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.

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What about the convergence of $\int_1^\infty \frac{e^{\sin x}\sin 2x}{x}dx$?

What about the convergence of $\int_1^\infty \frac{e^{\sin x}\sin 2x}{x}dx$? Clearly, $\int_1^\infty \frac{\sin 2x}{x}dx$ is convergence, how to attack $e^{\sin x}$? $e^{\sin x}\cos x\cdot \frac{2\sin x}{x}$, oh.
xldd
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The convergence of $\int_0^\infty \frac{1}{x}e^{\cos x}\sin\sin x dx$.

The convergence of $\int_0^\infty \frac{1}{x}e^{\cos x}\sin\sin x dx$? Writting $\frac{1}{x \sin 2x}2 e^{\cos x} \sin x\cdot \sin \sin x \cos x$, ... There should be some cancellations, but how to make it prcise. if $e^{\cos x}$ is absent, it seems…
xldd
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Two identical improper integrals

Problem Assume that $a,b>0$ and the following two integrals both exist. Prove that $$\int_0^{+\infty}f\left(ax+\frac{b}{x}\right){\rm d}x=\frac{1}{a}\int_0^{+\infty}f(\sqrt{x^2+4ab}){\rm d}x.$$ How to make the substitution for $x$? For exmpale, if…
mengdie1982
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Can we infer $\lim\limits_{x \to +\infty}f(x)=0$?

Assume that $f(x)$ is continuous over $[a,+\infty)$ where $a>0$, and $\displaystyle\int_{a}^{+\infty}\dfrac{f(x)}{x}{\rm d}x$ is convergent. Can we infer that $\lim\limits_{x \to +\infty}f(x)=0$? If not, what conditions else are needed?
mengdie1982
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About $\int_{-\infty}^{0}\text{arcsin}\left(e^x\right)\text{d}x$

I've shown that the integral $I$ exists $$I=\int_{-\infty}^{0}\text{arcsin}\left(e^x\right)\text{d}x \approx 1.089$$ Is there a way to find the exact value ? Using $u=e^x$ we have $\text{d}u=u\text{d}x$…
Atmos
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fixing upper and lower limits

$$\int_{-\infty}^\infty \frac{e^{-x} \, dx}{1-e^{-2x}}$$ Not really sure how to fix my upper and lower limits when I get through the first substitution. Anybody know what I should do to to fix my new upper and lower limits?
EhBabay
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Convergence of an improper integral,depending on parameters

I have to show how the convergence of $$\int_2^\infty \frac {1}{x^\alpha (\ln x)^\beta} \mathrm{ d}x $$ depends on parameters $$\alpha,\beta\gt0$$ And considering the case $\alpha\gt1$,my textbook says $x\geq2$ implies $\ln x\geq \ln 2$ and hence…
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$\int_0^\infty e^{-x}x^{n-1}dx$ is convergent for $n>0$

I have something to ask regarding convergence of gamma function. I have done the proof as below. Please tell me if it is correct. $\int_0^\infty e^{-x}x^{n-1}dx$ is convergent for $n>0$ Proof: For $n\in(0,1],~\int_0^\infty e^{-x}x^{n-1}dx$ is…
Jave
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General form of improper integral over sine function

Let$$I_n=\int_{-\infty}^\infty \frac{\sin(\pi x)}{x\prod_{k=1}^n (x^2-k^2)}dx, \forall n\ge1$$ $$I_n=\pi,n=0$$ I have calculated the first couple of values: $$I_1=-2\pi$$ $$I_2=\frac{2\pi}{3}$$ $$I_3=-\frac{4\pi}{45}$$ $$I_4=\frac{2\pi}{315}$$ I…
aleden
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something I don't understand about the proof for Dirichlet's test for improper integrals.

The proof goes something like this: we take the integral of $f(t)*g(t)$, we do integration by parts, and then we get: $$ g(x)F(x)-g(a)F(a)-(\text{integral}).$$ Now $g(x)F(x)$ is $0$ because the limit of $g$ at infinity is $0$ and $F$ is…
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Improper integral $\int_{0}^{1}(1+\frac{1}{x})e^\frac{-1}{x}dx$

How to evaluate this integral: $$ \int_{0}^{1} \left(1+\frac{1}{x} \right) e^{-1/x}dx $$ Please help
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Calculus Improper Integral

I have the following integral $\int_0^\infty\frac{\partial}{\partial\alpha}(1-2x)dx$, with $\alpha$ independent of $x$. Is this defined at all? If yes, is the answers zero? I keep on reading that a definite integral of zero is zero but I am not…
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alternative definition of improper Riemann integral

Let $A\subset \mathbb R^n$ be a non-empty open set, and let $D_n\ (n\in\mathbb N)$ be a sequence of subsets of $A,$ then if $D_n$ satisfys $1. D_n\subset \mathrm{Int}(D_{n+1}),\ \forall\ n\in\mathbb N;$ $2. \displaystyle\bigcup_{n=1}^\infty…
painday
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Does the integral converge? Indeterminate limits

So, I was just toying around with integrals and happened to come across two that I am curious as to their convergence. I can't determine a definite way to test if the integral converges or diverges. I would expect them to converge:…
user301661
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Prove that $\int_0^{\infty} \frac{\ln x \,dx}{x^b(x+1)}=\pi ^2 \cot(\pi b) \csc(\pi b)$

Prove that $$\int_0^{\infty} \frac{\ln x}{x^b(x+1)} dx=\pi ^2 \cot(\pi b) \csc(\pi b)$$ for $0
Kirby Lee
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