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∞x3dx, ∫−∞0e3xdx and ∫−∞∞x2+4dx, vertical asymptotes at an endpoint such as ∫044−xdx, substitutions such as ∫e∞x(lnx)2dx, 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 limb→∞ or lima→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).
Self-checking setType your answers and check them question by question: the page tells you right or wrong before you open the solution. With an account, every answer right on the first try earns points, and your right answers stay filled in when you come back.
•Riemann sum on [a,b] with n rectangles: Δx=nb−a, ∑i=1nf(xi)Δx. For an increasing f, the left sum underestimates and the right sum overestimates: together they bound the integral. Useful formulas: ∑i=2n(n+1), ∑i2=6n(n+1)(2n+1).
•Fundamental Theorem, part 1: if F′=f, then ∫abf(x)dx=F(b)−F(a). Part 2: dxd∫axf(t)dt=f(x), and with a composite limit dxd∫au(x)f(t)dt=f(u(x))u′(x).
•Properties that spare you a computation: an ODD function on [−a,a] has integral zero; an even one gives twice the integral over [0,a]. Average value of f on [a,b]: fˉ=b−a1∫abf.
•Area between two curves: ∫ab(ftop−fbottom)dx, splitting the interval at every crossing. Volume of revolution about the x-axis (disks): V=π∫ab[f(x)]2dx.
•Improper integral: a LIMIT. Type I: ∫a∞f=limb→∞∫abf. Type II (singularity at a): limc→a+∫cbf. The p-test: ∫1∞xpdx converges if p>1; ∫01xpdx converges if p<1: the two tests are mirror images.
•Comparison (0≤f≤g): if ∫g converges, ∫f converges; if ∫f diverges, ∫g diverges. Compare with the dominant behaviour: polynomials by their highest degree, and e−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, b→∞lim∫ab or a→c+lim∫ad; find the antiderivative, then compute the limit. The integral converges if and only if EACH limit is finite.
a) ∫2∞x3dx
b) ∫−∞0e3xdx
c) ∫013xdx
d) ∫044−xdx
e) ∫23(x−2)2dx
f) ∫0∞xe−x2dx
g) ∫−∞∞x2+4dx
h) ∫1∞xlnxdx
i) ∫e∞x(lnx)2dx
j) ∫−113x2dx
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Answers
a)Converges: 81
b)Converges: 31
c)Converges: 23
d)Converges: 4
e)Diverges to +∞
f)Converges: 21
g)Converges: 2π≈1.571
h)Diverges to +∞
i)Converges: 1
j)Converges: 3+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 b, then let b tend to its limit. And a singularity hidden inside the interval forces you to split it.
a)
∫2∞x3dx=b→∞lim[−2x21]2b=b→∞lim(−2b21+81)=81. Converges, as the p-test predicts with p=3>1.
b)
∫−∞0e3xdx=a→−∞lim[3e3x]a0=a→−∞lim(31−3e3a)=31, since e3a→0 as a→−∞. Pitfall: forgetting the factor 31 in the antiderivative.
c)
The function is unbounded near 0. ∫01x−1/3dx=a→0+lim[23x2/3]a1=23−a→0+lim23a2/3=23. Converges: at the endpoint 0, p=31<1. Pitfall: the antiderivative of x−1/3 divides by 32, so it multiplies by 23.
d)
The singularity is at the endpoint 4. ∫04(4−x)−1/2dx=b→4−lim[−24−x]0b=b→4−lim(−24−b)+24=0+4=4. Pitfall: the minus sign in the antiderivative, which comes from the derivative −1 of 4−x.
e)
The singularity is at the endpoint 2. ∫23(x−2)2dx=a→2+lim[−x−21]a3=a→2+lim(−1+a−21)=+∞: the integral diverges to +∞. This is the p-test at a finite endpoint, with p=2≥1. Pitfall: evaluating the antiderivative at 2 as if nothing were wrong.
f)
Substitution u=x2, du=2xdx: an antiderivative is −21e−x2. ∫0∞xe−x2dx=b→∞lim[−21e−x2]0b=b→∞lim(−21e−b2)+21=21.
g)
Two infinite limits: split at 0. An antiderivative is 21arctan2x. ∫0∞x2+4dx=b→∞lim21arctan2b=21⋅2π=4π, and likewise ∫−∞0x2+4dx=4π. Both halves converge, so the integral equals 2π≈1.571. Pitfall: the antiderivative arctanx, which only fits x2+11 and would give π.
h)
Substitution u=lnx: an antiderivative is 2(lnx)2. ∫1∞xlnxdx=b→∞lim2(lnb)2=+∞: the integral diverges to +∞. Comparison already said so: xlnx≥x1 as soon as x≥e.
