Update 40 & 41
some typos.
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@@ -70,7 +70,7 @@ Let $f(x)$ be a reasonable function, so reasonable that for any $a < b$ the func
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What needs to be the case so that we can discuss the integral over the entire real number line?
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Clearly something. The function $f(x) = 1$ is reasonable by the idea above. Clearly the integral over and $[a,b]$ is just $b-a$, but the limit over an unbounded domain would be $\infty$. Even though limits of infinity can be of interest in some cases, not so here. What will ensure that the area is finite over an infinite region?
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Clearly something. The function $f(x) = 1$ is reasonable by the idea above. Clearly the integral over $[a,b]$ is just $b-a$, but the limit over an unbounded domain would be $\infty$. Even though limits of infinity can be of interest in some cases, not so here. What will ensure that the area is finite over an infinite region?
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Or is that even the right question. Now consider $f(x) = \sin(\pi x)$. Over every interval of the type $[-2n, 2n]$ the area is $0$, and over any interval, $[a,b]$ the area never gets bigger than $2$. But still this function does not have a well defined area on an infinite domain.
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@@ -144,7 +144,7 @@ $$
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for any finite $a$. This is because, $F(M) = e^x$ and this has a limit as $x$ goes to $-\infty$, but not $\infty$.
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* Let $f(x) = x e^{-x^2}$. This function has an integral over $[0, \infty)$ and more generally $(-\infty, \infty)$. To see, we note that as it is an odd function, the area from $0$ to $M$ is the opposite sign of that from $-M$ to $0$. So $\lim_{M \rightarrow \infty} (F(M) - F(0)) = \lim_{M \rightarrow -\infty} (F(0) - (-F(\lvert M\lvert)))$. We only then need to investigate the one limit. But we can see by substitution with $u=x^2$, that an antiderivative is $F(x) = (-1/2) \cdot e^{-x^2}$. Clearly, $\lim_{M \rightarrow \infty}F(M) = 0$, so the answer is well defined, and the area from $0$ to $\infty$ is just $e/2$. From $-\infty$ to $0$ it is $-e/2$ and the total area is $0$, as the two sides "cancel" out.
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* Let $f(x) = x e^{-x^2}$. This function has an integral over $[0, \infty)$ and more generally $(-\infty, \infty)$. To see, we note that as it is an odd function, the area from $0$ to $M$ is the opposite sign of that from $-M$ to $0$. So $\lim_{M \rightarrow \infty} (F(M) - F(0)) = \lim_{M \rightarrow -\infty} (F(0) - (-F(\lvert M\lvert)))$. We only then need to investigate the one limit. But we can see by substitution with $u=x^2$, that an antiderivative is $F(x) = (-1/2) \cdot e^{-x^2}$. Clearly, $\lim_{M \rightarrow \infty}F(M) = 0$, so the answer is well defined, and the area from $0$ to $\infty$ is just $1/2$. From $-\infty$ to $0$ it is $-1/2$ and the total area is $0$, as the two sides "cancel" out.
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* Let $f(x) = \sin(x)$. Even though $\lim_{M \rightarrow \infty} (F(M) - F(-M) ) = 0$, this function is not integrable. The fact is we need *both* the limit $F(M)$ and $F(-M)$ to exist as $M$ goes to $\infty$. In this case, even though the area cancels if $\infty$ is approached at the same rate, this isn't sufficient to guarantee the two limits exists independently.
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@@ -155,7 +155,7 @@ We first find an antiderivative using the $u$-substitution $u(x) = \log(x)$:
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$$
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\int_e^M \frac{e}{x \log(x)^{2}} dx
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\int_e^M \frac{1}{x \log(x)^{2}} dx
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= \int_{\log(e)}^{\log(M)} \frac{1}{u^{2}} du
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= \frac{-1}{u} \big|_{1}^{\log(M)}
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= \frac{-1}{\log(M)} - \frac{-1}{1}
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@@ -184,7 +184,7 @@ f(x) = exp(-x^2/2)
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quadgk(f, -Inf, Inf)
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```
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(If may not be obvious, but this is $\sqrt{2\pi}$.)
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(It may not be obvious, but this is $\sqrt{2\pi}$.)
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## Singularities
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@@ -196,7 +196,7 @@ Suppose $\lim_{x \rightarrow c}f(x) = \infty$ or $-\infty$. Then a Riemann sum t
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However, if $c$ is isolated, we can get close to $c$ and see how the area changes.
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Suppose $a < c$, we define $\int_a^c f(x) dx = \lim_{M \rightarrow c-} \int_a^c f(x) dx$. If this limit exists, the definite integral with $c$ is well defined. Similarly, the integral from $c$ to $b$, where $b > c$, can be defined by a right limit going to $c$. The integral from $a$ to $b$ will exist if both the limits are finite.
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Suppose $a < c$, we define $\int_a^c f(x) dx = \lim_{M \rightarrow c-} \int_a^M f(x) dx$. If this limit exists, the definite integral with $c$ is well defined. Similarly, the integral from $c$ to $b$, where $b > c$, can be defined by a right limit going to $c$. The integral from $a$ to $b$ will exist if both the limits are finite.
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##### Examples
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@@ -506,7 +506,7 @@ radioq(choices, answ, keep_order=true)
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---
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Let $f(x) = 1 + 4x^2$. What can you say about $\int_1^\infty f(x) dx$, as $f(x) \leq 1/x^2$ on $[1, \infty)$?
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Let $f(x) = 1/(1 + 4x^2)$. What can you say about $\int_1^\infty f(x) dx$, as $f(x) \leq 1/x^2$ on $[1, \infty)$?
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```{julia}
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@@ -516,7 +516,7 @@ choices =[
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"It is convergent",
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"It is divergent",
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"Can't say"]
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answ = 2
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answ = 1
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radioq(choices, answ, keep_order=true)
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```
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