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Calculus/Improper Integrals/Absolute & Conditional Convergence
CALC-7.3
4-5 hours

Absolute and Conditional Convergence

Explore the distinction between absolute and conditional convergence for improper integrals, master the Dirichlet and Abel tests for oscillating integrands, and analyze classic examples like ∫sin(x)/x dx.

Learning Objectives
Distinguish absolute from conditional convergence
Apply the Dirichlet test for oscillating integrands
Master the Abel test for products of functions
Analyze integrals like ∫sin(x)/x dx
Understand when rearrangement affects convergence
Solve problems with trigonometric and oscillating functions

1. Introduction: Why Two Types of Convergence?

When dealing with improper integrals of oscillating functions, we encounter a fascinating phenomenon: some integrals converge due to cancellation effects, even though the absolute value of the integrand doesn't have a finite integral.

Classic Example

1+sinxxdx=π2Si(1)\int_1^{+\infty} \frac{\sin x}{x}\,dx = \frac{\pi}{2} - \text{Si}(1)

Converges (conditionally)

But its absolute value...

1+sinxxdx=+\int_1^{+\infty} \frac{|\sin x|}{x}\,dx = +\infty

Diverges!

This distinction leads to two fundamentally different types of convergence with important implications for analysis.

Remark 6.14: Parallels with Series

The concepts of absolute and conditional convergence for integrals mirror those for infinite series:

  • The alternating harmonic series (1)n/n\sum (-1)^n/n converges conditionally
  • The harmonic series 1/n\sum 1/n diverges
  • Similarly, sin(x)/xdx\int \sin(x)/x\,dx converges while sin(x)/xdx\int |\sin(x)/x|\,dx diverges

2. Definitions of Absolute and Conditional Convergence

Definition 6.9: Absolute Convergence

An improper integral a+f(x)dx\int_a^{+\infty} f(x)\,dx is said to converge absolutely if:

a+f(x)dx converges\int_a^{+\infty} |f(x)|\,dx \text{ converges}

That is, the integral of the absolute value of the function converges.

Definition 6.10: Conditional Convergence

An improper integral a+f(x)dx\int_a^{+\infty} f(x)\,dx is said to converge conditionally if:

  • a+f(x)dx\int_a^{+\infty} f(x)\,dx converges, AND
  • a+f(x)dx\int_a^{+\infty} |f(x)|\,dx diverges

The convergence relies on cancellation between positive and negative parts.

Theorem 6.15: Absolute Convergence Implies Convergence

If a+f(x)dx\int_a^{+\infty} |f(x)|\,dx converges, then a+f(x)dx\int_a^{+\infty} f(x)\,dx converges.

That is: Absolute convergence ⟹ Convergence

Proof:

Given: a+f(x)dx\int_a^{+\infty} |f(x)|\,dx converges

To Show: a+f(x)dx\int_a^{+\infty} f(x)\,dx converges

Proof:

Note that f(x)f(x)f(x)-|f(x)| \leq f(x) \leq |f(x)|, so:

0f(x)+f(x)2f(x)0 \leq f(x) + |f(x)| \leq 2|f(x)|

By comparison test, (f+f)\int (f + |f|) converges.

Since f=(f+f)ff = (f + |f|) - |f| and both integrals on the right converge:

f\int f converges by linearity.

Remark 6.15: The Converse is False!

Important:

Convergence does NOT imply absolute convergence.

Example: 1+sinxxdx\int_1^{+\infty} \frac{\sin x}{x}\,dx converges, but 1+sinxxdx\int_1^{+\infty} \frac{|\sin x|}{x}\,dx diverges.

Example 6.23: Absolutely Convergent Integral

Problem: Show 1+cosxx2dx\int_1^{+\infty} \frac{\cos x}{x^2}\,dx converges absolutely.

Solution:

We have:

cosxx21x2\left|\frac{\cos x}{x^2}\right| \leq \frac{1}{x^2}

Since 1+1x2dx=1\int_1^{+\infty} \frac{1}{x^2}\,dx = 1 converges (p = 2 > 1):

By comparison test, 1+cosxx2dx\int_1^{+\infty} \left|\frac{\cos x}{x^2}\right|\,dx converges.

Therefore the original integral converges absolutely.

