索引
定积分与可积条件
Riemann可积
定义3.1 Riemann和
若函数 f ( x ) f\left ( x \right ) f(x)是闭区间 [ a , b ] \left [ a,b \right ] [a,b]上的有界函数,对闭区间 [ a , b ] \left [ a,b \right ] [a,b]作划分 P = { [ x i − 1 , x i ] ∣ x 0 = a ≤ x i − 1 < x i ≤ x n = b , 1 ≤ i ≤ n , i ∈ N } P =\left \{ \left [ x_{i-1},x_{i} \right ]\mid x_{0}=a\le x_{i-1}<x_{i} \le x_{n}=b,1\le i \le n,i\in \mathbb{N}\right \} P={[xi−1,xi]∣x0=a≤xi−1<xi≤xn=b,1≤i≤n,i∈N},也就是选取包含闭区间 [ a , b ] \left [ a,b \right ] [a,b]左端点a和右端点b在内的 n + 1 n+1 n+1个点 x i x_{i} xi将闭区间 [ a , b ] \left [ a,b \right ] [a,b]分为 n − 1 n-1 n−1段,划分后每个闭区间 [ x i − 1 , x i ] \left [ x_{i-1},x_{i} \right ] [xi−1,xi]的长度为 Δ x i = x i − x i − 1 \Delta x_{i}=x_{i}-x_{i-1} Δxi=xi−xi−1, ∑ i = 1 n ( f ( ξ i ) Δ x i ) \sum_{i=1}^{n} \left ( f\left ( \xi _{i} \right ) \Delta x_{i} \right ) ∑i=1n(f(ξi)Δxi)称为Riemann和。
定义3.2 Riemann可积
记 λ = max 1 ≤ i ≤ n { Δ x i } \lambda =\underset{1\le i\le n}{\max} \left \{ \Delta x_{i} \right \} λ=1≤i≤nmax{Δxi}, λ → 0 \lambda \to 0 λ→0代表 ∀ i ∈ [ 1 , n ] \forall i \in \left [ 1,n \right ] ∀i∈[1,n], Δ x i → 0 \Delta x_{i} \to 0 Δxi→0,在每个闭区间 [ x i , x i + 1 ] \left [ x_{i},x_{i+1} \right ] [xi,xi+1]任意选取点 ξ i \xi _{i} ξi,若Riemann和的极限 lim λ → 0 ∑ i = 1 n ( f ( ξ i ) Δ x i ) = I ∈ R \lim _{\lambda \to 0} \sum_{i=1}^{n} \left ( f\left ( \xi _{i} \right ) \Delta x_{i} \right )=I \in \mathbb{R} limλ→0∑i=1n(f(ξi)Δxi)=I∈R存在且有限,并且与划分 P P P和取点 ξ i \xi _{i} ξi无关,则称函数 f ( x ) f\left ( x \right ) f(x)Riemann可积。
定积分的定义
定义3.3 定积分
若函数
f
(
x
)
f\left ( x \right )
f(x)满足Riemann可积的条件,且Riemann和的极限
lim
λ
→
0
∑
i
=
1
n
(
f
(
ξ
i
)
Δ
x
i
)
=
I
\lim _{\lambda \to 0} \sum_{i=1}^{n} \left ( f\left ( \xi _{i} \right ) \Delta x_{i} \right )=I
limλ→0∑i=1n(f(ξi)Δxi)=I,
I
∈
R
I \in \mathbb{R}
I∈R,则称
I
I
I为闭区间
[
x
i
,
x
i
+
1
]
\left [ x_{i},x_{i+1} \right ]
[xi,xi+1]上的定积分,记为
lim
λ
→
0
∑
i
=
1
n
(
f
(
ξ
i
)
Δ
x
i
)
=
I
=
∫
a
b
f
(
x
)
d
x
\lim _{\lambda \to 0} \sum_{i=1}^{n} \left ( f\left ( \xi _{i} \right ) \Delta x_{i} \right )=I=\int_{a}^{b} f\left ( x \right ) dx
limλ→0∑i=1n(f(ξi)Δxi)=I=∫abf(x)dx。
另有
ε
−
δ
\varepsilon -\delta
ε−δ语言表述如下:
∀
ε
>
0
\forall \varepsilon >0
∀ε>0,
∃
δ
>
0
\exists \delta >0
∃δ>0:
∀
P
=
{
[
x
i
−
1
,
x
i
]
∣
x
0
=
a
≤
x
i
−
1
<
x
i
≤
x
n
=
b
,
1
≤
i
≤
n
}
