积分学＜2＞——换元积分法和分部积分法

换元积分法和分部积分法

换元积分法

定理2.1 第一类换元积分法

若$f\left(x\right)=\tilde{f}\left(x\right)g^{\prime }\left(x\right)$,且$\int \tilde{f}\left(u\right)du=F\left(u\right)+C$,则$\int f\left(x\right)dx=F\left(g\left(x\right)\right)+C$。

${\left[F\left(g\left(x\right)\right)\right]}^{\prime }=F^{\prime }\left(g\left(x\right)\right)\cdot g^{\prime }\left(x\right)=\tilde{f}\left(g\left(x\right)\right)g^{\prime }\left(x\right)=f\left(x\right)$。

定理2.2 第二类换元法

$x=\phi \left(t\right)$,且反函数${\phi }^{-1}\left(x\right)=t$存在,则$\int f\left(x\right)dx=\int f\left(\phi \left(t\right)\right){\phi }^{\prime }\left(t\right)dt=\tilde{F}\left({\phi }^{-1}\left(x\right)\right)+C$。

${\left[\tilde{F}\left({\phi }^{-1}\left(x\right)\right)\right]}^{\prime }=\frac{{\tilde{F}}^{\prime }\left({\phi }^{-1}\left(x\right)\right)}{{\phi }^{\prime }\left(t\right)}=\frac{f\left(\phi \left(t\right)\right){\phi }^{\prime }\left(t\right)}{{\phi }^{\prime }\left(t\right)}=f\left(\phi \left(t\right)\right)=f\left(x\right)$。

分部积分法

定理2.3 分部积分法

$f\left(x\right)=u\left(x\right)v\left(x\right)$,$df\left(x\right)=u\left(x\right)dv\left(x\right)+v\left(x\right)du\left(x\right)$,则有$\int u\left(x\right)dv\left(x\right)=u\left(x\right)v\left(x\right)-\int v\left(x\right)du\left(x\right)$。