Example 6.24: Testing for Absolute vs Conditional

Problem: Classify 1+sinxx3/2dx\int_1^{+\infty} \frac{\sin x}{x^{3/2}}\,dx

Solution:

Check absolute convergence:

sinxx3/21x3/2\left|\frac{\sin x}{x^{3/2}}\right| \leq \frac{1}{x^{3/2}}

Since 1+1x3/2dx\int_1^{+\infty} \frac{1}{x^{3/2}}\,dx converges (p = 3/2 > 1):

The integral converges absolutely.

3. The Dirichlet Test

Theorem 6.16: Dirichlet Test for Improper Integrals

Let ff and gg be defined on [a,+)[a, +\infty). The integral a+f(x)g(x)dx\int_a^{+\infty} f(x)g(x)\,dx converges if:

  • The partial integrals F(b)=abf(x)dxF(b) = \int_a^b f(x)\,dx are uniformly bounded for all bab \geq a
  • g(x)g(x) is monotonically decreasing
  • limx+g(x)=0\lim_{x \to +\infty} g(x) = 0
Proof:

Idea: Use integration by parts and show the boundary term vanishes while the remaining integral converges.

Let F(x)=axf(t)dtF(x) = \int_a^x f(t)\,dt. Then F(x)=f(x)F'(x) = f(x) and F(x)M|F(x)| \leq M for all x.

abf(x)g(x)dx=[F(x)g(x)]ababF(x)g(x)dx\int_a^b f(x)g(x)\,dx = [F(x)g(x)]_a^b - \int_a^b F(x)g'(x)\,dx

As bb \to \infty: F(b)g(b)0F(b)g(b) \to 0 since g(b)0g(b) \to 0 and FF is bounded.

The integral F(x)g(x)dx\int F(x)g'(x)\,dx converges absolutely since F(x)g(x)Mg(x)|F(x)g'(x)| \leq M|g'(x)| and g=g(a)0=g(a)\int |g'| = g(a) - 0 = g(a).

Remark 6.16: Key Applications

The Dirichlet test is perfect for integrals involving:

  • sinx,cosx\sin x, \cos x with bounded partial integrals
  • Multiplied by a decreasing function like 1/x,1/xα,ex1/x, 1/x^\alpha, e^{-x}
Example 6.25: The Dirichlet Integral

Problem: Show 1+sinxxdx\int_1^{+\infty} \frac{\sin x}{x}\,dx converges.

Solution (Dirichlet Test):

Let f(x)=sinxf(x) = \sin x and g(x)=1/xg(x) = 1/x.

Check conditions:

  • F(b)=1bsinxdx=cosb+cos1F(b) = \int_1^b \sin x\,dx = -\cos b + \cos 1 is bounded: F(b)2|F(b)| \leq 2
  • g(x)=1/xg(x) = 1/x is monotonically decreasing
  • limx+1/x=0\lim_{x \to +\infty} 1/x = 0

By Dirichlet test, the integral converges.

Example 6.26: Cosine Variant

Problem: Show 1+cosxxdx\int_1^{+\infty} \frac{\cos x}{\sqrt{x}}\,dx converges.

Solution:

Let f(x)=cosxf(x) = \cos x and g(x)=1/xg(x) = 1/\sqrt{x}.

  • 1bcosxdx=sinbsin1\int_1^b \cos x\,dx = \sin b - \sin 1 is bounded: F(b)2|F(b)| \leq 2
  • 1/x1/\sqrt{x} is monotonically decreasing to 0

By Dirichlet test, the integral converges.

4. The Abel Test

Theorem 6.17: Abel Test for Improper Integrals

The integral a+f(x)g(x)dx\int_a^{+\infty} f(x)g(x)\,dx converges if:

  • a+f(x)dx\int_a^{+\infty} f(x)\,dx converges
  • g(x)g(x) is monotonic (increasing or decreasing)
  • g(x)g(x) is bounded
Remark 6.17: Dirichlet vs Abel

Dirichlet Test

Requires: bounded partial integrals of f, g → 0 monotonically

Abel Test

Requires: ∫f converges, g bounded and monotonic

Example 6.27: Abel Test Application

Problem: Show 1+sinxx11+1/xdx\int_1^{+\infty} \frac{\sin x}{x} \cdot \frac{1}{1 + 1/x}\,dx converges.

Solution:

Let f(x)=sinx/xf(x) = \sin x / x and g(x)=1/(1+1/x)=x/(x+1)g(x) = 1/(1 + 1/x) = x/(x+1).

