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Infinite-Interval Integrals · Tutorial 277 of 998

Evaluating Infinite-Interval Integrals by Cutoff Limits

Use finite cutoffs and limits to determine whether a half-line integral converges and, when it does, to calculate its value.

Beginner 9 min read

What You'll Learn

  • Define a right-infinite integral using a finite cutoff and a limit.
  • Evaluate convergent power integrals by integrating to a finite endpoint first.
  • Evaluate a decaying exponential integral and verify its antiderivative.
  • Recognize divergence when the cutoff values grow without a finite limit.
  • Avoid substituting infinity directly into an antiderivative.

From an Infinite Interval to a Limit

An integral over an interval that extends without bound is not evaluated by treating infinity as an ordinary endpoint. Instead, choose a finite cutoff, evaluate the resulting proper integral, and then let the cutoff increase without bound. The limit records whether the accumulated integral approaches a finite value.

This approach is useful because it keeps the two distinct tasks visible: first perform an ordinary definite integral over a finite interval; then determine the behavior of its value as the endpoint moves farther away. A finite limit gives the value of the improper integral. If there is no finite limit, the integral diverges.

Definition: Let \(f\) be continuous on \([a,\infty)\), where \(a\) is finite. The right-infinite integral is defined by $$ \int_a^\infty f(x)\,dx = \lim_{R\to\infty}\int_a^R f(x)\,dx, $$ provided this limit exists as a finite real number. If the limit is not finite or does not exist, the improper integral diverges.

The variable \(R\) is a finite cutoff, and the limit \(R\to\infty\) means that \(R\) increases without bound. For each fixed \(R>a\), the integral from \(a\) to \(R\) is an ordinary definite integral. The improper integral is the limit of those ordinary integral values, not an integral evaluated directly at an infinite endpoint.

The continuity assumption ensures that each finite-cutoff integral is well-defined by the usual definite-integral rules. This tutorial considers integrands that are continuous at the finite endpoint as well as throughout the half-line. An integral with a singularity at a finite endpoint requires separate care.

The Cutoff Procedure

Suppose \(F\) is an antiderivative of \(f\) on \([a,\infty)\), so \(F'(x)=f(x)\) there. For any finite \(R>a\), the Fundamental Theorem of Calculus gives

$$ \int_a^R f(x)\,dx=F(R)-F(a). $$

Only after obtaining this finite-cutoff expression do we take its limit as \(R\to\infty\). Since \(F(a)\) is a fixed finite number, the improper integral converges precisely when \(F(R)\) has a finite limit, and its value is that limit minus \(F(a)\).

1
Introduce a cutoff.
Replace the infinite endpoint by a finite number \(R\), with \(R>a\).
2
Integrate on the finite interval.
Find an antiderivative and evaluate the definite integral from \(a\) to \(R\).
3
Take the cutoff limit.
Compute the limit as \(R\to\infty\). A finite limit is the integral's value; otherwise, it diverges.

Why the Procedure Works

The method follows directly from the definition and the Fundamental Theorem of Calculus. It is not a special rule for replacing infinity with a number. Each finite cutoff gives an ordinary integral, and the definition of the improper integral asks whether these ordinary values approach a finite limit.

Derivation: Let \(f\) be continuous on \([a,\infty)\), and let \(F'(x)=f(x)\). For every finite \(R>a\), the Fundamental Theorem of Calculus yields $$ \int_a^R f(x)\,dx=F(R)-F(a). $$ Taking \(R\to\infty\), if \(\lim_{R\to\infty}F(R)=L\) for a finite real number \(L\), then $$ \lim_{R\to\infty}\int_a^R f(x)\,dx = \lim_{R\to\infty}\bigl(F(R)-F(a)\bigr) = L-F(a). $$ Thus the improper integral converges and equals \(L-F(a)\). If \(F(R)\) has no finite limit, subtracting the fixed number \(F(a)\) cannot create one, so the improper integral does not converge to a finite value.

The finite-cutoff step matters even when the antiderivative has a simple expression. The symbol \(\infty\) is not a real number that can be substituted into \(F\); the limit describes what happens as real cutoffs \(R\) grow.

Worked Examples

Worked Example: A Convergent Power Integral

Evaluate \(\int_1^\infty \frac{3}{x^4}\,dx\) using a cutoff.

For finite \(R>1\), first compute the ordinary integral. Since an antiderivative of \(3x^{-4}\) is \(-x^{-3}\), we obtain

$$ \int_1^R \frac{3}{x^4}\,dx = \left[-\frac{1}{x^3}\right]_1^R = -\frac{1}{R^3}-\left(-1\right) = 1-\frac{1}{R^3}. $$

As \(R\to\infty\), \(1/R^3\to 0\). Therefore,

$$ \int_1^\infty \frac{3}{x^4}\,dx = \lim_{R\to\infty}\left(1-\frac{1}{R^3}\right) = 1. $$

Check the antiderivative: differentiating \(-x^{-3}\) gives \(3x^{-4}\). The cutoff expression also has the expected endpoint behavior: at \(R=1\) its value is \(0\), and as \(R\) increases it approaches \(1\).

