Improper Integral

Introduction
An improper integral extends the concept of definite integrals to cases where the function or interval is
unbounded, making the traditional methods of integration inapplicable. These integrals arise in numerous
mathematical and physical contexts, providing tools for analyzing functions with infinite domains or
singularities

The concept of improper integrals extends the idea of definite integrals to handle functions or intervals that
fall outside the scope of standard calculus. Improper integrals arise in two primary cases: when the interval
of integration is infinite or when the function becomes unbounded within the interval. The main objective of
studying improper integrals is to evaluate such scenarios systematically and determine whether the resulting
values are finite (convergent) or infinite (divergent).

Key Objectives
1. Handling Infinite Intervals : One key objective of improper integrals is to address cases where the
integration extends over an infinite domain, such as:
2. Dealing with Singularities : Another objective is to handle cases where the function becomes undefined or
infinite at certain points. For example, the function may become unbounded as . Improper integrals provide a
framework for evaluating such integrals by approaching the singularity as a limit:

3. Convergence and Divergence : A central goal of improper integrals is to determine whether they converge
(result in a finite value) or diverge (result in infinity or an undefined value). This determination is essential in
both theoretical and applied contexts. Convergence provides a meaningful numerical result that can be applied
to solve real-world problems, while divergence indicates that the quantity in question grows indefinitely, often
prompting alternative models or methods.

The objective of improper integrals is to generalize integration to cases involving infinities or singularities,
enabling their use in a wide array of mathematical and real-world applications. By providing a systematic
framework to evaluate and interpret these scenarios, improper integrals help uncover finite results in otherwise
undefined contexts. This makes them a powerful tool in advanced calculus, with applications in science,
engineering, and beyond. Their study not only deepens our understanding of mathematical behavior but also
provides practical solutions to complex problems in various fields.
Types of improper
integral
Improper integrals extend the concept of definite integrals to cases where the function or the interval of
integration does not meet the usual criteria for integration. There are two main types of improper integrals
based on the nature of the problem:
1. Improper Integrals with Infinite Limits of Integration : This type deals with integrals where one or both of
the integration limits are infinite
a. Infinite Upper Limit : When the upper limit of integration is infinity:
b. Infinite Lower Limit : When the lower limit of integration is negative infinity:

c. Both Limits are Infinite : When both limits are infinite

2. Improper Integrals with Discontinuous Functions : This type occurs when
the function becomes unbounded or undefined (discontinuous) at one or
more points in the interval.
a. Discontinuity at a Boundary : When the function is unbounded at one
endpoint of the interval:
b. Discontinuity at an Interior Point : When the function becomes unbounded
at a point within the interval
 The primary objective of an improper integral is to determine whether it
converges (yields a finite value) or diverges (grows without bound). The
convergence or divergence of improper integrals depends on the behavior of
the integrand (the function being integrated) and the limits of integration.

There are several common tests used to determine whether an improper

integral converges or diverges. These tests are particularly useful for integrals
with infinite limits or integrals where the integrand becomes unbounded at
certain points.
1. Direct Comparison Test : The Comparison Test is a widely used method for
determining convergence. This test involves comparing the given improper
integral to another known integral whose convergence properties are already
understood.
For Infinite Limit : Suppose you have an improper integral of the form:
2. Limit Comparison Test : The Limit Comparison Test is a more refined version of
the Comparison Test and is used when the simpler comparison function is not
immediately obvious. It is used when you can find a function g(x) to compare
with, but the function f(x) and g(x) behave similarly as x-- .
Use of Improper integral in real life

Improper integrals are frequently used in physics and engineering,

particularly when dealing with fields that extend over infinite distances or
singularities in the integrand. One notable example is the calculation of the
electric field due to a point charge.
Example: Electric Field Due to a Point Charge
The electric field (E) produced by a point charge is given by Coulomb’s
law:

where k is Coulomb's constant, Q is the charge, and r is the distance from

the charge. However, to compute the total field around a distribution of
charges, you need to integrate over all space, taking into account the
contributions from all points.
In some cases, the charge distribution is spread out across a line, surface,
or volume, and the field at a specific point must be determined by
integrating the electric field contributions from each small element of
charge.
For example, if we want to compute the total electric field at a point
along the axis of a uniformly charged ring, we must integrate the
contributions from all infinitesimal elements of the ring, each at a
different distance from the observation point. Since the charge
distribution extends infinitely, the integration limits often stretch to
infinity, leading to an improper integral .
This improper integral takes the form :

Where is the radial distance between the source and the point
where the electric field is being calculated. This is an improper
integral because the limits of integration may approach infinity, and
the integrand can approach a singularity when .