  • 1+sinx/xdx\int_1^{+\infty} \sin x / x\,dx converges (by Dirichlet)
  • g(x)=x/(x+1)g(x) = x/(x+1) is increasing and bounded: 1/2g(x)11/2 \leq g(x) \leq 1

By Abel test, the integral converges.

5. Deep Dive: The sin(x)/x Integral

The integral 1+sinxxdx\int_1^{+\infty} \frac{\sin x}{x}\,dx is the canonical example of conditional convergence. Let's prove both parts: convergence and non-absolute convergence.

Theorem 6.18: Convergence of ∫sin(x)/x

The integral 1+sinxxdx\int_1^{+\infty} \frac{\sin x}{x}\,dx converges.

Proof:

Apply the Dirichlet test with f(x)=sinxf(x) = \sin x and g(x)=1/xg(x) = 1/x:

  • 1bsinxdx=cosb+cos12\left|\int_1^b \sin x\,dx\right| = |{-\cos b + \cos 1}| \leq 2 (bounded)
  • 1/x1/x is monotonically decreasing
  • limx+1/x=0\lim_{x \to +\infty} 1/x = 0

All conditions satisfied.

Theorem 6.19: Divergence of ∫|sin(x)/x|

The integral 1+sinxxdx\int_1^{+\infty} \frac{|\sin x|}{x}\,dx diverges.

Proof:

Use the inequality sinxsin2x=1cos(2x)2|\sin x| \geq \sin^2 x = \frac{1 - \cos(2x)}{2}:

1bsinxxdx1bsin2xxdx=121b1xdx121bcos(2x)xdx\int_1^b \frac{|\sin x|}{x}\,dx \geq \int_1^b \frac{\sin^2 x}{x}\,dx = \frac{1}{2}\int_1^b \frac{1}{x}\,dx - \frac{1}{2}\int_1^b \frac{\cos(2x)}{x}\,dx

The first integral 12lnb+\frac{1}{2}\ln b \to +\infty.

The second integral converges (by Dirichlet test).

So sinx/xdx+\int |\sin x|/x\,dx \to +\infty.

Corollary 6.2: Conditional Convergence

Therefore, 1+sinxxdx\int_1^{+\infty} \frac{\sin x}{x}\,dx converges conditionally.

Remark 6.18: The Threshold Exponent

For 1+sinxxpdx\int_1^{+\infty} \frac{\sin x}{x^p}\,dx:

  • p>1p > 1: Absolutely convergent (since sinx/xp1/xp|\sin x|/x^p \leq 1/x^p)
  • 0<p10 < p \leq 1: Conditionally convergent (converges by Dirichlet, but sinx/xp\int |\sin x|/x^p diverges)
  • p0p \leq 0: Divergent

6. Properties and Implications

Theorem 6.20: Linearity for Absolutely Convergent Integrals

If f\int |f| and g\int |g| both converge, then (αf+βg)\int (\alpha f + \beta g) converges absolutely for any constants α,β\alpha, \beta.

Remark 6.19: Conditionally Convergent Integrals are Fragile

Warning:

Unlike absolutely convergent integrals, conditionally convergent ones:

  • May not preserve convergence under rearrangement (for series analogs)
  • Cannot be split arbitrarily
  • Require careful handling in applications
Example 6.28: Determining Convergence Type

Problem: Classify 0+sin(x2)xdx\int_0^{+\infty} \frac{\sin(x^2)}{x}\,dx

Solution:

Substitute u=x2u = x^2, so du=2xdxdu = 2x\,dx:

0+sin(x2)xdx=120+sinuudu\int_0^{+\infty} \frac{\sin(x^2)}{x}\,dx = \frac{1}{2}\int_0^{+\infty} \frac{\sin u}{u}\,du

This is a Fresnel-type integral. Since sinu/udu\int \sin u / u\,du converges conditionally:

The original integral converges conditionally.

Example 6.29: Product of Oscillating Functions

Problem: Determine convergence of 1+sinxcosxxdx\int_1^{+\infty} \frac{\sin x \cos x}{x}\,dx

Solution:

Use identity: sinxcosx=12sin(2x)\sin x \cos x = \frac{1}{2}\sin(2x)

1+sinxcosxxdx=121+sin(2x)xdx\int_1^{+\infty} \frac{\sin x \cos x}{x}\,dx = \frac{1}{2}\int_1^{+\infty} \frac{\sin(2x)}{x}\,dx

Substitute u=2xu = 2x:

=122+sinuu/2du2=122+sinuudu= \frac{1}{2}\int_2^{+\infty} \frac{\sin u}{u/2} \cdot \frac{du}{2} = \frac{1}{2}\int_2^{+\infty} \frac{\sin u}{u}\,du

This converges conditionally (same as sin(x)/x).

