CalcII ImproperIntegrals PDF
CalcII ImproperIntegrals PDF
CalcII ImproperIntegrals PDF
Preface
Here are my online notes for my Calculus II course that I teach here at Lamar University.
Despite the fact that these are my “class notes”, they should be accessible to anyone wanting to
learn Calculus II or needing a refresher in some of the topics from the class.
These notes do assume that the reader has a good working knowledge of Calculus I topics
including limits, derivatives and basic integration and integration by substitution.
Calculus II tends to be a very difficult course for many students. There are many reasons for this.
The first reason is that this course does require that you have a very good working knowledge of
Calculus I. The Calculus I portion of many of the problems tends to be skipped and left to the
student to verify or fill in the details. If you don’t have good Calculus I skills, and you are
constantly getting stuck on the Calculus I portion of the problem, you will find this course very
difficult to complete.
The second, and probably larger, reason many students have difficulty with Calculus II is that you
will be asked to truly think in this class. That is not meant to insult anyone; it is simply an
acknowledgment that you can’t just memorize a bunch of formulas and expect to pass the course
as you can do in many math classes. There are formulas in this class that you will need to know,
but they tend to be fairly general. You will need to understand them, how they work, and more
importantly whether they can be used or not. As an example, the first topic we will look at is
Integration by Parts. The integration by parts formula is very easy to remember. However, just
because you’ve got it memorized doesn’t mean that you can use it. You’ll need to be able to look
at an integral and realize that integration by parts can be used (which isn’t always obvious) and
then decide which portions of the integral correspond to the parts in the formula (again, not
always obvious).
Finally, many of the problems in this course will have multiple solution techniques and so you’ll
need to be able to identify all the possible techniques and then decide which will be the easiest
technique to use.
So, with all that out of the way let me also get a couple of warnings out of the way to my students
who may be here to get a copy of what happened on a day that you missed.
1. Because I wanted to make this a fairly complete set of notes for anyone wanting to learn
calculus I have included some material that I do not usually have time to cover in class
and because this changes from semester to semester it is not noted here. You will need to
find one of your fellow class mates to see if there is something in these notes that wasn’t
covered in class.
2. In general I try to work problems in class that are different from my notes. However,
with Calculus II many of the problems are difficult to make up on the spur of the moment
and so in this class my class work will follow these notes fairly close as far as worked
problems go. With that being said I will, on occasion, work problems off the top of my
head when I can to provide more examples than just those in my notes. Also, I often
don’t have time in class to work all of the problems in the notes and so you will find that
some sections contain problems that weren’t worked in class due to time restrictions.
3. Sometimes questions in class will lead down paths that are not covered here. I try to
anticipate as many of the questions as possible in writing these up, but the reality is that I
can’t anticipate all the questions. Sometimes a very good question gets asked in class
that leads to insights that I’ve not included here. You should always talk to someone who
was in class on the day you missed and compare these notes to their notes and see what
the differences are.
4. This is somewhat related to the previous three items, but is important enough to merit its
own item. THESE NOTES ARE NOT A SUBSTITUTE FOR ATTENDING CLASS!!
Using these notes as a substitute for class is liable to get you in trouble. As already noted
not everything in these notes is covered in class and often material or insights not in these
notes is covered in class.
Improper Integrals
In this section we need to take a look at a couple of different kinds of integrals. Both of these are
examples of integrals that are called Improper Integrals.
Let’s start with the first kind of improper integrals that we’re going to take a look at.
Infinite Interval
In this kind of integral one or both of the limits of integration are infinity. In these cases the
interval of integration is said to be over an infinite interval.
Let’s take a look at an example that will also show us how we are going to deal with these
integrals.
To see how we’re going to do this integral let’s think of this as an area problem. So instead of
1
asking what the integral is, let’s instead ask what the area under f ( x ) = on the interval
x2
[1, ¥ ) is.
We still aren’t able to do this, however, let’s step back a little and instead ask what the area under
f ( x ) is on the interval [1,t ] where t > 1 and t is finite. This is a problem that we can do.
t t
1 1 1
At = ó
ô 2 dx = - = 1-
õ1 x x1 t
Now, we can get the area under f ( x ) on [1, ¥ ) simply by taking the limit of At as t goes to
infinity.
æ 1ö
A = lim At = lim ç1 - ÷ = 1
t ®¥ t ®¥
è tø
This is then how we will do the integral itself.
¥ t
ó 1 dx = lim ó 1 dx
ô 2 ô
õ1 x t ®¥ õ x 2
1
t
æ 1ö
= lim ç - ÷
t ®¥
è x ø1
æ 1ö
= lim ç1 - ÷ = 1
t ®¥
è tø
So, this is how we will deal with these kinds of integrals in general. We will replace the infinity
with a variable (usually t), do the integral and then take the limit of the result as t goes to infinity.
On a side note, notice that the area under a curve on an infinite interval was not infinity as we
might have suspected it to be. In fact, it was a surprisingly small number. Of course this won’t
always be the case, but it is important enough to point out that not all areas on an infinite interval
will yield infinite areas.
Let’s now get some definitions out of the way. We will call these integrals convergent if the
associated limit exists and is a finite number (i.e. it’s not plus or minus infinity) and divergent if
the associated limit either doesn’t exist or is (plus or minus) infinity.
