Arkansas Tech University

MATH 2924: Calculus II

Dr. Marcel B. Finan
7 Improper Integrals
A very common mistake among students is when evaluating the integral

1
1
1
x
dx. A non careful student will just argue as follows

1
1
1
x
dx = [ln|x|]
1
1
= 0.
Unfortunately, thats not the right answer as we will see below. The impor-
tant fact ignored here is that the integrand is not continuous at x = 0.
Recall that the denite integral

b
a
f(x)dx was dened as the limit of a left-
or right Riemann sum. We noted that the denite integral is always well-
dened if:
(a) f(x) is continuous on [a, b],
(b) and if the domain of integration [a, b] is nite.
Improper integrals are integrals in which one or both of these conditions
are not met, i.e.,
(1) The interval of integration is innite:
[a, ), (, b], (, ),
e.g.:


1
1
x
dx.
(2) The integrand has an innite discontinuity at some point c in the interval
[a, b], i.e. the integrand is unbounded near c :
lim
xc
f(x) = .
e.g.:

1
0
1
x
dx.
An improper integral may not be well dened or may have innite value. In
this case we say that the integral is divergent. In case an improper integral
has a nite value then we say that it is convergent.
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We will consider only improper integrals with positive integrands since they
are the most common.
Unbounded Intervals of Integration
The rst type of improper integrals arises when the domain of integration
is innite. In case one of the limits of integration is innite, we dene

a
f(x)dx = lim
b

b
a
f(x)dx
or

b

f(x)dx = lim
a

b
a
f(x)dx.
If both limits are innite, then we choose any number c in the domain of f
and dene

f(x)dx =

f(x)dx +

c
f(x)dx.
In this case, the integral is convergent if and only if both integrals on the
right converge. Alternatively, we can also write

f(x)dx = lim
R

R
R
f(x)dx.
Example 7.1
Does the integral

1
1
x
2
dx converge or diverge?
Solution.
We have

1
1
x
2
dx = lim
b

b
1
1
x
2
dx = lim
b
[
1
x
]
b
1
= lim
b
(
1
b
+ 1) = 1.
In terms of area, the given integral represents the area under the graph of
f(x) =
1
x
2
from x = 1 and extending innitely to the right. The above
improper integral says the following. Let b > 1 and obtain the area shown
in Figure 7.1.
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Figure 7.1
Then

b
1
1
x
2
dx is the area under the graph of f(x) from x = 1 to x = b. As
b gets larger and larger this area is close to 1.
Example 7.2
Does the improper integral

1
1

x
dx converge or diverge?
Solution.
We have

1
1

x
dx = lim
b

b
1
1

x
dx = lim
b
[2

x]
b
1
= lim
b
(2

b 2) = .
So the improper integral is divergent.
Remark 7.1
In general, some unbounded regions have nite areas while others have in-
nite areas. This is true whether a region extends to innity along the x-axis
or along the y-axis or both, and whether it extends to innity on one or
both sides of an axis. For example the area under the graph of
1
x
2
from 1
to innity is nite whereas that under the graph of
1

x
is innite. This has
to do with how fast each function approaches 0 as x . The function
f(x) = x
2
grows very rapidly which means that the graph is steep. When
we consider the reciprocal
1
x
2
, it thus approaches the x axis very quickly and
so the area bounded by this graph is nite.
On the other hand, the function f(x) = x
1
2
grows very slowly meaning that
its graph is relatively at. This means that the graph y =
1
x
1
2
approaches
the x axis very slowly and the area bounded by the graph is innite.
The following example generalizes the results of the previous two examples.
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Example 7.3
Determine for which values of p the improper integral

1
1
x
p
dx diverges.
Solution.
Suppose rst that p = 1. Then

1
1
x
dx = lim
b

b
1
1
x
dx
= lim
b
[ln|x|]
b
1
= lim
b
lnb =
so the improper integral is divergent.
Now, suppose that p = 1. Then

1
1
x
p
dx = lim
b

b
1
x
p
dx
= lim
b
[
x
p+1
p + 1
]
b
1
= lim
b
(
b
p+1
p + 1

1
p + 1
).
If p < 1 then p + 1 > 0 so that lim
b
b
p+1
= and therefore
the improper integral is divergent. If p > 1 then p + 1 < 0 so that
lim
b
b
p+1
= 0 and hence the improper integral converges:

