Mathematics Part 2 Mrs.

Kristine Sevcenko
Improper Integrals
Recall the definition of a definite integral:
0
( ) lim ( )
b
b
x
x a
a
f x dx f x x

. This definition
works only for functions continuous on the segment [ , ] a b . If the function has Type II
discontinuity (
lim ( )
x a
f x

) or if a or b (or both) is infinite then summation is
impossible. In these occasions we have improper integrals.
An improper integral is said to converge if it has a finite value; otherwise it is said to diverge.
Type 1 Improper Integrals
The function is continuous but one or both integration boundaries are infinite:
(a)
( )
a
f x dx
+

; calculated ( ) lim ( )
b
b
a a
f x dx f x dx
+
+
_

,

;
(b) ( )
b
f x dx

; calculated ( ) lim ( )
b b
a
a
f x dx f x dx

,

;
(c) ( ) f x dx
+

; his integral is split into two (a) and (b) integrals:

( ) ( ) ( )
c
c
f x dx f x dx f x dx
+ +

+

where c is any
real number; the integral converges if and only if both components converge.
If
( ) F x
is an antiderivative of
( ) f x
and a finite limit
lim ( )
b
F b

exists then the integral

( )
a
f x dx
+

converges
and
( ) lim ( ) ( )
b
a
f x dx F b F a
+

.
Type 2 Improper Integrals
The function has Type II discontinuity at one or both ends of the segment of
integration.
(a) function is continuous on [ , ) a b but
lim ( )
x b
f x

; calculated
0
( ) lim ( )
b b
a a
f x dx f x dx

,

;
(b) continuous on ( , ] a b but
lim ( )
x a
f x

; calculated
0
( ) lim ( )
b b
a a
f x dx f x dx

+
_

,

;
(c) similar situation at both ends of the interval; then it is split into a sum of two integrals
( ) ( ) ( )
b c b
a a c
f x dx f x dx f x dx +

where ( , ) c a b and converges if and only if both components converge.
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Mathematics Part 2 Mrs. Kristine Sevcenko
If
lim ( )
x b
f x

,
( ) F x
is an antiderivative of
( ) f x
and a finite limit
0
lim ( ) F b

exists then the integral

( )
b
a
f x dx

converges and
0
( ) lim ( ) ( )
b
a
f x dx F b F a

.
Similarly, if
lim ( )
x a
f x

,
( ) F x
is an antiderivative of
( ) f x
and a finite limit
0
lim ( ) F a

+
exists then the
integral
( )
b
a
f x dx

converges and
0
( ) ( ) lim ( )
b
a
f x dx F b F a

.
Type 3 Improper Integrals
They contain both Type II discontinuities and infinite integration boundaries; these integrals can be split into a sum
of finite number Type 1 and Type 2 integrals.
Examples. Find whether the given improper integral converges or diverges; if it converges, evaluate it.
1.
2
ln x
dx
x
+

2.
2
6 10
dx
x x
+

+ +

3.
( )
4
3
0
4
dx
x

1. Type 1; therefore
( )
2
2 2
2 2 2
ln ln 1
lim ln (ln ) lim lim ln ln 2
2 2
b
b
b b b
x x
dx xd x b
x
+
+ + +
_ 1
+

1
] ,


and the integral diverges.
2. Type 1; split into a sum of two integrals:
[ ] [ ]
0
0
2 2 0
0
lim arctan( 3) lim arctan( 3)
6 10 6 10
arctan3 lim arctan( 3) limarctan( 3) arctan3 .
2 2
b
a
a b
a b
dx dx
x x
x x x x
a b

+ + + +
+ + + +
_
+ + +

,

3. Type 2:
( ) ( ) ( )
4
4 4
3 3 2 2
0 0
0 0
0
1 1
lim lim
2 4
4 4 2 4
dx dx
x x x

_ 1
_
1



,
1
, ]

; diverges.
Exercises . Find whether the given improper integral converges or diverges; if it converges, evaluate it.
1.
3
1
dx
x
+

7.
2
2 2
0
a dx
a x
+
+

(a is a constant)
2.
( )
3
0
1
xdx
x
+
+

8.
2
2 5
dx
x x
+

3.
2
1
dx
x x
+
+

9.
2
4 5
dx
x x
+

+ +

4.
2
2
4
xdx
x
+

10.
( )
3
2
0
1
dx
x

5.
2
4
0
x
xe dx
+

11.
1
2
0
arcsin
1
x
dx
x

6.
3
ln
dx
x x
+

12.
2
2
0
4 3
dx
x x +

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