Let’s now formalize up the method for dealing with infinite intervals. There are essentially three
cases that we’ll need to look at.
t
1. If ò f ( x ) dx
a
exists for every t > a then,
¥ t
ò f ( x ) dx = lim ò f ( x ) dx
a t ®¥ a
b
2. If ò f ( x ) dx exists for every t < b then,
t
b b
ò¥ f ( x ) dx = lim ò f ( x ) dx
- t ®-¥ t
c ¥
3. If ò ¥ f ( x ) dx and ò
- c
f ( x ) dx are both convergent then,
¥ c ¥
ò ¥ f ( x ) dx = ò ¥ f ( x ) dx + ò
- - c
f ( x ) dx
Where c is any number. Note as well that this requires BOTH of the integrals to be
convergent in order for this integral to also be convergent. If either of the two integrals is
divergent then so is this integral.
Example 2 Determine if the following integral is convergent or divergent and if it’s convergent
find its value.
¥
ó 1 dx
ô
õ1 x
Solution
So, the first thing we do is convert the integral to a limit.
¥ t
ó 1 dx = lim ó 1 dx
ô ô
õ1 x t ®¥ õ x
1
¥
ó 1 dx = lim ln ( x ) t
ô
õ1 x t ®¥ 1
= lim ( ln ( t ) - ln1)
t ®¥
=¥
If we go back to thinking in terms of area notice that the area under g ( x ) = 1x on the interval
[1, ¥ ) is infinite. This is in contrast to the area under f ( x ) = x12 which was quite small. There
really isn’t all that much difference between these two functions and yet there is a large difference
in the area under them. We can actually extend this out to the following fact.
Fact
If a > 0 then
¥
ó 1 dx
ô p
õa x
is convergent if p > 1 and divergent if p £ 1 .
One thing to note about this fact is that it’s in essence saying that if an integrand goes to zero fast
enough then the integral will converge. How fast is fast enough? If we use this fact as a guide it
looks like integrands that go to zero faster than x1 goes to zero will probably converge.
(
= lim -2 3 + 2 3 - t
t ®-¥
)
= -2 3 + ¥
=¥
So, the first integral is convergent. Note that this does NOT mean that the second integral will
also be convergent. So, let’s take a look at that one.
¥ 2 t 2
ò 0
xe - x dx = lim ò xe - x dx
t ®¥ 0
t
æ 1 2ö
= lim ç - e - x ÷
t ®¥
è 2 ø0
æ 1 2 1ö
= lim ç - e - t + ÷
t ®¥
è 2 2ø
1
=
2
This integral is convergent and so since they are both convergent the integral we were actually
asked to deal with is also convergent and its value is,
¥ 2 0 2 ¥ 2 1 1
ò -¥
xe - x dx = ò
-¥
xe- x dx + ò xe- x dx = - + = 0
0 2 2
¥ t
ò -2
sin x dx = lim ò sin x dx
t ®¥ -2
= lim ( - cos x ) -2
t
t ®¥
In most examples in a Calculus II class that are worked over infinite intervals the limit either
exists or is infinite. However, there are limits that don’t exist, as the previous example showed,
so don’t forget about those.
Discontinuous Integrand
We now need to look at the second type of improper integrals that we’ll be looking at in this
section. These are integrals that have discontinuous integrands. The process here is basically the
same with one subtle difference. Here are the general cases that we’ll look at for these integrals.
provided the limit exists and is finite. Note as well that we do need to use a left hand
limit here since the interval of integration is entirely on the left side of the upper limit.
provided the limit exists and is finite. In this case we need to use a right hand limit here
since the interval of integration is entirely on the right side of the lower limit.
c b
3. If f ( x ) is not continuous at x = c where a < c < b and ò f ( x ) dx and ò f ( x ) dx
a c
As with the infinite interval case this requires BOTH of the integrals to be convergent in
order for this integral to also be convergent. If either of the two integrals is divergent
then so is this integral.
c b
4. If f ( x ) is not continuous at x = a and x = b and if ò f ( x ) dx and ò f ( x ) dx are
a c
Where c is any number. Again, this requires BOTH of the integrals to be convergent in
order for this integral to also be convergent.
Note that the limits in these cases really do need to be right or left handed limits. Since we will
be working inside the interval of integration we will need to make sure that we stay inside that
interval. This means that we’ll use one-sided limits to make sure we stay inside the interval.
( )
t
= lim- -2 3 - x
t ®3 0
= lim ( 2 3 - 2 3-t )
t ®3-
=2 3
The limit exists and is finite and so the integral converges and the integral’s value is 2 3 .
Now we need to look at each of these integrals and see if they are convergent.
0 t
ó 1 dx = lim ó 1 dx
ô 3 ô
õ -2 x t ® 0- õ - 2 x
3
t
æ 1 ö
= lim- ç - 2 ÷
t ®0 è 2 x ø -2
æ 1 1ö
= lim- ç - 2 + ÷
t ®0 è 2t 8 ø
= -¥
At this point we’re done. One of the integrals is divergent that means the integral that we were
asked to look at is divergent. We don’t even need to bother with the second integral.
Before leaving this section let’s note that we can also have integrals that involve both of these
cases. Consider the following integral.
In order for the integral in the example to be convergent we will need BOTH of these to be
convergent. If one or both are divergent then the whole integral will also be divergent.
We know that the second integral is convergent by the fact given in the infinite interval portion
above. So, all we need to do is check the first integral.
1 1
ó 1 dx = lim ó 1 dx
ô 2 ô 2
õ0 x t ® 0+ õ t x
1
æ 1ö
= lim+ ç - ÷
t ®0 è xøt
æ 1ö
= lim+ ç -1 + ÷
t ®0 è tø
=¥
So, the first integral is divergent and so the whole integral is divergent.