Section 7.

8: Improper Integrals

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Outline of this online class

1 Improper Integral of Type 1: Infinite Intervals

2 Improper Integrals of Type 2: Discontinuous Integrands

3 A Comparison Test for Improper Integrals

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I In defining a definite integral
Z b
f (x)dx
a

we dealt with a function f defined on a finite interval [a, b] and we

assumed that f does not have an infinite discontinuity (see
Section 5.2).
I In this section we extend the concept of a definite integral to the
case where the interval is infinite and also to the case where f has
an infinite discontinuity in [a, b].
I In either case the integral is called an improper integral.

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Improper Integrals of Type 1: Infinite Intervals
Z ∞ Z t
1 1
dx = lim dx
1 x2 t→∞ 1 x2
1 t
= lim −
t→∞ x 1
1
= lim 1 −
t→∞ t
=1

R∞ 1
Thus, the improper integral is convergent and 1 x2
dx = 1.
Z ∞ Z t
1 1
dx = lim dx
1 x t→∞ 1 x
t
= lim ln |x|
t→∞ 1
= lim ln |t| − ln |1|
t→∞
= ∞.
R∞ 1
Therefore, 1 x dx is divergent.
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Definition of an Improper Integral of Type 1: Infinite Intervals

Rt
(a) If a
f (x) dx exists for every number t ≥ a, then
Z ∞ Z t
f (x) dx = lim f (x) dx
a t→∞ a

provided this limit exists and equals a finite number.

Rb
(b) If t f (x) dx exists for every number t ≤ b, then
Z b Z b
f (x) dx = lim f (x) dx
−∞ t→−∞ t

provided this limit exists and equals a finite number.

R∞ Rb
The improper integrals a f (x) dx and −∞ f (x) dx are called convergent if
the corresponding limits exist (as real numbers), and divergent otherwise.
R∞ Ra
(c) If both a f (x) dx and −∞ f (x) dx are convergent, then we define
Z ∞ Z a Z ∞
f (x) dx = f (x) dx + f (x) dx.
−∞ −∞ a

In part (c) any real number a can be used. 5 / 19

Example
Is Z 0
xex dx
−∞
convergent or divergent? If it is convergent, evaluate it.

Solution.

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Example
Is Z 0
xex dx
−∞
convergent or divergent? If it is convergent, evaluate it.
Z 0 Z 0
Solution. x
Using integration by xe dx = lim xex dx
−∞ t→−∞ t
parts with u = x,  
0
Z 0
dv = ex dx, so that = lim xe − x
e dx x
du = dx, v = ex t→−∞

t t
By L’Hopital’s rule, h i0 
= lim 0 − te − ex
t
t→−∞ t
t
lim tet = lim = lim −tet − 1 + et


t→−∞ t→−∞ e−t t→−∞
1 =0−1+0
= lim − =0
t→−∞ e−t
= −1 (finite)
R0 x
Therefore, the improper integral −∞ xe dx is convergent and
R0 x
−∞ xe dx = −1.
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Example
Determine whether the integral is convergent or divergent. If it is
Z ∞
convergent, evaluate it. 1
2
dx
−∞ 1 + x

Solution.

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Example
Determine whether the integral is convergent or divergent. If it is
Z ∞
convergent, evaluate it. 1
2
dx
−∞ 1 + x
Z ∞ Z 0 Z ∞
Solution. 1 1 1
dx = dx + dx
−∞ 1 + x2 −∞ 1 + x2 0 1 + x2

We must
Z ∞ now evaluate the integrals
Z t on the right side separately:
1 1 t
2
dx = lim 2
dx = lim tan−1 x
0 1+x t→∞ 0 1 + x t→∞ 0
  π  π
= lim tan−1 t − tan−1 0 = −0 = (finite)
t→∞ 2 2
Z 0 Z 0 0
1 1
2
dx = lim 2
dx = lim tan−1 x
−∞ 1 + x t→−∞ t 1 + x t→−∞ t
 π π
= lim (tan−1 0 − tan−1 t) = 0 − − = (finite)
t→−∞ 2 2
Since both of these integrals
Z ∞ are convergent, the integral is convergent and
1 π π
2
dx = + = π
−∞ 1 + x 2 2
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Special Improper Integral

