Existence of Improper integral

In summary, the conversation discusses the definition of a function G and how to prove that its limit exists. The function G is defined as the definite integral of fh from 0 to b, where fh is a function defined on the interval [0, oo]. It is shown that fh is integrable on [0, b] and G is a monotonic increasing function. The main question is how to prove that G is a bounded function. Suggestions are made to take the absolute value of the integrand and to compare it to the alternate sign harmonic series.
  • #1
Castilla
241
0
Let A be a constant.

Let f(t) be an integrable function in any interval.

Let h(t) be defined on [0, oo[ such that
h(0) = 0
and for any other "t", h(t) = (1 - cos(At)) / t

It is not difficult to see that h is integrable on [0, b] for any positive "b", so fh is also integrable in said interval.

Considering fh as an integrand, Let the function G(b) be defined in the domain [0, oo] and = to the definite integral from 0 to b.

How to proof that lim G(b) exists? (b --> oo)

(In pg. 472 of first edition of Mathematical Analysis Apostol says that it indeed does so).

Sorry for not using latex but there is some technical problem in some server...
 
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  • #2
I must make an amend.

For defining the function G, take the absolute value of said integrand.

This implies that G is an monotonic increasing function.

So, all that we have to prove is that G is a bounded function. How to do it? Ideas?
 
  • #3
By taking the abs. value of the integrand, you have made G(b) divergent - for large t, the integrand behaves like 1/t. If you don't take abs. value, I suspect it will converge - similar to alternate sign harmonic series.
 
  • #4
I'll try that. Thank you.
 

1. What is an improper integral?

An improper integral is an integral where one or both of the limits of integration are infinite or where the integrand has a vertical asymptote in the interval of integration. It is also known as a divergent integral.

2. How is an improper integral evaluated?

An improper integral is evaluated by taking the limit as the upper and/or lower limit of integration approaches infinity or a vertical asymptote. If this limit exists, the integral is said to converge and the value of the integral is equal to the limit. If the limit does not exist, the integral is said to diverge and has no value.

3. Why are improper integrals useful?

Improper integrals are useful because they allow us to compute the area under a curve even when the limits of integration are infinite or the function has a vertical asymptote. They also have applications in many areas of mathematics, such as probability, statistics, and physics.

4. What is the difference between a convergent and divergent improper integral?

A convergent improper integral is one where the limit as the upper and/or lower limit of integration approaches infinity or a vertical asymptote exists and has a finite value. A divergent improper integral is one where the limit does not exist or has an infinite value.

5. Can improper integrals be solved using traditional integration techniques?

In some cases, improper integrals can be solved using traditional integration techniques such as substitution or integration by parts. However, in many cases, specialized techniques such as the comparison test, limit comparison test, or partial fraction decomposition must be used to evaluate an improper integral.

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