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2023-03-28 21:54 作者:偏谬Lyx  | 我要投稿

本文介绍费曼积分法,即“在积分号下求导”。

Leibniz 公式

假设有如下形式的积分,

I(t)%3D%5Cint_%7Ba(t)%7D%5E%7Bb(t)%7Df(x%2Ct)%5C%2C%5Cmathrm%7Bd%7Dx

其中 t 为参数。由导数的定义可得,

%5Cfrac%7B%5Cmathrm%7Bd%7DI%7D%7B%5Cmathrm%7Bd%7Dt%7D%3D%5Clim_%7B%5CDelta%7Bt%7D%5Cto0%7D%5Cfrac%7BI(t%2B%5CDelta%7Bt%7D)-I(t)%7D%7B%5CDelta%7Bt%7D%7D

对于I(t%2B%5CDelta%7Bt%7D),其积分上下限为,

%5Cint_%7Ba(t%2B%5CDelta%7Bt%7D)%7D%5E%7Bb(t%2B%5CDelta%7Bt%7D)%7D%3D%5Cint_%7Ba%2B%5CDelta%7Ba%7D%7D%5E%7Bb%2B%5CDelta%7Bb%7D%7D%3D%5Cint_%7Ba%2B%5CDelta%7Ba%7D%7D%5Ea%2B%5Cint_a%5Eb%2B%5Cint_b%5E%7Bb%2B%5CDelta%7Bb%7D%7D

故函数增量为,

%5Cbegin%7Bsplit%7D%0AI(t%2B%5CDelta%7Bt%7D)-I(t)%3D%26%5C%2C%5Cint_a%5Eb%5Cleft%5Bf(x%2Ct%2B%5CDelta%7Bt%7D)-f(x%2Ct)%5Cright%5D%5Cmathrm%7Bd%7Dx%5C%5C%0A%26%5C%2C%2B%5Cint_b%5E%7Bb%2B%5CDelta%7Bb%7D%7Df(x%2Ct%2B%5CDelta%7Bt%7D)%5C%2C%5Cmathrm%7Bd%7Dx%5C%5C%0A%26%5C%2C-%5Cint_a%5E%7Ba%2B%5CDelta%7Ba%7D%7Df(x%2Ct%2B%5CDelta%7Bt%7D)%5C%2C%5Cmathrm%7Bd%7Dx%0A%5Cend%7Bsplit%7D

对于后两项,当%5CDelta%7Bt%7D%5Cto0时,%5CDelta%7Ba%7D%2C%5CDelta%7Bb%7D%5Cto0,于是有,

%5Cbegin%7Balign%7D%0A%26%5Clim_%7B%5CDelta%7Bt%7D%5Cto0%7D%5Cint_b%5E%7Bb%2B%5CDelta%7Bb%7D%7Df(x%2Ct%2B%5CDelta%7Bt%7D)%5C%2C%5Cmathrm%7Bd%7Dx%3Df(b%2Ct)%5CDelta%7Bb%7D%5C%5C%0A%26%5Clim_%7B%5CDelta%7Bt%7D%5Cto0%7D%5Cint_a%5E%7Ba%2B%5CDelta%7Ba%7D%7Df(x%2Ct%2B%5CDelta%7Bt%7D)%5C%2C%5Cmathrm%7Bd%7Dx%3Df(a%2Ct)%5CDelta%7Ba%7D%0A%5Cend%7Balign%7D

代回导数定义式可得,

%5Cfrac%7B%5Cmathrm%7Bd%7DI%7D%7B%5Cmathrm%7Bd%7Dt%7D%3D%5Cint_a%5Eb%5Cfrac%7B%5Cpartial%7Bf(x%2Ct)%7D%7D%7B%5Cpartial%7Bt%7D%7D%5C%2C%5Cmathrm%7Bd%7Dx%2Bf(b%2Ct)%5Cfrac%7B%5Cmathrm%7Bd%7Db%7D%7B%5Cmathrm%7Bd%7Dt%7D-f(a%2Ct)%5Cfrac%7B%5Cmathrm%7Bd%7Da%7D%7B%5Cmathrm%7Bd%7Dt%7D

此即 Leibniz 公式。

Dirichlet 积分

计算积分,

g(t)%3D%5Cint_0%5E%5Cinfty%5Cmathrm%7Be%7D%5E%7B-xt%7D%5Cfrac%7B%5Csin(ax)%7D%7Bx%7D%5C%2C%5Cmathrm%7Bd%7Dx%2C%5Cquad(t%3E0)

