Why limits are necessary for improper integrals

calculusdefinite integralsimproper-integralsintegrationlimits

Consider the integral $\displaystyle \int^1_{-1} x^{-1/2} dx$

The function is discontinuous at $x=0$

So we use improper integral:

$\displaystyle \lim\limits_{x \to 0^-} \int^x_{-1} x^{-1/2} dx + \lim\limits_{x \to 0^+} \int^1_x x^{-1/2} dx \tag1$

Instead if we avoid the limits and do it in the following way, we will definitely get the exact same result:

$\displaystyle \int^0_{-1} x^{-1/2} dx + \int^1_0 x^{-1/2} dx \tag2$

QUESTION

$(1)$ So why are limits necessary for improper integrals?

$(2)$ Does equation $(2)$ work for higher dimensional improper integrals? (i.e. by dividing our domain and making the discontinuous point at corners of each sub domain)

Best Answer

Since $x^{-1/2}$ is undefined at $0$, the integral $\displaystyle\int_{-1}^0x^{-1/2}\,\mathrm dx$ doesn't exist in the sense of Riemann integration. And, by definition, we have$$\int_{-1}^0x^{-1/2}\,\mathrm dx=\lim_{t\to0^-}\int_{-1}^tx^{-1/2}\,\mathrm dx.$$That is, by definition $\displaystyle\int_{-1}^0x^{-1/2}\,\mathrm dx$ means $\displaystyle\lim_{t\to0^-}\int_{-1}^tx^{-1/2}\,\mathrm dx$.

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