Integral Calculus 201-SN3-RE (201-NYB) • CEGEP, Montreal

Corrected exercises: definite and improper integrals, 201-SN3-RE (201-NYB)

This is the corrected exercise set on the definite integral and improper integrals for Integral Calculus, 201-SN3-RE (formerly 201-NYB), the second calculus course of CEGEP science programs. Part A builds the object: Riemann sums, first with four rectangles and then pushed to the exact limit, the Fundamental Theorem of Calculus in both directions (evaluating an integral with an antiderivative, differentiating an integral with a variable limit), the computation techniques with substitution and integration by parts, the geometric applications, the area between two curves that cross and the volume of revolution, and the trap of signed area versus geometric area, then additivity over intervals, inequalities and the Mean Value Theorem for Integrals (exercise 4) and the study of an antiderivative read off the graph of the function (exercise 5). Part B opens up the limits of integration: improper integrals over an infinite interval and with a singular endpoint, the p-test in its two mirror versions, Gabriel's horn, which can be filled but not painted, the comparison tests at exam level, a probability distribution with no mean (exercise 9) and doubly improper integrals, where symmetry lies (exercise 10).

Exercise 0.1 opens the set with ten improper integrals to compute directly, as in textbook drill lists: infinite limits of integration such as ∫2∞dxx3\int_{2}^{\infty}\frac{dx}{x^{3}}, ∫−∞0e3x dx\int_{-\infty}^{0}e^{3x}\,dx and ∫−∞∞dxx2+4\int_{-\infty}^{\infty}\frac{dx}{x^{2}+4}, vertical asymptotes at an endpoint such as ∫04dx4−x\int_{0}^{4}\frac{dx}{\sqrt{4-x}}, substitutions such as ∫e∞dxx(ln⁡x)2\int_{e}^{\infty}\frac{dx}{x(\ln x)^{2}}, two divergent integrals and one singularity inside the interval, each with its value to find or its divergence to establish, checked as you type.

Part C goes through the classics: the Fundamental Theorem at work on limits and equations (exercise 11), the Laplace transform as a family of improper integrals with a parameter (exercise 12), the Limit Comparison Test (exercise 13), the present value of a perpetuity (exercise 14) and the energy dissipated while a capacitor discharges (exercise 15).

The reflex to keep throughout: an improper integral is NEVER a direct computation, it is always a limit. Writing the infinite or singular endpoint without going through lim⁡b→∞\lim_{b\to\infty} or lim⁡a→0+\lim_{a\to 0^{+}} is the error that costs the most marks in the chapter, and it is the one that produces absurdities such as a negative area under a positive curve (exercise 7).

16 corrected exercises • 160 points • 225 minutes

This chapter is part of 201-SN3-RE, every chapter with its set and sheet Before you start Revision sheet: the traps and the method for this chapter

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Course recap

  • • Riemann sum on [a,b][a,b] with nn rectangles: Δx=b−an\Delta x=\frac{b-a}{n}, ∑i=1nf(xi)Δx\sum_{i=1}^{n}f(x_{i})\Delta x. For an increasing ff, the left sum underestimates and the right sum overestimates: together they bound the integral. Useful formulas: ∑i=n(n+1)2\sum i=\frac{n(n+1)}{2}, ∑i2=n(n+1)(2n+1)6\sum i^{2}=\frac{n(n+1)(2n+1)}{6}.
  • • Fundamental Theorem, part 1: if F′=fF'=f, then ∫abf(x) dx=F(b)−F(a)\int_{a}^{b}f(x)\,dx=F(b)-F(a). Part 2: ddx∫axf(t) dt=f(x)\frac{d}{dx}\int_{a}^{x}f(t)\,dt=f(x), and with a composite limit ddx∫au(x)f(t) dt=f(u(x)) u′(x)\frac{d}{dx}\int_{a}^{u(x)}f(t)\,dt=f(u(x))\,u'(x).
  • • Properties that spare you a computation: an ODD function on [−a,a][-a,a] has integral zero; an even one gives twice the integral over [0,a][0,a]. Average value of ff on [a,b][a,b]: fˉ=1b−a∫abf\bar{f}=\frac{1}{b-a}\int_{a}^{b}f.
  • • Area between two curves: ∫ab(ftop−fbottom) dx\int_{a}^{b}(f_{\text{top}}-f_{\text{bottom}})\,dx, splitting the interval at every crossing. Volume of revolution about the xx-axis (disks): V=π∫ab[f(x)]2dxV=\pi\int_{a}^{b}[f(x)]^{2}dx.
  • • Improper integral: a LIMIT. Type I: ∫a∞f=lim⁡b→∞∫abf\int_{a}^{\infty}f=\lim_{b\to\infty}\int_{a}^{b}f. Type II (singularity at aa): lim⁡c→a+∫cbf\lim_{c\to a^{+}}\int_{c}^{b}f. The pp-test: ∫1∞dxxp\int_{1}^{\infty}\frac{dx}{x^{p}} converges if p>1p>1; ∫01dxxp\int_{0}^{1}\frac{dx}{x^{p}} converges if p<1p<1: the two tests are mirror images.
  • • Comparison (0≤f≤g0\le f\le g): if ∫g\int g converges, ∫f\int f converges; if ∫f\int f diverges, ∫g\int g diverges. Compare with the dominant behaviour: polynomials by their highest degree, and e−xe^{-x} crushes any power.

Calculations: improper integrals to evaluate

Exercise 0.1: Evaluate an improper integral or show that it diverges: ten direct calculations

For each improper integral, replace the troublesome limit of integration by a limit, compute the integral over the bounded interval, then take the limit: give the value if the integral converges, or say how it diverges.

Three moves, always in the same order: locate the troublesome endpoint, infinite or where the function is unbounded, and split the interval in two if it lies INSIDE it; write the limit, lim⁡b→∞∫ab\lim\limits_{b\to\infty}\int_{a}^{b} or lim⁡a→c+∫ad\lim\limits_{a\to c^{+}}\int_{a}^{d}; find the antiderivative, then compute the limit. The integral converges if and only if EACH limit is finite.

  • a) ∫2∞dxx3\int_{2}^{\infty}\frac{dx}{x^{3}}
  • b) ∫−∞0e3x dx\int_{-\infty}^{0}e^{3x}\,dx
  • c) ∫01dxx3\int_{0}^{1}\frac{dx}{\sqrt[3]{x}}
  • d) ∫04dx4−x\int_{0}^{4}\frac{dx}{\sqrt{4-x}}
  • e) ∫23dx(x−2)2\int_{2}^{3}\frac{dx}{(x-2)^{2}}
  • f) ∫0∞xe−x2 dx\int_{0}^{\infty}xe^{-x^{2}}\,dx
  • g) ∫−∞∞dxx2+4\int_{-\infty}^{\infty}\frac{dx}{x^{2}+4}
  • h) ∫1∞ln⁡xx dx\int_{1}^{\infty}\frac{\ln x}{x}\,dx
  • i) ∫e∞dxx(ln⁡x)2\int_{e}^{\infty}\frac{dx}{x(\ln x)^{2}}
  • j) ∫−11dxx23\int_{-1}^{1}\frac{dx}{\sqrt[3]{x^{2}}}

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  • a) Converges: 18\frac{1}{8}
  • b) Converges: 13\frac{1}{3}
  • c) Converges: 32\frac{3}{2}
  • d) Converges: 44
  • e) Diverges to +∞+\infty
  • f) Converges: 12\frac{1}{2}
  • g) Converges: π2≈1.571\frac{\pi}{2}\approx 1.571
  • h) Diverges to +∞+\infty
  • i) Converges: 11
  • j) Converges: 3+3=63+3=6

The move that decides everything: write the LIMIT before the antiderivative. An infinite limit of integration or a vertical asymptote is never replaced by a value; integrate up to bb, then let bb tend to its limit. And a singularity hidden inside the interval forces you to split it.

a)

∫2∞dxx3=lim⁡b→∞[−12x2]2b=lim⁡b→∞(−12b2+18)=18\int_{2}^{\infty}\frac{dx}{x^{3}}=\lim\limits_{b\to\infty}\left[-\frac{1}{2x^{2}}\right]_{2}^{b}=\lim\limits_{b\to\infty}\left(-\frac{1}{2b^{2}}+\frac{1}{8}\right)=\frac{1}{8}. Converges, as the pp-test predicts with p=3>1p=3>1.

b)

∫−∞0e3x dx=lim⁡a→−∞[e3x3]a0=lim⁡a→−∞(13−e3a3)=13\int_{-\infty}^{0}e^{3x}\,dx=\lim\limits_{a\to-\infty}\left[\frac{e^{3x}}{3}\right]_{a}^{0}=\lim\limits_{a\to-\infty}\left(\frac{1}{3}-\frac{e^{3a}}{3}\right)=\frac{1}{3}, since e3a→0e^{3a}\to 0 as a→−∞a\to-\infty. Pitfall: forgetting the factor 13\frac{1}{3} in the antiderivative.

c)

The function is unbounded near 00. ∫01x−1/3 dx=lim⁡a→0+[32x2/3]a1=32−lim⁡a→0+32a2/3=32\int_{0}^{1}x^{-1/3}\,dx=\lim\limits_{a\to 0^{+}}\left[\frac{3}{2}x^{2/3}\right]_{a}^{1}=\frac{3}{2}-\lim\limits_{a\to 0^{+}}\frac{3}{2}a^{2/3}=\frac{3}{2}. Converges: at the endpoint 00, p=13<1p=\frac{1}{3}<1. Pitfall: the antiderivative of x−1/3x^{-1/3} divides by 23\frac{2}{3}, so it multiplies by 32\frac{3}{2}.

d)

The singularity is at the endpoint 44. ∫04(4−x)−1/2 dx=lim⁡b→4−[−24−x]0b=lim⁡b→4−(−24−b)+24=0+4=4\int_{0}^{4}(4-x)^{-1/2}\,dx=\lim\limits_{b\to 4^{-}}\left[-2\sqrt{4-x}\right]_{0}^{b}=\lim\limits_{b\to 4^{-}}\left(-2\sqrt{4-b}\right)+2\sqrt{4}=0+4=4. Pitfall: the minus sign in the antiderivative, which comes from the derivative −1-1 of 4−x4-x.

e)

The singularity is at the endpoint 22. ∫23dx(x−2)2=lim⁡a→2+[−1x−2]a3=lim⁡a→2+(−1+1a−2)=+∞\int_{2}^{3}\frac{dx}{(x-2)^{2}}=\lim\limits_{a\to 2^{+}}\left[-\frac{1}{x-2}\right]_{a}^{3}=\lim\limits_{a\to 2^{+}}\left(-1+\frac{1}{a-2}\right)=+\infty: the integral diverges to +∞+\infty. This is the pp-test at a finite endpoint, with p=2≥1p=2\ge 1. Pitfall: evaluating the antiderivative at 22 as if nothing were wrong.