求导可得,

%5Cbegin%7Bsplit%7D%0A%5Cfrac%7B%5Cmathrm%7Bd%7Dg%7D%7B%5Cmathrm%7Bd%7Dt%7D%26%3D%5Cint_0%5E%5Cinfty-x%5C%2C%5Cmathrm%7Be%7D%5E%7B-xt%7D%5Cfrac%7B%5Csin(ax)%7D%7Bx%7D%5C%2C%5Cmathrm%7Bd%7Dx%5C%5C%0A%26%3D-%5Cint_0%5E%5Cinfty%5Cmathrm%7Be%7D%5E%7B-xt%7D%5Csin(ax)%5C%2C%5Cmathrm%7Bd%7Dx%0A%5Cend%7Bsplit%7D

利用 Euler 公式 %5Cmathrm%7Be%7D%5E%7B%5Cmathrm%7Bi%7Dax%7D%3D%5Ccos(ax)%2B%5Cmathrm%7Bi%7D%5Csin(ax),可得

%5Csin(ax)%3D%5Cfrac%7B1%7D%7B2%5Cmathrm%7Bi%7D%7D%5Cleft(%5Cmathrm%7Be%7D%5E%7B%5Cmathrm%7Bi%7Dax%7D-%5Cmathrm%7Be%7D%5E%7B-%5Cmathrm%7Bi%7Dax%7D%5Cright)

于是积分化为,

%5Cbegin%7Bsplit%7D%0A%5Cfrac%7B%5Cmathrm%7Bd%7Dg%7D%7B%5Cmathrm%7Bd%7Dt%7D%0A%26%3D-%5Cfrac%7B1%7D%7B2%5Cmathrm%7Bi%7D%7D%5Cint_0%5E%5Cinfty%5Cleft%5B%5Cmathrm%7Be%7D%5E%7B(%5Cmathrm%7Bi%7Da-t)x%7D-%5Cmathrm%7Be%7D%5E%7B-(%5Cmathrm%7Bi%7Da%2Bt)x%7D%5Cright%5D%5Cmathrm%7Bd%7Dx%5C%5C%0A%26%3D-%5Cfrac%7B1%7D%7B2%5Cmathrm%7Bi%7D%7D%5Cleft%5B%5Cfrac%7B%5Cmathrm%7Be%7D%5E%7B(%5Cmathrm%7Bi%7Da-t)x%7D%7D%7B%5Cmathrm%7Bi%7Da-t%7D%2B%5Cfrac%7B%5Cmathrm%7Be%7D%5E%7B-(%5Cmathrm%7Bi%7Da%2Bt)x%7D%7D%7B%5Cmathrm%7Bi%7Da%2Bt%7D%5Cright%5D_%7Bx%3D0%7D%5E%7Bx%3D%5Cinfty%7D%5C%5C%0A%26%3D%5Cfrac%7B1%7D%7B2%5Cmathrm%7Bi%7D%7D%5Cleft(%5Cfrac%7B1%7D%7B%5Cmathrm%7Bi%7Da-t%7D%2B%5Cfrac%7B1%7D%7B%5Cmathrm%7Bi%7Da%2Bt%7D%5Cright)%5C%5C%0A%26%3D-%5Cfrac%7Ba%7D%7Bt%5E2%2Ba%5E2%7D%0A%5Cend%7Bsplit%7D

积分可得,

g(t)%3DC-%5Carctan%5Cleft(%5Cfrac%7Bt%7D%7Ba%7D%5Cright)

对于原积分表达式,有g(%5Cinfty)%3D0,即

C%3D%5Carctan(%5Cpm%5Cinfty)%3D%5Cpm%5Cfrac%7B%5Cpi%7D%7B2%7D

其中正负号的选择由 a 的正负决定。于是当 a%5Cneq0 时,积分结果为,

%5Cint_0%5E%5Cinfty%5Cmathrm%7Be%7D%5E%7B-xt%7D%5Cfrac%7B%5Csin(ax)%7D%7Bx%7D%5C%2C%5Cmathrm%7Bd%7Dx%3D%5Cfrac%7B%5Cpi%7D%7B2%7D%5Cfrac%7Ba%7D%7B%7Ca%7C%7D-%5Carctan%5Cleft(%5Cfrac%7Bt%7D%7Ba%7D%5Cright)

而当 a%3D0 时,被积函数恒为零,积分结果显然为零。

t%3D0 时,

%5Cint_0%5E%5Cinfty%5Cfrac%7B%5Csin(ax)%7D%7Bx%7D%5C%2C%5Cmathrm%7Bd%7Dx%3D%5Cbegin%7Bcases%7D%0A%2B%5Cpi%2F2%2C%26(a%3E0)%5C%5C%0A0%2C%26(a%3D0)%5C%5C%0A-%5Cpi%2F2%2C%26(a%3C0)%0A%5Cend%7Bcases%7D

