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5.积分

我们利用矩形近似区域并添加矩形的个数来计算面积,面积的精确值是这些矩形面积和的极限

1.面积与距离

面积问题

假设 \(f\in C[a,b]\)\(\forall x\in[a,b],f(x)\ge0\),记 \(y=f(x),x=a,x=b,y=0\) 所围成的区域 S 面积为 A

\(\exists n\in\mathbb Z^+\),使 S 按 x 进行划分为 n 个等宽子区域,那么 S 的近似可以为:

  1. \(L_n=\sum\limits_{i=1}^n\frac{b-a}nf\left(a+\frac{b-a}n(i-1)\right)\)(子区域的高取左侧高)
  2. \(R_n=\sum\limits_{i=1}^n\frac{b-a}nf\left(a+\frac{b-a}ni\right)\)(子区域的高取右侧高)

\(x_i=a+\frac{b-a}ni,\Delta x=x_i-x_{i-1}=\frac{b-a}n\),有 \(L_n=\sum\limits_{i=0}^{n-1}\Delta xf(x_i),R_n=\sum\limits_{i=1}^n\Delta xf(x_i)\)

\(n\to0\) 时,有 \(L_n\to A,R_n\to A\),即 \(\lim\limits_{n\to+∞}L_n=A\)\(\lim\limits_{n\to+∞}R_n=A\)

面积和的定义

在连续函数 f 曲线下的区域 S 的面积 A 定义为近似矩形的面积和的极限:

(a) 高取右端点:\(A = \lim\limits_{n\to +∞}R_n = \lim\limits_{n\to +∞}\sum\limits_{i=1}^n \Delta x \cdot f(x_i)\)

(b) 或者每个区域的高取左端点:\(A = \lim\limits_{n\to +∞}L_n = \lim\limits_{n\to +∞}\sum\limits_{i=0}^{n-1} \Delta x \cdot f(x_i)\)

(c) 又或者每个区域的高取样本点:\(A = \lim\limits_{n\to +∞}\sum\limits_{i=1}^{n} \Delta x \cdot f(x_i^*)\)

距离问题

同理

2.定积分

应用:计算面积,计算物体移动距离;曲线长度,立体体积,质心坐标(第 6 章 或 第 8 章)

(黎曼)定积分定义

假设 \(f\in C[a,b]\),将区间 \([a,b]\) 分成 \(\exists n\in\mathbb Z^+\) 个等长度的自区间,

\(\forall i=0..n,x_i=a+\frac{b-a}ni\) 为子区间的分界点,记区间长度为 \(x_i=a+\frac{b-a}ni,\Delta x=x_i-x_{i-1}=\frac{b-a}n\)

定义 f 在 a 到 b 的定积分为 \(\int_a^bf(x)~d_x=\lim\limits_{n\to+∞}\sum\limits_{i=1}^n\Delta xf(x_i^*)\)(其中 \(x_i^*\in[x_{i-1},x_i]\)

其中,\(f(x)\) 称为被积函数\(a,b\) 分别称为上极限,下极限

注:x 是中间变量,与定积分的值无关(类似于 \(\sum\) 中的 i)

严格定义:\(\forall\epsilon>0,\exists N>0\) 使得 \(\forall n>N,\left|\int_a^bf(x)d_x-\sum\limits_{i=1}^n\Delta xf(x_i^*)\right|<\epsilon\)

Tip

  • 若区间中存在有限多个 可去的 或 跳跃的 不连续点 时,定义的极限仍然存在
  • 积分就是求和的极限,因此莱布尼茨引进了符号 \(\int\),其原型是拉长的 S
  • 而 dx 没有自己的定义,换句话说 定积分不依赖于 x 的值,我们可以任意改变符号 x 而不改变积分的取值
  • \(\sum\limits_{i=1}^n \Delta x f(x^*_i)\) 称为 黎曼和
    • f 取正值时,黎曼和可以解释为近似矩形的面积和
    • f 同时取正、负值,定积分解释为 净面积 或 面积差: \(\int_a^b f(x) d_x = A_1 - A_2\) (\(A_1\) 为 x 轴上方 f 下方区域的面积,\(A_2\) 为 x 轴下方 f 上方区域的面积)
  • 定积分准确定义:对于 \(\epsilon>0\),存在实数 N 使得 \(|\int_a^b f(x) d_x - \sum\limits_{i=1}^n \Delta x f(x_i^*)| < \epsilon\),其中任意实数(?)n > N 和 在 \([x_{i-1}, x_i]\) 任意选取 \(x^*_i\) (这意味着定积分可以由黎曼和以任意精度近似)
  • 虽然我们将 [a, b] 到分割成等子区间来定义积分,而有时用不等子区间更有利于计算 (参见 p399)

求和公式

假设 \(n\in\mathbb Z\),那么:

  1. (1) \(\sum\limits_{i=1}^n i = \frac {n(n+1)}{2}\),(2) \(\sum\limits_{i=1}^n i^2 = \frac {n(n+1)(2n+1)}{6}\),(3) \(\sum\limits_{i=1}^n i^3=\left(\frac {n(n+1)}{2}\right)^2\)
  2. \(\sum\limits_{i=1}^n c\cdot a_i = c\sum\limits_{i=1}^n a_i\)\(\sum\limits_{i=1}^n (a_i + b_i) = \sum\limits_{i=1}^n a_i + \sum\limits_{i=1}^n b_i\)\(\sum\limits_{i=1}^n (a_i - b_i) = \sum\limits_{i=1}^n a_i - \sum\limits_{i=1}^n b_i\)
  3. \(\sum\limits_{i=0}^np^i=\begin{cases}\frac{p^{n+1}-1}{p-1}&p\ne1\\n+1&p=1\end{cases}\);蕴含 \(\forall a,b\in\mathbb Z\)\(\sum\limits_{i=a}^bp^i=\frac{p^{b+1}-p^a}{p-1}\)

(3) \((p-1)\sum\limits_{i=0}^np^i=\sum\limits_{i=1}^{n+1}p^i-\sum\limits_{i=0}^np^i=p^{n+1}-p^0=p^{n+1}-1\)

