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Improper integrals

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Phan Thi Khanh Van

E-mail: khanhvanphan@hcmut.edu.vn

November 8, 2019

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Table of contents

1 Improper integral of type 1

2 Improper integral of type 2

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Example
The area of the region
bounded by
1
y = 1+x 3 , y = 0, x ≥ 0 is:

R 1
AD = 1+x 3 dx
0
Rb dx
= lim 1+x 3 - Improper
b→+∞ 0
integral of type 1

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Example
The area of the region
bounded by:
1
y = √4x−x 2 −3
, y = 0, x =
2, x = 3 is
R3 1
AD = √4x−x 2 −3
dx
2
Rb 1
= lim− √
4x−x 2 −3
dx -
b→3 2
Improper integral of type
We have lim− f (x) = ∞ 2
x→3

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Improper integral of type 1

Improper integral of type 1: Infinite interval


Let f (x) be integrable on [a, b], ∀b > a. Then, the
Rb ∞
def R
integral lim f (x)dx : = f (x)dx is called an improper
b→∞ a a
integral of type 1. Similarly:
b
Rb def R
lim a f (x)dx : = f (x)dx
a→−∞ −∞
R∞ def Ra R∞
f (x)dx : = f (x)dx + f (x)dx
−∞ −∞ a

If the limit exists as a finite number (6= ∞), then the in-
tegral is called convergent. If not, then the integral is
divergent.
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Improper integral of type 1

Example
+∞
dx
R
Evaluate I = xα
1

x −α+1 +∞ 1−α
1 If α 6= 1: I = lim x1−α
−α+1 |1 = x→+∞ + 1
α−1
1
If α > 1: I = α−1
If α < 1: I = +∞
2 If α = 1: I = ln x|+∞
1 = +∞

If α > 1: the integral is convergent, α ≤ 1: the integral is


divergent.

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Improper integral of type 1

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Improper integral of type 1

Example
+∞
√ dx
R
Evaluate 2
e x ln x−2 ln x+2

Put u = ln x⇒ du = x1 dx
+∞ +∞
du √d(u−1)2
R R
I = √
u 2 −2u+2
=
(u−1) +1
1 1 +∞

= ln(u − 1 + u 2 − 2u + 2) = +∞ - Divergent
1

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Improper integral of type 1

Example
+∞
R
Evaluate cos(2x)dx
0
+∞
sin(2x)

I = 2 .
0
Because lim sin(2x) doesn’t exists, the integral is diver-
x→∞
gent.

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Improper integral of type 1

Example
Find the area of the region D bounded by
1
y = x 2 −5x+6 , x ≥ 4, y = 0
+∞ +∞
dx 1 1
R R
AD = ( x−3
x 2 −5x+6 = − x−2 )dx
4 4 +∞
x−3 +∞


= [ln(x − 3) − ln(x − 2)] = ln x−2
4 4
x−3 1
= lim ln x−2 − ln 2= ln 2.
x→+∞
The integral is convergent.

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Improper integral of type 1

Example
Evaluate the area of D bounded by
1
y = 1+x 3 , x = 0, y = 0

+∞ +∞
dx 1 1 −x+2
R R
AD = 1+x 3 = 3 ( (x+1) + x 2 −x+1 )dx
0 0 +∞
1 1 2
√ 2x−1

= + 1) − ln(x − x + 1) + 3 arctan
3 (ln(x 2
√ )
3
√ 0
= 13 lim (ln √xx+1
2 −x+1
+ 3 arctan 2x−1
√ )+ √
3 6
π
3
= 2π

3 3
x→∞
The integral is convergent.

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Improper integral of type 1

Comparison test for nonnegative functions (1)


R∞ R∞
Consider fdx, gdx, where 0 6 f 6 g , ∀x ∈ [a, +∞].
a a
R∞ R∞
If gdx is convergent ⇒ fdx is convergent
a a
R∞ R∞
If fdx is divergent ⇒ gdx is divergent.
a a

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Improper integral of type 1

Example
Determine if the following integral is convergent:
+∞
R ln(1+x)+e −x
I = x dx
1
−x
We have: f = ln(1+x)+e
x ≥ x1 ≥ 0, ∀x ≥ 3.
+∞
R dx
Because x is divergent, I is divergent.
1

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Improper integral of type 1

Example
Determine if the following integral is convergent:
+∞
R 3+sin 2x
I = √ dx
x 2+ x
1

We have 0 ≤ f = 3+sin √2x ≤ 42 .


x 2+ x x
+∞
R dx
Because 4x 2 is convergent, I is convergent.
1

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Improper integral of type 1

Comparison test for nonnegative functions (2)


f
Let 0 6 f (x), g (x), ∀x ∈ [a, +∞) and k = lim g
x→+∞
R∞ R∞
1 k = 0 (or: f  g ): If g converges ⇒ fdx
a a
converges
R∞ R∞
2 k = ∞ (or: f  g ): If f converges ⇒ gdx
a a
converges
R∞ R∞
3 k 6= 0, ∞ (or: f ∼ kg ): fdx and gdx either
a a
converges or diverges.
Remark: When x → ∞ : lnα x  x β  ax , for any
α > 0, β > 0, a > 1.
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Improper integral of type 1

Example
Determine if the following integral is convergent:
+∞ √
√ x+ln x dx
R
I =
e x(x−1)(x−2)

√ x → +∞:
Consider when √
x+ln x
0≤f = √ ∼ xx3 = x1 .

x(x−1)(x−2)
+∞
R dx
Because x is divergent, I is divergent.
e

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Improper integral of type 1

Example
Determine if the following integral is convergent:
+∞
(1 − cos x1 )dx
R
I =
1