f)

Substitution u=x2u=x^{2}, du=2x dxdu=2x\,dx: an antiderivative is −12e−x2-\frac{1}{2}e^{-x^{2}}. ∫0∞xe−x2 dx=lim⁡b→∞[−12e−x2]0b=lim⁡b→∞(−12e−b2)+12=12\int_{0}^{\infty}xe^{-x^{2}}\,dx=\lim\limits_{b\to\infty}\left[-\frac{1}{2}e^{-x^{2}}\right]_{0}^{b}=\lim\limits_{b\to\infty}\left(-\frac{1}{2}e^{-b^{2}}\right)+\frac{1}{2}=\frac{1}{2}.

g)

Two infinite limits: split at 00. An antiderivative is 12arctan⁡x2\frac{1}{2}\arctan\frac{x}{2}. ∫0∞dxx2+4=lim⁡b→∞12arctan⁡b2=12⋅π2=π4\int_{0}^{\infty}\frac{dx}{x^{2}+4}=\lim\limits_{b\to\infty}\frac{1}{2}\arctan\frac{b}{2}=\frac{1}{2}\cdot\frac{\pi}{2}=\frac{\pi}{4}, and likewise ∫−∞0dxx2+4=π4\int_{-\infty}^{0}\frac{dx}{x^{2}+4}=\frac{\pi}{4}. Both halves converge, so the integral equals π2≈1.571\frac{\pi}{2}\approx 1.571. Pitfall: the antiderivative arctan⁡x\arctan x, which only fits 1x2+1\frac{1}{x^{2}+1} and would give π\pi.

h)

Substitution u=ln⁡xu=\ln x: an antiderivative is (ln⁡x)22\frac{(\ln x)^{2}}{2}. ∫1∞ln⁡xx dx=lim⁡b→∞(ln⁡b)22=+∞\int_{1}^{\infty}\frac{\ln x}{x}\,dx=\lim\limits_{b\to\infty}\frac{(\ln b)^{2}}{2}=+\infty: the integral diverges to +∞+\infty. Comparison already said so: ln⁡xx≥1x\frac{\ln x}{x}\ge\frac{1}{x} as soon as x≥ex\ge e.

i)

Substitution u=ln⁡xu=\ln x, du=dxxdu=\frac{dx}{x}: ∫dxx(ln⁡x)2=−1ln⁡x\int\frac{dx}{x(\ln x)^{2}}=-\frac{1}{\ln x}. ∫e∞dxx(ln⁡x)2=lim⁡b→∞(−1ln⁡b)+1ln⁡e=0+1=1\int_{e}^{\infty}\frac{dx}{x(\ln x)^{2}}=\lim\limits_{b\to\infty}\left(-\frac{1}{\ln b}\right)+\frac{1}{\ln e}=0+1=1. Converges, whereas ∫e∞dxxln⁡x\int_{e}^{\infty}\frac{dx}{x\ln x} diverges: the square changes everything.

j)

The function is unbounded at 00, INSIDE [−1,1][-1, 1]: split there. An antiderivative is 3x33\sqrt[3]{x}. ∫01=lim⁡a→0+(3−3a3)=3\int_{0}^{1}=\lim\limits_{a\to 0^{+}}\left(3-3\sqrt[3]{a}\right)=3 and ∫−10=lim⁡b→0−3b3−3−13=0+3=3\int_{-1}^{0}=\lim\limits_{b\to 0^{-}}3\sqrt[3]{b}-3\sqrt[3]{-1}=0+3=3. Both pieces converge, so the integral equals 66. Pitfall: computing [3x3]−11\left[3\sqrt[3]{x}\right]_{-1}^{1} without splitting; here the number comes out right by luck, but the same mistake on 1x2\frac{1}{x^{2}} gives a negative area.

Check: before any computation, the pp-test predicts the behaviour of parts a), c), e) and j), and comparison that of h). The integral of a POSITIVE function can only be a positive number or +∞+\infty: a negative result always signals a singularity crossed without a limit.

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Part A: The definite integral (/50)

Exercise 1: Riemann sums and the Fundamental Theorem

We study ∫04x2 dx\int_{0}^{4}x^{2}\,dx. The figure shows the parabola and the four rectangles of the right Riemann sum.

1234246810121416
  • a) Compute the right Riemann sum shown in the figure (n=4n=4, Δx=1\Delta x=1), then the left sum. Show that they bound the integral and explain why.
  • b) Write the right Riemann sum for an arbitrary number nn of rectangles and compute its limit as n→∞n\to\infty using ∑i2=n(n+1)(2n+1)6\sum i^{2}=\frac{n(n+1)(2n+1)}{6}.
  • c) Recover the result in ten seconds with the Fundamental Theorem of Calculus, stating precisely the theorem you use.
  • d) The theorem's other direction: differentiate g(x)=∫0xcos⁡(t2) dtg(x)=\int_{0}^{x}\cos(t^{2})\,dt, then h(x)=∫0x2cos⁡(t2) dth(x)=\int_{0}^{x^{2}}\cos(t^{2})\,dt. Why is this direction of the theorem so valuable when the antiderivative has no formula?

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  • a) SR=30S_{R}=30, SL=14S_{L}=14: a bound because ff is increasing
  • b) Sn=646⋅(n+1)(2n+1)n2→643S_{n}=\frac{64}{6}\cdot\frac{(n+1)(2n+1)}{n^{2}}\to\frac{64}{3}
  • c) [x33]04=643\left[\frac{x^{3}}{3}\right]_{0}^{4}=\frac{64}{3}
  • d) g′(x)=cos⁡(x2)g'(x)=\cos(x^{2}), h′(x)=2xcos⁡(x4)h'(x)=2x\cos(x^{4})
a)

On the right, the heights are f(1),f(2),f(3),f(4)=1,4,9,16f(1),f(2),f(3),f(4)=1, 4, 9, 16: SR=(1+4+9+16)(1)=30S_{R}=(1+4+9+16)(1)=30. On the left: f(0),f(1),f(2),f(3)f(0),f(1),f(2),f(3): SL=(0+1+4+9)(1)=14S_{L}=(0+1+4+9)(1)=14. Since x2x^{2} is INCREASING on [0,4][0, 4], each left rectangle stays under the curve and each right rectangle sticks out above it: 14≤∫04x2dx≤3014\le\int_{0}^{4}x^{2}dx\le 30. The bound is crude (Δx\Delta x is too large), but it is certain.

b)

With Δx=4n\Delta x=\frac{4}{n} and xi=4inx_{i}=\frac{4i}{n}: Sn=∑i=1n(4in)24n=64n3∑i=1ni2=64n3⋅n(n+1)(2n+1)6=646⋅(n+1)(2n+1)n2S_{n}=\sum_{i=1}^{n}\left(\frac{4i}{n}\right)^{2}\frac{4}{n}=\frac{64}{n^{3}}\sum_{i=1}^{n}i^{2}=\frac{64}{n^{3}}\cdot\frac{n(n+1)(2n+1)}{6}=\frac{64}{6}\cdot\frac{(n+1)(2n+1)}{n^{2}}. As n→∞n\to\infty, (n+1)(2n+1)n2→2\frac{(n+1)(2n+1)}{n^{2}}\to 2: Sn→64×26=643≈21.33S_{n}\to\frac{64\times 2}{6}=\frac{64}{3}\approx 21.33. The exact value does fall between 14 and 30.

c)

Fundamental Theorem (evaluation part): if F′=fF'=f on [a,b][a,b], then ∫abf=F(b)−F(a)\int_{a}^{b}f=F(b)-F(a). Here F(x)=x33F(x)=\frac{x^{3}}{3}: ∫04x2dx=643−0=643\int_{0}^{4}x^{2}dx=\frac{64}{3}-0=\frac{64}{3}. All the work of the limit in b) is packed once and for all into the theorem: it is THE bridge between derivative and area, and the very reason antiderivatives exist.

d)

Other direction: g′(x)=cos⁡(x2)g'(x)=\cos(x^{2}), directly, without looking for an antiderivative. For hh, the limit is composite: chain rule, h′(x)=cos⁡((x2)2)⋅2x=2xcos⁡(x4)h'(x)=\cos((x^{2})^{2})\cdot 2x=2x\cos(x^{4}). Yet cos⁡(t2)\cos(t^{2}) has NO antiderivative expressible with the usual functions (a Fresnel integral): the theorem still lets you differentiate, study the variations and sketch gg. An integral with a variable limit BUILDS new functions, and the theorem says how they vary.

Exercise 2: Computations and properties: substitution, integration by parts and symmetry

Four independent integrals, each chosen for one technique or one property.

  • a) Compute ∫14(3x+1x2)dx\int_{1}^{4}\left(3\sqrt{x}+\frac{1}{x^{2}}\right)dx (basic antiderivatives).
  • b) Compute ∫02xex2dx\int_{0}^{2}xe^{x^{2}}dx by substitution, changing the limits of integration AS WELL.
  • c) Compute ∫1exln⁡x dx\int_{1}^{e}x\ln x\,dx by integration by parts, justifying the choice of uu and dvdv.
  • d) Without finding an antiderivative: evaluate ∫−22x3x2+1 dx\int_{-2}^{2}x^{3}\sqrt{x^{2}+1}\,dx, then the average value of sin⁡x\sin x on [0,π][0,\pi]. Interpret this average.

