Thursday, July 25, 2019

integration - Laplace transform of $frac{1}{t}$ and resulting improper integral



Could someone please explain how
$$\int_0^{\infty}\frac{e^{-x}}{x}dx$$ diverges?
This is because the Laplace transform of $\frac{1}{t}$ can be reduced to this integral which has to diverge. But the limit comparison test with $e^{-x}$ shows that the integral converges.



Please help.




Thanks in advance.


Answer



Regarding the second part of the question, to add to carmichael561's answer,



To use the limit comparison test with $e^{-x}$, we need
$$\frac{e^{-x}}{x}\le e^{-x}$$
throughout the interval over which integral takes place.



However, this is true only for $x\gt1$, and hence the test cannot be used.


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