28 Improper In this chapter you

will learn:
how to relate

integrals differentiation and

definite integration
using the Fundamental
Theorem of Calculus
to establish when
integrals with an upper
We are familiar, from chapter 24 in the coursebook, with finding limit of (improper
the probability of a continuous random variable falling between integrals) converge
a and b by integrating its pdf between these limits in order to to a finite value and
find the area under the curve. when they diverge
y
how to evaluate some
improper integrals that
y = f (x) converge
to establish
relationships between
some improper
integrals and infinite
series.

P (a < X < b)
x
a b
(a X b)
b
a
f ( x ) dx See Section 24A of
the coursebook for
But what if we want P ( X a ) , where the pdf is non-zero for all finding probabilities
real numbers? from the pdf.

y = f(x)

P (X > a)
x
a

P( a) f x ) dx
a

Cambridge Mathematics for the IB Diploma Higher Level Cambridge University Press, 2012 Option 9: 28 Improper integrals 1
 Here we would like to take as the upper limit on our integral,
but this raises questions about whether or not the value of the
integral will now be finite and, if so, how we can find it.
In this chapter we concentrate on integrals of this form. We will
use our knowledge of limits from chapter 27 to determine when
we get a finite value for the integral and in some cases find the
value. First, however, we analyse the link between differentiation
and definite integration more closely using the Fundamental
Theorem of Calculus.

28A The Fundamental Theorem of

Calculus
In chapter 17 of the coursebook we used that fact that the area
under a continuous curve f x)x between the limits x a and
x b, is found by calculating the definite integral:
b
A a
f ( x ) dx
and we proved this link between area and definite integration on
Fill-in proof sheet 20 on the CD-ROM. In the proof we allowed
the upper limit to vary and therefore had the area as a function
of this upper limit.
y

See Fill-in proof 20

for details of the
y = f (x)
proof that definite
integration gives the
area under a curve.

x
A(x) = a
f (t) dt
x
a x

Denoting this limit by x we can write:

x
A ( x ) = f t ) dt
a
Notice here that, as x is a limit, we cannot use x as the variable
we are integrating with respect to, so we simply use another
variable t (this could be anything as once the integration is done
we are going to replace it with the limits x and a anyway). We
refer to this as a dummy variable.
We established on Fill-in proof sheet 20 on the CD-ROM that
f (x) is the derivative of the area function A (x) with respect to x;
that is:
A ( ) = f x)
x
or alternatively:
d x
dx a
f t ) dt = f x )

But the function A (x) is not the only function whose derivative
is f (x).

2 Cambridge Mathematics for the IB Diploma Higher Level Cambridge University Press, 2012 Option 9: 28 Improper integrals
 For any function g ( x ) such that g ( x ) = f xx), we must have
A ( x ) = g ( x ) + c for some constant c.
This is clear from our understanding of differentiation, but it
can be proved formally using the Mean Value Theorem.
A ( a ) = f t ) dt = 0
a
Then, since
a

we also have g (a ) + c = 0
c = g (a)

A ( x ) = g ( x ) g (a)

Letting x b, we have A (b ) = g (b ) g (a)

A (b ) = f x ) dx
b
and
a

g (b ) g (a)
b
Therefore a
f x ) dx

This is all summarised below, under the heading of The

Fundamental Theorem of Calculus.

KEY POINT 28.1

Fundamental Theorem of Calculus

For a continuous function f x)x on the interval [a, b ] :
d x
dx a
f t )dt f (x )

And for any function g (x ) such that g ( x ) = f xx) :

g (b ) g (a)
b
a
f x ) dx

Although we can already find definite integrals and evaluate

integrated functions at given limits, the idea of differentiating
through with respect to the upper limit as in the first statement
of the Fundamental Theorem of Calculus (FTC) is new. The
following example illustrates a straight forward application of
this idea.

Worked example 28.1

d x
cos (t 2 ) dt .
dx a
Find

At first sight this might appear By the Fundamental Theorem of Calculus:

difficult; indeed we cannot integrate d x
cos (t 2 ) dt cos ( x 2 )
dx
the function cos(t 2). However, the cos
FTC says we dont need to.
We apply the theorem with
f(t ) = cos(t 2)

Cambridge Mathematics for the IB Diploma Higher Level Cambridge University Press, 2012 Option 9: 28 Improper integrals 3
 The variable with respect to which the differentiation is taking
place and the dummy variable do not have to be x and t.