\forall P=\left \{ \left [ x_{i-1},x_{i} \right ]\mid x_{0}=a\le x_{i-1}<x_{i} \le x_{n}=b,1\le i \le n\right \}
∀P={[xi−1,xi]∣x0=a≤xi−1<xi≤xn=b,1≤i≤n},
∀
ξ
i
∈
[
x
i
−
1
,
x
i
]
\forall \xi_{i} \in \left [ x_{i-1},x_{i}\right ]
∀ξi∈[xi−1,xi],
∀
λ
∈
(
0
,
δ
)
\forall \lambda \in \left ( 0,\delta \right )
∀λ∈(0,δ),
∣
∑
i
=
1
n
(
f
(
ξ
i
)
Δ
x
i
)
−
I
∣
<
ε
\left | \sum_{i=1}^{n} \left ( f\left ( \xi _{i} \right ) \Delta x_{i} \right ) -I\right |< \varepsilon
∣∑i=1n(f(ξi)Δxi)−I∣<ε。
定积分定义的扩展
定义3.4 Darboux上(下)和
若函数
f
(
x
)
f\left ( x \right )
f(x)是闭区间
[
a
,
b
]
\left [ a,b \right ]
[a,b]上的有界函数,
M
=
sup
a
≤
x
≤
b
f
(
x
)
M=\underset{a\le x \le b}{\sup} f\left ( x \right )
M=a≤x≤bsupf(x),
m
=
inf
a
≤
x
≤
b
f
(
x
)
m=\underset{a\le x \le b}{\inf} f\left ( x \right )
m=a≤x≤binff(x),对闭区间
[
a
,
b
]
\left [ a,b \right ]
[a,b]作划分
P
=
{
[
x
i
−
1
,
x
i
]
∣
x
0
=
a
≤
x
i
−
1
<
x
i
≤
x
n
=
b
,
1
≤
i
≤
n
,
i
∈
N
}
P =\left \{ \left [ x_{i-1},x_{i} \right ]\mid x_{0}=a\le x_{i-1}<x_{i} \le x_{n}=b,1\le i \le n,i\in \mathbb{N}\right \}
P={[xi−1,xi]∣x0=a≤xi−1<xi≤xn=b,1≤i≤n,i∈N},划分后每个闭区间
[
x
i
−
1
,
x
i
]
\left [ x_{i-1},x_{i} \right ]
[xi−1,xi]又有对应的
M
i
=
sup
x
i
−
1
≤
x
≤
x
i
f
(
x
i
)
M_{i} =\underset{x_{i-1} \le x \le x_{i} }{\sup} f\left ( x_{i} \right )
Mi=xi−1≤x≤xisupf(xi),
m
i
=
inf
x
i
−
1
≤
x
≤
x
i
f
(
x
i
)
m_{i} =\underset{x_{i-1} \le x \le x_{i}}{\inf} f\left ( x_{i} \right )
mi=xi−1≤x≤xiinff(xi),
定义Darboux上和
S
‾
(
P
)
=
∑
i
=
1
n
(
M
i
Δ
x
i
)
\overline{S}\left ( P \right ) = \sum_{i=1}^{n}\left ( M_{i} \Delta x_{i} \right )
S(P)=∑i=1n(MiΔxi),Darboux下和
S
‾
(
P
)
=
∑
i
=
1
n
(
m
i
Δ
x
i
)
\underline{S}\left (P \right ) = \sum_{i=1}^{n}\left ( m_{i} \Delta x_{i} \right )
S(P)=∑i=1n(miΔxi)。
引理3.1
在划分 P P P中增加新分点,则新的Darboux上和不增加,新的Darboux下和不减少。
不妨设只在其中一个闭区间增加一个分点,增加多个分点可以分解为每次只增加一个分点的递归问题。
以Darboux上和为例,设在闭区间
[
x
i
−
1
,
x
i
]
\left [ x_{i-1} ,x_{i} \right ]
[xi−1,xi]内增加新分点
x
k
x_{k}
xk,旧划分记为
P
0
P_{0}
P0,新划分记为
P
1
P_{1}
P1。
比较
S
‾
(
P
0
)
\overline{S}\left ( P_{0} \right )
S(P0)与
S
‾
(
P
1
)
\overline{S}\left ( P_{1} \right )
S(P1),除闭区间
[
x
i
−
1
,
x
i
]
\left [ x_{i-1} ,x_{i} \right ]
[xi−1,xi]外的其余闭区间不受影响,
而对于原来的
[
x
i
−
1
,
x
i
]
\left [ x_{i-1} ,x_{i} \right ]
[xi−1,xi],重新划分后,闭区间
[
x
i
−
1
,
x
k
]
\left [ x_{i-1},x_{k} \right ]
