MT2176 Further Calculus: Improper Integrals

What are the two main kinds of improper integrals?
There are two main kinds of improper integrals:

Type 1 (First Kind): These have an infinite interval of integration. For example, \( \int_{a}^{\infty} f(x) \,dx \) or \( \int_{-\infty}^{b} f(x) \,dx \).

Type 2 (Second Kind): These have an integrand with a finite number of infinite discontinuities within the interval of integration. For example, \( \int_{a}^{b} f(x) \,dx \) where \(f(x)\) has an infinite discontinuity at \(x=a\), \(x=b\), or some \(c \in (a,b)\).
Source: MT2176 Subject Guide, Section 4.1.1; Wrede & Spiegel, Chapter 12.
How is a Type 1 improper integral \( \int_{a}^{\infty} f(x) \,dx \) defined?
The improper integral \( \int_{a}^{\infty} f(x) \,dx \) is defined as the limit of a proper integral: \[ \int_{a}^{\infty} f(x) \,dx = \lim_{t \to \infty} \int_{a}^{t} f(x) \,dx \] If the limit exists and is finite, the integral is said to be convergent. Otherwise, it is divergent.
Source: MT2176 Subject Guide, Section 4.1.1.
How is a Type 2 improper integral \( \int_{a}^{b} f(x) \,dx \) with a discontinuity at \(x=a\) defined?
If \(f(x)\) is continuous on \((a, b]\) and has an infinite discontinuity at \(x=a\), the improper integral is defined as: \[ \int_{a}^{b} f(x) \,dx = \lim_{t \to a^+} \int_{t}^{b} f(x) \,dx \] If the limit exists and is finite, the integral is convergent. Otherwise, it is divergent.
Source: MT2176 Subject Guide, Section 4.1.1.
What is an improper integral of the third kind?
An improper integral of the third kind is one that involves a combination of Type 1 and Type 2 characteristics. For example, an integral over an infinite interval where the integrand also has an infinite discontinuity.

Example: \( \int_{0}^{\infty} \frac{e^{-x}}{\sqrt{x}} \,dx \). This has an infinite interval and a discontinuity at \(x=0\).

To evaluate these, we split the integral into parts, for example: \( \int_{0}^{1} \frac{e^{-x}}{\sqrt{x}} \,dx + \int_{1}^{\infty} \frac{e^{-x}}{\sqrt{x}} \,dx \). The original integral converges only if both parts converge.
Source: MT2176 Subject Guide, Section 4.1.1.
Determine if \( \int_{1}^{\infty} \frac{1}{x^p} \,dx \) converges or diverges based on the value of \(p\). This is known as the p-integral test.
The integral \( \int_{1}^{\infty} \frac{1}{x^p} \,dx \) is a fundamental test case.

If \(p > 1\), the integral converges.
If \(p \le 1\), the integral diverges.

Proof: If \(p \neq 1\), \( \int_{1}^{t} x^{-p} \,dx = [\frac{x^{-p+1}}{-p+1}]_{1}^{t} = \frac{1}{1-p}(t^{1-p} - 1) \). As \(t \to \infty\), \(t^{1-p} \to 0\) if \(1-p < 0\) (i.e., \(p>1\)), and the limit is \(\frac{1}{p-1}\). If \(p < 1\), \(1-p > 0\), so \(t^{1-p} \to \infty\) and the integral diverges. If \(p=1\), \( \int_{1}^{t} \frac{1}{x} \,dx = [\ln|x|]_{1}^{t} = \ln t \), which diverges as \(t \to \infty\).
Source: Ostaszewski, Section 18.6.
State the Direct Comparison Test for improper integrals of the first kind.
Let \(f(x)\) and \(g(x)\) be continuous functions such that \(0 \le f(x) \le g(x)\) for all \(x \ge a\).

1. If \( \int_{a}^{\infty} g(x) \,dx \) converges, then \( \int_{a}^{\infty} f(x) \,dx \) also converges.

2. If \( \int_{a}^{\infty} f(x) \,dx \) diverges, then \( \int_{a}^{\infty} g(x) \,dx \) also diverges.
Source: MT2176 Subject Guide, Section 4.2.1.
State the Limit Comparison Test for improper integrals of the first kind.
Let \(f(x)\) and \(g(x)\) be positive continuous functions for \(x \ge a\). Suppose that \[ L = \lim_{x \to \infty} \frac{f(x)}{g(x)} \] If \(L\) is finite and \(L > 0\), then \( \int_{a}^{\infty} f(x) \,dx \) and \( \int_{a}^{\infty} g(x) \,dx \) either both converge or both diverge.

If \(L=0\) and \( \int_{a}^{\infty} g(x) \,dx \) converges, then \( \int_{a}^{\infty} f(x) \,dx \) converges.

If \(L=\infty\) and \( \int_{a}^{\infty} g(x) \,dx \) diverges, then \( \int_{a}^{\infty} f(x) \,dx \) diverges.
Source: MT2176 Subject Guide, Section 4.2.2.
Test the convergence of \( \int_{1}^{\infty} \frac{1}{x^2 + 1} \,dx \).
We can use the Direct Comparison Test. For \(x \ge 1\), we have \(x^2 + 1 > x^2\), so \(0 < \frac{1}{x^2 + 1} < \frac{1}{x^2}\).

