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1.43 Integrals over infinite ranges

Example.

1.43.1 The integral 0cosxdx\int_{0}^{\infty}\cos x\,dx diverges.

To see this, we have 0Rcosxdx=[sinx]0R=sinR\int_{0}^{R}\cos x\,dx=[\sin x]_{0}^{R}=\sin R. Since sinR\sin R doesn’t converge to a fixed value as RR\rightarrow\infty, the integral diverges.

Example.

1.43.2 The following improper integral converges: 11x(x+1)dx=log2.\int_{1}^{\infty}{{1}\over{x(x+1)}}\,dx=\log 2.

Solution. Using partial fractions, we have 1x(x+1)=1x-1x+1,\frac{1}{x(x+1)}=\frac{1}{x}-\frac{1}{x+1}, so 1R1x(x+1)dx=\int_{1}^{R}\frac{1}{x(x+1)}dx= [logx-log(x+1)]1R=[logxx+1]1R[\log x-\log(x+1)]^{R}_{1}=[\log\frac{x}{x+1}]^{R}_{1}.

Now logRR+1=log11+1Rlog1=0\log\frac{R}{R+1}=\log\frac{1}{1+\frac{1}{R}}\rightarrow\log 1=0 as RR\rightarrow\infty, so the integral converges to -log12=log2-\log\frac{1}{2}=\log 2.