The function is unbounded at 0, INSIDE [−1,1]: split there. An antiderivative is 33x. ∫01=a→0+lim(3−33a)=3 and ∫−10=b→0−lim33b−33−1=0+3=3. Both pieces converge, so the integral equals 6. Pitfall: computing [33x]−11 without splitting; here the number comes out right by luck, but the same mistake on x21 gives a negative area.
Check: before any computation, the p-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 +∞: 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 ∫04x2dx. The figure shows the parabola and the four rectangles of the right Riemann sum.
a) Compute the right Riemann sum shown in the figure (n=4, Δx=1), then the left sum. Show that they bound the integral and explain why.
b) Write the right Riemann sum for an arbitrary number n of rectangles and compute its limit as n→∞ using ∑i2=6n(n+1)(2n+1).
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)dt, then h(x)=∫0x2cos(t2)dt. Why is this direction of the theorem so valuable when the antiderivative has no formula?
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Answers
a)SR=30, SL=14: a bound because f is increasing
b)Sn=664⋅n2(n+1)(2n+1)→364
c)[3x3]04=364
d)g′(x)=cos(x2), h′(x)=2xcos(x4)
a)
On the right, the heights are f(1),f(2),f(3),f(4)=1,4,9,16: SR=(1+4+9+16)(1)=30. On the left: f(0),f(1),f(2),f(3): SL=(0+1+4+9)(1)=14. Since x2 is INCREASING on [0,4], each left rectangle stays under the curve and each right rectangle sticks out above it: 14≤∫04x2dx≤30. The bound is crude (Δx is too large), but it is certain.
b)
With Δx=n4 and xi=n4i: Sn=∑i=1n(n4i)2n4=n364∑i=1ni2=n364⋅6n(n+1)(2n+1)=664⋅n2(n+1)(2n+1). As n→∞, n2(n+1)(2n+1)→2: Sn→664×2=364≈21.33. The exact value does fall between 14 and 30.
c)
Fundamental Theorem (evaluation part): if F′=f on [a,b], then ∫abf=F(b)−F(a). Here F(x)=3x3: ∫04x2dx=364−0=364. 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), directly, without looking for an antiderivative. For h, the limit is composite: chain rule, h′(x)=cos((x2)2)⋅2x=2xcos(x4). Yet cos(t2) has NO antiderivative expressible with the usual functions (a Fresnel integral): the theorem still lets you differentiate, study the variations and sketch g. 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+x21)dx (basic antiderivatives).
b) Compute ∫02xex2dx by substitution, changing the limits of integration AS WELL.
c) Compute ∫1exlnxdx by integration by parts, justifying the choice of u and dv.
d) Without finding an antiderivative: evaluate ∫−22x3x2+1dx, then the average value of sinx on [0,π]. Interpret this average.
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Answers
a)459=14.75
b)2e4−1≈26.80
c)4e2+1≈2.10
d)0 by oddness; average π2≈0.637
a)
Antiderivatives: 3x=3x1/2 gives 2x3/2, and x21=x−2 gives −x1. So [2x3/2−x1]14=(16−41)−(2−1)=15.75−1=459=14.75.
b)
u=x2, du=2xdx: the xdx on top is exactly 2du. Limits: x=0⇒u=0, x=2⇒u=4. ∫02xex2dx=21∫04eudu=2e4−1≈26.80. Changing the limits together with the variable avoids going back to x: shorter, and fewer errors.
c)
By parts: ∫udv=uv−∫vdu. DIFFERENTIATE what simplifies and INTEGRATE what you know how to integrate: u=lnx (its derivative x1 kills the logarithm), dv=xdx, v=2x2. ∫1exlnxdx=[2x2lnx]1e−∫1e2xdx=2e2−[4x2]1e=2e2−4e2−1=4e2+1≈2.10.
d)
x3x2+1 is ODD (an odd function times an even one) and the interval [−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=π1∫0πsinxdx=π1[−cosx]0π=π2≈0.637. Interpretation: the rectangle with base π and height π2 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 π2 of its amplitude.
Exercise 3: Areas and volumes: the geometry of the integral
The figure shows the parabola y=x2 and the line y=x+2, which enclose a bounded region.
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=sinx and y=cosx on [0,2π]. What precaution does this computation require?
c) The region under y=x on [0,4] is rotated about the x-axis. Compute the volume of the resulting solid by the disk method.
d) Compare ∫02πsinxdx with the AREA between the sine curve and the axis on [0,2π]. Why do the two answers differ, and which one does an exam want when it says “area”?
