LESSON 13 INTEGRALS WITH DISCONTINUOUS INTEGRANDS Definition If the function f is continuous on the interval [ a , b ) and discontinuous at x b , then b f ( x ) dx lim t b a t f ( x ) dx . a NOTE: Recall that a definite integral exists if the integrand is continuous on the closed interval [ a , b ] of integration. Since the integrand f is continuous on the interval [ a , b ) , then it is continuous on the closed interval [ a , t ] for all a t b . Thus, t a f ( x ) dx exists for all a t b . Of course, if t a , then since the function f is continuous at t a , then the function f is defined at t a and a a f ( x ) dx 0 . Definition If the function f is continuous on the interval ( a , b ] and discontinuous at x a , then b f ( x ) dx lim t a a b f ( x ) dx . t Since the integrand f is continuous on the interval ( a , b ] , then it is continuous on the closed interval [ t , b ] for all a t b . Thus, b t f ( x ) dx exists for all a t b . Of course, if t a , then since the function f is continuous at t a , then the function f is defined at t a and COMMENT: The integral b a a a f ( x ) dx 0 . f ( x ) dx in the definitions above are also called improper integrals because of the integrand has a discontinuity on the closed interval [ a , b ] . If the limit in the definition exists, we say that the improper integral converges. If the limit does not exist, then we say that the improper integral diverges. Copyrighted by James D. Anderson, The University of Toledo www.math.utoledo.edu/~anderson/1860 Definition If the function f has a discontinuity at x c in the open interval ( a , b ) but is continuous elsewhere in the closed interval [ a , b ] , then b a f ( x ) dx = c a f ( x ) dx + b c f ( x ) dx = lim r c r a f ( x ) dx + lim t c b t f ( x ) dx provided that both of the improper integrals converge. Examples Determine whether the following improper integrals converge or diverge. If the integral converges, then give its value. 1. 8 0 3 3x 64 x 2 dx NOTE: The integrand of f ( x ) 3x 3 64 x 2 is continuous on its domain of definition, which is the set of real numbers given by { x : x 8 and x 8} . The interval of integration is the closed interval [ 0 , 8 ] . Thus, the integrand has a discontinuity at x 8 , which is the upper limit of integration. Thus, the Fundamental Theorem of Calculus can not be applied to this integral. We will need to do the following. 8 0 3 3x 64 x 2 dx = lim t 8 t 0 3 3x 64 x 2 dx The integrand is continuous on the closed intervals [ 0 , t ] for all 0 t 8 . Thus, the Fundamental Theorem of Calculus can be applied to these closed intervals. 3x 3 64 x 2 dx 2 Let u 64 x Then du 2 x dx Copyrighted by James D. Anderson, The University of Toledo www.math.utoledo.edu/~anderson/1860 3x 3 64 x 3 dx = 2 2 2x 64 x 3 2 dx = 3 2 du 3 = 3 u 2 u 1/ 3 du = 3 3 2/3 9 u c = ( 64 x 2 ) 2 / 3 c 2 2 4 Thus, 8 0 3 3x 64 x 2 dx = lim t 8 t 3x t 0 3 64 x 2 9 dx = lim ( 64 x 2 ) 2 / 3 = t 8 4 0 9 9 lim [ ( 64 t 2 ) 2 / 3 64 2 / 3 ] = lim [ ( 64 t 2 ) 2 / 3 16 ] = 4 t8 4 t8 9 ( 0 16 ) = 36 4 Answer: Converges; 36 2. 