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Calculus/Improper Integrals/Convergence Tests
CALC-7.2
4-5 hours

Convergence Tests

Master techniques to determine convergence of improper integrals without explicit evaluation: comparison tests, limit comparison, Cauchy criterion, and specialized tests for logarithmic and exponential integrands.

Learning Objectives
Apply the direct comparison test for convergence
Use the limit comparison test effectively
Master the p-integral as a comparison standard
Understand and apply the Cauchy convergence criterion
Use logarithmic comparison tests
Determine convergence of complex integrals systematically

1. Introduction: Why Convergence Tests?

Many improper integrals cannot be evaluated explicitly using elementary functions. For example:

No Elementary Antiderivative

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

Cannot find F(x) in closed form

Complex Expression

0+ex21+x4dx\int_0^{+\infty} \frac{e^{-x^2}}{1+x^4}\,dx

Explicit evaluation is very difficult

Convergence tests allow us to determine whether an integral converges or diverges without computing its exact value. This is analogous to convergence tests for infinite series.

Remark 6.7: Strategy Overview

The main approaches for testing convergence:

  • Comparison Test: Compare with a known convergent/divergent integral
  • Limit Comparison: Compare asymptotic behavior at the problem point
  • Cauchy Criterion: Check if tail integrals become arbitrarily small
  • Special Tests: p-test, logarithmic tests, exponential decay

2. Direct Comparison Test

Theorem 6.6: Direct Comparison Test (Type I)

Let 0f(x)g(x)0 \leq f(x) \leq g(x) for all xax \geq a. Then:

  • If a+g(x)dx\int_a^{+\infty} g(x)\,dx converges, then a+f(x)dx\int_a^{+\infty} f(x)\,dx converges
  • If a+f(x)dx\int_a^{+\infty} f(x)\,dx diverges, then a+g(x)dx\int_a^{+\infty} g(x)\,dx diverges
Proof:

Given: 0f(x)g(x)0 \leq f(x) \leq g(x) for xax \geq a

To Show: Convergence of g\int g implies convergence of f\int f

Proof:

Define F(b)=abf(x)dxF(b) = \int_a^b f(x)\,dx and G(b)=abg(x)dxG(b) = \int_a^b g(x)\,dx.

Since f0f \geq 0, F(b)F(b) is increasing in bb.

Since fgf \leq g, we have F(b)G(b)F(b) \leq G(b) for all bb.

If a+g\int_a^{+\infty} g converges to LL, then F(b)G(b)LF(b) \leq G(b) \leq L.

An increasing function bounded above has a limit, so limbF(b)\lim_{b \to \infty} F(b) exists.

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

Remark 6.8: Key Insight

The comparison test requires f(x)0f(x) \geq 0 (non-negative integrands). For oscillating functions, use the absolute convergence test or Dirichlet/Abel tests (covered in the next section).

Example 6.8: Comparison with p-Integral

Problem: Show 1+1x2+1dx\int_1^{+\infty} \frac{1}{x^2 + 1}\,dx converges.

Solution:

For x1x \geq 1:

01x2+1<1x20 \leq \frac{1}{x^2 + 1} < \frac{1}{x^2}

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

1+1x2+1dx\int_1^{+\infty} \frac{1}{x^2 + 1}\,dx converges.

Example 6.9: Showing Divergence

Problem: Show 1+1x2+1dx\int_1^{+\infty} \frac{1}{\sqrt{x^2 + 1}}\,dx diverges.

Solution:

For x1x \geq 1:

1x2+1>1x2+x2=12x\frac{1}{\sqrt{x^2 + 1}} > \frac{1}{\sqrt{x^2 + x^2}} = \frac{1}{\sqrt{2}x}

Since 1+1xdx\int_1^{+\infty} \frac{1}{x}\,dx diverges (p = 1), by comparison test:

1+1x2+1dx\int_1^{+\infty} \frac{1}{\sqrt{x^2 + 1}}\,dx diverges.

