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I don't understand why some functions that contain a singularity in the domain of integration are integrable but others are not.

For example, consider $f(x) = -\log(x)$ and $g(x) = \frac{1}{x}$ on the interval $[0, 1]$. These functions look very similar when they are plotted but only $f(x)$ can be integrated.

  1. What is the precise mathematical reason(s) that makes some functions with singularities integrable while others are not?
  2. Are $\log$ functions the only functions with singularities that can be integrated or are there other types of functions with singularities that can be integrated?
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    $\begingroup$ How about $1/x^p$, $0<p<1$? $\endgroup$
    – user175968
    Commented Jan 2, 2017 at 11:46
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    $\begingroup$ The integral in $[0,1]$ is the same that the integral in $(0,1)$. The reason is not the singularity, the reason is the divergence or convergence of the integral. $\endgroup$
    – user173262
    Commented Jan 2, 2017 at 11:57

4 Answers 4

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Think about it this way - what's the inverse?

$$y = \frac{1}{x}; x = \frac{1}{y}$$ $$y = -\log x; x = e^{-y}$$

Looking at it this way, it's clear that as $y$ shoots off to infinity, $x$ approaches zero much faster in one case than in the other.

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  • $\begingroup$ Ok so one approaches zero much faster but how fast precisely does a function have to approach zero to make it integrable? ..what is the minimum 'speed' a function needs to have for it to be integrable? $\endgroup$
    – ManUtdBloke
    Commented Jan 6, 2017 at 22:08
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    $\begingroup$ Well, there isn't a minimum exactly... it has to approach quickly enough that the inverse converges at infinity. So, for instance, $\frac{1}{x^{1-\epsilon}}$ would converge at zero, since $\frac{1}{x^{1+\epsilon}}$ converges at infinity. $\endgroup$
    – user361424
    Commented Jan 7, 2017 at 4:09
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It's just whether or not the area under the curve is finite or not. It's doesn't matter that there is an asymptote.

You might consider the area under the curves $y=e^{-x}$ and $y=1/x$ for $x>0$. These are really the same two curves you mention, just along the other axis.

It's akin to the idea that an infinite series may or may not converge; just because there are infinitely many terms in a series doesn't mean the series must diverge.

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  • $\begingroup$ I don't see how these are the "same two curves"..one of them, $y=e^{-x}$, has a precise value at $x=0$ and so it can be integrated on interval $[0, \infty)$, whereas $y=1/x$ gets arbitrarily large near zero and can't be integrated on that interval so the area under this curve is undefined. I don't understand what point you are making in your post? $\endgroup$
    – ManUtdBloke
    Commented Jan 6, 2017 at 22:00
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    $\begingroup$ @eurocoder : You misunderstand--I mean the two curves I mention are essentially the same two curves you ask about, just along the other axis. I added this to my answer to clarify. $\endgroup$
    – MPW
    Commented Jan 7, 2017 at 4:56
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    $\begingroup$ They're note essentially the same for the purposes of integration, $\log x$ is not integrable on $(0,\infty)$ but $e^{-x}$ is. Perhaps you mean something else, but it's not clear from your wording what notion of "same" you are using and why it's relevant to the question at-hand. $\endgroup$
    – Adam Hughes
    Commented Jan 8, 2017 at 9:26
  • $\begingroup$ @AdamHughes : Of course, I'm talking about finding the area between the alternate curves and the other axis, as I already said. They are exactly the same thing. $\endgroup$
    – MPW
    Commented Jan 25, 2017 at 14:16
  • $\begingroup$ @MPW maybe as curves I different coordinate systems, but integration users a consistent orientation, so this doesn't amount to much mathematically to say they're the same in an integration context if they're not even being considered on the same ground for integration's necessary context. $\endgroup$
    – Adam Hughes
    Commented Jan 25, 2017 at 14:20
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The key is how fast the function is diverging.

Regarding your two examples, $-\log$ is going really fast close to the $y$-axis so it is integrable, but not $x\mapsto \frac {1}{x}$.

  • You have $$\int_a^1 -\log(x)\mathrm dx=a(1-\log(a))+1\xrightarrow[a\to 0^+]{} 1<\infty.$$ So this function is integrable.

  • You have $$\int_a^1 \frac 1x\mathrm dx=-1+\frac 1{a^2}\xrightarrow[a\to 0^+]{} +\infty.$$ So this function is not integrable.

Regarding your second question, $\log$ functions are absolutely not the only one. To convince yourself, take for instance $x\mapsto \frac 1{\sqrt{x}}$ on $(0,1)$.

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    $\begingroup$ How did you get a result of $1$ for the first integral? $\endgroup$
    – ManUtdBloke
    Commented Jan 6, 2017 at 22:08
  • $\begingroup$ Also, wolfram alpha evaluates $a (1 - \log a)$ as $a \to 0$ to be $0$. $\endgroup$
    – ManUtdBloke
    Commented Jan 6, 2017 at 22:43
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    $\begingroup$ @eurocoder Oups, my mistake : I forgot to write the $+1$. Thanks for the correction. $\endgroup$
    – E. Joseph
    Commented Jan 8, 2017 at 9:21
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Simple: $\quad -\log x=_0 o\Bigl(\dfrac1{\sqrt x}\Bigr)$ and the integral of $\dfrac 1{\sqrt x}$ on [0,1] is convergent.

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  • $\begingroup$ Where is the $o(1/\sqrt{x})$ coming from and how does convergences of that function on the interval imply convergence of $-\log{x}$? $\endgroup$
    – ManUtdBloke
    Commented Jan 6, 2017 at 22:05
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    $\begingroup$ The $o(1/\sqrt{x})$ corresponds to the high school limit $\sqrt x\log x\xrightarrow[x\to 0^+]{}0$. The convergence of the integral is a well-known theorem in asymptotic analysis. $\endgroup$
    – Bernard
    Commented Jan 6, 2017 at 22:31
  • $\begingroup$ But the problem I have is that why are some functions with singularities integrable and orthers aren't. So you are saying $\frac{1}{\sqrt{x}}$ is integrable, but we know $\frac{1}{x}$ is not. Why is this? It seems the exponent on $x$ in the denominator determines whether a function will be integrable. So if that is the case 'where' precisely (for what value of exponent) does a function fail to be integrable? $\endgroup$
    – ManUtdBloke
    Commented Jan 10, 2017 at 8:17
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    $\begingroup$ Since the anti derivative of$\dfrac1{x^r}$ is $-\dfrac1{(r-1)x^{r-1}}$ the answer is $r-1<0$ (there must be no denominator), i.e. $r<1$. $\endgroup$
    – Bernard
    Commented Jan 10, 2017 at 9:43
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    $\begingroup$ Actually, the ‘theorem’ (a great word for a simple observation) is valid for non-negative functions $f$ and $g$ such that $f=O(g)$: if the integral of $g$ converges, the integral of $f$ does too (obvious since the integral preserves inequalities). As $f=o(g)\implies f=O(g)$, the result follows. $\endgroup$
    – Bernard
    Commented Feb 21, 2019 at 14:58

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