3/ 2 3 dy 9 y2 NOTE: The integrand of f ( y ) 1 is continuous on its domain of 9 y2 definition, which is the interval ( 3, 3 ) . The interval of integration is the 3 3 , . Thus, the integrand has a discontinuity at closed interval 2 y 3 , which is the lower limit of integration. Thus, the Fundamental Theorem of Calculus can not be applied to this integral. We will need to do the following. 3/ 2 3 dy 9 y2 = lim t 3 3/ 2 t dy 9 y2 Copyrighted by James D. Anderson, The University of Toledo www.math.utoledo.edu/~anderson/1860 3 for all The integrand is continuous on the closed intervals t , 2 3 3 t . Thus, the Fundamental Theorem of Calculus can be applied 2 to these closed intervals. dy 9 y2 1 = sin y c 3 Thus, dy 3/ 2 9 y2 3 lim t 3 = lim t 3 t 1 1 t sin sin 1 = 3 2 3/ dy 3/ 2 9 y2 lim t 3 = lim t 3 1 y sin 3 t 2 = 1 t sin = 3 4 3 = sin 1 ( 1) = 4 2 4 4 Answer: Converges; 3. 4 6 3 4 5t 2 dt t 3 64 5t 2 NOTE: The integrand of f ( t ) 3 is continuous on its domain of t 64 definition, which is the set of real numbers given by {t : t 4 } . The interval of integration is the closed interval [ 6 , 4 ] . Thus, the integrand has a discontinuity at of t 4 , which is the upper limit of integration. Thus, the Fundamental Theorem of Calculus can not be applied to this integral. We will need to do the following. Copyrighted by James D. Anderson, The University of Toledo www.math.utoledo.edu/~anderson/1860 4 6 5t 2 dt = t 3 64 lim r 4 r 6 5t 2 dt t 3 64 The integrand is continuous on the closed intervals [ 6 , r ] for all 6 r 4 . Thus, the Fundamental Theorem of Calculus can be applied to these closed intervals. 5t 2 dt t 3 64 3 Let u t 64 2 Then du 3t dt 5t 2 5 3t 2 5 du 5 5 3 dt = 3 dt = = ln u c = ln t 64 c 3 t 64 3 t 64 3 u 3 3 Thus, 4 6 5 3 5t 2 dt = t 3 64 lim r 4 lim r 4 r 6 5t 2 dt = t 3 64 ( ln r 3 64 ln 216 64 ) = since r lim r 4 5 3 lim 5 3 ln t 64 = 3 6 r 4 lim ln r 3 64 r 4 Answer: Diverges 4. 3 1 dx x2 Copyrighted by James D. Anderson, The University of Toledo www.math.utoledo.edu/~anderson/1860 ( ln r 3 64 ln 152 ) = 1 is continuous on its domain of x2 definition, which is the set of real numbers given by { x : x 0} . The interval of integration is the closed interval [ 1, 3 ] . Thus, the integrand has a discontinuity at x 0 , which is in the interval of integration. Thus, the Fundamental Theorem of Calculus can not be applied to this integral. We will need to do the following. NOTE: The integrand of f ( x ) 3 1 dx = x2 0 1 dx + x2 3 0 dx = x2 lim r 0 r 1 dx + x2 lim t 0 3 t dx x2 The integrand is continuous on the closed intervals [ 1, r ] for all 1 r 0 and on the closed intervals [t , 3 ] for all 0 t 3 . Thus, the Fundamental Theorem of Calculus can be applied to these closed intervals. dx = x2 x 2 x1 1 c = c dx = 1 x Thus, 0 1 dx = x2 lim r 0 lim r 0 r 1 dx = x2 r 1 1 lim lim 1 since = r 0 r 0 r x 1 1 r dx diverges, we do not have to 1 x2 3 dx determine whether the second improper integral 0 2 converges or x 3 dx diverges. Even if it converges, the improper integral 1 2 can not x converge. Since the first improper integral 0 Answer: Diverges Copyrighted by James D. Anderson, The University of Toledo www.math.utoledo.edu/~anderson/1860 5. 