Worked example 28.2

Find:
d b d b
da a dx a
(a) f y ) dy (b) f z ) dz

(a)
This is similar to the statement in
Key point 28.1, except that the
d b
da a
f ( ) dy =
d
daa
d
f ( y ) dy
b ( )
differentiation is w.r.t. the variable d a
= f ( y ) dy
in the lower limit (y is just the da b
dummy variable) = f (a)
Therefore we use the relationship
b a
by the Fundamental Theorem of Calculus
a
=
b

(b)
Here the differentiation is w.r.t. Let g ( ) = f (z )
x but x is not one of the limits.
g (b ) g( )
b
Therefore proceed with an Then a
f ( z ) dz
b
expression for just a
f ( z ) dz

Differentiate w.r.t. x, noting that

gbb) and g(a ) are not functions
d b
dx a
f ( z ) dz
d
dx
(g (b ) g(a))
of x
=0

We could also apply the Fundamental Theorem of Calculus

to a function with two variables, x , y ). In such cases we
need to make sure that we integrate (or differentiate) with
respect to just one of these variables, and treat the other as a
constant. The following example looks at this and also the idea
of differentiating the function before we integrate it; sometimes
known as differentiating under the integral sign.

Worked example 28.3

Find:
d b 2 d 2
( x cos y ) dy
b
(a)
dx a
x cos y dy (b)
a dx
(a)
The integration here is w.r.t.
b b
y, so we treat the x2 as a a
x 2 cos y y x 2 cos y dy
a
constant, unaffected by the
= x [sin y ]a
2 b

integration
= x2 ( i b i a)

4 Cambridge Mathematics for the IB Diploma Higher Level Cambridge University Press, 2012 Option 9: 28 Improper integrals
 continued . . .
Then differentiate w.r.t. x,
d b 2

dx a
x cos y dy =
d
dx
( ( ))
remembering that sin a and = 2 x (sin i a)
i b sin
sin b are just constants
(b)
This time we need to differentiate d 2
before we integrate. As the ( x cos y ) 2 x cos y
dx
differentiation is w.r.t. x, cos y is
unaffected
d
( )
b b

Now integrate w.r.t. y, noting that = cos y dy

a dx
dx a

x is now unaffected
b
= 2x cos y dy
a

= 2x [ ]ba
= 2x ( )

We see that we get the same answer, whether we do the

integration or the differentiation first. This is true using any
function.

Exercise 28A
1. Find the following:
d x 2 d x
dx 0 dx 2
(a) (i) e dt (ii) 2 cos5 t dt

d 3 d 1
2 si (2t 3 ) dt
dx x dx x
(b) (i) (ii) 5 t2 3 dt

d t x3 + 3 d t ex
dt a x 2 + 2x dt b x 2 + 7
(c) (i) dx (ii) dx
2x 5
d b d b
(d) (i)
db a
e
3
dy (ii)
da a
3 2
(2t 2 ) dt

2. Find the following:

d x d y
dx a dy c
(a) (i) f t ) dt (ii) g (t ) dt

d b d b
db a da a
(b) (i) f x ) dx (ii) g ( x ) dx

d b d b
dx a dt a
(c) (i) f x ) dx (ii) g ( x ) dx

Cambridge Mathematics for the IB Diploma Higher Level Cambridge University Press, 2012 Option 9: 28 Improper integrals 5
 d d
g ( x ) dx
b b
(d) (i) a dx
f x ) dx (ii)
a dt
1
d x
f (c ) ( ) d a
(
f (c ) )
2

dx a dt t
(e) (i) dc (ii) 3 dc
[4 marks]
3. Find:
d xd d xd
dx dt dx dt
(a) ln t dt (b) f t ) dt

4. (a) Find:
d b x3 b d x3
dx a t
(i) dt (ii) dt
a dx t
d b b d
dt a
(b) Is f x , t ) dt
d f x , t ) dt for any function f x , t )?
a dt [6 marks]

5. Using the chain rule, find:

d x2
sin (t 2 ) dt
dx x
(a)

d y1/2
dy y1/ 4
4
(b) e dx [5 marks]

