1 00:00:00 --> 00:00:00 2 00:00:00 --> 00:00:02 The following content is provided under a Creative 3 00:00:02 --> 00:00:04 Commons license. 4 00:00:04 --> 00:00:06 Your support will help MIT OpenCourseWare continue to 5 00:00:06 --> 00:00:09 offer high quality educational resources for free. 6 00:00:09 --> 00:00:12 To make a donation, or to view additional materials from 7 00:00:12 --> 00:00:15 hundreds of MIT courses, visit MIT OpenCourseWare 8 00:00:15 --> 00:00:21 at ocw.mit.edu. 9 00:00:21 --> 00:00:30 PROFESSOR: Now, today we are continuing with this last unit. 10 00:00:30 --> 00:00:36 Unit 5, continued. 11 00:00:36 --> 00:00:48 The informal title of this unit is Dealing With Infinity. 12 00:00:48 --> 00:00:52 That's really the extra little piece that we're putting in 13 00:00:52 --> 00:01:01 to our discussions of things like limits and integrals. 14 00:01:01 --> 00:01:07 To start out with today, I'd like to recall for 15 00:01:07 --> 00:01:20 you, L'Hopital's Rule. 16 00:01:20 --> 00:01:23 And in keeping with the spirit here, we're just going to do 17 00:01:23 --> 00:01:32 the infinity / infinity case. 18 00:01:32 --> 00:01:35 I stated this a little differently last time, and I 19 00:01:35 --> 00:01:37 want to state it again today. 20 00:01:37 --> 00:01:40 Just to make clear what the hypotheses are and what 21 00:01:40 --> 00:01:43 the conclusion is. 22 00:01:43 --> 00:01:47 We start out with, really, three hypotheses. 23 00:01:47 --> 00:01:50 Two of them are kind of obvious. 24 00:01:50 --> 00:01:56 The three hypotheses are that f (x) tends to infinity, g ( x) 25 00:01:56 --> 00:02:00 tends to infinity, that's what it means to be in this 26 00:02:00 --> 00:02:02 infinity / infinity case. 27 00:02:02 --> 00:02:07 And then the last assumption is that f ' ( x) / g ' 28 00:02:07 --> 00:02:10 (x), tends to a limit, L. 29 00:02:10 --> 00:02:15 And this is all as x tends to some a. 30 00:02:15 --> 00:02:18 Some limit a. 31 00:02:18 --> 00:02:27 And then the conclusion is that f( x) / g ( x) also tends 32 00:02:27 --> 00:02:37 to L, as x goes to a. 33 00:02:37 --> 00:02:38 Now, so that's the way it is. 34 00:02:38 --> 00:02:40 So it's three limits. 35 00:02:40 --> 00:02:43 But presumably these are obvious, and this one is 36 00:02:43 --> 00:02:49 exactly what we were going to check anyway. 37 00:02:49 --> 00:02:52 Gives us this one limit. 38 00:02:52 --> 00:02:54 So that's the statement. 39 00:02:54 --> 00:02:59 And then the other little interesting point here, which 40 00:02:59 --> 00:03:04 is consistent with this idea of dealing with infinity, is that 41 00:03:04 --> 00:03:08 a equals plus or minus infinity and L equals plus or 42 00:03:08 --> 00:03:11 minus infinity are OK. 43 00:03:11 --> 00:03:15 That is, the numbers capital L, the limit capital L and the 44 00:03:15 --> 00:03:21 number a can also be infinite. 45 00:03:21 --> 00:03:26 Now in recitation yesterday, you should have discussed 46 00:03:26 --> 00:03:31 something about rates of growth, which follow from what 47 00:03:31 --> 00:03:35 I said in lecture last time and also maybe from some more 48 00:03:35 --> 00:03:40 detailed discussions that you had in recitation. 49 00:03:40 --> 00:03:44 And I'm going to introduce a notation to compare functions. 50 00:03:44 --> 00:03:51 Namely, we say that f ( x) is a lot less than g ( x). 51 00:03:51 --> 00:03:58 So this means that the limit, as it goes to infinity, 52 00:03:58 --> 00:03:59 this tends to 0. 53 00:03:59 --> 00:04:04 As x goes to infinity, this would be. 54 00:04:04 --> 00:04:07 So this is a notation, a new notation for us. f 55 00:04:07 --> 00:04:10 is a lot less than g. 56 00:04:10 --> 00:04:13 And it's meant to be read only asymptotically. 57 00:04:13 --> 00:04:15 It's only in the limit as x goes to infinity 58 00:04:15 --> 00:04:17 that this happens. 59 00:04:17 --> 00:04:20 And implicitly here, I'm always assuming that these are 60 00:04:20 --> 00:04:28 positive quantities. f and g are positive. 61 00:04:28 --> 00:04:32 What you saw in recitation was that you can make a systematic 62 00:04:32 --> 00:04:34 comparison of all the standard functions that we know about. 63 00:04:34 --> 00:04:38 For example, the ln function goes to infinity. 64 00:04:38 --> 00:04:41 But a lot more slowly than x to a power. 65 00:04:41 --> 00:04:44 A lot more slowly then e^ x. 66 00:04:44 --> 00:04:48 A lot more slowly than, say, e ^ x ^2. 67 00:04:48 --> 00:04:50 So this one is slow. 68 00:04:50 --> 00:04:54 This one is moderate. 69 00:04:54 --> 00:04:56 And this one is fast. 70 00:04:56 --> 00:05:00 And this one is very fast. 71 00:05:00 --> 00:05:02 Going to infinity. 72 00:05:02 --> 00:05:04 Tends to infinity, and this is of course as 73 00:05:04 --> 00:05:07 x goes to infinity. 74 00:05:07 --> 00:05:12 All of them go to infinity, but at quite different rates. 75 00:05:12 --> 00:05:15 And, analogous to this, and today we're going to be doing 76 00:05:15 --> 00:05:23 this, needing to do this quite a bit, is rates of decay, 77 00:05:23 --> 00:05:26 which are more or less the opposite of rates of growth. 78 00:05:26 --> 00:05:30 So rates of decay are rates at which things tend to 0. 79 00:05:30 --> 00:05:39 So the rate of decay, and for that I'm just going to take 80 00:05:39 --> 00:05:41 reciprocals of these numbers. 81 00:05:41 --> 00:05:45 So 1 / ln x tends to 0. 82 00:05:45 --> 00:05:47 But rather slowly. 83 00:05:47 --> 00:05:51 It's much bigger than 1 / x ^ p. 84 00:05:51 --> 00:05:54 Oh, I didn't mention that this exponent p is 85 00:05:54 --> 00:05:55 meant to be positive. 86 00:05:55 --> 00:05:58 That's a convention that I'm using without saying. 87 00:05:58 --> 00:06:00 I should've told you that. 88 00:06:00 --> 00:06:06 So think x ^ 1/2, x ^ 1, x ^2, they're all in this sort of 89 00:06:06 --> 00:06:09 moderate intermediate range. 90 00:06:09 --> 00:06:15 And then that, in turn, goes to 0 but much more slowly then 1 / 91 00:06:15 --> 00:06:19 e ^ x, also known as e^ - x. 92 00:06:19 --> 00:06:24 And that, in turn, this guy here goes to 0 incredibly 93 00:06:24 --> 00:06:32 fast. e ^ - x ^2 vanishes really, really fast. 94 00:06:32 --> 00:06:37 So this is a review of the L'Hopital's Rule. 95 00:06:37 --> 00:06:40 What we said last time, and the application of it, which is to 96 00:06:40 --> 00:06:50 rates of growth and tells us what these rates of growth are. 97 00:06:50 --> 00:07:01 Today, I want to talk about improper integrals. 