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СИЗОП, НИЗОП-лекция 1 -
СИЗОП, НИЗОП-лекция 1 -
1 Ïðåäèñëîâèå . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
2 Ââåäåíèå . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
3 Èíòåãðàëû, çàâèñÿùèå îò ïàðàìåòðà . . . . . . . . . . . . . 3
3.1 Íåñîáñòâåííûå èíòåãðàëû . . . . . . . . . . . . . . . 3
3.2 Ñîáñòâåííûå èíòåãðàëû, çàâèñÿùèå îò ïàðàìåòðà . . 12
3.3 Íåñîáñòâåííûå èíòåãðàëû, çàâèñÿùèå îò ïàðàìåòðà 19
3.4 Ñâîéñòâà íåñîáñòâåííûõ èíòåãðàëîâ, çàâèñÿùèõ îò
ïàðàìåòðà . . . . . . . . . . . . . . . . . . . . . . . . . 24
3.5 Íåñîáñòâåííûå êðàòíûå èíòåãðàëû . . . . . . . . . . 29
3.6 Âû÷èñëåíèå íåêîòîðûõ íåñîáñòâåííûõ èíòåãðàëîâ . 33
3.7 Ýéëåðîâû èíòåãðàëû . . . . . . . . . . . . . . . . . . 40
Ñïèñîê ëèòåðàòóðû . . . . . . . . . . . . . . . . . . . . . . . . . . 59
1
3. Èíòåãðàëû, çàâèñÿùèå îò ïàðàìåòðà 3
Z+∞
f (x)dx
a
ZA
lim f (x)dx = I.
A→+∞
a
Zb Zb Z+∞ ZA
f (x)dx = lim f (x)dx è f (x)dx = lim f (x)dx.
B→+∞ A,B→+∞
−∞ −B −∞ −B
Z+∞
dx
Ïðèìåð 3.1 ñõîäèòñÿ ïðè p > 1 è ðàñõîäèòñÿ ïðè p ≤ 1.
xp
1
4 Îãëàâëåíèå
ZA
Äîêàçàòåëüñòâî. f (x)dx åñòü ôóíêöèÿ F (A) îò âåðõíåãî ïðåäåëà A,
a
îïðåäåë¼ííàÿ íà ïðîìåæóòêå [a, +∞),
ZA
F (A) = f (x)dx.
a
Z+∞
Îïðåäåëåíèå 3.2 Íàçîâ¼ì èíòåãðàë f (x)dx àáñîëþòíî ñõîäÿùèì-
a
Z+∞
ñÿ, åñëè ñõîäèòñÿ èíòåãðàë |f (x)|dx.
a
Z+∞
Òåîðåìà 3.2 Åñëè f (x)dx ñõîäèòñÿ àáñîëþòíî, òî îí ñõîäèòñÿ.
a
Z+∞
Äîêàçàòåëüñòâî. Òàê êàê g(x)dx ñõîäèòñÿ, òî ïî êðèòåðèþ Êîøè
a ¯ A00 ¯
¯Z ¯
¯ ¯
∀ > 0 ∃A0 òàêîå, ÷òî ïðè A , A > A0 âûïîëíÿåòñÿ óñëîâèå ¯ g(x)dx¯¯ <
0 00 ¯
¯ 0 ¯
A
0 00
ε. Íî òîãäà ïðè A , A > A0 èìååì:
¯ A00 ¯ ¯ A00 ¯ ¯ A00 ¯
¯Z ¯ ¯Z ¯ ¯Z ¯
¯ ¯ ¯ ¯ ¯ ¯
¯ f (x)dx¯ ≤ ¯ |f (x)|dx¯ ≤ ¯ g(x)dx¯ < ε.
¯ ¯ ¯ ¯ ¯ ¯
¯ 0 ¯ ¯ 0 ¯ ¯ 0 ¯
A A A
¯ ¯ Z+∞
¯ sinx ¯ 1 dx
Ðåøåíèå. Òàê êàê ¯¯ p ¯¯ ≤ p , à ñõîäèòñÿ, åñëè p > 1 (ïðèìåð
x x xp
1
Z+∞
sinx
3.1), òî è dx ñõîäèòñÿ, è ïðèòîì àáñîëþòíî, ïðè p > 1. Âòîðîé
xp
1
èíòåãðàë ðàññìàòðèâàåòñÿ àíàëîãè÷íî.
Äîêàçàòåëüñòâî.
¯ ¯ Ïî ïåðâîìó óñëîâèþ ñóùåñòâóåò ïîñòîÿííàÿ M òàêàÿ,
¯ZA ¯
¯ ¯
÷òî ¯¯ f (x)dx¯¯ ≤ M ∀A(> a). Ïî âòîðîìó óñëîâèþ ∀ε > 0 ∃A0 òàêîå, ÷òî
¯ ¯
a
ïðè A > A0 áóäåò âûïîëíÿòüñÿ íåðàâåíñòâî |g(A)| < ε/2M . Ïî âòîðî-
ìó æå óñëîâèþ ôóíêöèþ g(x) ìîæíî ñ÷èòàòü íåîòðèöàòåëüíîé. Âîçüì¼ì
ZA00
A0 , A00 > A0 (A0 < A00 ) è ïðèìåíèì ê èíòåãðàëó f (x)g(x)dx âòîðóþ òå-
A0
îðåìó î ñðåäíåì çíà÷åíèè (ôîðìóëó Áîííý), ñîãëàñíî êîòîðîé íàéä¼òñÿ
A (A0 < A < A00 ) òàêîå, ÷òî
ZA00 ZA
f (x)g(x)dx = g(A0 ) f (x)dx.
