If one of the following conditions is true, a definite integral might not exist in a strict mathematical sense:
If the interior of the integration interval (a, b) contains poles of the integrand f(x).
If a = - ∞ or b = ∞ or both.
If f(x) changes sign at all poles in (a, b), the so-called infinite parts of the integral to the left and to the right of a pole can cancel each other. In this case, use the PrincipalValue option to find a weaker form of a definite integral called the Cauchy principal value. For example, this integral is not defined because it has a pole at x = 0:
int(1/x, x = -1..1)
To compute the Cauchy principal value, call int with the option PrincipalValue:
int(1/x, x = -1..1, PrincipalValue)
If an expression can be integrated in a strict mathematical sense, and such an integral exists, the Cauchy principal value coincides with the integral:
int(x^2, x = -1..1) = int(x^2, x = -1..1, PrincipalValue)