[xi−1,xk]的上确界为
sup
x
i
−
1
≤
x
≤
x
k
[
x
i
−
1
,
x
k
]
=
c
1
\underset{x_{i-1}\le x \le x_{k} }{\sup} \left [ x_{i-1},x_{k} \right ]=c_{1}
xi−1≤x≤xksup[xi−1,xk]=c1,闭区间
[
x
k
,
x
i
]
\left [ x_{k},x_{i} \right ]
[xk,xi]的上确界为
sup
x
k
≤
x
≤
x
i
[
x
k
,
x
i
]
=
c
2
\underset{x_{k}\le x \le x_{i} }{\sup} \left [ x_{k},x_{i} \right ]=c_{2}
xk≤x≤xisup[xk,xi]=c2,且
c
1
≤
M
i
c_{1}\le M_{i}
c1≤Mi,
c
2
≤
M
i
c_{2}\le M_{i}
c2≤Mi,
则
c
1
(
x
i
−
1
−
x
k
)
+
c
2
(
x
k
−
x
i
)
≤
M
i
(
x
i
−
1
−
x
k
)
+
M
i
(
x
k
−
x
i
)
=
M
i
(
x
i
−
1
−
x
i
)
=
M
i
Δ
x
i
c_{1}\left ( x_{i-1}-x_{k} \right ) +c_{2} \left ( x_{k}-x_{i} \right ) \le M_{i}\left ( x_{i-1}-x_{k} \right )+M_{i}\left ( x_{k}-x_{i} \right ) =M_{i} \left ( x_{i-1}-x_{i} \right ) =M_{i}\Delta x_{i}
c1(xi−1−xk)+c2(xk−xi)≤Mi(xi−1−xk)+Mi(xk−xi)=Mi(xi−1−xi)=MiΔxi,即
S
‾
(
P
0
)
≥
S
‾
(
P
1
)
\overline{S}\left ( P_{0} \right )\ge \overline{S}\left ( P_{1} \right )
S(P0)≥S(P1)。
同理可得
S
‾
(
P
0
)
≤
S
‾
(
P
1
)
\underline{S}\left ( P_{0} \right )\le \underline{S}\left ( P_{1} \right )
S(P0)≤S(P1)。
引理3.2
对任意划分 P 1 P_{1} P1, P 2 P_{2} P2,有 m ( b − a ) ≤ S ‾ ( P 1 ) ≤ S ‾ ( P 2 ) ≤ M ( b − a ) m\left ( b-a \right )\le \underline{S} \left ( P_{1} \right )\le \overline{S} \left ( P_{2} \right ) \le M\left ( b-a \right ) m(b−a)≤S(P1)≤S(P2)≤M(b−a)。
构造特殊划分
P
0
=
{
[
a
,
b
]
}
P_{0} =\left \{ \left [ a,b \right ] \right \}
P0={[a,b]},
S
‾
(
P
0
)
=
m
(
b
−
a
)
\underline{S} \left ( P_{0} \right ) =m\left ( b-a \right )
S(P0)=m(b−a),
S
‾
(
P
0
)
=
M
(
b
−
a
)
\overline{S} \left ( P_{0} \right ) =M\left ( b-a \right )
S(P0)=M(b−a)。
根据引理3.1,
S
‾
(
P
0
)
=
m
(
b
−
a
)
≤
S
‾
(
P
1
)
\underline{S} \left ( P_{0} \right ) =m\left ( b-a \right )\le \underline{S} \left ( P_{1} \right )
S(P0)=m(b−a)≤S(P1),
S
‾
(
P
2
)
≤
S
‾
(
P
0
)
=
M
(
b
−
a
)
\overline{S} \left ( P_{2} \right ) \le \overline{S} \left ( P_{0} \right ) =M\left ( b-a \right )
S(P2)≤S(P0)=M(b−a);
构造特殊划分
P
∗
P^{\ast }
P∗,其为划分
P
1
P_{1}
P1与划分
P
2
P_{2}
P2的积划分
P
1
⋅
P
2
P_{1} \cdot P_{2}
P1⋅P2,其分点也就是划分
P
1
P_{1}
P1与划分
P
2
P_{2}
P2的所有分点的并集。
根据引理3.1,
S
‾
(
P
1
)
≤
S
‾
(
P
∗
)
≤
S
‾
(
P
∗
)
≤
S
‾
(
P
2
)
\underline{S} \left ( P_{1} \right )\le \underline{S}\left ( P^{\ast } \right )\le \overline{S} \left ( P^{\ast } \right ) \le \overline{S} \left ( P_{2} \right )
