Improper Integrals

Lecture 1
 4 𝑑𝑥
Solve ‫׬‬0 (𝑥−2)2
4 4 4
𝑑𝑥 −2 (𝑥 − 2)−1 1 1
𝐼=න 2 = න (𝑥 − 2) 𝑑𝑥 = = −2−1 + (−2)−1 = − − = −1
0 (𝑥 − 2) 0 −1 2 2
0

𝑏 𝑛
𝑏
𝑑
𝑅𝑖𝑒𝑚𝑎𝑛𝑛 𝐼𝑛𝑡𝑒𝑔𝑟𝑎𝑙 𝑖𝑠, න 𝑓 𝑥 𝑑𝑥 = lim ෍ 𝑓 𝑥𝑖 ∆𝑥 = 𝐹(𝑥) 𝑎 =𝐹 𝑏 −𝐹 𝑎 , 𝐹 𝑥 = 𝑓(𝑥)
𝑎 ∆𝑥→0 𝑑𝑥
𝑖=1

Improper Integrals are:

∞ 𝑡 𝑏 𝑏
1. න 𝑓 𝑥 𝑑𝑥 = lim න 𝑓 𝑥 𝑑𝑥 2. න 𝑓 𝑥 𝑑𝑥 = lim න 𝑓 𝑥 𝑑𝑥
𝑎 𝑡→∞ 𝑎 ∞ 𝑡→∞ 𝑡
 Important Improper Integral
∞ ∞ −𝑥 ∞
𝑒
න 𝑒 −𝑥 𝑑𝑥 =? න 𝑒 −𝑥 𝑑𝑥 = = −𝑒 −∞ + 𝑒 0
0 0 −1 0
= 0+1 =1
𝑏
𝑏
𝑑𝑓(𝑥)
න 𝑓 𝑥 𝑑𝑥 = 𝐹(𝑥) 𝑎 = 𝐹 𝑏 − 𝐹 𝑎 ,F x =
𝑎 𝑑𝑥
∞
∞ ∞ −𝑥 −𝑥
න 𝑒 −𝑥 𝑥 𝑑𝑥 =? න 𝑒 −𝑥 𝑥 𝑑𝑥 = 𝑥 𝑒 𝑒
− න1 𝑑𝑥 =1
0 0 −1 −1
0 1 0