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Answers
a)Intersections at x=−1 and x=2; area 29
b)Split at 4π: 22−2≈0.83
c)8π
d)Integral 0, area 4
a)
x2=x+2⟺x2−x−2=0⟺(x−2)(x+1)=0: intersections at (−1,1) and (2,4), as in the figure. Between them, the line is on top: A=∫−12(x+2−x2)dx=[2x2+2x−3x3]−12=310−(−67)=627=29=4.5.
b)
The curves CROSS at x=4π (where tanx=1): you must split there, otherwise the two pieces cancel each other. ∫0π/4(cosx−sinx)dx=[sinx+cosx]0π/4=2−1, and by symmetry the second piece is also 2−1. Total area: 22−2≈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: V=π∫04(x)2dx=π∫04xdx=π⋅8=8π≈25.1. Squaring the radius removes the root: paraboloids are the most cooperative solids of the disk method.
d)
∫02πsinxdx=[−cosx]02π=0: the positive arch and the negative arch cancel exactly, this is the SIGNED area. The GEOMETRIC area counts everything as positive: ∫02π∣sinx∣dx=2∫0πsinxdx=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 and ∫05f=4. Deduce ∫35f, ∫50f and ∫33f, then ∫05(2f(x)+1)dx. Justify each step by the property used.
b) Without computing the integral, prove that 2≤∫021+x3dx≤6. Which property does the bound rest on, and why does the function not need a known antiderivative?
c) Prove that ∫abf≤∫ab∣f∣ from the inequality −∣f∣≤f≤∣f∣, then give an example where the inequality is STRICT. Finally, a student writes ∫01x⋅xdx=(∫01xdx)2: refute it by computation.
d) State the Mean Value Theorem for Integrals, then find the explicit c for f(x)=x2 on [0,3]. Is this c the midpoint of the interval? Finally, show that the theorem FAILS without continuity, using the function equal to 0 on [0,1) and to 1 on [1,2].
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Answers
a)−3, −4, 0 and 13
b)1≤1+x3≤3 over a width of 2
c)31=41: no product rule
d)c=3, not the midpoint; the step never reaches 21
a)
Additivity over intervals: ∫05=∫03+∫35, so ∫35f=4−7=−3. The negative sign is no surprise: on [3,5] the function clearly dips below the axis. Orientation: swapping the limits changes the sign, ∫50f=−∫05f=−4. Equal limits: ∫33f=0, an interval of zero width accumulates nothing. Linearity: ∫05(2f+1)=2∫05f+∫051dx=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≤M on [a,b], then m(b−a)≤∫abf≤M(b−a), because integration preserves inequalities. On [0,2], x3 goes from 0 to 8, so 1≤1+x3≤9, and since the square root is increasing, 1≤1+x3≤3. Multiplying by the width b−a=2: 2≤∫021+x3dx≤6. The actual value is about 3.24: the bound is correct, though wide. Nothing required an antiderivative, and that is the whole point: 1+x3 has no elementary one, yet we already know where its integral lies.
c)
From −∣f∣≤f≤∣f∣ and the monotonicity of the integral: −∫ab∣f∣≤∫abf≤∫ab∣f∣, which is exactly ∫f≤∫∣f∣. Strict case: f=sin on [0,2π] gives ∫02πsinxdx=0 whereas ∫02π∣sinx∣dx=4. Cancellation of signs is precisely what the absolute value forbids: 0<4. Refuting the product: ∫01x2dx=31, while (∫01xdx)2=(21)2=41. Since 31=41, 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 f is CONTINUOUS on [a,b], there exists c∈[a,b] such that f(c)=b−a1∫abf; in other words the function reaches its own average value at least once. Here 31∫03x2dx=31⋅9=3, so c2=3 and c=3≈1.73, well inside [0,3]. It is NOT the midpoint: f(1.5)=2.25=3. The average of a convex function is pulled upward by the fast growth on the right, so c lies to the right of the midpoint. Without continuity, everything collapses: the step function equals 0 on [0,1) and 1 on [1,2], its integral over [0,2] is 1 and its average 21, but it ONLY takes the values 0 and 1, never 21. 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 f on [0,8]. Let F(x)=∫0xf(t)dt: the area accumulated from 0, counted positively above the axis and negatively below it. The whole study of F can be read from this picture, with no formula for f.
a) Compute F(2), F(4), F(6) and F(8) from elementary geometric areas. Why is F(8)<F(4), even though the function f keeps existing after 4?
b) Find the intervals on which F increases and decreases, and locate its maximum on [0,8]. A student answers that F is largest where f is largest, so at x=2: correct this and explain the confusion.
c) Study the concavity of F and give its inflection points. Careful: at x=4 the slope of f changes from −2 to −1; is there an inflection point there?
d) Let G(x)=∫2xf(t)dt. Compute G(0) and G(8), then compare the graphs of F and G. What does this comparison say about the constant of integration, and why do F and G have exactly the same variations?
