Integral of x^n e^(-x) | MIT 18.01SC Single Variable Calculus, Fall 2010

MIT OpenCourseWare
7 Jan 201110:43
EducationalLearning
32 Likes 10 Comments

TLDRIn this educational video, the presenter guides viewers through a mathematical proof to demonstrate the convergence of the integral of x^n * e^(-x) from 1 to infinity for any value of n, without using integration by parts repeatedly. The strategy involves comparing the given function to a modified version, e^(x/2) * e^(-x), which simplifies to a function that is known to converge. The presenter illustrates the thought process and the importance of choosing the right comparison function to establish convergence, ultimately showing that the integral in question converges to a finite value.

Takeaways
  • 📚 The video aims to demonstrate the convergence of the integral of x^n * e^(-x) from 1 to infinity for any value of n.
  • 🔍 The goal is to show convergence without using integration by parts n times.
  • 📉 The concept of convergence means that the integral's value approaches a finite number as the limit of the upper bound goes to infinity.
  • 🤔 The initial thought is to compare x^n to e^x, but it's realized that this comparison alone isn't sufficient to prove convergence.
  • 🔄 A comparison with e^x is attempted but leads to an integral of 1, which diverges, indicating a different approach is needed.
  • 💡 The strategy involves finding a constant multiplier of e^x that, when compared to x^n, will ensure the integral converges.
  • 🔢 Choosing x^(2n) as a comparison to e^x is suggested, as it is smaller for large enough x.
  • 📈 The integral of e^(x/2) * e^(-x) is considered, which simplifies to e^(-x/2), a function that decays rapidly to zero.
  • 📝 An antiderivative of e^(-x/2) is found, which confirms the convergence of the integral from R to infinity.
  • 📌 The integral from 1 to R of the original function is finite, and from R to infinity, it converges, thus proving the overall convergence.
  • 🧩 The process involves a combination of comparison, substitution, and understanding the behavior of exponential functions to establish convergence.
Q & A
  • What is the main objective of the video?

    -The main objective of the video is to demonstrate that the integral of x to the power of n multiplied by e to the power of negative x, from 1 to infinity, converges for any value of n, without using integration by parts n times.

  • What does it mean for an integral to converge?

    -An integral converges if, for a fixed value b, the limit as b approaches infinity of the sequence of values converges to a finite number. In other words, the area under the curve defined by the function over the given interval does not approach infinity.

  • Why is it sufficient to show the integral converges from a very large number to infinity?

    -It is sufficient because the function is continuous from 1 to infinity, ensuring that there are no infinite areas in finite intervals. If the integral from a large number R to infinity converges, then the integral from 1 to R will also be finite, and thus the entire integral from 1 to infinity will converge.

  • What is the initial comparison that was considered but deemed insufficient?

    -The initial comparison considered was between x to the power of n and e to the power of x. It was thought that since x to the n is much smaller than e to the x for large x, the integral of the former might be smaller than the integral of the latter. However, this comparison was insufficient because the integral of e to the x times e to the minus x diverges.

  • Why does the integral of e to the power of x times e to the power of negative x diverge?

    -The integral diverges because e to the power of x times e to the power of negative x simplifies to e to the power of 0, which is 1. Integrating the constant 1 from a large number R to infinity results in an infinite area.

  • What strategy is used to show the convergence of the integral?

    -The strategy involves comparing the original function to a modified function where x is raised to the power of 2n instead of n, and then comparing it to e to the power of x over 2. This comparison shows that for sufficiently large x, x to the 2n is much less than e to the x, allowing the integral to converge.

  • Why is e to the power of x over 2 a better comparison than e to the power of x?

    -E to the power of x over 2 is a better comparison because when you multiply it by e to the power of negative x, you get e to the power of negative x over 2, which decays rapidly as x approaches infinity, ensuring the integral converges.

  • How does the讲师 handle the comparison to show the integral converges?

    -The讲师 compares the integral of x to the power of n times e to the power of negative x to the integral of e to the power of x over 2 times e to the power of negative x. The latter integral is shown to converge, and since the original integral is less than this, it also converges.

  • What is the antiderivative of e to the power of negative x over 2?

    -The antiderivative is -2 times e to the power of negative x over 2, which can be derived by using a substitution method or recognizing the pattern of the exponential function's integral.