Theorem 6.7: Direct Comparison Test (Type II)

Let 0f(x)g(x)0 \leq f(x) \leq g(x) for all x(a,b]x \in (a, b] where both have a singularity at x=ax = a. Then:

  • If abg(x)dx\int_a^b g(x)\,dx converges, then abf(x)dx\int_a^b f(x)\,dx converges
  • If abf(x)dx\int_a^b f(x)\,dx diverges, then abg(x)dx\int_a^b g(x)\,dx diverges
Example 6.10: Type II Comparison

Problem: Show 011x(1+x)dx\int_0^1 \frac{1}{\sqrt{x(1+x)}}\,dx converges.

Solution:

Near x=0x = 0, there's a singularity. For x(0,1]x \in (0, 1]:

0<1x(1+x)<1x1=1x0 < \frac{1}{\sqrt{x(1+x)}} < \frac{1}{\sqrt{x \cdot 1}} = \frac{1}{\sqrt{x}}

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

011x(1+x)dx\int_0^1 \frac{1}{\sqrt{x(1+x)}}\,dx converges.

3. Limit Comparison Test

Theorem 6.8: Limit Comparison Test (Type I)

Let f(x)>0f(x) > 0 and g(x)>0g(x) > 0 for xax \geq a. If

limx+f(x)g(x)=L\lim_{x \to +\infty} \frac{f(x)}{g(x)} = L

where 0<L<0 < L < \infty (finite and positive), then:

a+f(x)dx\int_a^{+\infty} f(x)\,dx and a+g(x)dx\int_a^{+\infty} g(x)\,dx either both converge or both diverge.

Proof:

Given: limx+f(x)/g(x)=L\lim_{x \to +\infty} f(x)/g(x) = L with 0<L<0 < L < \infty

To Show: Both integrals have the same convergence behavior

Proof:

Choose ϵ=L/2\epsilon = L/2. There exists MM such that for x>Mx > M:

L2<f(x)g(x)<3L2\frac{L}{2} < \frac{f(x)}{g(x)} < \frac{3L}{2}

This gives: L2g(x)<f(x)<3L2g(x)\frac{L}{2}g(x) < f(x) < \frac{3L}{2}g(x)

By direct comparison test applied in both directions, f\int f and g\int g have the same behavior.

Remark 6.9: Edge Cases
  • If L=0L = 0: ff decreases faster than gg. If g\int g converges, so does f\int f.
  • If L=+L = +\infty: ff decreases slower than gg. If g\int g diverges, so does f\int f.
Example 6.11: Limit Comparison at Infinity

Problem: Determine convergence of 1+x2+3x+1x4+x2+7dx\int_1^{+\infty} \frac{x^2 + 3x + 1}{x^4 + x^2 + 7}\,dx

Solution:

As x+x \to +\infty, the integrand behaves like:

x2+3x+1x4+x2+7x2x4=1x2\frac{x^2 + 3x + 1}{x^4 + x^2 + 7} \sim \frac{x^2}{x^4} = \frac{1}{x^2}

Check the limit:

limx+(x2+3x+1)/(x4+x2+7)1/x2=limx+x4+3x3+x2x4+x2+7=1\lim_{x \to +\infty} \frac{(x^2 + 3x + 1)/(x^4 + x^2 + 7)}{1/x^2} = \lim_{x \to +\infty} \frac{x^4 + 3x^3 + x^2}{x^4 + x^2 + 7} = 1

Since 1+1/x2dx\int_1^{+\infty} 1/x^2\,dx converges (p = 2 > 1), the original integral converges.

Theorem 6.9: Limit Comparison Test (Type II)

Let f(x)>0f(x) > 0 and g(x)>0g(x) > 0 near x=ax = a (singularity). If

limxa+f(x)g(x)=L\lim_{x \to a^+} \frac{f(x)}{g(x)} = L

where 0<L<0 < L < \infty, then abf\int_a^b f and abg\int_a^b g have the same convergence behavior.