We know that \( \int_{1}^{\infty} \frac{1}{x^2} \,dx \) is a p-integral with \(p=2 > 1\), so it converges.

By the Direct Comparison Test, since \( \int_{1}^{\infty} \frac{1}{x^2} \,dx \) converges, the integral \( \int_{1}^{\infty} \frac{1}{x^2 + 1} \,dx \) also converges.

Alternatively, we can evaluate it directly: \[ \lim_{t \to \infty} \int_{1}^{t} \frac{1}{x^2+1} \,dx = \lim_{t \to \infty} [\arctan(x)]_{1}^{t} = \lim_{t \to \infty} (\arctan(t) - \arctan(1)) = \frac{\pi}{2} - \frac{\pi}{4} = \frac{\pi}{4} \] Since the limit is finite, the integral converges.
Source: Wrede & Spiegel, Chapter 12.
Test the convergence of \( \int_{1}^{\infty} \frac{\ln x}{x} \,dx \).
For \(x > e\), \(\ln x > 1\), so \(\frac{\ln x}{x} > \frac{1}{x}\).

We know that \( \int_{1}^{\infty} \frac{1}{x} \,dx \) diverges (p-integral with \(p=1\)).

By the Direct Comparison Test, since \( \int_{e}^{\infty} \frac{1}{x} \,dx \) diverges, \( \int_{e}^{\infty} \frac{\ln x}{x} \,dx \) also diverges. Therefore, \( \int_{1}^{\infty} \frac{\ln x}{x} \,dx \) diverges.

Alternatively, we can evaluate it directly using substitution \(u = \ln x\), \(du = \frac{1}{x}dx\). \[ \int_{1}^{\infty} \frac{\ln x}{x} \,dx = \int_{0}^{\infty} u \,du = [\frac{u^2}{2}]_{0}^{\infty} \] This limit is infinite, so the integral diverges.
Source: Ostaszewski, Section 18.7.
What is absolute convergence of an improper integral?
An improper integral \( \int_{a}^{\infty} f(x) \,dx \) is said to be absolutely convergent if the integral of its absolute value, \( \int_{a}^{\infty} |f(x)| \,dx \), converges.

An important theorem states that if an integral is absolutely convergent, then it is convergent.
Source: Wrede & Spiegel, Chapter 12.
What is conditional convergence of an improper integral?
An improper integral \( \int_{a}^{\infty} f(x) \,dx \) is said to be conditionally convergent if it converges, but the integral of its absolute value, \( \int_{a}^{\infty} |f(x)| \,dx \), diverges.

A classic example is \( \int_{0}^{\infty} \frac{\sin x}{x} \,dx \).
Source: Wrede & Spiegel, Chapter 12.
Test the convergence of \( \int_{0}^{1} \frac{1}{\sqrt{x}} \,dx \).
This is a Type 2 improper integral with a discontinuity at \(x=0\). \[ \int_{0}^{1} \frac{1}{\sqrt{x}} \,dx = \lim_{t \to 0^+} \int_{t}^{1} x^{-1/2} \,dx = \lim_{t \to 0^+} [2x^{1/2}]_{t}^{1} = \lim_{t \to 0^+} (2 - 2\sqrt{t}) = 2 \] Since the limit is finite, the integral converges.
Source: MT2176 Subject Guide, Section 4.1.1.
Test the convergence of \( \int_{0}^{1} \frac{1}{x} \,dx \).
This is a Type 2 improper integral with a discontinuity at \(x=0\). \[ \int_{0}^{1} \frac{1}{x} \,dx = \lim_{t \to 0^+} \int_{t}^{1} \frac{1}{x} \,dx = \lim_{t \to 0^+} [\ln|x|]_{t}^{1} = \lim_{t \to 0^+} (\ln(1) - \ln(t)) = \lim_{t \to 0^+} (-\ln(t)) = \infty \] Since the limit is infinite, the integral diverges.
Source: Ostaszewski, Section 18.6.
Test the convergence of \( \int_{0}^{\infty} e^{-x^2} \,dx \).
This is the Gaussian integral. We can split it into two parts: \( \int_{0}^{1} e^{-x^2} \,dx + \int_{1}^{\infty} e^{-x^2} \,dx \).

The first part is a proper integral and is finite.

For the second part, \( \int_{1}^{\infty} e^{-x^2} \,dx \), we can use the comparison test. For \(x \ge 1\), \(x^2 \ge x\), so \(-x^2 \le -x\), and \(e^{-x^2} \le e^{-x}\).

We know \( \int_{1}^{\infty} e^{-x} \,dx = [ -e^{-x} ]_{1}^{\infty} = 0 - (-e^{-1}) = 1/e \), which converges.

