Till now, we have learned integrals 14-DEC - 图1dx#card=math&code=%5Cint_a%5Eb%20f%28x%29dx&id=a5JBZ) where 14-DEC - 图2 is finite, and 14-DEC - 图3 is continuous over this closed interval.

    Now we extend 14-DEC - 图4 to an infinite interval (but 14-DEC - 图5 is still continuous). This is

    Infinite (interval) intergrals

    By the Newton-Liebniz formula 14-DEC - 图6dx%20%3D%20F(t)%20-%20F(a)#card=math&code=%5Cinta%5Et%20f%28x%29dx%20%3D%20F%28t%29%20-%20F%28a%29&id=MVGQY), since 14-DEC - 图7 is continuous 14-DEC - 图8#card=math&code=%5Ba%2C%20%2B%5Cinfty%29&id=iqz8w) , we deduce that 14-DEC - 图9#card=math&code=F%28x%29&id=bdRzo) is also continuous over 14-DEC - 图10#card=math&code=%5Ba%2C%20%2B%5Cinfty%29&id=TK4wD) . Then we can consider the limit ![](https://g.yuque.com/gr/latex?%5Clim%7Bt%20%5Cto%20%5Cinfty%7D%20%5BF(t)%20-%20F(a)%5D%20%3D%20%5Clim%7Bt%5Cto%20%5Cinfty%7D%20F(t)%20-%20F(a)#card=math&code=%5Clim%7Bt%20%5Cto%20%5Cinfty%7D%20%5BF%28t%29%20-%20F%28a%29%5D%20%3D%20%5Clim_%7Bt%5Cto%20%5Cinfty%7D%20F%28t%29%20-%20F%28a%29&id=rFFpc).

    Example of infinite integrals: Gabriel’s horn has finite volume but infinite surface area.


    Now we look at the second kind of Improper integrals:

    14-DEC - 图11 is continuous at 14-DEC - 图12 (usually 14-DEC - 图13) except a point 14-DEC - 图14 that (1)$ c =a $ or (2) 14-DEC - 图15 or (3) 14-DEC - 图16 lies in 14-DEC - 图17#card=math&code=%28a%2C%20b%29&id=AP6xS). And 14-DEC - 图18 has an infinite discontinuity at 14-DEC - 图19.

    Example (problem 305 on page 593):

    14-DEC - 图20%20%5Cfrac%7Bx%7D%7B1-x%5E2%7D%20dx#card=math&code=%5Cint_0%5E2%20%5Cfrac%7Bx%7D%7B1-x%5E2%7D%20dx%20%3D%20%20%5Cbig%28%5Cint_0%5E1%20%2B%20%5Cint_1%5E2%5Cbig%29%20%5Cfrac%7Bx%7D%7B1-x%5E2%7D%20dx&id=o0Qh6), we denote 14-DEC - 图21%3Dx%2F(1-x%5E2)#card=math&code=f%28x%29%3Dx%2F%281-x%5E2%29&id=wdiwb) and let 14-DEC - 图22.

    Now as 14-DEC - 图23 goes from 14-DEC - 图24 to 14-DEC - 图25, 14-DEC - 图26 will go from 14-DEC - 图27 to 14-DEC - 图28. The range of 14-DEC - 图29 is 14-DEC - 图30. But 14-DEC - 图31 is not continuous at 14-DEC - 图32 . Thm 5.8 fails to apply.

    Conclusion: the original integral diverges (in other words, not existed).

    Let us verify this statement via explicit computation. The antiderivative is

    14-DEC - 图33%20%5Cln%20%7C1-x%5E2%7C%2BC#card=math&code=%5Cint%20%5Cfrac%7Bx%7D%7B1-x%5E2%7D%20dx%20%3D%20%28-1%2F2%29%20%5Cln%20%7C1-x%5E2%7C%2BC&id=demrA). Using the Newton-Leibniz formula we see that

    14-DEC - 图34%20%3D%20-%5Cinfty#card=math&code=%5B%5Cln%20%7C1-x%5E2%7C%5D0%5E1%20%3D%5Clim%7Bx%20%5Cto%201-%7D%20%5Cln%281-x%5E2%29%20%3D%20-%5Cinfty&id=hRHzq),

    14-DEC - 图35, so

    14-DEC - 图36%20%5B%20%5Clim%7Bx%20%5Cto%201-%7D%20%5Cln(1-x%5E2)%20%2B%20%5Cln(3)%20-%20%5Clim%7Bx%20%5Cto%201%2B%7D%20%5Cln%20(x%5E2-1)%20%5D%20%3D(-1%2F2)%20%5Cln(3)#card=math&code=%28-1%2F2%29%20%5B%20%5Clim%7Bx%20%5Cto%201-%7D%20%5Cln%281-x%5E2%29%20%2B%20%5Cln%283%29%20-%20%5Clim%7Bx%20%5Cto%201%2B%7D%20%5Cln%20%28x%5E2-1%29%20%5D%20%3D%28-1%2F2%29%20%5Cln%283%29&id=wFXEU) (formally)

    This value is the “principal value” for improper integral.

    Another example of principal value (in the case of infinite integral):

    14-DEC - 图37

    Conclusion: this infinite integral does not exist. But we can talk about its principal value, which is zero via the “net signed area” interpretation.


    Remark on problem 94 on page 545. 14-DEC - 图38%20%5Cfrac%7B%5Csin%20t%7D%7B1%2Bt%5E2%7D%20dt#card=math&code=%5Cbig%28%5Cint_%7B-%5Cpi%7D%5E0%20%2B%20%5Cint_0%5E%7B%5Cpi%7D%20%5Cbig%29%20%5Cfrac%7B%5Csin%20t%7D%7B1%2Bt%5E2%7D%20dt&id=WFCZa)

    The integrand has antiderivatives, but cannot express explicitly in terms of elementary functions. To evaluate it, let 14-DEC - 图39. Then 14-DEC - 图40, and as 14-DEC - 图41 goes from $-\pi $ to 14-DEC - 图42, 14-DEC - 图43 will go from $\pi $ to 0. Thus

    14-DEC - 图44%20%7D%7B1%2Bt%5E2%7Ddt%20%3D%20%5Cint%7B%5Cpi%7D%5E0%20%5Cfrac%7B-%5Csin%20u%7D%7B1%2Bu%5E2%7D%20(-du)%20%3D%20%5Cint%7B%5Cpi%7D%5E0%20%5Cfrac%7B%5Csin%20u%7D%7B1%2Bu%5E2%7D%20du%20%3D-%5Cint0%5E%5Cpi%20%5Cfrac%7B%5Csin%20t%7D%7B1%2Bt%5E2%7D%20dt#card=math&code=%5Cdisplaystyle%20%5Cint%7B-%5Cpi%7D%5E0%20%5Cfrac%7B%5Csin%20%28t%29%20%7D%7B1%2Bt%5E2%7Ddt%20%3D%20%5Cint%7B%5Cpi%7D%5E0%20%5Cfrac%7B-%5Csin%20u%7D%7B1%2Bu%5E2%7D%20%28-du%29%20%3D%20%5Cint%7B%5Cpi%7D%5E0%20%5Cfrac%7B%5Csin%20u%7D%7B1%2Bu%5E2%7D%20du%20%3D-%5Cint_0%5E%5Cpi%20%5Cfrac%7B%5Csin%20t%7D%7B1%2Bt%5E2%7D%20dt&id=djr50).

    Conclusion: 14-DEC - 图45.