Improper integrals enable the evaluation of fields in these

scenarios, accounting for contributions from infinitely many
points or from charges that extend to infinity. In quantum
mechanics, improper integrals are often used to compute
quantities such as potential energy in systems that exhibit infinite
ranges of interaction.
Improper integrals are essential tools in probability theory, especially when
dealing with continuous random variables that can take values over an
infinite range. One classic example is the calculation of the normal
distribution, which is used to model a wide range of natural Phenomena.
Example: Normal Distribution
The probability density function (PDF) of a continuous normal
distribution is given by:

where mew is the mean and new is the standard deviation. The total
probability under this curve must be equal to 1, and to ensure this, the
PDF must be normalized over the entire real line. To find the
normalization constant, we need to evaluate the integral:

Improper integrals are fundamental in calculating probabilities for continuous

random variables that can take on values over an infinite range. They are also used
to calculate expectations, variances, and higher moments of distributions, and in
the case of the normal distribution, they help define the properties of many
natural processes, such as measurement errors and stock market returns.
In signal processing, improper integrals are used to analyze signals in the
frequency domain, particularly through Fourier transforms. The Fourier
transform allows for the decomposition of a signal into its constituent
frequencies, which is critical in many applications such as communications,
audio processing, and image analysis.
Example: Fourier Transform of a Signal
The Fourier transform F(f)(w) of a function f(t) is defined as:

where is the angular frequency, and is the complex exponential function

that oscillates at the frequency . This transform is an improper integral
because the limits of integration extend from to . Many real-world signals,
such as electrical signals or sound waves, are infinite in duration, making the
use of improper integrals necessary.
Improper integrals in Fourier transforms allow for the analysis of signals that
are infinitely long or have an infinite number of frequency components. This is
critical in applications like audio compression, where it is important to analyze
and manipulate the frequency content of sound signals.
Improper integrals also arise in economics, particularly in models involving
continuous time or infinite horizons. These models are used to represent long-
term economic behaviors such as capital accumulation, consumption, and utility
maximization over infinite time periods.
Example: Present Value of an Infinite Income Stream :
In finance, the present value (PV) of a stream of payments that
continue indefinitely can be computed using improper integrals. Consider a
continuous income stream that generates income over time. The present value
of this income stream, discounted at a constant rate , is given by the integral:

where I(t) is the income at time t , and r is the discount rate. If the income
stream is constant (say,I(t)=Io ), the integral simplifies to:

This is an improper integral with an infinite upper limit, reflecting the fact
that the income stream extends indefinitely into the future.
 Improper integrals are critical in calculating the present value of future income
streams, especially when these streams last indefinitely. These calculations are
fundamental in fields like finance, economics, and environmental economics,
where future benefits or costs need to be discounted over an infinite horizon.

Use of Improper integral in

mathematics

Improper integrals are commonly used in the calculation of areas and volumes
where the region of integration is unbounded, either because of infinite limits or
integrands that have singularities. These types of problems arise in various fields
such as physics, engineering, and probability theory.
Example:
Consider the integral for finding the area under the curve of from
f(x)=1/x^2 to x=1 infinity
This is an improper integral because the upper limit is infinite. To evaluate it,
we rewrite the integral as a limit:

This is an improper integral because the upper limit is infinite. To evaluate it, we
rewrite the integral as a limit:
Improper integrals play a crucial role in determining the convergence or
divergence of infinite series and integrals. In particular, they are used to
establish whether certain series or integrals yield finite or infinite results,
which is essential in real analysis and calculus.
Example:
Consider the integral:

This is an improper integral because the upper limit is infinite. To evaluate it,
we rewrite the integral as a limit:
As approaches infinity, also approaches infinity, meaning the integral diverges.
This result is important because it shows that some integrals, like this one, do not
converge to a finite value, and improper integrals help in testing such
convergence.

Improper integrals are often used in physics and engineering to model situations
where quantities are either infinite or approach infinity. For instance, they can
model phenomena such as charge distributions, gravitational fields, and radiation
intensity, which may involve unbounded regions or singularities.
Example:
In electromagnetism, the electric field due to a point charge can be
expressed as an improper integral. For a point charge at the origin, the electric
field at a distance from the charge is given by Coulomb's law:
This integral involves an infinite range because the electric field extends to infinity.
The solution of such integrals helps in determining the behavior of the field over
large distances and calculating potential energy or work done in moving a charge
in an electric field.

Improper integrals are commonly used in probability theory, especially in cases

involving continuous probability distributions that extend over infinite intervals,
such as the normal distribution or Cauchy distribution. These integrals help in
finding expected values, variances, and probabilities.
Example:
The standard normal distribution has the probability density
function:

To find the probability that a random variable with this distribution lies
between negative infinity and positive infinity, we need to evaluate the integral
of the probability density function over this range:
 This is an improper integral with infinite limits. The result of this integral is
known to be 1, confirming that the total probability over all real numbers is 1, a
requirement for any valid probability distribution.

Summary :
The role of improper integrals is highly significant in the development of various
mathematical concepts. Also these integrals appear in numerous applications.
The study of properties and behaviour of the improper Integrals is imperative.
Special like Evaluating area and volume , probability theory etc. With the help of
improper integral that converge under specific conditions. These functions are
applicable in various branches of engineering and technology.