Improper integrals: Everything A Beginner Needs to Know

1. Integrals with Infinite Limits of Integration: These occur when either the lower limit, upper limit, or both are infinite. For example, the integral from \(1\) to infinity. These integrals are evaluated by replacing the infinite limit with a variable, usually \( t \), and then taking the limit as \( t \) approaches infinity.
2. Integrals with Discontinuous Integrands: These occur when the integrand, the function being integrated, is not continuous over the interval of integration. This is typically the case when the function has a vertical asymptote within the interval. To evaluate these integrals, the interval is divided at the point of discontinuity, and each resulting integral is evaluated as a limit.

Evaluating Improper Integrals

The general approach to evaluating an improper integral involves two steps:

1. Converting to a Limit: Replace the infinite limit or the limit at the point of discontinuity with a variable (like \( t \)), transforming the improper integral into a limit of a proper integral.
2. Evaluating the Limit: Compute the integral as usual and then take the limit as the variable approaches infinity or the point of discontinuity.

Convergence and Divergence

• An improper integral converges if the limit exists and is finite.
• It diverges if the limit is infinite or does not exist.

Example:

Let’s consider the integral of ( \frac{1}{x} ) from 1 to infinity:

\[ \int_{1}^{\infty} \frac{1}{x} dx \]

1. Setting Up the Limit: Replace the upper bound with ( t ).

\[ \lim_{t \to \infty} \int_{1}^{t} \frac{1}{x} dx \]

2. Evaluating the Integral:

\[ \lim_{t \to \infty} \left[ \ln|x| \right]{1}^{t} = \lim{t \to \infty} (\ln|t| – \ln|1|) \]

3. Taking the Limit:

\[ \lim_{t \to \infty} \ln|t| = \infty \]

Since the limit is infinite, the integral diverges.

This example illustrates the process of evaluating an improper integral and determining its convergence or divergence. Improper integrals are fundamental in calculus and have wide applications in physics, engineering, and other sciences, especially in scenarios involving infinite domains or singularities.