A0 A0
Íî òîãäà, ïîñêîëüêó
¯ A ¯ ¯ A ¯ ¯ A ¯ ¯ ¯
¯Z ¯ ¯Z ZA0 ¯ ¯Z ¯ ¯ZA0 ¯
¯ ¯ ¯ ¯ ¯ ¯ ¯ ¯
¯ f (x)dx¯ = ¯ f (x)dx − f (x)dx¯ ≤ ¯ f (x)dx¯ + ¯ f (x)dx¯ < 2M,
¯ ¯ ¯ ¯ ¯ ¯ ¯ ¯
¯ 0 ¯ ¯ ¯ ¯ ¯ ¯ ¯
A a a a a
ñïðàâåäëèâà îöåíêà
¯ A00 ¯ ¯ ¯
¯Z ¯ ¯ ZA ¯
¯ ¯ ¯ ¯
¯ f (x)g(x)dx¯ = ¯g(A0 ) f (x)dx¯ < ε · 2M = ε
¯ ¯ ¯ ¯ 2M
¯ 0 ¯ ¯ 0
¯
A A
Z+∞ Z+∞
= f (x) (g(x) − g0 ) dx + g0 f (x)dx.
a a
Z+∞
sin x
Ïðèìåð 3.3 Âåðí¼ìñÿ ê ðàññìîòðåííûì âûøå ïðèìåðàì dx è
xp
1
Z+∞
cos x
dx.
xp
1
Z+∞
sin x
Ïðèìåð 3.4 Ðàññìîòðèì arctg xdx.
x
1
Zb
lim f (x)dx = I.
δ→0
a+δ
Àíàëîãè÷íî îïðåäåëÿåòñÿ
Zb Zb−δ
f (x)dx = lim f (x)dx,
δ→0
a a
Z1
sin x
Ïðèìåð 3.5 dx ñõîäèòñÿ ïðè p < 1 è ðàñõîäèòñÿ ïðè p ≥ 1.
xp
0
Z1
dx
Ïðèìåð 3.6 Ðàññìîòðèì .
x
−1
= lim (ln δ − ln 1 + ln 1 − ln δ) = 0.
δ→0
Z+∞
xdx
Ïðèìåð 3.7 Ðàññìîòðèì .
1 + x2
−∞
1¡ ¢
= lim ln(1 + A2 ) − ln(1 + A2 ) = 0.
A→+∞ 2
|x0 − x00 | < δ, |y 0 − y 00 | < δ (x0 , x00 ∈ [a; b], y 0 , y 00 ∈ [c; d]) ,
¯ ¯ ε
¯f (x0 , y 0 ) − f (x00 , y 00 )¯< .
b−a
3. Èíòåãðàëû, çàâèñÿùèå îò ïàðàìåòðà 13
Zb ¯ ¯
¯ ¯ ε
≤ ¯f (x, y) − f (x, y0 )¯dx < · (b − a) = ε.
b−a
a
Zd Zd Zb Zb Zd
I(y)dy = dy f (x, y)dx = dx f (x, y)dy. (3.2)
c c a a c
Zb Zb
0 d ∂f (x, y)
I (y) = f (x, y)dx = dx. (3.3)
dy ∂y
a a
Zb Zy Zy Zb
∂f (x, η) ∂f (x, η)
dx dη = dη dx. (3.4)
∂η ∂η
a c c a
14 Îãëàâëåíèå
Zb Zb
= f (x, y)dx − f (x, c)dx = I(y) − I(c)
a a
.
Îáîçíà÷èì ÷åðåç J(η) âíóòðåííèé èíòåãðàë â ïðàâîé ÷àñòè ðàâåíñòâà
(3.4). Òîãäà ðàâåíñòâî (3.4) ïðèìåò âèä:
Zy
I(y) − I(c) = J(η)dη. (3.5)
c
Zy Zb
d ∂f (x, y)
I 0 (y) = J(η)dη . J(y) = dy,
dy ∂y
c a
÷òî è òðåáîâàëîñü.
Ðàññìîòðèì òåïåðü áîëåå îáùèé ñëó÷àé, êîãäà íå òîëüêî ïîäûíòå-
ãðàëüíàÿ ôóíêöèÿ, íî è ïðåäåëû èíòåãðèðîâàíèÿ çàâèñÿò îò ïàðàìåò-
ðà. Èòàê, ïóñòü ôóíêöèÿ f (x, y) îïðåäåëåíà íà ïðÿìîóãîëüíèêå Π =
[a; b] × [c; d], èíòåãðèðóåìà ïî x íà îòðåçêå [a; b] äëÿ êàæäîãî y ∈ [c; d],
ôóíêöèè a(y) è b(y) çàäàíû íà îòðåçêå [c; d] è ∀y ∈ [c; d] âûïîëíÿåòñÿ
a ≤ a(y) ≤ b(y) ≤ b. Ðàññìîòðèì èíòåãðàë
Zb(y)
I(y) = f (x, y)dx. (3.6)
a(y)
Äîêàçàòåëüñòâî. Ïóñòü y0 ∈ [c; d]. Ïîêàæåì, ÷òî lim I(y) = I(y0 ). Äëÿ
y→y0
ýòîãî ðàçîáü¼ì èíòåãðàë íà òðè ñëàãàåìûõ, èñïîëüçóÿ ñâîéñòâî àääèòèâ-
íîñòè èíòåãðàëà.
Zb(y)
I(y) = f (x, y)dx =
a(y)
Z 0)
a(y Z 0)
b(y Zb(y)
= f (x, y)dx + f (x, y)dx + f (x, y)dx =
a(y) a(y0 ) b(y0 )
Z 0)
b(y Zb(y) Za(y)
+ f (x, y)dx + f (x, y)dx − f (x, y)dx =
a(y0 ) b(y0 ) a(y0 )
À òàê êàê ôóíêöèÿ b(y) íåïðåðûâíà íà [c; d], òî b(y) − b(y0 ) → 0 ïðè
y → y0 , ïîýòîìó
lim Ib (y) = 0.
y→y0
lim Ia (y) = 0.
y→y0
16 Îãëàâëåíèå
Òàêèì îáðàçîì,
Zb(y)
Ib (y) − Ib (y0 ) 1
Ib0 (y0 ) = lim = lim f (x, y)dx.
y→y0 y − y0 y→y0 y − y0
b(y0 )
Zb(y)
÷òî f (x, y)dx = f (c(y), y)(b(y) − b(y0 ). Íî òîãäà
b(y0 )
1
Ib0 (y0 ) = lim f (c(y), y)(b(y) − b(y0 ) =
y→y0 y − y0
b(y) − b(y0 )
= lim f (c(y), y) · lim = f (b(y0 ), y0 )b0 (y0 ),
y→y0 y→y0 y − y0
òàê êàê ïåðâûé ïðåäåë ñóùåñòâóåò ïî òåîðåìå î òð¼õ ôóíêöèÿõ è â ñè-
ëó íåïðåðûâíîñòè ôóíêöèè f íà ïðÿìîóãîëüíèêå Π, à âòîðîé â ñèëó
äèôôåðåíöèðóåìîñòè ôóíêöèè b(y). Èòàê,
Z1
Ïðèìåð 3.8 Ðàññìîòðèì I(y) = sgn(x − y)dx.