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  • a) 594=14.75\frac{59}{4}=14.75
  • b) e4−12≈26.80\frac{e^{4}-1}{2}\approx 26.80
  • c) e2+14≈2.10\frac{e^{2}+1}{4}\approx 2.10
  • d) 00 by oddness; average 2π≈0.637\frac{2}{\pi}\approx 0.637
a)

Antiderivatives: 3x=3x1/23\sqrt{x}=3x^{1/2} gives 2x3/22x^{3/2}, and 1x2=x−2\frac{1}{x^{2}}=x^{-2} gives −1x-\frac{1}{x}. So [2x3/2−1x]14=(16−14)−(2−1)=15.75−1=594=14.75\left[2x^{3/2}-\frac{1}{x}\right]_{1}^{4}=\left(16-\frac{1}{4}\right)-(2-1)=15.75-1=\frac{59}{4}=14.75.

b)

u=x2u=x^{2}, du=2x dxdu=2x\,dx: the x dxx\,dx on top is exactly du2\frac{du}{2}. Limits: x=0⇒u=0x=0\Rightarrow u=0, x=2⇒u=4x=2\Rightarrow u=4. ∫02xex2dx=12∫04eudu=e4−12≈26.80\int_{0}^{2}xe^{x^{2}}dx=\frac{1}{2}\int_{0}^{4}e^{u}du=\frac{e^{4}-1}{2}\approx 26.80. Changing the limits together with the variable avoids going back to xx: shorter, and fewer errors.

c)

By parts: ∫u dv=uv−∫v du\int u\,dv=uv-\int v\,du. DIFFERENTIATE what simplifies and INTEGRATE what you know how to integrate: u=ln⁡xu=\ln x (its derivative 1x\frac{1}{x} kills the logarithm), dv=x dxdv=x\,dx, v=x22v=\frac{x^{2}}{2}. ∫1exln⁡x dx=[x22ln⁡x]1e−∫1ex2dx=e22−[x24]1e=e22−e2−14=e2+14≈2.10\int_{1}^{e}x\ln x\,dx=\left[\frac{x^{2}}{2}\ln x\right]_{1}^{e}-\int_{1}^{e}\frac{x}{2}dx=\frac{e^{2}}{2}-\left[\frac{x^{2}}{4}\right]_{1}^{e}=\frac{e^{2}}{2}-\frac{e^{2}-1}{4}=\frac{e^{2}+1}{4}\approx 2.10.

d)

x3x2+1x^{3}\sqrt{x^{2}+1} is ODD (an odd function times an even one) and the interval [−2,2][-2, 2] is symmetric: the integral is 0, each area on the right being cancelled by its opposite on the left. No computation, and the antiderivative would have been painful. Average value: fˉ=1π∫0πsin⁡x dx=1π[−cos⁡x]0π=2π≈0.637\bar{f}=\frac{1}{\pi}\int_{0}^{\pi}\sin x\,dx=\frac{1}{\pi}[-\cos x]_{0}^{\pi}=\frac{2}{\pi}\approx 0.637. Interpretation: the rectangle with base π\pi and height 2π\frac{2}{\pi} has exactly the same area as the arch of the sine curve; this is also why the rectified average voltage of a sinusoidal signal is 2π\frac{2}{\pi} of its amplitude.

Exercise 3: Areas and volumes: the geometry of the integral

The figure shows the parabola y=x2y=x^{2} and the line y=x+2y=x+2, which enclose a bounded region.

-2-1123-11234567y = x²y = x + 2
  • a) Find the points of intersection of the two curves, then compute the area of the region between them.
  • b) Compute the area between y=sin⁡xy=\sin x and y=cos⁡xy=\cos x on [0,π2][0,\frac{\pi}{2}]. What precaution does this computation require?
  • c) The region under y=xy=\sqrt{x} on [0,4][0, 4] is rotated about the xx-axis. Compute the volume of the resulting solid by the disk method.
  • d) Compare ∫02πsin⁡x dx\int_{0}^{2\pi}\sin x\,dx with the AREA between the sine curve and the axis on [0,2π][0, 2\pi]. Why do the two answers differ, and which one does an exam want when it says “area”?

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  • a) Intersections at x=−1x=-1 and x=2x=2; area 92\frac{9}{2}
  • b) Split at π4\frac{\pi}{4}: 22−2≈0.832\sqrt{2}-2\approx 0.83
  • c) 8π8\pi
  • d) Integral 00, area 44
a)

x2=x+2  ⟺  x2−x−2=0  ⟺  (x−2)(x+1)=0x^{2}=x+2\iff x^{2}-x-2=0\iff(x-2)(x+1)=0: intersections at (−1,1)(-1, 1) and (2,4)(2, 4), as in the figure. Between them, the line is on top: A=∫−12(x+2−x2)dx=[x22+2x−x33]−12=103−(−76)=276=92=4.5A=\int_{-1}^{2}(x+2-x^{2})dx=\left[\frac{x^{2}}{2}+2x-\frac{x^{3}}{3}\right]_{-1}^{2}=\frac{10}{3}-\left(-\frac{7}{6}\right)=\frac{27}{6}=\frac{9}{2}=4.5.

b)

The curves CROSS at x=π4x=\frac{\pi}{4} (where tan⁡x=1\tan x=1): you must split there, otherwise the two pieces cancel each other. ∫0π/4(cos⁡x−sin⁡x)dx=[sin⁡x+cos⁡x]0π/4=2−1\int_{0}^{\pi/4}(\cos x-\sin x)dx=[\sin x+\cos x]_{0}^{\pi/4}=\sqrt{2}-1, and by symmetry the second piece is also 2−1\sqrt{2}-1. Total area: 22−2≈0.832\sqrt{2}-2\approx 0.83. Reflex: always look for the crossings BEFORE integrating a difference.

c)

Each slice perpendicular to the axis is a disk of radius x\sqrt{x}: V=π∫04(x)2dx=π∫04x dx=π⋅8=8π≈25.1V=\pi\int_{0}^{4}(\sqrt{x})^{2}dx=\pi\int_{0}^{4}x\,dx=\pi\cdot 8=8\pi\approx 25.1. Squaring the radius removes the root: paraboloids are the most cooperative solids of the disk method.

d)

∫02πsin⁡x dx=[−cos⁡x]02π=0\int_{0}^{2\pi}\sin x\,dx=[-\cos x]_{0}^{2\pi}=0: the positive arch and the negative arch cancel exactly, this is the SIGNED area. The GEOMETRIC area counts everything as positive: ∫02π∣sin⁡x∣dx=2∫0πsin⁡x dx=4\int_{0}^{2\pi}|\sin x|dx=2\int_{0}^{\pi}\sin x\,dx=4. When the question says “area of the region”, it always means the geometric one: split at the zeros of the function and add absolute values. Mixing the two up is the most common area error of the course.

Exercise 4: Bounding without computing: additivity, inequalities and the Mean Value Theorem for Integrals

The definite integral is an OPERATOR before it is a computation: it obeys rules for splitting and comparing that often give the answer without a single antiderivative appearing. You still have to know which rules exist, and which do not.

  • a) You are given ∫03f=7\int_{0}^{3}f=7 and ∫05f=4\int_{0}^{5}f=4. Deduce ∫35f\int_{3}^{5}f, ∫50f\int_{5}^{0}f and ∫33f\int_{3}^{3}f, then ∫05(2f(x)+1)dx\int_{0}^{5}\left(2f(x)+1\right)dx. Justify each step by the property used.
  • b) Without computing the integral, prove that 2≤∫021+x3 dx≤62\le\int_{0}^{2}\sqrt{1+x^{3}}\,dx\le 6. Which property does the bound rest on, and why does the function not need a known antiderivative?
  • c) Prove that ∣∫abf∣≤∫ab∣f∣\left|\int_{a}^{b}f\right|\le\int_{a}^{b}|f| from the inequality −∣f∣≤f≤∣f∣-|f|\le f\le|f|, then give an example where the inequality is STRICT. Finally, a student writes ∫01x⋅x dx=(∫01x dx)2\int_{0}^{1}x\cdot x\,dx=\left(\int_{0}^{1}x\,dx\right)^{2}: refute it by computation.
  • d) State the Mean Value Theorem for Integrals, then find the explicit cc for f(x)=x2f(x)=x^{2} on [0,3][0, 3]. Is this cc the midpoint of the interval? Finally, show that the theorem FAILS without continuity, using the function equal to 0 on [0,1)[0, 1) and to 1 on [1,2][1, 2].

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  • a) −3-3, −4-4, 00 and 1313
  • b) 1≤1+x3≤31\leq\sqrt{1+x^{3}}\leq 3 over a width of 22
  • c) 13≠14\frac{1}{3}\neq\frac{1}{4}: no product rule
  • d) c=3c=\sqrt{3}, not the midpoint; the step never reaches 12\frac{1}{2}
a)

Additivity over intervals: ∫05=∫03+∫35\int_{0}^{5}=\int_{0}^{3}+\int_{3}^{5}, so ∫35f=4−7=−3\int_{3}^{5}f=4-7=-3. The negative sign is no surprise: on [3,5][3, 5] the function clearly dips below the axis. Orientation: swapping the limits changes the sign, ∫50f=−∫05f=−4\int_{5}^{0}f=-\int_{0}^{5}f=-4. Equal limits: ∫33f=0\int_{3}^{3}f=0, an interval of zero width accumulates nothing. Linearity: ∫05(2f+1)=2∫05f+∫051 dx=2(4)+5=13\int_{0}^{5}(2f+1)=2\int_{0}^{5}f+\int_{0}^{5}1\,dx=2(4)+5=13, the second term being the area of the rectangle of height 1 and base 5.

b)

Monotonicity property: if m≤f≤Mm\le f\le M on [a,b][a,b], then m(b−a)≤∫abf≤M(b−a)m(b-a)\le\int_{a}^{b}f\le M(b-a), because integration preserves inequalities. On [0,2][0, 2], x3x^{3} goes from 0 to 8, so 1≤1+x3≤91\le 1+x^{3}\le 9, and since the square root is increasing, 1≤1+x3≤31\le\sqrt{1+x^{3}}\le 3. Multiplying by the width b−a=2b-a=2: 2≤∫021+x3 dx≤62\le\int_{0}^{2}\sqrt{1+x^{3}}\,dx\le 6. The actual value is about 3.243.24: the bound is correct, though wide. Nothing required an antiderivative, and that is the whole point: 1+x3\sqrt{1+x^{3}} has no elementary one, yet we already know where its integral lies.

c)

From −∣f∣≤f≤∣f∣-|f|\le f\le|f| and the monotonicity of the integral: −∫ab∣f∣≤∫abf≤∫ab∣f∣-\int_{a}^{b}|f|\le\int_{a}^{b}f\le\int_{a}^{b}|f|, which is exactly ∣∫f∣≤∫∣f∣\left|\int f\right|\le\int|f|. Strict case: f=sin⁡f=\sin on [0,2π][0, 2\pi] gives ∣∫02πsin⁡x dx∣=0\left|\int_{0}^{2\pi}\sin x\,dx\right|=0 whereas ∫02π∣sin⁡x∣dx=4\int_{0}^{2\pi}|\sin x|dx=4. Cancellation of signs is precisely what the absolute value forbids: 0<40<4. Refuting the product: ∫01x2dx=13\int_{0}^{1}x^{2}dx=\frac{1}{3}, while (∫01x dx)2=(12)2=14\left(\int_{0}^{1}x\,dx\right)^{2}=\left(\frac{1}{2}\right)^{2}=\frac{1}{4}. Since 13≠14\frac{1}{3}\ne\frac{1}{4}, the integral of a product is NOT the product of the integrals. The integral is linear, not multiplicative, and that is exactly why integration by parts exists.

d)

Mean Value Theorem for Integrals: if ff is CONTINUOUS on [a,b][a,b], there exists c∈[a,b]c\in[a,b] such that f(c)=1b−a∫abff(c)=\frac{1}{b-a}\int_{a}^{b}f; in other words the function reaches its own average value at least once. Here 13∫03x2dx=13⋅9=3\frac{1}{3}\int_{0}^{3}x^{2}dx=\frac{1}{3}\cdot 9=3, so c2=3c^{2}=3 and c=3≈1.73c=\sqrt{3}\approx 1.73, well inside [0,3][0, 3]. It is NOT the midpoint: f(1.5)=2.25≠3f(1.5)=2.25\ne 3. The average of a convex function is pulled upward by the fast growth on the right, so cc lies to the right of the midpoint. Without continuity, everything collapses: the step function equals 0 on [0,1)[0, 1) and 1 on [1,2][1, 2], its integral over [0,2][0, 2] is 1 and its average 12\frac{1}{2}, but it ONLY takes the values 0 and 1, never 12\frac{1}{2}. The Intermediate Value Theorem secretly powers the Mean Value Theorem for Integrals: remove continuity and nothing is left.