98 00:07:01 --> 00:07:07 And improper integrals, we've already really seen one or two 99 00:07:07 --> 00:07:09 of them on your exercises. 100 00:07:09 --> 00:07:11 And we mention them a little bit, briefly. 101 00:07:11 --> 00:07:13 I'm just going to go through them more carefully and 102 00:07:13 --> 00:07:15 more systematically now. 103 00:07:15 --> 00:07:18 And we want to get just exactly what's going on with these 104 00:07:18 --> 00:07:21 rates of decay and their relationship with 105 00:07:21 --> 00:07:21 improper integrals. 106 00:07:21 --> 00:07:27 So I need for you to understand on the spectrum of the range of 107 00:07:27 --> 00:07:32 functions like this, which ones are suitable for integration 108 00:07:32 --> 00:07:38 as x goes to infinity. 109 00:07:38 --> 00:07:43 Well, let's start out with the definition. 110 00:07:43 --> 00:07:48 The integral from a to infinity of f(x) dx is, by definition 111 00:07:48 --> 00:07:56 the limit as n goes to infinity of the ordinary definite 112 00:07:56 --> 00:08:00 integral up to some fixed, finite level. 113 00:08:00 --> 00:08:01 That's the definition. 114 00:08:01 --> 00:08:07 And there's a word that we use here, which is that we say the 115 00:08:07 --> 00:08:15 integral, so this is terminology for it, converges 116 00:08:15 --> 00:08:20 if the limit exists. 117 00:08:20 --> 00:08:28 And diverges if not. 118 00:08:28 --> 00:08:34 Well, these are the key words for today. 119 00:08:34 --> 00:08:39 So here's the issue that we're going to be addressing. 120 00:08:39 --> 00:08:42 Which is whether the limit exists or not. 121 00:08:42 --> 00:08:50 In other words, whether the integral converges or diverges. 122 00:08:50 --> 00:08:54 These notions have a geometric analog, which you should always 123 00:08:54 --> 00:08:57 be thinking of at the same time in the back of your head. 124 00:08:57 --> 00:09:00 I'll draw a picture of the function Here it's 125 00:09:00 --> 00:09:02 starting out at a. 126 00:09:02 --> 00:09:05 And maybe it's going down like this. 127 00:09:05 --> 00:09:09 And it's interpreting it geometrically. 128 00:09:09 --> 00:09:15 This would only work if f is positive. 129 00:09:15 --> 00:09:25 Then the convergent case is the case where the area is finite. 130 00:09:25 --> 00:09:29 So the total area is finite under this curve. 131 00:09:29 --> 00:09:43 And the other case is the total area is infinite. 132 00:09:43 --> 00:09:46 I claim that both of these things are possible. 133 00:09:46 --> 00:09:51 Although this thing goes on forever, if you stop it at 134 00:09:51 --> 00:09:54 one stage, n, then of course it's a finite number. 135 00:09:54 --> 00:09:56 But as you go further and further and further, there's 136 00:09:56 --> 00:09:58 more and more and more area. 137 00:09:58 --> 00:10:00 And there are two possibilities. 138 00:10:00 --> 00:10:04 Either as you go all the way out here to infinity, the 139 00:10:04 --> 00:10:08 total that you get adds up to a finite total. 140 00:10:08 --> 00:10:11 Or else, maybe there's infinitely much. 141 00:10:11 --> 00:10:13 For instance, if it's a straight line going across, 142 00:10:13 --> 00:10:23 there's clearly infinitely much area underneath. 143 00:10:23 --> 00:10:25 So we need to do a bunch of examples. 144 00:10:25 --> 00:10:29 And that's really our main job for the day, and to make sure 145 00:10:29 --> 00:10:34 that we know exactly what to expect in all cases. 146 00:10:34 --> 00:10:41 The first example is the integral from 0 to 147 00:10:41 --> 00:10:45 infinity of e^ - kx dx. 148 00:10:45 --> 00:10:48 Where k is going to be some positive number. 149 00:10:48 --> 00:10:54 Some positive constant. 150 00:10:54 --> 00:10:58 This is the most fundamental, by far, of 151 00:10:58 --> 00:11:02 the definite integrals. 152 00:11:02 --> 00:11:03 Improper integrals. 153 00:11:03 --> 00:11:07 And in order to handle this, the thing that I need to do is 154 00:11:07 --> 00:11:13 to check the integral from 0 up to n. e ^ - kx dx. 155 00:11:13 --> 00:11:15 And since this is an easy integral to evaluate, 156 00:11:15 --> 00:11:17 we're going to do it. 157 00:11:17 --> 00:11:22 It's - 1 / k e ^ - kx, that's the antiderivative. 158 00:11:22 --> 00:11:26 Evaluated at 0 and n. 159 00:11:26 --> 00:11:37 And that, if I plug in these values, is - 1 / k, e^ - k N. 160 00:11:37 --> 00:11:46 Minus, and if I evaluate it at 0, I get a (- 1 / k) e^ 0. 161 00:11:46 --> 00:11:48 So there's the answer. 162 00:11:48 --> 00:11:51 And now we have to think about what happens as 163 00:11:51 --> 00:11:54 n goes to infinity. 164 00:11:54 --> 00:12:00 So as n goes to infinity, what's happening is the second 165 00:12:00 --> 00:12:03 term here stays unchanged. 166 00:12:03 --> 00:12:06 But the first term is e to some negative power. 167 00:12:06 --> 00:12:08 And the exponent is getting larger and larger. 168 00:12:08 --> 00:12:10 That's because k is positive here. 169 00:12:10 --> 00:12:12 You've definitely got to pay attention. 170 00:12:12 --> 00:12:15 Even though I'm doing this with general variables here, you've 171 00:12:15 --> 00:12:17 got to pay attention to signs of things. 172 00:12:17 --> 00:12:20 Because otherwise you'll always get the wrong answer. 173 00:12:20 --> 00:12:22 So you have to pay very close attention here. 174 00:12:22 --> 00:12:25 So this is, if you like, e ^ minus infinity in 175 00:12:25 --> 00:12:26 the limit, which is 0. 176 00:12:26 --> 00:12:30 And so in the limit, this thing tends to 0. 177 00:12:30 --> 00:12:33 And this thing is just equal to 1 / k. 178 00:12:33 --> 00:12:43 And so all told, the answer is 1 / k And that's it. 179 00:12:43 --> 00:12:46 Now we're going to abbreviate this a little bit. 180 00:12:46 --> 00:12:48 This thought process, you're going to have to go through 181 00:12:48 --> 00:12:50 every single time you do this. 182 00:12:50 --> 00:12:53 But after a while you also get good enough at it that you can 183 00:12:53 --> 00:12:55 make it a little bit less cluttered. 184 00:12:55 --> 00:13:09 So let me show you a shorthand for this same calculation. 