  • How does the讲师 conclude the integral from 1 to infinity converges?

    -The讲师 concludes by showing that the integral from a large number R to infinity of the modified function converges, and since the integral from 1 to R is finite, the entire integral from 1 to infinity must also converge.

  • What is the significance of the讲师's approach in this video?

    -The significance of the讲师's approach is to demonstrate a method for proving the convergence of an integral without resorting to repeated integration by parts, which can be cumbersome and less intuitive for understanding the underlying concepts.

Outlines
00:00
📚 Demonstrating Convergence of an Integral

The video script introduces a mathematical problem where the goal is to prove the convergence of the integral of x^n * e^(-x) from 1 to infinity, for any value of n, without using integration by parts multiple times. The instructor emphasizes the definition of convergence in the context of integrals and hints at a strategy to show the integral converges by comparing it to a simpler function.

05:01
🔍 Exploring the Strategy for Proving Convergence

The script delves into a strategy for proving the convergence of the integral by comparing it to the integral of e^(x/2) * e^(-x) from a large value R to infinity, which is shown to converge. The instructor explains the thought process behind choosing a comparison function that decays faster than x^n and demonstrates the calculation of the antiderivative of e^(-x/2), leading to the conclusion that the original integral must also converge.

10:02
📈 Concluding the Proof of Convergence

The final paragraph wraps up the proof by reiterating the strategy used and summarizing the key points. It clarifies that the convergence of the integral from R to infinity of the comparison function implies the convergence of the original integral. The instructor also explains that the integral from 1 to R is finite, thus confirming the convergence of the integral from 1 to infinity of the original function.

Mindmap
Understanding Function Behavior
Problem Solving Strategy
Final Verification
Integral Comparison
Integral Calculation
Comparison Function
Choice of Constant
Power of x Adjustment
Limitation of Direct Comparison
Comparison of Functions
Implication
Definition
Methodology
Objective
Thought Process
Conclusion
Convergence Demonstration
Strategic Adjustment
Initial Approach
Concept of Convergence
Introduction to the Problem
Integral Convergence Proof
Alert
Keywords
💡Recitation
Recitation refers to the act of repeating or stating something from memory, often used in an academic context to practice and demonstrate understanding of a subject. In the video's theme, recitation is used as a method to work through a mathematical problem, showing the process of solving an integral without using integration by parts multiple times.
💡Integral
An integral in calculus is a concept that represents the area under the curve of a function, which can be thought of as the accumulation of infinitesimally small quantities. In the video, the integral is central to the problem being discussed, specifically the convergence of the integral from 1 to infinity of x to the power of n times e to the power of minus x.
💡Convergence
Convergence in mathematics, particularly in the context of sequences and series, means that the terms approach a certain value or behavior as they progress. In the video, the focus is on demonstrating that the integral converges, meaning it approaches a finite value as the upper limit of integration approaches infinity.
💡Integration by parts
Integration by parts is a technique in calculus used to integrate products of functions by reducing the complexity of the integral. The video script mentions avoiding the use of integration by parts n times, indicating a preference for a different method to show the convergence of the integral.
💡Exponential function
An exponential function is a mathematical function of the form f(x) = a^x, where 'a' is a constant. In the script, e to the power of x is used as part of the integral, representing the exponential decay that is crucial to the function's behavior as x approaches infinity.
💡Comparison test
The comparison test is a method used in calculus to determine the convergence of a series or integral by comparing it to another series or integral with known convergence properties. The video uses the comparison test to show that the integral in question converges by comparing it to a simpler, known convergent integral.
💡Diverges
To diverge in the context of mathematical series or integrals means that the terms do not approach a finite value as they progress. The script discusses an initial attempt at comparison that leads to a divergent integral, which does not imply the original integral diverges but suggests a need for a different approach.
💡Antiderivative
An antiderivative is a function that represents the reverse process of differentiation. In the script, finding an antiderivative is part of the process to show that a particular integral converges, by demonstrating that the function's value approaches zero as x approaches infinity.
💡Continuous function
A continuous function is one where there are no breaks or jumps in its graph; it has a defined value at every point in its domain. The video script mentions that the function is continuous from 1 to infinity, which is important for ensuring that the integral does not have infinite area in a finite interval.
💡Power of x
The power of x, denoted as x^n, represents x raised to the power of n. In the integral discussed in the video, x to the power of n is a key component, and the script explores how this term behaves in relation to the exponential function as x becomes very large.
Highlights

The video aims to demonstrate the convergence of the integral of x^n * e^(-x) from 1 to infinity for any value of n, without using integration by parts.

