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In mathematical analysis, an improper integral is an extension of the notion of a definite integral to cases that violate the usual assumptions for that kind of integral. [1] In the context of Riemann integrals (or, equivalently, Darboux integrals ), this typically involves unboundedness, either of the set over which the integral is taken or of ...
In mathematics, the definite integral ()is the area of the region in the xy-plane bounded by the graph of f, the x-axis, and the lines x = a and x = b, such that area above the x-axis adds to the total, and that below the x-axis subtracts from the total.
The substitution is described in most integral calculus textbooks since the late 19th century, usually without any special name. [5] It is known in Russia as the universal trigonometric substitution , [ 6 ] and also known by variant names such as half-tangent substitution or half-angle substitution .
Limits of integration can also be defined for improper integrals, with the limits of integration of both + and again being a and b. For an improper integral ∫ a ∞ f ( x ) d x {\displaystyle \int _{a}^{\infty }f(x)\,dx} or ∫ − ∞ b f ( x ) d x {\displaystyle \int _{-\infty }^{b}f(x)\,dx} the limits of integration are a and ∞, or − ...
In this case, the improper definite integral can be determined in several ways: the Laplace transform, double integration, differentiating under the integral sign, contour integration, and the Dirichlet kernel. But since the integrand is an even function, the domain of integration can be extended to the negative real number line as well.
In mathematics, Dirichlet integrals play an important role in distribution theory. We can see the Dirichlet integral in terms of distributions. One of those is the improper integral of the sinc function over the positive real line,
This can be proved by computing the derivative of the right-hand side of the formula, taking into account that the condition on g is here for insuring the continuity of the integral. This gives the following formulas (where a ≠ 0 ), which are valid over any interval where f is continuous (over larger intervals, the constant C must be replaced ...
The result of the procedure for principal value is the same as the ordinary integral; since it no longer matches the definition, it is technically not a "principal value". The Cauchy principal value can also be defined in terms of contour integrals of a complex-valued function f ( z ) : z = x + i y , {\displaystyle f(z):z=x+i\,y\;,} with x , y ...
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