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Math · Calculus II · Concept

Improper integrals and convergence

An integral is improper when an endpoint is infinite or the integrand blows up somewhere on the interval. Replace the troublesome endpoint by a variable, integrate over the ordinary interval that results, and take the limit. If the limit is a finite number the integral converges to it; otherwise it diverges. The p-integrals ∫ from 1 to ∞ of dx/xᵖ, which converge exactly when p > 1, are the benchmarks for comparison.

Infinite intervals

The integral from a to ∞ means the limit of the integral from a to b as b → ∞. The area under a curve over an infinite interval can be finite, as under 1/x², or infinite, as under 1/x.

∫a∞f⁡(x)d⁢x=limb→∞∫abf⁡(x)d⁢x
∫a∞f⁡(x)d⁢x=limb→∞∫abf⁡(x)d⁢x

Infinite integrands

If f blows up at an endpoint a, integrate from t to b and let t → a from inside the interval. If f blows up at an interior point c, split the integral at c; it converges only if both pieces do.

The p-integrals

The integral from 1 to ∞ of dx/xᵖ converges to 1/(p − 1) when p > 1 and diverges when p ≤ 1. Near 0 the pattern flips: the integral from 0 to 1 of dx/xᵖ converges to 1/(1 − p) when p < 1 and diverges when p ≥ 1.

∫1∞d⁢xxp=1p−1(p>1)
∫1∞d⁢xxp=1p−1(p>1)

Comparison

If 0 ≤ f(x) ≤ g(x) and the integral of g converges, so does the integral of f; if the integral of f diverges, so does the integral of g. Comparing with a p-integral or with e^(−x) often settles convergence without finding an antiderivative.

Improper integrals and series

The integral test links the integral from 1 to ∞ of f with the series f(1) + f(2) + ⋯: for positive decreasing f, both converge or both diverge. That is why the p-series ∑1/nᵖ behaves like the p-integral.

Common mistakes

  • Applying the Fundamental Theorem across a vertical asymptote: the integral of 1/x² from −1 to 1 is not −2; it diverges.
  • Writing F(∞) as if ∞ were a number instead of taking a limit.
  • Deciding that an integral converges because the integrand tends to 0: the integral of 1/x from 1 to ∞ diverges.
  • Adding a divergent piece to a convergent one after splitting at an asymptote, as if they could cancel.

Key terms

Improper integral
An integral over an infinite interval, or of a function that blows up, defined as a limit. If it has trouble on both sides of a point, each part must converge on its own; opposite infinities don’t cancel.
Convergence
Settling on a finite value in a limit. A sequence converges when its terms approach a number; a series converges when its partial sums do. Numbers that look stable are a hint, not a proof.
Divergence
Not approaching a finite value. A divergent sequence or series may grow without bound or keep oscillating, so divergence doesn’t always mean heading to +∞.
p-series
The series Σ 1/nᵖ. It converges when p > 1 and diverges when p ≤ 1, as the harmonic series (p = 1) shows.
Comparison test
A test for series of positive terms: a series smaller, term by term, than a convergent series converges, and one larger than a divergent series diverges. The limit comparison test compares two series through the limit of the ratio of their terms.
Vertical asymptote
A vertical line x = a that the graph approaches as the function’s values grow without bound near a, often where a denominator is zero. The graph is not joined across it.

Work through an example

Evaluate the integral of 1/x² from 1 to ∞, or show that it diverges.

Evaluate an improper integral to infinity →

Decide whether an improper integral converges →

Integrate across a vertical asymptote →

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