1
1
x
p
dx =
1
p + 1
.
Example 7.4
For what values of c is the improper integral

0
e
cx
dx convergent?
Solution.
We have

0
e
cx
dx = lim
b

b
0
e
cx
dx = lim
b
1
c
e
cx
|
b
0
= lim
b
1
c
(e
cb
1) = 1
provided that c < 0. Otherwise, i.e. if c 0, then the improper integral is
divergent.
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Remark 7.2
The previous two results are very useful and you may want to memorize
them.
Example 7.5
Show that the improper integral

1
1+x
2
dx converges.
Solution.
Splitting the integral into two as follows:

1
1 + x
2
dx =

1
1 + x
2
dx +

0
1
1 + x
2
dx.
Now,

1
1+x
2
dx = lim
a

0
a
1
1+x
2
dx = lim
a
arctanx|
0
a
= lim
a
(arctan0 arctana) = (

2
) =

2
.
Similarly, we nd that

0
1
1+x
2
dx =

2
so that

1
1+x
2
dx =

2
+

2
= .
Unbounded Integrands
Suppose f(x) is unbounded at x = a, that is lim
xa
+ f(x) = . Then we
dene

b
a
f(x)dx = lim
ta
+

b
t
f(x)dx.
Similarly, if f(x) is unbounded at x = b, that is lim
xb
f(x) = . Then
we dene

b
a
f(x)dx = lim
tb

t
a
f(x)dx.
Now, if f(x) is unbounded at an interior point a < c < b then we dene

b
a
f(x)dx = lim
tc

t
a
f(x)dx + lim
tc
+

b
t
f(x)dx.
If both limits exist then the integral on the left-hand side converges. If one of
the limits does not exist then we say that the improper integral is divergent.
Example 7.6
Show that the improper integral

1
0
1

x
dx converges.
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Solution.
Indeed,

1
0
1

x
dx = lim
t0
+

1
t
1

x
dx = lim
t0
+
2

x|
1
t
= lim
t0
+
(2 2

t) = 2.
In terms of area, we pick a t > 0 as shown in Figure 7.2:
Figure 7.2
Then the shaded area is

1
t
1

x
dx. As t approaches 0 from the right, the area
approaches the value 2.
Example 7.7
Investigate the convergence of

2
0
1
(x2)
2
dx.
Solution.
We deal with this improper integral as follows

2
0
1
(x 2)
2
dx = lim
t2

t
0
1
(x 2)
2
dx = lim
t2

1
(x 2)
|
t
0
= lim
t2

(
1
t 2

1
2
) = .
So that the given improper integral is divergent
Example 7.8
Investigate the improper integral

1
1
1
x
dx.
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Solution.
We rst write

1
1
1
x
dx =

0
1
1
x
dx +

1
0
1
x
dx.
On one hand we have,

0
1
1
x
dx = lim
t0

t
1
1
x
dx = lim
t0

ln|x||
t
1
= lim
t0

ln|t| = .
This shows that the improper integral

0
1
1
x
dx is divergent and therefore
the improper integral

1
1
1
x
dx is divergent
Improper Integrals of Mixed Types
Now, if the interval of integration is unbounded and the integrand is un-
bounded at one or more points inside the interval of integration we can
evaluate the improper integral by decomposing it into a sum of an improper
integral with nite interval but where the integrand is unbounded and an
improper integral with an innite interval. If each component integrals con-
verges, then we say that the original integral converges to the sum of the
values of the component integrals. If one of the component integrals di-
verges, we say that the entire integral diverges.
Example 7.9
Investigate the convergence of

0
1
x
2
dx.
Solution.
Note that the interval of integration is innite and the function is undened
at x = 0. So we write

0
1
x
2
dx =

1
0
1
x
2
dx +

1
1
x
2
dx.
But

1
0
1
x
2
dx = lim
t0
+

1
t
1
x
2
dx = lim
t0
+

1
x
|
1
t
= lim
t0
+
(
1
t
1) = .
Thus,

1
0
1
x
2
dx diverges and consequently the improper integral

0
1
x
2
dx
diverges.
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