Two Ways an Integral Goes Bad
Figure 1 — The region runs on forever to the right, yet its area can still be finite. The integral is defined as the limit of the shaded area as the right edge moves out.
An integral is improper in either of two situations. The interval is unbounded, as in , or the integrand is unbounded somewhere on the interval, as in where the integrand blows up at the left endpoint. Both cases are handled the same way: cut the integral at a finite point, compute the ordinary integral, then take a limit.
| Situation | Definition | What can go wrong |
|---|---|---|
| infinite upper limit | the limit fails to exist | |
| infinite lower limit | same | |
| both limits infinite | split at any finite point, both must converge | one piece diverging is enough |
| unbounded at an endpoint | the one-sided limit fails | |
| unbounded inside | split at the bad point | both pieces must converge |