\(p\ne1\),那么 \(\sum\limits_{i=0}^np^i=\frac{p^{n+1}-1}{p-1}\)

\(\blacksquare\)

Note

  • wtf ? \(\displaystyle \sum\limits_{i=1}^n e^{1 + \frac {2i}n} = \frac {e^{(3n+2)/n} - e^{(n+2)/n}}{e^{2/n}-1}\) - 其实是裂项相消
  • 类似地,\(\sum\limits_{i=1}^n f_i => \sum\limits_{i=1}^n (g_i - g_{i-1}) = g_n - g_0\)
  • 更一般地,如果 \(\frac {f_{i+1}}{f_i} = c\) (c 为常数),那么 \(\displaystyle \sum\limits_{i=1}^n f_i = \frac {f_i (c-1)}{c-1} = \sum\limits_{i=1}^n \frac {f_{i+1} - f_i}{c-1} = \frac {f_{n+1} - f_1}{c-1}\)

Question

  • \(\displaystyle \lim\limits_{n\to +∞} \sum\limits_{i=1}^n \frac 1n\sqrt {1-\frac {i^2}{n^2}}\) 真的不可解吗?
  • 遇到 超越函数 或 无理函数 的积分 应该先拜两拜

中间值法则

样本点 \(x^*_i\) 取子区间的中间值时,记为 \(\overline {x_i}\),对应的黎曼和近似于原函数积分

\(\int_a^b f(x) d_x \approx \sum\limits_{i=1}^n \Delta x f(\overline {x_i})\)

其中 \(\Delta x = \frac {b-a}n\)\(\overline {x_i} = \frac {x_{i-1} + x_i}2\)

定积分的性质

假设 \(f,g\in C[a,b]\)\(c\in\mathbb R\),那么:

  1. 线性性质:(1) \(\int_a^bcf(x)dx=c\int_a^bf(x)dx\),(2) \(\int_a^b[f(x)+g(x)]dx=\int_a^bf(x)dx+\int_a^bg(x)dx\)
  2. (1) \(\int_a^b1d_x=b-a\),(2) \(\int_a^bf(x)d_x=-\int_b^af(x)d_x\)

积分比较性质

  1. \(\forall x\in[a,b],f(x)\ge0\),那么 \(\int_a^bf(x)d_x\ge0\)
  2. \(\forall x\in[a,b],f(x)\ge g(x)\),那么 \(\int_a^bf(x)d_x\ge\int_a^bg(x)d_x\)
  3. \(\forall x\in[a,b],f(x)\in[m,n]\),那么 \(\int_a^bf(x)d_x\in[m(b-a),M(b-a)]\)

练习

  1. 假设步长为 \(\Delta x\)\(\delta\),分别用左值,右值,中间值,几何平均值近似定积分 \(\int_2^{10}\sqrt{x^3+1}d_x\)
  2. 证明:\(2\le\int_{-1}^1\sqrt{1+x^2}d_x\le2\sqrt2\)
  3. 假设 f 在 \([a,b]\) 连续,证明:\(\left|\int_a^bf(x)d_x\right|\le\int_a^b|f(x)|d_x\)
  4. 使用几何平均值近似积分 \(\int_a^bx^{-2}d_x\),证明误差为 0

提示

(1) 步长为 \(\delta\) 时,区间划分数为 \(n=(10-2)/\delta\)

  1. 左值法:\(\int_2^{10}\sqrt{x^3+1}d_x\approx\delta\sum\limits_{i=0}^{n-1}\sqrt{(2+\delta i)^3+1}\)
  2. 右值法:\(\int_2^{10}\sqrt{x^3+1}d_x\approx\delta\sum\limits_{i=1}^n\sqrt{(2+\delta i)^3+1}\)
  3. 中间值法:\(\int_2^{10}\sqrt{x^3+1}d_x\approx\delta\sum\limits_{i=0}^{n-1}\sqrt{(2+\delta i+\delta/2)^3+1}\)

(2) 设 \(f(x)=\sqrt{1+x^2}\),那么 \(\forall x\in[-1,1]\)\(\max\{f(x)\}=f(1)=2\)\(\min\{f(x)\}=f(0)=1\)

根据[积分比较性质],\(2\le\int_{-1}^1\sqrt{1+x^2}d_x\le2\sqrt2\)

(4) 步长为 \(\delta\) 时,区间划分数为 \(n=(b-a)/\delta\)

于是 \(\delta\sum\limits_{i=0}^{n-1}\frac1{(\sqrt{(a+\delta i)(a+\delta(i+1))})^2}=\sum\limits_{i=0}^{n-1}\left(\frac1{a+\delta i}-\frac1{a+\delta(i+1)}\right)=\frac1a-\frac1{a+\delta n}=\frac1a-\frac1b\)

而根据[5.4]的方法 \(\int_a^bx^{-2}d_x=\frac1a-\frac1b\),于是用几何平均数近似该积分没有误差

3.积分基本定理

基本理论用如下等式定义函数

  • \(f(x) = \int_a^x f'(t) d_t\) \(\iff\) \(f^{(-1)}(x) = \int_a^x f(t) d_t\)
  • 其中 f 是 \([a,b]\) 上连续的函数,x 介于 a 和 b 之间
  • 特别地,定义 \(f(a) = 0\) 时, C = 0

微积分基本定理1 (FTC1)

假设 \(f\in C[a,b]\),那么构造函数 g 满足:

\(\forall x\in(a,b),g(x)=\int_a^xf(t) d_t\)

那么 \(g\in C[a,b],g\in C'(a,b)\),并且 \(g'(x)=f(x)\)(即 \(\left(\int_a^xf(t) d_t\right)'=f(x)\)

\(\exists x\ne x+h\in(a,b)\)

\(g(x+h)-g(x)=\int_a^{x+h}f(t)d_t-\int_a^xf(t)d_t=\int_a^xf(t)d_t+\int_x^{x+h}f(t)d_t-\int_a^xf(t)d_t=\int_x^{x+h}f(t)d_t\)

\(\frac{g(x+h)-g(x)}h=\frac{\int_x^{x+h}f(t)d_t}h\)