By the Direct Comparison Test, \( \int_{1}^{\infty} e^{-x^2} \,dx \) converges. Since both parts converge, the original integral converges.
Source: Wrede & Spiegel, Chapter 12.
What is the Cauchy Principal Value?
For an integral \( \int_{-\infty}^{\infty} f(x) \,dx \), the Cauchy Principal Value is defined as: \[ P.V. \int_{-\infty}^{\infty} f(x) \,dx = \lim_{R \to \infty} \int_{-R}^{R} f(x) \,dx \] This is a weaker form of convergence. If the improper integral converges in the standard sense, its value is the same as the Cauchy Principal Value. However, the Cauchy Principal Value may exist even when the standard integral diverges. For example, for \(f(x)=x\).
Source: Wrede & Spiegel, Chapter 12.
Test the convergence of \( \int_{2}^{\infty} \frac{1}{x \ln x} \,dx \).
We use the integral test. Let \(u = \ln x\), so \(du = \frac{1}{x} dx\). \[ \int_{\ln 2}^{\infty} \frac{1}{u} \,du \] This is a p-integral with \(p=1\), which diverges. Therefore, the original integral diverges.
Source: Ostaszewski, Section 18.7.
Test the convergence of \( \int_{0}^{\infty} \frac{x}{e^x} \,dx \).
We can use the Limit Comparison Test with \(g(x) = e^{-x/2}\). \[ \lim_{x \to \infty} \frac{x/e^x}{e^{-x/2}} = \lim_{x \to \infty} \frac{x}{e^{x/2}} = 0 \] (using L'Hopital's Rule). Since \(\int_{0}^{\infty} e^{-x/2} dx\) converges, the original integral converges.
Source: MT2176 Subject Guide, Section 4.2.2.
Test the convergence of \( \int_{1}^{\infty} \frac{x+1}{\sqrt{x^4+1}} \,dx \).
Use the Limit Comparison Test with \(g(x) = \frac{x}{\sqrt{x^4}} = \frac{1}{x}\). \[ \lim_{x \to \infty} \frac{(x+1)/\sqrt{x^4+1}}{1/x} = \lim_{x \to \infty} \frac{x(x+1)}{\sqrt{x^4+1}} = 1 \] Since \(\int_{1}^{\infty} \frac{1}{x} dx\) diverges, the original integral diverges.
Source: MT2176 Subject Guide, Section 4.2.2.
Evaluate \( \int_{-\infty}^{0} xe^x \,dx \).
Using integration by parts (\(u=x, dv=e^x dx\)), \(\int xe^x dx = xe^x - e^x\). \[ \lim_{t \to -\infty} [xe^x - e^x]_{t}^{0} = (0 - 1) - \lim_{t \to -\infty} (te^t - e^t) = -1 - (0 - 0) = -1 \] The integral converges to -1.
Source: Wrede & Spiegel, Chapter 12.
Test the convergence of \( \int_{0}^{\pi/2} \tan x \,dx \).
This is a Type 2 integral with a discontinuity at \(x=\pi/2\). \[ \lim_{t \to (\pi/2)^-} \int_{0}^{t} \tan x \,dx = \lim_{t \to (\pi/2)^-} [-\ln|\cos x|]_{0}^{t} = \lim_{t \to (\pi/2)^-} (-\ln|\cos t| + \ln|\cos 0|) = \infty \] The integral diverges.
Source: Wrede & Spiegel, Chapter 12.
Test the convergence of \( \int_{0}^{1} \frac{dx}{\sqrt{1-x^2}} \).
This is a Type 2 integral with a discontinuity at \(x=1\). \[ \lim_{t \to 1^-} \int_{0}^{t} \frac{dx}{\sqrt{1-x^2}} = \lim_{t \to 1^-} [\arcsin x]_{0}^{t} = \lim_{t \to 1^-} (\arcsin t - \arcsin 0) = \frac{\pi}{2} \] The integral converges to \(\pi/2\).
Source: Wrede & Spiegel, Chapter 12.
Test the convergence of \( \int_{1}^{\infty} \frac{\cos x}{x^2} \,dx \).
We test for absolute convergence. \[ \int_{1}^{\infty} |\frac{\cos x}{x^2}| \,dx = \int_{1}^{\infty} \frac{|\cos x|}{x^2} \,dx \] Since \(|\cos x| \le 1\), we have \(\frac{|\cos x|}{x^2} \le \frac{1}{x^2}\). Since \(\int_{1}^{\infty} \frac{1}{x^2} dx\) converges, the integral of the absolute value converges by the Direct Comparison Test. Therefore, the original integral is absolutely convergent (and thus convergent).
Source: Wrede & Spiegel, Chapter 12.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{e^x + 1} \).
For \(x > 0\), \(e^x + 1 > e^x\), so \(\frac{1}{e^x+1} < \frac{1}{e^x} = e^{-x}\). We know \(\int_{0}^{\infty} e^{-x} dx\) converges to 1. By the Direct Comparison Test, the original integral converges.
Source: MT2176 Subject Guide, Section 4.2.1.
Test the convergence of \( \int_{0}^{1} \frac{\ln x}{x} \,dx \).
This is a Type 2 integral with a discontinuity at \(x=0\). Let \(u = \ln x\), \(du = \frac{1}{x} dx\). \[ \int_{-\infty}^{0} u \,du = [\frac{u^2}{2}]_{-\infty}^{0} \] This limit is infinite, so the integral diverges.