0
18 Îãëàâëåíèå
Z1 ¯y=1 Z1
y ¯ dx π
=− 2 2
¯ dx = − 2
=− .
x + y y=0 1+x 4
0 0
Zy2
sin xy
Ïðèìåð 3.10 Ðàññìîòðèì I(y) = dx.
x
y
3. Èíòåãðàëû, çàâèñÿùèå îò ïàðàìåòðà 19
Zy2
sin y 3 sin y 2
I 0 (y) = cos xydx + · 2y − ·1=
y2 y
y
Z+∞
I(y) = f (x, y)dx, (3.13)
a
Ðàâíîìåðíàÿ ñõîäèìîñòü
íóëþ íà ýòîì ìíîæåñòâå, òî-åñòü, åñëè ∀ε > 0 ∃A0 (> A) òàêîå, ÷òî
∀A > A0 ∀y ∈ Y âûïîëíÿåòñÿ íåðàâåíñòâî
¯ +∞ ¯
¯Z ¯
¯ ¯
¯ f (x, y)dx¯ < ε. (3.14)
¯ ¯
¯ ¯
A
ε
|g(A, y)| < . (3.17)
4M
ZA00
Âîçüì¼ì A0 , A00 > A0 è ïðèìåíèì ê èíòåãðàëó f (x, y)g(x, y)dx âòî-
A0
ðóþ òåîðåìó î ñðåäíåì çíà÷åíèè (òîëüêî íà ýòîò ðàç â îáùåì âèäå, ïî-
ñêîëüêó íåèçâåñòåí çíàê g(x, y)), ñîãëàñíî êîòîðîé íàéä¼òñÿ A = A(y),
A ∈ [A0 , A00 ], òàêîå, ÷òî
ZA00 ZA ZA00
f (x, y)g(x, y)dx = g(A0 , y) f (x, y)dx + g(A00 , y) f (x, y)dx. (3.18)
A0 A0 A
¯ 0
¯ ¯ ¯
A A
ε ε
< · 2M + · 2M = ε
4M 4M
äëÿ ëþáîãî y èç ìíîæåñòâà Y .
Èñïîëüçóÿ êðèòåðèé Êîøè, ïîëó÷àåì òðåáóåìîå óòâåðæäåíèå.
Z+∞
f (x, y)g(x, y)dx ñõîäèòñÿ ðàâíîìåðíî íà Y , åñëè âûïîëíåíû ñëåäóþ-
a
ùèå äâà óñëîâèÿ:
ZA
1) f (x, y)dx ñõîäèòñÿ ðàâíîìåðíî íà ìíîæåñòâå Y ;
a
2) ôóíêöèÿ g(x, y) ìîíîòîííà ïî x ïðè êàæäîì y ∈ Y è ðàâíîìåðíî
ïî y ∈ Y îãðàíè÷åíà, òî-åñòü, ñóùåñòâóåò ïîñòîÿííàÿ M òàêàÿ, ÷òî
|g(x, y)| ≤ M äëÿ âñåõ x ∈ [a; +∞) è y ∈ Y .
Ýòà òåîðåìà äîêàçûâàåòñÿ òî÷íî òàê æå, êàê è òåîðåìà 3.5, òîëüêî
âìåñòî òåîðåìû 3.4 ñëåäóåò èñïîëüçîâàòü òåîðåìó 3.14. Ðåêîìåíäóåì ÷è-
òàòåëÿì äîêàçàòü ýòó òåîðåìó ñàìîñòîÿòåëüíî.
Z+∞
x sin ax
Ïðèìåð 3.12 Ðàññìîòðèì dx, ãäå b > 0 ïîñòîÿííàÿ, à
b 2 + x2
0
ïàðàìåòð a óäîâëåòâîðÿåò óñëîâèþ |a| ≥ a0 > 0.
x
Ðåøåíèå. Ïîëîæèì f (x, a) = sin ax, g(x, a) = . Òîãäà
b2
+ x2
¯ A ¯
¯Z ¯ ¯ ¯A ¯¯ ¯¯ 1 ¯
¯ ¯ ¯ 1 ¯
¯ sin(ax)dx¯ = ¯− cos(ax) ¯ ¯ = ¯ (1 − cos(aA))¯ ≤ 2 ≤ 2 = M ;
¯
¯ ¯ ¯ a ¯ ¯ a ¯ |a| a0
¯ ¯ 0
0
x
&0
b2
+ x2
ïðè x → +∞, è ýòî óñëîâèå (ââèäó íåçàâèñèìîñòè ôóíêöèè g îò a) âû-
ïîëíåíî ðàâíîìåðíî ïî a.
Òàê êàê îáà óñëîâèÿ ïðèçíàêà Äèðèõëå âûïîëíåíû, òî ðàññìàòðèâà-
åìûé èíòåãðàë ñõîäèòñÿ ðàâíîìåðíî â óêàçàííîé îáëàñòè.
Z+∞
sin x
Ïðèìåð 3.13 Ðàññìîòðèì e−ax dx (a ≥ 0).
x
0
Z+∞
sin x sin x
Ðåøåíèå. Ïîëîæèì f (x, a) = , g(x, a) = e−ax . Òàê êàê dx
x x
0
ñõîäèòñÿ ðàâíîìåðíî ïî a (ââèäó åãî îòñóòñòâèÿ) ïî ïðèçíàêó Äèðèõëå,
à ôóíêöèÿ e−ax , î÷åâèäíî, ìîíîòîííà ïî x è ïðè x ≥ 0, y ≥ 0 îãðàíè÷åíà,
òî ðàññìàòðèâàåìûé èíòåãðàë ñõîäèòñÿ ðàâíîìåðíî â óêàçàííîé îáëàñòè
ïî ïðèçíàêó Àáåëÿ.