\(\forall t\in[x,x+h],\exists u,v\in[x,x+h]\) 使得 \(f(t)\in[f(u),f(v)]\),蕴含 \(f(u)h\le\int_x^{x+h}f(t)d_t\le f(v)h\)

\(h>0\),有 \(f(u)\le\frac{\int_x^{x+h}f(t)d_t}h\le f(v)\)

\(h\to0^+\)\(u\to x^+,v\to x^+\),进而 \(f(u)\to f(x),f(v)\to f(x)\),由[夹逼原理] \(\lim\limits_{h\to0^+}\frac{\int_x^{x+h}f(t)d_t}h=f(x)\)

\(h<0\),有 \(f(v)\le\frac{\int_x^{x+h}f(t)d_t}h\le f(u)\)

\(h\to0^-\)\(u\to x^-,v\to x^-\),进而 \(f(u)\to f(x),f(v)\to f(x)\),由[夹逼原理] \(\lim\limits_{h\to0^-}\frac{\int_x^{x+h}f(t)d_t}h=f(x)\)

综上,\(\lim\limits_{h\to0}\frac{\int_x^{x+h}f(t)d_t}h=f(x)\),即 \(\lim\limits_{h\to0}\frac{g(x+h)-g(x)}h=f(x)\),即 \(g'(x)=f(x)\)

\(\blacksquare\)

例子

  1. \(\left(\int_a^x\sqrt{1+t^2} d_t\right)'=\sqrt{1+x^2}\)
  2. \(\left(\int_1^{x^4}\sec t~d_t\right)'=\sec(x^4)\cdot(4x^3)=4x^3\sec(x^4)\)
  3. \(\left(\int_{x^3}^{x^4}f(t)~d_t\right)'=\left(\int_a^{x^4}f(t)~d_t-\int_a^{x^3}f(t)~d_t\right)'=f(x^4)\cdot(4x^3)-f(x^3)\cdot(3x^2)=4x^3f(x^4)-3x^2f(x^3)\)(其中 \(a\in D_f\)

微积分基本定理2 (FTC2)

\(f\in C[a,b]\),且 F 是 f 的原函数(即 \(F'=f\)

那么 \(\int_a^bf(x)d_x=F(b)-F(a)\),有时记为 \(\int_a^bf(x)d_x=F(x)\Big|_a^b\)\(\int_a^bf(x)d_x=\Big[F(x)\Big]_a^b\)

由 F 是 f 的原函数和[FCT1],蕴含 \(\exists c\in[a,b],F(x)=\int_c^xf(t)d_t\)

于是 \(F(b)-F(a)=\int_c^bf(t)d_t-\int_c^af(t)d_t=\int_b^af(t)d_t\)

\(\blacksquare\)

例子

  1. \(\int_1^3e^xd_x=e^x\Big]_1^3=e^3-e^1\)
  2. \(\int_3^6\frac{d_x}x=\Big[\ln x\Big]_3^6=\ln6-\ln3=\ln2\)(注意:有些地方会用 \(\int_3^6\frac{d_x}x\) 这类不太标准的记号)

Tip

  • \([a,b]\) 不连续时,\(\int_a^bf(x)d_x\) 不存在
  • [FTC1]将微分学中的原函数与积分学中的定积分函数挂钩
  • [FTC2]将实数与积分学中的定积分挂钩

两个互逆的过程:微分 & 积分

微积分基本定理: 假设 f 在 [a, b] 连续

  1. \(g(x) = \int_a^x f(t) d_t\),则 \(g'(x) = f(x)\) \(\iff\) \(\frac d{d_x} \int_a^x f(t) d_t = f(x)\)
  2. \(\int_a^b f(x) d_x = F(b) - F(a)\) \(\iff\) \(\int_a^b F'(x) d_x = F(b) - F(a)\)

这里 F 是 f 的任意一个原函数,即 F' = f (实际上 F 为 f 的 原函数族 或 原函数集合)


总结

  1. 微积分基本定理1(FTC1):若 \(f\in C[a,b]\),那么 \(\exists F\in C[a,b],F\in C'(a,b)\) 使得 \(\forall x\in(a,b),F(x)=\int_a^xf(t)d_t\),并且 \(F'(x)=f(x)\)
  2. 微积分基本定理2(FTC2):若 \(f\in C[a,b]\),且 F 是 f 的原函数(即 \(F'=f\)),那么 \(\int_a^bf(x)d_x=F(b)-F(a)\),有时记为 \(\int_a^bf(x)d_x=F(x)\Big|_a^b\)\(\int_a^bf(x)d_x=\Big[F(x)\Big]_a^b\)
  3. 积分中值定理(?):若 \(f\in C[a,b],F'=f\),那么 \(\exists c\in(a,b),F'(c)=\frac{F(b)-F(a)}{b-a}\)\(f(c)=\frac {\int_a^b f(x) d_x}{b-a}\)

练习

  1. 证明[积分中值定理]
  2. 假设 \(6+\int_a^x\frac{f(t)}{t^2}d_t=2\sqrt x\),计算 \(a,f(x)\)
  3. 假设 \(f(x)=\begin{cases}0&x<0\\x&0\le x\le1\\2-x&1<x\le 2\\0&x>2\end{cases}\),(1) 计算 \(g(x)=\int_0^xf(t)d_t\),(2) 分别计算 \(f,g\) 的可微区间
  4. 计算黎曼和的极限:(1) \(\lim\limits_{n\to+∞}\sum\limits_{i=1}^n\frac{i^3}{n^4}\),(2) \(\lim\limits_{n\to+∞}\frac1n\sum\limits_{i=1}^n\sqrt{\frac in}\)
  5. 计算 \(y=\int_0^x\frac1{1+t+t^2}d_t\) 的上凹区间
  6. 计算 \(\left(\int_{2x}^{3x}\frac{u^2-1}{u^2+1}d_u\right)'\)

提示

(1) \(f\in C[a,b]\) 蕴含 \(\exists F'=f,F\in C[a,b],F\in C'(a,b)\)(根据[FTC1])

由[4.2中值定理]有 \(\exists c\in(a,b),F'(c)=\frac{F(b)-F(a)}{b-a}\)

