Never ending integration by parts

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Smed
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Homework Statement


[tex]\int_0^\infty{ \frac{1}{x} e^{-x}}[/tex]

Homework Equations


Integration by parts
[tex]\int{u dv} = uv - \int{v du}[/tex]

The Attempt at a Solution


[tex]u = \frac{1}{x}[/tex]
[tex]du = \frac{1}{x^2} dx[/tex]
[tex]v = -e^{-x}[/tex]
[tex]dv = e^{-x} dx[/tex]

[tex]-\frac{1}{x} e^{-x} - \int_0^\infty{-e^{-x} \frac{1}{x^2}} dx[/tex]
It looks like this process is going to go on forever because I can't get rid of the 1/x term. Could someone please give some guidance on how this is done? Thanks.
 
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Smed said:

Homework Statement


[tex]\int_0^\infty{ \frac{1}{x} e^{-x}}[/tex]

Homework Equations


Integration by parts
[tex]\int{u dv} = uv - \int{v du}[/tex]

The Attempt at a Solution


[tex]u = \frac{1}{x}[/tex]
[tex]du = \frac{1}{x^2} dx[/tex]
[tex]v = -e^{-x}[/tex]
[tex]dv = e^{-x} dx[/tex]

[tex]-\frac{1}{x} e^{-x} - \int_0^\infty{-e^{-x} \frac{1}{x^2}} dx[/tex]
It looks like this process is going to go on forever because I can't get rid of the 1/x term. Could someone please give some guidance on how this is done? Thanks.

You can't reduce it to a simple function using integration by parts. The integral defines a special function called the 'exponential integral', Ei(x).
 
obafgkmrns said:
Actually, the exponential integral Ei(x) is defined a little differently. See http://mathworld.wolfram.com/ExponentialIntegral.html for example. In any case, given your limits of zero to infinity, the integral diverges.

Ooops. Thanks for the correction. I didn't pay any attention to the fact it was a definite integral.