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.