6. Let f (t ) be continuous on [a, b ] and F ( x ) = f (t ) dt .

x

a
Use the Mean Value Theorem to show that there exists c ]a b[
such that:

f (t ) dt (c) (b a )
b
f (c [7 marks]
a

28B Convergent and divergent

improper integrals
We now return to the familiar part of the FTC:
b
f x ) dx g (b ) g ( a ) here g ( x ) f (x )
a

See Sections 27A and In chapters 17 and 19 of the coursebook, the limits of
27B of this Option integration were often convenient, relatively small numbers
for convergence of such as 0, 1, . However limits can also be very large and this
sequences. makes no difference to the method used to evaluating the
integral.
What if we continue along this reasoning and let b ? Can
we still evaluate the integral?
Well, an integral can either converge to a finite limit or diverge
to , in much the same way that we saw with sequences in
chapter 27 of this option.

6 Cambridge Mathematics for the IB Diploma Higher Level Cambridge University Press, 2012 Option 9: 28 Improper integrals

Integrals of the form a
f x ) dx are known as improper integrals.

KEY POINT 28.2

The improper integral a
f x ) dx is convergent if the limit

l {I (b))} I ( )
b
lim f (x ) lim
b b

exists and is finite. Otherwise the integral diverges.

When we work with improper integrals, we often use the

following limits of functions (familiar to us from the previous
chapter):
lim e x = 0
x

lim x
x
p
0 ( p > 0)

Worked example 28.4

Evaluate 0
e dx.

b
Integrate as normal but replace the 0
e
b 0 e 33xx dx
upper limit with b and take the limit b
as b after the integration is 1
= lim e 3 x
b 3 0
completed
1 1
= lim e 3b +
b 3 3
1 1
= lim e 3b +
b 3 3

As b , e 3b 0. Therefore the 1
=
integral is convergent 3

Sometimes the integration is difficult (if not impossible in

Worked example 28.5

Determine for which values of p ,
1
x p dx is convergent.

b
Replace the upper limit with b and 1
x p dx
b 1
b
x p dx
take the limit as b after the
integration is completed
xp +1
b

lim if p 1
We realise that there will be two = b p + 1 1
different cases: if p = 1 we need to
blim [ ]b1 if p = 1
integrate with lnx

Cambridge Mathematics for the IB Diploma Higher Level Cambridge University Press, 2012 Option 9: 28 Improper integrals 7
 continued . . .
b p +1 1p + 1
blim if p 1
= p + 1 p + 1
lim (lnb ln1) fp 1
b
b p + 1 1
blim if p 1
= p + 1
lim ln b if p = 1
b

At this stage we can see that the if p > 1

case p 1 needs to be split into
1
two separate cases. When p +1> 0, = if p < 1
b p+1 but when p +1< 0, p+1
if p = 1
b p+1 0
i.e.

1
x p dx converges only for p < 1

Or equivalently
1
1 xp dx converges only for p > 1

There are many integrals that cannot be expressed in terms of standard functions (an indefinite
integral cannot be found) and yet look at first sight as if they should be susceptible to one of
the many integration methods. Examples that we will meet in this Option, either in this chapter
or in Section 30E, include
sinx
sin ( ) ddxx cos (x 2 ) d , x dx e ddxx e dx
2 2

2
Of these, the last (the Gaussian function e x ) is perhaps the most important as it forms the basis for the
pdf for the normal distribution. Although it is impossible to find an indefinite integral, it can be shown that


2
e dx =

When we said above that these integrals cannot be expressed in terms of standard functions,
they can be expressed in terms of special functions defined just for this purpose; for example,
the sine integral function Si(x) defined as
x sint
Si ( x ) = dt
0 t
or the error function erf(x) defined as
x
erf ( x ) = e t dt
2
0

Does using this kind of specially defined function aid our understanding here at all?

We will see a method terms of standard functions, see Exercise 28B, question 2(a))
for approximating and so we need another way of determining whether or not an
integrals that we can- integral is convergent without actually attempting to evaluate it
not find otherwise, explicitly. The following is one way this can be achieved:
and quantifying the
error in estimation,
in Section 30E.

