The p-test for Improper Integrals

This is a useful test for improper integral convergence or divergence for integrands which are of the form (or can easily be compared to) 1p , with p being a x real number. Type I improper integral

1 dx = xp

x p

x p +1 dx = lim t p + 1

t p +1 a p +1 = lim 1 p t 1 p
1 t
p 1

The second term is just some finite number, provided p 1 , so the convergence or

divergence of this integral is determined by the limit term. Since

lim t p +1 = lim

only equals zero if the exponent in the denominator is positive, this requires that p 1 > 0 p > 1 . So this improper integral only converges (has a finite value) when p>1. Type II improper integral
a

1 dx = xp

x p

x p +1 dx = lim t 0 p +1

=
t

a p +1 t p +1 lim 1 p t 0 1 p

This is a Type II improper integral, since the integrand is undefined (and thus not continuous) at x = 0 . Here, the first term is a finite number, provided p 1 , so again
p +1 we must investigate the limit term. Now the limit lim t equals zero only if the t 0

exponent of this term is positive; otherwise, we would have zero raised to a positive power in the denominator of a ratio. So here we must have p + 1 > 0 p < 1 . This Type II improper integral thus only converges for p < 1 . We can summarize this so-called p-test as follows: p<1

p=1

p>1 converges

Type I :

a a

1 dx xp 1 dx xp

diverges

= ln x

diverges

Type II :

converges

= ln x

a 0

diverges

diverges

The p-test can be used to decide whether it is worth trying to evaluate some improper integrals (because they are expected to converge) or not (because they are expected to diverge). Well look at a number of example problems (taken from Thomas, Calculus and Analytic Geometry, 4th edition) to illustrate how to apply this.

The Type I improper integral

1 dx has the exponent p = 3 ; since p > 1 , x3

this integral converges. If we look at the similar integral

1 dx , we see that for x +1

3

1 1 < 3 ; from the comparison properties for integrals (see Section positive x , x3+ 1 x
5.2, page 375, Stewart, 6th edition), which leads to the Integral Comparison Theorem

(page 514), since

1 dx converges, so does x3

1 dx . x +1
3

Now, for the integral

Theorem wont help us to decide. It turns out (we dont prove it in this course) that 1 ) adding or subtracting a constant in the denominator of such a function (that is, xp c

1 dx , we have 31 > 13 , so the Comparison x 1 x x 1

3

has no effect for the improper integral

1 dx . Thus, since p c x

1 dx x3

converges,

1 dx does as well. 3 x 1
1

The integral

1 x
2/3

dx

is a Type II improper integral (the integrand has a

vertical asymptote at x = 0 ) with p = 2/3 ; since p < 1 , this integral converges. On the other hand,

1 dx is also Type II with a vertical asymptote at x = 0 , but p = 2 > 1 , x2

3

so this integral diverges. The Type II improper integral

1 dx has an ( x 1) 2 / 3

integrand with a vertical asymptote at x = 1 . Since the integrand function is essentially 1 the function y = 2 / 3 shifted horizontally one unit to the right, the significance of the x exponent is unaffected: p = 2/3 < 1 , so this latter integral converges.
1 dx , which is neither simply Type I or x3 0 Type II? We may introduce a cut at some positive number a , and write the sum
What do we do with an integral like

1 dx = x3

1 dx + x3

1 dx . The second term is a Type I improper integral with x3

p = 3 > 1 , so it is convergent. However, the first term is Type II, so p = 3 > 1 makes it divergent. The sum of the two integrals therefore diverges, hence

1 dx diverges. x3

Here are a few further integrals we might analyze:

1 dx -4x

On the interval [ 0 , 4 ) , the integrand is always positive and has a vertical asymptote at x = 4, so this is a Type II

improper integral. The integrand function is y =

units to the right, so we may use p = < 1 . Thus, this integral converges.

1 1 = 1/ 2 shifted horizontal four x x

1 x+x
4

dx

-- Because the integrand has a vertical asymptote at x = 0 ,

this integral is neither just Type I nor just Type II. As we did with the example above, we can write this as the sum

1 x+x
4

dx =

1 x+x
4

dx +

1 x+x
4

dx

and look at each term separately. For the first term, as x approaches zero, x >> x4 , 1 1 1 = 1/ 2 . This term then behaves like a so the integrand behaves like x x x + x4 Type II integral with p = < 1 , which converges. For the other term, as x approaches 1 1 1 = 2 . So the infinity, x << x4 , so the integrand now behaves like 4 4 x x+x x second term then behaves like a Type I integral with p = 2 > 1 , which also converges.

Consequently, our sum of integrals is finite and

1

1 dx is convergent. x + x4

1 1 x
2

dx

-- On the interval [ 0 , 1 ) , the integrand is always positive

and it has a vertical asymptote at x = 1 . The form of the 1 1 = x , which integrand function suggests that it might behave something like x2 1 would give us p = 1 . Since this function is not just x , though, the p-test at best tells us that this Type II integral might diverge. We will need to try actually integrating it (or look for some other test) to decide the matter. In this case, we may already an anti-derivative for the integrand and can write
1

1 1 x2

dx = arcsin x

1 0

0 = 2 2 ,

which is certainly finite!

There is one more type of function we can look at with the aid of the p-test

exponential functions! Consider the Type I improper integral

ex dx . We have

x x2 already seen from limits such as lim x , lim x , etc., using lHpitals Rule, that x e x e
the function

= x < p , for any real p > 0 . So when we xp , with p > 0 . This implies that e e x 1 x see e in the integrand, we can treat it as if it were p , with p ! Thus, the
x

ex grows faster, as x approaches infinity, than any power-law function 1 1 x

integral

ex dx definitely converges.

For the integral

ex cos x dx , the function cos x is bounded, so the

1 0 ex cos x ex , for

integrand is bounded also; that is, 0 cos x

x 0 . So the integrand behaves generally like e x and this integral will converge, as the one described in the previous paragraph does.

Finally, we can look at

ex dx . This integral cannot be evaluated by any of

the techniques we learn in this course (it actually requires extending the use of complex variables); nevertheless, we can still determine whether or not it converges. Since for x 1 ,

x 2 x ex ex

2 1 1 = ex e x = x , then by the Integral 2 x e e

Comparison Theorem,

x 2

dx
2

ex dx . We have already shown that

ex dx converges, so

ex dx converges as well.

original handout: 23 September 2003 revised and corrected: 12-13 January 2010

-- G. Ruffa