185 00:13:09 --> 00:13:14 Namely, I write 0 to infinity e ^ - kx dx. 186 00:13:14 --> 00:13:23 And that's equal to - 1 / k e ^ - kx 0 to infinity. 187 00:13:23 --> 00:13:27 That was cute. 188 00:13:27 --> 00:13:35 Not small enough, however. 189 00:13:35 --> 00:13:36 So, here we are. 190 00:13:36 --> 00:13:38 We have the same calculation as we had before. 191 00:13:38 --> 00:13:40 But now we're thinking, really, in our minds that this infinity 192 00:13:40 --> 00:13:43 is some very, very enormous number. 193 00:13:43 --> 00:13:44 And we're going to plug it in. 194 00:13:44 --> 00:13:47 And you can either do this in your head or not. 195 00:13:47 --> 00:13:50 You say - 1 / k e^ - infinity. 196 00:13:50 --> 00:13:53 Here's where I've used the fact that k is positive. 197 00:13:53 --> 00:13:57 Because e ^ - k times a large number is minus infinity. 198 00:13:57 --> 00:14:01 And then here + 1 / k - (- 1 / k). 199 00:14:01 --> 00:14:05 Let me write it the same way I did before. 200 00:14:05 --> 00:14:11 And that's just equal to 0 + 1 / k, which is what we want. 201 00:14:11 --> 00:14:13 So this is the same calculation, just 202 00:14:13 --> 00:14:17 slightly abbreviated. 203 00:14:17 --> 00:14:17 Yeah. 204 00:14:17 --> 00:14:18 Question. 205 00:14:18 --> 00:14:29 STUDENT: [INAUDIBLE] 206 00:14:29 --> 00:14:30 PROFESSOR: Good question. 207 00:14:30 --> 00:14:31 The question is, what about the case when 208 00:14:31 --> 00:14:34 the limit is infinity? 209 00:14:34 --> 00:14:37 I'm distinguishing between something existing and its 210 00:14:37 --> 00:14:39 limit being infinity here. 211 00:14:39 --> 00:14:45 Whenever I make a discussion of limits, I say a finite limit, 212 00:14:45 --> 00:14:49 or in this case, it works for infinite limits. 213 00:14:49 --> 00:14:51 So in other words, when I say exists, I mean 214 00:14:51 --> 00:14:54 exists and is finite. 215 00:14:54 --> 00:14:58 So here, when I say that it converges and I say the limit 216 00:14:58 --> 00:15:00 exists, what I mean is that it's a finite number. 217 00:15:00 --> 00:15:02 And so that's indeed what I said here. 218 00:15:02 --> 00:15:04 The total area is finite. 219 00:15:04 --> 00:15:06 And, similarly, over here. 220 00:15:06 --> 00:15:08 I might add, however, that there is another part 221 00:15:08 --> 00:15:09 of this subject. 222 00:15:09 --> 00:15:11 Which I'm skipping entirely. 223 00:15:11 --> 00:15:13 Which is a little bit subtle. 224 00:15:13 --> 00:15:14 Which is the following. 225 00:15:14 --> 00:15:17 If f changes sign, there can be some cancellation 226 00:15:17 --> 00:15:19 and oscillation. 227 00:15:19 --> 00:15:22 And then sometimes the limit exists, but the total area, if 228 00:15:22 --> 00:15:25 you counted it all positively, is actually still infinite. 229 00:15:25 --> 00:15:29 And we're going to avoid that case. 230 00:15:29 --> 00:15:31 We're we're just going to treat these positive cases. 231 00:15:31 --> 00:15:33 So don't worry about that for now. 232 00:15:33 --> 00:15:36 That's the next layer of complexity which we're not 233 00:15:36 --> 00:15:38 addressing in this class. 234 00:15:38 --> 00:15:39 Another question. 235 00:15:39 --> 00:15:45 STUDENT: [INAUDIBLE] 236 00:15:45 --> 00:15:48 PROFESSOR: The question is, would this be OK on tests. 237 00:15:48 --> 00:15:49 The answer is, absolutely yes. 238 00:15:49 --> 00:15:51 I want to encourage you to do this. 239 00:15:51 --> 00:15:53 If you can think about it correctly. 240 00:15:53 --> 00:15:55 The subtle point is just, you have to plug in 241 00:15:55 --> 00:15:57 infinity correctly. 242 00:15:57 --> 00:16:00 Namely, you have to realize that this only works 243 00:16:00 --> 00:16:01 if k is positive. 244 00:16:01 --> 00:16:03 This is the step where you're plugging in infinity. 245 00:16:03 --> 00:16:06 And I'm letting you put this infinity up here 246 00:16:06 --> 00:16:08 as an endpoint value. 247 00:16:08 --> 00:16:12 So in fact that's exactly the theme. 248 00:16:12 --> 00:16:16 The theme is dealing with infinity here. 249 00:16:16 --> 00:16:18 And I want you to be able to deal with it. 250 00:16:18 --> 00:16:20 That's my goal. 251 00:16:20 --> 00:16:32 STUDENT: [INAUDIBLE] 252 00:16:32 --> 00:16:36 PROFESSOR: OK, so another question is, so let's be sure 253 00:16:36 --> 00:16:40 here when the limit exists, I say it has to be finite. 254 00:16:40 --> 00:16:46 That means it's finite, not infinite. 255 00:16:46 --> 00:16:48 The limit can be 0. 256 00:16:48 --> 00:16:50 It can also be - 1. 257 00:16:50 --> 00:16:51 It can be anything. 258 00:16:51 --> 00:16:58 Doesn't have to be a positive number. 259 00:16:58 --> 00:17:04 Other questions. 260 00:17:04 --> 00:17:07 So we've had our first example. 261 00:17:07 --> 00:17:23 And now I just want to add one physical interpretation here. 262 00:17:23 --> 00:17:29 This is Example 1, if you like. 263 00:17:29 --> 00:17:32 And this is something that was on your problem set, remember. 264 00:17:32 --> 00:17:36 That we talked about the probability, or the number, if 265 00:17:36 --> 00:17:50 you like, the number of particles on average that decay 266 00:17:50 --> 00:18:02 in some radioactive substance. 267 00:18:02 --> 00:18:11 Say, in time between 0 and some capital T. 268 00:18:11 --> 00:18:16 And then that would be this integral, 0 to capital T, 269 00:18:16 --> 00:18:22 some total quantity times this integral here. 270 00:18:22 --> 00:18:27 This is the typical kind of radioactive decay 271 00:18:27 --> 00:18:29 number that one gets. 272 00:18:29 --> 00:18:38 Now, in the limit, so this is some number of particles. 273 00:18:38 --> 00:18:41 If the substance is radioactive, then in the 274 00:18:41 --> 00:18:47 limit, we have this. 275 00:18:47 --> 00:18:56 Which is equal to the total number of particles. 276 00:18:56 --> 00:18:58 And that's something that's going to be important for 277 00:18:58 --> 00:19:00 normalizing and understanding. 278 00:19:00 --> 00:19:02 How much does the whole substance, how many moles 279 00:19:02 --> 00:19:04 do we have of this stuff. 280 00:19:04 --> 00:19:05 What is it. 281 00:19:05 --> 00:19:08 And so this is a number that is going to come up. 282 00:19:08 --> 00:19:14 Now, I emphasize that this notion of T going to infinity 283 00:19:14 --> 00:19:16 is just an idealization. 