24 Îãëàâëåíèå
Z
a+n
Z
a+n Zd Z+∞ Zd
= lim dx f (x, y)dy = dx f (x, y)dy.
n→+∞
a c a c
Ïîýòîìó
Z+∞ Z+∞ ZA Z+∞
dy f (x, y)dx − dx f (x, y)dy =
c a a c
ñõîäèòñÿ, íàéä¼òñÿ C0 òàêîå, ÷òî äëÿ ëþáîãî C > C0 áóäåò èìåòü ìåñòî
íåðàâåíñòâî
Z+∞ Z+∞
ε
dy f (x, y)dx < .
2
C a
Z+∞
ε
f (x, y)dx < .
2(C − c)
A
Ïîýòîìó
ZC Z+∞
ε ε
dy f (x, y)dx < · (C − c) = . (3.27)
2(C − c) 2
c A
îãðàíè÷åíà.
è ïðè ýòîì Z
f (x)dv ≤ I ∀m ∈ N. (3.31)
Dm
Äîêàçàòåëüñòâî.
Z Ïóñòü Dm èñ÷åðïûâàþùàÿ ïîñëåäîâàòåëüíîñòü îá-
ëàñòåé. Òàê êàê g(x)dv ñõîäèòñÿ, òî ïîñëåäîâàòåëüíîñòü èíòåãðàëîâ
R D
g(x)dv , m ∈ N, îãðàíè÷åíà. Òîãäà, â ñèëó òîãî, ÷òî
Dm
Z Z
f (x)dv ≤ g(x)dv,
Dm Dm
Z
ïîñëåäîâàòåëüíîñòü èíòåãðàëîâ f (x)dv , m ∈ N, òîæå îãðàíè÷åíà, ïî-
RDm
ýòîìó ïî ïðåäûäóùåé òåîðåìå f (x)dv ñõîäèòñÿ.
D
 îäíîìåðíîì ñëó÷àå ïðè ïðèìåíåíèè ïðèçíàêà ñðàâíåíèÿ îáû÷íî èñ-
ïîëüçóþò ýòàëîííûå ôóíêöèè, ñðåäè êîòîðûõ íàèáîëåå óïîòðåáèòåëüíîé
ÿâëÿåòñÿ ôóíêöèÿ 1/xp .  ìíîãîìåðíîì ñëó÷àå àíàëîãîì ýòîé ôóíêöèè
p
ÿâëÿåòñÿ ôóíêöèÿ 1/rp , ãäå r = x21 + x22 + . . . + x2n . Âûÿñíèì, ïðè êà-
êèõ óñëîâèÿõ íà p èíòåãðàë îò ýòîé ôóíêöèè ñõîäèòñÿ, îãðàíè÷èâøèñü
ñëó÷àåì n = 2.
ZZ p
dxdy
Ïðèìåð 3.14 Ðàññìîòðèì p
, ãäå r = x2 + y 2 , à îáëàñòü D =
r
D
= {(x, y) : 0 < x2 + y 2 < 1} îòêðûòûé åäèíè÷íûé êðóã ñ âûêîëîòûì
öåíòðîì.
ZZ Z2π Z1 Z1
dxdy rdr dr
= dϕ = 2π .
rp rp rp−1
Dm 0 1/m 1/m
3. Èíòåãðàëû, çàâèñÿùèå îò ïàðàìåòðà 33
ZZ ZZ Z2π Zm Zm
dxdy dxdy rdr dr
= lim = lim dϕ = 2π lim .
rp m→∞ rp m→∞ rp m→∞ rp−1
Dm Dm 0 1 1
ZZ
2 −y 2
Ðàññìîòðèì e−x dxdy . Ýòî íåñîáñòâåííûé äâîéíîé èíòåãðàë.
R2
Âîçüì¼ì â êà÷åñòâå èñ÷åðïûâàþùåé ïîñëåäîâàòåëüíîñòè ïîñëåäîâàòåëü-
íîñòü êðóãîâ Km = {(x, y) : x2 + y 2 < m2 }. Òîãäà
ZZ ZZ Z2π Zm
−x2 −y 2 −x2 −y 2 2
e dxdy = lim e dxdy = lim dϕ e−r rdr =
m→∞ m→∞
R2 Km 0 0
Zm ³ ¯m ´ ³ ´
−r2 2 −r2 ¯ −m2
= π lim e d(r ) = π lim −e ¯ = π lim 1 − e = π.
m→∞ m→∞ 0 m→∞
0
À òåïåðü âîçüì¼ì â êà÷åñòâå èñ÷åðïûâàþùåé ïîñëåäîâàòåëüíîñòè ïî-
ñëåäîâàòåëüíîñòü êâàäðàòîâ Πm = {(x, y) : |x| < m, |y| < m}. Òîãäà
ZZ ZZ
−x2 −y 2 2 2
e dxdy = lim e−x −y dxdy =
m→∞
R2 Πm
m 2 ∞ 2
Zm Zm Z Z
2 2 2 2
= lim e−x dx e−y dy = 4 lim e−x dx = 4 e−x dx .
m→∞ m→∞
−m −m 0 0
Z∞
2 1√
Ñðàâíèâ ïîëó÷åííûå ðåçóëüòàòû, íàéä¼ì: e−x dx = π . Îòñþäà
2
√
0
ôîðìóëà (3.32) ïîëó÷àåòñÿ ïîäñòàíîâêîé x = at.
Èíòåãðàë Äèðèõëå
Z+∞
sin ax
Èíòåãðàëîì Äèðèõëå íàçûâàþò èíòåãðàë dx. Ïîêàæåì,÷òî
x
0
Z+∞
sin ax π
I(a) = dx = sgna. (3.33)
x 2
0
Z+∞
sin x π
dx = . (3.34)
x 2
0
3. Èíòåãðàëû, çàâèñÿùèå îò ïàðàìåòðà 35
1
J 0 (a) = − .