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Answers
a)F(2)=4, F(4)=8, F(6)=6, F(8)=4
b)F increases on [0,4], decreases on [4,8]; maximum 8 at x=4
c)Inflection points at 2 and 6, not at 4
d)G=F−4: G(0)=−4, G(8)=0
a)
Each piece is a triangle. On [0,2]: a triangle with base 2 and height 4, area 22×4=4, so F(2)=4. On [2,4]: the same triangle flipped, area 4, still above the axis, so F(4)=4+4=8. On [4,6]: a triangle BELOW the axis, base 2, height 2, area 2 counted negatively: F(6)=8−2=6. On [6,8]: another −2, so F(8)=4. We do have F(8)<F(4) because F does not accumulate quantity, it accumulates SIGNED area: after x=4, f 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′=f: the sign of f drives the variations of F. Now f>0 on (0,4) and f<0 on (4,8). So F INCREASES on [0,4] and DECREASES on [4,8], with a maximum at x=4, of value F(4)=8. The student's confusion is reading the graph as if it were F: what is drawn is f, that is, the DERIVATIVE of F. At x=2, f reaches its maximum, which means F is increasing FASTEST there, not that it is highest. F peaks where its derivative is zero and changes sign, so at x=4, exactly when f crosses the axis from positive to negative.
c)
F′′=f′, that is, the SLOPE of the given graph. The slopes are successively +2 on [0,2], −2 on [2,4], −1 on [4,6], +1 on [6,8]. So F is concave up on [0,2], concave down on [2,6], concave up on [6,8]. The inflection points are at x=2 and x=6, where the slope of f CHANGES SIGN. At x=4, the slope goes from −2 to −1: it changes value but stays negative, so 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′, never the mere fact that a slope changes. Note how the roles are shared: the zeros of f give the extrema of F, the extrema of f give the inflection points of F.
d)
G(0)=∫20f=−∫02f=−4. G(8)=∫28f=F(8)−F(2)=4−4=0. In general G(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′=f, the two functions have the same variations, the same concavity, the same maximum at x=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=x1 and y=x21 for x≥1: two curves that both tend to 0 and look almost alike. Yet one encloses an infinite area and the other a finite one.
a) Give the definition of a Type I improper integral, then compute ∫1∞x2dx and show that ∫1∞xdx diverges.
b) Prove the p-test: ∫1∞xpdx converges if and only if p>1, and give its value in that case.
c) Compute ∫0∞e−x/2dx. 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=x1 (x≥1) about the x-axis. Compute its volume, accept that its surface area exceeds ∫1∞x2πdx, and state the paradox.
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Answers
a)1; lnb→∞
b)Converges if and only if p>1, to p−11
c)2
d)Volume π, infinite surface area
a)
By definition, ∫1∞f=limb→∞∫1bf: integrate over the FINITE interval [1,b], then let b tend to infinity; the integral converges if the limit is finite. ∫1bx2dx=[−x1]1b=1−b1→1: convergent, with value 1. ∫1bxdx=lnb→∞: divergent. Both curves tend to 0, but x1 does not come down FAST ENOUGH: tending to zero is never enough, it is the speed that decides.
b)
For p=1: ∫1bx−pdx=1−pb1−p−1. If p>1, the exponent 1−p is negative: b1−p→0 and the integral converges to p−11. If p<1, b1−p→∞: divergence. If p=1: the logarithm of a), divergent. The exact boundary is p=1, on the wrong side. Check: p=2 gives 2−11=1, the value from a).
c)
∫0be−x/2dx=[−2e−x/2]0b=2−2e−b/2→2. The exponential decreases so fast that an area of infinite width stays finite. If e−x/2 is the concentration of a drug remaining at time x, 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∞x2dx=π×1=π: FINITE, about 3.14 cubic units. The surface area, on the other hand, exceeds 2π∫1∞xdx, which diverges: INFINITE area. Gabriel's paradox: you can fill the horn with π litres of paint, but no finite amount is enough to paint its surface. The resolution lies in the p-test: the volume integrates x21 (p=2, converges), the surface integrates x1 (p=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 ∫01xdx.
b) A student writes: ∫−11x2dx=[−x1]−11=−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 p-test at the endpoint 0: ∫01xpdx converges if and only if p<1. Compare with the test at infinity.
d) Show that ∫01lnxdx converges despite the vertical asymptote at 0, and give its value (you may use limx→0+xlnx=0). What does this result say about the “size” of the logarithm's infinity?
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Answers
a)2
b)Absurd (negative): singularity at 0, divergent
c)At 0: converges if and only if p<1
d)−1
a)
If f blows up at a: ∫abf=limc→a+∫cbf. Here: ∫c1x−1/2dx=[2x]c1=2−2c→2. Convergent, with value 2: the vertical asymptote of x1 at 0 encloses a finite area.
b)
The absurdity is obvious: x21 is strictly POSITIVE, so its integral cannot be negative. The mistake: applying the Fundamental Theorem across x=0, where the function is not even defined; the theorem requires continuity on the WHOLE interval. The correct analysis splits at 0: ∫01x2dx=limc→0+(c1−1)=∞: 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=1: ∫c1x−pdx=1−p1−c1−p. If p<1: 1−p>0, c1−p→0, convergence to 1−p1 (for p=21: 2, the value from a)). If p>1: c1−p→∞, divergence; p=1: −lnc→∞, divergence. This is the exact MIRROR of the test at infinity: at 0 you need p<1, at infinity p>1, and p=1 loses on both sides. A way to remember it: a gentle singularity is tolerated, a slow decay is not.
