Improper Integrals (College Board AP® Calculus BC): Revision Note

Dan Finlay

Written by: Dan Finlay

Reviewed by: Mark Curtis

Updated on

Evaluating improper integrals

What is an improper integral?

  • An improper integral is of the form abf(x)dx where

    • at least one of the limits of integration is infinite

    • or f is unbounded at a point in the interval [a, b]

  • An improper integral can either converge to a limit or diverge

Two graphs showing integrals: left, integral of 1/x² from 1 to ∞; right, integral of 1/√x from 0 to 4. Both areas under curves are shaded blue.
Examples of improper integrals and their corresponding areas

How do I evaluate an improper integral with infinite limits?

Case 1: One of the limits is infinite

af(x)dx or bf(x)dx

  • STEP 1
    Write the improper integral as a limit

    • Replace the infinite limit of integration with a variable

    • Take the limit as that variable approaches the infinite limit

      • e.g. 11x2dx=limk1k1x2dx

  • STEP 2
    Evaluate the definite integral

    • It will be an expression in terms of the newly introduced variable

      • e.g. limk1k1x2dx=limk[1x]1k=limk(1k+1)

  • STEP 3
    Find the value of the limit if it exists

    • e.g. limk(1k+1)=1

    • If the limit does not exist, the improper integral is divergent

Case 2: Both of the limits are infinite

1x2+1dx

  • STEP 1
    Write the integral as a sum of two integrals

    • Choose any value as the limit of integration where the two integrals 'meet'

      • e.g. 1x2+1dx=01x2+1dx+01x2+1dx

  • STEP 2
    Write each integral as a limit

    • e.g. limhh01x2+1dx+limk0k1x2+1dx

      • Use a different limit variable for each integral

  • STEP 3
    Evaluate each definite integral

    • e.g. limh[arctanx]h0+limk[arctanx]0k=limh(arctan(h))+limk(arctan(k))

  • STEP 4
    Find the value of each limit and add them together

    • e.g. limh(arctan(h))+limk(arctan(k))=(π2)+π2=π

    • If either of the limits does not exist, the improper integral is divergent

Worked Example

Show that the improper integral exdx is divergent.

Answer:

STEP 1
Write the integral as a sum of two integrals

exdx=0exdx+0exdx

STEP 2
Write each integral as a limit

exdx=limhh0exdx+limk0kexdx

STEP 3
Evaluate each definite integral

exdx=limh[ex]h0+limk[ex]0k=limh(1eh)+limk(ek1)

STEP 4
Find the value of each limit and add them together

limh(1eh)=10 =1limk(ek1)=

exdx is divergent because limk(ek1) is not finite

How do I evaluate an improper integral with unbounded integrands?

abf(x)dx

Case 1: The function is unbounded at one of the endpoints

  • STEP 1
    Write the improper integral as a limit by replacing the relevant limit of integration with a variable

    • If you are replacing the lower limit of integration, then take the limit as that variable approaches the original value from above

      • e.g. 041xdx=limh0+h41xdx

    • If you are replacing the upper limit of integration, then take the limit as that variable approaches the original value from below

      • e.g. 011x1dx=limk10k1x1dx

  • STEP 2
    Evaluate the definite integral

    • It will be an expression in terms of the newly introduced variable

      • e.g. limh0+h41xdx=limh0+[2x]h4=limh0+(42h)

      • e.g. limk10k1x1dx=limk1[ln|x1|]0k=limk1(ln|k1|)

  • STEP 3
    Find the value of the limit if it exists

    • e.g. limh0+(42h)=4

    • If the limit does not exist, the improper integral is divergent

      • e.g. limk1(ln|k1|)= so 011x1dx is divergent

Case 2: The function is unbounded at a point in the interval (a, b)

  • STEP 1
    Write the integral as a sum of two integrals

    • Use the point of the essential discontinuity as the limit of integration where the two integrals 'meet'

      • e.g. 1x2 is unbounded at x=0

      • so 111x2dx=101x2dx+011x2dx

  • STEP 2
    Write each integral as a limit

    • e.g. limk01k1x2dx+limh0+h11x2dx

  • STEP 3
    Evaluate each definite integral

    • e.g. limk0[1x]1k+limh0+[1x]h1=limk0(1k+1)+limh0+(1+1h)

  • STEP 4
    Find the value of each limit

    • If both limits exist, add them together to find the limit of the improper integral

    • If either of the limits does not exist, the improper integral is divergent

      • e.g. limk0(1k+1)=+ so 111x2dx diverges

        • In this case limh0+(1+1h)=+ as well

        • But one unbounded limit is enough to show that the improper integral diverges

Examiner Tips and Tricks

Always check whether the function to be integrated is unbounded at any point in the interval. If you forget to check, you might end up with an incorrect answer that seems to work mathematically.

For example, you might incorrectly write

111x2dx=[1x]11=11(11)=11=2.

This is untrue due to the essential discontinuity at x=0.

Examiner Tips and Tricks

Your first step should always be to write the improper integral as a limit of a definite integral. If you need to use a u-substitution when calculating the definite integral, then remember to change the limits of integration.

Worked Example

Evaluate 01x1x2dxor show that the integral diverges.

Answer:

The integrand is undefined when x=1

STEP 1
Write the improper integral as a limit by replacing the relevant limit of integration with a variable

01x1x2dx=limk10kx1x2dx

STEP 2
Evaluate the definite integral

01x1x2dx=limk10kx(1x2)12dx

Use the substitution u=1x2 and change the limits of integration

u=1x2dudx=2x    12du=xdxx=0    u=1x=k    u=1k2

01x1x2dx=limk111k212u12du=limk1[12·2u12]11k2=limk1[u]11k2

STEP 3
Find the value of the limit if it exists

01x1x2dx=limk1(1k2+1)=1

01x1x2dx=1

Summary of improper integrals

  • The general approach is to write an improper integral as the limit of a definite integral

  • The table below shows the relevant limit to use

Reason for the improper integral

Limit of a definite integral

The upper limit of integration is infinite

af(x)dx=limkakf(x)dx

The lower limit of integration is infinite

bf(x)dx=limhhbf(x)dx

Both limits of integration are infinite

f(x)dx=cf(x)dx+cf(x)dx=limhhcf(x)dx+limkckf(x)dx

For any value c

The integrand is unbounded at the upper limit of integration

abf(x)dx=limkbakf(x)dx

The integrand is unbounded at the lower limit of integration

abf(x)dx=limha+hbf(x)dx

The integrand is unbounded at a point c in the interval (a, b)

abf(x)dx=acf(x)dx+cbf(x)dx=limkcakf(x)dx+limhc+hbf(x)dx

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Dan Finlay

Author: Dan Finlay

Expertise: Portfolio Lead

Dan graduated from the University of Oxford with a First class degree in mathematics. As well as teaching maths for over 8 years, Dan has marked a range of exams for Edexcel, tutored students and taught A Level Accounting. Dan has a keen interest in statistics and probability and their real-life applications.

Mark Curtis

Reviewer: Mark Curtis

Expertise: Maths Content Creator

Mark graduated twice from the University of Oxford: once in 2009 with a First in Mathematics, then again in 2013 with a PhD (DPhil) in Mathematics. He has had nine successful years as a secondary school teacher, specialising in A-Level Further Maths and running extension classes for Oxbridge Maths applicants. Alongside his teaching, he has written five internal textbooks, introduced new spiralling school curriculums and trained other Maths teachers through outreach programmes.