S(P1)≤S(P∗)≤S(P∗)≤S(P2)。
定理3.1 Darboux定理
若函数 f ( x ) f\left ( x \right ) f(x)是闭区间 [ a , b ] \left [ a,b \right ] [a,b]上的有界函数,记函数 f ( x ) f\left ( x \right ) f(x)对一切划分 P P P的全体Darboux上和构成的集合为 S ‾ = { S ‾ ( P ) } \overline{S}=\left \{ \overline{S} \left ( P \right ) \right \} S={S(P)}, L = inf S ‾ L=\inf \overline{S} L=infS,函数 f ( x ) f\left ( x \right ) f(x)对一切划分 P P P的全体Darboux下和构成的集合为 S ‾ = { S ‾ ( P ) } \underline{S}=\left \{ \underline{S} \left ( P \right ) \right \} S={S(P)}, l = sup S ‾ l=\sup \underline{S} l=supS,则有 lim λ → 0 S ‾ ( P ) = L \lim_{\lambda \to 0}\overline{S}\left ( P \right )=L limλ→0S(P)=L, lim λ → 0 S ‾ ( P ) = l \lim_{\lambda \to 0}\underline{S}\left ( P \right )=l limλ→0S(P)=l。
以Darboux上和的下确界
L
L
L为例,
记
P
′
=
{
[
x
i
−
1
′
,
x
i
′
]
∣
x
0
=
a
≤
x
i
−
1
<
x
i
≤
x
p
=
b
,
1
≤
i
≤
p
}
P^{\prime}=\left \{ \left [ x^{\prime }_{i-1},x^{\prime }_{i}\right ] \mid x_{0}=a\le x_{i-1} < x_{i} \le x_{p}=b,1\le i\le p \right \}
P′={[xi−1′,xi′]∣x0=a≤xi−1<xi≤xp=b,1≤i≤p},
取
δ
1
=
min
1
≤
i
≤
p
{
Δ
x
i
′
}
\delta_{1}= \underset{1\le i\le p}{\min}\left \{ \Delta x_{i}^{\prime } \right \}
δ1=1≤i≤pmin{Δxi′},任取划分
P
=
{
[
x
j
−
1
,
x
j
]
∣
x
0
=
a
≤
x
j
−
1
<
x
j
≤
x
q
=
b
,
1
≤
j
≤
q
}
P=\left \{ \left [ x_{j-1},x_{j} \right ] \mid x_{0}=a\le x_{j-1} < x_{j} \le x_{q}=b,1\le j\le q \right \}
P={[xj−1,xj]∣x0=a≤xj−1<xj≤xq=b,1≤j≤q},
λ
=
max
1
≤
j
≤
q
{
Δ
x
j
}
\lambda =\underset{1\le j\le q}{\max} \left \{ \Delta x_{j} \right \}
λ=1≤j≤qmax{Δxj},
构造特殊划分
P
∗
P^{\ast }
P∗,其为划分
P
P
P与划分
P
′
P^{\prime}
P′的积划分
P
⋅
P
′
P \cdot P^{\prime}
P⋅P′,其分点也就是划分
P
P
P与划分
P
′
P^{\prime}
P′的所有分点的并集。
S
‾
(
P
)
−
L
≤
(
S
‾
(
P
)
−
S
‾
(
P
∗
)
)
+
(
S
‾
(
P
∗
)
−
S
‾
(
P
′
)
)
+
(
S
‾
(
P
′
)
−
L
)
\overline{S}\left ( P \right )-L \le \left ( \overline{S}\left ( P \right )-\overline{S}\left ( P^{\ast } \right ) \right )+\left ( \overline{S}\left ( P^{\ast } \right )-\overline{S}\left ( P^{\prime } \right ) \right )+\left ( \overline{S}\left ( P^{\prime } \right ) -L \right )
S(P)−L≤(S(P)−S(P∗))+(S(P∗)−S(P′))+(S(P′)−L),
由下确界定义,
∀
ε
>
0
\forall \varepsilon >0
∀ε>0,
∃
P
′
\exists P^{\prime}
∃P′:
∣
S
‾
(
P
′
)
−
L
∣
<
ε
2
\left | \overline{S} \left ( P^{\prime } \right ) -L \right |<\frac{\varepsilon }{2}