1 4 11 3 x dx x2 4 11 3 x is continuous on its domain of x2 4 definition, which is the set of real numbers given by { x : x 2 and x 2 } . The interval of integration is the closed interval [ 4 , 1] . Thus, the integrand has a discontinuity at x 2 , which is in the interval of integration. Thus, the Fundamental Theorem of Calculus can not be applied to this integral. We will need to do the following. NOTE: The integrand of f ( x ) 1 4 lim 11 3 x dx = x2 4 r 2 r 4 2 4 11 3 x dx + x2 4 11 3 x dx + x2 4 lim t 2 1 t 1 2 11 3 x dx = x2 4 11 3 x dx x2 4 The integrand is continuous on the closed intervals [ 4 , r ] for all 4 r 2 and on the closed intervals [t , 1] for all 2 t 1 . Thus, the Fundamental Theorem of Calculus can be applied to these closed intervals. 11 3 x dx x2 4 We will find the partial fraction decomposition for 11 3 x = x2 4 11 3 x . Thus, ( x 2)( x 2) 11 3 x A B = . ( x 2)( x 2) x 2 x 2 Multiplying both sides of this equation by ( x 2 ) ( x 2 ) , we obtain the following equation. 11 3 x A ( x 2 ) B ( x 2 ) Copyrighted by James D. Anderson, The University of Toledo www.math.utoledo.edu/~anderson/1860 To solve for A, choose x 2 : 17 4 A A 5 4 To solve for B, choose x 2 : 5 4 B B Thus, 17 4 11 3 x A B 11 3 x = = = ( x 2)( x 2) x 2 x 2 x2 4 17 5 1 5 17 4 4 = x 2 x 2 4x 2 x 2 Thus, 1 11 3 x dx = 2 x 4 4 5 17 dx = x 2 x 2 1 1 ( 5 ln x 2 17 ln x 2 ) c = ( ln x 2 4 4 5 ln x 2 17 ) c = 1 ( x 2) 5 ln c 4 ( x 2 ) 17 Thus, 1 4 1 4 2 4 11 3 x dx = x2 4 lim r 2 r 4 11 3 x dx = x2 4 lim (r 2) 5 ( 6) 5 1 ln ln 17 17 = ( 2) 4 (r 2) lim (r 2) 5 2 53 5 1 ln ln 17 2 17 = 4 ( r 2) r 2 r 2 r lim 1 ( x 2) 5 ln ( x 2 ) 17 4 = 4 lim ( r 2) 5 65 ln 17 = ln 17 ( r 2 ) 2 r 2 r 2 lim r 2 (r 2) 5 35 ln 12 ln 17 ( r 2 ) 2 Copyrighted by James D. Anderson, The University of Toledo www.math.utoledo.edu/~anderson/1860 since r r ( r 2) 5 lim ln 2 ( r 2 ) 17 ( r 2) 5 lim ln since 2 ( r 2 ) 17 lim r 2 ( r 2) 5 since ( r 2 ) 17 lim r 2 lim r 2 ( r 2) 5 ( r 2 ) 17 1 and ( r 2 ) 17 lim r 2 ( r 2 ) 5 is finite (It is a finite negative number.) Thus, the improper 1 4 2 4 11 3 x dx diverges. Thus, the improper x2 4 11 3 x dx diverges. x2 4 Answer: Diverges 6. 6 dx x x2 6 NOTE: The integrand of f ( x ) 1 x x2 6 is continuous on its domain of definition, which is the interval ( , 6 ) ( 6 , ) . The interval of integration is the closed interval [ 6 , ) . Thus, the integrand has a discontinuity at x 6 , which is the lower limit of integration. Thus, the Fundamental Theorem of Calculus can not be applied to this integral. We will need to do the following. The integral dx x x2 6 and a discontinuity. However, 6 is improper with an infinite limit of integration Copyrighted by James D. Anderson, The University of Toledo www.math.utoledo.edu/~anderson/1860 lim lim t r ( 6) x2 6 dx 6 x dx 6 x2 6 x lim r ( 6 ) r and 2 x 6 dx t x t lim t r x 2 x 6 dx because we want only one limit for the infinite limit of integration and one limit for the discontinuity. In order to accomplish this, we will use the following property of definite integrals. b a f ( x ) dx = c a f ( x ) dx + b c f ( x ) dx , where c is a real number in the open interval ( a , b ) . Since 3 is in the open