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Esercizi sugli integrali impropri
Teoria degli Integrali Impropri
Definizione
Un integrale improprio è un integrale che presenta una delle seguenti caratteristiche:
Limiti Infiniti : L’integrale ha almeno uno dei limiti di integrazione che tende a infinito. Ad esempio:
\int_{a}^{\infty} f(x) \, dx ∫ a ∞ f ( x )   d x \int_{a}^{\infty} f(x) \, dx ∫ a ∞ ​ f ( x ) d x
Discontinuità : La funzione integranda presenta discontinuità in un punto all’interno dell’intervallo di integrazione. Ad esempio:
\int_{a}^{b} f(x) \, dx ∫ a b f ( x )   d x \int_{a}^{b} f(x) \, dx ∫ a b ​ f ( x ) d x
dove f(x) f ( x ) f(x) f ( x ) ha una discontinuità in c \in (a, b) c ∈ ( a , b ) c \in (a, b) c ∈ ( a , b ) .
Calcolo degli Integrali Impropri
Per calcolare un integrale improprio, si utilizza il limite. Ad esempio, per un integrale con limite infinito:
\int_{a}^{\infty} f(x) \, dx = \lim_{b \to \infty} \int_{a}^{b} f(x) \, dx ∫ a ∞ f ( x )   d x = lim ⁡ b → ∞ ∫ a b f ( x )   d x \int_{a}^{\infty} f(x) \, dx = \lim_{b \to \infty} \int_{a}^{b} f(x) \, dx ∫ a ∞ ​ f ( x ) d x = b → ∞ lim ​ ∫ a b ​ f ( x ) d x
Per un integrale con discontinuità:
\int_{a}^{b} f(x) \, dx = \lim_{\epsilon \to 0} \left( \int_{a}^{c - \epsilon} f(x) \, dx + \int_{c + \epsilon}^{b} f(x) \, dx \right) ∫ a b f ( x )   d x = lim ⁡ ϵ → 0 ( ∫ a c − ϵ f ( x )   d x + ∫ c + ϵ b f ( x )   d x ) \int_{a}^{b} f(x) \, dx = \lim_{\epsilon \to 0} \left( \int_{a}^{c - \epsilon} f(x) \, dx + \int_{c + \epsilon}^{b} f(x) \, dx \right) ∫ a b ​ f ( x ) d x = ϵ → 0 lim ​ ( ∫ a c − ϵ ​ f ( x ) d x + ∫ c + ϵ b ​ f ( x ) d x )
Esercizi sugli Integrali Impropri
Esercizio 1: Limite Infinito
Calcola l’integrale improprio:
I = \int_{1}^{\infty} \frac{1}{x^2} \, dx I = ∫ 1 ∞ 1 x 2   d x I = \int_{1}^{\infty} \frac{1}{x^2} \, dx I = ∫ 1 ∞ ​ x 2 1 ​ d x
Soluzione :
Scriviamo l’integrale come limite:
I = \lim_{b \to \infty} \int_{1}^{b} \frac{1}{x^2} \, dx I = lim ⁡ b → ∞ ∫ 1 b 1 x 2   d x I = \lim_{b \to \infty} \int_{1}^{b} \frac{1}{x^2} \, dx I = b → ∞ lim ​ ∫ 1 b ​ x 2 1 ​ d x
Calcoliamo l’integrale definito:
\int \frac{1}{x^2} \, dx = -\frac{1}{x} ∫ 1 x 2   d x = − 1 x \int \frac{1}{x^2} \, dx = -\frac{1}{x} ∫ x 2 1 ​ d x = − x 1 ​
Quindi,
I = \lim_{b \to \infty} \left[ -\frac{1}{x} \right]_{1}^{b} = \lim_{b \to \infty} (-\frac{1}{b} + 1) = 0 + 1 = 1 I = lim ⁡ b → ∞ [ − 1 x ] 1 b = lim ⁡ b → ∞ ( − 1 b + 1 ) = 0 + 1 = 1 I = \lim_{b \to \infty} \left[ -\frac{1}{x} \right]_{1}^{b} = \lim_{b \to \infty} (-\frac{1}{b} + 1) = 0 + 1 = 1 I = b → ∞ lim ​ [ − x 1 ​ ] 1 b ​ = b → ∞ lim ​ ( − b 1 ​ + 1 ) = 0 + 1 = 1
L’integrale converge a 1 .
