Convergence of an Improper Integral

In summary, we have shown that lim(σ→∞) ∫(1-x/σ)|f(x)|^2 dx for 0≤x≤σ converges to F, and that lim(σ→∞) ∫(x/σ)|f(x)|^2 dx for 0≤x≤σ converges to 0, proving the original statement.
  • #1
SVD
6
0
Let f(x) be a continuous functions on [0,∞) and that ∫ |f(t)|^2dt is convergent for 0≤t<∞.
Let ∫ |f(t)|^2dt for 0≤t<∞ equals F.
Show that lim(σ→∞) ∫(1-x/σ)|f(x)|^2 dx for0≤x≤σ converges to F.

I know that it needs to prove that lim(σ→∞) ∫(x/σ)|f(x)|^2 dx for0≤x≤σ converges to 0. Can anyone give me a hint??
 
Physics news on Phys.org
  • #2
Since |f| is square integrable, then for any ε > 0, there exists a T such that the integral (T,∞) of |f|² < ∞.

For σ > T, split the integral of (x/σ)|f|² into 2 parts at T.

The integral from 0 to σ of (x/σ)|f|² < integral of (x/σ)|f|² from 0 to T + the integral of |f|² from T to ∞.

The first term -> 0 as σ -> ∞, while the second term < ε. Since ε is arbitrarily small, the integral -> 0.
 

FAQ: Convergence of an Improper Integral

1. What is an improper integral?

An improper integral is an integral where either the upper or lower limit of integration is infinite, or the function being integrated is unbounded at a point within the interval of integration.

2. Why is it important to determine the convergence of an improper integral?

Determining the convergence of an improper integral is important because it tells us whether or not the area under the curve exists. If the integral converges, it means that the function has a finite area under the curve, while if it diverges, the area under the curve is infinite.

3. How do you determine the convergence of an improper integral?

To determine the convergence of an improper integral, you must evaluate the integral using limits. If the limit exists and is a finite number, then the integral converges. If the limit does not exist or is infinite, then the integral diverges.

4. What are some common techniques for evaluating improper integrals?

Some common techniques for evaluating improper integrals include using substitution, integration by parts, and partial fractions. In some cases, it may also be helpful to use a comparison test or the limit comparison test to determine convergence.

5. Are there any real-world applications of improper integrals?

Yes, improper integrals have many real-world applications in fields such as physics, engineering, and economics. For example, they can be used to calculate the center of mass of a non-uniform object, the total charge of a continuously distributed charge, or the total profit from a continuously changing demand curve.

Similar threads

Replies
4
Views
2K
Replies
2
Views
2K
Replies
31
Views
2K
Replies
2
Views
2K
Replies
1
Views
1K
Replies
6
Views
2K
Replies
9
Views
1K
Back
Top