8 Cambridge Mathematics for the IB Diploma Higher Level Cambridge University Press, 2012 Option 9: 28 Improper integrals
 KEY POINT 28.3 y

Comparison Test for improper integrals y = g(x)

If 0 f ( x ) g ( x ) for all x a then:

a
f x ) dx is convergent if a
g (x ) dx is convergent.

a
g (x ) dx is divergent if a
f x ) dx is divergent.
y = f(x)
x
a
y
This result is intuitive: if we know that a
g (x ) dx is convergent
(has finite area bounded by the x-axis) and that f x)
x is always
y = f (x)
below g (x ), then of course f x ) dx must also be convergent
a
(and have a smaller area bounded by the x-axis).

Similarly, if a
f x ) dx is divergent (has infinite area bounded

by the x-axis), then g (x ) dx must also have infinite area and x
a A(x) = a
f (t) dt
be divergent. x
a x

Worked example 28.6

x
Show that 0 1 + x2
dx is convergent.

The integration here is complicated so we 1 + x2 x2 for all x 

consider using the above result and try to
x x 1
x 2 = 3/2
g (x ) 1+ x x x
find a function g( x )
2
such that
1+ x 2 0

converges

1

1
We know that 3/ 2
dx converges Then, since dx converges,
x 0 0 x3/2
(Worked example 28.5) and so we apply the
x
above result 0 1 + x2
dx

converges by the Comparison Test for

improper integrals.

The following result is also useful, often in conjunction with the

Comparison Test:
KEY POINT 28.4

If f x ) dx converges, then so does f x ) dx .
a a

As with the Comparison Test for improper integrals, this result

x is always above the x-axis
is just what we might expect: f x)

x might go below the x-axis. Therefore,
whereas f x) f x ) dx
a

Cambridge Mathematics for the IB Diploma Higher Level Cambridge University Press, 2012 Option 9: 28 Improper integrals 9

will always have a value at least as large as
a
f x ) dx , as for the

latter there might be cancellation due to negative areas.

y y
y = f(x) y = |f(x)|

x x
a a

a
|f (x)|dx is the sum of
 red and blue areas
a
f (x) dx is the sum of blue
areas less the sum of red areas

Of course if f x ) dx is finite, then so must be the smaller
a

value of f x ) dx .
a

Worked example 28.7

cos x
Show that dx converges.
1 1 + x3
We want to use the comparison test
but cosx can be negative and so
we cant apply the test directly

However, we can remove this cos x 1 and 1 + x 3 x 3

problem by taking the modulus and
cos x 1
cosx 3
1+ x x

3
attempting to show that dx
1 1+ x 3
converges (and hence, using the
cosx
above result, that dx
1 1+ x 3

converges)

From Worked example 28.5 1

1 Since
x3dx converges, so does

1
dx converges and so we can cos x
1 x3
apply the Comparison Test 1 1 + x3 dx
by the Comparison Test for improper integrals.
cos x
Hence, 1 1 + x3
dx converges.

10 Cambridge Mathematics for the IB Diploma Higher Level Cambridge University Press, 2012 Option 9: 28 Improper integrals
 If we need to find the limit of a convergent improper integral we Looks back at
may need to use any of the integration methods encountered integration by parts
in chapter 19 of the coursebook and also the methods from the and substitution
previous chapter. from chapter 19 of
the coursebook. These
are common methods
used in this option.

Worked example 28.8

Evaluate the convergent improper integral
1
xe x dx .

b
Integrate by parts, remembering the 1
xe x
dx = lim xe
b 1
x
dx

( )
use of lim to deal with the upper
b
limit = lim [ xe x ] e x dx
b

= lim [
b
(
]b [ ]b )
= lim {( b bb
+ ) ( b )}
b

1+ b
= 2e 1 lim
b eb

We are now faced with a limit of the By lHpitals Rule:

type and so apply lHpitals 1+ b 1
lim = llim =0
Rule b eb b eb

xe x dx = 2e 1
1

x
In the above example we established lim = 0 , using
x e x
lHpitals Rule. This and the following standard results can just See Section 27D for
be quoted in the exam cases such as Worked example 28.8. lHpitals Rule.