又由[FTC2]有 \(f(c)=\frac {\int_a^b f(x) d_x}{b-a}\)

(2) \(6+\int_a^x\frac{f(t)}{t^2}d_t=2\sqrt x\) 对 x 求导有 \(\frac{f(x)}{x^2}=2\cdot\frac1{2\sqrt x}\),于是 \(f(x)=x^{3/2}\)

原式子中令 \(x=a\),那么 \(6+\int_a^a\frac{f(t)}{t^2}d_t=2\sqrt a\),解得 \(a=9\)

(3.1)

\(x<0\),那么 \(\int_0^xf(t)d_t=\int_0^x0d_t=0\)

\(0\le x\le1\),那么 \(\int_0^xf(t)d_t=\int_0^xtd_t=\frac12x^2\)

\(1<x\le2\),那么 \(\int_0^xf(t)d_t=\int_0^1td_t+\int_1^x(2-t)d_t=\frac12+\left[2t-\frac12t^2\right]_1^x=2x-\frac12x^2-1\)

\(x>2\),那么 \(\int_0^xf(t)d_t=\int_0^1td_t+\int_1^2(2-t)d_t+\int_2^x0d_t=1\)

于是 \(g(x)=\int_0^xf(t)d_t=\begin{cases}0&x<0\\\frac12x^2&0\le x\le1\\2x-\frac12x^2-1&1<x\le 2\\1&x>2\end{cases}\)

(3.2) f 在 \(0,1,2\) 处不可微,而 f 在其他区间内都是初等函数,这些区间内 f 可微;于是 f 的可微区间为 \((-∞,0)\cup(0,1)\cup(1,2)\cup(2,+∞)\)

f 在 \(\mathbb R\) 上连续,蕴含 g 在 \(\mathbb R\) 上可微

(4.1) 法1:\(\lim\limits_{n\to+∞}\sum\limits_{i=1}^n\frac{i^3}{n^4}=\lim\limits_{n\to+∞}\frac{\left(\frac{n(n+1)}{2}\right)^2}{n^4}=\lim\limits_{n\to+∞}\frac{n^4+2n^3+n^2}{4n^4}=\lim\limits_{n\to+∞}(\frac14+\frac12n^{-1}+\frac14n^{-2})=\frac14\)

法2:\(\lim\limits_{n\to+∞}\sum\limits_{i=1}^n\frac{i^3}{n^4}=\lim\limits_{n\to+∞}\frac{1-0}n\sum\limits_{i=1}^n\left(0+\frac{i}{n}\right)^3=\int_0^1x^3d_x=\frac14\)

(4.2) \(\lim\limits_{n\to+∞}\frac1n\sum\limits_{i=1}^n\sqrt{\frac in}=\lim\limits_{n\to+∞}\frac{1-0}n\sum\limits_{i=1}^n\sqrt{0+\frac in}=\int_0^1\sqrt{x}d_x=\frac23\)

(5) \(y''=\left(\int_0^x\frac1{1+t+t^2}d_t\right)''=\left(\frac1{1+x+x^2}\right)'=-\frac{1+2x}{(1+x+x^2)^2}\)

\(y''>0\),解得 \(x<-1/2\),于是 \(y=\int_0^x\frac1{1+t+t^2}d_t\) 的上凹区间为 \((-∞,-1/2)\)

(6) \(\exists a\in D_f,\left(\int_{2x}^{3x}\frac{u^2-1}{u^2+1}d_u\right)'=\left(\int_{2x}^a\frac{u^2-1}{u^2+1}d_u+\int_a^{3x}\frac{u^2-1}{u^2+1}d_u\right)'=\left(-\int_a^{2x}\frac{u^2-1}{u^2+1}d_u+\int_a^{3x}\frac{u^2-1}{u^2+1}d_u\right)'\)

\(=3\frac{(3x)^2-1}{(3x)^2+1}-2\frac{(2x)^2-1}{(2x)^2+1}\)

4.不定积分 & 牛顿-莱布尼茨公式

不定积分

\(\int f(x) d_x = F(x)\)\(F'(x) = f(x)\)

Note

  • 定积分 是一个确定的值,而 不定积分 是一族函数

不定积分表

1 2 3
\(\int c \cdot f(x) d_x = c\cdot \int f(x) d_x\) \(\int [f(x) + g(x)] d_x = \int f(x) d_x + \int g(x) d_x\) \(\int k d_x = k\cdot x + C\)
\(\int x^n d_x = \frac {x^{n+1}}{n+1} + C (n\ne -1)\) \(\int \frac 1x d_x = \ln {\mid x \mid} + C\)
\(\int e^x d_x = e^x + C\) \(\int a^x d_x = \frac {a^x}{\ln a} + C\)
\(\int \sin x d_x = -\cos x + C\) \(\int \cos x d_x = \sin x + C\)
\(\int \csc^2x d_x = -\cot x + C\) \(\int \sec^2x d_x = \tan x + C\)
\(\int \csc x\cot x d_x = -\csc x + C\) \(\int \sec x\tan x d_x = \sec x + C\)
\(\int \tan x d_x = \ln {\mid \sec x \mid} + C\) \(\int \cot x d_x = -\ln {\mid \csc x \mid} + C\)
\(\int \sinh x d_x = \cosh x + C\) \(\int \cosh x d_x = \sinh x + C\)
\(\displaystyle \int \frac 1{x^2+1} d_x = \tan^{-1}x + C\) \(\displaystyle \int \frac 1{\sqrt {1 - x^2}} d_x = \sin^{-1}x + C\)
\(\displaystyle \int \frac 1{x^2+a^2} d_x = \frac 1a \tan^{-1}{(\frac xa)} + C\) \(\displaystyle \int \frac 1{\sqrt {a^2 - x^2}} d_x = \sin^{-1}{(\frac xa)} + C\)
\(\displaystyle \int \frac 1{x^2-a^2}~d_x = \frac 1{2a}\ln {\mid \frac {x-a}{x+a} \mid }\) \(\displaystyle \int \frac 1{\sqrt {x^2±a^2}} = \ln {\mid x + \sqrt {x^2 ± a^2} \mid}\)
etc..

