Improper integrals (analysis perspective)

At a Glance

Why This Chapter Matters

Improper integrals appear in every UPSC Paper 2 Section A diet — three times in the last six years alone — and the question is always the same shape: identify the singularities, bound the integrand, invoke the comparison test, and state convergence. Mastering this archetype is essentially free marks once the two-step pattern is internalised. The comparison and limit-comparison tests are also the gateway to the harder series-convergence problems in RA-17.

Minimum Theory

Definition (Type I and Type II). An improper integral of Type I is ∫a∞f(x) dx:=lim⁡t→∞∫atf(x) dx\int_a^\infty f(x)\,dx := \lim_{t\to\infty}\int_a^t f(x)\,dx when the limit exists and is finite. An improper integral of Type II arises when ff is unbounded near an endpoint: ∫abf(x) dx:=lim⁡t→b−∫atf(x) dx\int_a^b f(x)\,dx := \lim_{t\to b^-}\int_a^t f(x)\,dx (or lim⁡t→a+\lim_{t\to a^+}). If the integral has singularities at both endpoints, split the interval and require both parts to converge independently.

Comparison Test. Suppose 0≤f(x)≤g(x)0 \le f(x) \le g(x) for all x≥ax \ge a. Then: ∫a∞g\int_a^\infty g converges ⇒\Rightarrow ∫a∞f\int_a^\infty f converges; ∫a∞f\int_a^\infty f diverges ⇒\Rightarrow ∫a∞g\int_a^\infty g diverges. The same test applies for Type II integrals near a singular endpoint.

Limit Comparison Test. If f,g≥0f, g \ge 0 and lim⁡x→cf(x)/g(x)=L\lim_{x\to c} f(x)/g(x) = L with 0<L<∞0 < L < \infty, then ∫f\int f and ∫g\int g converge or diverge together. p-test benchmarks: ∫1∞x−p dx\int_1^\infty x^{-p}\,dx converges iff p>1p > 1; ∫01x−p dx\int_0^1 x^{-p}\,dx converges iff p<1p < 1.

Absolute convergence. If ∫a∞∣f(x)∣ dx\int_a^\infty |f(x)|\,dx converges, so does ∫a∞f(x) dx\int_a^\infty f(x)\,dx. This lets you handle oscillating integrands (e.g.\ cos⁡x\cos x) by bounding ∣cos⁡x∣≤1|\cos x| \le 1 and comparing the absolute value.

Improper integral types and comparison test

Question Archetypes

ArchetypeRecognition
improper-convergence”Test convergence of ∫⋯\int \cdots”; integrand has ∞\infty limit or blows up at endpoint

improper-convergence (3 question(s); 2014, 2022, 2024)

Recognition Cues — The question says “test convergence” or “examine convergence”. Either the upper limit is ∞\infty (Type I) or the integrand blows up at an endpoint (Type II: look for log⁡x\log x near 00, 1/b−x1/\sqrt{b-x} near x=bx=b, etc.). Never just substitute limits blindly — first locate every singularity.

Solution Template

  1. Locate singularities. Identify whether the problem is Type I (∞\infty limit) or Type II (unbounded integrand), or both. For a bounded interval, check both endpoints.
  2. Split if necessary. If two singularities exist (e.g. 2024’s integral over [0,2][0,2]), split and treat each piece independently.
  3. Choose a comparison or benchmark. Use 1/xp1/x^p as the standard comparison function. For oscillating integrands, bound ∣cos⁡x∣≤1|\cos x| \le 1 or ∣sin⁡x∣≤1|\sin x| \le 1 and work with absolute values.
  4. State and apply the test. Write 0≤f(x)≤g(x)0 \le f(x) \le g(x) (or compute the limit ratio), cite the comparison test, and conclude for gg first (using a known integral or p-test).
  5. Conclude. State whether the integral converges or diverges. A brief bound on the value (if easy) earns bonus marks.

Worked Example

2014 Paper 2, 2014-P2-Q1b (10 marks)

Test the convergence of the improper integral ∫1∞dxx2(1+e−x)\displaystyle\int_1^\infty\frac{dx}{x^2(1+e^{-x})}.

Locate singularity. The upper limit is ∞\infty (Type I). At x=1x=1 the integrand is finite and positive, so no issue at the lower endpoint.

Bound the integrand. For x≥1x \ge 1, we have 0<e−x≤e−1<10 < e^{-x} \le e^{-1} < 1, so 1<1+e−x≤1+e−11 < 1+e^{-x} \le 1+e^{-1}. Taking reciprocals:

11+e−1≤11+e−x<1(x≥1).\frac{1}{1+e^{-1}} \le \frac{1}{1+e^{-x}} < 1 \quad (x \ge 1).

