = − · J(m, k) = − · = .
m+1 m + 1 (m + 1)k+1 (m + 1)k+2
Therefore, by induction,
1
n!(−1)n
xm (ln x)n dx =
0 (m + 1)n+1
for all positive integers m and n.
C08S08.054: As we saw in Section 8.8, the present value of 10 + t thousand dollars t years in the future
is (10 + t)e−t/10 thousand dollars if the interest rate is 10%. So the total present value of the perpetuity is
∞
P = (10 + t)e−t/10 dt.
0
Let u = 10 + t and dv = e−t/10 dt. Then du = dt and we may choose v = −10e−t/10 . Thus
∞ ∞ ∞
−t/10 −t/10 −t/10
P = −10(10 + t)e + 10 e dt = 100 − 100 e = 200;
0 0 0
C08S08.055: We assume that a > 0. A short segment of the rod “at” position x 0 and of length dx
has mass δ dx, and thereby exerts on m the force
Gmδ
dx.
(x + a)2
Therefore the total force exerted by the rod on m is
∞ ∞
Gmδ Gmδ Gmδ
F = dx = − = .
0 (x + a)2 x+a 0 a
C08S08.056: A small segment of the rod “at” location y and with length dy has mass δ dy, so exerts on
m the force
Gmδ
dy.
a2 + y 2
The vertical components of all such forces cancel (perhaps the reason that Cauchy developed the idea of the
principal value of certain improper integrals—see the solution to Problem 52), so the total force exerted by
the rod on the mass m is the sum (i.e., integral) of the horizontal components of such forces:
∞ ∞ ∞
Gmδ cos θ a 1
F = 2 + y2
dy = Gmδ 2 + y 2 )3/2
dy = 2Gmaδ 2 + y 2 )3/2
dy.
y=−∞ a −∞ (a 0 (a
11
∞
y 2Gmδ y 2Gmδ 1 2Gmδ
F = 2Gmaδ = lim = lim = .
a2 a2 + y 2 a y→∞ a2 + y2 a y→∞ 1+ (a/y)2 a
0
∞
1√
e−x dx =
2
C08S08.058: We will use π . The volume of revolution around the x-axis is
0 2
∞ ∞
2 2
V = π exp −x dx = π exp −2x2 dx.
0 0
√ √ √
Let u = x 2 , so that x = u/ 2 and dx = 1/ 2 du. Then
∞
√ √ √ √
2 2 π 2 π π 3/2 2
V =π exp −u du = · = ≈ 1.968701243.
0 2 2 2 4
C08S08.060: We will use the result of Problem 47, Γ(x + 1) = xΓ(x) for all x > 0, and Eq. (9), which
√
tells us that Γ 12 = π . If n = 1, then
3 1 1 1 1√ 1 · 3 · 5 · · · (2n − 1) √
Γ =Γ 1+ = Γ = π = π.
2 2 2 2 2 2n
12
∞
I= xk exp −x2 dx.
0
Let u = xk−1 and dv = x exp −x2 dx. Then
1
du = (k − 1)xk−2 dx and v=− exp −x2 .
2
Therefore
∞ ∞
xk−1 k−1
I= − exp −x2 + xk−2 exp −x2 dx.
2 0 2 0
The evaluation bracket is zero by Problem 62 of Section 7.2. This concludes the proof in part (a).
Part (b): Now suppose that n is a positive integer. If n = 1, then
∞ ∞
1 1
xn−1 exp −x2 dx = exp −x2 dx = Γ
0 0 2 2
C08S08.062: Answer:
∞ ∞
500000 −3t/50 500000
P = 10000e−3t/50 dt = − e = ;
0 3 0 3
13
u
erf √
2
as given in Eq. (15), then use the substitution of the previous solution. This leads routinely to Eq. (16).
C08S08.065: We defined
b
Ib = x5 e−x dx
0
and asked Mathematica 3.0 to evaluate Ib for increasing large positive values of b. The results:
b Ib (approximately)
10 111.949684454516
20 119.991370939137
30 119.999997291182
40 119.999999999505
50 119.999999999999933
60 119.99999999999999999258
(Results were essentially the same with Maple V version 5.1.) It seems very likely that
1
k = lim Ib = 2.
b→∞ 60
Indeed, because
x5 e−x dx = −(x5 + 5x4 + 20x3 + 60x2 + 120x + 120)e−x + C,
it follows that
C08S08.066: We defined
π
k(b) = b
(1)
sin x
dx
0 x
and asked Mathematica 3.0 to evaluate k(b) for various increasing large values of b. Here are the results:
b k(b) (approximately)
10 1.8944114397618596
14
20 2.0291357941544347
40 1.9795980537404538
80 1.9980480443011534
160 1.9922776386463579
320 2.0035967916498463
640 2.0012584221020270
1280 1.9998026067119984
2560 1.9995416983267274
5120 2.0001739448256683
10240 1.9999973452978946
As in the previous problem, it seems likely that k = 2. Unlike the previous problem, it appears that k(b)
oscillates around the limiting value k = 2 as b → +∞. This is plausible given the oscillatory behavior of the
denominator in Eq. (1). Methods of Laplace transforms can be used to prove that
∞
sin x π
dx =
0 x 2
C08S08.067: We defined
π
√
kb =
b
1
2 · dx
0 x2 +2
and asked Mathematica 3.0 to evaluate kb for various large increasing values of b. Here are the results:
b kb (approximately)
10 2.1964469705919963
20 2.0941114933683164
40 2.0460327426191207
80 2.0227515961720504
160 2.0113173416565956
320 2.0056428162376127
640 2.0028174473301223
1280 2.0014077338319199
2560 2.0007036195035935
15
5120 2.0003517479044710
10240 2.0001758584911264
it follows that
√ √
2 2 1 π 1
lim Ib = ·√ · = ,
b→∞ π π 2 2 2
C08S08.068: Because
∞ ∞ ∞ ∞
1 − e−3x 1 1
dx dx dx = ln x = +∞,
0 x 0 x 1 x 1
C08S08.069: We defined
π
k(b) = b
e· exp −x2 cos 2x dx
0
and asked Mathematica 3.0 to evaluate k(b) for some large positive values of b. The results:
to the number of decimal places shown. We conclude that there is no such integer k.