自然对数相关积分

\(\int \frac {f'(x)}{f(x)} d_x = \ln \mid f(x) \mid\)
\(\int \tan x d_x = -\ln {\mid \cos x \mid} = \ln {\mid \sec x \mid}\) \(\int \cot x d_x = \ln {\mid \sin x \mid} = -\ln {\mid \csc x \mid}\)

Tip

净增定理

净增长 等于 变化率的增长

\(F(b) - F(a) = \int_a^b F'(x) d_x\)

也即 \(F(b) - F(a) = \int_a^b \frac F{d_x} d_x\)

结合lagrange中值定理

  • f 在 [a, b] 连续,在 (a, b) 可微,那么 \(c \in (a, b)\),使得 \(f'(c) = \frac {\int_a^b f'(x) d_x}{b-a}\)

总结

(注:积分公式通常省略常数 C)

  1. 常见不定积分:\(\begin{cases}\int x^nd_x=\frac{x^{n+1}}{n+1}&n\ne-1\\\int\frac 1xd_x=\ln{\mid x\mid}\\\int e^xd_x=e^x\\\int a^xd_x=\frac{a^x}{\ln a}\\\int\ln xd_x=x(\ln x-1)\\\int\log_axd_x=x(\ln x-1)/\ln a\end{cases}\)
  2. 三角积分:\(\begin{cases}\int\sin xd_x=-\cos x&\int\csc xd_x=\ln|\csc x-\cot x|=\ln|\tan\frac x2|&\int\cot xd_x=\ln|\sin x|\\\int\cos xd_x=\sin x&\int\sec xd_x=\ln|\sec x+\tan x|=\ln|\tan(\frac x2+\frac\pi4)|&\int\tan xd_x=-\ln|\cos x|\end{cases}\)
  3. (反)三角(逆向导数):\(\begin{cases}&\int\csc x\cot xd_x=-\csc x&\int\csc^2xd_x=-\cot x \\&\int\sec x\tan xd_x=\sec x&\int\sec^2xd_x=\tan x\\ \int\frac1{\sqrt{1-x^2}}d_x=\sin^{-1}x=-\cos^{-1}x&\int\frac1{|x|\sqrt{x^2-1}}d_x=-\csc^{-1}x=\sec^{-1}x&\int\frac1{1+x^2}d_x=-\cot^{-1}x=\tan^{-1}x\\ \int\frac1{\sqrt{x^2+1}}d_x=\sinh^{-1}x&\int\frac1{|x|\sqrt{x^2+1}}d_x=-\text{csch}^{-1}x&\int\frac1{1-x^2}d_x=\coth^{-1}x=\tanh^{-1}x\\ \int\frac1{\sqrt{x^2-1}}d_x=\cosh^{-1}x&\int\frac1{|x|\sqrt{1-x^2}}d_x=-\text{sech}^{-1}x&\end{cases}\)
  4. (3) 的部分推广:
  5. 二次三角公式:\(\begin{cases}\int\sin^2xd_x=\frac12(x-\sin x\cos x)&\int\csc^2xd_x=-\cot x&\int\cot^2xd_x=-\cot x-x\\\int\cos^2xd_x=\frac12(x+\sin x\cos x)&\int\sec^2xd_x=\tan x&\int\tan^2xd_x=\tan x-x\end{cases}\)
  6. 三次三角公式:\(\begin{cases}\int\sin^3xd_x=\frac13\cos^3x-\cos x&\int\csc^3xd_x=\frac12(\ln|\csc x-\cot x|-\csc x\cot x)&\int\cot^3xd_x=-\frac12\cot^2x-\ln|\sin x|\\\int\cos^3xd_x=-\frac13\sin^3x+\sin x&\int\sec^3xd_x=\frac12(\ln|\sec x+\tan x|+\sec x\tan x)&\int\tan^3xd_x=\frac12\tan^2x+\ln|\cos x|\end{cases}\)

二级结论

  1. \(\begin{cases}\int\sqrt{1+\sin x}d_x=-\frac{2\cos x}{\sqrt{1+\sin x}}&\int\sqrt{1-\sin x}d_x=\frac{2\cos x}{\sqrt{1-\sin x}}\\\int\sqrt{1+\cos x}d_x=2\sqrt{1+\cos x}\tan\frac x2&\int\sqrt{1-\cos x}d_x=-2\sqrt{1-\cos x}\cot\frac x2\end{cases}\)

练习

  1. 计算 \(\int(1-t)(2+t^2)d_t\)
  2. 计算 \(\int_{-1}^0(2x-e^x)d_x\)
  3. 计算 \(\int_0^1x(\sqrt[3]x+\sqrt[4]x)d_x\)
  4. 计算 \(\int_{-1}^2(x-2|x|)d_x\)

提示

(1) \(\int(1-t)(2+t^2)d_t=2t-t^2+\frac13t^3-\frac14t^4+C\)

(2) \(\int_{-1}^0(2x-e^x)d_x=(x^2-e^x)\Big|_{-1}^0=-2+e^{-1}\)

(3) 法1:\(\int_0^1x(\sqrt[3]x+\sqrt[4]x)d_x=\int_0^1x(\sqrt[3]x+\sqrt[4]x)1/((1/12)x^{-11/12})d(x^{1/12})\)

\(=12\int_0^1(x^{27/12}+x^{26/12})d(x^{1/12})=12\int_0^1(t^{27}+t^{26})d_t=12\left[\frac1{28}t^{28}+\frac1{27}t^{27}\right]_0^1=\frac{55}{63}\)

法2:\(\int_0^1x(\sqrt[3]x+\sqrt[4]x)d_x=\int_0^1x^{4/3}+x^{5/4}d_x=\left[\frac37x^{7/3}+\frac49x^{9/4}\right]_0^1=\frac{55}{63}\)

(4) \(\int_{-1}^2(x-2|x|)d_x=-\int_0^2xd_x+3\int_{-1}^0xd_x=-\frac72\)

5.变量代换法则

变量代换法则

\(f\in C[a,b]\) 并且 \(u=g(x)\in C'(a,b)\)

那么 \(\int f(g(x))g'(x)~d_x=\int f(u) d_u\),简记为 \(\int (f\circ g)g'~d_x=\int f~d_u\)