Example 6.12: Limit Comparison at Singularity

Problem: Determine convergence of 01xsinxdx\int_0^1 \frac{\sqrt{x}}{\sin x}\,dx

Solution:

Near x=0x = 0: sinxx\sin x \approx x, so:

xsinxxx=1x=x1/2\frac{\sqrt{x}}{\sin x} \approx \frac{\sqrt{x}}{x} = \frac{1}{\sqrt{x}} = x^{-1/2}

Verify the limit:

limx0+x/sinx1/x=limx0+xsinx=1\lim_{x \to 0^+} \frac{\sqrt{x}/\sin x}{1/\sqrt{x}} = \lim_{x \to 0^+} \frac{x}{\sin x} = 1

Since 01x1/2dx\int_0^1 x^{-1/2}\,dx converges (p = 1/2 < 1), the original integral converges.

Example 6.13: Rational Function Near Zero

Problem: Analyze 011x2xdx\int_0^1 \frac{1}{x^2 - x}\,dx

Solution:

Factor: 1x2x=1x(x1)\frac{1}{x^2 - x} = \frac{1}{x(x-1)}

Singularities at x=0x = 0 and x=1x = 1. Split at x=1/2x = 1/2.

Near x = 0: 1x(x1)1x\frac{1}{x(x-1)} \approx \frac{-1}{x} → p = 1, diverges

The integral diverges (no need to check x = 1).

4. Cauchy Convergence Criterion

Theorem 6.10: Cauchy Criterion for Improper Integrals

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

ϵ>0,M>a:c,d>M,cdf(x)dx<ϵ\forall \epsilon > 0, \exists M > a : \forall c, d > M, \left|\int_c^d f(x)\,dx\right| < \epsilon

In words: the integral over any sufficiently far interval can be made arbitrarily small.

Proof:

(⇒) If a+f\int_a^{+\infty} f converges to LL, then F(b)=abfLF(b) = \int_a^b f \to L.

For c,d>Mc, d > M: cdf=F(d)F(c)<ϵ\left|\int_c^d f\right| = |F(d) - F(c)| < \epsilon by Cauchy criterion for limits.

(⇐) If the Cauchy condition holds, then F(b)F(b) satisfies Cauchy criterion, so the limit exists.

Remark 6.10: When to Use Cauchy Criterion

The Cauchy criterion is useful when:

  • No explicit antiderivative exists
  • You need to prove convergence without finding the value
  • Dealing with oscillating integrands
Corollary 6.1: Necessary Condition for Convergence

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

limb+b+f(x)dx=0\lim_{b \to +\infty} \int_b^{+\infty} f(x)\,dx = 0

Warning: This is necessary but NOT sufficient. The integrand need not go to 0.

Example 6.14: Cauchy Criterion Application

Problem: Show 1+sinxx2dx\int_1^{+\infty} \frac{\sin x}{x^2}\,dx converges using Cauchy criterion.

Solution:

For d>c>1d > c > 1:

cdsinxx2dxcdsinxx2dxcd1x2dx\left|\int_c^d \frac{\sin x}{x^2}\,dx\right| \leq \int_c^d \frac{|\sin x|}{x^2}\,dx \leq \int_c^d \frac{1}{x^2}\,dx
=1c1d<1c= \frac{1}{c} - \frac{1}{d} < \frac{1}{c}

Given ϵ>0\epsilon > 0, choose M=1/ϵM = 1/\epsilon. Then for c,d>Mc, d > M:

cdsinxx2dx<1c<ϵ\left|\int_c^d \frac{\sin x}{x^2}\,dx\right| < \frac{1}{c} < \epsilon

By Cauchy criterion, the integral converges.

Theorem 6.11: Comparison with Convergent Integral

If f(x)g(x)|f(x)| \leq g(x) for xax \geq a and a+g(x)dx\int_a^{+\infty} g(x)\,dx converges, then a+f(x)dx\int_a^{+\infty} f(x)\,dx converges absolutely.

5. Logarithmic Tests

Theorem 6.12: Logarithmic p-Test (Type I)

The integral with logarithmic factors:

e+1x(lnx)pdx{convergesif p>1divergesif p1\int_e^{+\infty} \frac{1}{x(\ln x)^p}\,dx \begin{cases} \text{converges} & \text{if } p > 1 \\ \text{diverges} & \text{if } p \leq 1 \end{cases}
Proof:

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

e+1x(lnx)pdx=1+1updu\int_e^{+\infty} \frac{1}{x(\ln x)^p}\,dx = \int_1^{+\infty} \frac{1}{u^p}\,du

This is the standard p-integral, which converges iff p>1p > 1.