1 + a2
Îòñþäà Z
1
J(a) = − da = − arctg a + C. (3.37)
1 + a2
×òîáû îïðåäåëèòü çíà÷åíèå C , ñîâåðøèì ïðåäåëüíûé ïåðåõîä ïðè
a → +∞, äëÿ ÷åãî îöåíèì èíòåãðàë (3.35).
¯ +∞ ¯
¯Z ¯ Z+∞¯ ¯ Z+∞
¯ sin x ¯ ¯ sin x ¯ 1
¯ e−ax dx¯¯ ≤ ¯ ¯ e−ax dx ≤ e−ax dx = ,
¯ x ¯ x ¯ a
¯ ¯
0 0 0
π
lim J(a) = C − = 0,
a→+∞ 2
π
îòñþäà C = 2
è
Z+∞
sin x −ax π
J(a) = e dx = − arctg a. (3.38)
x 2
0
Èíòåãðàëû Ëàïëàñà
Ïîêàæåì, ÷òî
Z+∞
cos ax π −ab
I(a) = dx = e (a ≥ 0, b > 0); (3.39)
x2 + b 2 2b
0
Z+∞
x sin ax π
J(a) = 2 2
dx = e−ab (a > 0, b ≥ 0). (3.40)
x +b 2
0
Óáåäèìñÿ, ïðåæäå âñåãî, â ðàâíîìåðíîé ñõîäèìîñòè êàæäîãî èç èí-
òåãðàëîâ ïî ïàðàìåòðó a.
Èíòåãðàë (3.39) ñõîäèòñÿ ðàâíîìåðíî ïðè a ≥ 0, òàê êàê ïîäûíòå-
¯ ¯ Z+∞
¯ cos ax ¯ 1 1
ãðàëüíàÿ ôóíêöèÿ ¯¯ 2 2
¯≤
¯ 2 2
è dx ñõîäèòñÿ.
x +b x +b x + b2
2
0
3. Èíòåãðàëû, çàâèñÿùèå îò ïàðàìåòðà 37
Z+∞
0 x sin ax
I (a) = − dx = J(a). (3.41)
x2 + b2
0
Òàê êàê
¯ +∞ ¯
¯Z ¯ Z+∞¯ ¯ Z+∞
¯ cos ax ¯ ¯ cos ax ¯ dx π
|I(a)| = ¯¯ 2 2
dx¯¯ ≤ ¯
¯ 2 2
¯ dx ≤
¯ 2 2
= ,
¯ x +b ¯ x +b x +b 2b
0 0 0
π
Ñëåäîâàòåëüíî, C2 = 2b
è ðàâåíñòâî (3.39) óñòàíîâëåíî.
Íó à
π −ab
J(a) = −I 0 (a) = e .
2
Âîçìîæíîñòü äèôôåðåíöèðîâàíèÿ ïðè a > 0 áûëà óñòàíîâëåíà ðàíåå.
Èíòåãðàë Ôðóëëàíè
Òî÷íî òàê æå, äëÿ âòîðîãî èíòåãðàëà íàéä¼òñÿ τ ∈ [aA; bA] òàêîå,
÷òî
Z+∞
f (ax) − f (bx) b
dx = (f (0) − f (+∞)) ln .
x a
0
Z+∞
f (ax) − f (bx) b
dx = f (0) ln .
x a
0
Z+∞
f (ax) − f (bx) b
dx = −f (+∞) ln .
x a
0
Z+∞ Z1 Z+∞
x−1 −t x−1 −t
t e dt = t e dt + tx−1 e−t dt,
0 0 1
1 1
tx−1 e−t < tx−1 · = , t ≥ t0 (x),
tx+1 t2
(ôóíêöèÿ e−t ïðè t → +∞ óáûâàåò áûñòðåå ëþáîé ñòåïåíè 1/t), ïîýòîìó
îí ñõîäèòñÿ ïðè ëþáîì çíà÷åíèè x.
Èòàê, èíòåãðàë (3.45) ïðè x > 0 ñõîäèòñÿ, à ïðè x ≥ 0 ðàñõîäèòñÿ.
2)Ôóíêöèÿ Γ(x) íåïðåðûâíà â îáëàñòè x > 0.
Ïîêàæåì, ÷òî èíòåãðàë (3.45) ñõîäèòñÿ ðàâíîìåðíî íà îòðåçêå [x1 ; x2 ],
ãäå x1 , x2 (0 < x1 < x2 < +∞) ïðîèçâîëüíûå ÷èñëà. Ýòî ñëåäóåò èç
òîãî, ÷òî ïðè x1 ≤ x ≤ x2 ñïðàâåäëèâà îöåíêà
¯ x−1 ¯ £ ¤
¯t ln te−t ¯ ≤ tx1 −1 | ln t|e−t + tx2 −1 | ln t|e−t .
¯ x−1 ¯ h x1 i
¯t ln te−t ¯ ≤ t 2 −1 e−t + tx2 e−t .
Ñëåäñòâèå 3.2
Γ(n + 1) = n! (n ∈ N). (3.49)
èëè
Γ(n + 1 + x)
Γ(x) = , (3.52)
(n + x)(n − 1 + x) . . . (1 + x)x
è áóäåì ñ÷èòàòü, ÷òî ôóíêöèÿ Γ(x) îïðåäåëåíà íà (−(n + 1); −n) ñ ïî-
ìîùüþ ôîðìóëû (3.52).
