Page 321 - Schaum's Outline of Theory and Problems of Advanced Calculus
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312                            IMPROPER INTEGRALS                         [CHAP. 12


                                                ð b                   ð b
                            (b)  If A ¼ 0in (a), then  gðxÞ dx converges, then  f ðxÞ dx converges.
                                                 a                    a
                                                 ð b                 ð b
                            (c)  If A ¼1 in (a), and  gðxÞ dx diverges, then  f ðxÞ dx diverges.
                                                  a                  a
                               This test is related to the comparison test and is a very useful alternative to it. In particular
                                              p
                            taking gðxÞ¼ 1=ðx   aÞ we have from known facts about the p integral the following theorems.
                                            p
                     Theorem 3.  Let lim ðx   aÞ f ðxÞ¼ A.  Then
                                   x!aþ
                         ð b
                     (i)   f ðxÞ dx converges if p < 1and A is finite
                          a
                         ð b
                     (ii)  f ðxÞ dx diverges if p A 1 and A 6¼ 0(A may be infinite).
                          a
                        If f ðxÞ becomes unbounded only at the upper limit these conditions are replaced by those in

                                            p
                     Theorem 4.  Let lim ðb   xÞ f ðxÞ¼ B.  Then
                                   x!b
                          b
                         ð
                     (i)   f ðxÞ dx converges if p < 1and B is finite
                          a
                          b
                         ð
                     (ii)  f ðxÞ dx diverges if p A 1 and B 6¼ 0(B may be infinite).
                          a
                                        5  dx                             1           x   1  1
                                        ð                                           r ffiffiffiffiffiffiffiffiffiffiffiffiffi
                            EXAMPLE 1.   p ffiffiffiffiffiffiffiffiffiffiffiffiffi converges, since lim ðx   1Þ 1=2     1=2  ¼ lim  4  ¼ .
                                            4
                                                                         4
                                        1  x   1            x!1þ       ðx   1Þ   x!1þ x   1  2
                                         3    dx                               1        1
                                        ð
                            EXAMPLE 2.         p ffiffiffiffiffiffiffiffiffiffiffiffiffi diverges, since lim ð3   xÞ   p ffiffiffiffiffiffiffiffiffiffiffiffiffi ¼ p ffiffiffiffiffi.
                                                                                 2
                                                 2
                                         0 ð3   xÞ x þ 1        x!3       ð3   xÞ x þ 1  10
                                                            ð b                               ð b
                        3.  Absolute and conditional convergence.  f ðxÞ dx is called absolute convergent if  j f ðxÞj dx
                                                             a                                 a
                                        ð b                ð b                  ð b
                            converges. If  f ðxÞ dx converges but  j f ðxÞj dx diverges, then  f ðxÞ dx is called condition-
                                        a                   a                    a
                            ally convergent.
                                  ð  b                  ð  b
                     Theorem 5. If  j f ðxÞj dx converges, then  f ðxÞ dx converges.  In words, an absolutely convergent
                                   a                     a
                     integral converges.

                                               1           dx
                                                       ð 4
                                                                                           1
                                      sin x
                     EXAMPLE.         ffiffiffiffiffiffiffiffiffiffiffiffi    ffiffiffiffiffiffiffiffiffiffiffiffi and  ffiffiffiffiffiffiffiffiffiffiffiffi converges ( p integral with a ¼  ; p ¼ ), it follows that
                                     x        x            x
                               Since p
                                             3
                                                          3
                                    3       @ p           p                                3
                      4                        ð 4
                     ð
                         sin x
                                                  sin x
                          ffiffiffiffiffiffiffiffiffiffiffiffi   dx converges and thus  ffiffiffiffiffiffiffiffiffiffiffiffi dx converges (absolutely).
                        p                        p
                                                  3
                         3    x                   x
                        Any of the tests used for integrals with non-negative integrands can be used to test for absolute
                     convergence.
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