284 00:19:16 --> 00:19:20 We don't really believe that we're going to wait forever 285 00:19:20 --> 00:19:23 for this substance to decay. 286 00:19:23 --> 00:19:27 Nevertheless, as theorists, we write down this quantity. 287 00:19:27 --> 00:19:29 And we use it. 288 00:19:29 --> 00:19:31 All the time. 289 00:19:31 --> 00:19:35 Furthermore, there's other good reasons for using it, and why 290 00:19:35 --> 00:19:36 physicists accept it immediately. 291 00:19:36 --> 00:19:39 Even though it's not really completely physically realistic 292 00:19:39 --> 00:19:43 ever to let time go very, very far into the future. 293 00:19:43 --> 00:19:47 And the reason is, if you notice this answer here, look 294 00:19:47 --> 00:19:53 at how much simpler this number is, 1 / k, than the 295 00:19:53 --> 00:19:57 numbers that I got in the intermediate stages here. 296 00:19:57 --> 00:20:01 These are all ugly, the limits are simple. 297 00:20:01 --> 00:20:04 And this is a theme that I've been trying to 298 00:20:04 --> 00:20:05 emphasize all semester. 299 00:20:05 --> 00:20:08 Namely, that the infinitesimal, the things that you get when 300 00:20:08 --> 00:20:10 you do differentiation, are the easier formulas. 301 00:20:10 --> 00:20:14 The algebraic ones, the things in the process of getting to 302 00:20:14 --> 00:20:16 the limit, are the ugly ones. 303 00:20:16 --> 00:20:18 These are the easy ones, these are the hard ones. 304 00:20:18 --> 00:20:21 So in fact, infinity is basically easier than 305 00:20:21 --> 00:20:23 any finite number. 306 00:20:23 --> 00:20:27 And a lot of appealing formulas come from those kinds 307 00:20:27 --> 00:20:28 of calculations. 308 00:20:28 --> 00:20:31 Another question. 309 00:20:31 --> 00:20:39 STUDENT: [INAUDIBLE] 310 00:20:39 --> 00:20:43 PROFESSOR: The question is, shouldn't the answer be a? 311 00:20:43 --> 00:20:47 Well, the answer turns out to be a / k. 312 00:20:47 --> 00:20:49 Which means that when you set up your arithmetic, 313 00:20:49 --> 00:20:53 and you model this to a collection of particles. 314 00:20:53 --> 00:20:55 So you said it should be a. 315 00:20:55 --> 00:20:58 But that's because you made an assumption. 316 00:20:58 --> 00:21:01 Which was that a was the total number of particles. 317 00:21:01 --> 00:21:03 But that's just false, right? 318 00:21:03 --> 00:21:04 This is the total number of particles. 319 00:21:04 --> 00:21:07 So therefore, if you want to set it up, you want set up 320 00:21:07 --> 00:21:11 so that this number's the total number of particles. 321 00:21:11 --> 00:21:13 And that's how you set up a model is, you do all the 322 00:21:13 --> 00:21:16 calculations and you see what it's coming out to be. 323 00:21:16 --> 00:21:24 And that's why you need to do this kind of calculation. 324 00:21:24 --> 00:21:25 OK, so. 325 00:21:25 --> 00:21:27 The main thing is, you shouldn't make assumptions 326 00:21:27 --> 00:21:27 about models. 327 00:21:27 --> 00:21:29 You have to follow what the calculations tell you. 328 00:21:29 --> 00:21:32 They're not lying. 329 00:21:32 --> 00:21:34 OK, so now. 330 00:21:34 --> 00:21:36 We carried this out. 331 00:21:36 --> 00:21:41 There's one other example which we talked about 332 00:21:41 --> 00:21:42 earlier in the class. 333 00:21:42 --> 00:21:44 And I just wanted to mention it again. 334 00:21:44 --> 00:21:48 It's probably the most famous after this one. 335 00:21:48 --> 00:21:50 Namely, the integral from minus infinity to 336 00:21:50 --> 00:21:53 infinity of e^ - x ^2 dx. 337 00:21:53 --> 00:21:56 Which turns out, amazingly, to be able to be evaluated. 338 00:21:56 --> 00:21:59 It turns out to be the square root of pi. 339 00:21:59 --> 00:22:04 So this one is also great. 340 00:22:04 --> 00:22:10 This is the constant which allows you to compute all kinds 341 00:22:10 --> 00:22:12 of things in probability. 342 00:22:12 --> 00:22:22 So this is a key number in probability. 343 00:22:22 --> 00:22:25 It basically is the key to understanding things like 344 00:22:25 --> 00:22:29 standard deviation and basically any other thing in 345 00:22:29 --> 00:22:31 the subject of probability. 346 00:22:31 --> 00:22:37 It's also what's driving these polls that tell you within 4% 347 00:22:37 --> 00:22:40 accuracy we know that people are going to vote 348 00:22:40 --> 00:22:42 this way or that. 349 00:22:42 --> 00:22:44 So in order to interpret all of those kinds of things, you 350 00:22:44 --> 00:22:48 need to know this number. 351 00:22:48 --> 00:22:53 And this number was only calculated numerically starting 352 00:22:53 --> 00:23:00 in the 1700s or so by people who, actually, by one guy whose 353 00:23:00 --> 00:23:03 name was de Moivre, who was selling his services to 354 00:23:03 --> 00:23:06 various royalty who were running lotteries. 355 00:23:06 --> 00:23:09 In those days they ran lotteries, too. 356 00:23:09 --> 00:23:13 And he was able to tell them what the chances were 357 00:23:13 --> 00:23:15 of the various games. 358 00:23:15 --> 00:23:17 And he worked out this number. 359 00:23:17 --> 00:23:19 He realized that this was the pattern. 360 00:23:19 --> 00:23:21 Although he didn't know that it was the square root of pi, he 361 00:23:21 --> 00:23:24 knew it to sufficient accuracy that he could tell them the 362 00:23:24 --> 00:23:27 correct answer to how much money their lotteries 363 00:23:27 --> 00:23:29 would make. 364 00:23:29 --> 00:23:33 And of course we do this nowadays, too. 365 00:23:33 --> 00:23:34 In all kinds of ways. 366 00:23:34 --> 00:23:45 Including slightly more legit businesses like insurance. 367 00:23:45 --> 00:23:49 So now, I I'm going to give you some more examples. 368 00:23:49 --> 00:23:56 And and the other examples are much more close to the edge 369 00:23:56 --> 00:23:59 between infinite and finite. 370 00:23:59 --> 00:24:02 This distinction between convergence and divergence. 371 00:24:02 --> 00:24:07 And let me just, maybe I'll say one more word about why we care 372 00:24:07 --> 00:24:10 about this very gross issue of whether something is 373 00:24:10 --> 00:24:12 finite or infinite. 