Questions tagged [improper-integrals]

Questions involving improper integrals, defined as the limit of a definite integral as an endpoint of the interval of integration approaches either a specified real number or $\infty$ or $-\infty$, or as both endpoints approach limits.

An improper integral is defined as the limit of a definite integral as an endpoint of the interval of integration approaches either a specified real number or $\infty$ or $-\infty$, or as both endpoints approach limits.

Specifically, an improper integral is a limit of the form:

$$\lim_{b\to \infty} \int_{a}^{b} f(x) \ dx \,,\ \lim_{a \to -\infty} \int_{a}^{b} f(x) \ dx$$ or of the form $$\lim_{c \to b^{-}} \int_{a}^{c} f(x) \ dx \,,\ \lim_{c \to a^{+}} \int_{c}^{b} f(x) \ dx$$

in which one takes a limit in one or the other (or sometimes both) endpoints.

Often, we can compute values for improper integrals, even when the function cannot be integrated in the conventional sense (as a Riemann integral, for instance), because of a singularity in the function or because one of the bounds of integration is infinite.

7820 questions
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Does $\int_1^{+\infty} \frac{1}{\ln^2(x+1)}dx$ convergent?

Considering the convergence of intergral: $${\Large I=}\int_1^{+\infty} \frac{1}{\ln^2(x+1)}dx$$ Using Dirichlet theorem, we have the answer. Or $\displaystyle{0<\frac1x<\frac{1}{\ln^2(x+1)}}$, hence $I$ diverge. But I think there will have a…
mja
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Single variable improper integral

Say I have an integral of $x/(1+x^2)$ that goes from negative infinity to infinity, and then part it into two integrals $A + B$ (let $A + B = I_\text{tot}$) where $A$ and $B$ have the limits from R to Infinity and negative infinity to R,…
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Computing $\int_{0}^{\pi/2}\cos(x)\ln(\tan(x))dx$

Compute $\int_{0}^{\pi/2}\cos(x)\ln(\tan(x))dx$ It is easy to check this improper integral converges. One also notes that $\int_{0}^{\pi/2}\cos(x)\ln(\tan(x))dx=-\int_{0}^{\pi/2}\sin(x)\ln(\tan(x))dx$. It is possible to find an antiderivative for…
Gabriel Romon
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integral from 1 to infinity of $\frac{5}{(4x+2)^3}$

I have solved the integral: $$\int_1^\infty{\frac{5}{(4x+2)^3}}dx$$ using u substitution and I am not getting the correct answer. I am missing some step here or making an algebra error. I am not sure what is wrong. The work yields a finite answer (I…
Kitch
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Improper integral: $\,\frac{1}{\pi}\int^\infty_0 \frac{\sqrt{x}}{1+x}e^{-xt}\,dx$

Good evening! How could one evaluate the following integral $$\frac{1}{\pi}\int^\infty_0 \frac{\sqrt{x}}{1+x}e^{-xt}\,dx$$ I have tried the substitution $x\equiv x^2$ but still I could not manage to get to a final result. Any ideas would be really…
Arian
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Conditions for the integral to equal zero

Can it be proven that for the integral $$\int_0^{\infty} e^{-x} f(x) dx $$ to equal zero, the function f (domain and codomain $\mathbb{R}$) has to be necessarily bounded?
Sidd
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Integral with absolute values?

How does one deal with improper integrals with absolute value bars? I need to show that a given function is a density function, which means I need to show that $\int_{-\infty}^\infty p(|x|) dx = 1$ yet what do to with those bars? The function is of…
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Cauchy Principal Value Problem: Gaussian and exponential over a quadratic

I need help with the following integral: $$ \int_{-\infty}^{\infty}\frac{e^{-x^2}e^{iax}}{1-x^2}dx$$ Where $a$ is real. Obviously the integral doesn't converge due to the singularities at $|x|=1$ but I am interested in the principal value of this…
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principal value integral with a singularity at t=1

is there any method to computge the principal value of the integral $$ P.V \int_{1}^{\infty} \frac{dt}{t^{a}(1-t)} $$ here 'a' is a positive real number
Jose Garcia
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Comparison of two integrals in $\Bbb R$

Is it possible to estimate $\int_{\mathbb{R}} |x|^2 u(x)\,\mathrm{d}x$ in terms of $\int_{\mathbb{R}} |x| u^2(x)\,\mathrm{d}x$ or estimate $\int_{\mathbb{R}} |x| u^2(x)\,\mathrm{d}x$ in terms of $\int_{\mathbb{R}} |x|^2 u(x)\,\mathrm{d}x$? Here $u$…
LCH
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Surface integrals with normal derivatives.

Define $G(x)= \frac{1}{4\pi ||x||}$, suppose that $f(x)$ is known, S is a surface in $\mathbb{R}^3$, and x is fixed, $x \in S$. I have formulas for computing the following numerically: $$ p(x) = \int _{S}f(x') \frac{\partial G(x-x')}{\partial n' }…
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How to prove the non existence of this integral?

How to prove that \begin{equation}\nonumber \int_0^\infty \sin^2\left[\pi\left(x + \frac{1}{x}\right)\right]dx \end{equation} does not exist?
Amey Joshi
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Improper integral comparison test

Having this integral $$\int_1^{\infty}\frac{3x^2+2x +1}{x^3+6x^2+x+4}$$ In order to do the comparison test at some point it gets like $$\frac{3x^2+2x +1}{x^3+6x^2+x+4}\geq \frac{1}{4x}$$ How is $\frac{1}{4x}$ found ? It doesnt seem obvious to…
GorillaApe
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how to determine if this integral converge or not?

I should determine whether this is a convergent or divergent integral. The problem is that I don't know how to start. i need to use the comparison test but i don't know where to start. $$ \int_{0}^{1} \frac{e^{-x}}{x}dx $$
user2637293
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