Improper integrals and convergence tests
Ordinary Riemann integration assumes a finite interval and a bounded integrand — but has no finite interval, and has an integrand that blows up at . Both are improper integrals, and the whole subject rests on one move: replace the troublesome endpoint by a variable, take a limit, and ask whether that limit exists. If it does, the integral converges to a finite value; if not, it diverges. This machinery matters immediately afterward — the Beta and Gamma functions you meet next in MA10002 are themselves improper integrals, and every property you prove about them leans on the -test and comparison test built here.
An improper integral is defined as a limit of proper integrals, and it converges exactly when that limit is finite — a fact you can often decide without evaluating the integral at all, by comparing it against a benchmark -integral.
The core idea
Type 1 — infinite limit. When the interval itself is unbounded, replace by a dummy variable and let afterward:
where: is the fixed finite endpoint, is a temporary finite upper limit, and is continuous on . The integral is defined symmetrically, and is split at any convenient point into two such pieces — both must converge independently for the whole thing to converge.
Type 2 — unbounded integrand. When itself misbehaves at an endpoint, say as , the same trick applies to the integrand's domain instead of the interval:
where: is a point just short of the singularity , and the limit is taken from inside . A singularity at the lower limit or at an interior point is handled the same way, splitting the integral there so each piece has its bad behavior isolated at one endpoint.
The -test. Two benchmark families decide convergence at a glance:
where: is a fixed real exponent, the first integral probes behavior as , and the second probes behavior as . Notice the conditions are opposite in direction — that asymmetry is exactly what the figure below makes visible.
Comparison test. If for , then a convergent forces to converge too (squeezed underneath), and a divergent forces to diverge (it can only be bigger). The limit comparison test is often more convenient: if and with , then and share the same fate. Both forms carry over unchanged to Type 2 integrals, using as the benchmark instead.
The goal is to show, purely by direct computation of the limit in the definition of a Type 1 improper integral, that converges precisely when and diverges precisely when — establishing the benchmark against which every comparison-test argument in this topic is measured, and doing so by splitting the antiderivative into the two cases and before taking the limit in each.
Step 1. Set up the defining limit. By the Type 1 definition, . Everything now depends on evaluating the proper integral and then studying what happens as .
Step 2. Handle . The antiderivative of is , so . The entire question of convergence now rests on the single term as .
Step 3. Take the limit and split on the sign of . If , then , so as , giving , a finite number — the integral converges. If , then , so , and the limit diverges to infinity.
Step 4. Handle the boundary case separately, since the antiderivative formula above breaks down there. Here , and as , so the integral diverges. Combining Steps 3 and 4, converges if and only if , matching the stated -test exactly, and along the way we obtained the bonus exact value whenever it does converge.
Worked example
Problem. Test for convergence using the comparison test, without attempting to evaluate it exactly.
Step 1. Look for the dominant behavior as . Inside the square root, dominates the once is large, so and the integrand behaves like — the natural benchmark is the -integral with .
Step 2. Make the comparison rigorous, not just approximate. Since , we have for every , so taking square roots (a valid, order-preserving step for positive quantities) gives . Inverting a positive inequality flips it, so
Step 3. Confirm the benchmark converges. By the derivation above with , converges, to the exact value .
Step 4. Apply the comparison test. Our integrand is squeezed between and a convergent integrand's values, so by the comparison test converges — even though we never found (and do not need) its exact value.
Competitive stretch
Push the same idea to : for large , dominates, so once (since ), giving the bound . Since converges, the original integral converges too — the technique scales to any dominant power without extra machinery.
Common traps
- Plugging directly into a formula instead of writing the limit explicitly — always set the limit up first, evaluate second.
- Reversing the -test direction: needs (large exponent), while needs (small exponent) — these are opposite conditions and get swapped under pressure.
- Missing an interior singularity, such as blowing up at inside the interval — you must split at the singularity and check both halves separately, not just the endpoints.
- Using the comparison test with the inequality pointing the wrong way — bounding your integrand above by a divergent integral, or below by a convergent one, proves nothing at all.
Ask the tutor: if you are unsure which benchmark power to compare against for a tricky integrand, ask the AI tutor to walk through picking the dominant term with you on a fresh example.
Why does the comparison test not tell me the exact value of the integral?
Because it never computes an antiderivative at all — it only pins your integrand between zero and a known convergent (or divergent) function's values, and uses the fact that a bounded, non-negative accumulation cannot escape to infinity. That is enough to answer converges-or-diverges, which is often all a problem actually asks. If you need the exact value, you must go back to direct evaluation, as in the p-test derivation above, or use a different technique entirely.
How do I know which p-integral to compare against?
Look at the dominant term as x approaches the troublesome point. For a Type 1 integral as x to infinity, keep only the highest power of x inside any root or fraction and simplify; for a Type 2 integral near a singularity at x equals zero, keep only the term that actually blows up. The resulting power of x tells you the p to use, and then you make the inequality rigorous, as in Step 2 of the worked example, rather than relying on the approximation alone.
What if my integral has singularities of both types at once, like an infinite interval and an unbounded integrand?
Split it into pieces, each with exactly one source of impropriety, at any convenient interior point. For example, if blows up at and the interval runs to infinity, split as : the first piece is pure Type 2, the second is pure Type 1. The whole integral converges only if every piece converges — one divergent piece is enough to make the sum diverge, regardless of how well-behaved the others are.