Frullani 积分

计算积分,

I(a%2Cb)%3D%5Cint_0%5E%5Cinfty%5Cfrac%7Bf(ax)-f(bx)%7D%7Bx%7D%5C%2C%5Cmathrm%7Bd%7Dx%2C%5Cquad(a%2Cb%3E0)

显然,当 a%3Db 时,I%3D0

 a 求导,

%5Cbegin%7Bsplit%7D%0A%5Cfrac%7B%5Cpartial%7BI%7D%7D%7B%5Cpartial%7Ba%7D%7D%26%3D%5Cint_0%5E%7B%5Cinfty%7Df'(ax)%5C%2C%5Cmathrm%7Bd%7Dx%5C%5C%0A%26%3D%5Cfrac1a%5Cleft%5Bf(%5Cinfty)-f(0)%5Cright%5D%0A%5Cend%7Bsplit%7D

 a 积分可得,

I(a%2Cb)%3D%5Cleft%5Bf(%5Cinfty)-f(0)%5Cright%5D%5Cln%7Ba%7D%2BC(b)

其中 C(b)  b 的任意函数。由于该函数具有任意性,所以可以写成更方便的形式,

C(b)%5Cto%5Cleft%5Bf(%5Cinfty)-f(0)%5Cright%5D%5Cln%7BC(b)%7D

于是积分化为,

I(a%2Cb)%3D%5Cleft%5Bf(%5Cinfty)-f(0)%5Cright%5D%5Cln%5Cleft%5Ba%7B%5Ccdot%7DC(b)%5Cright%5D

由于 I(b%2Cb)%3D0,可知 b%7B%5Ccdot%7DC(b)%3D1,即 C(b)%3D%5Cfrac1b%E3%80%82代回原式可得,

%5Cint_0%5E%5Cinfty%5Cfrac%7Bf(ax)-f(bx)%7D%7Bx%7D%5C%2C%5Cmathrm%7Bd%7Dx%3D%5Cleft%5Bf(%5Cinfty)-f(0)%5Cright%5D%5Cln%5Cleft(%5Cfrac%7Ba%7D%7Bb%7D%5Cright)

  1.  f(x)%3D%5Carctan%7Bx%7D

    %5Cint_0%5E%5Cinfty%5Cfrac%7B%5Carctan(ax)-%5Carctan(bx)%7D%7Bx%7D%5C%2C%5Cmathrm%7Bd%7Dx%3D%5Cfrac%7B%5Cpi%7D%7B2%7D%5Cln%5Cleft(%5Cfrac%7Ba%7D%7Bb%7D%5Cright)

  2. f(x)%3D%5Cmathrm%7Be%7D%5E%7B-x%7D

    %5Cint_0%5E%5Cinfty%5Cfrac%7B%5Cmathrm%7Be%7D%5E%7B-ax%7D-%5Cmathrm%7Be%7D%5E%7B-bx%7D%7D%7Bx%7D%5C%2C%5Cmathrm%7Bd%7Dx%3D-%5Cln%5Cleft(%5Cfrac%7Ba%7D%7Bb%7D%5Cright)

Dini 积分

计算积分,

I(%5Calpha)%3D%5Cint_0%5E%5Cpi%5Cln%5Cleft(1-2%5Calpha%5Ccos%7Bx%7D%2B%5Calpha%5E2%5Cright)%5Cmathrm%7Bd%7Dx

对 %5Calpha 求导,

%5Cbegin%7Bsplit%7D%0A%5Cfrac%7B%5Cmathrm%7Bd%7DI%7D%7B%5Cmathrm%7Bd%7D%5Calpha%7D%26%3D%5Cint_0%5E%5Cpi%5Cfrac%7B2%5Calpha-2%5Ccos%7Bx%7D%7D%7B1-2%5Calpha%5Ccos%7Bx%7D%2B%5Calpha%5E2%7D%5C%2C%5Cmathrm%7Bd%7Dx%5C%5C%0A%26%3D%5Cfrac1%5Calpha%5Cint_0%5E%5Cpi%5Cleft(1-%5Cfrac%7B1-%5Calpha%5E2%7D%7B1-2%5Calpha%5Ccos%7Bx%7D%2B%5Calpha%5E2%7D%5Cright)%5Cmathrm%7Bd%7Dx%5C%5C%0A%26%3D%5Cfrac%7B%5Cpi%7D%7B%5Calpha%7D-%5Cfrac1%5Calpha%5Cint_0%5E%5Cpi%5Cfrac%7B1-%5Calpha%5E2%7D%7B1-2%5Calpha%5Ccos%7Bx%7D%2B%5Calpha%5E2%7D%5C%2C%5Cmathrm%7Bd%7Dx%0A%5Cend%7Bsplit%7D

 z%3D%5Ctan%5Cleft(%5Cfrac%7Bx%7D%7B2%7D%5Cright),使得,

%5Ccos%7Bx%7D%3D%5Cfrac%7B1-z%5E2%7D%7B1%2Bz%5E2%7D

%5Cmathrm%7Bd%7Dz%3D%5Cfrac12%5Csec%5E2%5Cleft(%5Cfrac%7Bx%7D%7B2%7D%5Cright)%5Cmathrm%7Bd%7Dx%3D%5Cfrac%7B1%2Bz%5E2%7D%7B2%7D%5C%2C%5Cmathrm%7Bd%7Dx