374 00:24:12 --> 00:24:15 When you're talking about something like this normal 375 00:24:15 --> 00:24:24 curve here, there's an issue of how far out you have to go 376 00:24:24 --> 00:24:29 before you can ignore the rest. 377 00:24:29 --> 00:24:34 So we're going to ignore what's called the tail here. 378 00:24:34 --> 00:24:36 Somehow you want to know that this is negligible. 379 00:24:36 --> 00:24:38 And you want to know how negligible it is. 380 00:24:38 --> 00:24:42 And this is the job of a mathematician, is to know what 381 00:24:42 --> 00:24:44 finite region you have to consider and which one 382 00:24:44 --> 00:24:47 you're going to carefully calculate numerically. 383 00:24:47 --> 00:24:49 And then the rest, you're going to have to take care of by 384 00:24:49 --> 00:24:50 some theoretical reasoning. 385 00:24:50 --> 00:24:52 You're going to have to know that these tails are small 386 00:24:52 --> 00:24:57 enough that they don't matter in your finite calculation. 387 00:24:57 --> 00:24:59 And so, we care very much about the tails. 388 00:24:59 --> 00:25:02 Because they're the only thing that the machine won't tell us. 389 00:25:02 --> 00:25:05 So that's the part that we have to know. 390 00:25:05 --> 00:25:07 And these tails are also something which are 391 00:25:07 --> 00:25:09 discussed all the time in financial mathematics. 392 00:25:09 --> 00:25:11 They're very worried about fat tails. 393 00:25:11 --> 00:25:16 That is, unlikely events that nevertheless happen sometimes. 394 00:25:16 --> 00:25:18 And they get burned fairly regularly with them. 395 00:25:18 --> 00:25:25 As they have recently, with the mortgage scandal. 396 00:25:25 --> 00:25:29 So, these things are pretty serious and they really are 397 00:25:29 --> 00:25:30 spending a lot of time on them. 398 00:25:30 --> 00:25:33 Of course, there are lots of other practical issues besides 399 00:25:33 --> 00:25:34 just the mathematics. 400 00:25:34 --> 00:25:37 But you've got to get the math right, too. 401 00:25:37 --> 00:25:40 So we're going to now talk about some borderline cases 402 00:25:40 --> 00:25:42 for these fat tails. 403 00:25:42 --> 00:25:46 Just how fat do they have to be before they become infinite and 404 00:25:46 --> 00:25:51 overwhelm the central bump. 405 00:25:51 --> 00:25:56 So we'll save this for just a second. 406 00:25:56 --> 00:25:59 And what I'm saving up here is the borderline case, which I'm 407 00:25:59 --> 00:26:02 going to concentrate on, which is this moderate rate, 408 00:26:02 --> 00:26:07 which is x to powers. 409 00:26:07 --> 00:26:09 Here's our next example. 410 00:26:09 --> 00:26:13 I guess we'll call this Example 3. 411 00:26:13 --> 00:26:17 It's the integral from 1 to infinity dx / x. 412 00:26:17 --> 00:26:20 That's the power p = 1. 413 00:26:20 --> 00:26:23 And this turns out to be a borderline case. 414 00:26:23 --> 00:26:26 So it's worth carrying out carefully. 415 00:26:26 --> 00:26:29 Now, again I'm going to do it by the slower method. 416 00:26:29 --> 00:26:31 Rather than the shorthand method. 417 00:26:31 --> 00:26:34 But ultimately, you can do it by the short 418 00:26:34 --> 00:26:36 method if you'd like. 419 00:26:36 --> 00:26:39 I break it up into an integral that goes up to some 420 00:26:39 --> 00:26:42 large number, n. 421 00:26:42 --> 00:26:47 I see that its logarithm function is the antiderivative. 422 00:26:47 --> 00:26:51 And so what I get is ln n - ln 1, which is just 0. 423 00:26:51 --> 00:26:53 So this is just log n. 424 00:26:53 --> 00:26:57 In any case, it tends to infinity as n goes to infinity. 425 00:26:57 --> 00:27:01 So the conclusion is, since the limit is infinite, 426 00:27:01 --> 00:27:12 that this thing diverges. 427 00:27:12 --> 00:27:17 Now, I'm going to do this systematically now with all 428 00:27:17 --> 00:27:20 powers p, to see what happens. 429 00:27:20 --> 00:27:22 I'll look at the integral. 430 00:27:22 --> 00:27:23 Sorry, I'm going to have to start at 1 here. 431 00:27:23 --> 00:27:28 From 1 to infinity, dx / x ^p, and see what 432 00:27:28 --> 00:27:29 happens with these. 433 00:27:29 --> 00:27:32 And you'll see that p = 1 is a borderline when I 434 00:27:32 --> 00:27:35 do this calculation. 435 00:27:35 --> 00:27:39 This time I'm going to do the calculation the hard way. 436 00:27:39 --> 00:27:41 But now you're going to have to think and pay attention to see 437 00:27:41 --> 00:27:43 what it is that I'm doing. 438 00:27:43 --> 00:27:45 First of all, I'm going to take the antiderivative. 439 00:27:45 --> 00:27:53 And this is x ^ - p, so it's - p + 1 / - p + 1. 440 00:27:53 --> 00:28:00 That's the antiderivative of the function 1 / x ^ - p. 441 00:28:00 --> 00:28:07 And then I have to evaluate that at 1 and infinity. 442 00:28:07 --> 00:28:10 So now, I'll write this down. 443 00:28:10 --> 00:28:13 But I'm going to be particularly careful here. 444 00:28:13 --> 00:28:14 I'll write it down. 445 00:28:14 --> 00:28:29 It's infinity to the - p + 1 / - p + 1 -, so I plug in 1 here. 446 00:28:29 --> 00:28:34 So I get 1 / - p + 1. 447 00:28:34 --> 00:28:36 So this is what I'm getting. 448 00:28:36 --> 00:28:39 Again, what you should be thinking here is this is a very 449 00:28:39 --> 00:28:45 large number to this power. 450 00:28:45 --> 00:28:47 Now, there are two cases. 451 00:28:47 --> 00:28:48 There are two cases. 452 00:28:48 --> 00:28:52 And they exactly split at p = 1. 453 00:28:52 --> 00:28:55 When p = 1, this number is 0. 454 00:28:55 --> 00:28:57 This exponent is 0, and in fact this expression doesn't make 455 00:28:57 --> 00:29:01 any sense because the denominator is also 0. 456 00:29:01 --> 00:29:04 But for all of the other values, the denominator 457 00:29:04 --> 00:29:05 makes sense. 458 00:29:05 --> 00:29:10 But what's going on is that this is infinite when this 459 00:29:10 --> 00:29:13 exponent is infinity to a positive power. 460 00:29:13 --> 00:29:20 And it's 0 when it's infinity to a negative power. 461 00:29:20 --> 00:29:22 So I'm going to say it here, and you must 462 00:29:22 --> 00:29:22 check this at home. 463 00:29:22 --> 00:29:25 Because this is exactly what I'm going to ask 464 00:29:25 --> 00:29:27 you about on the exam. 465 00:29:27 --> 00:29:28 This is it. 466 00:29:28 --> 00:29:33 This type of thing, maybe with a specific value of p here. 467 00:29:33 --> 00:29:45 When p < 1, this thing is infinite. 