Problem 96
Medium Special Techniques

Calculate the improper integral: integral from -1 to ()

Calculate the improper integral: $$ \int_{-1}^\infty e^{-kx} \, dx $$

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, and its convergence depends on the parameter $k$.

Step 1: Express as a limit

$$\int_{-1}^\infty e^{-kx} \, dx = \lim_{R \to \infty} \int_{-1}^R e^{-kx} \, dx$$

Step 2: Find the antiderivative

We need to consider two cases based on whether $k = 0$ or $k \neq 0$.

Case 1: $k \neq 0$

$$\int e^{-kx} \, dx = \frac{e^{-kx}}{-k} + C = -\frac{1}{k}e^{-kx} + C$$

Verification:

$$\frac{d}{dx}\left[-\frac{1}{k}e^{-kx}\right] = -\frac{1}{k} \cdot (-k)e^{-kx} = e^{-kx}$$

Correct! ✓

Case 2: $k = 0$

$$\int e^{0} \, dx = \int 1 \, dx = x + C$$

Step 3: Evaluate for $k \neq 0$

$$\int_{-1}^R e^{-kx} \, dx = \left[-\frac{1}{k}e^{-kx}\right]_{-1}^R = -\frac{1}{k}e^{-kR} - \left(-\frac{1}{k}e^{k}\right)$$

$$= -\frac{1}{k}e^{-kR} + \frac{1}{k}e^k = \frac{1}{k}\left(e^k - e^{-kR}\right)$$

Step 4: Analyze the limit for different values of $k$

$$\int_{-1}^\infty e^{-kx} \, dx = \lim_{R \to \infty} \frac{1}{k}\left(e^k - e^{-kR}\right)$$

Case A: $k > 0$

As $R \to \infty$: $-kR \to -\infty$, so $e^{-kR} \to 0$

Therefore:

$$\int_{-1}^\infty e^{-kx} \, dx = \frac{1}{k}(e^k - 0) = \frac{e^k}{k}$$

The integral converges.

Case B: $k < 0$

As $R \to \infty$: $-kR \to +\infty$ (since $-k > 0$), so $e^{-kR} \to +\infty$

Therefore:

$$\lim_{R \to \infty} \frac{1}{k}\left(e^k - e^{-kR}\right) = \frac{1}{k}(e^k - \infty)$$

Since $k < 0$, we have $\frac{1}{k} < 0$, so:

$$\frac{1}{k} \cdot (-\infty) = +\infty$$

The integral diverges to $+\infty$.

Case C: $k = 0$

$$\int_{-1}^\infty e^0 \, dx = \int_{-1}^\infty 1 \, dx = \lim_{R \to \infty} [x]_{-1}^R = \lim_{R \to \infty} (R - (-1)) = \lim_{R \to \infty} (R + 1) = +\infty$$

The integral diverges to $+\infty$.

Final Answer

$$\boxed{\int_{-1}^\infty e^{-kx} \, dx = \begin{cases} \dfrac{e^k}{k} & \text{if } k > 0 \quad \text{(converges)}\\[10pt] +\infty & \text{if } k \leq 0 \quad \text{(diverges)} \end{cases}}$$

Summary of convergence

Special cases

Case 1: $k = 1$

$$\int_{-1}^\infty e^{-x} \, dx = \frac{e^1}{1} = e \approx 2.718$$

Case 2: $k = 2$

$$\int_{-1}^\infty e^{-2x} \, dx = \frac{e^2}{2} \approx 3.695$$

Case 3: $k = \frac{1}{2}$

$$\int_{-1}^\infty e^{-x/2} \, dx = \frac{e^{1/2}}{1/2} = 2e^{1/2} = 2\sqrt{e} \approx 3.297$$

Case 4: $k = -1$ (diverges)

$$\int_{-1}^\infty e^{x} \, dx = +\infty$$

Case 5: $k = 0$ (diverges)

$$\int_{-1}^\infty 1 \, dx = +\infty$$

Why convergence depends on $k$

The behavior of $e^{-kx}$ as $x \to \infty$ depends on the sign of $k$:

If $k > 0$:

If $k < 0$:

If $k = 0$:

Graphical interpretation

For $k > 0$, the graph of $y = e^{-kx}$:

For $k < 0$, the graph of $y = e^{-kx}$:

Behavior as $k$ varies (for $k > 0$)

The integral value $\frac{e^k}{k}$ as a function of $k > 0$:

Actually, let's find the minimum. Taking the derivative with respect to $k$:

$$\frac{d}{dk}\left[\frac{e^k}{k}\right] = \frac{ke^k - e^k}{k^2} = \frac{e^k(k-1)}{k^2}$$

Setting this to zero: $k - 1 = 0 \implies k = 1$

For $0 < k < 1$: derivative is negative (decreasing)

For $k > 1$: derivative is positive (increasing)

So the minimum value is indeed at $k = 1$, giving $e$.

Connection to probability

For $k > 0$, the function $ke^{-kx}$ (for $x \geq 0$) is the probability density function of the exponential distribution with rate parameter $k$.

The integral we computed is related to this distribution, though our lower limit is $-1$ rather than $0$.

Summary

  1. The integral is improper at $x = \infty$
  2. For $k \neq 0$, the antiderivative is $-\frac{1}{k}e^{-kx}$
  3. Convergence depends critically on the sign of $k$: \begin{itemize}
  4. $k > 0$: exponential decay $\implies$ converges to $\frac{e^k}{k}$
  5. $k \leq 0$: no decay (or growth) $\implies$ diverges \end{itemize}
  6. The minimum value (for $k > 0$) occurs at $k = 1$, giving $e$
  7. This illustrates how parameters dramatically affect convergence

Key lessons:


Result

$$\boxed{\int_{-1}^\infty e^{-kx} \, dx = \begin{cases} \dfrac{e^k}{k} & \text{if } k > 0 \quad \text{(converges)}\\[10pt] +\infty & \text{if } k \leq 0 \quad \text{(diverges)} \end{cases}}$$