One Variable Calculus and
Differential Equations
for non-majors – MT171
Idrissa S. A.
[Link]@[Link]
Improper Integrals
Department of Mathematics - UDSM
March 31, 2022
Improper Integrals
Introduces the case where the interval of integration is
infinite or the integrand becomes arbitrarily large in the
interval of integration. The definition of definite integral
does not covers these cases.
Consider one want to find the area bounded by the
curves f (x) = 1/x, g (x) = 1/x 2 and the x-axis in the
interval [1, ∞).
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Improper Integrals
Case 1.
Let b > 1, then
b
b dx
∫1 = ln x∣ = ln b − ln 1 = ln b
x 1
then
dxb
lim ∫ = lim ln b = ∞
bÐ→∞ 1 x bÐ→∞
Hence the area is infinite.
ISA MT171 – 2021/2022 3 / 12
Improper Integrals
Case 2.
b
b dx 1 1 1 1
∫1 = − ∣ = − − − = 1 −
x2 x 1 b −1 b
then
b dx 1
lim ∫ 2
= lim (1 − ) = 1
bÐ→∞ 1 x bÐ→∞ b
In this case the area is finite.
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Improper Integrals
Definition (Kind IA)
b
Let f be continuous for x ≥ a. If lim ∫ f (x)dx
bÐ→∞ a
exists, the function f is said to have a convergent
improper integral from a to ∞.
∞ b
∫a f (x)dx = lim ∫ f (x)dx
bÐ→∞ a
∞ 1
From the case 2 , we say that ∫ 2
dx is convergent
∞ 1
1 x
with value 1, that is ∫ dx = 1.
1 x2
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Improper Integrals
Definition (Kind IB)
b
Let f be continuous for x ≥ a. If lim ∫ f (x)dx does
bÐ→∞ a
not exist, the function f is said to have a divergent
improper integral from a to z∞.
Clearly the integral in case 1
∞ 1
∫1 dx diverges
x
Example 1: Determine whether the improper integral
∞
−1/2
∫ x
1
dx converges or diverges.
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Improper Integrals
Solution:
∞ y
x −1/2 dx = lim ∫ x −1/2 dx
∫1 y Ð→∞ 1
y
1/2
= lim 2x ∣
y Ð→∞
1
1/2
= lim (2y − 2) = ∞
y Ð→∞
Therefore the integral diverges.
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Improper Integrals
Example 2: Determine the area of the region bounded
by the curve y = 1/(1 + x 2 ) and the x-axis.
Solution: The area in question is shown here
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Improper Integrals
We need to determine
∞ 1
∫−∞ 1 + x 2 dx
Now
∞ dx t dx
lim ∫
∫0 1 + x 2 = tÐ→∞ 0 1 + x2
π
= lim (tan−1 t − tan−1 0) =
tÐ→∞ 2
0 dx π
By symmetry, ∫ = and hence the area is
−∞ 1 + x 2 2
∞ dx π π
∫−∞ 1 + x 2 = 2 + 2 = π
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Improper Integrals
Definition Kind II
If f is integrable on [a + h, b] for all h > 0, but f is
b
unbounded on (a, b], and if lim + ∫ f (x)dx exists,
hÐ→0 a+h
and is equal to L, then we say the improper integral
b
∫a f (x)dx is convergent to L, so
b
∫a f (x)dx = L
If f is integrable on [a, b − h] but f is unbounded on
b−h b
[a, b) and lim + ∫ f (x)dx exists, then ∫ f (x)dx
hÐ→0 a a
converges to L,
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Improper Integrals
2 1
Example 3: ∫ dx is an improper integral of the
0 x3
second kind, now
2 1 2 1
∫0 3
dx = lim ∫ 3
dx = lim + −2(2−2 − h−2 ) = +∞
x hÐ→0 +
h x hÐ→0
∞ dx
Example 4: Find ∫ √ if it converges.
0 (1 + x) x
Solution: Here we have a combination of kind 1 and
kind 2, so split into separate kinds
∞ dx 1 dx ∞ dx
∫0 √ =∫ √ +∫ √
(1 + x) x 0 (1 + x) x 1 (1 + x) x
ISA MT171 – 2021/2022 11 / 12
Improper Integrals
1 dx y dx
= lim + ∫ √ + lim ∫ √
hÐ→0 h (1 + x) x y Ð→∞ 1 (1 + x) x
−1
√ 1 −1
√ y √
= lim + 2 tan x∣ + lim 2 tan x∣ (using u = x)
hÐ→0 y Ð→∞
h 1
√
= lim + (2 tan−1 1 − 2 tan−1 h) +
hÐ→0
lim (2 tan−1 y − 2 tan−1 1)
y Ð→∞
= 2 tan 1 − 0 + π − 2 tan−1 1 = π
−1
∞ dx
Ô⇒ ∫ √ converges to π.
0 (1 + x) x
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