d)
∫c1lnxdx=[xlnx−x]c1=(0−1)−(clnc−c). With clnc→0: the integral equals −1. Convergent: the area (below the axis) between the logarithm curve and the axis on (0,1] is exactly 1. So the logarithm blows up “less strongly” than ANY power xp1: its infinity is so slow that it encloses only a finite area, even though x1, 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 (p or exponential).
a) State the Comparison Test for positive functions, then determine whether ∫1∞x3+1dx converges or diverges.
b) Determine whether ∫1∞x2+sinxdx converges or diverges.
c) Show that ∫0∞e−x2dx converges, by splitting the interval in two and comparing with e−x on [1,∞). 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∞x(1+x)dx, doubly improper, converges, then compute its exact value with the antiderivative 2arctanx.
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Answers
a)Convergent, compared with x31
b)Divergent, bounded below by x1
c)Convergent; value 2π≈0.886
d)Convergent; value π
a)
For 0≤f≤g on the interval: if ∫g converges, ∫f converges (the area under f is trapped under a finite area); if ∫f diverges, ∫g diverges. Here 0≤x3+11≤x31, and ∫1∞x3dx converges (p=3>1): CONVERGENT. The +1 in the denominator does not matter at infinity: always compare with the dominant behaviour.
b)
Bound from below: sinx≥−1, so x2+sinx≥x1>0. Now ∫1∞xdx diverges: DIVERGENT. The oscillation of the sine saves nothing: the function stays above a divergent one. Reflex: bounding the sine between −1 and 1 almost always turns an oscillating integral into a clean comparison.
c)
On [0,1]: a continuous, bounded function, an ordinary integral, no problem. On [1,∞): as soon as x≥1, x2≥x so e−x2≤e−x, and ∫1∞e−xdx=e−1 converges: CONVERGENT. The known value, taken without proof, is 2π≈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 x1 at 0 and the infinite tail. At 0: x(1+x)1∼x1, p=21<1: converges. At infinity: ∼x3/21, p=23>1: converges. So it converges at both ends. Value: dxd(2arctanx)=1+x2⋅2x1=x(1+x)1, the announced antiderivative. Hence limb→∞2arctanb−limc→0+2arctanc=2⋅2π−0=π. An area exactly equal to π, 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≥0 whose integral over the whole domain is exactly 1, and the mean (expected value) is ∫xf(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−λx on [0,∞) with λ=41 (in thousands of hours). Check that the total probability is 1, compute P(X>8), then the mean lifetime ∫0∞xλe−λxdx by integration by parts.
b) Prove by induction that ∫0∞xne−xdx=n! for every integer n≥0, first establishing the relation In=nIn−1. Why do the boundary terms vanish at each step?
c) Let g(x)=x21 on [1,∞). Check that g is indeed a probability density and compute P(X>10). Then study ∫1∞xg(x)dx: what happens, and what concrete meaning can be given to this result?
d) Exam level: let h(x)=x32 on [1,∞). Check that it is a density, compute its mean, then ∫1∞x2h(x)dx. Conclude about the variance. Finally, state the general rule: for a density of the form xpC on [1,∞), which moments ∫xkh exist?
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Answers
a)Total probability 1; P(X>8)=e−2≈0.135; mean 4000 h
b)In=nIn−1, hence n!
c)A density, P(X>10)=101, infinite mean
d)Mean 2, infinite variance; moments for k<p−1
a)
Total probability: ∫0b41e−x/4dx=[−e−x/4]0b=1−e−b/4→1. It is indeed a density. P(X>8)=∫8∞41e−x/4dx=limb→∞(e−2−e−b/4)=e−2≈0.135: about 13.5 percent of the bulbs last more than 8,000 hours. Mean by parts, with u=x and dv=41e−x/4dx, so v=−e−x/4: ∫0b=[−xe−x/4]0b+∫0be−x/4dx. The boundary term −be−b/4→0 because the exponential crushes the power, and the remaining integral tends to 4. Mean lifetime: λ1=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!. Inductive step: by parts with u=xn and dv=e−xdx, In=[−xne−x]0∞+n∫0∞xn−1e−xdx=0+nIn−1. The boundary term vanishes at both ends: at 0 because xn=0 (for n≥1), and at infinity because limx→∞xne−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!. Check: I2=2, I3=6, I4=24. This integral defines the Gamma function, which extends the factorial to non-integer numbers.