Source: Ostaszewski, Section 18.7.
Test the convergence of \( \int_{1}^{\infty} \frac{dx}{\sqrt{x} + 1} \).
Use the Limit Comparison Test with \(g(x) = \frac{1}{\sqrt{x}}\). \[ \lim_{x \to \infty} \frac{1/(\sqrt{x}+1)}{1/\sqrt{x}} = \lim_{x \to \infty} \frac{\sqrt{x}}{\sqrt{x}+1} = 1 \] Since \(\int_{1}^{\infty} \frac{1}{\sqrt{x}} dx\) diverges (p-integral with \(p=1/2\)), the original integral diverges.
Source: MT2176 Subject Guide, Section 4.2.2.
Test the convergence of \( \int_{0}^{\infty} \frac{\arctan x}{x^2+1} \,dx \).
Let \(u = \arctan x\), \(du = \frac{1}{x^2+1} dx\). \[ \int_{0}^{\pi/2} u \,du = [\frac{u^2}{2}]_{0}^{\pi/2} = \frac{(\pi/2)^2}{2} = \frac{\pi^2}{8} \] The integral converges.
Source: Wrede & Spiegel, Chapter 12.
Test the convergence of \( \int_{0}^{1} \frac{dx}{x^p} \) for \(p>0\).
This is a Type 2 p-integral test. If \(p<1\), the integral converges. If \(p \ge 1\), the integral diverges.
Source: Ostaszewski, Section 18.6.
Test the convergence of \( \int_{3}^{\infty} \frac{dx}{x^2-4} \).
Use the Limit Comparison Test with \(g(x) = \frac{1}{x^2}\). \[ \lim_{x \to \infty} \frac{1/(x^2-4)}{1/x^2} = \lim_{x \to \infty} \frac{x^2}{x^2-4} = 1 \] Since \(\int_{3}^{\infty} \frac{1}{x^2} dx\) converges (p-integral with \(p=2\)), the original integral converges.
Source: MT2176 Subject Guide, Section 4.2.2.
Test the convergence of \( \int_{0}^{\infty} x^2 e^{-x} \,dx \).
Use the Limit Comparison Test with \(g(x) = e^{-x/2}\). \[ \lim_{x \to \infty} \frac{x^2 e^{-x}}{e^{-x/2}} = \lim_{x \to \infty} \frac{x^2}{e^{x/2}} = 0 \] (using L'Hopital's Rule twice). Since \(\int_{0}^{\infty} e^{-x/2} dx\) converges, the original integral converges.
Source: MT2176 Subject Guide, Section 4.2.2.
Test the convergence of \( \int_{1}^{\infty} \frac{e^x}{1+e^{2x}} \,dx \).
Let \(u = e^x\), \(du = e^x dx\). \[ \int_{e}^{\infty} \frac{du}{1+u^2} = [\arctan u]_{e}^{\infty} = \frac{\pi}{2} - \arctan(e) \] The integral converges.
Source: Wrede & Spiegel, Chapter 12.
Test the convergence of \( \int_{0}^{\infty} \frac{1}{\sqrt[3]{x^4+1}} \,dx \).
Use the Limit Comparison Test with \(g(x) = \frac{1}{x^{4/3}}\). \[ \lim_{x \to \infty} \frac{1/\sqrt[3]{x^4+1}}{1/x^{4/3}} = \lim_{x \to \infty} \frac{x^{4/3}}{(x^4+1)^{1/3}} = 1 \] Since \(\int_{1}^{\infty} \frac{1}{x^{4/3}} dx\) converges (p-integral with \(p=4/3>1\)), the original integral converges. (The integral from 0 to 1 is proper).
Source: MT2176 Subject Guide, Section 4.2.2.
Test the convergence of \( \int_{1}^{\infty} \frac{x^2-1}{x^3+1} \,dx \).
Use the Limit Comparison Test with \(g(x) = \frac{1}{x}\). \[ \lim_{x \to \infty} \frac{(x^2-1)/(x^3+1)}{1/x} = \lim_{x \to \infty} \frac{x(x^2-1)}{x^3+1} = 1 \] Since \(\int_{1}^{\infty} \frac{1}{x} dx\) diverges, the original integral diverges.
Source: MT2176 Subject Guide, Section 4.2.2.
Test the convergence of \( \int_{0}^{1} \frac{e^x}{\sqrt{x}} \,dx \).
This is a Type 2 integral. For \(x \in (0, 1]\), \(e^x \le e\). So, \(\frac{e^x}{\sqrt{x}} \le \frac{e}{\sqrt{x}}\). Since \(\int_{0}^{1} \frac{e}{\sqrt{x}} dx = e \int_{0}^{1} \frac{1}{\sqrt{x}} dx\) converges (p-integral with \(p=1/2<1\)), the original integral converges by the Direct Comparison Test.
Source: MT2176 Subject Guide, Section 4.2.1.
Test the convergence of \( \int_{1}^{\infty} \frac{1}{x \sqrt{x^2-1}} \,dx \).
This is an improper integral of both Type 1 and Type 2 (at x=1). Split into \(\int_{1}^{2} + \int_{2}^{\infty}\). For \(\int_{2}^{\infty}\), compare with \(1/x^2\). Converges. For \(\int_{1}^{2}\), let \(x = \sec \theta\). The integral becomes \(\int_{0}^{\pi/3} d\theta = \pi/3\). Converges. Since both parts converge, the original integral converges.
Source: Wrede & Spiegel, Chapter 12.
Test the convergence of \( \int_{0}^{\infty} \frac{e^{-\sqrt{x}}}{\sqrt{x}} \,dx \).
Let \(u = \sqrt{x}\), \(du = \frac{1}{2\sqrt{x}} dx\). \[ \int_{0}^{\infty} 2e^{-u} \,du = [-2e^{-u}]_{0}^{\infty} = 0 - (-2) = 2 \] The integral converges.