Exercise 5: Reading accumulated area: studying an antiderivative from the graph of the function

The figure gives the graph of a piecewise linear function ff on [0,8][0, 8]. Let F(x)=∫0xf(t) dtF(x)=\int_{0}^{x}f(t)\,dt: the area accumulated from 0, counted positively above the axis and negatively below it. The whole study of FF can be read from this picture, with no formula for ff.

12345678-3-2-112345y = f(x)+−
  • a) Compute F(2)F(2), F(4)F(4), F(6)F(6) and F(8)F(8) from elementary geometric areas. Why is F(8)<F(4)F(8)<F(4), even though the function ff keeps existing after 4?
  • b) Find the intervals on which FF increases and decreases, and locate its maximum on [0,8][0, 8]. A student answers that FF is largest where ff is largest, so at x=2x=2: correct this and explain the confusion.
  • c) Study the concavity of FF and give its inflection points. Careful: at x=4x=4 the slope of ff changes from −2-2 to −1-1; is there an inflection point there?
  • d) Let G(x)=∫2xf(t) dtG(x)=\int_{2}^{x}f(t)\,dt. Compute G(0)G(0) and G(8)G(8), then compare the graphs of FF and GG. What does this comparison say about the constant of integration, and why do FF and GG have exactly the same variations?

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  • a) F(2)=4F(2)=4, F(4)=8F(4)=8, F(6)=6F(6)=6, F(8)=4F(8)=4
  • b) FF increases on [0,4][0, 4], decreases on [4,8][4, 8]; maximum 88 at x=4x=4
  • c) Inflection points at 22 and 66, not at 44
  • d) G=F−4G=F-4: G(0)=−4G(0)=-4, G(8)=0G(8)=0
a)

Each piece is a triangle. On [0,2][0, 2]: a triangle with base 2 and height 4, area 2×42=4\frac{2\times 4}{2}=4, so F(2)=4F(2)=4. On [2,4][2, 4]: the same triangle flipped, area 4, still above the axis, so F(4)=4+4=8F(4)=4+4=8. On [4,6][4, 6]: a triangle BELOW the axis, base 2, height 2, area 2 counted negatively: F(6)=8−2=6F(6)=8-2=6. On [6,8][6, 8]: another −2-2, so F(8)=4F(8)=4. We do have F(8)<F(4)F(8)<F(4) because FF does not accumulate quantity, it accumulates SIGNED area: after x=4x=4, ff is negative and each new slice SUBTRACTS area from the total. An account whose deposit rate turns negative keeps existing; it empties.

b)

The Fundamental Theorem gives F′=fF'=f: the sign of ff drives the variations of FF. Now f>0f>0 on (0,4)(0, 4) and f<0f<0 on (4,8)(4, 8). So FF INCREASES on [0,4][0, 4] and DECREASES on [4,8][4, 8], with a maximum at x=4x=4, of value F(4)=8F(4)=8. The student's confusion is reading the graph as if it were FF: what is drawn is ff, that is, the DERIVATIVE of FF. At x=2x=2, ff reaches its maximum, which means FF is increasing FASTEST there, not that it is highest. FF peaks where its derivative is zero and changes sign, so at x=4x=4, exactly when ff crosses the axis from positive to negative.

c)

F′′=f′F''=f', that is, the SLOPE of the given graph. The slopes are successively +2+2 on [0,2][0, 2], −2-2 on [2,4][2, 4], −1-1 on [4,6][4, 6], +1+1 on [6,8][6, 8]. So FF is concave up on [0,2][0, 2], concave down on [2,6][2, 6], concave up on [6,8][6, 8]. The inflection points are at x=2x=2 and x=6x=6, where the slope of ff CHANGES SIGN. At x=4x=4, the slope goes from −2-2 to −1-1: it changes value but stays negative, so F′′F'' stays negative and the concavity does not change. No inflection point at 4. The trap is a classic: what counts is the sign of f′f', never the mere fact that a slope changes. Note how the roles are shared: the zeros of ff give the extrema of FF, the extrema of ff give the inflection points of FF.

d)

G(0)=∫20f=−∫02f=−4G(0)=\int_{2}^{0}f=-\int_{0}^{2}f=-4. G(8)=∫28f=F(8)−F(2)=4−4=0G(8)=\int_{2}^{8}f=F(8)-F(2)=4-4=0. In general G(x)=F(x)−F(2)=F(x)−4G(x)=F(x)-F(2)=F(x)-4: the two functions differ by a CONSTANT, and their graphs are vertical translates of each other by 4 units. That is exactly what the constant of integration means: changing the lower limit of an integral with a variable upper limit only changes the reference level, the point where the accumulation is declared to be zero. Since G′=F′=fG'=F'=f, the two functions have the same variations, the same concavity, the same maximum at x=4x=4 and the same inflection points at 2 and 6. A vertical translation moves no critical point: that is why any antiderivative is always enough to answer a question about variations.

Part B: Improper integrals (/50)

Exercise 6: The infinite limit: two twin curves, two fates

The figure shows y=1xy=\frac{1}{x} and y=1x2y=\frac{1}{x^{2}} for x≥1x\ge 1: two curves that both tend to 0 and look almost alike. Yet one encloses an infinite area and the other a finite one.

123456780.250.50.7511/x1/x²
  • a) Give the definition of a Type I improper integral, then compute ∫1∞dxx2\int_{1}^{\infty}\frac{dx}{x^{2}} and show that ∫1∞dxx\int_{1}^{\infty}\frac{dx}{x} diverges.
  • b) Prove the pp-test: ∫1∞dxxp\int_{1}^{\infty}\frac{dx}{x^{p}} converges if and only if p>1p>1, and give its value in that case.
  • c) Compute ∫0∞e−x/2dx\int_{0}^{\infty}e^{-x/2}dx. In a model of how a drug is eliminated from the body, what would this area represent?
  • d) Gabriel's horn is the solid generated by rotating y=1xy=\frac{1}{x} (x≥1x\ge 1) about the xx-axis. Compute its volume, accept that its surface area exceeds ∫1∞2πxdx\int_{1}^{\infty}\frac{2\pi}{x}dx, and state the paradox.

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  • a) 11; ln⁡b→∞\ln b\to\infty
  • b) Converges if and only if p>1p>1, to 1p−1\frac{1}{p-1}
  • c) 22
  • d) Volume π\pi, infinite surface area
a)

By definition, ∫1∞f=lim⁡b→∞∫1bf\int_{1}^{\infty}f=\lim_{b\to\infty}\int_{1}^{b}f: integrate over the FINITE interval [1,b][1,b], then let bb tend to infinity; the integral converges if the limit is finite. ∫1bdxx2=[−1x]1b=1−1b→1\int_{1}^{b}\frac{dx}{x^{2}}=\left[-\frac{1}{x}\right]_{1}^{b}=1-\frac{1}{b}\to 1: convergent, with value 1. ∫1bdxx=ln⁡b→∞\int_{1}^{b}\frac{dx}{x}=\ln b\to\infty: divergent. Both curves tend to 0, but 1x\frac{1}{x} does not come down FAST ENOUGH: tending to zero is never enough, it is the speed that decides.

b)

For p≠1p\ne 1: ∫1bx−pdx=b1−p−11−p\int_{1}^{b}x^{-p}dx=\frac{b^{1-p}-1}{1-p}. If p>1p>1, the exponent 1−p1-p is negative: b1−p→0b^{1-p}\to 0 and the integral converges to 1p−1\frac{1}{p-1}. If p<1p<1, b1−p→∞b^{1-p}\to\infty: divergence. If p=1p=1: the logarithm of a), divergent. The exact boundary is p=1p=1, on the wrong side. Check: p=2p=2 gives 12−1=1\frac{1}{2-1}=1, the value from a).

c)

∫0be−x/2dx=[−2e−x/2]0b=2−2e−b/2→2\int_{0}^{b}e^{-x/2}dx=\left[-2e^{-x/2}\right]_{0}^{b}=2-2e^{-b/2}\to 2. The exponential decreases so fast that an area of infinite width stays finite. If e−x/2e^{-x/2} is the concentration of a drug remaining at time xx, this area is the TOTAL EXPOSURE of the body (the “area under the curve” of pharmacologists, used to calibrate doses): a finite quantity, even though elimination never ends.

d)

Volume by disks: V=π∫1∞dxx2=π×1=πV=\pi\int_{1}^{\infty}\frac{dx}{x^{2}}=\pi\times 1=\pi: FINITE, about 3.14 cubic units. The surface area, on the other hand, exceeds 2π∫1∞dxx2\pi\int_{1}^{\infty}\frac{dx}{x}, which diverges: INFINITE area. Gabriel's paradox: you can fill the horn with π\pi litres of paint, but no finite amount is enough to paint its surface. The resolution lies in the pp-test: the volume integrates 1x2\frac{1}{x^{2}} (p=2p=2, converges), the surface integrates 1x\frac{1}{x} (p=1p=1, diverges): the two questions, which look like twins, live on opposite sides of the boundary.

Exercise 7: The singular endpoint: infinity hidden in a bounded interval

An integral can also be improper because the function BLOWS UP at an endpoint (vertical asymptote), even on a bounded interval. The reflex is the same: a limit, never a direct computation.

  • a) Define the Type II improper integral and compute ∫01dxx\int_{0}^{1}\frac{dx}{\sqrt{x}}.
  • b) A student writes: ∫−11dxx2=[−1x]−11=−1−1=−2\int_{-1}^{1}\frac{dx}{x^{2}}=\left[-\frac{1}{x}\right]_{-1}^{1}=-1-1=-2. Explain why this result is absurd BEFORE any computation, find the mistake, and give the true behaviour of this integral.
  • c) State and prove the pp-test at the endpoint 0: ∫01dxxp\int_{0}^{1}\frac{dx}{x^{p}} converges if and only if p<1p<1. Compare with the test at infinity.
  • d) Show that ∫01ln⁡x dx\int_{0}^{1}\ln x\,dx converges despite the vertical asymptote at 0, and give its value (you may use lim⁡x→0+xln⁡x=0\lim_{x\to 0^{+}}x\ln x=0). What does this result say about the “size” of the logarithm's infinity?

