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What is an improper integral, and how do we decide whether one converges and find its value?

Evaluate improper integrals with infinite limits or integrands with a singularity, determining convergence by means of limits

A focused answer to the H2 Further Mathematics outcome on improper integrals. Integrals over an infinite interval, integrands with a vertical asymptote, evaluating them as limits, deciding convergence, and the standard p-integral results.

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  1. What this dot point is asking
  2. The answer
  3. Examples in context
  4. Try this

What this dot point is asking

SEAB wants you to evaluate improper integrals: those with an infinite limit of integration, or whose integrand becomes infinite (a vertical asymptote) somewhere on the interval. You must rewrite the integral as a limit of a proper integral, evaluate the limit, and decide whether the integral converges (a finite value) or diverges (no finite value).

The answer

Two kinds of improper integral

An integral is improper if either:

  • a limit is infinite, for example ∫a∞f(x) dx\displaystyle\int_a^{\infty}\mathrm{f}(x)\,dx; or
  • the integrand has a singularity (becomes unbounded) at an endpoint or interior point of the interval, for example ∫011x dx\displaystyle\int_0^1 \dfrac{1}{\sqrt{x}}\,dx.

In both cases the ordinary definition of a definite integral does not directly apply, so we use a limiting process.

Evaluating by a limit

Replace the troublesome limit with a variable and take a limit:

∫a∞f(x) dx=lim⁑bβ†’βˆžβˆ«abf(x) dx,∫abf(x) dx=lim⁑tβ†’c+∫tbf(x) dxβ€…β€Š(singularityΒ atΒ c=a).\int_a^{\infty}\mathrm{f}(x)\,dx = \lim_{b\to\infty}\int_a^{b}\mathrm{f}(x)\,dx, \qquad \int_a^{b}\mathrm{f}(x)\,dx = \lim_{t\to c^+}\int_t^{b}\mathrm{f}(x)\,dx \;\text{(singularity at }c = a\text{)}.

If the limit exists and is finite, the integral converges to that value; if the limit is infinite or does not exist, the integral diverges.

Singularities inside the interval

If the integrand blows up at an interior point, split the integral at that point into two improper integrals and require both to converge; if either diverges, the whole integral diverges. You may not integrate straight through a singularity.

The standard p-integrals

Two benchmark results worth knowing:

∫1∞1xp dxβ€…β€Šconvergesβ€…β€ŠβŸΊβ€…β€Šp>1,∫011xp dxβ€…β€Šconvergesβ€…β€ŠβŸΊβ€…β€Šp<1.\int_1^{\infty}\frac{1}{x^p}\,dx \;\text{converges} \iff p > 1, \qquad \int_0^{1}\frac{1}{x^p}\,dx \;\text{converges} \iff p < 1.

The borderline p=1p = 1 diverges in both: ∫1∞1x dx\int_1^\infty \tfrac{1}{x}\,dx and ∫011x dx\int_0^1 \tfrac{1}{x}\,dx both give a logarithm that runs off to infinity.

Examples in context

Example 1. Total probability of a continuous distribution. Verifying that a probability density integrates to 11 over an infinite range, as for the exponential density Ξ»eβˆ’Ξ»x\lambda\mathrm{e}^{-\lambda x} on [0,∞)[0, \infty), is an improper integral, linking convergence directly to the continuous random variables work.

Example 2. Escape energy. The work to move a mass infinitely far against an inverse-square force is ∫R∞kx2 dx\int_R^{\infty}\dfrac{k}{x^2}\,dx, a convergent improper integral whose finite value is the escape energy, showing why a 1x2\tfrac{1}{x^2} force allows escape with finite energy.

Try this

Q1. Explain why ∫1∞1x dx\displaystyle\int_1^{\infty}\dfrac{1}{x}\,dx diverges. [2 marks]

  • Cue. ∫1b1x dx=ln⁑b\int_1^b \tfrac{1}{x}\,dx = \ln b, which tends to infinity as bβ†’βˆžb \to \infty, so there is no finite value.

Q2. State the condition on pp for ∫1∞1xp dx\displaystyle\int_1^{\infty}\dfrac{1}{x^p}\,dx to converge. [1 mark]

  • Cue. p>1p > 1.

Q3. Why is ∫011x dx\displaystyle\int_0^{1}\dfrac{1}{\sqrt{x}}\,dx improper? [1 mark]

  • Cue. The integrand xβˆ’1/2x^{-1/2} is unbounded as xβ†’0+x \to 0^+, a singularity at the lower limit.

Exam-style practice questions

Practice questions written in the style of SEAB exam questions on this dot point, with worked answer explainers. The year tag is the paper they imitate, not the source.

Original5 marksDetermine whether ∫1∞1x2 dx\displaystyle\int_1^{\infty} \frac{1}{x^2}\,dx converges, and find its value if it does.
Show worked answer β†’

Replace the infinite limit by a finite bb and take a limit:

∫1∞1x2 dx=lim⁑bβ†’βˆžβˆ«1bxβˆ’2 dx=lim⁑bβ†’βˆž[βˆ’1x]1b=lim⁑bβ†’βˆž(βˆ’1b+1).\int_1^{\infty}\frac{1}{x^2}\,dx = \lim_{b\to\infty}\int_1^{b} x^{-2}\,dx = \lim_{b\to\infty}\left[-\frac{1}{x}\right]_1^{b} = \lim_{b\to\infty}\left(-\frac{1}{b} + 1\right).

As bβ†’βˆžb \to \infty, 1bβ†’0\dfrac{1}{b} \to 0, so the limit is 11.

The integral converges and its value is 11.

Markers reward writing the integral as a limit with finite upper limit bb, integrating to βˆ’1x-\tfrac{1}{x}, taking the limit, and concluding convergence to 11.

Original6 marksEvaluate ∫011x dx\displaystyle\int_0^{1} \frac{1}{\sqrt{x}}\,dx, explaining why it is improper, or show that it diverges.
Show worked answer β†’

The integrand 1x=xβˆ’1/2\dfrac{1}{\sqrt{x}} = x^{-1/2} is unbounded as xβ†’0+x \to 0^+ (a vertical asymptote at x=0x = 0), so the integral is improper at the lower limit.

Replace the lower limit by a>0a > 0 and take the limit as a→0+a \to 0^+:

∫01xβˆ’1/2 dx=lim⁑aβ†’0+∫a1xβˆ’1/2 dx=lim⁑aβ†’0+[2x1/2]a1=lim⁑aβ†’0+(2βˆ’2a).\int_0^{1} x^{-1/2}\,dx = \lim_{a\to 0^+}\int_a^{1} x^{-1/2}\,dx = \lim_{a\to 0^+}\left[2x^{1/2}\right]_a^{1} = \lim_{a\to 0^+}\left(2 - 2\sqrt{a}\right).

As a→0+a \to 0^+, a→0\sqrt{a} \to 0, so the limit is 22.

The integral converges to 22.

Markers reward identifying the singularity at x=0x = 0, the limit with lower limit aa, integrating to 2x2\sqrt{x}, and the value 22.

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