KEY POINT 28.5

xp
lim =0
x e x

xp
lim =
x ln x

Exercise 28B

1. Test the following for convergence. For those that do converge,

give the value of the improper integral.
1 x
(a) (1 + )
0 2
dx (b) 0
e dx

1
(c) 0
1+ x
dx (d) 0
xe x2
dx

Cambridge Mathematics for the IB Diploma Higher Level Cambridge University Press, 2012 Option 9: 28 Improper integrals 11
 2. Find which of the following converge using the comparison test
for improper integrals:
1

2
(a) dx (b) e dx
2 x 1 1

2x cos x2
(c) 1 x +5
3
dx (d) 1 x2 + 4x
dx

x+2 sin2 x
(e) 3 x 2 3x + 1
dx (f)
1 x x2 + 2
4
dx

3. Find for what values of p the following improper integrals

converge:
ln x
(a) e dx (b) dx
0 1 xp

4. Evaluate
0
e dx . [3 marks]

1
5. Evaluate
x +1
dx .
0 2 [3 marks]
6. (a) Show that

x4 6 x 2 14 ( x 2 3)2 + 5 for all x 

(b) Hence show that

x2 + 3
1 x 4 6 x 2 14
dx converges [5 marks]

7. (a) Show that

4 1

a
x
dx 4 2 a

for 0 < a < 4.

4 1
(b) Hence explain why dx converges and find its value.
0
x
[5 marks]

3 1 1
8. (a) Show that = .
x2 + x 2 x 1 x + 2
(b) Hence find the exact value of:
3
3 x 2 + x 2 dx [6 marks]

1 1
9. Evaluate the improper integral: sin dx [6 marks]
1/ x 2 x
sin ( x
)
10. Show that 0 ex
dx =
1 + 2
. [10 marks]

11. Show by induction that 0
xn x
dx = n ! [11 marks]

sin x
12. Does the improper integral dx converge? [9 marks]
1 x

12 Cambridge Mathematics for the IB Diploma Higher Level Cambridge University Press, 2012 Option 9: 28 Improper integrals
 28C Approximation of improper integrals
We saw in the last section that there are some improper
integrals that we can prove are convergent but that we cannot
evaluate exactly. It makes sense to see whether we can at least
find an approximate value of the integral in such cases.
Using the geometrical interpretation of integration as the area
between a curve and the x-axis, we shall try to place bounds
on a convergent improper integral; that is, to find values L (the
lower bound) and U (the upper bound) such that:

L
a
f ( x ) dx < U

To achieve this, we consider a function f xx) and construct

rectangles of width 1 at each integer value of x a . The height
of the rectangle is determined by the height of the function f aa)
at the left hand end of the interval.
y
y = f(x)

x
a

As we can see, some rectangles will overestimate the area under

the function and some will underestimate. In general it is not
clear whether the total area of the rectangles is an over- or
underestimate of the area under the function (and hence of the

value of the integral f x ) dx ).
a

We can see from the diagram that the area of the rectangles
is an overestimate where the function is decreasing and an
underestimate where it is increasing. Therefore, if we restrict
ourselves to the specific case of either an increasing or a
decreasing function, we can use the area of these rectangles to
form the bounds we are looking for on the integral.
So, consider firstly a decreasing function f ( x ) for all x > a.
y

Upper Sum U > a
f (x) dx

y = f(x)

x
a a+1 a+2 a+3 a+4

Cambridge Mathematics for the IB Diploma Higher Level Cambridge University Press, 2012 Option 9: 28 Improper integrals 13
 The total area of the rectangles is
We met infinite
sums in chapter 7 (f a) 1) + ( f a ) 1) + ( f (a + ) )+
of the coursebook, = f (a ) + f (a + 1) + f (a + 2) +
when we found the

sum to infinity of a = f (k )
geometric sequence. k =a

And the diagram shows that this is an overestimate, giving

f ( x ) dx f (k )
a
k a

which is the upper bound U mentioned above, usually referred

exam hin
t to as the upper sum of f ( x ) dx .
a
nd lower
The upper a
o known To form a lower bound L, usually referred to as the lower sum,
sums are als
sums.
as Riemann consider the rectangles formed by using the right-hand end
of each interval; that is starting with the rectangle of height
f a ).
y

Lower Sum L < a f (x) dx

y = f(x)

x
a a+1 a+2 a+3 a+4

The total area of these rectangles is:

( f a ) ) + ( f a ) ) + f (a + ( ) )+
= f (a + 1) + f (a + 2) + f (a + 3) +

= f (k )
k = a +1

And this is an understimate, giving:

f k ) < f ( x ) dx
a
k a +1

If we were to now consider an increasing function we would have

exactly the same bounds but the other way round. However, note
that in order for an increasing function to have a convergent
improper integral (if it is divergent there is no point us trying to
put bounds on it), the function must be below the x-axis.
y
a a+1 a+2 a+3 a+4
x

y = g(x) 
L< a
g(x) dx < U

14 Cambridge Mathematics for the IB Diploma Higher Level Cambridge University Press, 2012 Option 9: 28 Improper integrals
 KEY POINT 28.5 We will use these
relationships between
For a decreasing function f ( x ) for all x > a, we have an improper integrals
upper and lower sum such that: and infinite sums in
Section 29B in the

f (k ) f ( x ) a
x f (k) next chapter.
k a +1 k a

For an increasing function g ( x ) for all x > a , we have an

upper and lower sum such that:


g (k ) g ( x )
a
x g (k)
k a k a +1

When the upper and lower sums are geometric series we will
actually be able to evaluate them and give numerical bounds on
the value of the improper integral.
Worked example 28.9
x
1
Find constants L and U such that L 1 3
dx < U .

x
= (
1
We first need to establish whether
3
)
x
1
is increasing or decreasing
3 y = ( ) is a reflection in the x -axis of y = 3 x
y
in order to get our expressions for
the lower and upper sum the right 1
x
way round. We can do this either
by reference to the graph or by
differentiating

y = 3x

Therefore, ( ) is increasing for all x

Hence:
Now apply the result for upper and k x k
1 1 1
lower sums of an increasing function 3 1 3 3
k =1 k 2
k=

k
We now have geometric series 1 1
1
forming the upper and lower
But 3 =
1
3
1
=
2
k =1 3
bounds so we can evaluate
a
1
k1
1
these using S = and = 91 =
1 r 3 1 3 6
k =2
1
Both have r = ; the lower sum has Therefore:
3
x
1 1 1
1
a = and the upper sum a =
1 < dx <
2 1 3 6
3 9

Cambridge Mathematics for the IB Diploma Higher Level Cambridge University Press, 2012 Option 9: 28 Improper integrals 15
 Often we will not be able to evaluate the infinite sums and we
See Section 7G of the will only be able to give expressions for the upper and lower
coursebook for sum to bounds. In such cases, however, we may be able to evaluate
infinity of a quadratic the integral itself and thereby form bounds on the value of the
series. infinite sum. We shall look at this approach in the next chapter
which deals with infinite series; but the following example gives
an introduction to the idea.

Worked example 28.10

1
(a) Find upper and lower sums for the improper integral dx .

3 x2
1
(b) Hence place upper and lower bounds on 2
.
k =3 k

d 1 2
To get the expressions for the lower and upper (a) = 3

dx x 2
x
sum the right way round we need to establish
1 2 1
whether 2 is increasing or decreasing As < 0 fo all 3, 2 is
x x3 x
We can do this either by reference to the
decreasing for all x 3
graph or by differentiating

1 1 1
Now apply the result for upper and lower Hence k k 2
k =3
sums of a decreasing function, noting the k

lower limit of x = 3 on the integral

(b)
We cant evaluate the infinite sums, but this
1 b
time we can evaluate the improper integral 3 x2
dx
b 3 x 2
dx
itself
= lim [ x 1 ]3
b
b

= lim ( 11
+3 1
)
b

1
=
3

1 1 1
This gives us a lower bound of
1
immediately < < 2
k=4 k
2
3 k =3 k
3

1
which gives a lower bound for k 2
k =3

But
To form an upper bound we need to change

1 1 1 1 1
1 1
k 2 into k 2 by adding the previous k k 2
<
32
+
3
k k=4
k=4 k =3

1 1 4
term of the series,
32
k 2
<
9
k =3

which gives an upper bound

1 1 4
Put these bounds together Therefore < <
3 k =3 k 2 9

16 Cambridge Mathematics for the IB Diploma Higher Level Cambridge University Press, 2012 Option 9: 28 Improper integrals
 Exercise 28C

1. Find the upper and lower sums for the following integrals (the
functions are decreasing):
1
(a) e 2 dx (b) dx
1 5
x+2
ln x
(c) 2 x2
dx

2. Find the upper and lower sums for the following integrals (the
functions are increasing):
1 x2
(a) 10

x2
dx (b) 1
ln 2 dx
x + 1
1
(c) 2 e x
ex
dx

3. Find upper and lower sums of:

1 1
(a) (
0
+ )
3
dx (b) 0 x + 8 x 17
2
dx [6 marks]

1
4. (a) Show that the improper integral 3 e x
e x
dx exists.