7. More Worked Examples

Example 6.9: Exponential Decay

Problem: Evaluate 0+exdx\int_0^{+\infty} e^{-x}\,dx

Solution:

0+exdx=limb+[ex]0b=limb+(eb+1)=1\int_0^{+\infty} e^{-x}\,dx = \lim_{b \to +\infty} [-e^{-x}]_0^b = \lim_{b \to +\infty} (-e^{-b} + 1) = 1
Example 6.10: Rational Function

Problem: Evaluate 0+x(1+x2)2dx\int_0^{+\infty} \frac{x}{(1+x^2)^2}\,dx

Solution:

Substitute u=1+x2u = 1 + x^2, du=2xdxdu = 2x\,dx:

0+x(1+x2)2dx=121+duu2=121=12\int_0^{+\infty} \frac{x}{(1+x^2)^2}\,dx = \frac{1}{2}\int_1^{+\infty} \frac{du}{u^2} = \frac{1}{2} \cdot 1 = \frac{1}{2}
Example 6.11: Logarithmic Singularity

Problem: Evaluate 01lnxdx\int_0^1 \ln x\,dx

Solution:

Note lnx\ln x \to -\infty as x0+x \to 0^+, so this is Type II.

01lnxdx=[xlnxx]01=(01)limx0+(xlnxx)\int_0^1 \ln x\,dx = [x\ln x - x]_0^1 = (0 - 1) - \lim_{x \to 0^+}(x\ln x - x)

Since limx0+xlnx=0\lim_{x \to 0^+} x\ln x = 0 (by L'Hôpital):

=1(00)=1= -1 - (0 - 0) = -1
Example 6.12: Double Singularity

Problem: Evaluate 011x(1x)dx\int_0^1 \frac{1}{\sqrt{x(1-x)}}\,dx

Solution:

Singularities at both x=0x = 0 and x=1x = 1.

Near x=0x = 0: 1x(1x)1x\frac{1}{\sqrt{x(1-x)}} \approx \frac{1}{\sqrt{x}}

Near x=1x = 1: 1x(1x)11x\frac{1}{\sqrt{x(1-x)}} \approx \frac{1}{\sqrt{1-x}}

Both are p = 1/2 < 1, so both parts converge.

Using substitution x=sin2θx = \sin^2\theta: the integral equals π\pi.

Example 6.18: Oscillating with Faster Decay

Problem: Classify 1+cos(2x)x3dx\int_1^{+\infty} \frac{\cos(2x)}{x^3}\,dx

Solution:

Check absolute convergence:

cos(2x)x31x3\left|\frac{\cos(2x)}{x^3}\right| \leq \frac{1}{x^3}

Since p = 3 > 1, 1/x3\int 1/x^3 converges.

The integral converges absolutely.

Example 6.19: Product of Trig and Power

Problem: Classify 1+sin2xxdx\int_1^{+\infty} \frac{\sin^2 x}{x}\,dx

Solution:

Use identity: sin2x=1cos(2x)2\sin^2 x = \frac{1 - \cos(2x)}{2}

1+sin2xxdx=121+1xdx121+cos(2x)xdx\int_1^{+\infty} \frac{\sin^2 x}{x}\,dx = \frac{1}{2}\int_1^{+\infty} \frac{1}{x}\,dx - \frac{1}{2}\int_1^{+\infty} \frac{\cos(2x)}{x}\,dx

First integral diverges (p=1). Second converges (Dirichlet).

Since one part diverges, the integral diverges.

Example 6.20: Exponential Times Oscillation

Problem: Classify 0+ex2cosxdx\int_0^{+\infty} e^{-x^2}\cos x\,dx

Solution:

Check absolute convergence:

ex2cosxex2|e^{-x^2}\cos x| \leq e^{-x^2}

The Gaussian integral 0+ex2dx=π/2\int_0^{+\infty} e^{-x^2}\,dx = \sqrt{\pi}/2 converges.

The integral converges absolutely.