Áåòà-ôóíêöèÿ è å¼ ñâîéñòâà
Z1/2 Z1
B(x, y) = t (1 − t) dt + tx−1 (1 − t)y−1 dt.
x−1 y−1
0 1/2
Z+∞
tx−1
B(x, y) = dt, (3.54)
(1 + t)x+y
0
â τ = +∞, ïîýòîìó
Z1
B(x, y) = tx−1 (1 − t)y−1 dt =
0
x
B(x + 1, y) = B(x, y), (3.55)
x+y
Z1
B(x + 1, y) = tx (1 − t)y−1 dt =
0
1 x ¯1 x Z1 x
Z1
¯
= − t (1 − t)y ¯ + tx−1 (1 − t)y dt = tx−1 (1 − t)y−1 (1 − t)dt =
y 0 y y
0 0
Z1 Z1
x x x x
= tx−1 (1 − t)y−1 dt − tx (1 − t)y−1 dt = B(x, y) − B(x + 1, y).
y y y y
0 0
x+y x
B(x + 1, y) = B(x, y),
y y
y
B(x, y + 1) = B(x, y). (3.56)
x+y
Äåéñòâèòåëüíî,
y y
B(x, y + 1) = B(y + 1, x) = B(y, x) = B(x, y).
y+x x+y
3. Èíòåãðàëû, çàâèñÿùèå îò ïàðàìåòðà 47
Z+∞ Z+∞
Γ(x) = (uτ )x−1 e−uτ udτ = ux τ x−1 e−uτ dτ.
0 0
Z+∞
x+y
Γ(x + y) = (1 + u) τ x+y−1 e−(1+u)τ dτ.
0
Z+∞
Γ(x + y)
= τ x+y−1 e−(1+u)τ dτ.
(1 + u)x+y
0
Z+∞
ux−1
Γ(x + y) = ux−1 τ x+y−1 e−(1+u)τ dτ. (3.58)
(1 + u)x+y
0
Z+∞ Z+∞
Γ(x + y)B(x, y) = dτ ux−1 τ x+y−1 e−(1+u)τ du =
0 0
Z
+∞ Z
+∞
ñóùåñòâóåò.
Ñëåäîâàòåëüíî, ôîðìóëà (3.57) äîêàçàíà ïðè x > 1, y > 1.
Ïóñòü òåïåðü x > 0, y > 0. Òîãäà x + 1 > 1, y + 1 > 1 è ïî äîêàçàííîìó
Γ(x + 1)Γ(y + 1)
B(x + 1, y + 1) = .
Γ(x + y + 2)
3. Èíòåãðàëû, çàâèñÿùèå îò ïàðàìåòðà 49
x x y
B(x + 1, y + 1) = B(x, y + 1) = B(x, y).
x+y+1 x+y+1x+y
Γ(x + 1)Γ(y + 1) xΓ(x)yΓ(y)
= .
Γ(x + y + 2) (x + y + 1)(x + y)Γ(x + y)
Òàê êàê ëåâûå ÷àñòè ýòèõ ôîðìóë ðàâíû, òî ðàâíû è ïðàâûå. Ïðè-
ðàâíèâàÿ èõ è ñîêðàùàÿ íà îáùèå ìíîæèòåëè, ïîëó÷èì (3.57).
6)Ôóíêöèÿ B(x, y) íåïðåðûâíà â îáëàñòè x > 0, y > 0.
7)Ôóíêöèÿ B(x, y) áåñêîíå÷íî äèôôåðåíöèðóåìà â îáëàñòè x > 0,
y > 0.
Ýòè ñâîéñòâà ÿâëÿþòñÿ ñëåäñòâèÿìè ôîðìóëû (3.57) è ñîîòâåòñòâóþ-
ùèõ ñâîéñòâ ãàììà-ôóíêöèè.
8)Äëÿ 0 < x < 1 ñïðàâåäëèâà ôîðìóëà äîïîëíåíèÿ
π
B(x, 1 − x) = .
sin πx
Γ(x)Γ(1 − x) π
B(x, 1 − x) = = .
Γ(1) sin πx
Çàäà÷è.
Z+∞
1. Äîêàçàòü, ÷òî íåñîáñòâåííûé èíòåãðàë ïåðâîãî ðîäà f (x)dx ñõî-
a
Zan
P
∞
äèòñÿ òîãäà è òîëüêî òîãäà, êîãäà ñõîäèòñÿ ðÿä un , ãäå un = f (x)dx,
n=1
an−1
êàêîâà áû íè áûëà ïîñëåäîâàòåëüíîñòü (an ):
Zan
P
∞
òàêàÿ, ÷òî ðÿä un , ãäå un = f (x)dx, ñõîäèòñÿ.
n=1
an−1
3. Ïðîâåðèòü íåïðåðûâíîñòü íà âåùåñòâåííîé îñè ôóíêöèé:
Z1 Z2
2 x2 dx
à) F (y) = sin(x y)dx; á) F (y) = .
1 + x2 + x4 y 2
0 −1
4. Ïóñòü f íåïðåðûâíà è íåîòðèöàòåëüíà íà [0; 1], ïðè÷¼ì f (x) íå ðàâ-
Z1
a
íà òîæäåñòâåííî íóëþ. Äîêàçàòü, ÷òî ôóíêöèÿ F (a) = f (x)dx
x + a2
2
0
òåðïèò ðàçðûâ â òî÷êå a = 0.
5. Ìîæíî ëè ñîâåðøèòü ïðåäåëüíûé ïåðåõîä ïîä çíàêîì èíòåãðàëà,
Z1
x − xy22
âû÷èñëÿÿ lim e dx?
y→0 y2
0
6. Äîêàçàòü âîçìîæíîñòü ïðåäåëüíîãî ïåðåõîäà ïîä çíàêîì èíòåãðàëà
Z3 µ ¶ Zπ/2
xy 1 x2
â âûðàæåíèÿõ: à) lim arctg dx; á) lim sin dx.
y→o x+y y→+∞ x y
−1 0
7. Âû÷èñëèòü:
Z1 Z2 Z2
dx ln(x + |α|) y −x2 y
à) lim n
; á) lim 2 2
dx; â) lim e dx;
n→∞ 1 + (1 + x/n) n→∞ ln(x + α ) y→+∞ x+y
0 1 1
Z1 Z3 µ ¶
sin(xy) xy
ã) lim dx; ä) lim arctg dx.
y→0 (x + y)y + 1 y→0 x+y
0 −1
8. Ìîæíî ëè èçìåíèòü ïîðÿäîê èíòåãðèðîâàíèÿ â èíòåãðàëàõ:
Zπ/4 Z1 Z1 Z1
tg(xy) x−y
à) dy p dx; á) dy dx?