Source: Wrede & Spiegel, Chapter 12.
Test the convergence of \( \int_{0}^{\infty} \frac{x}{x^3+1} \,dx \).
Use the Limit Comparison Test with \(g(x) = \frac{1}{x^2}\). \[ \lim_{x \to \infty} \frac{x/(x^3+1)}{1/x^2} = \lim_{x \to \infty} \frac{x^3}{x^3+1} = 1 \] Since \(\int_{1}^{\infty} \frac{1}{x^2} dx\) converges, the original integral converges. (The integral from 0 to 1 is proper).
Source: MT2176 Subject Guide, Section 4.2.2.
Test the convergence of \( \int_{0}^{\infty} \frac{1-e^{-x}}{x} \,dx \).
Split into \(\int_{0}^{1} + \int_{1}^{\infty}\). As \(x \to 0\), \(\frac{1-e^{-x}}{x} \to 1\) (by L'Hopital's Rule). So the first part is proper. For \(x \ge 1\), \(1-e^{-x} > 1/2\). So \(\frac{1-e^{-x}}{x} > \frac{1}{2x}\). Since \(\int_{1}^{\infty} \frac{1}{2x} dx\) diverges, the original integral diverges.
Source: Ostaszewski, Section 18.7.
Test the convergence of \( \int_{1}^{\infty} \frac{\ln(x^2)}{x^2} \,dx \).
\( \int_{1}^{\infty} \frac{2\ln x}{x^2} \,dx \). Use Limit Comparison with \(1/x^{3/2}\). \[ \lim_{x \to \infty} \frac{2\ln x / x^2}{1/x^{3/2}} = \lim_{x \to \infty} \frac{2\ln x}{\sqrt{x}} = 0 \] Since \(\int_{1}^{\infty} 1/x^{3/2} dx\) converges, the original integral converges.
Source: MT2176 Subject Guide, Section 4.2.2.
Test the convergence of \( \int_{0}^{1} x \ln x \,dx \).
This is a Type 2 integral. Use integration by parts. \[ \lim_{t \to 0^+} [\frac{x^2}{2} \ln x - \frac{x^2}{4}]_{t}^{1} = (0 - 1/4) - \lim_{t \to 0^+} (\frac{t^2}{2} \ln t - \frac{t^2}{4}) = -1/4 - 0 = -1/4 \] The integral converges.
Source: Wrede & Spiegel, Chapter 12.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^2 + \sqrt{x}} \).
Split into \(\int_{0}^{1} + \int_{1}^{\infty}\). For \(\int_{0}^{1}\), compare with \(1/\sqrt{x}\). Converges. For \(\int_{1}^{\infty}\), compare with \(1/x^2\). Converges. Since both parts converge, the original integral converges.
Source: MT2176 Subject Guide, Section 4.2.
Test the convergence of \( \int_{1}^{\infty} \sin(1/x) \,dx \).
Use Limit Comparison with \(g(x) = 1/x\). \[ \lim_{x \to \infty} \frac{\sin(1/x)}{1/x} = 1 \] (Let \(u=1/x\)). Since \(\int_{1}^{\infty} 1/x dx\) diverges, the original integral diverges.
Source: MT2176 Subject Guide, Section 4.2.2.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{(x+1)\sqrt{x}} \).
Let \(u = \sqrt{x}\), \(x=u^2\), \(dx = 2u du\). \[ \int_{0}^{\infty} \frac{2u du}{(u^2+1)u} = \int_{0}^{\infty} \frac{2 du}{u^2+1} = [2 \arctan u]_{0}^{\infty} = 2(\pi/2) = \pi \] The integral converges.
Source: Wrede & Spiegel, Chapter 12.
Test the convergence of \( \int_{0}^{\infty} \frac{\sin x}{\sqrt{x}} \,dx \).
This is a Dirichlet-type integral. It is known to be conditionally convergent. The convergence can be shown using integration by parts.
Source: Ostaszewski, Section 18.9.
Test the convergence of \( \int_{1}^{\infty} \frac{x^p}{1+x^q} \,dx \).
The integrand behaves like \(x^{p-q}\) for large \(x\). The integral converges if \(q-p > 1\).
Source: MT2176 Subject Guide, Section 4.2.2.
Test the convergence of \( \int_{0}^{1} \frac{dx}{e^{\sqrt{x}}-1} \).
As \(x \to 0\), \(e^{\sqrt{x}} - 1 \approx \sqrt{x}\). Use Limit Comparison with \(g(x) = 1/\sqrt{x}\). \[ \lim_{x \to 0^+} \frac{1/(e^{\sqrt{x}}-1)}{1/\sqrt{x}} = 1 \] Since \(\int_{0}^{1} 1/\sqrt{x} dx\) converges, the original integral converges.
Source: MT2176 Subject Guide, Section 4.2.2.
Test the convergence of \( \int_{1}^{\infty} \frac{dx}{x(1+(\ln x)^2)} \).
Let \(u = \ln x\), \(du = dx/x\). \[ \int_{0}^{\infty} \frac{du}{1+u^2} = [\arctan u]_{0}^{\infty} = \pi/2 \] The integral converges.
Source: Wrede & Spiegel, Chapter 12.
Test the convergence of \( \int_{0}^{\infty} e^{-x} \cos x \,dx \).
Test for absolute convergence. \(|e^{-x} \cos x| \le e^{-x}\). Since \(\int_{0}^{\infty} e^{-x} dx\) converges, the original integral is absolutely convergent.
Source: Wrede & Spiegel, Chapter 12.
Test the convergence of \( \int_{0}^{1} \frac{dx}{\sqrt{x(1-x)}} \).
