Sometimes we may encounter an improper integral for which we cannot easily evaluate the limit of the corresponding proper integrals. For instance, consider . While it is hard (or perhaps impossible) to find an antiderivative for , we can still determine whether or not the improper integral converges or diverges by comparison to a simpler one. Observe that for all , , and therefore .
It therefore follows that for every . If we let so as to consider the two improper integrals and , we know that the larger of the two improper integrals converges. And thus, since the smaller one lies below a convergent integral, it follows that the smaller one must converge, too. In particular, must converge, even though we never explicitly evaluated the corresponding limit of proper integrals. We use this idea and similar ones in the exercises that follow.
Explain why for all , and hence show that converges by comparison to .
Observe that for each , . Explain why for each . Why must it be true that diverges?
Explain why for all . Then, determine whether or not the improper integral converges or diverges.
Boelkins, Active Calculus, §6.5 Improper integrals, Exercise 12