Convergence is defined as the limit of the integral values converging to a finite number as the upper limit approaches infinity.

The integral's convergence is to be shown without repeatedly using integration by parts to eliminate powers of x.

A strategy is proposed to show convergence by comparing the integral from a large value R to infinity, rather than from 1 to infinity.

The idea that x^n is much smaller than e^x for large x is introduced as a potential method for comparison.

The comparison of x^n to e^x leads to an integral that diverges, indicating a need for a different approach.

A modified approach is suggested by comparing x^n to e^(x/2) instead of e^x to find a convergent integral.

The selection of the constant 2 in x^(2n) is explained as a strategic choice for the comparison.

A formal argument is constructed to show that x^n is much smaller than e^(x/2) for x greater than a certain R.

The integral of e^(x/2) * e^(-x) is simplified to show its convergence, which is key to the argument.

The antiderivative of e^(-x/2) is calculated to demonstrate the convergence of the integral.

The strategy of comparing the original integral to a known convergent integral is explained.

The importance of the fast decay of e^(-x) in achieving convergence is highlighted.

An alternative comparison to x^(-2) is mentioned to show the rapid decay of the function.

The conclusion that the original integral converges is reached by comparing it to the convergent integral of e^(-x/2).

The process of elimination and refinement of the comparison function is outlined as a problem-solving strategy.

The final step confirms the convergence of the original integral from 1 to infinity by leveraging the convergence from R to infinity.

The video concludes with a summary of the thought process and strategy used to demonstrate the integral's convergence.

Transcripts
00:06

Welcome back to recitation.

00:08

In this video, I'd like us to do the following problem.

00:11

I want us to show that the function, if I integrate

00:16

x to the n, e to the minus x from 1 to infinity,

00:19

that that actually converges for any value of n.

00:22

And I want us to show this without using integration

00:25

by parts n times.

00:26

So I'd like you to figure out a way

00:29

to show that this integral converges.

00:32

And again, what we mean by converges, is for a fixed value

00:35

here, say, some b, if I let-- the limit

00:38

as b goes to infinity, that that sequence of values

00:43

converges to a finite number.

00:45

That's what we mean, again, when we say an integral converges.

00:48

Ultimately, we want to show this is finite.

00:50

So show this is finite, without using integration

00:53

by parts n times.

00:55

So I'll give you a little while to work on it,

00:57

and then I'll be back, and I will show you how I did it.

01:08

OK.

01:08

Welcome back.

01:09

Well, I want to show you how we can

01:11

show that this integral actually convergences for any n.

01:15

And I don't want to have to use integration by parts

01:17

and kill off powers of x in order to do that.

01:21

So again, the integral is from 1 to infinity of x to the n, e

01:23

to the minus x dx.

01:25

And if you recall, Professor Jerison

01:27

was showing, in the lecture video,

01:30

that if you can show even from, not 1 to infinity,

01:34

but from very far out to infinity,

01:37

that that integral converges, from 1

01:40

to whatever the far-out value is, this integral is finite.

01:43

OK?

01:43

Doesn't blow up.

01:44

It's going to be potentially a very big number,

01:46

but it is going to be a finite number.

01:47

There are no places where we run into trouble

01:49

with this function.

01:50

It's a continuous function from 1 to infinity.

01:53

So we can go very far out and say, OK,

01:56

from very far out to infinity, the integral converges.

02:00

And then that's going to be enough.

02:02

So we did see that kind of technique earlier.

02:04

But I just want to remind you, that's what we're going to do.

02:07

Now, you might have thought about this problem

02:09

and said, well, I know that x to the n

02:12

is much smaller than e to the x for values of x very large.

02:19

So you might have said-- I think you used this notation also

02:22

in the lecture. x to the n is much smaller

02:24

than e to the x for large x.

02:30

So what if we tried to do a comparison with those two

02:32

functions?

02:33

We're going to see, that's not quite enough.

02:35

But let's say x is very large, and let's look at a comparison.

