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Chapter 1
Improper Integrals

We wish to discuss topics which have varied applications in mathematical analysis. Particularly, we shall consider various special functions, some of which are solutions of certain Differential Equations. Since most special functions occur as improper integrals, we first review the concept of improper integrals.

1.1 Improper Integrals of the First Kind
1.2 Improper Integrals of The Second Kind
1.3 Convergence and Divergence of Improper Integrals
1.4 Integrals of the Second Kind
1.5 Integrals of Mixed Type
1.6 Practice Problems

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