Theorem 6.13: Logarithmic p-Test (Type II)

For the integral near 1 (where lnx0\ln x \to 0):

1e1xlnxpdx{convergesif p<1divergesif p1\int_1^e \frac{1}{x|\ln x|^p}\,dx \begin{cases} \text{converges} & \text{if } p < 1 \\ \text{diverges} & \text{if } p \geq 1 \end{cases}
Remark 6.11: Logarithms Grow Slowly

Key fact: (lnx)k/xϵ0(\ln x)^k / x^\epsilon \to 0 as x+x \to +\infty for any k>0k > 0 and ϵ>0\epsilon > 0.

This means logarithmic factors don't change the convergence threshold of the p-test; they only affect borderline cases.

Example 6.15: Logarithmic Comparison

Problem: Determine convergence of 2+1x(lnx)2dx\int_2^{+\infty} \frac{1}{x(\ln x)^2}\,dx

Solution:

This matches the logarithmic p-test with p = 2 > 1.

Alternatively, substitute u=lnxu = \ln x:

2+1x(lnx)2dx=ln2+1u2du=1ln2\int_2^{+\infty} \frac{1}{x(\ln x)^2}\,dx = \int_{\ln 2}^{+\infty} \frac{1}{u^2}\,du = \frac{1}{\ln 2}

The integral converges with value 1/ln21/\ln 2.

Example 6.16: Divergent Logarithmic Integral

Problem: Show 2+1xlnxdx\int_2^{+\infty} \frac{1}{x\ln x}\,dx diverges.

Solution:

Logarithmic p-test with p = 1 (boundary case).

Substitute u=lnxu = \ln x:

2+1xlnxdx=ln2+1udu=+\int_2^{+\infty} \frac{1}{x\ln x}\,dx = \int_{\ln 2}^{+\infty} \frac{1}{u}\,du = +\infty

The integral diverges.

Example 6.17: Double Logarithm

Problem: Determine convergence of e+1xlnx(lnlnx)2dx\int_e^{+\infty} \frac{1}{x\ln x(\ln\ln x)^2}\,dx

Solution:

Substitute u=lnxu = \ln x, then v=lnuv = \ln u:

e+1xlnx(lnlnx)2dx=1+1u(lnu)2du\int_e^{+\infty} \frac{1}{x\ln x(\ln\ln x)^2}\,dx = \int_1^{+\infty} \frac{1}{u(\ln u)^2}\,du

This is logarithmic p-test with p = 2 > 1.

The integral converges.

6. Using p-Integrals as Comparison Standards

Remark 6.12: The Power of p-Integrals

The p-integrals serve as the primary comparison standards because:

  • Type I: 1+1/xpdx\int_1^{+\infty} 1/x^p\,dx converges ⟺ p>1p > 1
  • Type II: 011/xpdx\int_0^1 1/x^p\,dx converges ⟺ p<1p < 1

Most rational and algebraic functions can be compared to appropriate p-integrals.

Theorem 6.14: Asymptotic p-Comparison

If f(x)C/xpf(x) \sim C/x^p as x+x \to +\infty for some constant C>0C > 0, then:

a+f(x)dx converges    p>1\int_a^{+\infty} f(x)\,dx \text{ converges} \iff p > 1
Example 6.18: Finding the Equivalent p

Problem: Determine convergence of 1+3x2+5x42x+1dx\int_1^{+\infty} \frac{3x^2 + 5}{x^4 - 2x + 1}\,dx

Solution:

Dominant terms as x+x \to +\infty:

3x2+5x42x+13x2x4=3x2\frac{3x^2 + 5}{x^4 - 2x + 1} \sim \frac{3x^2}{x^4} = \frac{3}{x^2}

This is equivalent to p = 2 > 1.

The integral converges.