02:39

If I say, the integral from, say,

02:41

some very large R to infinity of x to the n e to the minus x dx,

02:47

it's certainly going to be much smaller than the integral

02:51

from big R to infinity of e to the x times e to the minus

02:55

x dx.

02:58

And you think, well, you know, that's

02:59

a pretty good first step.

03:01

I'm doing all right.

03:02

But what happens here?

03:03

What's e to the x times e to the minus x?

03:06

It's e to the x plus negative x, so it's e to the 0, so it's 1.

03:10

So this is integrating the constant 1.

03:12

Well, the constant 1 from R to infinity, think of that.

03:15

It's the line y equals 1 from R to infinity.

03:17

It's an arbitrarily long rectangle.

03:20

That's got a lot of area.

03:21

It's got infinite area.

03:23

So this integral diverges.

03:26

That doesn't mean this one diverges, right?

03:28

Because this one is smaller than that one.

03:29

So this one here could still converge,

03:31

even though this integral diverged.

03:34

Again, let me remind you.

03:35

Why does this integral diverge?

03:36

Because this is actually equal to 1.

03:38

If I integrate 1 from R to infinity,

03:40

I get something infinite.

03:42

So you might have started with that,

03:43

but that's not quite good enough.

03:46

Right?

03:47

What is going to be good enough, is

03:49

if I pick any constant in front of this n--

03:53

I can put any constant in front of this n I want,

03:55

bigger than 1.

03:57

And that's going to help us out.

03:58

So I'm going to pick the constant 2,

04:00

because it's going to be easy, and it's a nice fixed number.

04:03

If I-- so this is how you do it correctly, or one strategy

04:08

to do it correctly.

04:10

If I take x to the 2n, instead of just x to the n, for any n,

04:14

there's some R big enough so that x to the 2n

04:18

is much less than e to the x for all x

04:23

bigger than or equal to some R.

04:26

So if I go far enough out in x-values, x to the 2n

04:31

is much smaller than e to the x.

04:34

So let's say that that value is capital R,

04:37

and then we're much smaller.

04:39

This is not very formal, but it's getting closer

04:41

to a formal kind of thing.

04:43

Then that means x to the n is much smaller

04:45

than e to the x over 2.

04:48

Right?

04:49

And that's going to be the key.

04:50

Let's anticipate why that is.

04:53

The problem with the substitution of e to the x

04:56

was that e to the x times e to the minus x gave you 1.

04:59

But if I use e to the x over 2, I'm

05:01

going to end up with some function,

05:02

e to the minus something, and that's

05:04

going to be good, because that's going to converge.

05:07

So if you tried e to the x first,

05:10

and you saw you didn't get a good function,

05:12

you didn't have to stop there.

05:14

You could say, well, I was close.

05:15

The problem is, I cancelled off all the e to the minus power,

05:19

which is what I want to keep around.

05:20

If I want to keep some of that around,

05:22

then I have to have a little less power of e to the x there.

05:25

I have to have-- I can't just have e to the x.

05:27

I should have something like square root of e to the x.

05:29

So e to the x over 2.

05:31

That's going to help us out.

05:33

So this is, this is kind of, as you're

05:35

working on this type of problem, this

05:37

is some of the thought process you want to go through.

05:41

So what do we see here?

05:42

We have x to the n is much less than e to the x over 2

05:46

for x bigger than or equal to r.

05:48

So now let's do a comparison with

05:50

our new comparative function.

05:51

So I'm going to come over, and this will be our last line

05:54

to finish this off.

05:55

So now we're integrating from R to infinity x to the n,

05:59

e to the minus x dx.

06:02

And we know that's going to be much less than integral

06:06

from R to infinity, e to the x over 2, e to the minus x dx.

06:15

And now let's figure out what this is.

06:17

e to the minus x plus x over 2 is e to the minus x over 2.

06:27

And the good news is, this is, we know this converges.

06:31

I'll check, and I'll show you, remind you that it converges.

06:34

But we know this converges.

06:35

And the reason is, because e to the minus x is a function that

06:38

decays so fast as it goes to 0.

06:40

That's really why you get the convergence.

06:43

Actually, you could even compare this to x to the minus 2

06:47

right away.

06:47

And you could get something like, you

06:49

know this decays faster than x to the minus 2,

06:53

and we know x to the minus 2 converges.