Esercizio 2: Discontinuità
Calcola l’integrale improprio:
I = \int_{0}^{1} \frac{1}{\sqrt{x}} \, dx I = ∫ 0 1 1 x   d x I = \int_{0}^{1} \frac{1}{\sqrt{x}} \, dx I = ∫ 0 1 ​ x ​ 1 ​ d x
Soluzione :
Poiché la funzione ha una discontinuità in x = 0 x = 0 x = 0 x = 0 , scriviamo l’integrale come limite:
I = \lim_{\epsilon \to 0^+} \int_{\epsilon}^{1} x^{-\frac{1}{2}}\, dx I = lim ⁡ ϵ → 0 + ∫ ϵ 1 x − 1 2   d x I = \lim_{\epsilon \to 0^+} \int_{\epsilon}^{1} x^{-\frac{1}{2}}\, dx I = ϵ → 0 + lim ​ ∫ ϵ 1 ​ x − 2 1 ​ d x
Calcoliamo l’integrale definito:
\int x^{-\frac{1}{2}}\, dx = 2x^{\frac{1}{2}} ∫ x − 1 2   d x = 2 x 1 2 \int x^{-\frac{1}{2}}\, dx = 2x^{\frac{1}{2}} ∫ x − 2 1 ​ d x = 2 x 2 1 ​
Quindi,
I = \lim_{\epsilon \to 0^+} [2x^{\frac{1}{2}}]_{\epsilon}^{1} = 2(1 - (\sqrt{\epsilon})) = 2(1 - 0) = 2 I = lim ⁡ ϵ → 0 + [ 2 x 1 2 ] ϵ 1 = 2 ( 1 − ( ϵ ) ) = 2 ( 1 − 0 ) = 2 I = \lim_{\epsilon \to 0^+} [2x^{\frac{1}{2}}]_{\epsilon}^{1} = 2(1 - (\sqrt{\epsilon})) = 2(1 - 0) = 2 I = ϵ → 0 + lim ​ [ 2 x 2 1 ​ ] ϵ 1 ​ = 2 ( 1 − ( ϵ ​ )) = 2 ( 1 − 0 ) = 2
L’integrale converge a 2 .
Esercizio 3: Limite Infinito con Funzione Esponenziale
Calcola l’integrale improprio:
I = \int_{0}^{\infty} e^{-x} \, dx I = ∫ 0 ∞ e − x   d x I = \int_{0}^{\infty} e^{-x} \, dx I = ∫ 0 ∞ ​ e − x d x
Soluzione :
Scriviamo l’integrale come limite:
I = \lim_{b \to \infty} \int_{0}^{b} e^{-x} \, dx I = lim ⁡ b → ∞ ∫ 0 b e − x   d x I = \lim_{b \to \infty} \int_{0}^{b} e^{-x} \, dx I = b → ∞ lim ​ ∫ 0 b ​ e − x d x
Calcoliamo l’integrale definito:
\int e^{-x}\, dx = -e^{-x} ∫ e − x   d x = − e − x \int e^{-x}\, dx = -e^{-x} ∫ e − x d x = − e − x
Quindi,
I = \lim_{b \to \infty} [-e^{-x}]_{0}^{b} = -e^{-b} + e^{0} I = lim ⁡ b → ∞ [ − e − x ] 0 b = − e − b + e 0 I = \lim_{b \to \infty} [-e^{-x}]_{0}^{b} = -e^{-b} + e^{0} I = b → ∞ lim ​ [ − e − x ] 0 b ​ = − e − b + e 0
Poiché e^{-b} e − b e^{-b} e − b tende a 0 quando b b b b tende a infinito:
I = 0 + 1 = 1 I = 0 + 1 = 1 I = 0 + 1 = 1 I = 0 + 1 = 1
L’integrale converge a 1 .
