Improper Integrals, Part 3:

The Concept Reloaded (Rigorous)

Definition of Improper Integrals
Singularities in the Interval of Integration
Basic Improper Integrals
Comparison Theorem
The Gamma Function The Gamma Function
Improper Integrals
An integral is improper if either

the interval of integration is infinitely long or

if the function has singularities in the interval of integration.
One cannot apply numerical methods like LEFT or RIGHT sums to
approximate the value of such integrals.
1
2
0
1
is improper because the integrand has a singularity. dx
x
}
0
The integral e is improper because the
interval of integration is infinitely long.
x
dx

}
0
e
is improper for two reasons: infinitely long
interval of integration and a singularity of the integrand.
x
dx
x

}
Definition
Examples
1
2
3
Improper Integrals: Visualization
Example 1

Evaluate

Integration by parts:
dx
x
x
}

1
2
ln
x
v
x
dx
du
x
dx
dv x u
1
,
, ln
2
= =
= =
dx
x
x
dx
x
x
b
b
} }

=
1
2
1
2
ln
lim
ln
L I P E T
L I P E T
Example 1

Evaluate
dx
x
x
}

1
2
ln
1 1
1
1
lim
1
1 1 ln 1 ln
lim
ln
lim
1
2
= +
(
(
(

=
(

+

(

+
=


}
b
b
b
dx
x
x
b
b
b
b
What rule do we use to evaluate this?
Example 2

Evaluate

This is arctangent x
dx
x
}


+
2
1
1
dx
x
dx
x
b
b
a
a
} }
+
+
+
=

0
2
0
2
1
1
lim
1
1
lim
( ) ( ) ( ) ( ) 0 tan tan lim tan lim 0 tan
1 1 1 1

+ = b a
b a
( ) ( ) t
t t
= + = + =

2 2
tan lim tan lim
1 1
b a
b a

Example 4

Evaluate
dx
x
}

1
0
1
1
dx
x
b
b
}

=

0
1
1
1
lim
( ) | | ( ) | | 0 1 ln 1 ln lim
1
1
lim
1
0
1
=

}
b dx
x
b
b
b
( ) | | ( ) | | 0 1 ln 1 ln lim
1
=

b
b
0
0
( ) x 1 ln
This was covered in last
weeks lecture on improper
integrals. Please review it.
1 1
2
1
lim
2
2
1
lim
2
1
1
2
1
lim = + =
+
=
+

x x
x
x
x
x x x
1 1
2
1
lim
2
2
1
lim
2
1
1
2
1
lim = + =
+
=
+

x x
x
x
x
x x x
Example: The Gamma Function

>
I =
}
1
0
The gamma function is defined for 0 by setting
( ) e . Show that this integral converges.
x t
x
x t dt
Problem
Solution
The integral defining the gamma function is improper
because the interval of integration extends to infinity.
If 0 < x < 1, the integral is also improper because then
the function to be integrated has a singularity at x = 0,
the left endpoint of the integration interval.
Case 1.
0 < t < 1.
Observe first that the integral converges if p > -1.
1
0
p
t dt
}
1
1 1
1 1
0 0 0
0
1 1
lim lim lim
1 1 1 1
p p
p p
a a a
a
a
t a
t dt t dt
p p a p
+ +
+ + +
( | |
= = = =
|
(
+ + + +
\ .
} }
This computation requires the assumption that p >-1, i.e., that p + 1 > 0. This allows you to
conclude that a
p+1
0 as a 0.
NB: Interval here is ( 0, 1 ]
Example: The Gamma Function

>
I =
}
1
0
The gamma function is defined for 0 by setting
( ) e . Show that this integral converges.
x t
x
x t dt
Problem
Solution
(contd)
Case 1. Case 1.
(0 < (0 < t t < 1) < 1)
Observe that, if t > 0,
1 1
e .
x t x
t t

<
Hence the integral converges by the Comparison
Theorem and by the fact that converges for p > -1.
1
0
p
t dt
}
1
1
0
e
x t
t dt

}
To show the convergence of the integral ,
use the fact that

}
1
1
e
x t
t dt

=
1
2
lim e 0.
t
x
t
t
This holds for all values of x. Hence there is a number b b
x x
such that for t > b b
x x
.

<
1 2
e 1
x t
t
This means that for t > b
x
.

= <
1 1 2 2 2
e e e e
x t x t t t
t t
Case 2. Case 2.
t > 1. t > 1.
NB: Interval here is [1,

)
Example: The Gamma Function

>
I =
}
1
0
The gamma function is defined for 0 by setting
( ) e . Show that this integral converges.
x t
x
x t dt
Problem
Solution
(contd)
To show the convergence of the integral ,
use the fact that

}
1
1
e
x t
t dt

=
1
2
lim e 0.
t
x
t
t
This holds for all values of x. Hence there is a number b b
x x
such that for t > b b
x x
.

<
1 2
e 1
x t
t
This means that for t > b
x
.

= <
1 1 2 2 2
e e e e
x t x t t t
t t
Hence the integral converges by the Comparison Theorem,
since the integral converges (by direct computation).
1 t
e
x
x
b
t dt

}
2
e
x
t
b
dt

}
Case 2. Case 2.
t > 1. t > 1.
Write this out, prove it.
The main idea here was to find a convergent
function that we know always always lies above t
x-1
e
- t
Example: The Gamma Function
Solution
Conclusion

>
I =
}
1
0
The gamma function is defined for 0 by setting
( ) e . Show that this integral converges.
x t
x
x t dt
Problem
Let x > 0 be fixed.
1
1 1 1 1
0 0 1
e e e e
x
x
b
x t x t x t x t
b
t dt t dt t dt t dt


= + +
} } } }
We split the improper integral defining the Gamma function
to three integrals as follows:
converges by part 1. Here we needed to assume that x > 0.
1
1
0
e
x t
t dt

}
1
is an ordinary integral.
1
1
e
x
b
x t
t dt

}
2
1
e
x
x t
b
t dt

}
3
converges by part 2.
We conclude that the integral converges.
1
0
e
x t
t dt

}
t