Example 6.21: Alternating Near Singularity

Problem: Classify 01sin(1/x)xdx\int_0^1 \frac{\sin(1/x)}{\sqrt{x}}\,dx

Solution:

Check absolute convergence:

sin(1/x)x1x\left|\frac{\sin(1/x)}{\sqrt{x}}\right| \leq \frac{1}{\sqrt{x}}

Since 011/xdx=2\int_0^1 1/\sqrt{x}\,dx = 2 converges (p = 1/2 < 1):

The integral converges absolutely.

Example 6.22: Dirichlet with Non-Standard g

Problem: Classify 1+sinxlnxdx\int_1^{+\infty} \frac{\sin x}{\ln x}\,dx

Solution:

Let f=sinxf = \sin x, g=1/lnxg = 1/\ln x.

Check Dirichlet conditions:

  • Partial integrals of sin x are bounded ✓
  • 1/lnx1/\ln x is monotonically decreasing for x > 1 ✓
  • limx1/lnx=0\lim_{x \to \infty} 1/\ln x = 0

By Dirichlet test, the integral converges conditionally.

8. Quick Reference: When to Use Each Test

Use Comparison/p-Test When:

  • Integrand is non-negative
  • Checking for absolute convergence
  • Function behaves like a power function

Use Dirichlet Test When:

  • Product of oscillating and decaying functions
  • f has bounded partial integrals (sin, cos)
  • g → 0 monotonically

Use Abel Test When:

  • ∫f already known to converge
  • Multiplied by bounded monotonic g
  • g doesn't need to go to 0

Classification Strategy:

  • First: Check if ∫|f| converges
  • If yes → Absolute convergence
  • If no → Try Dirichlet/Abel for ∫f
  • If ∫f converges → Conditional

8. Common Mistakes to Avoid

Mistake 1: Assuming Convergence Implies Absolute Convergence

Wrong: Thinking that if f\int f converges, then f\int |f| must also converge.

Right: Convergence does NOT imply absolute convergence. Example: sinx/x\int \sin x/x converges but sinx/x\int |\sin x/x| diverges.

Mistake 2: Using Comparison Test for Oscillating Integrands

Wrong: Trying to apply comparison test directly to sinx/x\sin x / x.

Right: Comparison test requires non-negative functions. For oscillating integrands, use Dirichlet or Abel test.

Mistake 3: Misapplying Dirichlet Conditions

Wrong: Applying Dirichlet test when partial integrals are not bounded.

Right: Verify ALL conditions: (1) bounded partial integrals of f, (2) g monotonically decreasing, (3) g → 0.

Mistake 4: Confusing Dirichlet and Abel Tests

Wrong: Thinking Abel test requires g → 0.

Right: Abel requires f\int f to converge + g bounded monotonic. Dirichlet requires bounded partials of f + g → 0 monotonically.

Mistake 5: Forgetting the Threshold Exponent

Wrong: Assuming sinx/x0.5\sin x / x^{0.5} converges absolutely.

Right: For sinx/xp\sin x / x^p: absolute convergence only when p > 1. Here p = 0.5 < 1, so it's conditionally convergent.

Mistake 6: Not Checking Both Conditions

Wrong: Concluding conditional convergence after showing f\int f converges without checking f\int |f|.

Right: You must verify BOTH that f\int f converges AND that f\int |f| diverges to conclude conditional convergence.

Mistake 7: Treating sin²x Like |sin x|

Wrong: Thinking sin2x=sinx\sin^2 x = |\sin x|.

Right: sin2xsinx\sin^2 x \leq |\sin x|, but they're not equal. Use sin2x=(1cos2x)/2\sin^2 x = (1-\cos 2x)/2 for analysis.

9. Additional Worked Examples

Example 6.13: Trigonometric Integral

Problem: Evaluate 0+excosxdx\int_0^{+\infty} e^{-x}\cos x\,dx

Solution:

Use integration by parts twice, or recognize this as the real part of:

0+exeixdx=0+e(1+i)xdx\int_0^{+\infty} e^{-x} e^{ix}\,dx = \int_0^{+\infty} e^{(-1+i)x}\,dx
=[e(1+i)x1+i]0+=011+i=11i=1+i2= \left[\frac{e^{(-1+i)x}}{-1+i}\right]_0^{+\infty} = 0 - \frac{1}{-1+i} = \frac{1}{1-i} = \frac{1+i}{2}

Taking the real part: 0+excosxdx=12\int_0^{+\infty} e^{-x}\cos x\,dx = \frac{1}{2}

Example 6.14: Power Times Exponential

Problem: Evaluate 0+x2exdx\int_0^{+\infty} x^2 e^{-x}\,dx

Solution:

This is related to the Gamma function. Using integration by parts twice:

0+x2exdx=[x2ex]0++20+xexdx\int_0^{+\infty} x^2 e^{-x}\,dx = [-x^2 e^{-x}]_0^{+\infty} + 2\int_0^{+\infty} x e^{-x}\,dx

The boundary term vanishes. For the remaining integral:

20+xexdx=2([xex]0++0+exdx)=2(0+1)=22\int_0^{+\infty} x e^{-x}\,dx = 2\left([-x e^{-x}]_0^{+\infty} + \int_0^{+\infty} e^{-x}\,dx\right) = 2(0 + 1) = 2

So 0+x2exdx=2=2!\int_0^{+\infty} x^2 e^{-x}\,dx = 2 = 2!

Example 6.15: Rational with Multiple Singularities

Problem: Analyze 021x2xdx\int_0^2 \frac{1}{\sqrt{x}\sqrt{2-x}}\,dx

Solution:

Singularities at both x=0x = 0 and x=2x = 2.

Near x=0x = 0: 1x212x\frac{1}{\sqrt{x}\sqrt{2}} \sim \frac{1}{\sqrt{2x}} → p = 1/2 < 1 ✓

Near x=2x = 2: 122x\frac{1}{\sqrt{2}\sqrt{2-x}} → p = 1/2 < 1 ✓

Both singularities are integrable. Using substitution x=2sin2θx = 2\sin^2\theta: the integral equals π\pi.

Example 6.16: Polynomial Decay

Problem: Evaluate 1+1x2+3x+2dx\int_1^{+\infty} \frac{1}{x^2 + 3x + 2}\,dx

Solution:

Factor: x2+3x+2=(x+1)(x+2)x^2 + 3x + 2 = (x+1)(x+2)

Partial fractions: 1(x+1)(x+2)=1x+11x+2\frac{1}{(x+1)(x+2)} = \frac{1}{x+1} - \frac{1}{x+2}

1+(1x+11x+2)dx=limb+[ln(x+1)ln(x+2)]1b\int_1^{+\infty} \left(\frac{1}{x+1} - \frac{1}{x+2}\right)dx = \lim_{b \to +\infty} [\ln(x+1) - \ln(x+2)]_1^b
=limb+lnb+1b+2ln23=ln1ln23=ln32= \lim_{b \to +\infty} \ln\frac{b+1}{b+2} - \ln\frac{2}{3} = \ln 1 - \ln\frac{2}{3} = \ln\frac{3}{2}
Example 6.17: Infinite Interval Both Directions

Problem: Evaluate +1ex+exdx\int_{-\infty}^{+\infty} \frac{1}{e^x + e^{-x}}\,dx

Solution:

Note 1ex+ex=exe2x+1\frac{1}{e^x + e^{-x}} = \frac{e^x}{e^{2x} + 1}

Substitute u=exu = e^x, du=exdxdu = e^x dx:

+exe2x+1dx=0+1u2+1du=[arctanu]0+=π2\int_{-\infty}^{+\infty} \frac{e^x}{e^{2x} + 1}\,dx = \int_0^{+\infty} \frac{1}{u^2 + 1}\,du = [\arctan u]_0^{+\infty} = \frac{\pi}{2}

10. Study Tips

1. Always Check for Singularities

Before evaluating any integral, scan the integrand for points where it might blow up. Check denominators, square roots, and logarithms.

2. Memorize p-Test Conditions

11/xp\int_1^\infty 1/x^p: needs p > 1. 011/xp\int_0^1 1/x^p: needs p < 1. Opposite!

3. Practice Limit Evaluation

Many improper integrals require L'Hôpital's rule or known limits like limx0+xlnx=0\lim_{x \to 0^+} x\ln x = 0.

4. Split Strategically

For mixed integrals, choose splitting points that separate singularities and infinite limits. Often x = 1 works well.

5. Use Substitutions Wisely

Substitutions can convert Type I to Type II or vice versa. For example, u=1/xu = 1/x swaps 0 and ∞.

6. Connect to Series

Many convergence tests for improper integrals parallel those for series. This helps with intuition.

