Problem 94
Medium Special Techniques

Calculate the improper integral: integral from a to ()

Calculate the improper integral: $$ \int_a^\infty \frac{dx}{x\ln^2 x} $$ (where $a > 1$)

Explanation of Method

This is an improper integral (an infinite integration limit, or an integrand that is unbounded at an interior point or an endpoint). It is evaluated by rewriting it as a limit of a proper integral and determining whether that limit exists and is finite.

This is an improper integral at infinity. We assume $a > 1$ so that $\ln a > 0$ and the integrand is well-defined throughout $[a, \infty)$.

Step 1: Express as a limit

$$\int_a^\infty \frac{dx}{x\ln^2 x} = \lim_{R \to \infty} \int_a^R \frac{dx}{x\ln^2 x}$$

Step 2: Find the antiderivative using substitution

Let $u = \ln x$, so $du = \frac{dx}{x}$.

When $x = a$: $u = \ln a$

When $x = R$: $u = \ln R$

The integral becomes:

$$\int_a^R \frac{dx}{x\ln^2 x} = \int_{\ln a}^{\ln R} \frac{du}{u^2}$$

This is a standard integral:

$$\int \frac{du}{u^2} = \int u^{-2} \, du = -\frac{1}{u} + C$$

Therefore, the antiderivative of $\frac{1}{x\ln^2 x}$ is:

$$-\frac{1}{\ln x} + C$$

Step 3: Evaluate the definite integral

$$\int_a^R \frac{dx}{x\ln^2 x} = \left[-\frac{1}{\ln x}\right]_a^R = -\frac{1}{\ln R} - \left(-\frac{1}{\ln a}\right)$$

$$= \frac{1}{\ln a} - \frac{1}{\ln R}$$

Step 4: Take the limit

$$\int_a^\infty \frac{dx}{x\ln^2 x} = \lim_{R \to \infty} \left(\frac{1}{\ln a} - \frac{1}{\ln R}\right)$$

As $R \to \infty$:

$$\ln R \to +\infty \implies \frac{1}{\ln R} \to 0$$

Therefore:

$$\int_a^\infty \frac{dx}{x\ln^2 x} = \frac{1}{\ln a} - 0 = \frac{1}{\ln a}$$

Final Answer

$$\boxed{\int_a^\infty \frac{dx}{x\ln^2 x} = \frac{1}{\ln a} \quad \text{(for } a > 1 \text{)}}$$

The integral converges to $\frac{1}{\ln a}$.

Special cases

Case 1: $a = e$

$$\int_e^\infty \frac{dx}{x\ln^2 x} = \frac{1}{\ln e} = \frac{1}{1} = 1$$

Case 2: $a = 2$

$$\int_2^\infty \frac{dx}{x\ln^2 x} = \frac{1}{\ln 2} \approx 1.443$$

Case 3: $a = 10$

$$\int_{10}^\infty \frac{dx}{x\ln^2 x} = \frac{1}{\ln 10} \approx 0.434$$

Why the integral converges

The substitution $u = \ln x$ transforms the integral to:

$$\int_{\ln a}^\infty \frac{du}{u^2}$$

This is of the form $\int_b^\infty \frac{du}{u^p}$ with $p = 2 > 1$.

We know that $\int_1^\infty \frac{dx}{x^p}$ converges if and only if $p > 1$.

Since $p = 2 > 1$, the integral converges! ✓

Comparison with related integrals

Case 1: $\int_a^\infty \frac{dx}{x\ln x}$

Using $u = \ln x$:

$$= \int_{\ln a}^\infty \frac{du}{u} = \lim_{R \to \infty} [\ln u]_{\ln a}^{\ln R} = \lim_{R \to \infty} (\ln(\ln R) - \ln(\ln a)) = +\infty$$

This integral diverges! ✗

Case 2: $\int_a^\infty \frac{dx}{x\ln^2 x}$

This is our integral, which converges to $\frac{1}{\ln a}$. ✓

Case 3: $\int_a^\infty \frac{dx}{x\ln^3 x}$

Using $u = \ln x$:

$$= \int_{\ln a}^\infty \frac{du}{u^3} = \left[-\frac{1}{2u^2}\right]_{\ln a}^\infty = 0 - \left(-\frac{1}{2(\ln a)^2}\right) = \frac{1}{2(\ln a)^2}$$

This also converges. ✓

General rule:

$$\int_a^\infty \frac{dx}{x(\ln x)^n} \text{ converges} \iff n > 1$$

This is analogous to the standard $p$-test!

Connection to the integral test

This result is directly related to the convergence of series via the integral test.

Consider the series:

$$\sum_{n=2}^\infty \frac{1}{n(\ln n)^2}$$

By the integral test, this series converges if and only if:

$$\int_2^\infty \frac{dx}{x(\ln x)^2}$$

converges, which we've shown it does (to $\frac{1}{\ln 2}$).

Therefore, the series $\sum_{n=2}^\infty \frac{1}{n(\ln n)^2}$ converges! ✓

In contrast, the series $\sum_{n=2}^\infty \frac{1}{n\ln n}$ diverges because $\int_2^\infty \frac{dx}{x\ln x}$ diverges.

Geometric interpretation

The function $f(x) = \frac{1}{x\ln^2 x}$ for $x \geq a > 1$ has these properties:

Behavior as $a$ varies

As $a$ increases from $e$ to $\infty$:

$$\frac{1}{\ln a} \text{ decreases from } 1 \text{ to } 0$$

This makes sense: starting the integral further out (larger $a$) captures less area.

Relationship to logarithmic decay

Functions that decay like $\frac{1}{x(\ln x)^n}$ represent "logarithmic decay" - slower than polynomial decay but faster than pure logarithmic growth.

The hierarchy of decay rates near infinity:

  1. Polynomial: $\frac{1}{x^p}$ (converges for $p > 1$)
  2. Logarithmic-polynomial: $\frac{1}{x(\ln x)^n}$ (converges for $n > 1$)
  3. Pure logarithmic: $\frac{1}{\ln x}$ (diverges)

Direct evaluation (formal)

We can write formally:

$$\int_a^\infty \frac{dx}{x\ln^2 x} = \left[-\frac{1}{\ln x}\right]_a^\infty$$

At $x = \infty$:

$$\lim_{x \to \infty} \left(-\frac{1}{\ln x}\right) = -\frac{1}{+\infty} = 0$$

At $x = a$:

$$-\frac{1}{\ln a}$$

Therefore:

$$0 - \left(-\frac{1}{\ln a}\right) = \frac{1}{\ln a}$$

Summary

  1. The integral has an improper limit at $x = \infty$
  2. Using the substitution $u = \ln x$ transforms it to: $$ \int_{\ln a}^\infty \frac{du}{u^2} $$
  3. The antiderivative is $-\frac{1}{\ln x}$
  4. Evaluating from $a$ to $\infty$: $$ \left[-\frac{1}{\ln x}\right]_a^\infty = 0 - \left(-\frac{1}{\ln a}\right) = \frac{1}{\ln a} $$
  5. The integral converges because it's equivalent to $\int \frac{du}{u^2}$ with exponent 2 > 1
  6. Result: $\int_a^\infty \frac{dx}{x\ln^2 x} = \frac{1}{\ln a}$ (for $a > 1$)

Key lessons:


Result

$$\boxed{\int_a^\infty \frac{dx}{x\ln^2 x} = \frac{1}{\ln a} \quad \text{(for } a > 1 \text{)}}$$