interval ( 6 , ) , then we may write dx 6 = x2 6 x lim r ( 6 ) dx 3 r x dx 3 6 x + x2 6 x2 6 3 dx x x2 6 = dx t + t lim 3 x x2 6 NOTE: You can use any real number in the open interval ( 6 , ) . The integrand is continuous on the closed intervals [ r , 3 ] for all 6 r 3 and on the closed intervals [ 3 , t ] for all t 3 . Thus, the Fundamental Theorem of Calculus can be applied to these closed intervals. dx x x2 6 = 1 x sec 1 c 6 6 Thus, Copyrighted by James D. Anderson, The University of Toledo www.math.utoledo.edu/~anderson/1860 3 dx 3 6 1 6 1 6 = x 6 2 x lim r ( 6 ) lim r ( 6 ) r x x 6 x x2 6 Now, consider 3 1 6 lim r ( 6 ) 1 1 x sec = 6 r 6 sec 1 3 sec 1 1 = 6 1 3 sec 1 6 6 dx 3 6 = 2 sec 1 3 sec 1 r = 6 6 sec 1 3 0 = 6 Thus, dx 3 converges to 1 3 sec 1 . 6 6 dx x2 6 x t 3 dx x = t lim 3 x2 6 1 lim sec 1 6 t t lim sec 1 t 6 Thus, Thus, 3 t 3 sec 1 = 6 6 1 6 sec 1 3 since 2 6 converges to 1 6 sec 1 3 . 2 6 2 x2 6 dx x x2 6 dx 3 6 x x dx x 6 1 1 x lim sec = = t 6 3 x2 6 6 dx t x2 6 + converges and 3 dx x x2 6 = dx x2 6 = 1 3 sec 1 + 6 6 1 6 6 x Copyrighted by James D. Anderson, The University of Toledo www.math.utoledo.edu/~anderson/1860 sec 1 3 = 2 6 2 6 = 6 12 Answer: Converges; 7. 6 12 dt 5 5 t 25 t 2 1 NOTE: The integrand of f ( t ) is continuous on its domain of t 25 t 2 definition, which is the interval ( 5 , 0 ) ( 0 , 5 ) . The interval of integration is the closed interval [ 5 , 5 ] . Thus, the integrand has discontinuities at t 5 , which is the lower limit of integration, t 5 , which is the upper limit of integration, and t 0 , which is in the interval. Thus, the Fundamental Theorem of Calculus can not be applied to this integral. We will need to do the following. NOTE: We need one integral which will handle the discontinuity of t 5 as a lower limit of integration. We need two integrals that will handle the discontinuity of t 0 as an upper limit of integration in one integral and as a lower limit of integration in the other. We need one integral that will handle the discontinuity of t 5 as an upper limit of integration. Thus, we need four integrals. Since 1 is in the open interval ( 5 , 0 ) and 1 is in the open interval ( 0 , 5 ) , then we may write the following dt 5 5 t = dt 5 1 25 t 2 t 25 t 2 = 1 5 lim dt r 5 + 25 t 2 t 1 r dt 0 1 t dt t 25 t 2 + + 25 t 2 lim u 0 Copyrighted by James D. Anderson, The University of Toledo www.math.utoledo.edu/~anderson/1860 0 t 25 t 2 dt u 1 dt 1 t 25 t 2 + + lim v 0 dt 1 v t 25 t 2 + lim w 5 dt w 1 t 25 t 2 The integrand is continuous on the closed intervals [ r , 1] for all 5 r 1 , the closed intervals [ 1, u ] for all 1 u 0 , the closed intervals [v , 1] for all 0 v 1 , and the closed intervals [1, w ] for all 1 w 5 . Thus, the Fundamental Theorem of Calculus can be applied to these closed intervals. dt t 25 t 2 BE CAREFUL: This integral is close to the form of the integral whose dt answer would involve the inverse secant function since = t t 2 25 1 t sec 1 c . We will need to use Trigonometric Substitution in order to 5 5 dt evaluate t 25 t 2 Let t 5 sin , where . Then dt 5 cos d . 2 2 2 2 2 2 Also, 25 t 25 25 sin = 25 ( 1 sin ) = 25 cos . 