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  • a) 22
  • b) Absurd (negative): singularity at 00, divergent
  • c) At 00: converges if and only if p<1p<1
  • d) −1-1
a)

If ff blows up at aa: ∫abf=lim⁡c→a+∫cbf\int_{a}^{b}f=\lim_{c\to a^{+}}\int_{c}^{b}f. Here: ∫c1x−1/2dx=[2x]c1=2−2c→2\int_{c}^{1}x^{-1/2}dx=\left[2\sqrt{x}\right]_{c}^{1}=2-2\sqrt{c}\to 2. Convergent, with value 2: the vertical asymptote of 1x\frac{1}{\sqrt{x}} at 0 encloses a finite area.

b)

The absurdity is obvious: 1x2\frac{1}{x^{2}} is strictly POSITIVE, so its integral cannot be negative. The mistake: applying the Fundamental Theorem across x=0x=0, where the function is not even defined; the theorem requires continuity on the WHOLE interval. The correct analysis splits at 0: ∫01dxx2=lim⁡c→0+(1c−1)=∞\int_{0}^{1}\frac{dx}{x^{2}}=\lim_{c\to 0^{+}}\left(\frac{1}{c}-1\right)=\infty: each half diverges, the integral DIVERGES. An antiderivative applied blindly across a singularity is the most dangerous trap of the chapter: the computation “works” and returns a number, but that number means nothing.

c)

For p≠1p\ne 1: ∫c1x−pdx=1−c1−p1−p\int_{c}^{1}x^{-p}dx=\frac{1-c^{1-p}}{1-p}. If p<1p<1: 1−p>01-p>0, c1−p→0c^{1-p}\to 0, convergence to 11−p\frac{1}{1-p} (for p=12p=\frac{1}{2}: 2, the value from a)). If p>1p>1: c1−p→∞c^{1-p}\to\infty, divergence; p=1p=1: −ln⁡c→∞-\ln c\to\infty, divergence. This is the exact MIRROR of the test at infinity: at 0 you need p<1p<1, at infinity p>1p>1, and p=1p=1 loses on both sides. A way to remember it: a gentle singularity is tolerated, a slow decay is not.

d)

∫c1ln⁡x dx=[xln⁡x−x]c1=(0−1)−(cln⁡c−c)\int_{c}^{1}\ln x\,dx=[x\ln x-x]_{c}^{1}=(0-1)-(c\ln c-c). With cln⁡c→0c\ln c\to 0: the integral equals −1-1. Convergent: the area (below the axis) between the logarithm curve and the axis on (0,1](0, 1] is exactly 1. So the logarithm blows up “less strongly” than ANY power 1xp\frac{1}{x^{p}}: its infinity is so slow that it encloses only a finite area, even though 1x\frac{1}{x}, of which it is the antiderivative, diverges at 0. The scale of infinities, logarithm < powers < exponential, governs the whole chapter and will be used again word for word for series.

Exercise 8: Comparison: deciding without computing

Many improper integrals have no antiderivative in closed form: the Comparison Test lets you decide without computing, by bounding with a reference integral (pp or exponential).

  • a) State the Comparison Test for positive functions, then determine whether ∫1∞dxx3+1\int_{1}^{\infty}\frac{dx}{x^{3}+1} converges or diverges.
  • b) Determine whether ∫1∞2+sin⁡xxdx\int_{1}^{\infty}\frac{2+\sin x}{x}dx converges or diverges.
  • c) Show that ∫0∞e−x2dx\int_{0}^{\infty}e^{-x^{2}}dx converges, by splitting the interval in two and comparing with e−xe^{-x} on [1,∞)[1,\infty). What is the value of this integral (known, and taken here without proof), and where does it show up?
  • d) Exam level: determine whether ∫0∞dxx(1+x)\int_{0}^{\infty}\frac{dx}{\sqrt{x}(1+x)}, doubly improper, converges, then compute its exact value with the antiderivative 2arctan⁡x2\arctan\sqrt{x}.

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  • a) Convergent, compared with 1x3\frac{1}{x^{3}}
  • b) Divergent, bounded below by 1x\frac{1}{x}
  • c) Convergent; value π2≈0.886\frac{\sqrt{\pi}}{2}\approx 0.886
  • d) Convergent; value π\pi
a)

For 0≤f≤g0\le f\le g on the interval: if ∫g\int g converges, ∫f\int f converges (the area under ff is trapped under a finite area); if ∫f\int f diverges, ∫g\int g diverges. Here 0≤1x3+1≤1x30\le\frac{1}{x^{3}+1}\le\frac{1}{x^{3}}, and ∫1∞dxx3\int_{1}^{\infty}\frac{dx}{x^{3}} converges (p=3>1p=3>1): CONVERGENT. The +1+1 in the denominator does not matter at infinity: always compare with the dominant behaviour.

b)

Bound from below: sin⁡x≥−1\sin x\ge -1, so 2+sin⁡xx≥1x>0\frac{2+\sin x}{x}\ge\frac{1}{x}>0. Now ∫1∞dxx\int_{1}^{\infty}\frac{dx}{x} diverges: DIVERGENT. The oscillation of the sine saves nothing: the function stays above a divergent one. Reflex: bounding the sine between −1-1 and 1 almost always turns an oscillating integral into a clean comparison.

c)

On [0,1][0, 1]: a continuous, bounded function, an ordinary integral, no problem. On [1,∞)[1,\infty): as soon as x≥1x\ge 1, x2≥xx^{2}\ge x so e−x2≤e−xe^{-x^{2}}\le e^{-x}, and ∫1∞e−xdx=e−1\int_{1}^{\infty}e^{-x}dx=e^{-1} converges: CONVERGENT. The known value, taken without proof, is π2≈0.886\frac{\sqrt{\pi}}{2}\approx 0.886: it is half the area under the Gaussian bell curve, the heart of all of statistics (the normal distribution), an integral with no elementary antiderivative but a famous exact value.

d)

Two dangers: the singularity 1x\frac{1}{\sqrt{x}} at 0 and the infinite tail. At 0: 1x(1+x)∼1x\frac{1}{\sqrt{x}(1+x)}\sim\frac{1}{\sqrt{x}}, p=12<1p=\frac{1}{2}<1: converges. At infinity: ∼1x3/2\sim\frac{1}{x^{3/2}}, p=32>1p=\frac{3}{2}>1: converges. So it converges at both ends. Value: ddx(2arctan⁡x)=21+x⋅12x=1x(1+x)\frac{d}{dx}\left(2\arctan\sqrt{x}\right)=\frac{2}{1+x}\cdot\frac{1}{2\sqrt{x}}=\frac{1}{\sqrt{x}(1+x)}, the announced antiderivative. Hence lim⁡b→∞2arctan⁡b−lim⁡c→0+2arctan⁡c=2⋅π2−0=π\lim_{b\to\infty}2\arctan\sqrt{b}-\lim_{c\to 0^{+}}2\arctan\sqrt{c}=2\cdot\frac{\pi}{2}-0=\pi. An area exactly equal to π\pi, hidden between two tamed infinities: the signature of a fine exam question.

Exercise 9: A probability distribution with no mean

In continuous probability, a density is a function f≥0f\ge 0 whose integral over the whole domain is exactly 1, and the mean (expected value) is ∫x f(x) dx\int x\,f(x)\,dx. Both integrals are improper: nothing guarantees that they both converge, and that is where the chapter becomes surprising.

  • a) The lifetime of a light bulb follows the density f(x)=λe−λxf(x)=\lambda e^{-\lambda x} on [0,∞)[0,\infty) with λ=14\lambda=\frac{1}{4} (in thousands of hours). Check that the total probability is 1, compute P(X>8)P(X>8), then the mean lifetime ∫0∞xλe−λxdx\int_{0}^{\infty}x\lambda e^{-\lambda x}dx by integration by parts.
  • b) Prove by induction that ∫0∞xne−xdx=n!\int_{0}^{\infty}x^{n}e^{-x}dx=n! for every integer n≥0n\ge 0, first establishing the relation In=n In−1I_{n}=n\,I_{n-1}. Why do the boundary terms vanish at each step?
  • c) Let g(x)=1x2g(x)=\frac{1}{x^{2}} on [1,∞)[1,\infty). Check that gg is indeed a probability density and compute P(X>10)P(X>10). Then study ∫1∞x g(x) dx\int_{1}^{\infty}x\,g(x)\,dx: what happens, and what concrete meaning can be given to this result?
  • d) Exam level: let h(x)=2x3h(x)=\frac{2}{x^{3}} on [1,∞)[1,\infty). Check that it is a density, compute its mean, then ∫1∞x2h(x) dx\int_{1}^{\infty}x^{2}h(x)\,dx. Conclude about the variance. Finally, state the general rule: for a density of the form Cxp\frac{C}{x^{p}} on [1,∞)[1,\infty), which moments ∫xkh\int x^{k}h exist?

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  • a) Total probability 11; P(X>8)=e−2≈0.135P(X>8)=e^{-2}\approx 0.135; mean 40004000 h
  • b) In=nIn−1I_{n}=nI_{n-1}, hence n!n!
  • c) A density, P(X>10)=110P(X>10)=\frac{1}{10}, infinite mean
  • d) Mean 22, infinite variance; moments for k<p−1k<p-1
a)

Total probability: ∫0b14e−x/4dx=[−e−x/4]0b=1−e−b/4→1\int_{0}^{b}\frac{1}{4}e^{-x/4}dx=\left[-e^{-x/4}\right]_{0}^{b}=1-e^{-b/4}\to 1. It is indeed a density. P(X>8)=∫8∞14e−x/4dx=lim⁡b→∞(e−2−e−b/4)=e−2≈0.135P(X>8)=\int_{8}^{\infty}\frac{1}{4}e^{-x/4}dx=\lim_{b\to\infty}\left(e^{-2}-e^{-b/4}\right)=e^{-2}\approx 0.135: about 13.5 percent of the bulbs last more than 8,000 hours. Mean by parts, with u=xu=x and dv=14e−x/4dxdv=\frac{1}{4}e^{-x/4}dx, so v=−e−x/4v=-e^{-x/4}: ∫0b=[−xe−x/4]0b+∫0be−x/4dx\int_{0}^{b}=\left[-xe^{-x/4}\right]_{0}^{b}+\int_{0}^{b}e^{-x/4}dx. The boundary term −be−b/4→0-be^{-b/4}\to 0 because the exponential crushes the power, and the remaining integral tends to 4. Mean lifetime: 1λ=4\frac{1}{\lambda}=4, that is, 4,000 hours. Note that it is well above the median: the exponential distribution has a long right tail.

b)