C08S08.070: We defined
π
k(b) =
√ ∞
2 · sin(x2 ) dx
0
and asked Mathematica 3.0 to approximate k(b) for some large positive values of b. The results:
k(102 ) ≈ 1.9849201201159858,
k(109 ) ≈ 2.0000000001888944.
C08S08.071: In the notation of this section, we have µ = 100 and σ = 15. For part (a), we let a = 10/σ.
Then
16
√
1 a 2
P = √ exp − 12 x2 dx = erf ≈ 0.4950149249.
2π −a 3
Thus just under 50% of students have IQs between 90 and 110. For part (b), we let a = 25/σ. Then
∞
1 1 2 1 5
P = √ exp − 2 x dx = 1 − erf √ ≈ 0.0477903523.
2π a 2 3 2
2 2 3
a = − = − and b = = 1.
σ 3 σ
Then we compute
√
1 b 1 1 1 2
P = √ exp − 12 x2 dx = erf √ + erf ≈ 0.5888522085.
2π a 2 2 2 3
Thus just under 59% of adult males are between 5 7 and 6 . Part (b): Let a = 7/σ = 7/3. Then
∞
1 1 2 1 7
P = √ exp − 2 x dx = 1 − erf √ ≈ 0.0098153286.
2π a 2 3 2
Thus there is over a 90% probability of 425 to 475 heads. For part (b), we let a = 50/σ = 10/3 and compute
∞ √
1 1 2 1 5 2
P = √ exp − 2 x dx = 1 − erf ≈ 0.0004290603.
2π a 2 3
Thus there is only a probability of 0.04%—les than one chance in 2000—of 500 or more heads.
√
C08S08.074: We are given p = 3/5, q = 2/5, and N = 600. Then µ = N p = 360 and σ = N pq = 12.
Part (a): We take a = 15/σ = 5/4 and compute
a
1 1 2 5
P = √ exp − 2 x dx = erf √ ≈ 0.7887004527.
2π −a 4 2
Thus the probability of obtaining 345 to 375 heads is just under 0.79 (sometimes called a 79% probability).
For part (b), we let b = 10/15 and compute
−b √
1 1 2 1 2
P = √ exp − 2 x dx = 1 − erf ≈ 0.2524925375.
2π −∞ 2 3
17
√ √
C08S08.075: Here we√have p = q = 1/2 and N = 50. Then µ = N p = 25 and σ = N pq = 5/ 2 . Part
(a): We let a = 5/σ = 2 and compute
∞
1 1
P = √ exp − 12 x2 dx = [1 − erf(1)] ≈ 0.0786496035.
2π a 2
Thus there is slightly more than a 1 in 13 chance of passing by pure guessing. Part (b): We let a = 10/σ
and compute
∞
1 1
P = √ exp − 12 x2 dx = [1 − erf(2)] ≈ 0.0023388675.
2π a 2
Thus there is less than 1 chance in 425 of making a C by pure guessing.
C08S08.076: Here we
√ take p = 0.99, q = 0.01, and N = 500.
√ In the notation of Section 7.8, µ = N P = 495
√ 3
and σ = N pq = 10 55 ≈ 2.22486. We let a = 5/σ = 1033 55 ≈ 2.24733 and compute
1 −a 1 5 √
P = √ exp − 12 x2 dx = 1 − erf 10 ≈ 0.0123093807.
2π −∞ 2 33
Therefore there is only about one chance in 81 that ten or more are defective in a batch of 500.
C08S08.077: Let p√= 0.55, q = 0.45, and N = 750. In the notation of Section 7.8, we have µ = N p = 412.5
√
and σ = N pq = 34 330 ≈ 13.62443. Now 59% of the N = 750 voters amounts to 442.5, so we let
442.5 − µ 4 √
a= = 330 ≈ 2.20183
σ 33
and evaluate
1 a 4 √
P = √ exp − 12 x2 dx = erf 165 ≈ 0.9723295720.
2π −a 33
Thus there is a 97.23% probability that between 51% and 59% will say that they are Democratic voters, and
thus that between 41% and 49% will say that they are Republican voters.
1
u = (ln x)k+1 , dv = dx.
x2
(k + 1)(ln x)k 1
Then du = dx, v=− .
x x
18
Thus
∞ ∞
(ln x)k+1 (ln x)k
Ik+1 = − + (k + 1) dx = 0 + (k + 1)Ik = (k + 1)Ik = (k + 1)(k!) = (k + 1)!.
x 1 1 x2
Therefore, by induction, In = n! for each integer n 0.
19