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Test the improper integral ∫ e-x1/2 / x1/2 for convergence

Test the following improper integral for convergence:

    \[ \int_{0^+}^{\infty} \frac{e^{-\sqrt{x}}}{\sqrt{x}} \, dx. \]


The integral converges.

Proof. We can compute this integral directly. First, we evaluate the indefinite integral using the substitution u = \sqrt{x}, du = \frac{1}{2 \sqrt{x}} \, dx.

    \begin{align*}  \int \frac{e^{-\sqrt{x}}}{\sqrt{x}} \, dx &= 2 \int e^{-u}  \, du \\[9pt]  &= -2 e^{-u} \\[9pt]  &= -2 e^{-\sqrt{x}} \, dx. \end{align*}

Now, we have discontinuities at both limits of integration so we evaluate by taking two limits,

    \begin{align*}  \int_{0^+}^{\infty} \frac{e^{-\sqrt{x}}}{\sqrt{x}} \, dx &= \lim_{\substack{b \to +\infty \\ a \to 0^+}} \int_a^b \frac{e^{-\sqrt{x}}}{\sqrt{x}} \, dx \\[9pt]  &= \lim_{\substack{b \to +\infty \\ a \to 0^+}} \left( -2 e^{-\sqrt{x}} \Bigr \rvert_a^b \right) \\[9pt]  &= \lim_{\substack{b \to +\infty \\ a \to 0^+}} \left( -2 e^{-\sqrt{b}} + 2 e^{-\sqrt{a}} \right) \\[9pt]  &= 2. \qquad \blacksquare \end{align*}

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