c)
Density: g≥0 and ∫1∞x2dx=1 by the p-test with p=2>1, with value 2−11=1. So the total probability is exactly 1. P(X>10)=∫10∞x2dx=limb→∞(101−b1)=101. Mean: ∫1∞x⋅x21dx=∫1∞xdx=limb→∞lnb=∞. 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 x21 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) 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∞x32dx=2⋅3−11=1: a valid density. Mean: ∫1∞x⋅x32dx=∫1∞x22dx=2⋅2−11=2, FINITE this time. Second moment: ∫1∞x2⋅x32dx=∫1∞x2dx, divergent (p=1). Since the variance is E[X2]−(E[X])2 and E[X2] 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⋅xpCdx=C∫1∞xp−kdx converges if and only if p−k>1, that is, k<p−1. For p=2: no moment at all, not even the mean. For p=3: the mean (k=1) exists, the variance (k=2) does not. Each unit gained on the exponent p 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, then compute ∫−∞∞1+x2dx, respecting the split.
b) A student claims: “x is odd, so ∫−∞∞xdx=0”. Show that each half diverges, hence that the integral diverges. Then compute ∫−RRxdx and ∫−R2Rxdx as R→∞: what does comparing the two results reveal?
c) Determine whether ∫−∞∞1+x2xdx converges, then ∫−∞∞1+x4xdx. Both integrands are odd: state precisely the condition under which the symmetry argument is LEGITIMATE.
d) Exam level: study ∫0∞xe−xdx, 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=u2, given that ∫0∞e−u2du=2π.
Show the solution
Answers
a)π, each half equal to 2π
b)Diverges: 0 or +∞ depending on the limits
c)The first diverges; the second equals 0
d)π≈1.772
a)
Definition: choose any point c and set ∫−∞∞f=∫−∞cf+∫c∞f, the integral converging if and only if BOTH pieces converge, each with its own independent limit. With c=0: ∫0b1+x2dx=arctanb→2π, and by evenness the same computation gives ∫−a0→2π. Both converge, so the integral converges and equals 2π+2π=π. The choice of c does not affect the total: moving the split takes from one piece exactly what it adds to the other.
b)
∫0bxdx=2b2→∞: the right half diverges, which is enough to conclude. The left half likewise diverges to −∞. The integral DIVERGES, and the oddness argument does not apply. The comparison is striking: ∫−RRxdx=2R2−2R2=0 for every R, hence a limit of 0; but ∫−R2Rxdx=24R2−2R2=23R2→+∞. Two equally natural ways of sending the limits to infinity give 0 and +∞. A quantity that depends on how you approach it is not defined: that is WHY the definition requires separate convergence. The symmetric limit limR→∞∫−RR has a name, the Cauchy principal value, but it is not the integral, and writing it without saying so is an exam mistake.
c)
∫0b1+x2xdx=21ln(1+b2)→∞: divergent, exactly as in b), because at infinity 1+x2x∼x1, the boundary case p=1. Symmetry saves nothing. On the other hand 1+x4x∼x31 at infinity, with p=3>1: each half converges (the substitution u=x2 gives ∫0∞1+x4xdx=21∫0∞1+u2du=4π), so the integral converges, and THERE oddness does give a total of zero: 4π−4π=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≤1, so xe−x≤x1 on (0,1], and ∫01xdx converges by the p-test at the endpoint 0 with p=21<1: the first piece converges. On [1,∞): x≥1 so xe−x≤e−x, and ∫1∞e−xdx=e−1 converges: the second piece converges by comparison. So the integral converges. Value: with x=u2, dx=2udu, x=u, and the limits 0→0, ∞→∞: ∫0∞ue−u22udu=2∫0∞e−u2du=2⋅2π=π≈1.772. The substitution has made the singularity disappear: the 2udu of the change of variable exactly cancels the u1 that was blowing up. This is the value Γ(21)=π, the factorial of 21, 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, dxd∫axf(t)dt=f(x) for a continuous f, is not only for differentiating: it turns limits, equations and function studies into derivative computations.
a) For x>1, let F(x)=∫xx2lntdt. Compute F′(x) without computing the integral, then F′(2).
b) Compute limx→0x31∫0xsin(t2)dt.
c) Find a function f and a number a>0 such that 6+∫axt2f(t)dt=2x for every x>0.
d) Let G(x)=∫0x(t2−4)e−t2dt for x≥0. Study the variations of G and give the x-value of its minimum.
e) Let H(x)=∫1x1+t3dt. Write the equation of the tangent line to the graph of H at x=1, then estimate H(1.1).