Example 6.19: Square Root Comparison

Problem: Determine convergence of 1+1x3+xdx\int_1^{+\infty} \frac{1}{\sqrt{x^3 + x}}\,dx

Solution:

As x+x \to +\infty:

1x3+x1x3=1x3/2\frac{1}{\sqrt{x^3 + x}} \sim \frac{1}{\sqrt{x^3}} = \frac{1}{x^{3/2}}

This is p = 3/2 > 1.

The integral converges.

Example 6.20: Type II p-Comparison

Problem: Determine convergence of 011x2(1x)3dx\int_0^1 \frac{1}{\sqrt[3]{x^2(1-x)}}\,dx

Solution:

Two singularities: x = 0 and x = 1. Split at x = 1/2.

Near x = 0: 1x2(1x)31x2/3\frac{1}{\sqrt[3]{x^2(1-x)}} \approx \frac{1}{x^{2/3}}

This is p = 2/3 < 1 ✓

Near x = 1: 1x2(1x)31(1x)1/3\frac{1}{\sqrt[3]{x^2(1-x)}} \approx \frac{1}{(1-x)^{1/3}}

This is p = 1/3 < 1 ✓

Both parts converge, so the integral converges.

Remark 6.13: Decision Procedure

To analyze f(x)dx\int f(x)\,dx at a problem point:

  1. Identify the dominant behavior: f(x)Cxapf(x) \sim C \cdot |x - a|^{-p} or f(x)Cxpf(x) \sim C \cdot x^{-p}
  2. Extract the exponent p
  3. Apply the p-test: Type I needs p > 1; Type II needs p < 1

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.

8. Common Mistakes to Avoid

Mistake 1: Ignoring Singularities

Wrong: Treating 011xdx\int_0^1 \frac{1}{x}\,dx as a regular integral and computing [lnx]01[\ln x]_0^1.

Right: Recognize the singularity at x=0x = 0 and evaluate as limϵ0+[lnx]ϵ1\lim_{\epsilon \to 0^+} [\ln x]_\epsilon^1.

Mistake 2: Confusing p-Test Conditions

Wrong: Thinking 011/xp\int_0^1 1/x^p converges for p>1p > 1.

Right: For Type II (singular), it's p<1p < 1. The conditions are opposite for Type I and Type II!

Mistake 3: Symmetric Cancellation Fallacy

Wrong: Claiming +xdx=0\int_{-\infty}^{+\infty} x\,dx = 0 by symmetry.

Right: Both halves diverge independently. The integral is undefined, not zero. (The symmetric limit gives the Cauchy Principal Value, which is different.)

Mistake 4: Forgetting to Split Mixed Integrals

Wrong: Evaluating 0+1/x2dx\int_0^{+\infty} 1/x^2\,dx as one limit.

Right: Split at x=1x = 1. Check 01\int_0^1 (singular) and 1+\int_1^{+\infty} (infinite) separately.

Mistake 5: Missing Interior Singularities

Wrong: Computing 111/x2dx\int_{-1}^1 1/x^2\,dx directly.

Right: There's a singularity at x=0x = 0 inside the interval. Split into 10+01\int_{-1}^0 + \int_0^1.

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 Test Summary

TestWhen to UseKey Requirement
Direct ComparisonCan establish fgf \leq g or fgf \geq gNon-negative functions
Limit ComparisonFunctions with similar asymptotic behaviorlimf/g=L(0,)\lim f/g = L \in (0, \infty)
p-Test (Type I)Power functions at infinityConverges iff p > 1
p-Test (Type II)Power functions at singularityConverges iff p < 1
Logarithmic TestProducts with 1/(x(lnx)p)1/(x(\ln x)^p)Same as p-test after substitution
Cauchy CriterionNo explicit antiderivativeTail integrals → 0
Absolute ConvergenceOscillating integrandsf\int |f| converges

14. Decision Flowchart

1

Identify Problem Points

Check for infinite limits (Type I) and singularities (Type II)

