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Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

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Page 1: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Improper Integrals

Objective: Evaluate integrals that become infinite within the interval

of integration

Page 2: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Improper Integrals

• Our main objective in this section is to extend the concept of a definite integral to allow for infinite intervals of integration and integrands with vertical asymptotes within the interval of integration or one of the bounds.

• We will call the vertical asymptotes infinite discontinuities and we will call integrals with infinite intervals of integration or infinite discontinuities within the interval of integration improper integrals.

Page 3: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Improper Integrals

• Examples of such integrals are:• Infinite intervals of integration.

0

dxex

12x

dx

21 x

dx

Page 4: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Improper Integrals

• Examples of such integrals are:• Infinite discontinuities in the interval of integration.

2

1 1x

dx

3

32x

dx

0

tan xdx

Page 5: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Improper Integrals

• Examples of such integrals are:• Both Infinite discontinuities in the interval of

integration and infinite intervals of integration.

92x

dx

0 x

dx

1

sec xdx

Page 6: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Definition

• The improper integral of f over the interval is defined to be

• In the case where the limit exists, the improper integral is said to converge, and the limit is defined to be the value of the integral. In the case where the limit does not exist, the improper integral is said to diverge, and is not assigned a value.

b

ab

a

dxxfdxxf )(lim)(

),[ a

Page 7: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 1a

• Evaluate

12x

dx

Page 8: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 1a

• Evaluate

12x

dx

b

b x

dx

x

dx

12

12

lim

Page 9: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 1a

• Evaluate

12x

dx

b

b x

dx

x

dx

12

12

lim

b

b

b

b xx

dx

112

1limlim

11

11

b

Page 10: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 1b

• Evaluate

1 x

dx

Page 11: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 1b

• Evaluate

1 x

dx

b

b x

dx

x

dx

11

lim

Page 12: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 1b

• Evaluate

1 x

dx

b

b x

dx

x

dx

11

lim

bb

b

bx

x

dx1

1

lnlimlim

1lnlnb

Page 13: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 1c

• Evaluate

13x

dx

Page 14: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 1c

• Evaluate

13x

dx

b

b x

dx

x

dx

13

13

lim

Page 15: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 1c

• Evaluate

13x

dx

b

b x

dx

x

dx

13

13

lim

b

b

b

b xx

dx

12

13 2

1limlim

2

1

2

1

2

12

b

Page 16: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Improper Integrals

• These examples lead us to this theorem.

if p > 1 if p < 1

divergesp

x

dxp

11

1

Page 17: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 1

• On the surface, the graphs of the last three examples seem very much alike and there is nothing to suggest why one of the areas should be infinite and the other two finite. One explanation is that 1/x3 and 1/x2 approach zero more rapidly than 1/x as x approaches infinity so that the area over the interval [1, b] accumulates less rapidly under the curves y = 1/x3 and y = 1/x2 than under y = 1/x. This slight difference is just enough that two areas are finite and one infinite.

Page 18: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 3

• Evaluate

0

)1( dxex x

Page 19: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 3

• Evaluate

• We need to use integration by parts.

xu 1

0

)1( dxex x

dxdu dxedv xxev

Page 20: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 3

• Evaluate

• We need to use integration by parts.

xu 1

0

)1( dxex x

dxdu dxedv xxev

dxexedxex xxx

)1()1(0

Page 21: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 3

• Evaluate

• We need to use integration by parts.

xu 1

0

)1( dxex x

dxdu dxedv xxev

dxexedxex xxx

)1()1(0

xxxxx xeexeedxex

0

)1(

Page 22: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 3

• Evaluate

0

)1( dxex x

bxb

x xedxex 0

0

lim)1(

Page 23: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 3

• Evaluate

0

)1( dxex x

bxb

x xedxex 0

0

lim)1(

bb e

b

lim

Page 24: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 3

• Evaluate

• This is of the form so we will use L’Hopital’s Rule

0

)1( dxex x

bb e

b

lim

Page 25: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 3

• Evaluate

• We can interpret this to mean that the net signed area between the graph of and the interval is 0.