Discontinuities at \(x=0\) and \(x=1\). Let \(x = \sin^2 \theta\), \(dx = 2 \sin \theta \cos \theta d\theta\). \[ \int_{0}^{\pi/2} \frac{2 \sin \theta \cos \theta d\theta}{\sqrt{\sin^2 \theta \cos^2 \theta}} = \int_{0}^{\pi/2} 2 d\theta = \pi \] The integral converges.
Source: Wrede & Spiegel, Chapter 12.
Test the convergence of \( \int_{1}^{\infty} \frac{dx}{x^x} \).
For \(x \ge 2\), \(x^x \ge x^2\). So \(1/x^x \le 1/x^2\). Since \(\int_{1}^{\infty} 1/x^2 dx\) converges, the original integral converges by Direct Comparison.
Source: MT2176 Subject Guide, Section 4.2.1.
Test the convergence of \( \int_{0}^{\infty} \frac{x^3}{e^x-1} \,dx \).
Split into \(\int_{0}^{1} + \int_{1}^{\infty}\). As \(x \to 0\), integrand is like \(x^2\). Proper. As \(x \to \infty\), compare with \(x^3 e^{-x}\). Converges. The integral converges.
Source: Ostaszewski, Section 18.7.
Test the convergence of \( \int_{0}^{\infty} \frac{\ln(1+x)}{x^{3/2}} \,dx \).
Split into \(\int_{0}^{1} + \int_{1}^{\infty}\). For \(\int_{0}^{1}\), \(\ln(1+x) \approx x\), so integrand is like \(1/\sqrt{x}\). Converges. For \(\int_{1}^{\infty}\), compare with \(\ln x / x^{3/2}\). Converges. The integral converges.
Source: MT2176 Subject Guide, Section 4.2.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{1+x^4} \).
Compare with \(1/x^4\) for \(x \ge 1\). Since \(\int_{1}^{\infty} 1/x^4 dx\) converges, the original integral converges.
Source: MT2176 Subject Guide, Section 4.2.1.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{\sqrt{x^3+1}} \).
Compare with \(1/x^{3/2}\) for \(x \ge 1\). Since \(\int_{1}^{\infty} 1/x^{3/2} dx\) converges, the original integral converges.
Source: MT2176 Subject Guide, Section 4.2.2.
Test the convergence of \( \int_{0}^{\infty} \frac{x}{1+x^2} \,dx \).
Compare with \(1/x\). Since \(\int_{1}^{\infty} 1/x dx\) diverges, the original integral diverges.
Source: MT2176 Subject Guide, Section 4.2.2.
Test the convergence of \( \int_{0}^{\infty} \frac{x^2}{1+x^4} \,dx \).
Compare with \(1/x^2\). Since \(\int_{1}^{\infty} 1/x^2 dx\) converges, the original integral converges.
Source: MT2176 Subject Guide, Section 4.2.2.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{e^x - 1} \).
Split into \(\int_{0}^{1} + \int_{1}^{\infty}\). For \(\int_{0}^{1}\), compare with \(1/x\). Diverges. The integral diverges.
Source: MT2176 Subject Guide, Section 4.2.2.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{e^x - \cos x} \).
Split into \(\int_{0}^{1} + \int_{1}^{\infty}\). For \(\int_{0}^{1}\), compare with \(1/x\). Diverges. The integral diverges.
Source: MT2176 Subject Guide, Section 4.2.2.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^4+x^2+1} \).
Compare with \(1/x^4\). Since \(\int_{1}^{\infty} 1/x^4 dx\) converges, the original integral converges.
Source: MT2176 Subject Guide, Section 4.2.1.
Test the convergence of \( \int_{0}^{\infty} \frac{x}{\sqrt{x^5+1}} \,dx \).
Compare with \(x/x^{5/2} = 1/x^{3/2}\). Since \(\int_{1}^{\infty} 1/x^{3/2} dx\) converges, the original integral converges.
Source: MT2176 Subject Guide, Section 4.2.2.
Test the convergence of \( \int_{0}^{\infty} \frac{x \ln x}{(1+x^2)^2} \,dx \).
Split into \(\int_{0}^{1} + \int_{1}^{\infty}\). For \(\int_{0}^{1}\), integrand is bounded. Proper. For \(\int_{1}^{\infty}\), compare with \(\ln x / x^3\). Converges. The integral converges.
Source: Ostaszewski, Section 18.7.
Test the convergence of \( \int_{0}^{\infty} \frac{1-e^{-x^2}}{x^2} \,dx \).
Split into \(\int_{0}^{1} + \int_{1}^{\infty}\). As \(x \to 0\), integrand is like \(1\). Proper. For \(\int_{1}^{\infty}\), compare with \(1/x^2\). Converges. The integral converges.
Source: Ostaszewski, Section 18.7.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^{1/3}(1+x^{1/2})} \).
Split into \(\int_{0}^{1} + \int_{1}^{\infty}\). For \(\int_{0}^{1}\), compare with \(1/x^{1/3}\). Converges. For \(\int_{1}^{\infty}\), compare with \(1/x^{5/6}\). Diverges. The integral diverges.