25 t 2 25 cos 2 5 cos 5 cos since cos 0 when . Thus, we have that 2 2 Thus, dt t 25 t 2 = 5 cos d 1 = ( 5 sin ) ( 5 cos ) 5 d 1 = sin 5 1 ln csc cot c 5 Copyrighted by James D. Anderson, The University of Toledo www.math.utoledo.edu/~anderson/1860 csc d = Since t 5 sin , then sin t 5 . Thus, csc Using right triangle 5 t 25 t 2 trigonometry, we have that cot . t 5 t 25 t 2 Thus, dt t 1 5 ln 5 t 25 t 2 25 t 2 t = 1 5 csc d = 5 1 c = ln 5 1 ln csc cot c = 5 25 t 2 t c Thus, 1 5 1 5 1 dt 5 t 25 t 2 lim r 5 ln ( 5 lim ln r 5 5 = lim r 5 1 t 25 t 2 r 5 24 ) ln 25 r 2 r dt = lim r 5 1 5 ln 5 25 r 2 = 1 ln ( 5 r 5 5 25 25 1 ln 5 5 Copyrighted by James D. Anderson, The University of Toledo www.math.utoledo.edu/~anderson/1860 25 t t 1 2 24 ) since 1 1 ln 1 ( 0 ) 0 5 5 r = Thus, the improper integral 1 5 dt t 25 t 2 Now, consider the improper integral dt 0 1 t 25 t 2 = lim u 0 5 1 lim ln 5 u0 25 u 2 u 5 1 lim ln 5 u0 25 u 2 u lim 5 u 0 25 u 2 u = 1 Since lim u 0 25 t 2 . 1 5 lim ln = u 0 5 25 t t u 2 24 ) ln ( 5 5 25 0 0 0 1 2 1/ 2 ( 25 u ) ( 2 u ) 2 = 25 u 2 u Thus, the improper integral 24 ) . 5 24 = ln 1 25 u 2 0 , then u 5 1 ln Thus, 5 u lim 0 t 25 t 2 t 25 u 2 lim = u lim 0 u 0 u u 0 lim 0 2 1/ 2 u 0 ( 25 u ) 5 5 1 1 ln ( 5 5 dt 0 dt u 5 converges to u 0 ln ( 5 25 u 2 u 24 ) dt 0 1 lim ln 5 t 25 t 2 diverges. Copyrighted by James D. Anderson, The University of Toledo www.math.utoledo.edu/~anderson/1860 . = 1 Since the improper integral integral 5 dt 5 t 25 t 2 dt 0 1 t 25 t 2 diverges, then the improper diverges. Answer: Diverges NOTE: If you want the practice, you can show that the improper integral 1 dt 0 t 25 t 2 , which implies that it diverges, and the improper integral 8. dt 5 1 t /4 /2 25 t 2 1 converges to ln ( 5 5 24 ) . tan d , 2 which is the lower limit of integration, and is continuous on the interval , . Thus, the Fundamental Theorem of Calculus can not be applied 2 4 to this integral. We will need to do the following. NOTE: The integrand of f ( ) tan has a discontinuity at /4 /2 tan d = lim t ( / 2) /4 t tan d The integrand is continuous on the closed intervals t , for all 4 t . Thus, the Fundamental Theorem of Calculus can be applied to 2 4 these closed intervals. tan d = ln sec c Copyrighted by James D. Anderson, The University of Toledo www.math.utoledo.edu/~anderson/1860 Thus, /4 tan d = /2 lim t ( /2) Since lim t ( / 2) /4 t tan d = ln sec t = ln sec 4 lim t ( /2) sec t , then lim t ( /2) t ( / 2) lim t ( /2) lim ( ln ln sec /4 t = 2 ln sec t ) ln sec t . Answer: Diverges 9. 0 2 sin x dx 7 x NOTE: The integrand of f ( x ) sin x is continuous on its domain of 7 x definition, which is the set of real numbers given by the open interval ( , 0 ) . The interval of integration is the closed interval [ 2 , 0 ] . Thus, the integrand has a discontinuity at x 0 , which is the upper limit of integration. Thus, the Fundamental Theorem of Calculus can not be applied to this integral. We will need to do the following. 