Esercizio 4: Confronto di Integrali Impropri
Determina se gli integrali seguenti convergono o divergono:
a) I_1 = \int_{1}^{\infty} e^{-x^2}\, dx I 1 = ∫ 1 ∞ e − x 2   d x I_1 = \int_{1}^{\infty} e^{-x^2}\, dx I 1 ​ = ∫ 1 ∞ ​ e − x 2 d x
b) I_2 = \int_{0}^{\infty} x\, e^{-x}\, dx I 2 = ∫ 0 ∞ x   e − x   d x I_2 = \int_{0}^{\infty} x\, e^{-x}\, dx I 2 ​ = ∫ 0 ∞ ​ x e − x d x
Soluzione :
a) Per l’integrale I_1 I 1 I_1 I 1 ​ possiamo notare che la funzione e^{-x^2} e − x 2 e^{-x^2} e − x 2 decresce molto rapidamente. Possiamo confrontare con una funzione che sappiamo converge. Infatti,
I_1 < I_3 = C I 1 < I 3 = C I_1 < I_3 = C I 1 ​ < I 3 ​ = C
per qualche costante C. Dunque, converge .
b) Per l’integrale I_2 I 2 I_2 I 2 ​ possiamo calcolare direttamente:
Utilizziamo il limite:
I_2 = \lim_{b\to\infty}\int_0^b x e^{-x}\,dx I 2 = lim ⁡ b → ∞ ∫ 0 b x e − x   d x I_2 = \lim_{b\to\infty}\int_0^b x e^{-x}\,dx I 2 ​ = b → ∞ lim ​ ∫ 0 b ​ x e − x d x
Utilizzando integrazione per parti con u=x u = x u=x u = x e dv=e^{-x}\,dx d v = e − x   d x dv=e^{-x}\,dx d v = e − x d x , otteniamo:
du=dx d u = d x du=dx d u = d x
v=-e^{-x} v = − e − x v=-e^{-x} v = − e − x
Quindi,
I_2=\lim_{b\to\infty}\left[-xe^{-x}\bigg|_0^b+\int_0^be^{-x}\,dx\right]
=0+[-e^{-x}]_0^b=0+(-(-e^{0}))=1 I 2 = lim ⁡ b → ∞ [ − x e − x ∣ 0 b + ∫ 0 b e − x   d x ] = 0 + [ − e − x ] 0 b = 0 + ( − ( − e 0 ) ) = 1 I_2=\lim_{b\to\infty}\left[-xe^{-x}\bigg|_0^b+\int_0^be^{-x}\,dx\right]
=0+[-e^{-x}]_0^b=0+(-(-e^{0}))=1 I 2 ​ = b → ∞ lim ​ [ − x e − x ​ 0 b ​ + ∫ 0 b ​ e − x d x ] = 0 + [ − e − x ] 0 b ​ = 0 + ( − ( − e 0 )) = 1
L’integrale converge a 1 .
English version
Improper Integral Exercises
Improper Integral Theory
Definition
An improper integral is an integral that has one of the following characteristics:
Infinite Limits : The integral has at least one of the limits of integration that tends to infinity. For example:
\int_{a}^{\infty} f(x) \, dx ∫ a ∞ f ( x )   d x \int_{a}^{\infty} f(x) \, dx ∫ a ∞ ​ f ( x ) d x
Discontinuity : The integrand function has discontinuity at a point within the interval of integration. For example:
\int_{a}^{b} f(x) \, dx ∫ a b f ( x )   d x \int_{a}^{b} f(x) \, dx ∫ a b ​ f ( x ) d x
where f(x) f ( x ) f(x) f ( x ) has a discontinuity at c \in (a, b) c ∈ ( a , b ) c \in (a, b) c ∈ ( a , b ) .