2 2
x +y +1 (x + y)3
−π/4 0 0 0
Z1
9. Ìîæíî ëè âû÷èñëèòü ïðîèçâîäíóþ ôóíêöèè F (a) = ln(x2 +a2 )dx
0
ïðè a = 0, äèôôåðåíöèðóÿ ïî ïàðàìåòðó ïîä çíàêîì èíòåãðàëà?
10. Èññëåäîâàòü âîçìîæíîñòü äèôôåðåíöèðîâàíèÿ ïî ïàðàìåòðó ïîä
Z1
1 dx
çíàêîì èíòåãðàëà â èíòåãðàëå F (y) = cos 2 · 2 .
x x + |x| + 2
−1
11. Íàéòè F 0 (y), åñëè:
Z3 Z3
cos(x3 y) dx
à) F (y) = dx; á) F (y) = ch(x2 y 4 ) · .
x x
1 2
12. Íàéòè F 0 (y), åñëè:
3. Èíòåãðàëû, çàâèñÿùèå îò ïàðàìåòðà 51
Z2y Zy2
sin(xy) 2
à) F (y) = dx; á) F (y) = ex y dx;
x
y 3y
Zyey Z
sin y
Z+∞ Z+∞ µ ¶
x2 − α 2 ln(1 + xα ) 1
æ) dx (α ∈ R); ç) p √ dx −∞ < α < .
(x2 + α2 )2 x+ x 2
1 0
19. Äîêàçàòü ðàâíîìåðíóþ ñõîäèìîñòü íà óêàçàííûõ ìíîæåñòâàõ ñëå-
äóþùèõ èíòåãðàëîâ:
Z+∞
ln x
à) √ cos(αx)dx (< α0 ≤ α < +∞);
x
2
Z+∞
α
á) sin(2x) sin dx (0 ≤ α ≤ 1);
x
0
Z+∞
ln2 x
â) sin(3x)dx (1 < α0 ≤ α < +∞);
(x − 1)2
2
Z+∞
sin(αx5 )
ã) dx (0 < α0 ≤ α < +∞);
x
0
Z+∞ Z+∞
sin(x2 )
ä) cos(αx2 )dx (1 ≤ α < +∞); å) dx (0 ≤ α < +∞);
1 + xα
0 1
Z+∞ Z+∞
sin(α2 x) sin(ex )
æ) √ arctg(αx)dx (|α| ≥ 1); ç) dx (0 ≤ α < +∞).
3
x2 1 + xα
1 0
20. Èññëåäîâàòü íà ðàâíîìåðíóþ ñõîäèìîñòü íà óêàçàííûõ ìíîæå-
ñòâàõ ñëåäóþùèå èíòåãðàëû:
Z+∞ Z+∞
dx ln(ex − x)
à) (1 < α < +∞); á) dx (2 < α < +∞);
1 + xα xα
0 0
Z+∞
sin x y
â) · arctg(xy)dx (0 < y < +∞);
x y+1
1
Z+∞ Z+∞
dx arctgx
ã) (0 ≤ α < +∞); ä) dx (1 < y < +∞);
(x − a)α + 1 yxy
0 1
Z
+∞ Z1
x 1
å) cos(x2 + y)dx (y > 0); æ) y cos dx (|y| < +∞);
x+y x2
1 0
Z1 Z1
1 dx
ç) xy−1 ln(1 − x)dx (y > 0); è) sin · (0 < α < 2).
x xα
0 0
Z+∞
21. Ïóñòü f (x)dx ñõîäèòñÿ (a ≥ 0). Äîêàçàòü, ÷òî íà [0; +∞) ðàâ-
a
3. Èíòåãðàëû, çàâèñÿùèå îò ïàðàìåòðà 53
Z+∞ Z+∞
−αx 2
íîìåðíî ñõîäÿòñÿ èíòåãðàëû: à) e f (x)dx; á) e−αx f (x)dx.
a a
Z+∞
22. Ïóñòü f (x)dx ñõîäèòñÿ àáñîëþòíî. Äîêàçàòü, ÷òî ïðè |y| < +∞
a
Z+∞
ðàâíîìåðíî è àáñîëþòíî ñõîäÿòñÿ èíòåãðàëû: à) f (x) sin(x2 + y 2 )dx;
a
Z+∞
á) f (x) arctg(xy)dx.
a
23. Ïóñòü f : [a; +∞) → R (a ≥ 0), èíòåãðèðóåìà íà [a; A] äëÿ ëþáîãî
Z+∞ Z+∞
A(> a) è f (x)dx ñõîäèòñÿ. Òîãäà f (xy)dx ñõîäèòñÿ ðàâíîìåðíî íà
a a
[y0 ; +∞) (y0 > 0). Äîêàçàòü.
Z1
dx
24. Èññëåäîâàòü ôóíêöèþ F (y) = íà íåïðåðûâ-
xπ/4 (x2 + y 2 + 1)
0
íîñòü.
25. Ïðîâåðèòü íåïðåðûâíîñòü íà óêàçàííûõ ìíîæåñòâàõ ñëåäóþùèõ
ôóíêöèé:
Z+∞ Z+∞
−(x−a)2 cos(ax)
à) F (a) = e dx (a ∈ R); á) F (a) = dx (a ∈ R);
1 + x2
−∞ 0
Z+∞
â) F (a) = sin(αx2 )dx (α ∈ (0; +∞));
0
Z1
sin(a/x)
ã) F (a) = dx (a ∈ (0; 1));
xa
0
Z+∞ 2
e−(x+a)
ä) F (a) = √ √ dx (a ∈ [1; 2]);
x+ a+1
0
Z1
ln(ax)
å) F (a) = √ dx (a ∈ [1; +∞));
x+a
0
Zπ Zπ
sin xdx dx
æ) F (a) = (a ∈ (0; 2)); ç) F (a) = (a ∈ [0; 1));
xa (π − x)a sina x
0 0
Z+∞ Z+∞
xdx e−x dx
è) F (a) = (a ∈ (2; +∞)); ê) F (a) = (a ∈ (0; 1)).