2

Split if Mixed

Separate each problem so each piece has only one issue

3

Find Dominant Behavior

Determine f(x)C/xpf(x) \sim C/x^p or f(x)C/(xa)pf(x) \sim C/(x-a)^p

4

Apply Appropriate Test

Use p-test, comparison, or limit comparison based on the form

5

Conclude

All pieces must converge for the whole integral to converge

15. More Practice Examples

Example 6.25: Exponential vs Polynomial

Problem: Determine convergence of 1+x100exdx\int_1^{+\infty} \frac{x^{100}}{e^x}\,dx

Solution:

Exponentials dominate any polynomial. For any ϵ>0\epsilon > 0:

x100ex<Ce(1ϵ)x for large x\frac{x^{100}}{e^x} < \frac{C}{e^{(1-\epsilon)x}} \text{ for large } x

Since 1+ecxdx\int_1^{+\infty} e^{-cx}\,dx converges for any c>0c > 0:

The integral converges.

Example 6.26: Trigonometric Near Zero

Problem: Determine convergence of 0π/21sinxdx\int_0^{\pi/2} \frac{1}{\sin x}\,dx

Solution:

Singularity at x=0x = 0. Near 0: sinxx\sin x \approx x

1sinx1x\frac{1}{\sin x} \approx \frac{1}{x}

This is p = 1 (borderline). The integral diverges.

Example 6.27: Square Root of Polynomial

Problem: Determine convergence of 011x3+x4dx\int_0^1 \frac{1}{\sqrt{x^3 + x^4}}\,dx

Solution:

Singularity at x=0x = 0. Near 0:

1x3+x4=1x3/21+x1x3/2\frac{1}{\sqrt{x^3 + x^4}} = \frac{1}{x^{3/2}\sqrt{1 + x}} \approx \frac{1}{x^{3/2}}

This is p = 3/2 > 1. For Type II, we need p < 1.

The integral diverges.

Example 6.28: Mixed with Logarithm

Problem: Determine convergence of 1+lnxx2dx\int_1^{+\infty} \frac{\ln x}{x^2}\,dx

Solution:

Compare with a p-integral. For any ϵ>0\epsilon > 0:

lnxx2<xϵx2=1x2ϵ\frac{\ln x}{x^2} < \frac{x^\epsilon}{x^2} = \frac{1}{x^{2-\epsilon}}

Choose ϵ=0.5\epsilon = 0.5. Then 2ϵ=1.5>12 - \epsilon = 1.5 > 1.

The integral converges.

16. Common Patterns to Recognize

Rational Functions

P(x)Q(x)\frac{P(x)}{Q(x)} where deg(Q) - deg(P) = k

Behaves like 1/xk1/x^k. Converges at ∞ iff k > 1.

Exponential Decay

eaxe^{-ax} for a > 0

Always converges at ∞. Dominates any polynomial.

Logarithmic Factors

(lnx)kxp\frac{(\ln x)^k}{x^p}

Log factors don't affect convergence threshold for p-test.

Trigonometric Near 0

sinxx\sin x \approx x, 1cosxx2/21 - \cos x \approx x^2/2

Use Taylor expansions to find the equivalent power.