Improper Integral Calculation
To calculate an improper integral, the limit is used. For example, for an integral with infinite limit:
\int_{a}^{\infty} f(x) \, dx = \lim_{b \to \infty} \int_{a}^{b} f(x) \, dx ∫ a ∞ f ( x )   d x = lim ⁡ b → ∞ ∫ a b f ( x )   d x \int_{a}^{\infty} f(x) \, dx = \lim_{b \to \infty} \int_{a}^{b} f(x) \, dx ∫ a ∞ ​ f ( x ) d x = b → ∞ lim ​ ∫ a b ​ f ( x ) d x
For an integral with discontinuity:
\int_{a}^{b} f(x) \, dx = \lim_{\epsilon \to 0} \left( \int_{a}^{c - \epsilon} f(x) \, dx + \int_{c + \epsilon}^{b} f(x) \, dx \right) ∫ a b f ( x )   d x = lim ⁡ ϵ → 0 ( ∫ a c − ϵ f ( x )   d x + ∫ c + ϵ b f ( x )   d x ) \int_{a}^{b} f(x) \, dx = \lim_{\epsilon \to 0} \left( \int_{a}^{c - \epsilon} f(x) \, dx + \int_{c + \epsilon}^{b} f(x) \, dx \right) ∫ a b ​ f ( x ) d x = ϵ → 0 lim ​ ( ∫ a c − ϵ ​ f ( x ) d x + ∫ c + ϵ b ​ f ( x ) d x )
Exercises on Improper Integrals
Exercise 1: Infinite Limit
Calculate the improper integral:
I = \int_{1}^{\infty} \frac{1}{x^2} \, dx I = ∫ 1 ∞ 1 x 2   d x I = \int_{1}^{\infty} \frac{1}{x^2} \, dx I = ∫ 1 ∞ ​ x 2 1 ​ d x
Solution :
Let’s write the integral as a limit:
I = \lim_{b \to \infty} \int_{1}^{b} \frac{1}{x^2} \, dx I = lim ⁡ b → ∞ ∫ 1 b 1 x 2   d x I = \lim_{b \to \infty} \int_{1}^{b} \frac{1}{x^2} \, dx I = b → ∞ lim ​ ∫ 1 b ​ x 2 1 ​ d x
Let’s calculate the definite integral:
\int \frac{1}{x^2} \, dx = -\frac{1}{x} ∫ 1 x 2   d x = − 1 x \int \frac{1}{x^2} \, dx = -\frac{1}{x} ∫ x 2 1 ​ d x = − x 1 ​
So,
I = \lim_{b \to \infty} \left[ -\frac{1}{x} \right]_{1}^{b} = \lim_{b \to \infty} (-\frac{1}{b} + 1) = 0 + 1 = 1 I = lim ⁡ b → ∞ [ − 1 x ] 1 b = lim ⁡ b → ∞ ( − 1 b + 1 ) = 0 + 1 = 1 I = \lim_{b \to \infty} \left[ -\frac{1}{x} \right]_{1}^{b} = \lim_{b \to \infty} (-\frac{1}{b} + 1) = 0 + 1 = 1 I = b → ∞ lim ​ [ − x 1 ​ ] 1 b ​ = b → ∞ lim ​ ( − b 1 ​ + 1 ) = 0 + 1 = 1
The integral converges to 1 .
Exercise 2: Discontinuity
Calculate the improper integral:
I = \int_{0}^{1} \frac{1}{\sqrt{x}} \, dx I = ∫ 0 1 1 x   d x I = \int_{0}^{1} \frac{1}{\sqrt{x}} \, dx I = ∫ 0 1 ​ x ​ 1 ​ d x
Solution :
Since the function has a discontinuity at x = 0 x = 0 x = 0 x = 0 , we write the integral as a limit:
I = \lim_{\epsilon \to 0^+} \int_{\epsilon}^{1} x^{-\frac{1}{2}}\, dx I = lim ⁡ ϵ → 0 + ∫ ϵ 1 x − 1 2   d x I = \lim_{\epsilon \to 0^+} \int_{\epsilon}^{1} x^{-\frac{1}{2}}\, dx I = ϵ → 0 + lim ​ ∫ ϵ 1 ​ x − 2 1 ​ d x
Calculate the definite integral:
\int x^{-\frac{1}{2}}\, dx = 2x^{\frac{1}{2}} ∫ x − 1 2   d x = 2 x 1 2 \int x^{-\frac{1}{2}}\, dx = 2x^{\frac{1}{2}} ∫ x − 2 1 ​ d x = 2 x 2 1 ​
So,
I = \lim_{\epsilon \to 0^+} [2x^{\frac{1}{2}}]_{\epsilon}^{1} = 2(1 - (\sqrt{\epsilon})) = 2(1 - 0) = 2 I = lim ⁡ ϵ → 0 + [ 2 x 1 2 ] ϵ 1 = 2 ( 1 − ( ϵ ) ) = 2 ( 1 − 0 ) = 2 I = \lim_{\epsilon \to 0^+} [2x^{\frac{1}{2}}]_{\epsilon}^{1} = 2(1 - (\sqrt{\epsilon})) = 2(1 - 0) = 2 I = ϵ → 0 + lim ​ [ 2 x 2 1 ​ ] ϵ 1 ​ = 2 ( 1 − ( ϵ ​ )) = 2 ( 1 − 0 ) = 2
The integral converges to 2 .