Base case: I0=∫0∞e−xdx=1=0!I_{0}=\int_{0}^{\infty}e^{-x}dx=1=0!. Inductive step: by parts with u=xnu=x^{n} and dv=e−xdxdv=e^{-x}dx, In=[−xne−x]0∞+n∫0∞xn−1e−xdx=0+n In−1I_{n}=\left[-x^{n}e^{-x}\right]_{0}^{\infty}+n\int_{0}^{\infty}x^{n-1}e^{-x}dx=0+n\,I_{n-1}. The boundary term vanishes at both ends: at 0 because xn=0x^{n}=0 (for n≥1n\ge 1), and at infinity because lim⁡x→∞xne−x=0\lim_{x\to\infty}x^{n}e^{-x}=0, the exponential beating ANY power, the same hierarchy as in the indeterminate forms handled by L'Hôpital's rule. Unrolling: In=n(n−1)⋯1⋅I0=n!I_{n}=n(n-1)\cdots 1\cdot I_{0}=n!. Check: I2=2I_{2}=2, I3=6I_{3}=6, I4=24I_{4}=24. This integral defines the Gamma function, which extends the factorial to non-integer numbers.

c)

Density: g≥0g\ge 0 and ∫1∞dxx2=1\int_{1}^{\infty}\frac{dx}{x^{2}}=1 by the pp-test with p=2>1p=2>1, with value 12−1=1\frac{1}{2-1}=1. So the total probability is exactly 1. P(X>10)=∫10∞dxx2=lim⁡b→∞(110−1b)=110P(X>10)=\int_{10}^{\infty}\frac{dx}{x^{2}}=\lim_{b\to\infty}\left(\frac{1}{10}-\frac{1}{b}\right)=\frac{1}{10}. Mean: ∫1∞x⋅1x2dx=∫1∞dxx=lim⁡b→∞ln⁡b=∞\int_{1}^{\infty}x\cdot\frac{1}{x^{2}}dx=\int_{1}^{\infty}\frac{dx}{x}=\lim_{b\to\infty}\ln b=\infty. It DIVERGES. Here is a perfectly legitimate probability distribution, all of whose probabilities are well defined, but which has NO finite mean. The concrete meaning: the tail in 1x2\frac{1}{x^{2}} is thin enough for the total probability to be finite, but the extreme values are so large, and not rare enough, that their contribution x⋅g(x)x\cdot g(x) never dies out. If you simulate this distribution, the sample mean of your draws never settles down: it keeps climbing, pushed up by giant values that are rarer and rarer. This behaviour models insurance claim sizes and some market fluctuations, where one speaks of heavy-tailed risk.

d)

Total probability: ∫1∞2x3dx=2⋅13−1=1\int_{1}^{\infty}\frac{2}{x^{3}}dx=2\cdot\frac{1}{3-1}=1: a valid density. Mean: ∫1∞x⋅2x3dx=∫1∞2x2dx=2⋅12−1=2\int_{1}^{\infty}x\cdot\frac{2}{x^{3}}dx=\int_{1}^{\infty}\frac{2}{x^{2}}dx=2\cdot\frac{1}{2-1}=2, FINITE this time. Second moment: ∫1∞x2⋅2x3dx=∫1∞2xdx\int_{1}^{\infty}x^{2}\cdot\frac{2}{x^{3}}dx=\int_{1}^{\infty}\frac{2}{x}dx, divergent (p=1p=1). Since the variance is E[X2]−(E[X])2E[X^{2}]-\left(E[X]\right)^{2} and E[X2]E[X^{2}] is infinite, the VARIANCE is infinite: this distribution has a mean but no standard deviation. Every error bar, every usual confidence interval, every classical central limit theorem becomes unusable. General rule: ∫1∞xk⋅Cxpdx=C∫1∞dxxp−k\int_{1}^{\infty}x^{k}\cdot\frac{C}{x^{p}}dx=C\int_{1}^{\infty}\frac{dx}{x^{p-k}} converges if and only if p−k>1p-k>1, that is, k<p−1k<p-1. For p=2p=2: no moment at all, not even the mean. For p=3p=3: the mean (k=1k=1) exists, the variance (k=2k=2) does not. Each unit gained on the exponent pp buys exactly one more moment, and the whole chapter on improper integrals comes down here to a single inequality.

Exercise 10: Doubly improper: the symmetry that lies

When BOTH limits of integration are a problem, the definition requires you to split the interval and demands that each piece converge SEPARATELY. This requirement looks like red tape; in fact it is what keeps the integral from depending on how you head off to infinity.

  • a) State the definition of ∫−∞∞f\int_{-\infty}^{\infty}f, then compute ∫−∞∞dx1+x2\int_{-\infty}^{\infty}\frac{dx}{1+x^{2}}, respecting the split.
  • b) A student claims: “xx is odd, so ∫−∞∞x dx=0\int_{-\infty}^{\infty}x\,dx=0”. Show that each half diverges, hence that the integral diverges. Then compute ∫−RRx dx\int_{-R}^{R}x\,dx and ∫−R2Rx dx\int_{-R}^{2R}x\,dx as R→∞R\to\infty: what does comparing the two results reveal?
  • c) Determine whether ∫−∞∞x1+x2dx\int_{-\infty}^{\infty}\frac{x}{1+x^{2}}dx converges, then ∫−∞∞x1+x4dx\int_{-\infty}^{\infty}\frac{x}{1+x^{4}}dx. Both integrands are odd: state precisely the condition under which the symmetry argument is LEGITIMATE.
  • d) Exam level: study ∫0∞e−xxdx\int_{0}^{\infty}\frac{e^{-x}}{\sqrt{x}}dx, improper at both ends. Split at 1, justify the convergence of each piece with a test, then compute the exact value with the substitution x=u2x=u^{2}, given that ∫0∞e−u2du=π2\int_{0}^{\infty}e^{-u^{2}}du=\frac{\sqrt{\pi}}{2}.

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  • a) π\pi, each half equal to π2\frac{\pi}{2}
  • b) Diverges: 00 or +∞+\infty depending on the limits
  • c) The first diverges; the second equals 00
  • d) π≈1.772\sqrt{\pi}\approx 1.772
a)

Definition: choose any point cc and set ∫−∞∞f=∫−∞cf+∫c∞f\int_{-\infty}^{\infty}f=\int_{-\infty}^{c}f+\int_{c}^{\infty}f, the integral converging if and only if BOTH pieces converge, each with its own independent limit. With c=0c=0: ∫0bdx1+x2=arctan⁡b→π2\int_{0}^{b}\frac{dx}{1+x^{2}}=\arctan b\to\frac{\pi}{2}, and by evenness the same computation gives ∫−a0→π2\int_{-a}^{0}\to\frac{\pi}{2}. Both converge, so the integral converges and equals π2+π2=π\frac{\pi}{2}+\frac{\pi}{2}=\pi. The choice of cc does not affect the total: moving the split takes from one piece exactly what it adds to the other.

b)

∫0bx dx=b22→∞\int_{0}^{b}x\,dx=\frac{b^{2}}{2}\to\infty: the right half diverges, which is enough to conclude. The left half likewise diverges to −∞-\infty. The integral DIVERGES, and the oddness argument does not apply. The comparison is striking: ∫−RRx dx=R22−R22=0\int_{-R}^{R}x\,dx=\frac{R^{2}}{2}-\frac{R^{2}}{2}=0 for every RR, hence a limit of 0; but ∫−R2Rx dx=4R22−R22=3R22→+∞\int_{-R}^{2R}x\,dx=\frac{4R^{2}}{2}-\frac{R^{2}}{2}=\frac{3R^{2}}{2}\to+\infty. Two equally natural ways of sending the limits to infinity give 0 and +∞+\infty. A quantity that depends on how you approach it is not defined: that is WHY the definition requires separate convergence. The symmetric limit lim⁡R→∞∫−RR\lim_{R\to\infty}\int_{-R}^{R} has a name, the Cauchy principal value, but it is not the integral, and writing it without saying so is an exam mistake.

c)

∫0bx1+x2dx=12ln⁡(1+b2)→∞\int_{0}^{b}\frac{x}{1+x^{2}}dx=\frac{1}{2}\ln(1+b^{2})\to\infty: divergent, exactly as in b), because at infinity x1+x2∼1x\frac{x}{1+x^{2}}\sim\frac{1}{x}, the boundary case p=1p=1. Symmetry saves nothing. On the other hand x1+x4∼1x3\frac{x}{1+x^{4}}\sim\frac{1}{x^{3}} at infinity, with p=3>1p=3>1: each half converges (the substitution u=x2u=x^{2} gives ∫0∞x dx1+x4=12∫0∞du1+u2=π4\int_{0}^{\infty}\frac{x\,dx}{1+x^{4}}=\frac{1}{2}\int_{0}^{\infty}\frac{du}{1+u^{2}}=\frac{\pi}{4}), so the integral converges, and THERE oddness does give a total of zero: π4−π4=0\frac{\pi}{4}-\frac{\pi}{4}=0. The precise condition: the symmetry argument is an argument for COMPUTING, never an argument for convergence. You must first establish that each half converges; oddness then supplies the value for free. Reversing the order of the two steps amounts to cancelling two infinities against each other, which makes no sense.

d)

Two distinct problems: at 0 the integrand blows up, at infinity the interval is unbounded. Split at 1. Near 0: e−x≤1e^{-x}\le 1, so e−xx≤1x\frac{e^{-x}}{\sqrt{x}}\le\frac{1}{\sqrt{x}} on (0,1](0, 1], and ∫01dxx\int_{0}^{1}\frac{dx}{\sqrt{x}} converges by the pp-test at the endpoint 0 with p=12<1p=\frac{1}{2}<1: the first piece converges. On [1,∞)[1,\infty): x≥1\sqrt{x}\ge 1 so e−xx≤e−x\frac{e^{-x}}{\sqrt{x}}\le e^{-x}, and ∫1∞e−xdx=e−1\int_{1}^{\infty}e^{-x}dx=e^{-1} converges: the second piece converges by comparison. So the integral converges. Value: with x=u2x=u^{2}, dx=2u dudx=2u\,du, x=u\sqrt{x}=u, and the limits 0→00\to 0, ∞→∞\infty\to\infty: ∫0∞e−u2u2u du=2∫0∞e−u2du=2⋅π2=π≈1.772\int_{0}^{\infty}\frac{e^{-u^{2}}}{u}2u\,du=2\int_{0}^{\infty}e^{-u^{2}}du=2\cdot\frac{\sqrt{\pi}}{2}=\sqrt{\pi}\approx 1.772. The substitution has made the singularity disappear: the 2u du2u\,du of the change of variable exactly cancels the 1u\frac{1}{u} that was blowing up. This is the value Γ(12)=π\Gamma\left(\frac{1}{2}\right)=\sqrt{\pi}, the factorial of 12\frac{1}{2}, and the bridge between the Gamma function of the previous exercise and the Gaussian integral seen earlier.

Part C: the classics (/50)

Exercise 11: The Fundamental Theorem at work: differentiating, taking limits, recovering

The second part of the Fundamental Theorem, ddx∫axf(t) dt=f(x)\frac{d}{dx}\int_{a}^{x}f(t)\,dt=f(x) for a continuous ff, is not only for differentiating: it turns limits, equations and function studies into derivative computations.