S(P′)−L
<2ε(
I
\mathrm{I}
I);
引用引理3.1,
S
‾
(
P
∗
)
−
S
‾
(
P
′
)
≤
0
\overline{S}\left ( P^{\ast } \right )- \overline{S}\left ( P^{\prime } \right )\le 0
S(P∗)−S(P′)≤0(
I
I
\mathrm{II}
II);
考虑将
P
P
P的分点逐个插入原划分
P
′
P^{\prime}
P′中,为保证前提条件
∀
1
≤
j
≤
q
\forall 1\le j\le q
∀1≤j≤q,
∀
1
≤
i
≤
p
\forall 1\le i\le p
∀1≤i≤p,
Δ
x
j
≤
λ
<
δ
1
≤
Δ
x
i
′
\Delta x_{j}\le \lambda <\delta _{1}\le \Delta x_{i}^{\prime }
Δxj≤λ<δ1≤Δxi′仍然成立,则
p
−
1
p-1
p−1闭区间
[
x
i
−
1
′
,
x
i
′
]
\left [ x^{\prime }_{i-1},x^{\prime }_{i}\right ]
[xi−1′,xi′]中每个只能插入一个
P
P
P的分点,否则,
∃
j
\exists j
∃j:
Δ
x
j
=
x
j
−
x
j
−
1
>
δ
1
\Delta x_{j}=x_{j}-x_{j-1}>\delta _{1}
Δxj=xj−xj−1>δ1,违反前提条件,
取
δ
2
=
ε
2
(
p
−
1
)
(
M
−
m
)
>
0
\delta_{2}=\frac{\varepsilon }{2\left ( p-1 \right )\left ( M-m \right ) }>0
δ2=2(p−1)(M−m)ε>0,则
∀
ε
>
0
\forall \varepsilon >0
∀ε>0,
∃
δ
=
min
{
δ
1
,
δ
2
}
>
0
\exists \delta =\min\left \{\delta_{1},\delta_{2} \right \}>0
∃δ=min{δ1,δ2}>0:
∀
P
\forall P
∀P,
∀
λ
∈
(
0
,
δ
)
\forall \lambda \in \left ( 0,\delta \right )
∀λ∈(0,δ),
S
‾
(
P
)
−
S
‾
(
P
∗
)
<
(
p
−
1
)
(
M
−
m
)
δ
<
ε
2
\overline{S}\left ( P \right )-\overline{S}\left ( P^{\ast } \right )< \left ( p-1 \right ) \left ( M-m \right )\delta<\frac{\varepsilon }{2}
S(P)−S(P∗)<(p−1)(M−m)δ<2ε(
I
I
I
\mathrm{III}
III),
综合(
I
\mathrm{I}
I),(
I
I
\mathrm{II}
II),(
I
I
I
\mathrm{III}
III),
∀
ε
>
0
\forall \varepsilon >0
∀ε>0,
∃
δ
=
min
{
δ
1
,
δ
2
}
>
0
\exists \delta =\min\left \{\delta_{1},\delta_{2} \right \}>0
∃δ=min{δ1,δ2}>0:
∀
P
\forall P
∀P,
∀
λ
∈
(
0
,
δ
)
\forall \lambda \in \left ( 0,\delta \right )
∀λ∈(0,δ),
∣
S
‾
(
P
)
−
L
∣
<
ε
2
\left | \overline{S}\left ( P \right )-L \right | <\frac{\varepsilon }{2}
S(P)−L
<2ε,即
lim
λ
→
0
S
‾
(
P
)
=
L
\lim_{\lambda \to 0}\overline{S}\left ( P \right )=L
limλ→0S(P)=L。
定理3.2
函数 f ( x ) f\left ( x \right ) f(x)在闭区间 [ a , b ] \left [ a,b \right ] [a,b]可积的充要条件为 lim λ → 0 S ‾ ( P ) = L = l = lim λ → 0 S ‾ ( P ) \lim _{\lambda \to 0}\overline{S}\left ( P \right ) =L=l=\lim _{\lambda \to 0}\underline{S}\left ( P \right ) limλ→0S(P)=L=l=limλ→0S(P)。
<1>必要性
根据Riemann可积的条件,
∀
ε
>
0
\forall \varepsilon >0
∀ε>0,
∃
δ
>
0
\exists \delta >0
∃δ>0:
∀
P
=
{
[
x
i
−
1
,
x
i
]
∣
x
0
=
a
≤
x
i
−
1
<
x
i
≤
x