Convergence Tests Quiz
14
Questions
0
Correct
0%
Accuracy
1
To show 1+1x2+1dx\int_1^{+\infty} \frac{1}{x^2+1}dx converges, we compare with:
Medium
Not attempted
2
If limx+f(x)g(x)=L\lim_{x \to +\infty} \frac{f(x)}{g(x)} = L where 0<L<0 < L < \infty, then:
Medium
Not attempted
3
The integral 1+1xlnxdx\int_1^{+\infty} \frac{1}{x\ln x}dx:
Hard
Not attempted
4
The integral 2+1x(lnx)2dx\int_2^{+\infty} \frac{1}{x(\ln x)^2}dx:
Hard
Not attempted
5
For 0f(x)g(x)0 \leq f(x) \leq g(x) and a+g(x)dx\int_a^{+\infty} g(x)dx converges, then:
Easy
Not attempted
6
The integral 1+x+1x3+2xdx\int_1^{+\infty} \frac{x+1}{x^3+2x}dx:
Medium
Not attempted
7
To show 011x(1x)dx\int_0^1 \frac{1}{\sqrt{x(1-x)}}dx converges, we check:
Medium
Not attempted
8
The Cauchy criterion states that a+f\int_a^{+\infty} f converges iff:
Hard
Not attempted
9
The integral 011x0.5dx\int_0^1 \frac{1}{x^{0.5}}dx:
Easy
Not attempted
10
For 1+sinxx2dx\int_1^{+\infty} \frac{\sin x}{x^2}dx, which test is most appropriate?
Medium
Not attempted
11
The integral 0+1xpdx\int_0^{+\infty} \frac{1}{x^p}dx:
Hard
Not attempted
12
If limx+x2f(x)=5\lim_{x \to +\infty} x^2 f(x) = 5, then 1+f(x)dx\int_1^{+\infty} f(x)dx:
Hard
Not attempted
13
The integral 011xlnxdx\int_0^1 \frac{1}{x\sqrt{|\ln x|}}dx:
Hard
Not attempted
14
For Type II integrals with singularity at x=a, the p-test says convergence occurs when:
Easy
Not attempted

Frequently Asked Questions

When should I use the comparison test vs limit comparison test?

Use direct comparison when you can easily show f(x) ≤ g(x) or f(x) ≥ g(x). Use limit comparison when the functions have similar asymptotic behavior but the inequality is hard to establish directly.

What are good comparison functions to know?

The p-integrals: ∫₁^∞ 1/xᵖ (converges for p>1), ∫₀¹ 1/xᵖ (converges for p<1), and exponentials like e^{-x} which decay faster than any polynomial.

How do I handle logarithmic factors?

Logarithms grow slower than any positive power: (ln x)^k / x^ε → 0 for any ε > 0. So ∫₁^∞ 1/(x(ln x)^p) converges iff p > 1, similar to the p-test.

What is the Cauchy criterion for improper integrals?

∫ₐ^∞ f converges iff for every ε > 0, there exists M such that |∫ᵦ^c f| < ε for all c > b > M. It's useful when you can't find the antiderivative explicitly.

Can I use the comparison test for oscillating functions?

Not directly. For oscillating functions like sin(x)/x, use the absolute value: if ∫|f| converges, then ∫f converges absolutely. For conditional convergence, use Dirichlet or Abel tests.

How do I determine the equivalent p for limit comparison?

Find the dominant terms as x→∞ (or x→a for singularities). For rational functions, compare the degrees of numerator and denominator. The difference gives you p.

What happens when the limit comparison gives L = 0 or L = ∞?

If L = 0 and ∫g converges, then ∫f converges (f is 'smaller'). If L = ∞ and ∫g diverges, then ∫f diverges (f is 'larger'). Other combinations are inconclusive.

How do I handle mixed integrals with both Type I and Type II issues?

Split the integral at a convenient point (like x=1) so each piece has only one problem. Then analyze each piece separately. The integral converges iff ALL pieces converge.

Why do the p-test conditions differ for Type I and Type II?

It's about how fast the function must decay. At ∞, you need f→0 fast enough (p>1). At a singularity, the blow-up can't be too severe (p<1). The threshold p=1 is borderline for both.

Can an integral converge even if the integrand doesn't approach 0?

Yes! For example, ∫₁^∞ sin(x²) dx converges even though sin(x²) oscillates. However, for non-negative integrands, f(x)→0 is necessary but not sufficient for convergence.

Key Takeaways

Type I (Infinite Limits)

a+f=limb+abf\int_a^{+\infty} f = \lim_{b \to +\infty} \int_a^b f

Type II (Singular)

abf=limϵ0+a+ϵbf\int_a^b f = \lim_{\epsilon \to 0^+} \int_{a+\epsilon}^b f

p-Test (Type I)

1+1/xp\int_1^{+\infty} 1/x^p: converges ⟺ p > 1

p-Test (Type II)

011/xp\int_0^1 1/x^p: converges ⟺ p < 1

Remember

  • Split mixed integrals at convenient points
  • Each part must converge independently
  • p-conditions are OPPOSITE for Type I vs Type II