代回原式,积分变形为,

%5Cfrac%7B%5Cmathrm%7Bd%7DI%7D%7B%5Cmathrm%7Bd%7D%5Calpha%7D%3D%5Cfrac%7B%5Cpi%7D%7B%5Calpha%7D-%5Cfrac%7B2%5Cbeta%7D%7B%5Calpha%7D%5Cint_0%5E%5Cinfty%5Cfrac%7B%5Cmathrm%7Bd%7Dz%7D%7Bz%5E2%2B%5Cbeta%5E2%7D%2C%5Cquad%5Cleft(%5Cbeta%3D%5Cfrac%7B1-%5Calpha%7D%7B1%2B%5Calpha%7D%5Cright)

利用积分公式,

%5Cfrac%7B%5Cmathrm%7Bd%7DI%7D%7B%5Cmathrm%7Bd%7D%5Calpha%7D%3D%5Cfrac%7B%5Cpi%7D%7B%5Calpha%7D-%5Cfrac%7B2%7D%7B%5Calpha%7D%5Carctan%5Cleft(%5Cfrac%7Bz%7D%7B%5Cbeta%7D%5Cright)%5CBigg%7C_0%5E%5Cinfty

 %5Calpha%3E1 时,%5Cbeta%3C0

%5Cfrac%7B%5Cmathrm%7Bd%7DI%7D%7B%5Cmathrm%7Bd%7D%5Calpha%7D%3D%5Cfrac%7B%5Cpi%7D%7B%5Calpha%7D-%5Cfrac%7B2%7D%7B%5Calpha%7D%5Carctan(-%5Cinfty)%3D%5Cfrac%7B2%5Cpi%7D%7B%5Calpha%7D

 0%5Cle%5Calpha%3C1 时,%5Cbeta%3E0

%5Cfrac%7B%5Cmathrm%7Bd%7DI%7D%7B%5Cmathrm%7Bd%7D%5Calpha%7D%3D%5Cfrac%7B%5Cpi%7D%7B%5Calpha%7D-%5Cfrac%7B2%7D%7B%5Calpha%7D%5Carctan(%5Cinfty)%3D0

由于

I(0)%3D%5Cint_0%5E%5Cpi%5Cln(1)%5C%2C%5Cmathrm%7Bd%7D%5Calpha%3D0

所以,

I(%5Calpha)%3D0%2C%5Cquad%5Cleft(0%5Cle%5Calpha%3C1%5Cright)

对于 %5Calpha%3E1,有

%5Cbegin%7Bsplit%7D%0A0%3DI%5Cleft(%5Cfrac1%5Calpha%5Cright)%26%3D%5Cint_0%5E%5Cpi%5Cln%5Cleft(1-%5Cfrac2%5Calpha%5Ccos%7Bx%7D%2B%5Cfrac%7B1%7D%7B%5Calpha%5E2%7D%5Cright)%5Cmathrm%7Bd%7Dx%5C%5C%0A%26%3D%5Cint_0%5E%5Cpi%5Cln%5Cleft(%5Cfrac%7B%5Calpha%5E2-2%5Calpha%5Ccos%7Bx%7D%2B1%7D%7B%5Calpha%5E2%7D%5Cright)%5Cmathrm%7Bd%7Dx%5C%5C%0A%26%3DI(%5Calpha)-%5Cint_0%5E%5Cpi%5Cln%5Calpha%5E2%5C%2C%5Cmathrm%7Bd%7Dx%5C%5C%0A%26%3DI(%5Calpha)-2%5Cpi%5Cln%5Calpha%0A%5Cend%7Bsplit%7D

积分结果为,

%5Cint_0%5E%5Cpi%5Cln%5Cleft(1-2%5Calpha%5Ccos%7Bx%7D%2B%5Calpha%5E2%5Cright)%5Cmathrm%7Bd%7Dx%3D%5Cbegin%7Bcases%7D%0A0%2C%260%5Cle%5Calpha%3C1%5C%5C%0A2%5Cpi%5Cln%5Calpha%2C%26%5Calpha%3E1%0A%5Cend%7Bcases%7D


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