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Proper vs Improper Integrals Explained

The document discusses improper integrals, which are integrals that evaluate to infinity or are undefined over some interval. It defines proper integrals, bounded and unbounded functions, and the different types of improper integrals including limits at infinity or at a point. It covers the tests for convergence of improper integrals including comparison tests. Finally, it introduces the beta and gamma functions which are used to evaluate certain improper integrals.

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hyma kadakatla
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399 views28 pages

Proper vs Improper Integrals Explained

The document discusses improper integrals, which are integrals that evaluate to infinity or are undefined over some interval. It defines proper integrals, bounded and unbounded functions, and the different types of improper integrals including limits at infinity or at a point. It covers the tests for convergence of improper integrals including comparison tests. Finally, it introduces the beta and gamma functions which are used to evaluate certain improper integrals.

Uploaded by

hyma kadakatla
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd

 

improper integrals

By
Rajesh Bandari Yadav
IIIT-NUGVIDU
Out line :

1. Bounded & Unbounded functions


2. Proper & Improper Integrals
3. Convergence of Improper Integrals
4. Beta and Gamma function
Bounded Function :

 
Proper integral or Definite Integral
Improper Integral:

 
Types of Improper integrals :

Improper
integral
Convergence and Divergence:

 If the limit is finite we say the


integral converges, while if the limit
is infinite or does not exist, we say
the integral diverges.

 Convergence is good (means we can


do the integral).

 Divergence is bad (means we can’t


do the integral).
Convergence of first kind Improper
integral:

 
Divergence of first kind Improper
integral:

 
Area=
A Simple Idea to construct a formula for
convergence
 
 Area=A(t)= 

A(1)=1/2 , A(2)=2/3 , A(3)=3/4………………


so on

as t
=1
Convergence of first kind improper
integral:

 Where c
 The improper integral where a>0
Divergence for

 
Convergence of
  +

0 1 � 1
�-�1 + x 2
dx �0 1 + x2
dx
0 dx t dx
= lim � 2 = lim � 2
t �-� t 1 + x
t �� 0 1 + x
0
x�
-1 t
= lim tan = lim tan -1
x�
t �-� �
-1
t
-1
t �� �
0
= lim (tan 0 - tan t )
t �-� = lim(tan -1 t - tan -1 0)
t ��
�p �
= 0-�- � = lim tan -1 t
� 2� t ��

p p
= =
2 2
Since both these integrals are
convergent, the given integral is
convergent and
� 1 p p
� dx = + =p
-�1 + x 2 2 2
Convergence of second kind Improper
Integral
Comparison Test

Suppose f and g are continuous functions with f(x) ≥


g(x) for all x in [a, b)
 

 
Test the convergence of improper integral

 
 

We can’t evaluate the  


integral directly.
The anti-derivative of e-x2 is  
not an elementary function.
By comparison test we can
 decide
We convergence
know that  

   
 
 
 

 
The eta and Γamma
Functions

  Γ(n)=
Properties of Beta function:

 
 

  

 
Properties of gamma function


  Γ(n)=
 Γ(n)=(n-1) Γ(n-1) for n>0
  Γ(n)=(n-1) ! for n
 Γ(1)=(1-1) !=0!=1
Relation between Beta and gamma
function

  where m , n>0
Duplication formula

  Γ(m)Γ(m+Γ(2m) for m>0


Υ Θ Ʊ
Λ Π Κ
⊥ Ⱶ

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