n
=
b
,
1
≤
i
≤
n
}
\forall P=\left \{ \left [ x_{i-1},x_{i} \right ]\mid x_{0}=a\le x_{i-1}<x_{i} \le x_{n}=b,1\le i \le n\right \}
∀P={[xi−1,xi]∣x0=a≤xi−1<xi≤xn=b,1≤i≤n},
∀
ξ
i
∈
[
x
i
−
1
,
x
i
]
\forall \xi_{i} \in \left [ x_{i-1},x_{i}\right ]
∀ξi∈[xi−1,xi],
∀
λ
∈
(
0
,
δ
)
\forall \lambda \in \left ( 0,\delta \right )
∀λ∈(0,δ),
∣
∑
i
=
1
n
(
f
(
ξ
i
)
Δ
x
i
)
−
I
∣
<
ε
2
\left | \sum_{i=1}^{n} \left ( f\left ( \xi _{i} \right ) \Delta x_{i} \right ) -I\right |< \frac{\varepsilon }{2}
∣∑i=1n(f(ξi)Δxi)−I∣<2ε(
I
\mathrm{I }
I);
取
ξ
i
∈
[
x
i
−
1
,
x
i
]
\xi _{i}\in \left [ x_{i-1} ,x_{i} \right ]
ξi∈[xi−1,xi]:
∣
M
i
−
f
(
ξ
i
)
∣
<
ε
2
(
b
−
a
)
\left | M_{i}-f\left ( \xi _{i} \right ) \right | < \frac{\varepsilon }{2\left ( b-a \right ) }
∣Mi−f(ξi)∣<2(b−a)ε,
则有
∣
S
‾
(
P
)
−
∑
i
=
1
n
(
f
(
ξ
i
)
Δ
x
i
)
∣
=
∣
∑
i
=
1
n
[
(
M
i
−
f
(
ξ
i
)
)
Δ
x
i
]
∣
<
(
b
−
a
)
⋅
ε
2
(
b
−
a
)
=
ε
2
\left | \overline{S}\left ( P \right )-\sum_{i=1}^{n} \left ( f\left ( \xi _{i} \right ) \Delta x_{i} \right ) \right |=\left | \sum_{i=1}^{n} \left [ \left ( M_{i}-f\left ( \xi _{i} \right ) \right )\Delta x_{i} \right ] \right |<\left ( b-a \right ) \cdot \frac{\varepsilon }{2\left ( b-a \right ) } =\frac{\varepsilon }{2}
S(P)−∑i=1n(f(ξi)Δxi)
=∣∑i=1n[(Mi−f(ξi))Δxi]∣<(b−a)⋅2(b−a)ε=2ε(
I
I
\mathrm{II}
II);
综合(
I
\mathrm{I}
I),(
I
I
\mathrm{II}
II)可知,
∀
ε
>
0
\forall \varepsilon >0
∀ε>0,
∃
δ
>
0
\exists \delta >0
∃δ>0:
∀
P
=
{
[
x
i
−
1
,
x
i
]
∣
x
0
=
a
≤
x
i
−
1
<
x
i
≤
x
n
=
b
,
1
≤
i
≤
n
}
\forall P=\left \{ \left [ x_{i-1},x_{i} \right ]\mid x_{0}=a\le x_{i-1}<x_{i} \le x_{n}=b,1\le i \le n\right \}
∀P={[xi−1,xi]∣x0=a≤xi−1<xi≤xn=b,1≤i≤n},
∀
ξ
i
∈
[
x
i
−
1
,
x
i
]
\forall \xi_{i} \in \left [ x_{i-1},x_{i}\right ]
∀ξi∈[xi−1,xi],
∀
λ
∈
(
0
,
δ
)
\forall \lambda \in \left ( 0,\delta \right )
∀λ∈(0,δ),
∣
S
‾
(
P
)
−
I
∣
≤
∣
S
‾
(
P
)
−
∑
i
=
1
n
(
f
(
ξ
i
)
Δ
x
i
)
∣
+
∣
∑
i
=
1
n
(
f
(
ξ
i
)
Δ
x
i
)
−
I
∣
<
ε
\left | \overline{S}\left ( P \right )-I \right |\le \left | \overline{S}\left ( P \right )-\sum_{i=1}^{n} \left ( f\left ( \xi _{i} \right ) \Delta x_{i} \right ) \right |+\left | \sum_{i=1}^{n} \left ( f\left ( \xi _{i} \right ) \Delta x_{i} \right ) -I\right |<\varepsilon
S(P)−I
≤
S(P)−∑i=1n(f(ξi)Δxi)