06:55

So you could even compare it to that.

06:57

You could do a second comparison in here.

06:59

But I'll actually calculate this,

07:00

just to remind us how we do this.

07:02

So e to the minus x over 2.

07:04

If I want to find an antiderivative,

07:06

I'm going to guess and check.

07:08

I know I'm going to have an e to the minus x over 2 again,

07:11

and then I need to be able to kill off a negative 1/2.

07:14

So I should put a negative 2 in front.

07:16

Let's double check.

07:18

This is basically a substitution problem.

07:20

An easy substitution.

07:22

So e to the minus x over 2.

07:23

Its derivative is negative 1/2 x, and then itself again.

07:28

The negative 1/2 times negative 2 gives me a 1.

07:30

So again, I'm just, it's an easy substitution problem,

07:33

but I always want to check.

07:35

So I evaluate that from R to infinity.

07:38

Well, the point is, e to the minus infinity-- this is 0.

07:43

As x goes to infinity, this quantity goes to 0.

07:47

So I get 0 minus a negative 2, so plus 2, e

07:50

to the minus R over 2.

07:53

For some fixed, big R. Well, that's finite.

07:56

That's a finite number.

07:58

So we come back here.

07:59

This integral converges.

08:01

That integral was this integral.

08:03

And this integral, then, is bigger than this one.

08:05

So this one converges.

08:07

Now, this had a lot of pieces to it,

08:09

so I'm going to remind us sort of what was happening.

08:11

So let's go back to the original function,

08:13

and I'll just take us back through one more time.

08:15

OK.

08:15

So the original problem was, show

08:18

that this integral from 1 to infinity of x to the n e

08:21

to the minus x dx converges.

08:24

And I reminded you that you knew from lecture

08:27

that if I could show that it converged

08:29

for some very large number down here to infinity,

08:31

that was sufficient, because this function is

08:34

continuous from 1 to infinity.

08:36

I don't have to worry about places

08:37

where I might get infinite area in a finite interval.

08:41

I'm always going to have finite area in a finite interval.

08:43

So if I start at some big R to infinity and that converges,

08:47

then I'm good.

08:48

Because from 1 to R, that'll be finite.

08:51

So then the point is, you want to compare.

08:53

And I mentioned a comparison that doesn't quite work,

08:56

but is a good first test.

08:58

Because you know x to the n is much

09:00

less than e to the x for a sufficiently large x.

09:03

You might think to compare it to that,

09:05

but the problem again was when we do that substitution, we

09:08

actually get an integral that diverges.

09:10

But a divergent integral bigger than something

09:13

doesn't mean this one diverges.

09:15

If the divergence was-- the inequality

09:17

was the other way, then you could show this one diverged.

09:20

But we actually show convergence this way.

09:22

Or we're trying to show convergence in this direction,

09:25

so we need to say, if this one converges, then

09:28

that one converges.

09:29

This diverging doesn't tell us anything about this.

09:33

So then we say, OK.

09:34

This one didn't work, but it almost worked.

09:36

So what if I figure out a way to compare x to the n

09:40

to a slightly smaller thing than e to the x?

09:42

And that slightly smaller thing is e to the x over 2.

09:46

It's not really slightly smaller.

09:47

But the smaller function is e to the x over 2.

09:51

OK?

09:51

And this is a way to think about how that works.

09:54

Is that for any power of x to the 2n,

09:56

I can still get it smaller than e

09:57

to the x for some sufficiently large number.

09:59

OK?

10:01

And you don't even have to think about these R's

10:03

as being the same.

10:04

I can change them, I can make this bigger.

10:07

This doesn't compare to this problem, also.

10:09

So don't be confused by those two R's.

10:11

OK.

10:12

So then we found something we wanted to compare x to the n

10:14

with.

10:16

Then we come back over here, and we actually

10:18

see that we get a good comparison, because we're

10:20

able to see that the integral on the right-hand side converges.

10:24

This integral is bigger than this integral.

10:27

So this integral converges, so we

10:28

know this integral converges.

10:30

And then, the integral from 1 to R of this

10:33

is finite, so the integral from 1

10:34

to infinity of this converges.

10:37

And that's sort of the strategy for doing

10:39

these types of problems.

10:41

OK.

10:41

That's where I'll stop.