推论:若 \(F'=f\),那么 \(\int(f\circ g)g'~d_x=F\circ g\)

\(u=g(x)\) 蕴含 \(\frac{du}{dx}=g'(x)\),即 \(du=g'(x)dx\)

于是 \(\int f(g(x))g'(x)~d_x=\int f(g(x))~d_u=\int f(u)~d_u\)

\(\blacksquare\)

例子

  1. \(\int\frac x{\sqrt{1-4x^2}}d_x=\int\frac{x/(-8x)}{\sqrt{1-4x^2}}d(1-4x^2)=-\frac18\int\frac1{\sqrt{1-4x^2}}d(1-4x^2)\) \(=-\frac18\cdot 2\sqrt{1-4x^2}+C==-\frac14\sqrt{1-4x^2}+C\)
  2. \(\int\sqrt{1+x^2}x^5d_x=\int\sqrt{1+x^2}x^5/(2x)d(1+x^2)=\frac12\int\sqrt u(u-1)^2d_u\) \(=\frac12\int u^{1/2}-2u^{3/2}+u^{5/2}d_u=\frac13u^{3/2}-\frac25u^{5/2}+\frac17u^{7/2}+C=\frac13(1+x^2)^{3/2}-\frac25(1+x^2)^{5/2}+\frac17(1+x^2)^{7/2}+C\)

定积分换元法

假设 f 在 \(\{g(x)|~x\in[a,b]\}\) 上连续,且 \(g'\in C[a,b]\),那么

\(\int_a^bf(g(x))g'(x)~d_x=\int_{g(a)}^{g(b)}f(u)~d_u\)

由[变量代换法则]的推论有 \(\exists F'=f\) 使得 \(\int(f\circ g)g'~d_x=F\circ g+C\),即 \((F\circ g)'=(f\circ g)g'\)

又由[FTC2],于是 \(\int_a^b(f\circ g)(x)g'(x)~d_x=(F\circ g)(x)\Big|_a^b=F(u)\Big|_{g(a)}^{g(b)}=\int_{g(a)}^{g(b)}f(u)d_u\)

\(\blacksquare\)

Tip

  • 无论是用 中间变量 还是 原变量 来计算定积分得到的结果都一样

例子

  1. 计算 \(\int_1^2\frac{dx}{(3-5x)^2}\)
    1. \(u=3-5x\)\(\int_1^2\frac{dx}{(3-5x)^2}=\frac1{-5}\int_{-2}^{-7}\frac{d(3-5x)}{(3-5x)^2}=\frac1{-5}\cdot(-1)\frac1u\Big|_{-2}^{-7}=\frac1{14}\)
    2. \(\int\frac{dx}{(3-5x)^2}=\frac1{-5}\int\frac{d(3-5x)}{(3-5x)^2}=\frac1{5(3-5x)}\),于是 \(\int_1^2\frac{dx}{(3-5x)^2}=\frac1{5(3-5x)}\Big|_1^2\)

常见积分模式

  • \(\int f \cdot f'~d_x = \frac {f^2}2\)
  • \(\int \frac {f'}f~d_x = \ln {|f|}\)
  • 可以观察到,这些等式本质就是 换元法 (而 换元法 的原理是 函数复合 或 链式法则)

对称性

假设 f 在 \([-a,a]\) 上连续

(1) 若 \(\forall t\in[-a,a],f(-t)=f(t)\)(f 在 \([-a,a]\) 上是偶函数),那么 \(\int_{-a}^af(x)d_x=2\int_0^af(x)d_x\)

(2) 若 \(\forall t\in[-a,a],f(-t)=-f(t)\)(f 在 \([-a,a]\) 上是奇函数),那么 \(\int_{-a}^af(x)d_x=0\)

讨论更一般的情况:

(3) 若 \(\forall t\in[-b,b],f(a-t)=f(a+t)\)(f 在 \([a-b,a+b]\)关于 \(x=a\) 对称),那么 \(\int_{a-b}^{a+b} f(x) d_x = 2\int_{a}^{a+b} f(x) d_x\)

(4) 若 \(\forall t\in[-b,b],f(a-t)=-f(a+t)\)(f 在 \([a-b,a+b]\)关于 \((a,0)\) 中心对称),那么 \(\int_{a-b}^{a+b} f(x) d_x = 0\)

\(\int_{-a}^af(x)d_x=\int_{-a}^0f(x)d_x+\int_0^af(x)d_x\)

其中 \(\int_{-a}^0f(x)d_x=-\int_0^{-a}f(x)d_x=-\int_0^af(-u)/(-1)d_u=\int_0^af(-u)d_u\)

(1) \(\int_0^af(-u)d_u=\int_0^af(u)d_u\),于是 \(\int_{-a}^af(x)d_x=\int_0^af(u)d_u+\int_0^af(x)d_x=2\int_0^af(x)d_x\)

(2) \(\int_0^af(-u)d_u=-\int_0^af(u)d_u\),于是 \(\int_{-a}^af(x)d_x=-\int_0^af(u)d_u+\int_0^af(x)d_x=0\)

\(\blacksquare\)

奇偶性讨论

  • 假定 f 和 g 有奇偶性
  • 对于 h = f * g 或 f / g:若奇偶性不同,则 h 为 奇函数;若奇偶性相同,则 h 为 偶函数

总结

  1. 变量代换法则:假设 \(f\in C[a,b]\) 并且 \(u=g(x)\in C'(a,b)\),那么 \(\int f(g(x))g'(x)~d_x=\int f(u) d_u\);推论:若 \(F'=f\),那么 \(\int(f\circ g)g'~d_x=F\circ g\)
  2. 定积分换元法:假设 f 在 \(\{g(x)|~x\in[a,b]\}\) 上连续,并且 \(g'\in C[a,b]\),那么 \(\int_a^bf(g(x))g'(x)~d_x=\int_{g(a)}^{g(b)}f(u)~d_u\)
  3. 定积分的对称性质:假设 f 在 \([-a,a]\) 上连续
    1. \(\forall t\in[-a,a],f(-t)=f(t)\),那么 \(\int_{-a}^af(x)d_x=2\int_0^af(x)d_x\)
    2. \(\forall t\in[-a,a],f(-t)=-f(t)\),那么 \(\int_{-a}^af(x)d_x=0\)