+∣∑i=1n(f(ξi)Δxi)−I∣<ε,即
lim
λ
→
0
S
‾
(
P
)
=
I
\lim _{\lambda \to 0}\overline{S}\left ( P \right ) =I
limλ→0S(P)=I。
<2>充分性
由定义易得
S
‾
(
P
)
≤
∑
i
=
1
n
(
f
(
ξ
i
)
Δ
x
i
)
≤
S
‾
(
P
)
\overline{S}\left ( P \right ) \le \sum_{i=1}^{n} \left ( f\left ( \xi _{i} \right ) \Delta x_{i} \right )\le \underline{S}\left ( P \right )
S(P)≤∑i=1n(f(ξi)Δxi)≤S(P)。
由两边夹原理,
L
=
lim
λ
→
0
S
‾
(
P
)
=
lim
λ
→
0
[
∑
i
=
1
n
(
f
(
ξ
i
)
Δ
x
i
)
]
=
lim
λ
→
0
S
‾
(
P
)
=
l
L=\lim _{\lambda \to 0} \overline{S}\left ( P \right ) = \lim _{\lambda \to 0}\left [ \sum_{i=1}^{n} \left ( f\left ( \xi _{i} \right ) \Delta x_{i} \right ) \right ] = \lim _{\lambda \to 0}\underline{S}\left ( P \right )=l
L=limλ→0S(P)=limλ→0[∑i=1n(f(ξi)Δxi)]=limλ→0S(P)=l,满足Riemann可积的条件。
Riemann可积的等价表述
记函数 f ( x ) f\left ( x \right ) f(x)在闭区间 [ x i − 1 , x i ] \left [ x_{i-1} ,x_{i} \right ] [xi−1,xi]上的最大值与最小值之差 M i − m i M_{i}-m_{i} Mi−mi为振幅 ω i \omega _{i} ωi,则定理3.2中的Riemann可积充要条件 lim λ → 0 S ‾ ( P ) = L = l = lim λ → 0 S ‾ ( P ) ⇔ lim λ → 0 [ ∑ i = 1 n ( ω i Δ x i ) ] = 0 \lim _{\lambda \to 0}\overline{S}\left ( P \right ) =L=l=\lim _{\lambda \to 0}\underline{S}\left ( P \right )\Leftrightarrow \lim _{\lambda \to 0}\left [ \sum_{i=1}^{n} \left ( \omega _{i} \Delta x_{i} \right ) \right ] =0 limλ→0S(P)=L=l=limλ→0S(P)⇔limλ→0[∑i=1n(ωiΔxi)]=0。
远算性质
定理4.1 定积分的线性性
若函数 f ( x ) f\left ( x \right ) f(x), g ( x ) g\left ( x \right ) g(x)在闭区间 [ a , b ] \left [ a,b \right ] [a,b]上可积,则函数 k 1 f ( x ) + k 2 g ( x ) k_{1}f\left ( x \right ) +k_{2}g\left ( x \right ) k1f(x)+k2g(x)也在闭区间 [ a , b ] \left [ a,b \right ] [a,b]上可积,且 ∫ a b k 1 f ( x ) + k 2 g ( x ) d x = k 1 ∫ a b f ( x ) d x + k 2 ∫ a b g ( x ) d x \int_{a}^{b}k_{1}f\left ( x \right ) +k_{2}g\left ( x \right ) dx=k_{1} \int_{a}^{b}f\left ( x \right )dx+ k_{2} \int_{a}^{b}g\left ( x \right )dx ∫abk1f(x)+k2g(x)dx=k1∫abf(x)dx+k2∫abg(x)dx。
定理4.2 定积分的乘积可积性
若函数 f ( x ) f\left ( x \right ) f(x), g ( x ) g\left ( x \right ) g(x)在闭区间 [ a , b ] \left [ a,b \right ] [a,b]上可积,则函数 f ( x ) ⋅ g ( x ) f\left ( x \right ) \cdot g\left ( x \right ) f(x)⋅g(x)也在闭区间 [ a , b ] \left [ a,b \right ] [a,b]上可积。
定理4.3 定积分的保序性