Therefore

0<1x2(1+e−x)<1x2.0 < \frac{1}{x^2(1+e^{-x})} < \frac{1}{x^2}.

Apply comparison. The integral ∫1∞x−2 dx=1\int_1^\infty x^{-2}\,dx = 1 converges (p-test with p=2>1p=2>1). By the comparison test, the smaller positive integrand also gives a convergent integral.

Bonus bound. The lower bound gives ∫1∞f dx≥e/(e+1)≈0.731\int_1^\infty f\,dx \ge e/(e+1) \approx 0.731, so the integral lies in (e/(e+1), 1)(e/(e+1),\,1).

The integral converges.\boxed{\text{The integral converges.}}

2022 Paper 2, 2022-P2-Q1c (10 marks)

Test the convergence of ∫0∞cos⁡x1+x2 dx\displaystyle\int_0^\infty\dfrac{\cos x}{1+x^2}\,dx.

Locate singularity. Type I (∞\infty limit); the integrand is bounded and continuous on [0,∞)[0,\infty).

Use absolute convergence. Since ∣cos⁡x∣≤1|\cos x| \le 1:

∣cos⁡x1+x2∣≤11+x2.\left|\frac{\cos x}{1+x^2}\right| \le \frac{1}{1+x^2}.

Evaluate the bounding integral.

∫0∞dx1+x2=[arctan⁡x]0∞=π2<∞.\int_0^\infty \frac{dx}{1+x^2} = [\arctan x]_0^\infty = \frac{\pi}{2} < \infty.

Conclude. By comparison, ∫0∞∣cos⁡x∣/(1+x2) dx≤π/2\int_0^\infty |\cos x|/(1+x^2)\,dx \le \pi/2, so the integral converges absolutely, hence converges.

∫0∞cos⁡x1+x2 dx converges (absolutely; exact value π/(2e)).\boxed{\int_0^\infty \frac{\cos x}{1+x^2}\,dx \text{ converges (absolutely; exact value } \pi/(2e) \text{).}}

2024 Paper 2, 2024-P2-Q1c (10 marks)

Test the convergence of ∫02log⁡x2−x dx\displaystyle\int_0^2 \frac{\log x}{\sqrt{2-x}}\,dx.

Locate singularities. The integrand is potentially singular at both endpoints: log⁡x→−∞\log x \to -\infty as x→0+x \to 0^+, and 1/2−x→∞1/\sqrt{2-x} \to \infty as x→2−x \to 2^-. Split:

∫02=∫01+∫12.\int_0^2 = \int_0^1 + \int_1^2.

Near x=0x = 0. On (0,1](0,1], the factor 1/2−x1/\sqrt{2-x} is bounded (between 1/21/\sqrt{2} and 11). So the behaviour is governed by ∣log⁡x∣|\log x| alone:

∫01∣log⁡x∣ dx=[x−xlog⁡x]01=1(using lim⁡x→0+xlog⁡x=0).\int_0^1 |\log x|\,dx = [x - x\log x]_0^1 = 1 \quad (\text{using } \lim_{x\to 0^+} x\log x = 0).

Since log⁡x\log x is integrable near 00 and 1/2−x1/\sqrt{2-x} is bounded there, the product is integrable. No issue at x=0x=0.

Near x=2x = 2. As x→2−x \to 2^-, log⁡x→log⁡2\log x \to \log 2 (finite and nonzero). By limit comparison with g(x)=1/2−xg(x) = 1/\sqrt{2-x}:

lim⁡x→2−∣log⁡x∣/2−x1/2−x=log⁡2∈(0,∞).\lim_{x\to 2^-} \frac{|\log x|/\sqrt{2-x}}{1/\sqrt{2-x}} = \log 2 \in (0,\infty).

Since ∫121/2−x dx=[−22−x]12=2\int_1^2 1/\sqrt{2-x}\,dx = [-2\sqrt{2-x}]_1^2 = 2 converges, the limit comparison gives convergence of ∫12∣log⁡x∣/2−x dx\int_1^2 |\log x|/\sqrt{2-x}\,dx as well.

Conclude. Both pieces converge, so

∫02log⁡x2−x dx converges (value≈−2.55).\boxed{\int_0^2 \frac{\log x}{\sqrt{2-x}}\,dx \text{ converges (value} \approx -2.55\text{).}}

Common Traps

Marks-Aware Writing

A 10-mark answer requires: (1) identify singularity type, (2) state and establish the bound f(x)≤g(x)f(x) \le g(x) with explicit inequalities, (3) compute or cite the comparison integral, (4) invoke the comparison test by name, (5) state the conclusion. Writing down the exact inequality and referencing the p-test or known antiderivative are the two steps students most often skip.

Practice Set

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