0 2 sin x dx = 7 x lim t 0 t 2 sin x dx 7 x 2 The integrand is continuous on the closed intervals [ , t ] for all 2 t 0 . Thus, the Fundamental Theorem of Calculus can be applied to these closed intervals. sin x dx 7 x Copyrighted by James D. Anderson, The University of Toledo www.math.utoledo.edu/~anderson/1860 Let u x Then du 1 dx 2 x sin x 1 dx = 2 7 7 x sin x 2 dx = 7 2 x sin u du = 2 ( cos u ) c = 7 2 2 cos u c = cos x c 7 7 Thus, 0 2 sin x dx = 7 x lim t 0 sin x 2 dx = lim cos x = t 0 7 7 x 2 t t 2 2 2 lim ( cos t cos 2 ) = lim ( cos t cos ) = 7 t0 7 t 0 2 2 2 4 lim [ cos t ( 1 ) ] = lim ( cos t 1 ) = ( 1 1 ) = 7 t0 7 t0 7 7 cos t cos 0 1 since t lim 0 Answer: Converges; 10. 3 0 4 7 ln y dy NOTE: The integrand of f ( y ) ln y is continuous on its domain of definition, which is the set of real numbers given by the open interval ( 0 , ) . The interval of integration is the closed interval [ 0 , 3 ] . Thus, the integrand has a discontinuity at x 0 , which is the lower limit of integration. Thus, Copyrighted by James D. Anderson, The University of Toledo www.math.utoledo.edu/~anderson/1860 the Fundamental Theorem of Calculus can not be applied to this integral. We will need to do the following. 3 0 ln y dy = lim t 0 3 t ln y dy The integrand is continuous on the closed intervals [t , 3 ] for all 0 t 3 . Thus, the Fundamental Theorem of Calculus can be applied to these closed intervals. ln y dy This integral can be evaluated using Integration by Parts. u ln y and 1 Then du dy y Let ln y dy = u dv dv dy v y = uv v du = y ln y dy = y ln y y c Thus, 3 0 ln y dy = lim t 0 3 t ln y dy = lim y ln y y t = t 0 lim [ 3 ln 3 3 ( t ln t t ) ] = t 0 3 lim ( 3 ln 3 3 t ln t t ) t 0 lim t ln t 0 ( ) t 0 1 ln t lim t = lim t 1 ( 0 ) 0 lim t ln t = t lim = 1 1 0 t 0 t 0 t 0 2 t t ( 3 ln 3 3 t ln t t ) = 3 ln 3 3 0 0 = 3 ln 3 3 Thus, t lim 0 Copyrighted by James D. Anderson, The University of Toledo www.math.utoledo.edu/~anderson/1860 Answer: Converges; 3 ln 3 3 or ln 27 3 11. 2 / 3 0 x csc 2 x dx 2 NOTE: The integrand of f ( x ) x csc x has a discontinuity at 0 , which is the lower limit of integration, and is continuous on the interval 2 0, . Thus, the Fundamental Theorem of Calculus can not be applied to 3 this integral. We will need to do the following. 2 / 3 0 x csc 2 x dx = lim t 0 2 / 3 t x csc 2 x dx 2 The integrand is continuous on the closed intervals t , for all 3 2 0t . Thus, the Fundamental Theorem of Calculus can be applied to 3 these closed intervals. x csc 2 x dx This integral can be evaluated using Integration by Parts. u x Let Then du dx x csc 2 x dx = dv csc 2 x dx v cot x and u dv = uv v du = x cot x cot x dx = x cot x ln sin x c = ln sin x x cot x c Thus, 2 / 3 0 x csc 2 x dx = lim t 0 2 / 3 t x csc 2 x dx = lim ln sin x x cot x t t 0 Copyrighted by James D. Anderson, The University of Toledo www.math.utoledo.edu/~anderson/1860 2 / 3 = 2 2 2 lim ln sin cot ( ln sin t t cot t ) = t 0 3 3 3 3 3 2 lim ln ln sin t t cot t = t 0 2 3 3 3 2 3 lim ln ln sin t t cot t t 0 2 9 lim t cot t 0 t 0 lim t cot t = t 0 lim t 0 t = tan t lim t 0 1 1 1 1 sec 2 t sec 2 0 1 sin t sin 0 0 , then lim ln sin t . Since t lim t 0 0 3 2 3 lim ln ln sin t t cot t Thus, t 0 2 9 Answer: Diverges Copyrighted by James D. Anderson, The University of Toledo www.math.utoledo.edu/~anderson/1860