Source: MT2176 Subject Guide, Section 4.2.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{1+x \sin^2 x} \).
This integral diverges. The integrand has spikes that prevent convergence. This is a more advanced example.
Source: Counterexamples in Analysis, Gelbaum & Olmsted.
Test the convergence of \( \int_{0}^{\infty} \frac{\sin(x^2)}{x} \,dx \).
Let \(u=x^2\). The integral becomes \(\frac{1}{2} \int_{0}^{\infty} \frac{\sin u}{u} du\). This is the Dirichlet integral, which is known to be conditionally convergent.
Source: Wrede & Spiegel, Chapter 12.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^p + x^q} \) for \(p>q>0\).
Split into \(\int_{0}^{1} + \int_{1}^{\infty}\). For \(\int_{0}^{1}\), compare with \(1/x^q\). Converges if \(q<1\). For \(\int_{1}^{\infty}\), compare with \(1/x^p\). Converges if \(p>1\). Converges if \(q<1\) and \(p>1\).
Source: MT2176 Subject Guide, Section 4.2.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{1+e^x} \).
Compare with \(e^{-x}\). Since \(\int_{0}^{\infty} e^{-x} dx\) converges, the original integral converges.
Source: MT2176 Subject Guide, Section 4.2.1.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x+e^x} \).
Compare with \(e^{-x}\). Since \(\int_{0}^{\infty} e^{-x} dx\) converges, the original integral converges.
Source: MT2176 Subject Guide, Section 4.2.1.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^2-x+1} \).
The denominator has no real roots. Compare with \(1/x^2\). Since \(\int_{1}^{\infty} 1/x^2 dx\) converges, the original integral converges.
Source: MT2176 Subject Guide, Section 4.2.2.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{\cosh x} \).
\(\cosh x = (e^x+e^{-x})/2\). For large \(x\), \(\cosh x \approx e^x/2\). Compare with \(2e^{-x}\). Converges. The integral converges.
Source: Wrede & Spiegel, Chapter 12.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^4+1} \).
Compare with \(1/x^4\). Since \(\int_{1}^{\infty} 1/x^4 dx\) converges, the original integral converges.
Source: MT2176 Subject Guide, Section 4.2.1.
Test the convergence of \( \int_{0}^{\infty} \frac{x^2 dx}{x^4+1} \).
Compare with \(x^2/x^4 = 1/x^2\). Since \(\int_{1}^{\infty} 1/x^2 dx\) converges, the original integral converges.
Source: MT2176 Subject Guide, Section 4.2.2.
Test the convergence of \( \int_{0}^{\infty} \frac{x^3 dx}{x^5+1} \).
Compare with \(x^3/x^5 = 1/x^2\). Since \(\int_{1}^{\infty} 1/x^2 dx\) converges, the original integral converges.
Source: MT2176 Subject Guide, Section 4.2.2.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^2+x+1} \).
Compare with \(1/x^2\). Since \(\int_{1}^{\infty} 1/x^2 dx\) converges, the original integral converges.
Source: MT2176 Subject Guide, Section 4.2.2.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^3+x} \).
Split into \(\int_{0}^{1} + \int_{1}^{\infty}\). For \(\int_{0}^{1}\), compare with \(1/x\). Diverges. The integral diverges.
Source: MT2176 Subject Guide, Section 4.2.2.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^p+1} \) for \(p>0\).
Converges if \(p>1\).
Source: MT2176 Subject Guide, Section 4.2.2.
Test the convergence of \( \int_{0}^{\infty} \frac{x^p dx}{x^q+1} \) for \(q>p>0\).
Converges if \(q-p > 1\).
Source: MT2176 Subject Guide, Section 4.2.2.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{e^{x^2}} \).
Compare with \(e^{-x}\). Since \(\int_{0}^{\infty} e^{-x} dx\) converges, the original integral converges.
Source: MT2176 Subject Guide, Section 4.2.1.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{\sqrt{e^x}} \).
\( \int_{0}^{\infty} e^{-x/2} dx \). Converges. The integral converges.
Source: Wrede & Spiegel, Chapter 12.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^2+\sin^2 x} \).
This integral diverges. The integrand has spikes that prevent convergence.
Source: Counterexamples in Analysis, Gelbaum & Olmsted.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^3+x^2+x+1} \).
Compare with \(1/x^3\). Since \(\int_{1}^{\infty} 1/x^3 dx\) converges, the original integral converges.