练习

  1. 证明:假设 \(a,b>0\),那么 \(\int_0^1x^a(1-x)^bd_x=\int_0^1x^b(1-x)^ad_x\)
  2. 证明\(\int_0^af(a-x)g(x)d_x=\int_0^af(x)g(a-x)d_x\)
    1. 证明:\(\int_0^\pi xf(\sin x)d_x=\frac\pi2\int_0^\pi f(\sin x)d_x\)
    2. 证明:\(\int_0^{\frac\pi2}f(\sin x)d_x=\int_0^{\frac\pi2}f(\cos x)d_x\)
    3. 证明:\(\int_0^{\frac\pi2} x(f(\sin x)+f(\cos x))~d_x=\frac\pi2\int_0^{\frac\pi2}f(\sin x)d_x\)
  3. 计算:\(\int_0^\pi\frac{x\sin x}{1+\cos^2x}d_x\)
  4. 假设 f 在 \(\mathbb R\) 上连续,证明:\(\int_a^bf(-x)d_x=\int_{-b}^{-a}f(x)d_x\)
  5. 假设 f 在 \(\mathbb R\) 上连续,证明:\(\int_a^bf(x+c)d_x=\int_{a+c}^{b+c}f(x)d_x\)
  6. 计算 (1) \(\int_0^1 e^{\sqrt x}d_x\),(2) \(\int_0^{\frac\pi2}e^{\sin x}\sin 2x~d_x\)
  7. 假设 f 连续,若 \(\int_0^9f(x)d_x=4\),计算 \(\int_0^3xf(x^2)d_x\)
  8. 计算定积分:(1) \(\int_{-\pi/6}^{\pi/6}\tan^3xd_x\),(2) \(\int_0^{13}\frac{dx}{\sqrt[3]{(1+2x)^2}}\),(3) \(\int_0^ax\sqrt{a^2-x^2}d_x\)

提示

(1) 设 \(u=1-x\)\(\int_0^1x^a(1-x)^bd_x=\int_0^1(1-u)^au^bd(1-u)=-\int_1^0(1-u)^au^bd_u=\int_0^1(1-u)^au^bd_u\)

(2) 设 \(u=a-x\)\(\int_0^af(a-x)g(x)d_x=\int_0^af(u)g(a-u)d(a-u)=-\int_a^0f(u)g(a-u)d_u=\int_0^af(u)g(a-u)d_u\)

(2.1) 由 (2) 的结论,\(\int_0^\pi xf(\sin x)d_x=\int_0^\pi(\pi-x)f(\sin(\pi-x))d_x=\pi\int_0^\pi f(\sin x)d_x-\int_0^\pi xf(\sin x)d_x\)

于是 \(\int_0^\pi xf(\sin x)d_x=\frac\pi2\int_0^\pi f(\sin x)d_x\)

(2.2) 由 (2) 的结论,\(\int_0^{\frac\pi2}f(\sin x)d_x=\int_0^{\frac\pi2}f(\sin(\frac\pi2-x))d_x=\int_0^{\frac\pi2}f(\cos x)d_x\)

(2.3) 由 (2) 的结论,\(\int_0^{\frac\pi2}xf(\cos x)d_x=\int_0^{\frac\pi2}(\frac\pi2-x)f(\cos(\frac\pi2-x))d_x=\int_0^{\frac\pi2}(\frac\pi2-x)f(\sin x)d_x\),于是 \(\int_0^{\frac\pi2} x(f(\sin x)+f(\cos x))~d_x=\frac\pi2\int_0^{\frac\pi2}f(\sin x)d_x\)

(3) 应用 (2) 的结论,\(\int_0^\pi\frac{x\sin x}{1+\cos^2x}d_x=\int_0^\pi\frac{(\pi-x)\sin(\pi-x)}{1+\cos^2(\pi-x)}d_x=\int_0^\pi\frac{(\pi-x)\sin x}{1+\cos^2x}d_x\)

于是 \(\int_0^\pi\frac{x\sin x}{1+\cos^2x}d_x=\frac\pi2\int_0^\pi\frac{\sin x}{1+\cos^2x}d_x=-\frac\pi2\int_1^{-1}\frac1{1+\cos^2x}d(\cos(x))=-\frac\pi2\tan^{-1}u\Big|_1^{-1}=\frac{\pi^2}4\)

(4) 设 \(u=-x\)\(\int_a^bf(-x)d_x=-\int_{-a}^{-b}f(-x)d(-x)=\int_{-b}^{-a}f(-x)d(-x)=\int_{-b}^{-a}f(u)d_u\)

(6.1) \(\int_0^1 e^{\sqrt x}d_x=\int_0^1\frac{e^{\sqrt x}}{1/2\sqrt x}d(\sqrt x)=2\int_0^1\sqrt xe^{\sqrt x}d(\sqrt x)=2\int_0^1 te^td_t=2(t-1)e^t\Big|_0^1=2\)

(6.2) \(\int_0^{\frac\pi2}e^{\sin x}\sin 2x~d_x=2\int_0^{\frac\pi2}e^{\sin x}\sin x\cos x~d_x=2\int_0^1e^{\sin x}\sin x~d(\sin x)=2\int_0^1e^tt~d_t==2(t-1)e^t\Big|_0^1=2\)

(7) 设 \(u=x^2\)\(\int_0^3xf(x^2)d_x=\int_0^9xf(x^2)/(2x)d(x^2)=\frac12\int_0^9f(t)d_t\)

(8.1)

法1:\(\int\tan^3xd_x=\int\tan^3x/(\sec^2x)~d(\tan x)=\int\sin^2x\tan x~d(\tan x)=\int\tan x~d(\tan x)-\int\cos^2x\tan x~d(\tan x)\) \(=\frac12\tan^2x-\int\sin x\cos x~d(\tan x)=\frac12\tan^2x-\int\tan x~d_x=\frac12\tan^2x+\ln|\cos x|\);于是 \(\int_{-\pi/6}^{\pi/6}\tan^3xd_x=\left[\frac12\tan^2x+\ln|\cos x|\right]_{-\pi/6}^{\pi/6}=0\)