11. Quick Reference Table

IntegralTypeConverges?Value
1+1x2dx\int_1^{+\infty} \frac{1}{x^2}dxType IYes (p=2>1)1
1+1xdx\int_1^{+\infty} \frac{1}{x}dxType INo (p=1)
011xdx\int_0^1 \frac{1}{\sqrt{x}}dxType IIYes (p=½<1)2
011xdx\int_0^1 \frac{1}{x}dxType IINo (p=1)
0+exdx\int_0^{+\infty} e^{-x}dxType IYes1
+11+x2dx\int_{-\infty}^{+\infty} \frac{1}{1+x^2}dxType I (both)Yesπ
01lnxdx\int_0^1 \ln x\,dxType IIYes−1
0+1x2dx\int_0^{+\infty} \frac{1}{x^2}dxMixedNo

12. Challenge Problems

Challenge 1

Determine convergence and evaluate if convergent:

0+x(1+x2)2dx\int_0^{+\infty} \frac{x}{(1+x^2)^2}\,dx
Show hint

Substitute u = 1 + x².

Challenge 2

For what values of α does the following converge?

01xα1lnxdx\int_0^1 \frac{x^\alpha - 1}{\ln x}\,dx
Show hint

Near x = 1, use L'Hôpital. Near x = 0, compare with x^α.

Challenge 3

Evaluate the following integral:

0+lnx1+x2dx\int_0^{+\infty} \frac{\ln x}{1+x^2}\,dx
Show hint

Split at x = 1 and use the substitution u = 1/x on one part.

Challenge 4

Prove that the following integral converges:

011x(1x)(2x)3dx\int_0^1 \frac{1}{\sqrt[3]{x(1-x)(2-x)}}\,dx
Show hint

Find the singularities and check the exponent at each.

13. Convergence Classification Summary

IntegralClassificationReason
1sinxxdx\int_1^\infty \frac{\sin x}{x}\,dxConditionalDirichlet test; sinx/x\int |\sin x|/x diverges
1cosxx2dx\int_1^\infty \frac{\cos x}{x^2}\,dxAbsolutecosx/x21/x2|\cos x|/x^2 \leq 1/x^2, p-test
1sinxxdx\int_1^\infty \frac{\sin x}{\sqrt{x}}\,dxConditionalDirichlet test; p = 1/2 < 1
1sinxx1.5dx\int_1^\infty \frac{\sin x}{x^{1.5}}\,dxAbsolutep = 1.5 > 1, comparison test
1exsinxdx\int_1^\infty e^{-x}\sin x\,dxAbsoluteexsinxex|e^{-x}\sin x| \leq e^{-x}
0sin(x2)xdx\int_0^\infty \frac{\sin(x^2)}{x}\,dxConditionalFresnel-type, substitution u=x²

14. Decision Tree for Classification

1

Check if ∫|f| converges

Use comparison, p-test, or other standard tests on |f(x)|

2

If ∫|f| converges → Absolutely Convergent

Done! The integral converges and is well-behaved.

3

If ∫|f| diverges, check if ∫f converges

Use Dirichlet or Abel test for oscillating integrands

4

If ∫f converges but ∫|f| diverges → Conditionally Convergent

The convergence depends on cancellation effects.

5

If both diverge → Divergent

The integral does not converge.

15. More Classification Examples

Example 6.30: Borderline Case

Problem: Classify 1+sinxxlnxdx\int_1^{+\infty} \frac{\sin x}{x \ln x}\,dx

Solution:

Step 1: Check absolute convergence.

sinx/(xlnx)1/(xlnx)|\sin x/(x\ln x)| \leq 1/(x\ln x)

Since 1/(xlnx)dx\int 1/(x\ln x)\,dx diverges (logarithmic p-test with p=1):

Step 2: Apply Dirichlet test.

Let f=sinxf = \sin x (bounded partials), g=1/(xlnx)g = 1/(x\ln x) (decreasing to 0).

The integral converges conditionally.

Example 6.31: Product with Exponential

Problem: Classify 0+exsin(x2)dx\int_0^{+\infty} e^{-x}\sin(x^2)\,dx

Solution:

Check absolute convergence:

exsin(x2)ex|e^{-x}\sin(x^2)| \leq e^{-x}

Since 0+exdx=1\int_0^{+\infty} e^{-x}\,dx = 1 converges:

The integral converges absolutely.

Example 6.32: Alternating Power

Problem: Classify 1+sin(lnx)xdx\int_1^{+\infty} \frac{\sin(\ln x)}{x}\,dx

Solution:

Substitute u=lnxu = \ln x, so du=dx/xdu = dx/x:

1+sin(lnx)xdx=0+sinudu\int_1^{+\infty} \frac{\sin(\ln x)}{x}\,dx = \int_0^{+\infty} \sin u\,du

This integral diverges (oscillates without decay).

