[Math] Numerical integration with infinity as upper bound

integrationnumerical methods

Verify:

$$y\left(\frac{1}{2}\right) = e^\frac{1}{2} \displaystyle \int_\frac{1}{2}^{\infty} \frac{dt}{te^t} ≈ 0.9232.$$

I've written the integral as:

$$\lim_{x \to \infty} \displaystyle\int_\frac{1}{2}^x \frac{dt}{te^t}$$

I presume I should use substitution to continue but not sure why or how.

We have gone over Trapezoidal and Simpson's Rule for numerical integration so I presume that's what I should use to solve it

Best Answer

Notice that

\begin{align*} \int_{12}^{\infty} \frac{1}{te^t} \, dt &\le \sum_{n = 12}^{\infty} \frac{1}{ne^n} \\ &\le \frac 1 {12e^{12}} \sum_{n = 0}^{\infty} \frac 1 {e^n} \\ &< \frac{1}{e^{12}} \\ &< 0.000006 \end{align*}

is already small enough that it won't affect your computation's first four decimal places. Now just compute $\int_{1/2}^{12}$ using your favorite numerical method. (And by the way, this was a very crude method of estimate, so $12$ is a very loose upper bound.)

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