Monday, June 29, 2009

IMPROPER INTEGRAL


In calculus, an improper integral is the limit of a definite integral as an endpoint of the interval of integration approaches either a specified real number or ∞ or −∞ or, in some cases, as both endpoints approach limits.
Specifically, an improper integral is a limit of the form
or of the form
in which one takes a limit in one or the other (or sometimes both) endpoints (Apostol 1967, §10.23). Improper integrals may also occur at an interior point of the domain of integration, or at multiple such points.
It is often necessary to use improper integrals in order to compute a value for integrals which may not exist in the conventional sense (as a Riemann integral, for instance) because of a singularity in the function, or an infinite endpoint of the domain of integration.

No comments:

Post a Comment