  • a) For x>1x>1, let F(x)=∫xx2ln⁡t dtF(x)=\int_{x}^{x^{2}}\ln t\,dt. Compute F′(x)F'(x) without computing the integral, then F′(2)F'(2).
  • b) Compute lim⁡x→01x3∫0xsin⁡(t2) dt\lim_{x\to 0}\frac{1}{x^{3}}\int_{0}^{x}\sin(t^{2})\,dt.
  • c) Find a function ff and a number a>0a>0 such that 6+∫axf(t)t2 dt=2x6+\int_{a}^{x}\frac{f(t)}{t^{2}}\,dt=2\sqrt{x} for every x>0x>0.
  • d) Let G(x)=∫0x(t2−4)e−t2 dtG(x)=\int_{0}^{x}(t^{2}-4)e^{-t^{2}}\,dt for x≥0x\geq 0. Study the variations of GG and give the xx-value of its minimum.
  • e) Let H(x)=∫1x1+t3 dtH(x)=\int_{1}^{x}\sqrt{1+t^{3}}\,dt. Write the equation of the tangent line to the graph of HH at x=1x=1, then estimate H(1.1)H(1.1).

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  • a) F′(x)=(4x−1)ln⁡xF'(x)=(4x-1)\ln x; F′(2)≈4.852F'(2)\approx 4.852
  • b) 13\frac{1}{3}
  • c) f(x)=x3/2f(x)=x^{3/2}, a=9a=9
  • d) Minimum at x=2x=2
  • e) y=2(x−1)y=\sqrt{2}(x-1); H(1.1)≈0.141H(1.1)\approx 0.141
a)

If Φ\Phi is an antiderivative of ln⁡\ln, F(x)=Φ(x2)−Φ(x)F(x)=\Phi(x^{2})-\Phi(x), so F′(x)=ln⁡(x2)⋅2x−ln⁡x=4xln⁡x−ln⁡x=(4x−1)ln⁡xF'(x)=\ln(x^{2})\cdot 2x-\ln x=4x\ln x-\ln x=(4x-1)\ln x. The upper limit x2x^{2} brings the chain rule, the lower limit a minus sign. F′(2)=7ln⁡2≈4.852F'(2)=7\ln 2\approx 4.852.

b)

Form 00\frac{0}{0}. By L'Hôpital's rule and the Fundamental Theorem: lim⁡x→0sin⁡(x2)3x2=13\lim_{x\to 0}\frac{\sin(x^{2})}{3x^{2}}=\frac{1}{3}, since sin⁡uu→1\frac{\sin u}{u}\to 1. The numerator has no elementary antiderivative, and we did not need one.

c)

Differentiating both sides: f(x)x2=1x\frac{f(x)}{x^{2}}=\frac{1}{\sqrt{x}}, so f(x)=x3/2f(x)=x^{3/2}. At x=ax=a, the integral is zero: 6=2a6=2\sqrt{a}, hence a=9a=9. Check: 6+∫9xt−1/2dt=6+2x−6=2x6+\int_{9}^{x}t^{-1/2}dt=6+2\sqrt{x}-6=2\sqrt{x} ✓.

d)

G′(x)=(x2−4)e−x2G'(x)=(x^{2}-4)e^{-x^{2}}, with the sign of x2−4x^{2}-4 since the exponential is positive: GG decreases on [0,2][0, 2] and increases on [2,+∞)[2, +\infty). The minimum occurs at x=2x=2. We know no formula for GG, but its derivative is enough to tell everything about its variations.

e)

H(1)=0H(1)=0 and H′(1)=1+1=2H'(1)=\sqrt{1+1}=\sqrt{2}: the tangent line has equation y=2(x−1)y=\sqrt{2}(x-1). Hence H(1.1)≈0.12≈0.141H(1.1)\approx 0.1\sqrt{2}\approx 0.141. The exact value, obtained numerically, is about 0.1470.147: the tangent underestimates, because H′′(x)=3x221+x3>0H''(x)=\frac{3x^{2}}{2\sqrt{1+x^{3}}}>0 makes HH concave up.

Exercise 12: The Laplace transform: four improper integrals with a parameter

For a function ff defined on [0,+∞)[0, +\infty), set L{f}(s)=∫0∞e−stf(t) dt\mathcal{L}\{f\}(s)=\int_{0}^{\infty}e^{-st}f(t)\,dt, whenever this improper integral converges. This tool turns differential equations into algebraic equations; here, we compute it.

  • a) Compute L{1}(s)\mathcal{L}\{1\}(s), stating for which values of ss the integral converges. Give its value for s=4s=4.
  • b) Compute L{t}(s)\mathcal{L}\{t\}(s) for s>0s>0 by integration by parts, justifying why the boundary term vanishes. Value for s=4s=4?
  • c) Compute L{eat}(s)\mathcal{L}\{e^{at}\}(s) and the condition for convergence. Value for a=3a=3 and s=5s=5?
  • d) Compute L{sin⁡t}(s)\mathcal{L}\{\sin t\}(s) for s>0s>0 by integrating by parts twice. Value for s=2s=2?
  • e) Is there a value of ss for which L{et2}(s)\mathcal{L}\{e^{t^{2}}\}(s) converges? Justify.

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  • a) 1s\frac{1}{s} for s>0s>0; 0.250.25
  • b) 1s2\frac{1}{s^{2}}; 0.06250.0625
  • c) 1s−a\frac{1}{s-a} for s>as>a; 0.50.5
  • d) 1s2+1\frac{1}{s^{2}+1}; 0.20.2
  • e) None: et2e^{t^{2}} beats every exponential
a)

∫0be−stdt=1−e−sbs\int_{0}^{b}e^{-st}dt=\frac{1-e^{-sb}}{s} for s≠0s\neq 0. If s>0s>0, e−sb→0e^{-sb}\to 0 and the integral converges to 1s\frac{1}{s}. If s<0s<0, e−sb→+∞e^{-sb}\to+\infty: divergence; if s=0s=0, ∫0b1 dt=b→∞\int_{0}^{b}1\,dt=b\to\infty. So L{1}(s)=1s\mathcal{L}\{1\}(s)=\frac{1}{s} for s>0s>0, and 14=0.25\frac{1}{4}=0.25 for s=4s=4.

b)

u=tu=t, dv=e−stdtdv=e^{-st}dt, v=−e−stsv=-\frac{e^{-st}}{s}: ∫0bte−stdt=[−te−sts]0b+1s∫0be−stdt\int_{0}^{b}te^{-st}dt=\left[-\frac{te^{-st}}{s}\right]_{0}^{b}+\frac{1}{s}\int_{0}^{b}e^{-st}dt. The boundary term is −be−sbs→0-\frac{be^{-sb}}{s}\to 0: the decaying exponential beats the factor bb. What remains is 1s⋅1s=1s2\frac{1}{s}\cdot\frac{1}{s}=\frac{1}{s^{2}}, that is, 116=0.0625\frac{1}{16}=0.0625 for s=4s=4.

c)

∫0be(a−s)tdt=e(a−s)b−1a−s\int_{0}^{b}e^{(a-s)t}dt=\frac{e^{(a-s)b}-1}{a-s}. The integral converges if and only if a−s<0a-s<0, that is, s>as>a, and then equals 1s−a\frac{1}{s-a}. For a=3a=3 and s=5s=5: 12=0.5\frac{1}{2}=0.5. With a=0a=0 we recover a).

d)

Let I=∫0∞e−stsin⁡t dtI=\int_{0}^{\infty}e^{-st}\sin t\,dt. First round, u=sin⁡tu=\sin t, dv=e−stdtdv=e^{-st}dt: I=[−e−stsin⁡ts]0∞+1s∫0∞e−stcos⁡t dt=1s∫0∞e−stcos⁡t dtI=\left[-\frac{e^{-st}\sin t}{s}\right]_{0}^{\infty}+\frac{1}{s}\int_{0}^{\infty}e^{-st}\cos t\,dt=\frac{1}{s}\int_{0}^{\infty}e^{-st}\cos t\,dt. Second round, u=cos⁡tu=\cos t: ∫0∞e−stcos⁡t dt=[−e−stcos⁡ts]0∞−1sI=1s−1sI\int_{0}^{\infty}e^{-st}\cos t\,dt=\left[-\frac{e^{-st}\cos t}{s}\right]_{0}^{\infty}-\frac{1}{s}I=\frac{1}{s}-\frac{1}{s}I. So I=1s2−Is2I=\frac{1}{s^{2}}-\frac{I}{s^{2}}, that is, I=1s2+1I=\frac{1}{s^{2}+1}. For s=2s=2: 15=0.2\frac{1}{5}=0.2.

e)

No. e−stet2=et2−st=et(t−s)e^{-st}e^{t^{2}}=e^{t^{2}-st}=e^{t(t-s)}, and for any fixed ss, t(t−s)→+∞t(t-s)\to+\infty as t→+∞t\to+\infty: the integrand tends to infinity, so the integral diverges. The factor e−ste^{-st} can only offset growth that is at most exponential; et2e^{t^{2}} grows faster than any exponential este^{st}.

Exercise 13: The Limit Comparison Test: the equivalent decides

For two functions ff and gg that are strictly positive near the troublesome endpoint, if fg\frac{f}{g} tends to a finite, nonzero limit LL, then the improper integrals of ff and gg either both converge or both diverge. You then compare with a reference integral 1xp\frac{1}{x^{p}}.

  • a) Determine whether ∫1∞x+1x3+2 dx\int_{1}^{\infty}\frac{x+1}{x^{3}+2}\,dx converges or diverges.
  • b) Determine whether ∫1∞dxx2+x\int_{1}^{\infty}\frac{dx}{\sqrt{x^{2}+x}} converges or diverges.
  • c) Determine whether ∫01dxx+x2\int_{0}^{1}\frac{dx}{\sqrt{x}+x^{2}} converges or diverges.
  • d) Compare the behaviour of ∫1∞sin⁡1x dx\int_{1}^{\infty}\sin\frac{1}{x}\,dx and of ∫1∞sin⁡21x dx\int_{1}^{\infty}\sin^{2}\frac{1}{x}\,dx.
  • e) For which values of pp does the integral ∫011−cos⁡xxp dx\int_{0}^{1}\frac{1-\cos x}{x^{p}}\,dx converge?

