1.

Improper Integrals
b

In our introduction to the definite integral, we have known that ∫ f ( x ) dx exists if f(x)
a

is piecewise continous in the closed interval [a,b]. However in many interesting applications,
one of two situations occurs, either (1). a or b infinite, or (2). f becomes infinite at one or
more values in the [a,b]. If one of these cases occurs, we say that the integral is an
improper integral.
Cases (1). b = ∞ , a=−∞∨both
We will begin with an example :
Calculate the area in the first quadrant under the curve y=e−x

Y Figure 1

(0,1)
y=e−x

O N X

Figure 1

The region in question is sketched in figure 1, N is some large number, now what happens as
N approach to ∞. We have area from 0 to N
N

∫ e−x dx=1−e− N
0

∞
−x −N
and the total area is lim ∫ e dx= lim ( 1−e ) =1.
N→∞ 0 N→∞

Definition
N

(i). Let a be a real number and f be a function having the property that ∫ f ( x ) dx exist for
a

every real number N ≥ a. Then we define the improper integral,

∫ f ( x ) dx= Nlim
→∞
∫ f ( x ) dx ........................... (1)
a a

provided that this limit exist.

If ∫ f ( x ) dxexist and is finite, we say that the improper integral is convergent, but if the
a

limit in (1) does not exist, or if it exist and is infinite, then we say that the improper integral
is divergent.
b

(ii). ∫ f ( x ) dx exist for every real number N such that –N ≤ b we define

b b

∫ f ( x ) dx= Nlim
→∞
∫ f ( x ) dx ............................. (2)
−∞ −N

Provided that this limit exist. We define the terms convergent and divergent as in (1).
0 N
(iii). If ∫ f ( x ) dx∧∫ f ( x ) dx exist for everyreal N and M, then we define
−M 0

∞ N 0

∫ f ( x ) dx= lim ∫ f ( x ) dx+ lim

Whenever both these limit exist.

Solution :
N
1
lim ∫ dx = lim ¿ . So that the improper integral is divergent.
N→∞ 1 x N→∞

∞
x
Example 41 : Evaluate ∫ e dx
0

Solution :

∫ e x dx=e x ¿ N0 =e N −1, but Nlim

0
Example 42 : Calculate ∫ e x dx
−∞

0
0 =1−e−N , (1−e−N ¿ )=1¿ , so that the improper integral
Solution : ∫ e x dx=e x ¿ −N but Nlim
→∞
−N

is convergent.
For all students, do in your class and discuss together

∞ ∞ ∞ ∞
2
1
(i). ∫ cos x dx ; (ii). ∫ x e−x dx ; (iii). ∫ x 3 dx ; (iv). ∫ x
k
dx
0 −∞ −∞ 1

∞
(iv). ∫ x 2−41 x +9 dx
−∞

Case (2) : a∧b are finite and f becomes infinite at some number in the [a , b ¿.

We begin with an example as follow

1
Example 43 : Calculate the area in the first quadrant under the curve y= between x = 0
√x
and x = 1. Y

Solution :

x=1

1
y=
√x

O X

Clearly, the region is infinite. However, if ε is a small, positive real number then we can
calculate the integral, and see what happens as ε → 0+¿¿ .

1=
lim lim ¿ +¿¿
+¿
1
dx ε ε → 0 {2 ( 1−√ε ) }¿ , so that the total area is 2 as ε → 0 .
+¿

ε → 0 {∫ }=2 √ x ¿
ε √x