Show the solution
Answers
a)F′(x)=(4x−1)lnx; F′(2)≈4.852
b)31
c)f(x)=x3/2, a=9
d)Minimum at x=2
e)y=2(x−1); H(1.1)≈0.141
a)
If Φ is an antiderivative of ln, F(x)=Φ(x2)−Φ(x), so F′(x)=ln(x2)⋅2x−lnx=4xlnx−lnx=(4x−1)lnx. The upper limit x2 brings the chain rule, the lower limit a minus sign. F′(2)=7ln2≈4.852.
b)
Form 00. By L'Hôpital's rule and the Fundamental Theorem: limx→03x2sin(x2)=31, since usinu→1. The numerator has no elementary antiderivative, and we did not need one.
c)
Differentiating both sides: x2f(x)=x1, so f(x)=x3/2. At x=a, the integral is zero: 6=2a, hence a=9. Check: 6+∫9xt−1/2dt=6+2x−6=2x ✓.
d)
G′(x)=(x2−4)e−x2, with the sign of x2−4 since the exponential is positive: G decreases on [0,2] and increases on [2,+∞). The minimum occurs at x=2. We know no formula for G, but its derivative is enough to tell everything about its variations.
e)
H(1)=0 and H′(1)=1+1=2: the tangent line has equation y=2(x−1). Hence H(1.1)≈0.12≈0.141. The exact value, obtained numerically, is about 0.147: the tangent underestimates, because H′′(x)=21+x33x2>0 makes H concave up.
Exercise 12: The Laplace transform: four improper integrals with a parameter
For a function f defined on [0,+∞), set L{f}(s)=∫0∞e−stf(t)dt, whenever this improper integral converges. This tool turns differential equations into algebraic equations; here, we compute it.
a) Compute L{1}(s), stating for which values of s the integral converges. Give its value for s=4.
b) Compute L{t}(s) for s>0 by integration by parts, justifying why the boundary term vanishes. Value for s=4?
c) Compute L{eat}(s) and the condition for convergence. Value for a=3 and s=5?
d) Compute L{sint}(s) for s>0 by integrating by parts twice. Value for s=2?
e) Is there a value of s for which L{et2}(s) converges? Justify.
Show the solution
Answers
a)s1 for s>0; 0.25
b)s21; 0.0625
c)s−a1 for s>a; 0.5
d)s2+11; 0.2
e)None: et2 beats every exponential
a)
∫0be−stdt=s1−e−sb for s=0. If s>0, e−sb→0 and the integral converges to s1. If s<0, e−sb→+∞: divergence; if s=0, ∫0b1dt=b→∞. So L{1}(s)=s1 for s>0, and 41=0.25 for s=4.
b)
u=t, dv=e−stdt, v=−se−st: ∫0bte−stdt=[−ste−st]0b+s1∫0be−stdt. The boundary term is −sbe−sb→0: the decaying exponential beats the factor b. What remains is s1⋅s1=s21, that is, 161=0.0625 for s=4.
c)
∫0be(a−s)tdt=a−se(a−s)b−1. The integral converges if and only if a−s<0, that is, s>a, and then equals s−a1. For a=3 and s=5: 21=0.5. With a=0 we recover a).
d)
Let I=∫0∞e−stsintdt. First round, u=sint, dv=e−stdt: I=[−se−stsint]0∞+s1∫0∞e−stcostdt=s1∫0∞e−stcostdt. Second round, u=cost: ∫0∞e−stcostdt=[−se−stcost]0∞−s1I=s1−s1I. So I=s21−s2I, that is, I=s2+11. For s=2: 51=0.2.
e)
No. e−stet2=et2−st=et(t−s), and for any fixed s, t(t−s)→+∞ as t→+∞: the integrand tends to infinity, so the integral diverges. The factor e−st can only offset growth that is at most exponential; et2 grows faster than any exponential est.
Exercise 13: The Limit Comparison Test: the equivalent decides
For two functions f and g that are strictly positive near the troublesome endpoint, if gf tends to a finite, nonzero limit L, then the improper integrals of f and g either both converge or both diverge. You then compare with a reference integral xp1.
a) Determine whether ∫1∞x3+2x+1dx converges or diverges.
b) Determine whether ∫1∞x2+xdx converges or diverges.
c) Determine whether ∫01x+x2dx converges or diverges.
d) Compare the behaviour of ∫1∞sinx1dx and of ∫1∞sin2x1dx.
e) For which values of p does the integral ∫01xp1−cosxdx converge?
Show the solution
Answers
a)Convergent: ∼x21
b)Divergent: ∼x1
c)Convergent: ∼x1 at 0
d)The first diverges, the second converges
e)p<3
a)
At infinity, x3+2x+1∼x3x=x21: the quotient 1/x2(x+1)/(x3+2)=x3+2x3+x2→1. Since ∫1∞x2dx converges (p=2>1), the integral CONVERGES. A direct comparison would have required an inequality, less obvious here because of the +1 in the numerator.
b)
x2+x∼x, so the integrand behaves like x1: the quotient is x2+xx=1+1/x1→1. Since ∫1∞xdx diverges, the integral DIVERGES.
