A Riemann (definite) integral∫abf(x)dx requires a finite interval [a,b] with f finite throughout. An improper integral of the first kind relaxes the finiteness of the interval — one or both limits of integration are ±∞ — and is defined as a limit of ordinary Riemann integrals:
If the limit exists (and is finite), the improper integral is said to converge; otherwise it diverges. By the Second Fundamental Theorem, if F is an anti-derivative of f, then ∫a∞f(x)dx=limt→∞[F(t)−F(a)] — so in practice one finds F, substitutes t for the infinite endpoint, and takes the limit termwise.
Recurring limiting facts used throughout this chapter:
t→∞limtan−1t=2π, so ∫0∞a2+x2dx=2aπ for a>0. …
Divide numerator and denominator by cos2x to rewrite each integrand purely in terms of sec2x and tan2x, then substitute u=tanx — as x→(π/2)−, u→∞, turning each into the standard improper integral ∫0∞du/(u2+a2)=π/(2a).
Both integrals look proper (finite interval [0,π/2]) but secx→∞ at x=π/2; dividing by cos2x and substituting u=tanx reveals each as an improper integral in disguise, since tanx→∞ as x→(π/2)−.
Step 1. (i) Divide the integrand by cos2x.cos2x1+5cos2x=sec2x+5=(1+tan2x)+5=tan2x+6, so
1+5cos2xdx=tan2x+6sec2xdx.
Step 2. (i) Substitute u=tanx, du=sec2xdx. Limits: x=0⇒u=0; as x→(π/2)−,u→∞. So
∫0π/21+5cos2xdx=∫0∞u2+6du.
Step 3. (i) Evaluate the improper integral. Using ∫u2+a2du=a1tan−1au with a=6, and limt→∞tan−1t=π/2:
∫0∞u2+6du=[61tan−16u]0∞=61(2π−0)=26π.
Step 4. (ii) Divide the integrand by cos2x.cos2x5+4sin2x=5sec2x+4tan2x=5(1+tan2x)+4tan2x=5+9tan2x, so
5+4sin2xdx=5+9tan2xsec2xdx.
Step 5. (ii) Substitute u=tanx. Same limits as before (0→∞):
Not recognizing the improper limit — x→π/2 sends tanx→∞, so the antiderivative must be evaluated as a genuine limit, not by plugging π/2 into an unevaluated tan−1(tanx) …