Notes to a video lecture on http://www.unizor.com
Improper Definite Integrals
Example 1.1
∫011/√x dx =
= lima→0 ∫a11/√x dx
Indefinite integral of
Indeed, let's take a derivative of F(x)=2√x:
Dx F(x) = 2·(1/2)·x(1/2)−1 =
= x−1/2 = 1/√x
Using Newton-Leibniz formula,
∫a11/√x dx = F(1) − F(a) =
= 2√1 − 2√a
As a→0, this expression converges to 2
Answer: 2
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Example 1.2
∫0∞e−x dx =
= limb→∞ ∫0be−x dx
Indefinite integral of f(x)=e−x is F(x)=−e−x.
Evaluating integral:
∫0be−x dx = F(b) − F(0) =
= (−e−b) − (−e−0) = 1 −e−b
As b→∞, this expression converges to 1
Answer: 1
__________
Example 1.3
∫0∞1/(1+x²) dx =
= limb→∞ ∫0b1/(1+x²) dx
Indefinite integral of f(x)=1/(1+x²) is F(x)=arctan(x).
Evaluating integral:
∫0b1/(1+x²) dx = F(b) − F(0) =
= arctan(b) − arctan(0) =
= arctan(b)
As b→∞, this expression converges to π/2
Answer: π/2
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Example 1.4
∫1∞(1/x²)·e1/x dx =
= limb→∞ ∫1b(1/x²)·e1/x dx
Indefinite integral of
f(x)=(1/x²)·e1/x can be found by noticing that −1/x² is a derivative of 1/x and, therefore, a derivative of e1/x is e1/x·(−1/x²).
Therefore, indefinite integral of f(x)=(1/x²)·e1/x is F(x)=−e1/x.
Evaluating integral:
∫1b(1/x²)·e1/x dx = F(b)−F(1) =
= (−e1/b) − (−e1/1) = e − e1/b
As b→∞, this expression converges to e −1
Answer: e −1
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