Improper integrals

D. DeTurck

University of Pennsylvania

January 1, 2018

D. DeTurck Math 104 002 2018A: Improper integrals 1 / 11

Improper integrals

These are a special kind of limit. An improper integral is one

where either
1 the interval of integration is infinite, or
2 the interval of integration includes a singularity of the
function being integrated
or both.

D. DeTurck Math 104 002 2018A: Improper integrals 2 / 11

Improper integrals

Examples of the first kind are

ˆ ∞ ˆ ∞
1
e −x dx and dx
0 −∞ 1 + x2

Examples of the second kind are

ˆ 1 ˆ 2π/3
1
√ dx and tan x dx
0 x π/4

The second of these is subtle because the singularity of the

integrand occurs in the interior of the interval of integration rather
than at one of the endpoints.

D. DeTurck Math 104 002 2018A: Improper integrals 3 / 11

Dealing with improper integrals

No matter which kind of improper integral (or combination of

improper integrals) we are faced with, the method of dealing with
them is the same:
ˆ ∞ ˆ b
−x
e dx means the same thing as lim e −x dx
0 b→∞ 0

ˆ ∞
1
dx means the same thing as
−∞ 1 + x2
ˆ 0 ˆ b
1 1
lim dx + lim dx
a→−∞ a 1 + x2 b→∞ 0 1 + x2

D. DeTurck Math 104 002 2018A: Improper integrals 4 / 11

Dealing with improper integrals

No matter which kind of improper integral (or combination of

improper integrals) we are faced with, the method of dealing with
them is the same:
ˆ 1 ˆ 1
1 1
√ dx means the same thing as lim √ dx
0 x a→0+ a x

ˆ 2π/3
tan x dx means the same thing as
π/4

ˆ b ˆ 2π/3
lim
π
tan x dx + lim
π
tan x dx
b→ 2 − π/4 a→ 2 + a

The limit is basically a way of “sneaking up on the infinity” in the

problem.

D. DeTurck Math 104 002 2018A: Improper integrals 5 / 11

OK, let’s calculate some improper integrals

ˆ b
What is the value of the limit lim e −x dx and hence of the
ˆ ∞ b→∞ 0

improper integral e −x dx ?
0

A. 0 B. 1 C. e D. e −b E. ∞

ˆ 1
1
What is the value of the limit lim √ dx and hence of the
a→0+ x
ˆ 1 a
1
improper integral √ dx?
0 x
√
A. 0 B. 1 C. 2 D. 2 E. ∞

D. DeTurck Math 104 002 2018A: Improper integrals 6 / 11

Convergent and divergent improper integrals

It is possible that the limit used to define an improper integral fails

to exist or is infinite. In this case, the improper integral is said to
diverge (or be divergent).

If the limit does exist and is finite, then the improper integral
converges.

For example, the two integrals you just did both converge.

And ˆ 1
1
dx = lim ln 1 − ln a = ∞
0 x a→0+

is an example of a divergent improper integral.

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The other examples

ˆ
1
Recall that dx = arctan x + C .
1 + x2 ˆ ∞
1
If it is convergent, what is the value of dx ?
−∞ 1 + x2
π π
A. 0 B. C. D. π E. divergent
4 2

ˆ 2π/3
If it is convergent, what is the value of tan x dx ?
π/4
1
A. 0 B. 2 ln 32 C. 1
2 ln 6 D. 1 E. divergent

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Using estimation to show convergence or divergence

Sometimes it is possible to show that an improper integral

converges or diverges without actually evaluating it:

1 1
Since < 4 for all positive values of x, we have that
x4 +x +7 x
ˆ b ˆ b
1 1 1 1
4
dx < 4
dx = − 3
1 x +x +7 1 x 3 3b

for all b > 1. So the limit of the first integral as b → ∞ must be

finite because it increases as b does but it is bounded above (by 31 ).
ˆ ∞
1
This shows that the improper integral dx is
1 x4 +x +7
convergent.

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A puzzling example
1
Consider the surface obtained by rotating the graph of y = for
x
x > 1 around the x-axis.

We can calculate the volume of

the surface via disks as
ˆ ∞
π
V = dx
1 x2

and

ˆ ∞ ˆ b
π π  π π
V = dx = lim dx = lim − + = π cubic units
1 x2 b→∞ 1 x2 b→∞ b 1
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But what about the surface area?
The surface area is equal to
ˆ ∞ ˆ ∞
r
2π 1
q
σ= 2πf (x) 1 + (f 0 (x))2 dx = 1+ dx.
1 1 x x4
This integral is difficult (impossible) to evaluate directly, but it’s
easy to see that the integrand can be bounded from below by
something simpler: r
2π 1 2π
1+ 4 ≥
x x x
for all x ≥ 1.
ˆ ∞
2π
But the integral dx is divergent, so the surface has infinite
1 x
surface area.

This surfaces is sometimes called “Gabriel’s horn” — it is a surface

that can be “filled with water” but not “painted”.
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