Worked Example: A Decaying Exponential

Evaluate \(\int_0^\infty 5e^{-5x}\,dx\).

Use a finite cutoff \(R>0\). Because the derivative of \(-e^{-5x}\) is \(5e^{-5x}\), the finite integral is

$$ \int_0^R 5e^{-5x}\,dx = \left[-e^{-5x}\right]_0^R = -e^{-5R}-(-1) = 1-e^{-5R}. $$

Since \(e^{-5R}\to 0\) as \(R\to\infty\), the cutoff limit is

$$ \int_0^\infty 5e^{-5x}\,dx = \lim_{R\to\infty}(1-e^{-5R}) = 1. $$

Check by differentiation: \(\frac{d}{dx}(-e^{-5x})=5e^{-5x}\), so the antiderivative is correct. The finite-cutoff value starts at \(0\) when \(R=0\) and approaches \(1\), in agreement with the computed improper integral.

Worked Example: A Shifted Power Integral

Evaluate \(\int_2^\infty \frac{6}{(x+1)^4}\,dx\).

For a finite cutoff \(R>2\), an antiderivative is \(-2(x+1)^{-3}\), because

$$ \frac{d}{dx}\left(-\frac{2}{(x+1)^3}\right) = -2\left(-3\right)(x+1)^{-4} = \frac{6}{(x+1)^4}. $$

Now evaluate at both finite endpoints:

$$ \int_2^R \frac{6}{(x+1)^4}\,dx = \left[-\frac{2}{(x+1)^3}\right]_2^R = -\frac{2}{(R+1)^3}+\frac{2}{27}. $$

The term \(2/(R+1)^3\) tends to zero as \(R\to\infty\). Hence

$$ \int_2^\infty \frac{6}{(x+1)^4}\,dx = \lim_{R\to\infty}\left(\frac{2}{27}-\frac{2}{(R+1)^3}\right) = \frac{2}{27}. $$

The derivative check above confirms the antiderivative, and substituting the lower endpoint into it gives \(-2/27\). Subtracting that lower-endpoint value produces the positive cutoff value shown, which tends to \(2/27\).

Worked Example: A Cutoff Limit That Is Not Finite

Determine whether \(\int_0^\infty e^x\,dx\) converges.

For finite \(R>0\), the antiderivative of \(e^x\) is \(e^x\), so

$$ \int_0^R e^x\,dx = \left[e^x\right]_0^R = e^R-1. $$

As \(R\to\infty\), \(e^R-1\to\infty\), so the cutoff values do not approach a finite real number. Therefore, the improper integral diverges; it does not have a finite value. The check is direct: \(\frac{d}{dx}e^x=e^x\), and the finite integral's value grows without bound as the cutoff increases.

A Common Mistake: Substituting Infinity Directly

A frequent error is to write an antiderivative at an infinite endpoint as though infinity were a number. For example, after finding an antiderivative of \(x^{-2}\), one might write

$$ \int_1^\infty \frac{1}{x^2}\,dx = \left[-\frac{1}{x}\right]_1^\infty = -\frac{1}{1} = -1. $$

This calculation is wrong: it treats the symbol \(\infty\) as if it were a number and never forms the difference of endpoint values. The displayed \(-1\) is only the antiderivative evaluated at the lower endpoint, \(-1/1\). The corrected calculation keeps the cutoff finite until after evaluating both endpoints:

$$ \int_1^\infty \frac{1}{x^2}\,dx = \lim_{R\to\infty}\left(\left[-\frac{1}{x}\right]_1^R\right) = \lim_{R\to\infty}\left(-\frac{1}{R}+1\right) = 1. $$

Differentiating \(-1/x\) gives \(1/x^2\), confirming the antiderivative. The error was not in the integration; it was in failing to evaluate the finite-cutoff expression correctly before taking its limit.

What the Limit Tells You

A cutoff calculation can lead to three broad outcomes. The values may approach a finite number, as in the convergent examples; they may grow without bound, as for \(\int_0^\infty e^x\,dx\); or they may fail to approach any limit. In the latter two situations, the improper integral diverges under the definition above. Finding an antiderivative alone does not decide which outcome occurs: the behavior of the cutoff expression must still be examined.

For a convergent integral, the answer comes from the complete endpoint difference \(F(R)-F(a)\), followed by its limit. Keeping this order prevents sign errors and makes the role of the finite lower endpoint explicit. It also gives a reliable way to check a result: differentiate the proposed antiderivative, evaluate both endpoints for a finite cutoff, and only then take the limit.

Check Your Understanding

For each question, begin with a finite cutoff and state what happens as that cutoff tends to infinity.

  1. Evaluate \(\int_1^\infty \frac{2}{x^3}\,dx\). Show the finite-cutoff expression before taking its limit.
  2. Evaluate \(\int_0^\infty 3e^{-3x}\,dx\), and verify the antiderivative by differentiation.
  3. For \(\int_0^\infty 1\,dx\), write the cutoff integral and explain why the improper integral does not converge to a finite value.
  4. State the condition on the cutoff limit that makes a right-infinite integral converge.
  5. Explain why an antiderivative evaluated at infinity is not a substitute for taking a limit.

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