468 00:29:45 --> 00:29:53 On the other hand, when p > 1, this thing is 0. 469 00:29:53 --> 00:29:59 So when p > 1, this thing is 0. 470 00:29:59 --> 00:30:01 It's just equal to 0. 471 00:30:01 --> 00:30:09 And so the answer is 1 / p - 1. 472 00:30:09 --> 00:30:10 Because that's this number. 473 00:30:10 --> 00:30:15 Minus the quantity 1 / - p + 1. 474 00:30:15 --> 00:30:17 This is a finite number here. 475 00:30:17 --> 00:30:19 Notice that the answer would be weird if this thing went 476 00:30:19 --> 00:30:22 away in the p < 1 case. 477 00:30:22 --> 00:30:24 Then it would be a negative number. 478 00:30:24 --> 00:30:28 It would be a very strange answer to this question. 479 00:30:28 --> 00:30:29 So, in fact that's not what happens. 480 00:30:29 --> 00:30:32 What happens is that the answer doesn't make sense. 481 00:30:32 --> 00:30:33 It's infinite. 482 00:30:33 --> 00:30:35 So let me just write this down again, under here. 483 00:30:35 --> 00:30:42 This is a test in a particular case. 484 00:30:42 --> 00:30:47 And here's the conclusion. 485 00:30:47 --> 00:30:48 Ah. 486 00:30:48 --> 00:30:48 No, I'm sorry. 487 00:30:48 --> 00:31:03 I think I was going to write it over on this board here. 488 00:31:03 --> 00:31:11 So the conclusion is that the integral from 1 to infinity 489 00:31:11 --> 00:31:21 dx / x^p diverges if p <= 1. 490 00:31:21 --> 00:31:33 And converges if p > 1. 491 00:31:33 --> 00:31:35 And in fact, we can actually evaluate it. 492 00:31:35 --> 00:31:38 It's equal to 1 / p - 1. 493 00:31:38 --> 00:31:44 It's got a nice, clean formula even. 494 00:31:44 --> 00:31:45 Alright, now let me remind you. 495 00:31:45 --> 00:31:47 So I didn't spell the word diverges right, did I? 496 00:31:47 --> 00:31:49 Oh no, that's an r. 497 00:31:49 --> 00:31:55 I guess that's right. 498 00:31:55 --> 00:31:57 Diverges if p <= 1. 499 00:31:57 --> 00:32:00 So really, I needed both of these arguments, which are 500 00:32:00 --> 00:32:02 sitting above it in order to do it. 501 00:32:02 --> 00:32:06 Because the second argument didn't work at all when p = 1 502 00:32:06 --> 00:32:09 because the formula for the antiderivative is wrong. 503 00:32:09 --> 00:32:11 The formula for the antiderivative is given by 504 00:32:11 --> 00:32:13 the ln function when p = 1. 505 00:32:13 --> 00:32:15 So I had to do this calculation too. 506 00:32:15 --> 00:32:21 This is the borderline case, between p > 1 and p < 1. 507 00:32:21 --> 00:32:23 When p > 1, we got convergence. 508 00:32:23 --> 00:32:27 We could calculate the integral. 509 00:32:27 --> 00:32:30 When p < 1, when we got divergence and we calculated 510 00:32:30 --> 00:32:31 the integral over there. 511 00:32:31 --> 00:32:34 And here in the borderline case, we got a logarithm. 512 00:32:34 --> 00:32:35 and we also got divergence. 513 00:32:35 --> 00:32:39 So it failed at the edge. 514 00:32:39 --> 00:32:46 Now, this takes care of all the powers. 515 00:32:46 --> 00:32:54 Now, there are a number of different things that one 516 00:32:54 --> 00:32:58 can deduce from this. 517 00:32:58 --> 00:33:02 And let me carry them out. 518 00:33:02 --> 00:33:04 So this is more or less the second thing that 519 00:33:04 --> 00:33:07 you'll want to do. 520 00:33:07 --> 00:33:12 And I'm going to emphasize maybe one aspect of it. 521 00:33:12 --> 00:33:14 I guess we'll get rid of this. 522 00:33:14 --> 00:33:17 But it's still the issue that we're discussing here. 523 00:33:17 --> 00:33:20 Is whether this area is fat or thin. 524 00:33:20 --> 00:33:24 I'll remind you of that. 525 00:33:24 --> 00:33:29 So here's the next idea. 526 00:33:29 --> 00:33:34 Something called limit comparison. 527 00:33:34 --> 00:33:37 Limit comparison is what you're going to use when, instead 528 00:33:37 --> 00:33:41 of being able actually to calculate the number, you don't 529 00:33:41 --> 00:33:42 yet know what the number is. 530 00:33:42 --> 00:33:45 But you can make a comparison to something whose 531 00:33:45 --> 00:33:48 convergence properties you already understand. 532 00:33:48 --> 00:33:50 Now, here's the statement. 533 00:33:50 --> 00:33:57 If a function, f, is similar to a function, asymptotically the 534 00:33:57 --> 00:34:01 same as a function, g, as x goes to infinity, I'll remind 535 00:34:01 --> 00:34:03 you what that means in a second. 536 00:34:03 --> 00:34:10 Then the integral starting at some point out to infinity of 537 00:34:10 --> 00:34:21 f(x) dx, and the other one, converge and diverge 538 00:34:21 --> 00:34:22 at the same time. 539 00:34:22 --> 00:34:29 So both, either, either -- sorry, let's try 540 00:34:29 --> 00:34:30 it the other way. 541 00:34:30 --> 00:34:31 Either, both. 542 00:34:31 --> 00:34:42 Either both converge, or both diverge. 543 00:34:42 --> 00:34:44 They behave exactly the same way. 544 00:34:44 --> 00:34:50 In terms of whether they're infinite or not. 545 00:34:50 --> 00:34:56 And, let me remind you what this tilde means. 546 00:34:56 --> 00:35:14 This thing means that f( x) / g ( x) tends to 1. 547 00:35:14 --> 00:35:20 So if you have a couple of functions like that, then 548 00:35:20 --> 00:35:21 their behavior is the same. 549 00:35:21 --> 00:35:25 This is more or less obvious. 550 00:35:25 --> 00:35:30 It's just because far enough out, this is for 551 00:35:30 --> 00:35:35 large a, if you like. 552 00:35:35 --> 00:35:36 We're not paying any attention to what happens. 553 00:35:36 --> 00:35:40 It just has to do with the tail, and after a while 554 00:35:40 --> 00:35:42 f ( x) and g(x) are comparable to each other. 555 00:35:42 --> 00:35:46 So their integrals are comparable to each other. 556 00:35:46 --> 00:35:51 So let's just do a couple of examples here. 557 00:35:51 --> 00:35:56 If you take the integral from 0 to infinity dx / the square 558 00:35:56 --> 00:36:08 root of x ^2 + 10, then I claim that the square root of x^2 + 559 00:36:08 --> 00:36:16 10 resembles the square root of x ^2, which is just x. 560 00:36:16 --> 00:36:19 So this thing is going to be like. 561 00:36:19 --> 00:36:22 So now I'm going to have to do one thing to you here. 562 00:36:22 --> 00:36:26 Which is, I'm going to change this to 1. 563 00:36:26 --> 00:36:32 To infinity. dx /x And the reason is that this 564 00:36:32 --> 00:36:35 x = 0 is extraneous. 