Integral of Reciprocal is Divergent
From ProofWiki
Contents |
Theorem
- $\displaystyle \int_1^n \frac {\mathrm dx} x \to +\infty$ as $n \to + \infty$
- $\displaystyle \int_\gamma^1 \frac {\mathrm dx} x \to -\infty$ as $\gamma \to 0^+$
Thus the improper integrals $\displaystyle \int_1^{\to +\infty} \frac {\mathrm dx} x$ and $\displaystyle \int_{\to 0^+}^1 \frac {\mathrm dx} x$ do not exist.
Proof
Proof 1 of first part
- $\displaystyle \int_1^n \frac {\mathrm dx} x \to +\infty$ as $n \to + \infty$:
From Sum of Reciprocals is Divergent, we have that $\displaystyle \sum_{n=1}^\infty \frac 1 n$ diverges to $+\infty$.
Thus from the Euler-Maclaurin Summation Formula (also known as the Integral Test), $\displaystyle \int_1^n \frac {\mathrm dx} x \to +\infty$ also diverges to $+\infty$.
$\blacksquare$
Proof 2 of first part
From the definition of natural logarithm (or from Equivalence of Logarithm Definitions):
| \(\displaystyle \) | \(\displaystyle \) | \(\displaystyle \) | \(\displaystyle \ln x\) | \(=\) | \(\displaystyle \int_1^x \dfrac 1 t \ \mathrm dt\) | \(\displaystyle \) | \(\displaystyle \) | \(\displaystyle \) |
The result follows from Logarithm Tends to Infinity.
$\blacksquare$
Proof of second part
- $\displaystyle \int_\gamma^1 \frac {\mathrm dx} x \to -\infty$ as $\gamma \to 0^+$:
Put $x = \dfrac 1 z$.
Then:
| \(\displaystyle \) | \(\displaystyle \) | \(\displaystyle \) | \(\displaystyle \int_\gamma^1 \frac {\mathrm dx} x\) | \(=\) | \(\displaystyle \int_{1 / \gamma}^1 \frac {-z} {z^2} \ \mathrm dz\) | \(\displaystyle \) | \(\displaystyle \) | \(\displaystyle \) | Integration by Substitution | ||
| \(\displaystyle \) | \(\displaystyle \) | \(\displaystyle \) | \(\displaystyle \) | \(=\) | \(\displaystyle \int_1^{1 / \gamma} \frac {\mathrm dz} z\) | \(\displaystyle \) | \(\displaystyle \) | \(\displaystyle \) |
From the above result:
- $\displaystyle \int_1^{1 / \gamma} \frac {\mathrm dz} z \to +\infty$
as $\gamma \to 0^+$.
$\blacksquare$
Also see
Sources
- K.G. Binmore: Mathematical Analysis: A Straightforward Approach (1977)... (previous)... (next): $\S 13.33$