Absolute & Conditional Convergence Quiz
12
Questions
0
Correct
0%
Accuracy
1
The integral 1+sinxxdx\int_1^{+\infty} \frac{\sin x}{x}\,dx is:
Medium
Not attempted
2
If a+f(x)dx\int_a^{+\infty} |f(x)|\,dx converges, then a+f(x)dx\int_a^{+\infty} f(x)\,dx:
Easy
Not attempted
3
The Dirichlet test requires g(x) to be:
Medium
Not attempted
4
The integral 1+cosxx2dx\int_1^{+\infty} \frac{\cos x}{x^2}\,dx is:
Medium
Not attempted
5
A conditionally convergent integral can have its value changed by:
Hard
Not attempted
6
The integral 1+sinxx1.5dx\int_1^{+\infty} \frac{\sin x}{x^{1.5}}\,dx is:
Medium
Not attempted
7
For the Abel test, which condition is NOT required?
Hard
Not attempted
8
The integral 0+cos(x2)xdx\int_0^{+\infty} \frac{\cos(x^2)}{x}\,dx:
Hard
Not attempted
9
If f\int f converges conditionally and g\int g converges absolutely, then (f+g)\int(f+g):
Hard
Not attempted
10
For Dirichlet test, which function f(x) has bounded partial integrals?
Easy
Not attempted
11
The integral 1+sin(1/x)xdx\int_1^{+\infty} \frac{\sin(1/x)}{x}\,dx:
Hard
Not attempted
12
Which statement about absolute convergence is FALSE?
Medium
Not attempted

Frequently Asked Questions

What is the difference between absolute and conditional convergence?

Absolute: ∫|f| converges. Conditional: ∫f converges but ∫|f| diverges. Absolute convergence is stronger and implies regular convergence.

When should I use the Dirichlet test?

Use Dirichlet when you have a product f(x)g(x) where g(x) → 0 monotonically and the partial integrals of f are bounded (like sin x or cos x).

What is the Abel test?

If ∫f converges and g is bounded and monotonic, then ∫fg converges. It's useful when g doesn't go to zero but is well-behaved.

Why does ∫sin(x)/x dx converge but ∫|sin(x)/x| dx diverge?

The oscillations of sin(x) cause cancellation that makes the integral converge. But |sin(x)| ≥ sin²(x), and ∫sin²(x)/x dx ~ ∫1/(2x) dx which diverges.

How do I determine if an integral is absolutely or conditionally convergent?

First check if ∫|f| converges using comparison or p-tests. If yes, it's absolutely convergent. If ∫|f| diverges but ∫f converges (often by Dirichlet/Abel), it's conditionally convergent.

What functions have bounded partial integrals?

Oscillating functions like sin(x), cos(x), sin(ax+b), cos(ax+b), and bounded periodic functions. The key is that positive and negative areas cancel out.

Can I use comparison test for conditionally convergent integrals?

Not directly. Comparison test requires non-negative functions. For oscillating integrands, use Dirichlet or Abel tests instead.

What is the threshold exponent for ∫sin(x)/x^p dx?

For p > 1: absolutely convergent. For 0 < p ≤ 1: conditionally convergent. For p ≤ 0: divergent. The threshold is p = 1.

Why is absolute convergence 'better' than conditional?

Absolutely convergent integrals can be rearranged, split arbitrarily, and composed more freely. Conditionally convergent integrals are 'fragile' - their value can change with rearrangement.

How do Fresnel integrals fit in?

Fresnel integrals ∫sin(x²)dx and ∫cos(x²)dx converge conditionally. They arise in optics and are related to ∫sin(x)/x through substitution.

Key Takeaways

Absolute Convergence

f\int |f| converges → stronger, well-behaved

Conditional Convergence

f\int f converges but f\int |f| diverges → fragile

Dirichlet Test

Bounded partials of f + g → 0 monotonically

Abel Test

f\int f converges + g bounded monotonic

The Threshold Exponent

For sin(x)/xpdx\int \sin(x)/x^p\,dx: Absolute if p > 1, Conditional if 0 < p ≤ 1, Divergent if p ≤ 0

Remember

  • Absolute convergence implies convergence
  • Conditional convergence relies on cancellation
  • Use Dirichlet for oscillating integrands with decay