Consider x → +∞:
0 ≤ f = (1 − cos x1 )∼ 2x1 2
+∞
R dx
Because x 2 is convergent, I is convergent.
1

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Improper integral of type 1

Example
Determine if the following integral is convergent:
+∞
R ln x
x 2 dx
1

When x → +∞: 0 ≤ f = lnx 2x  x 2x = 13 .
x2
+∞
R dx
Because 3 is convergent, I is convergent.
1 x2

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Improper integral of type 2

Improper integral of type 2: unbounded function


If f (x) is continuous on [a, b), and is discontinuous at
Rb Rt
b, then a f (x)dx = lim− a f (x)dx.
t→b
If f (x) is continuous on (a, b], and is discontinuous at
Rb Rb
a then a f (x)dx = lim+ t f (x)dx.
t→a
Rb
Def: The improper integral f (x)dx is called
a
convergent if the corresponding limit exists (6= ∞)
and divergent if the limit does not exist.
If f has
R ca discontinuity
R bat c, where a < c < b, and
both a f (x)dx and c f (x)dx are convergent, then
Rb Rc Rb
a f (x)dx = a f (x)dx + c f (x)dx
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Improper integral of type 2

Example
R3 dx
Evaluate I = √
4x−x 2 −3
2
R3
I = √d(x−2) = arcsin(x − 2)|32 = π
2 - convergent
1−(x−2)2
2

Example
R3 2
Evaluate √x dx
9−x 2
−3

R3 √
I = (− 9 − x 2 + √ 9 )dx
9−x 2
−3 √
= (− 92 arcsin x3 − 12 x 9 − x 2 +9 arcsin x3 )|3−3 = 9π2 - conver-
gent.
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Improper integral of type 2

Example
R1 x3 √
arcsin xdx
Evaluate I = 1−x 2
0

Put u = arcsin x ⇒ du = √ dx
1−x 2
π π
R2 R2
I = u sin3 u.du = u. 3 sin u−sin
4
3u
.du = 7
9 - convergent.
0 0

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Improper integral of type 2

Example
Find α such that the integral is convergent
Rb dx Rb dx
a)I1 = (x−a)α , b)I2 = (b−x)α
a a
b
(x−a)1−α (b−a)1−α (x−a)1−α

If α 6= 1, then I1 = 1−α = 1−α − lim
x→a 1−α
a
1−α
If α > 1, lim (x − a) = ∞, I1 is divergent.
x→a
If α < 1, lim (x − a)1−α = 0, I1 is convergent
x→a
If α = 1, then
b
I1 = ln(x − a) = ln(b − a) − lim ln(x − a)= ∞.
x→a
a
Answer: I1 is convergent if α < 1, divergent if α ≥ 1.
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Improper integral of type 2

Comparison test for nonnegative functions (1)


Rb Rb
Consider dx, gdx, where 0 6 f 6 g , ∀x ∈ [a, b].
a a
Rb Rb
If gdx is convergent ⇒ fdx is convergent
a a
Rb Rb
If fdx is divergent ⇒ gdx is divergent.
a a

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Improper integral of type 2

Comparison test for nonnegative functions (2)


f
Let 0 6 f (x), g (x), ∀x ∈ [a, b] and k = lim g
x→+∞
Rb Rb
1 k = 0 (or: f  g ): If g is convergent then fdx is
a a
convergent
Rb Rb
2 k = ∞ (or: f  g ): If f is convergent then gdx
a a
is convergent
Rb Rb
3 k 6= 0, ∞ (or: f ∼ kg ): fdx and gdx are either
a a
convergent or divergent.

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Improper integral of type 2

Example
R3 dx
Determine if the integral converges: I = √
4x−x 2 −3
2

Df = R\{1, 3}.
1 1
lim− √4x−x 2 −3
= lim− √ = +∞.
x→3 x→3 (3−x)(x−1)
When x → 3− : √ 1
∼√ 1
= √
1
1 .
(3−x)(x−1) 2(3−x) 2(3−x) 2
R3 dx
Because √ 1 converges (α = 12 ), I converges.
2 2(3−x) 2

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Improper integral of type 2

Example
R2
Determine if the integral converges: √ dx
2x−x 2
0
R1 dx
R2 dx
I = 0
√ + 1
√ = I1 + I2
x(2−x) x(2−x)
1
Consider I1 when x → 0: 0 ≤ f = √ ∼ √1x = 11 .
x(2−x) x2
R1dx
Because 1 converges, I1 converges.
0 x 2

Consider I2 when x → 2:
1 1
R2
0≤f = √ ∼ √2−x = 1 1. Because dx
1
x(2−x) (2−x) 2 1 (2−x)
2

converges, I2 converges. Hence I = I1 + I2 converges.


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Improper integral of type 2

Example
Determine if the following integral is convergent:
+∞
R 1 + 2x
I = p dx
0 x(x + 1)3 (x + 2)
R1 1 + 2x 1 + 2x +∞
R
I = p dx + p dx
0 x(x + 1)3 (x + 2) 1 x(x + 1)3 (x + 2)
= I1 + I2 .
For I1 , when x → 0:
1 + 2x
0≤f = p ∼ √1 1
x(x + 1)3 (x + 2) 2x 2
R1 dx
Because 1 is convergent, I1 is convergent.
0 x
2

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Improper integral of type 2

For I2 , when x → +∞:


1 + 2x
0≤f = p ∼ 23
3
x(x + 1) (x + 2) x 2
+∞
R dx
Because 3 is convergent, I2 is convergent. Hence, I
1 x2
is convergent.

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