Improper Integrals

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8.

4 day one
Improper
Integrals
Greg Kelly, Hanford High School, Richland, Washington
Until now we have been finding integrals of continuous
functions over closed intervals.
Sometimes we can find integrals for functions where
the function or the limits are infinite. These are called
improper integrals.

Example 1:
1
0
1

1
x
dx
x
+

}
The function is
undefined at x = 1 .
0
1
2
3
4
1
Since x = 1 is an asymptote, the
function has no maximum.
Can we find
the area under
an infinitely
high curve?
We could define this integral as:
0
1
1
lim
1
b
b
x
dx
x

}
(left hand limit)
We must approach the limit from
inside the interval.

0
1
1
lim
1
b
b
x
dx
x

}
1

1
1
1
x
x
x
dx
x
+ +
+

}
Rationalize the numerator.
2
1+x

1
dx
x
}
2 2
1 x

1 1
dx dx
x x
+

} }
2
1 u x =
2 du x dx =
1

2
du x dx =
1
1
2
1
sin
2
x u du

2 2
1 x

1 1
dx dx
x x
+

} }
2
1 u x =
2 du x dx =
1

2
du x dx =
1
1
2
1
sin
2
x u du

}
1
1
2
sin x u

1 2
1
0
lim sin 1
b
b
x x


( )
( )
1 2 1
1
lim sin 1 sin 0 1
b
b b


1
2
t
= +
2
t
0 0
This integral converges
because it approaches a
solution.

Example 2:
-1
0
1
2
3
4
-1 1
1
0
dx
x
}
1
0
limln
b
b
x
+

0
lim ln1 ln
b
b
+


0
1
lim ln
b
b
+

=
This integral diverges.
(right hand limit)
We approach the limit from inside
the interval.
1
0
1
lim
b
b
dx
x
+

Example 3:
( )
3
2
0
3
1
dx
x
}
The function
approaches
when .

1 x
0
1
2
3
4
1 2 3
( )
2
3
3
0
1 x dx

}
( ) ( )
2 2
3
3 3
0
1 1
lim 1 lim 1
b
c
b c
x dx x dx
+


+
} }
( ) ( )
3
1 1
3 3
1 1
0
lim3 1 lim3 1
b
b c
c
x x
+

+

( ) ( )
2 2
3
3 3
0
1 1
lim 1 lim 1
b
c
b c
x dx x dx
+


+
} }
( ) ( )
3
1 1
3 3
1 1
0
lim3 1 lim3 1
b
b c
c
x x
+

+
( ) ( ) ( )
1
1 1 1
3
3 3 3
1 1
lim 3 1 3 1 lim 3 2 3 1
b c
b c
+

(
(
+
(
(


0
0
3
3 3 2 +

Example 4:
1
P
dx
x

}
0 P >
1

P
x dx


}
1
lim
b
P
b
x dx

}
1
1
1
lim
1
b
P
b
x
P
+

+
1 1
1
lim
1 1
P P
b
b
P P
+ +


+ +
What happens here?
If then gets bigger
and bigger as , therefore
the integral diverges.
1 Ps
1 P
b
+
b
If then b has a negative
exponent and ,
therefore the integral converges.
1 P >
1
0
P
b
+

(P is a constant.)
t

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