法2:根据对称性,\(\int_{-\pi/6}^{\pi/6}\tan^3xd_x=0\)

(8.2) 设 \(t=1+2x\)\(\int_0^{13}\frac{dx}{\sqrt[3]{(1+2x)^2}}=\int_1^{27}\frac{2^{-1}d(1+2x)}{\sqrt[3]{(1+2x)^2}}=\frac12\int_1^{27}t^{-2/3}d_t=\frac12\cdot3t^{1/3}\Big|_1^{27}=3\)

(8.3) 设 \(t=a^2-x^2\)\(\int_0^ax\sqrt{a^2-x^2}d_x=\int_{a^2}^0x\sqrt{a^2-x^2}/(-2x)~d(a^2-x^2)=-\frac12\int_{a^2}^0\sqrt{a^2-x^2}~d(a^2-x^2)=-\frac12\cdot\frac23t^{3/2}\Big|_{a^2}^0=\frac13a^3\)

6.对数函数的积分表达形式

到此为止,我们对 指数函数 和 对数函数的处理依赖于我们的直觉,这种直觉以 数值和 的形式为依据基础

我们从定义 \(\ln x\) 为一个函数的积分开始讨论,而不依赖于前面关于 指数函数 或 对数函数 的定义和结果

自然对数

\(\ln x = \int_1^x \frac 1t~d_t\) & x > 0

断言

  • \(\begin{cases}\frac{\int_a^bf(x)d_x}{b-a}\le\frac{f(b)+f(a)}2&\forall x\in(a,b),f''(x)\ge0\\\frac{\int_a^bf(x)d_x}{b-a}\ge\frac{f(b)+f(a)}2&\forall x\in(a,b),f''(x)\le0\end{cases}\)
  • 假设 \(f(a)=0\),那么 \(\forall x\in(a,b),f(x)=\int_a^xf'(t)d_t\)

对数定律 (证明用到了微分)

  • \(\ln {xy} = \ln x + \ln y\)
  • \(\ln \frac xy = \ln x - \ln y\)
  • \(\ln {x^r} = r\ln x\)
  • 定义:e 是使得 \(\ln e = 1\) 成立的数

自然指数函数

  • \(\exp(x) = y \iff \ln y = x\)
  • \(\exp(\ln x) = x \iff \ln(\exp x) = x\)
  • 定义:\(e^x = \exp x\)
  • \(\lim\limits_{x\to -∞}e^x = 0 \implies\) y = 0 是 \(e^x\) 的水平渐近线
  • 指数定律:如果 x 和 y 是实数,r 是 有理数,那么:
    • \(e^{x+y} = e^xe^y\)
    • \(e^{x-y} = \frac {e^x}{e^y}\)
    • \((e^x)^r = e^{xr}\)
  • \(\frac d{d_x}e^x = e^x\)

一般指数函数

  • a > 0, r 是任意有理数,那么: \(a^r = (e^{\ln a})^r = e^{r\ln a}\)
    • \(a^x = e^{x\ln a}\)
  • 指数定律:如果 x 和 y 是实数,a, b > 0,那么:
    • \(a^{x+y} = a^xa^y\)
    • \(a^{x-y} = \frac {a^x}{a^y}\)
    • \((a^x)^y = a^{xy}\)
    • \({(ab)}^x = a^xb^x\)
  • \(\frac d{d_x}a^x = a^x\ln a\)

广义对数函数

  • a > 0, a \(\ne\) 1:\(\log_ax=y \iff a^y = x\)
  • \(\frac d{d_x}\log_ax = \frac 1{x\ln a}\)

e为极限的表达

  • \(e = \lim\limits_{x\to 0}(1+x)^{\frac 1x}\)

二级结论

  1. \(\exists a\in\mathbb Z,f(a)=0\),那么 \(\forall n\in D_f,n\in\mathbb Z\),有 \(\begin{cases}\sum\limits_{i=a}^{n-1}f'(i)\le f(n)\le\sum\limits_{i=a+1}^nf'(i)&\forall x\in[a,n],f''(x)\ge0\\\sum\limits_{i=a+1}^nf'(i)\le f(n)\le\sum\limits_{i=a}^{n-1}f'(i)&\forall x\in[a,n],f''(x)\le0\end{cases}\)
  2. \(\exists f(a)=0\),那么 \(\exists \delta>0,k=(x-a)/\delta\) 使得 \(\forall x\)\(\begin{cases}\sum\limits_{i=0}^{k-1}f'(a+\delta i)\delta\le f(x)\le\sum\limits_{i=1}^kf'(a+\delta i)\delta&\forall t\in[a,x],f''(t)\ge0\\\sum\limits_{i=1}^kf'(a+\delta i)\delta\le f(x)\le\sum\limits_{i=0}^{k-1}f'(a+\delta i)\delta&\forall t\in[a,x],f''(t)\le0\end{cases}\)

练习

  1. 证明:\(\forall n\in\mathbb Z^+,\sum\limits_{i=2}^n\frac1i\le\ln n\le \sum\limits_{i=1}^{n-1}\frac1i\)

提示

(1) \(\forall x\in\mathbb R^+,\ln x=\int_1^x\frac1td_t\),蕴含 \(\forall n\in\mathbb Z^+,\ln n=\int_1^n\frac1td_t=\sum\limits_{i=1}^{n-1}\int_i^{i+1}\frac1td_t\)

\(\forall i=1..n-1,x\in[i,i+1]\)\((\ln x)'=\frac1x\) 单调递减(即 \((\ln x)''<0\)),蕴含 \(\frac1{i+1}\le\int_i^{i+1}\frac1td_t\le \frac1i\),于是 \(\sum\limits_{i=1}^{n-1}\frac1{i+1}\le\sum\limits_{i=1}^{n-1}\int_i^{i+1}\frac1td_t\le\sum\limits_{i=1}^{n-1}\frac1i\)

所以 \(\sum\limits_{i=2}^n\frac1i\le\ln n\le \sum\limits_{i=1}^{n-1}\frac1i\)