Exercise 3: Infinite Limit with Exponential Function
Calculate the improper integral:
I = \int_{0}^{\infty} e^{-x} \, dx I = ∫ 0 ∞ e − x   d x I = \int_{0}^{\infty} e^{-x} \, dx I = ∫ 0 ∞ ​ e − x d x
Solution :
Let’s write the integral as a limit:
I = \lim_{b \to \infty} \int_{0}^{b} e^{-x} \, dx I = lim ⁡ b → ∞ ∫ 0 b e − x   d x I = \lim_{b \to \infty} \int_{0}^{b} e^{-x} \, dx I = b → ∞ lim ​ ∫ 0 b ​ e − x d x
Let’s calculate the definite integral:
\int e^{-x}\, dx = -e^{-x} ∫ e − x   d x = − e − x \int e^{-x}\, dx = -e^{-x} ∫ e − x d x = − e − x
So,
I = \lim_{b \to \infty} [-e^{-x}]_{0}^{b} = -e^{-b} + e^{0} I = lim ⁡ b → ∞ [ − e − x ] 0 b = − e − b + e 0 I = \lim_{b \to \infty} [-e^{-x}]_{0}^{b} = -e^{-b} + e^{0} I = b → ∞ lim ​ [ − e − x ] 0 b ​ = − e − b + e 0
Since e^{-b} e − b e^{-b} e − b tends to 0 when b b b b tends to infinity:
I = 0 + 1 = 1 I = 0 + 1 = 1 I = 0 + 1 = 1 I = 0 + 1 = 1
The integral converges to 1 .
Exercise 4: Comparison of Improper Integrals
Determine whether the following integrals converge or diverge:
a) I_1 = \int_{1}^{\infty} e^{-x^2}\, dx I 1 = ∫ 1 ∞ e − x 2   d x I_1 = \int_{1}^{\infty} e^{-x^2}\, dx I 1 ​ = ∫ 1 ∞ ​ e − x 2 d x
b) I_2 = \int_{0}^{\infty} x\, e^{-x}\, dx I 2 = ∫ 0 ∞ x   e − x   d x I_2 = \int_{0}^{\infty} x\, e^{-x}\, dx I 2 ​ = ∫ 0 ∞ ​ x e − x d x
Solution :
a) For the integral I_1 I 1 I_1 I 1 ​ we can notice that the function e^{-x^2} e − x 2 e^{-x^2} e − x 2 decreases very rapidly. We can compare with a function that we know converges. In fact,
I_1 < I_3 = C I 1 < I 3 = C I_1 < I_3 = C I 1 ​ < I 3 ​ = C
for some constant C. Therefore, converges .
b) For the integral I_2 I 2 I_2 I 2 ​ we can directly calculate:
We use the limit:
I_2 = \lim_{b\to\infty}\int_0^b x e^{-x}\,dx I 2 = lim ⁡ b → ∞ ∫ 0 b x e − x   d x I_2 = \lim_{b\to\infty}\int_0^b x e^{-x}\,dx I 2 ​ = b → ∞ lim ​ ∫ 0 b ​ x e − x d x
Using integration by parts with u=x u = x u=x u = x and dv=e^{-x}\,dx d v = e − x   d x dv=e^{-x}\,dx d v = e − x d x , we get:
du=dx d u = d x du=dx d u = d x
v=-e^{-x} v = − e − x v=-e^{-x} v = − e − x
So,
I_2=\lim_{b\to\infty}\left[-xe^{-x}\bigg|_0^b+\int_0^be^{-x}\,dx\right]
=0+[-e^{-x}]_0^b=0+(-(-e^{0}))=1 I 2 = lim ⁡ b → ∞ [ − x e − x ∣ 0 b + ∫ 0 b e − x   d x ] = 0 + [ − e − x ] 0 b = 0 + ( − ( − e 0 ) ) = 1 I_2=\lim_{b\to\infty}\left[-xe^{-x}\bigg|_0^b+\int_0^be^{-x}\,dx\right]
=0+[-e^{-x}]_0^b=0+(-(-e^{0}))=1 I 2 ​ = b → ∞ lim ​ [ − x e − x ​ 0 b ​ + ∫ 0 b ​ e − x d x ] = 0 + [ − e − x ] 0 b ​ = 0 + ( − ( − e 0 )) = 1
The integral converges to 1 .
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