𝑑𝑢
න 𝑢𝑣 𝑑𝑥 = 𝑢 න 𝑣 𝑑𝑥 − න න 𝑣 𝑑𝑥 𝑑𝑥
𝑑𝑥
 ∞
න 𝑒 −𝑥 𝑥 2 𝑑𝑥 =?
0 ∞
∞ −𝑥 −𝑥
𝑒 𝑒
න 𝑒 −𝑥 𝑥 2 𝑑𝑥 = 𝑥 2 − න 2𝑥 𝑑𝑥 = 2 ∙ 1 = 2!
0 −1 1
−1
0 0
∞
න 𝑒 −𝑥 𝑥 3 𝑑𝑥 =?
0 ∞
∞ −𝑥 −𝑥
𝑒 𝑒
න 𝑒 −𝑥 𝑥 3 𝑑𝑥 = 𝑥 3 − න 3𝑥 2 𝑑𝑥 = 3 ∙ 2 ∙ 1 = 3!
0 −1 −1
0 2∙1 0
∞ ∞
න 𝑒 −𝑥 𝑥 𝑛 𝑑𝑥 =? න 𝑒 −𝑥 𝑥 𝑛 𝑑𝑥 = 𝑛!
0 0
 Gamma Function
∞
‫ڿ‬ഥ𝑛 = න 𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥
0
∞
‫ 𝑛ڿ‬+ 1 = න 𝑒 −𝑥 𝑥 𝑛 𝑑𝑥 = 𝑛!
0
‫ 𝑛ڿ‬+ 1 = 𝑛‫ڿ‬ഥ𝑛
ഥ1 ഥ3 1 1 ഥ1 1
ቜ = 𝜋 ቜ =ቜ +1= ቜ = 𝜋
2 2 2 2 2 2
5 3 3 ഥ3 3 1
අ =ቜ +1= ቜ = ∙ 𝜋
2 2 2 2 2 2
 ∞ 2
Example 1 Evaluate ‫׬‬0 𝑎−𝑏𝑥 𝑑𝑥 .
∞ −𝑏𝑥 2
Solution I = ‫׬‬0 𝑎 𝑑𝑥 𝐿𝑒𝑡, 𝑏𝑥 2 𝑙𝑜𝑔𝑎 = 𝑡
∞
𝑙𝑜𝑔𝑎−𝑏𝑥
2 ∞
−𝑏𝑥 2 𝑙𝑜𝑔𝑎
⟹ 𝑥 2 = 𝑡/𝑏𝑙𝑜𝑔𝑎
=න 𝑒 𝑑𝑥 = න 𝑒 𝑑𝑥
0 0
𝑡
⟹𝑥=( )
∞
1 𝑏𝑙𝑜𝑔𝑎
I=න 𝑒 −𝑡 𝑡 −1/2 𝑑𝑡
0 2 𝑏𝑙𝑜𝑔𝑎 1 1
∞ ⟹ 𝑑𝑥 = 𝑑𝑡
1 1
𝑏𝑙𝑜𝑔𝑎 2 𝑡
= න 𝑒 𝑡 2−1 𝑑𝑡
−𝑡
2 𝑏𝑙𝑜𝑔𝑎 0
ഥ
𝟏 1 𝜋
= අ =
2 𝑏𝑙𝑜𝑔𝑎 𝟐 2 𝑏𝑙𝑜𝑔𝑎
 1 4 1 3
Example 2 Evaluate ‫׬‬0 𝑥 (𝑙𝑜𝑔 𝑥) 𝑑𝑥 .
1 4 1 3 1
Solution I = ‫׬‬0 𝑥 (𝑙𝑜𝑔 𝑥) 𝑑𝑥 𝐿𝑒𝑡, 𝑙𝑜𝑔 = 𝑡
𝑥
0 −4𝑡 ⟹ 𝑥 = 𝑒 −𝑡
∴I= ‫𝑒 ∞׬‬ 𝑡 3 (−𝑒 −𝑡 )𝑑𝑡
⟹ 𝑑𝑥 = −𝑒 −𝑡 𝑑𝑡
∞ −5𝑡
∴I= ‫׬‬0 𝑒 𝑡 3 𝑑𝑡
𝐿𝑒𝑡, 5𝑡 = 𝑧
∞ −𝑧 𝑧 3 1 ⟹ 𝑑𝑡 = 𝑑z/5
∴I= ‫׬‬0 𝑒 𝑑𝑧
5 5

1 ∞ −𝑧 4−1
∴I= ‫𝑧𝑑 𝑧 𝑒 ׬‬
54 0

ഥ
ඃ4 3! 6
∴I= = =
54 54 625
 ∞ 𝑥4
Example 3 Evaluate ‫׬‬0 4𝑥 𝑑𝑥 .
∞ 𝑥4
Solution I = ‫׬‬0 4𝑥 𝑑𝑥 𝐿𝑒𝑡, 4𝑥 = 𝑒 𝑡
∞ 𝑡
4
1
⟹ 𝑥𝑙𝑜𝑔4 = 𝑡
∴I= ‫׬‬0 𝑙𝑜𝑔4 𝑒 −𝑡 𝑑𝑡
𝑙𝑜𝑔4 ⟹ 𝑑𝑥 = 𝑑𝑡/𝑙𝑜𝑔4
𝟏 ∞ −𝑡 5−1
∴I= ‫𝑡𝑑 𝑡 𝑒 ׬‬
(𝒍𝒐𝒈𝟒)𝟓 0

ഥ
ඃ5 𝟒!
∴I= =
(𝒍𝒐𝒈𝟒)𝟓 (𝒍𝒐𝒈𝟒)𝟓