565 00:36:35 --> 00:36:37 Doesn't have anything to do with what's going 566 00:36:37 --> 00:36:39 on with this problem. 567 00:36:39 --> 00:36:48 This guy here, the piece of it from, so we're going to ignore 568 00:36:48 --> 00:36:55 the part integral from 0 to 1 dx / square root of x ^2 + 569 00:36:55 --> 00:37:01 10, which is finite anyway. 570 00:37:01 --> 00:37:03 And unimportant. 571 00:37:03 --> 00:37:06 Whereas, unfortunately, the integral of dx will have 572 00:37:06 --> 00:37:08 a singularity at x = 0. 573 00:37:08 --> 00:37:12 So we can't make the comparison there. 574 00:37:12 --> 00:37:14 Anyway, this one is infinite. 575 00:37:14 --> 00:37:21 So this is divergence. 576 00:37:21 --> 00:37:27 Using what I knew from before. 577 00:37:27 --> 00:37:27 Yeah. 578 00:37:27 --> 00:37:33 STUDENT: [INAUDIBLE] 579 00:37:33 --> 00:37:39 PROFESSOR: The question is, why did we switch from 0 to 1? 580 00:37:39 --> 00:37:43 So I'm going to say a little bit more about that later. 581 00:37:43 --> 00:37:48 But let me just make it a warning here. 582 00:37:48 --> 00:37:58 Which is that this guy here is infinite for other reasons. 583 00:37:58 --> 00:38:04 Unrelated reasons. 584 00:38:04 --> 00:38:06 The comparison that we are trying to make is with the 585 00:38:06 --> 00:38:09 tail as x goes to infinity. 586 00:38:09 --> 00:38:12 So another way of saying this is that I should stick an a 587 00:38:12 --> 00:38:16 here and an a here and stay away from 0. 588 00:38:16 --> 00:38:18 So, say a = 1. 589 00:38:18 --> 00:38:21 If I make these both 1, that would be OK. 590 00:38:21 --> 00:38:24 If I make them both 2, that would be OK. 591 00:38:24 --> 00:38:27 If I make them both 100, that would be OK. 592 00:38:27 --> 00:38:29 So let's leave it as 100 right now. 593 00:38:29 --> 00:38:30 And it's acceptable. 594 00:38:30 --> 00:38:33 I want you to stay away from the origin here. 595 00:38:33 --> 00:38:36 Because that's another bad point. 596 00:38:36 --> 00:38:40 And just talk about what's happening with the tail. 597 00:38:40 --> 00:38:44 So this is a tail, and I also had a different 598 00:38:44 --> 00:38:46 name for it up top. 599 00:38:46 --> 00:38:47 Which is emphasizing this. 600 00:38:47 --> 00:38:49 Which is limit comparison. 601 00:38:49 --> 00:38:52 It's only what's happening at the very end of the picture 602 00:38:52 --> 00:38:53 that we're interested in. 603 00:38:53 --> 00:38:56 So again, this is as x goes to infinity. 604 00:38:56 --> 00:38:59 That's the limit we're talking about, the limiting behavior. 605 00:38:59 --> 00:39:02 And we're trying not to pay attention to what's happening 606 00:39:02 --> 00:39:10 for small values of x. 607 00:39:10 --> 00:39:14 So to be consistent, if I'm going to do it up to 100 I'm 608 00:39:14 --> 00:39:25 ignoring what's happening up to the first 100 values. 609 00:39:25 --> 00:39:28 In any case, this guy diverged. 610 00:39:28 --> 00:39:33 And let me give you another example. 611 00:39:33 --> 00:39:36 This one, you could have computed. 612 00:39:36 --> 00:39:38 This one you could have computed, right? 613 00:39:38 --> 00:39:44 Because it's a square root of quadratic, so there's 614 00:39:44 --> 00:39:48 a trig substitution that evaluates this one. 615 00:39:48 --> 00:39:52 The advantage of this limit comparison method is, it makes 616 00:39:52 --> 00:39:54 no difference whether you can compute the thing or not. 617 00:39:54 --> 00:39:57 You can still decide whether it's finite or infinite, 618 00:39:57 --> 00:39:58 fairly easily. 619 00:39:58 --> 00:40:10 So let me give you an example of that. 620 00:40:10 --> 00:40:13 So here we have another example. 621 00:40:13 --> 00:40:21 We'll take the integral dx / square root of x^3 + 3. 622 00:40:21 --> 00:40:25 Let's say, for the sake of argument. 623 00:40:25 --> 00:40:28 From 0 to infinity. 624 00:40:28 --> 00:40:35 Let's leave off, let's make it 10 to infinity, whatever. 625 00:40:35 --> 00:40:42 Now this one is problematic for you. 626 00:40:42 --> 00:40:44 You're not going to be able to evaluate it, I promise. 627 00:40:44 --> 00:40:53 So on the other hand 1 / the square root of x^3 + 3 is 628 00:40:53 --> 00:41:00 similar to 1 / the square root of x ^3, which is 1 / x ^ 3/2. 629 00:41:00 --> 00:41:10 So this thing is going to resemble this integral here. 630 00:41:10 --> 00:41:16 Which is convergent. 631 00:41:16 --> 00:41:25 According to our rule. 632 00:41:25 --> 00:41:31 So those are the, more or less the main ingredients. 633 00:41:31 --> 00:41:34 Let me just mention one other integral, which was the 634 00:41:34 --> 00:41:37 one that we had over here. 635 00:41:37 --> 00:41:39 This one here. 636 00:41:39 --> 00:41:43 If you look at this integral, of course we can compute it so 637 00:41:43 --> 00:41:45 we know the area is finite. 638 00:41:45 --> 00:41:52 But the way that you would actually carry this out, if you 639 00:41:52 --> 00:41:55 didn't know the number and you wanted to check that this 640 00:41:55 --> 00:41:59 integral were finite, then you would make the 641 00:41:59 --> 00:42:00 following comparison. 642 00:42:00 --> 00:42:02 This one is not so difficult. 643 00:42:02 --> 00:42:06 First of all, you would write it as twice the integral from 0 644 00:42:06 --> 00:42:11 to infinity of e^ - x ^2 dx. 645 00:42:11 --> 00:42:15 This is a new example here, and we're just checking 646 00:42:15 --> 00:42:18 for convergence only. 647 00:42:18 --> 00:42:25 Not evaluation. 648 00:42:25 --> 00:42:37 And now, I'm going to make a comparison here, Rather than a 649 00:42:37 --> 00:42:39 limit, comparison I'm actually just going to make an 650 00:42:39 --> 00:42:39 ordinary comparison. 651 00:42:39 --> 00:42:42 That's because this thing vanishes so fast. 652 00:42:42 --> 00:42:45 It's so favorable that we can only put something on top of 653 00:42:45 --> 00:42:47 it, we can't get something underneath it that exactly 654 00:42:47 --> 00:42:48 balances with it. 655 00:42:48 --> 00:42:51 In other words, this wiggle was something which had the same 656 00:42:51 --> 00:42:53 growth rate as the function involved. 657 00:42:53 --> 00:42:54 This thing just vanishes incredibly fast. 658 00:42:54 --> 00:42:55 It's great. 659 00:42:55 --> 00:42:58 It's too good for us, for this comparison. 