1
(b) Show that f ( x ) = is decreasing for all x > 0.
e +e
x x

1
(c) Find the upper and lower sums of 3 e x
e x
dx. [7 marks]

5. (a) Find the upper and lower sums of:

2 x dx 110

(b) By evaluating the two series, find two constants a and b

such that:
a < 2 x dx < b
10

Give exact values of a and b.

(c) Using the result that
ax
ln a
+C a x dx =
and your answer from part (b), show that:
1 [10 marks]
< l 2 <1
2

Cambridge Mathematics for the IB Diploma Higher Level Cambridge University Press, 2012 Option 9: 28 Improper integrals 17
 Summary
The Fundamental Theorem of Calculus links the concepts of differentiation and integration (to
find the area under a curve). For a continuous function f x) x on the interval [a, b ],
d x

dx a
f t ) dt f ( x )

and for any function g (x ) such that g ( x ) = f xx)

g (b ) g (a).
b

a
f x ) dx

The improper integral

b

a
f x ) dx
b a
f ( x ) dx

is convergent (exists) if the limit is finite. Otherwise the integral is divergent (does not exist).
Convergence or divergence of improper integrals can be established by comparison with other
known convergent or divergent integrals; that is, if 0 f ( x ) g ( x ) for all x a then:

a
f x ) dx is convergent if g (x ) dx is convergent.
a

a
g (x ) dx is divergent if f x ) dx is divergent.
a

1
a xp
dx converges only for p > 1.

If a
f x ) dx converges, then so does f x ) dx .
a

Improper integrals of increasing functions or decreasing functions can be approximated by the

sum of infinitely many rectangles of width 1.
For a decreasing function f ( x ) for all x > a, we have an upper and lower (Reimann) sum
such that:


f (k ) f ( x ) a
x f (k)
k a +1 k a

For an increasing function g ( x ) for all x > a , we have an upper and lower (Reimann) sum
such that:


g (k ) a
g (x ) x g (k)
k a k a +1

18 Cambridge Mathematics for the IB Diploma Higher Level Cambridge University Press, 2012 Option 9: 28 Improper integrals
 Mixed examination practice 28

1. Evaluate the following improper integrals:

3
(a) 0 dx
(2 3)2
x+4
(b) 3
dx [6 marks]
( )
2
x + x + 2

2. Find the following:

d b
ln ( cos2 3x 1) dx
db a
(a)

d b
ln ( cos2 3x 1) dt
db a
(b) [4 marks]

b
3. (a) Write ln n in the form ln n a
f ( ) dx

where a,bb d f x ) are to be found.

1
(b) For x 1 and c > 0, show that x c 1 .
x
(c) By choosing a suitable value for c, find the limit of the sequence whose
general term is:
ln n
un = [9 marks]
n
4. (a) Using integration by parts, show that:

0
e x x dx
0
e x sin x dx

(b) Find the value of these two integrals. [11 marks]

( IB organization 2007)
sin x
5. Show that the improper integral 1 x
dx exists for all > 1. [8 marks]


2
6. (a) Show that e d x converges.
0

(b) Find upper and lower sums for the integral. [7 marks]

7. (a) Show that x > x 1 for x 2

ex
(b) Find lim
x x
ex
(c) Determine whether or not 2
x 1
d x converges. [8 marks]

Cambridge Mathematics for the IB Diploma Higher Level Cambridge University Press, 2012 Option 9: 28 Improper integrals 19
 k
8. (a) Show that 2 x 4 x 2 + 21 = , where k is a constant to be
2x 4 x 2 + 21
determined.
4x
(b) Evaluate 1
2
4x2 21
dx . [9 marks]

9. (a) Use a sketch to illustrate that ln x < x for x 1.

(b) Hence, determine whether the following converges or diverges.

( ln x )2 cos x
1 7
dx . [6 marks]
x 2

20 Cambridge Mathematics for the IB Diploma Higher Level Cambridge University Press, 2012 Option 9: 28 Improper integrals