Source: MT2176 Subject Guide, Section 4.2.2.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^4+x^3+x^2+x+1} \).
Compare with \(1/x^4\). Since \(\int_{1}^{\infty} 1/x^4 dx\) converges, the original integral converges.
Source: MT2176 Subject Guide, Section 4.2.2.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^2-4} \).
Discontinuity at \(x=2\). The integral diverges.
Source: Wrede & Spiegel, Chapter 12.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^2-1} \).
Discontinuity at \(x=1\). The integral diverges.
Source: Wrede & Spiegel, Chapter 12.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^2+1} \).
\( [\arctan x]_{0}^{\infty} = \pi/2 \). The integral converges.
Source: Wrede & Spiegel, Chapter 12.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^3+1} \).
Compare with \(1/x^3\). Since \(\int_{1}^{\infty} 1/x^3 dx\) converges, the original integral converges.
Source: MT2176 Subject Guide, Section 4.2.2.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^4+x^2+1} \).
Compare with \(1/x^4\). Since \(\int_{1}^{\infty} 1/x^4 dx\) converges, the original integral converges.
Source: MT2176 Subject Guide, Section 4.2.1.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^5+1} \).
Compare with \(1/x^5\). Since \(\int_{1}^{\infty} 1/x^5 dx\) converges, the original integral converges.
Source: MT2176 Subject Guide, Section 4.2.1.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^6+1} \).
Compare with \(1/x^6\). Since \(\int_{1}^{\infty} 1/x^6 dx\) converges, the original integral converges.
Source: MT2176 Subject Guide, Section 4.2.1.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^p} \) for \(p>0\).
The integral diverges for all \(p>0\).
Source: Ostaszewski, Section 18.6.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{\sqrt{x}} \).
The integral diverges.
Source: Ostaszewski, Section 18.6.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x} \).
The integral diverges.
Source: Ostaszewski, Section 18.6.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^2} \).
The integral diverges.
Source: Ostaszewski, Section 18.6.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^3} \).
The integral diverges.
Source: Ostaszewski, Section 18.6.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^4} \).
The integral diverges.
Source: Ostaszewski, Section 18.6.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^5} \).
The integral diverges.
Source: Ostaszewski, Section 18.6.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^6} \).
The integral diverges.
Source: Ostaszewski, Section 18.6.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^7} \).
The integral diverges.
Source: Ostaszewski, Section 18.6.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^8} \).
The integral diverges.
Source: Ostaszewski, Section 18.6.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^9} \).
The integral diverges.
Source: Ostaszewski, Section 18.6.
Test the convergence of \( \int_{0}^{\infty} \frac{dx}{x^{10}} \).
The integral diverges.
Source: Ostaszewski, Section 18.6.
Test the convergence of \( \int_{0}^{\infty} \frac{\sin^2 x}{x^2} \,dx \).
We split the integral: \( \int_{0}^{1} \frac{\sin^2 x}{x^2} \,dx + \int_{1}^{\infty} \frac{\sin^2 x}{x^2} \,dx \).

For the first part, as \(x \to 0\), \(\frac{\sin x}{x} \to 1\), so \(\frac{\sin^2 x}{x^2} \to 1\). The integrand is bounded, so \( \int_{0}^{1} \frac{\sin^2 x}{x^2} \,dx \) is a proper integral and converges.

For the second part, \( \int_{1}^{\infty} \frac{\sin^2 x}{x^2} \,dx \). We know \(0 \le \sin^2 x \le 1\), so \(0 \le \frac{\sin^2 x}{x^2} \le \frac{1}{x^2}\). Since \( \int_{1}^{\infty} \frac{1}{x^2} \,dx \) converges (p-integral with \(p=2\)), by the Direct Comparison Test, \( \int_{1}^{\infty} \frac{\sin^2 x}{x^2} \,dx \) converges.

Since both parts converge, the original integral converges.
Source: Ostaszewski, Section 18.9.
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