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Improper Integrals: 3.1. Integrals On Unbounded Domain

1. The document discusses various types of improper integrals, which are integrals with an unbounded domain or unbounded functions. 2. It defines improper integrals with limits at infinity or negative infinity, and discusses tests for convergence. 3. Several important improper integrals are introduced, including the Gamma integral, Beta integral, and Euler-Poisson integral. Properties and examples of each are provided.

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Doina Veronica Craciun
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
41 views

Improper Integrals: 3.1. Integrals On Unbounded Domain

1. The document discusses various types of improper integrals, which are integrals with an unbounded domain or unbounded functions. 2. It defines improper integrals with limits at infinity or negative infinity, and discusses tests for convergence. 3. Several important improper integrals are introduced, including the Gamma integral, Beta integral, and Euler-Poisson integral. Properties and examples of each are provided.

Uploaded by

Doina Veronica Craciun
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
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3.

Improper integrals

3.1. Integrals on unbounded domain

Consider f: [a, )R, integrable on every interval [a, b]c[a, ).
If the limit
b
lim
}
b
a
dx ) x ( f exists and is finite, we say the improper integral
}

a
dx ) x ( f is convergent and its
value is
}

a
dx ) x ( f =
b
lim
}
b
a
dx ) x ( f .
Otherwise, we say the improper integral
}

a
dx ) x ( f is divergent.
Similarly, we define the following improper integrals:
}

b
dx ) x ( f =
a
lim
}
b
a
dx ) x ( f
}


dx ) x ( f =


b
a
lim
}
b
a
dx ) x ( f if the considered limits exist.

3.2. Integrals of unbounded functions

Consider a function f: (a, b] R, aeR, integrable on every interval [c, d]c(a, b] such as ) x ( f lim
a x
a x
>

= (f
unbounded at a).
If the limit
}
>

b
c
a c
a c
dx ) x ( f lim exists and is finite we say the improper integral
}
b
a
dx x f ) ( is convergent and its
value is
}
b
a
dx ) x ( f
not
=
}
+
b
a
dx ) x ( f =
}
>

b
c
a c
a c
dx ) x ( f lim . Otherwise
}
b
a
dx ) x ( f is divergent.
In the same way, if f: [a, b) R, beR, integrable on every interval [a, c]c[a, b) such as ) x ( f lim
b x
b x
<

= we
define
}
b
a
dx ) x ( f
not
=
}
b
a
dx ) x ( f =
}
<

c
a
b c
b c
dx ) x ( f lim if the limit exists.
Finally, if f: [a, b)(b, c] R, integrable on every interval [d, e] c[a, b)(b, c] such as ) x ( f lim
b x
= we
define
}
c
a
dx ) x ( f =
} }
+
> <

u
a
c
v
b v , b u
b v , u
] dx ) x ( f dx ) x ( f [ lim if the limit exist (or
}
c
a
dx ) x ( f =
}
b
a
dx ) x ( f +
}
+
c
b
dx ) x ( f ).

3.3. Gamma integral
The improper integral
}


0
x 1 p
dx e x , p>0 is called Gamma integral (gamma function) and is denoted I(p)=
}


0
x 1 p
dx e x , p>0.
Remark
Gamma integral is convergent for every p>0.
Properties
Gamma integral has the following properties:
1) I(1)=1;
2) I(p)=(p-1) I(p-1), p>1;
3) I(n)=(n-1)!, neN;
4) I(
2
1
)= t .
Exercise
Prove the properties 1-3.













3.4. Beta integral
The improper integral
}


1
0
1 q 1 p
dx ) x 1 ( x , p, q>0 is called Beta integral (Beta function) and is denoted
B(p, q)=
}


1
0
1 q 1 p
dx ) x 1 ( x .
Remark
Beta integral is convergent for every p, q>0.
Properties
Beta integral has the following properties:
1) B(p, q)= B(q, p), p, q>0;
2) B(p, q)=
1 q p
1 p
+

B(p-1, q), p>1, q>0;


3) B(p, q)=
1 q p
1 q
+

B(p, q-1), p>0, q>1;


4) B(p, q)=
) 2 q p )( 1 q p (
) 1 q )( 1 p (
+ +

B(p-1, q-1), p, q>1;
5) B(p, q)=
) q p (
) q ( ) p (
+ I
I I
, p, q>0.

3.5. Euler -Poisson integral
The improper integral
}

0
x
dx e
2
is called Euler-Poisson integral.
Proposition
}

0
x
dx e
2
=
2
t
.
Proof
By the substitution x
2
=t (dx=
t 2
1
dt), we get
}

0
x
dx e
2
=
}

0
t
dt e
t 2
1
=
}

0
t
2
1
dt e t
2
1
=
2
1
I(
2
1
)=
2
t
.

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