In calculus, improper integrals arise when one or both bounds of an integral extend to infinity. To evaluate these integrals, we must use limits to handle the infinite bounds appropriately. An improper integral can be defined as follows: if we want to integrate a function from a lower bound \( a \) to an upper bound \( \infty \), we rewrite it as the limit of the integral from \( a \) to \( t \) as \( t \) approaches infinity:
$$ \int_a^\infty f(x) \, dx = \lim_{t \to \infty} \int_a^t f(x) \, dx $$
This approach allows us to calculate the area under the curve from \( a \) to \( t \) and then extend that area to infinity. Similarly, if the lower bound is negative infinity, we express it as:
$$ \int_{-\infty}^b f(x) \, dx = \lim_{t \to -\infty} \int_t^b f(x) \, dx $$
In both cases, we cannot directly substitute infinity into the integral; instead, we use a variable \( t \) that approaches infinity or negative infinity. When both bounds are infinite, we can split the integral into two parts, using a constant \( c \) between the bounds:
$$ \int_{-\infty}^\infty f(x) \, dx = \int_{-\infty}^c f(x) \, dx + \int_c^\infty f(x) \, dx $$
Next, we determine whether an improper integral is convergent or divergent. An integral is considered convergent if the limit exists and yields a finite number, while it is divergent if the limit does not exist or approaches infinity.
For example, consider the integral of \( e^x \) from \( 0 \) to \( \infty \):
$$ \int_0^\infty e^x \, dx = \lim_{t \to \infty} \int_0^t e^x \, dx $$
The integral of \( e^x \) is \( e^x \), so we evaluate:
$$ = \lim_{t \to \infty} \left( e^t - e^0 \right) = \lim_{t \to \infty} \left( e^t - 1 \right) $$
As \( t \) approaches infinity, \( e^t \) also approaches infinity, leading to a divergent integral.
In another example, consider the integral from \( -\infty \) to \( 0 \):
$$ \int_{-\infty}^0 e^x \, dx = \lim_{t \to -\infty} \int_t^0 e^x \, dx $$
Evaluating this gives:
$$ = \lim_{t \to -\infty} \left( e^0 - e^t \right) = 1 - 0 = 1 $$
Here, the integral converges to 1.
Finally, for the integral from \( -\infty \) to \( \infty \):
$$ \int_{-\infty}^\infty e^x \, dx = \int_{-\infty}^0 e^x \, dx + \int_0^\infty e^x \, dx $$
Since the first integral converges to 1 and the second diverges to infinity, the overall integral is divergent.
Understanding these concepts and procedures is crucial for effectively working with improper integrals in calculus. Practice with various examples will help solidify these techniques and enhance your problem-solving skills.