0

)1( dxex x

01

lim bb e

xexy )1(),0[

bb e

b

lim

Page 26: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Definition 8.8.3

• The improper integral of f over the interval is defined to be

• The integral is said to converge if the limit exists and diverge if it does not.

b

aa

b

dxxfdxxf )(lim)(

],( b

Page 27: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Definition 8.8.3

• The improper integral of f over the interval is defined to be

where c is any real number (we will usually choose 0 to make it easier). The improper integral is said to converge if both terms converge and diverge if either term diverges.

c

c

dxxfdxxfdxxf )()()(

),(

Page 28: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 4

• Evaluate

21 x

dx

Page 29: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 4

• Evaluate

21 x

dx

2

)(tanlimtanlim1

lim1

10

1

02

02

bxx

dx

x

dxb

b

b

b

b

Page 30: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 4

• Evaluate

21 x

dx

2

)(tanlimtanlim1

lim1

10

1

02

02

bxx

dx

x

dxb

b

b

b

b

2

)tan(limtanlim1

lim1

1010

2

0

2

axx

dx

x

dxa

aa

aa

Page 31: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 4

• Evaluate

21 x

dx

2

)(tanlimtanlim1

lim1

10

1

02

02

bxx

dx

x

dxb

b

b

b

b

2

)tan(limtanlim1

lim1

1010

2

0

2

axx

dx

x

dxa

aa

aa

22

Page 32: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Definition 8.8.4

• If f is continuous on the interval [a, b], except for an infinite discontinuity at b, then the improper integral of f over the interval [a, b] is defined as

• In the case where the limit exists, the improper integral is said to converge, and the limit is defined to be the value of the integral. If the limit does not exist, the integral is said to diverge.

k

abk

b

a

dxxfdxxf )(lim)(

Page 33: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Definition 8.8.5

• If f is continuous on the interval [a, b], except for an infinite discontinuity at a, then the improper integral of f over the interval [a, b] is defined as

• In the case where the limit exists, the improper integral is said to converge, and the limit is defined to be the value of the integral. If the limit does not exist, the integral is said to diverge.

b

kak

b

a

dxxfdxxf )(lim)(

Page 34: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Definition 8.8.5

• If f is continuous on the interval [a, b], except for an infinite discontinuity at a point c in (a, b), then the improper integral of f over the interval [a, b] is defined as

• The improper integral is said to converge if both terms converge and diverge if either term diverges.

b

c

c

a

b

a

dxxfdxxfdxxf )()()(

Page 35: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 6a

• Evaluate

2

1 1 x

dx

Page 36: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 6a

• Evaluate

2

1 1 x

dx

2

1

2

1 1lim

1 kk x

dx

x

dx

Page 37: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 6a

• Evaluate

2

1 1 x

dx

21

2

1

2

1

|1|lnlim1

lim1 k

kk

kx

x

dx

x

dx

Page 38: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 6a

• Evaluate

2

1 1 x

dx

21

2

1

2

1

|1|lnlim1

lim1 k

kk

kx

x

dx

x

dx

|1|ln|1|ln|1|lnlim 2

1kx k

k

Page 39: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 6b

• Evaluate

4

13/2)2(x

dx

Page 40: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 6b

• Evaluate

4

13/2)2(x

dx

4

23/2

2

13/2

4

13/2 )2()2()2( x

dx

x

dx

x

dx

Page 41: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 6b

• Evaluate

4

13/2)2(x

dx

4

23/2

2

13/2

4

13/2 )2()2()2( x

dx

x

dx

x

dx

3/12

13/22

2

13/2

)2(3lim)2(

lim)2(

x

x

dx

x

dxk

k

k

Page 42: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 6b

• Evaluate

4

13/2)2(x

dx

4

23/2

2

13/2

4

13/2 )2()2()2( x

dx

x

dx

x

dx

3/12

13/22

2

13/2

)2(3lim)2(

lim)2(

x

x

dx

x

dxk

k

k

3)21(3)2(3lim 3/13/1

2

k

k

Page 43: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 6b

• Evaluate

4

13/2)2(x

dx

4

23/2

2

13/2

4

13/2 )2()2()2( x

dx

x

dx

x

dx

3/12

4

3/22

4

23/2

)2(3lim)2(

lim)2(

x

x

dx

x

dxk

kk

Page 44: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 6b

• Evaluate

4

13/2)2(x

dx

4

23/2

2

13/2

4

13/2 )2()2()2( x

dx

x

dx

x

dx

3/12

4

3/22

4

23/2

)2(3lim)2(

lim)2(

x

x

dx

x

dxk

kk

33/13/1

223)2(3)24(3lim

k

k

Page 45: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Example 6b

• Evaluate

4

13/2)2(x

dx 3 233

Page 46: Improper Integrals Objective: Evaluate integrals that become infinite within the interval of integration

Homework

• Page 576

• 1-17 odd

• Section 7.8

• 1-21 odd