2 + xa |sin x|a
0 0
54 Îãëàâëåíèå
Z+∞ 2 2
e−ax − e−bx
36. Âû÷èñëèòü èíòåãðàëû: à) dx (a, b > 0);
x2
0
Z+∞ Z+∞
2 2
á) e−(ax +bx+c) dx (a > 0); â) e−ax ch(bx)dx (a > 0);
−∞ 0
Z+∞ Z+∞
2 sh(bx) 2
ã) e−ax dx (a > 0); ä) e−ax cos(bx)dx (a > 0);
x
0 0
Z+∞ Z+∞
−ax2 sin(bx)
¡ −α/x2 2¢
å) e dx (a > 0); æ) e − e−β/x dx (α, β > 0).
x
0 0
Z+∞
cos(ax) − cos(bx)
37. Âû÷èñëèòü èíòåãðàëû: à) dx;
x2
0
Z+∞ 2 2 Z+∞
cos (ax) − cos (bx) cos(ax) + cos(bx) − 2
á) dx; â) dx;
x x2
0 0
Z+∞ Z+∞
2 sin(ax) − sin(2ax) sin(ax) sin(bx)
ã) dx; ä) dx;
x3 x2
0 0
Z+∞ Z+∞
sin4 (ax) − sin4 (bx) sin4 (ax)
å) dx; æ) dx;
x x4
0 0
Z+∞ Z+∞ Z+∞
sin(x3 ) sin5 x x − sin x
ç) dx; è) dx; ê) dx;
x x x3
0 0 0
Z+∞ Z+∞
sin x − x cos x sin(ax) −bx
ë) dx; ì) e dx (b > 0);
x3 x
0 0
Z+∞ Z+∞ −ax
dx e − e−bx
í) e−ax sin2 (bx) (a > 0); î) cos xdx (a, b > 0);
x x
0 0
Z+∞
1 − cos(ax) −bx
ï) e dx (b > 0).
x
0
Z+∞
sin2 (ax)
38. Âû÷èñëèòü èíòåãðàëû: à) dx;
1 + x2
0
Z+∞ Z+∞
cos(px) sin2 (ax)
á) 2
dx (a > 0, ac − b2 > 0); â) dx.
ax + bx + c x2 (1 + x2 )
−∞ 0
Z+∞ Z+∞
q dx
39. Âû÷èñëèòü èíòåãðàëû: à) xp e−x dx; á) (ln x)p 2 ;
x
0 1
56 Îãëàâëåíèå
Z1 µ ¶5 Z+∞ Z2
3 1 −ex p dx
â) x ln dx; ã) e e xdx; ä) p ;
x 3 2
x (2 − x)
0 −∞ 0
Z2 Z1 Z+∞
dx xdx xp−1 dx
å) p ; æ) p ; ç) ;
4
(2 − x)(1 + x)3 (2 − x) 3 x2 (1 − x) 1 + xq
−1 0 0
Zπ Z1 µ ¶p µ ¶
sinp x 1 1
è) dx; ê) ln ln ln dx;
1 + cos x x x
0 0
Z+∞ Z+∞
ln xdx ln2 x
ë) ; ì) dx.
x2 + a2 1 + x4
0 0 ZZ
cos(xy)
40. Äîêàçàòü ñõîäèìîñòü èíòåãðàëà dxdy , ãäå
x+y
K
K = {(x, y) : 0 ≤ x ≤ 1; 0 ≤ y ≤ 1}. ZZ
dxdy
41. Èññëåäîâàòü íà ñõîäèìîñòü èíòåãðàë , ãäå:
|x|p + |y|p
E
à) E = {(x, y) : |x| + |y| ≥ 1}; á) E = {(x, y) :Z Z|x| + |y| ≤ 1} (p > 0).
dxdy
42. Èññëåäîâàòü íà ñõîäèìîñòü èíòåãðàë , ãäå:
|x|p + |y|q
E
à) E = {(x, y) : |x| + |y| ≥ 1}; á) Z
EZ= {(x, y) : |x| + |y| ≤ 1} (p, q > 0).
43. Óáåäèòüñÿ, ÷òî èíòåãðàë sin(x2 + y 2 )dxdy ðàñõîäèòñÿ, ïðîâå-
R2
ðèâ, ÷òî: ZZ
à) lim sin(x2 + y 2 )dxdy = π ;
n→+∞
|x|≤n
ZZ
á) lim sin(x2 + y 2 )dxdy = 0.
n→+∞
x2 +y 2 ≤2πn
ZZ
x2 − y 2
44. Ïîêàçàòü, ÷òî dxdy , ãäå K = {(x, y) : x ≥ 1, y ≥ 1},
(x2 + y 2 )2
K
Z+∞ Z+∞ 2
x − y2
ðàñõîäèòñÿ, â òî âðåìÿ êàê ïîâòîðíûå èíòåãðàëû dy dx,
(x2 + y 2 )2
1 1
Z+∞ Z+∞ 2
x − y2
dx dy îáà ñõîäÿòñÿ.
(x2 + y 2 )2
1 1
45.ZÂû÷èñëèòü
Z èíòåãðàëû:
dxdy
à) p , E = {(x, y) : x2 + y 2 < 1};
1 − x2 − y 2
ZEZ
dxdy
á) , E = {(x, y) : y ≥ x2 + 1};
x4 + y 2
E
3. Èíòåãðàëû, çàâèñÿùèå îò ïàðàìåòðà 57
ZZ ½ ¾
dxdy x2 y 2
â) q , E = (x, y) : x ≥ 0, y ≥ 0, 2 + 2 < 1 ;
2
1 − xa2 − yb2
2 a b
E
ZZZ
dxdydz
ã) , K = {(x, y, z); 0 ≤ x ≤ 1, 0 ≤ y ≤ 1, 0 ≤ z ≤ 1}.
xp y q z r
K
58 Îãëàâëåíèå
gamma_f.eps
59
60 Ëèòåðàòóðà
[12] È.È. Ëÿøêî, À.Ê. Áîÿð÷óê, ß.Ã. Ãàé, À.Ô. Êàëàéäà, Ìàòåìàòè÷å-
ñêèé àíàëèç. ×àñòè I,II, Êèåâ:Âèùà øêîëà, 1983, 1985.
61
62 Ïðåäìåòíûé óêàçàòåëü