Upper bounds for $\int_a^{b} \frac{\exp(x)}{x}\ dx$

inequalityintegral-inequalityintegrationupper-lower-bounds

Let $a<b$ be a positive real numbers. Are there tight upper bounds for $\int_a^{b} \frac{\exp(x)}{x}\ dx$, specially asymptotic bounds when $a, b,\frac{b}{a}\to\infty$?

Best Answer

Applying integration by parts $n$ times gives

\begin{align*} \int_{a}^{b} \frac{e^x}{x} \, \mathrm{d}x = e^b R_n(b) - e^a R_n(a) + \int_{a}^{b} \frac{n! e^{x}}{x^{n+1}} \, \mathrm{d}x, \end{align*}

where $R_n(x) = \sum_{k=1}^{n} \frac{(k-1)!}{x^k}$. Now, as $a, b, (b/a) \to \infty $, the last integral is bounded by $\mathcal{O}(e^b / b^{n+1})$, and so, we get

$$ \int_{a}^{b} \frac{e^x}{x} \, \mathrm{d}x = e^b R_{n}(b) + \mathcal{O}(e^b /b^{n+1}). $$

as $a, b, (b/a) \to \infty$, for each fixed $n \geq 1$.

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