Improper Integrals

Purpose

The purpose of this lab is to use Maple to introduce you to the notion of improper integral and to give you practice with this concept by using it to prove convergence or divergence of integrals involving unbounded integrands or unbounded intervals or both.

Background

Our basic theorem for is that the integral exists if is continuous on the closed interval . We have actually gone beyond this theorem a few times, and integrated functions that were bounded and had a finite number of jump discontinuities on . However, we don't have any theory to help us deal with integrals involving one or more of the following.

1. Functions , for example rational functions, that have vertical asymptotes in (or are not bounded on ).
2. Integrals where the interval is unbounded, for example intervals like , , or .

We have already seen at least one example of the problems you can run into if the function is unbounded. Recall the clearly absurd result

that is obtained by blindly applying the FTOC. The second type of problem, where the interval of integration is unbounded, occurs often in applications of calculus, such as the Laplace and Fourier transforms used to solve differential equations. It also occurs in testing certain kinds of infinite series for convergence or divergence, as we will learn later.

We start with the following definition.

Unbounded integrands

To see how to handle the problem of an unbounded integrand, we start with the following special cases.

Cases where has an infinite discontinuity only at an interior point c, a <c < b are handled by writing

and using the definitions to see if the integrals on the right-hand side exist. If both exist then the integral on the left-hand side exists. If either of the integrals on the right-hand side diverges, then does not exist.

Examples

Here is a simple example using Maple to show that doesn't exist.

  > ex1 := int(1/x,x=a..2);

  > limit(ex1,a=0,right);

Try these out yourself, using the limit and int commands in Maple. The example above used the right option to limit because the right-hand limit was needed. If you need a left-hand limit, use the left option in the limit command.

• 
• doesn't exist
• doesn't exist
• doesn't exist

Unbounded intervals of integration

These are handled in a similar fashion by using limits. The definition we need the most is given below.

The other two cases are handled similarly. You are asked to provide suitable definitions for them in one of the exercises.

Examples

• doesn't exist.
• .
• doesn't exist.

Exercises

1. Determine if the following improper integrals exist. If they do exist, report their values. If they do not exist, show why not.
   1. , interval .
   2. , interval .
   3. , interval .
   4. , interval .
   5. , interval .
   6. , interval .

2. For what values of the real parameter p does exist?

3. For what values of the real parameter p does exist?

4. Provide definitions for the existence of integrals over the unbounded intervals and .