c)
The only troublesome endpoint is 0. Near 0, x2 is negligible compared with x: x+x21∼x1, the quotient x+x2x=1+x3/21→1. Since ∫01xdx converges (p=21<1), the integral CONVERGES. Watch the direction of the test at 0: there, the small powers win.
d)
As x→∞, u=x1→0 and sinu∼u: sinx1∼x1, positive on [1,∞). The first one DIVERGES, like ∫xdx. But sin2x1∼x21: the second one CONVERGES. Squaring moved the integrand from the wrong side of the boundary p=1 to the right side.
e)
Near 0, 1−cosx∼2x2, so xp1−cosx∼2xp−21. The integral converges if and only if p−2<1, that is, p<3. For p=2, the integrand even tends to 21: no singularity at all. The largest admissible integer value is p=2; for p=3, the integrand behaves like 2x1 and the integral diverges. The figure in the solution compares sinx1 and x1.
Exercise 14: Problem: the present value of an annuity and financial infinity
A fund pays a continuous income stream of R dollars per year. With a continuous discount rate r, a dollar received in t years is worth e−rt dollars today, and the present value of the payments over T years is PV(T)=∫0TRe−rtdt.
a) Compute PV(T), then the present value of a perpetuity, limT→∞PV(T).
b) With R=12,000 dollars per year and r=4 percent, compute the present value over 30 years and that of the perpetuity.
c) The income now grows with inflation: R(t)=12,000e0.02t. Compute the perpetual present value.
d) What happens if the income grows at the rate g=r or faster? Interpret.
e) For the constant income of b), how many years does it take to reach 90 percent of the perpetual value?
Show the solution
Answers
a)rR(1−e−rT), limit rR
b)≈209,642 dollars; 300,000 dollars
c)0.0212,000=600,000 dollars
d)Divergence: infinite value if g≥r
e)T=0.04ln10≈57.6 years
a)
PV(T)=R[−re−rt]0T=rR(1−e−rT). As T→∞, e−rT→0: the improper integral converges to rR. Infinitely many payments are worth only a finite sum, because distant payments, once discounted, are worth almost nothing.
b)
rR=0.0412,000=300,000 dollars for the perpetuity. Over 30 years: 300,000(1−e−1.2)≈300,000×0.6988≈209,642 dollars. The first 30 years already carry almost 70 percent of the value of eternity.
c)
∫0∞12,000e0.02te−0.04tdt=12,000∫0∞e−0.02tdt=0.0212,000=600,000 dollars. A growth rate of 2 percent doubles the value, because everything happens as if the discount rate were only r−g=2 percent.
d)
The integrand becomes Re(g−r)t with g−r≥0: it does not tend to 0, the integral DIVERGES and the present value is infinite. No finite price would be reasonable for such an asset: the condition r>g is what makes annuity valuation formulas usable, and models that come close to violating it give explosive values.
e)
1−e−0.04T=0.9 gives e−0.04T=0.1, that is, T=0.04ln10≈57.6 years. The figure in the solution plots PV(T) and its asymptote: the curve rises quickly, then flattens out slowly against the 300,000 dollars.
Exercise 15: Problem: the energy dissipated while a capacitor discharges
A capacitor of capacitance C, charged to the voltage V0, discharges through a resistor R. The current is i(t)=RV0e−t/τ with τ=RC, and the power dissipated in the resistor is P(t)=Ri(t)2.
a) Show that the total energy dissipated, E=∫0∞P(t)dt, equals 21CV02.
b) With C=100 microfarads, V0=12 V and R=1 kilohm, compute τ and E in millijoules.
c) What fraction of the total energy is dissipated during the first time constant τ?
d) After how long has 99 percent of the energy been dissipated?
e) The resistance R does not appear in E. Why? Also compute the total charge Q=∫0∞i(t)dt that has flowed through the circuit.
Show the solution
Answers
a)E=RV02⋅2τ=21CV02
b)τ=0.1 s, E=7.2 mJ
c)1−e−2≈86.5%
d)2τln100≈0.230 s
e)Effects of R cancel out; Q=CV0=1.2 mC
a)
P(t)=RR2V02e−2t/τ=RV02e−2t/τ. ∫0be−2t/τdt=2τ(1−e−2b/τ)→2τ. So E=RV02⋅2RC=21CV02: 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 s. E=21×10−4×144=7.2×10−3 J, that is, 7.2 mJ.
c)
∫0τPdt=E(1−e−2): the fraction is 1−e−2≈0.865, that is, 86.5 percent. The power decreases twice as fast as the current, since it is proportional to its square.
d)
1−e−2t/τ=0.99 gives e−2t/τ=0.01, that is, t=2τln100≈0.05×4.605≈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 is proportional to R and P to R1, so the two effects cancel in the integral. Total charge: Q=RV0∫0∞e−t/τdt=RV0τ=CV0=1.2×10−3 C, that is, 1.2 mC, the initial charge of the capacitor. The figure in the solution plots P(t) in watts.
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