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  • a) Convergent: ∼1x2\sim\frac{1}{x^{2}}
  • b) Divergent: ∼1x\sim\frac{1}{x}
  • c) Convergent: ∼1x\sim\frac{1}{\sqrt{x}} at 00
  • d) The first diverges, the second converges
  • e) p<3p<3
a)

At infinity, x+1x3+2∼xx3=1x2\frac{x+1}{x^{3}+2}\sim\frac{x}{x^{3}}=\frac{1}{x^{2}}: the quotient (x+1)/(x3+2)1/x2=x3+x2x3+2→1\frac{(x+1)/(x^{3}+2)}{1/x^{2}}=\frac{x^{3}+x^{2}}{x^{3}+2}\to 1. Since ∫1∞dxx2\int_{1}^{\infty}\frac{dx}{x^{2}} converges (p=2>1p=2>1), the integral CONVERGES. A direct comparison would have required an inequality, less obvious here because of the +1+1 in the numerator.

b)

x2+x∼x\sqrt{x^{2}+x}\sim x, so the integrand behaves like 1x\frac{1}{x}: the quotient is xx2+x=11+1/x→1\frac{x}{\sqrt{x^{2}+x}}=\frac{1}{\sqrt{1+1/x}}\to 1. Since ∫1∞dxx\int_{1}^{\infty}\frac{dx}{x} diverges, the integral DIVERGES.

c)

The only troublesome endpoint is 00. Near 00, x2x^{2} is negligible compared with x\sqrt{x}: 1x+x2∼1x\frac{1}{\sqrt{x}+x^{2}}\sim\frac{1}{\sqrt{x}}, the quotient xx+x2=11+x3/2→1\frac{\sqrt{x}}{\sqrt{x}+x^{2}}=\frac{1}{1+x^{3/2}}\to 1. Since ∫01dxx\int_{0}^{1}\frac{dx}{\sqrt{x}} converges (p=12<1p=\frac{1}{2}<1), the integral CONVERGES. Watch the direction of the test at 00: there, the small powers win.

d)

As x→∞x\to\infty, u=1x→0u=\frac{1}{x}\to 0 and sin⁡u∼u\sin u\sim u: sin⁡1x∼1x\sin\frac{1}{x}\sim\frac{1}{x}, positive on [1,∞)[1, \infty). The first one DIVERGES, like ∫dxx\int\frac{dx}{x}. But sin⁡21x∼1x2\sin^{2}\frac{1}{x}\sim\frac{1}{x^{2}}: the second one CONVERGES. Squaring moved the integrand from the wrong side of the boundary p=1p=1 to the right side.

e)

Near 00, 1−cos⁡x∼x221-\cos x\sim\frac{x^{2}}{2}, so 1−cos⁡xxp∼12xp−2\frac{1-\cos x}{x^{p}}\sim\frac{1}{2x^{p-2}}. The integral converges if and only if p−2<1p-2<1, that is, p<3p<3. For p=2p=2, the integrand even tends to 12\frac{1}{2}: no singularity at all. The largest admissible integer value is p=2p=2; for p=3p=3, the integrand behaves like 12x\frac{1}{2x} and the integral diverges. The figure in the solution compares sin⁡1x\sin\frac{1}{x} and 1x\frac{1}{x}.

123456789100.20.40.60.811.2top: sin(1/x) and 1/xbottom: sin²(1/x)

Exercise 14: Problem: the present value of an annuity and financial infinity

A fund pays a continuous income stream of RR dollars per year. With a continuous discount rate rr, a dollar received in tt years is worth e−rte^{-rt} dollars today, and the present value of the payments over TT years is PV(T)=∫0TRe−rt dtPV(T)=\int_{0}^{T}Re^{-rt}\,dt.

  • a) Compute PV(T)PV(T), then the present value of a perpetuity, lim⁡T→∞PV(T)\lim_{T\to\infty}PV(T).
  • b) With R=12,000R=12{,}000 dollars per year and r=4r=4 percent, compute the present value over 3030 years and that of the perpetuity.
  • c) The income now grows with inflation: R(t)=12,000 e0.02tR(t)=12{,}000\,e^{0.02t}. Compute the perpetual present value.
  • d) What happens if the income grows at the rate g=rg=r or faster? Interpret.
  • e) For the constant income of b), how many years does it take to reach 9090 percent of the perpetual value?

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a)
b)
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d)
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Show the solution

Answers

  • a) Rr(1−e−rT)\frac{R}{r}(1-e^{-rT}), limit Rr\frac{R}{r}
  • b) ≈209,642\approx 209{,}642 dollars; 300,000300{,}000 dollars
  • c) 12,0000.02=600,000\frac{12{,}000}{0.02}=600{,}000 dollars
  • d) Divergence: infinite value if g≥rg\geq r
  • e) T=ln⁡100.04≈57.6T=\frac{\ln 10}{0.04}\approx 57.6 years
a)

PV(T)=R[−e−rtr]0T=Rr(1−e−rT)PV(T)=R\left[-\frac{e^{-rt}}{r}\right]_{0}^{T}=\frac{R}{r}\left(1-e^{-rT}\right). As T→∞T\to\infty, e−rT→0e^{-rT}\to 0: the improper integral converges to Rr\frac{R}{r}. Infinitely many payments are worth only a finite sum, because distant payments, once discounted, are worth almost nothing.

b)

Rr=12,0000.04=300,000\frac{R}{r}=\frac{12{,}000}{0.04}=300{,}000 dollars for the perpetuity. Over 3030 years: 300,000(1−e−1.2)≈300,000×0.6988≈209,642300{,}000\left(1-e^{-1.2}\right)\approx 300{,}000\times 0.6988\approx 209{,}642 dollars. The first 3030 years already carry almost 7070 percent of the value of eternity.

c)

∫0∞12,000 e0.02te−0.04tdt=12,000∫0∞e−0.02tdt=12,0000.02=600,000\int_{0}^{\infty}12{,}000\,e^{0.02t}e^{-0.04t}dt=12{,}000\int_{0}^{\infty}e^{-0.02t}dt=\frac{12{,}000}{0.02}=600{,}000 dollars. A growth rate of 22 percent doubles the value, because everything happens as if the discount rate were only r−g=2r-g=2 percent.

d)

The integrand becomes Re(g−r)tRe^{(g-r)t} with g−r≥0g-r\geq 0: it does not tend to 00, the integral DIVERGES and the present value is infinite. No finite price would be reasonable for such an asset: the condition r>gr>g is what makes annuity valuation formulas usable, and models that come close to violating it give explosive values.

e)

1−e−0.04T=0.91-e^{-0.04T}=0.9 gives e−0.04T=0.1e^{-0.04T}=0.1, that is, T=ln⁡100.04≈57.6T=\frac{\ln 10}{0.04}\approx 57.6 years. The figure in the solution plots PV(T)PV(T) and its asymptote: the curve rises quickly, then flattens out slowly against the 300,000300{,}000 dollars.

2040608010012050100150200250300350perpetuity: 30030 years: 209.690% in 57.6 yearsPV in thousands of dollars

Exercise 15: Problem: the energy dissipated while a capacitor discharges

A capacitor of capacitance CC, charged to the voltage V0V_{0}, discharges through a resistor RR. The current is i(t)=V0Re−t/τi(t)=\frac{V_{0}}{R}e^{-t/\tau} with τ=RC\tau=RC, and the power dissipated in the resistor is P(t)=Ri(t)2P(t)=Ri(t)^{2}.

  • a) Show that the total energy dissipated, E=∫0∞P(t) dtE=\int_{0}^{\infty}P(t)\,dt, equals 12CV02\frac{1}{2}CV_{0}^{2}.
  • b) With C=100C=100 microfarads, V0=12V_{0}=12 V and R=1R=1 kilohm, compute τ\tau and EE in millijoules.
  • c) What fraction of the total energy is dissipated during the first time constant τ\tau?
  • d) After how long has 9999 percent of the energy been dissipated?
  • e) The resistance RR does not appear in EE. Why? Also compute the total charge Q=∫0∞i(t) dtQ=\int_{0}^{\infty}i(t)\,dt that has flowed through the circuit.

Type your answers, the page tells you right or wrong 0/6

a)
b)
c)
d)
e)
Show the solution

Answers

  • a) E=V02R⋅τ2=12CV02E=\frac{V_{0}^{2}}{R}\cdot\frac{\tau}{2}=\frac{1}{2}CV_{0}^{2}
  • b) τ=0.1\tau=0.1 s, E=7.2E=7.2 mJ
  • c) 1−e−2≈86.51-e^{-2}\approx 86.5%
  • d) τ2ln⁡100≈0.230\frac{\tau}{2}\ln 100\approx 0.230 s
  • e) Effects of RR cancel out; Q=CV0=1.2Q=CV_{0}=1.2 mC
a)

P(t)=RV02R2e−2t/τ=V02Re−2t/τP(t)=R\frac{V_{0}^{2}}{R^{2}}e^{-2t/\tau}=\frac{V_{0}^{2}}{R}e^{-2t/\tau}. ∫0be−2t/τdt=τ2(1−e−2b/τ)→τ2\int_{0}^{b}e^{-2t/\tau}dt=\frac{\tau}{2}\left(1-e^{-2b/\tau}\right)\to\frac{\tau}{2}. So E=V02R⋅RC2=12CV02E=\frac{V_{0}^{2}}{R}\cdot\frac{RC}{2}=\frac{1}{2}CV_{0}^{2}: exactly the energy that was stored in the capacitor. The improper integral confirms conservation of energy.

b)

τ=RC=1000×100×10−6=0.1\tau=RC=1000\times 100\times 10^{-6}=0.1 s. E=12×10−4×144=7.2×10−3E=\frac{1}{2}\times 10^{-4}\times 144=7.2\times 10^{-3} J, that is, 7.27.2 mJ.

c)

∫0τP dt=E(1−e−2)\int_{0}^{\tau}P\,dt=E\left(1-e^{-2}\right): the fraction is 1−e−2≈0.8651-e^{-2}\approx 0.865, that is, 86.586.5 percent. The power decreases twice as fast as the current, since it is proportional to its square.

d)

1−e−2t/τ=0.991-e^{-2t/\tau}=0.99 gives e−2t/τ=0.01e^{-2t/\tau}=0.01, that is, t=τ2ln⁡100≈0.05×4.605≈0.230t=\frac{\tau}{2}\ln 100\approx 0.05\times 4.605\approx 0.230 s. Mathematically the discharge never ends; physically, it is over within a quarter of a second.

e)

A larger resistance reduces the current, and therefore the power, but stretches the discharge by the same factor: τ\tau is proportional to RR and PP to 1R\frac{1}{R}, so the two effects cancel in the integral. Total charge: Q=V0R∫0∞e−t/τdt=V0Rτ=CV0=1.2×10−3Q=\frac{V_{0}}{R}\int_{0}^{\infty}e^{-t/\tau}dt=\frac{V_{0}}{R}\tau=CV_{0}=1.2\times 10^{-3} C, that is, 1.21.2 mC, the initial charge of the capacitor. The figure in the solution plots P(t)P(t) in watts.

0.050.10.150.20.250.30.350.40.020.040.060.080.10.120.140.16t = τ: 86.5% dissipatedP(t) in W
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