660 00:42:58 --> 00:43:00 So instead what I'm going to make is the following 661 00:43:00 --> 00:43:07 comparison. e ^ - x ^2 < = e ^ - x. 662 00:43:07 --> 00:43:10 At least for x >= 1. 663 00:43:10 --> 00:43:20 When x > = 1, then x ^2 >= x, and so - x ^2 < - x. 664 00:43:20 --> 00:43:22 And so e^ - x^2 is less than this. 665 00:43:22 --> 00:43:26 So this is the reasoning involved. 666 00:43:26 --> 00:43:29 And so what we have here is two pieces. 667 00:43:29 --> 00:43:33 We have 2, the integral from 0 to 1, of e^ - x ^2. 668 00:43:33 --> 00:43:35 That's just a finite part. 669 00:43:35 --> 00:43:38 And then we have this other part, which I'm going to 670 00:43:38 --> 00:43:42 replace with the e ^ - x here. 671 00:43:42 --> 00:43:50 2 times 1 to infinity e ^ -x dx. 672 00:43:50 --> 00:43:53 So this is, if you like, this is ordinary 673 00:43:53 --> 00:43:54 comparison of integrals. 674 00:43:54 --> 00:43:57 It's something that we did way at the beginning of the class. 675 00:43:57 --> 00:43:59 Or much earlier on, when we were dealing with integrals. 676 00:43:59 --> 00:44:04 Which is that if you have a larger integrand, then 677 00:44:04 --> 00:44:07 the integral gets larger. 678 00:44:07 --> 00:44:08 So we've replaced the integral. 679 00:44:08 --> 00:44:11 We've got the same integrand on 0 to 1. 680 00:44:11 --> 00:44:14 And we have a larger integrand on, so this 681 00:44:14 --> 00:44:20 one is larger integrand. 682 00:44:20 --> 00:44:23 And this one we know is finite. 683 00:44:23 --> 00:44:24 This one is a convergent integral. 684 00:44:24 --> 00:44:29 So the whole business is convergent. 685 00:44:29 --> 00:44:31 But of course we replaced it by a much larger thing. 686 00:44:31 --> 00:44:33 So we're not getting the right number out of this. 687 00:44:33 --> 00:44:47 We're just showing that it converges. 688 00:44:47 --> 00:44:51 So these are the main ingredients. 689 00:44:51 --> 00:44:54 As I say, once the thing gets really, really fast decaying, 690 00:44:54 --> 00:44:57 it's relatively straightforward. 691 00:44:57 --> 00:45:04 There's lots of room to show that it converges. 692 00:45:04 --> 00:45:07 Now, there's one last item of business here which 693 00:45:07 --> 00:45:10 I have to promise you. 694 00:45:10 --> 00:45:16 Which I promised you, which had to do with dealing with 695 00:45:16 --> 00:45:22 this bottom piece here. 696 00:45:22 --> 00:45:24 So I have to deal with what happens when 697 00:45:24 --> 00:45:26 there's a singularity. 698 00:45:26 --> 00:45:56 This is known as an improper integral of the second type. 699 00:45:56 --> 00:46:01 And the idea of these examples is the following. 700 00:46:01 --> 00:46:06 You might have something like this. 701 00:46:06 --> 00:46:11 Something like this. 702 00:46:11 --> 00:46:16 Or something like this. 703 00:46:16 --> 00:46:20 These are typical sorts of examples. 704 00:46:20 --> 00:46:27 And before actually describing what happens, I just 705 00:46:27 --> 00:46:28 want to mention. 706 00:46:28 --> 00:46:31 So first of all, the key point here is you can just 707 00:46:31 --> 00:46:32 calculate these things. 708 00:46:32 --> 00:46:37 And plug in 0 and it works and you'll get the right answer. 709 00:46:37 --> 00:46:41 So you'll determine, you'll figure out, that it turns out 710 00:46:41 --> 00:46:43 that this one will converge, this one will diverge, and 711 00:46:43 --> 00:46:44 this one will diverge. 712 00:46:44 --> 00:46:46 That's what will turn out to happen. 713 00:46:46 --> 00:46:50 However, I want to warn you that you can fool yourself. 714 00:46:50 --> 00:46:53 And so let me give you a slightly different example. 715 00:46:53 --> 00:46:58 Let's consider this integral here. 716 00:46:58 --> 00:47:05 The integral from - 1 to 1 dx / x ^2. 717 00:47:05 --> 00:47:09 If you carry out this integral without thinking, what will 718 00:47:09 --> 00:47:12 happen is, you'll get the antiderivative, which is - x ^ 719 00:47:12 --> 00:47:16 -1, evaluated at - 1 and 1. 720 00:47:16 --> 00:47:20 And you plug it in. 721 00:47:20 --> 00:47:21 And what do you get? 722 00:47:21 --> 00:47:30 You get - 1 (1 ^ - 1) -, uh-oh. (- ( -1) ^ - 1). 723 00:47:30 --> 00:47:33 There's a lot of - 1's in this problem. 724 00:47:33 --> 00:47:35 OK, so that's - 1. 725 00:47:35 --> 00:47:37 And this one, if you work it all out, as I sometimes don't 726 00:47:37 --> 00:47:41 get the signs right, but this time I really paid attention. 727 00:47:41 --> 00:47:44 It's - 1, I'm telling you that's what it is. 728 00:47:44 --> 00:47:46 So that comes out to be - 2. 729 00:47:46 --> 00:47:50 Now, this is ridiculous. 730 00:47:50 --> 00:48:01 This function here looks like this. 731 00:48:01 --> 00:48:03 It's positive, right? 732 00:48:03 --> 00:48:06 1 / x ^2 is positive. 733 00:48:06 --> 00:48:10 How exactly is it that the area between - 1 and 1 came out 734 00:48:10 --> 00:48:13 to be a negative number? 735 00:48:13 --> 00:48:16 That can't be. 736 00:48:16 --> 00:48:18 There was clearly something wrong with this. 737 00:48:18 --> 00:48:21 And this is the kind of thing that you'll get regularly if 738 00:48:21 --> 00:48:25 you don't pay attention to convergence of integrals. 739 00:48:25 --> 00:48:29 So what's going on here is actually that this area 740 00:48:29 --> 00:48:33 in here is infinite. 741 00:48:33 --> 00:48:38 And this calculation that I made is nonsense. 742 00:48:38 --> 00:48:41 So it doesn't work. 743 00:48:41 --> 00:48:42 This is wrong. 744 00:48:42 --> 00:48:50 Because it's divergent. 745 00:48:50 --> 00:48:52 Actually, when you get to imaginary numbers, it'll 746 00:48:52 --> 00:48:56 turn out that there's a way of rescuing it. 747 00:48:56 --> 00:48:59 But, still, it means something totally different when that 748 00:48:59 --> 00:49:03 integral is thought to be at - 2. 749 00:49:03 --> 00:49:04 So. 750 00:49:04 --> 00:49:08 What I want you to do here, so I think we'll have to finish 751 00:49:08 --> 00:49:11 this up very briefly next time. 752 00:49:11 --> 00:49:14 We'll do these three calculations and you'll see 753 00:49:14 --> 00:49:20 that these two guys are divergent and this 754 00:49:20 --> 00:49:21 one converges. 755 00:49:21 --> 00:49:24 And we'll do that next time. 756 00:49:24 --> 00:49:26