Z ∞
1
dx is convergent if p > 1 and divergent if p ≤ 1.
1 xp

For example, Z ∞
1
dx
1 x3
is convergent (p = 3 > 1) and
Z ∞
1
√ dx
1 x
1
is divergent (p = ≤ 1).
2

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Improper Integrals of Type 2: Discontinuous Integrands

Z b Z t
(a) f (x) dx = lim− f (x) dx
a t→b a

Z b Z b
(b) f (x) dx = lim+ f (x) dx
a t→a t

Z b Z c Z b
(c) f (x) dx = f (x) dx + f (x) dx
a a c

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Definition of an Improper Integral of Type 2: Discontinuous Integrands

(a) If f is continuous on [a, b) and is discontinuous at b, then

Z b Z t
f (x) dx = lim f (x) dx
a t→b− a

provided that this limit exists (as a finite number).

(b) If f is continuous on (a, b] and is discontinuous at a, then
Z b Z b
f (x) dx = lim+ f (x) dx
a t→a t

provided that this limit exists (as a finite number).

Rb
The improper integral a f (x) dx is called convergent if the corresponding limit
exists (as a finite number), and divergent otherwise.
Rc
(c) If f has a discontinuity at c, where a < c < b, and both a f (x) dx and
Rb
c
f (x) dx are convergent, then we define
Z b Z c Z b
f (x) dx = f (x) dx + f (x) dx.
a a c
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Example
Determine whether the integral is convergent or divergent. If it is
Z 3
convergent, evaluate it. 1
dx
2 (x − 2)3/2

Solution.

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Example
Determine whether the integral is convergent or divergent. If it is
Z 3
convergent, evaluate it. 1
dx
2 (x − 2)3/2

Solution. The given integral is improper because the integrand

1
f (x) = has a vertical asymptote at x = 2 so
(x − 2)3/2
Z 3 Z 3
1 1
3/2
dx = lim 3/2
dx
2 (x − 2) t (x − 2)
t→2+

3
= lim −2(x − 2)−1/2
t→2+ t
 2 
= lim − 2 + √
t→2+ t−2
=∞
Z 3
1
Therefore, dx is divergent.
2 (x − 2)3/2
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Example
Z 6
Evaluate 3
√ dx
3 x−3

Solution.

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Example
Z 6
Evaluate 3
√ dx
3 x−3

Solution. The given integral is improper because the integrand

3
f (x) = √ has a vertical asymptote at x = 3, so we calculate
x−3
Z 6 Z 6
3 3
√ dx = lim √ dx
3 x−3 t→3+
t x−3
√ 6
= lim 6 x − 3
t→3+ t
 √ √ 
= lim 6 3 − 6 t − 3
t→3+
√
=6 3
Z 6
3 √
Therefore, the integral converges and √ dx = 6 3.
3 x−3
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Comparison Test for Improper Integrals
Sometimes it is impossible to find the exact value of an improper integral and
yet it is important to know whether the integral is convergent or divergent. In
such cases the following theorem is useful. Although we state it for Type 1
integrals, a similar theorem is true for Type 2 integrals.

Theorem (Comparison Theorem)

Suppose that f and g are continuous functions with f (x) ≥ g(x) ≥ 0 for
x ≥ a.
Z ∞ Z ∞
(a) If f (x) dx is convergent, then g(x) dx is convergent.
a a
Z ∞ Z ∞
(b) If g(x) dx is divergent, then f (x) dx is divergent.
a a

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Example
Determine whether the integral is convergent or divergent.
Z ∞
cos2 x
dx
1 x2 + 1

Solution.

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Example
Determine whether the integral is convergent or divergent.
Z ∞
cos2 x
dx
1 x2 + 1
cos2 x
Solution. Let f (x) = . We have
x2 + 1
−1 ≤ cos x ≤ 1
0 ≤ cos2 x ≤ 1
cos2 x 1 1
0≤ 2
≤ 2 ≤ 2
x +1 x +1 x
Z ∞
1 1
Let g(x) = 2 . Since dx is convergent (p = 2 > 1), the given
x 1 x2
improper integral Z ∞
cos2 x
dx
1 x2 + 1
is convergent by the Comparison Test for improper integrals.
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