128 Understanding Calculus
Since the limit exists, the improper integral fl
oo
~
dx
converges, and its value is 1.
If the integrand
I (x) is unbounded at one end of an interval [a, b], we again use a
limit to define
J:
I(x)
dx.
If
I(x)
is unbounded at b, but
J:
I(x)
dx
exists for every c with
a < c < b, then we define
l
b
f(x)
dx = lim l
c
f(x)
dx.
a
c~b-
a
The notation c
~
b-: means that c approaches b from the left side. If
I(x)
is unbounded at
a but integrable on [c, b] for every c between a and b, then we define
l
b
f(x)
dx
= lim 1
b
f(x)
dx,
a
c~a+
c
where the limit is taken as c approaches a from the right side
of
a. If the limit that defines the
integral exists, we say the integral
converges; otherwise, the integral diverges, and we attach
no meaning to it.
As an example of this second type of improper integral, consider the integral
{4
1
10
~dx,
that is improper since
)x
~
00
as x
~
0+. From the definition we have
1
4 1 1
4
1
-dx
= lim
-dx
o
~
c~O+
c
~
= lim
2.JX]4
c~O+
c
= lim
(2J4
-
2~)
=4.
c~O+
The most significant improper integrals are those with positive integrands, and we will
stick to that case. If
f (x)
2:
0, then
J:
f (x )
dx
or L
oo
f (x)
dx
represents the area
of
the
region under the curve
Y = f
(x),
and convergence of the integral means that this area is finite
even though the region is unbounded. It is clear from this area interpretation that the following
comparison theorem holds: If 0
~
f(x)
:s
kg(x)
for
x
~
a.and
la
oo
g(x)
dx
converges (so
that
la
oo
kg(x)
dx
converges), then
la
oo
f(x)
dx
converges. In other words, if there is finite
area under
y =
kg(x),
then there is finite area under the lower curve y =
f(x).
A similar
statement,
of
course, holds for improper integrals like
f1
2
2~x
or
fo
1
:!
where the integrand is
unbounded at one end of the interval.
We will pay particular attention to integrals
of
the form
Ja
oo
I(x)
dx,
with
I(x)
2: 0,
since these integrals figure importantly in the study
of
infinite series.
EXAMPLE
22.1
1
00
1 1
00
1
(a)
r=
dx; (b) 2 dx.
I
yX
I x
Using the definition, we calculate as follows:
1
00
1
jb
1
r=
dx = lim
r=
dx
I
yX
b-+oo I
yX
= lim
2~Jb
b-s
co I
= lim (2v'b - 2) =
00.
b-+oo
The limit does not exist, and the integral diverges.