若函数 f ( x ) f\left ( x \right ) f(x), g ( x ) g\left ( x \right ) g(x)在闭区间 [ a , b ] \left [ a,b \right ] [a,b]上可积, f ( x ) ≥ g ( x ) f\left ( x \right )\ge g\left ( x \right ) f(x)≥g(x), ∫ b a f ( x ) d x ≥ ∫ b a g ( x ) d x \int_{b}^{a} f\left ( x \right )dx\ge \int_{b}^{a}g\left ( x \right ) dx ∫baf(x)dx≥∫bag(x)dx。
构造函数
h
(
x
)
=
f
(
x
)
−
g
(
x
)
≥
0
h\left ( x \right )=f\left ( x \right )-g\left ( x \right ) \ge 0
h(x)=f(x)−g(x)≥0。
根据定积分的线性性,函数
h
(
x
)
h\left ( x \right )
h(x)可积,且
∫
a
b
h
(
x
)
d
x
=
∫
a
b
f
(
x
)
−
g
(
x
)
d
x
=
∫
a
b
f
(
x
)
d
x
−
∫
a
b
g
(
x
)
d
x
\int_{a}^{b} h\left ( x \right ) dx=\int_{a}^{b} f\left ( x \right ) -g\left ( x \right )dx=\int_{a}^{b} f\left ( x \right )dx-\int_{a}^{b} g\left ( x \right )dx
∫abh(x)dx=∫abf(x)−g(x)dx=∫abf(x)dx−∫abg(x)dx,
∀
ε
>
0
\forall \varepsilon >0
∀ε>0,
∃
δ
>
0
\exists \delta >0
∃δ>0:
∀
P
\forall P
∀P,
∀
ξ
i
∈
[
x
i
−
1
,
x
i
]
\forall \xi_{i} \in \left [ x_{i-1},x_{i}\right ]
∀ξi∈[xi−1,xi],
∀
λ
∈
(
0
,
δ
)
\forall \lambda \in \left ( 0,\delta \right )
∀λ∈(0,δ),
∑
i
=
1
n
(
h
(
ξ
i
)
Δ
x
i
)
≥
0
\sum_{i=1}^{n} \left ( h\left ( \xi _{i} \right ) \Delta x_{i} \right )\ge 0
∑i=1n(h(ξi)Δxi)≥0,
根据数列极限的保序性,
∫
a
b
h
(
x
)
d
x
=
lim
λ
→
0
[
∑
i
=
1
n
(
h
(
ξ
i
)
Δ
x
i
)
]
≥
0
\int_{a}^{b} h\left ( x \right ) dx=\lim _{\lambda \to 0} \left [ \sum_{i=1}^{n} \left ( h\left ( \xi _{i} \right ) \Delta x_{i} \right ) \right ] \ge 0
∫abh(x)dx=limλ→0[∑i=1n(h(ξi)Δxi)]≥0,即
∫
a
b
f
(
x
)
d
x
≥
∫
a
b
g
(
x
)
d
x
\int_{a}^{b} f\left ( x \right )dx \ge \int_{a}^{b} g\left ( x \right )dx
∫abf(x)dx≥∫abg(x)dx。
定理4.4 定积分的绝对可积性
若函数 f ( x ) f\left ( x \right ) f(x), g ( x ) g\left ( x \right ) g(x)在闭区间 [ a , b ] \left [ a,b \right ] [a,b]上可积,则函数 ∣ f ( x ) ∣ \left | f\left ( x \right ) \right | ∣f(x)∣也在闭区间 [ a , b ] \left [ a,b \right ] [a,b]上可积,且 ∫ a b ∣ f ( x ) ∣ d x ≥ ∫ a b f ( x ) d x \int_{a}^{b} \left | f\left ( x \right ) \right |dx \ge \int_{a}^{b} f\left ( x \right )dx ∫ab∣f(x)∣dx≥∫abf(x)dx。
定理4.5 定积分的区间可加性
若函数 f ( x ) f\left ( x \right ) f(x)在闭区间 [ a , b ] \left [ a,b \right ] [a,b]上可积, c ∈ ( a , b ) c\in \left ( a,b \right ) c∈(a,b),则函数 f ( x ) f\left ( x \right ) f(x)在闭区间 [ a , c ] \left [ a,c \right ] [a,c], [ c , b ] \left [ c,b \right ] [c,b]上均可积,反之亦然,且 ∫ a b f ( x ) d x = ∫ a c f ( x ) d x + ∫ c b f ( x ) d x \int_{a}^{b} f\left ( x \right ) dx=\int_{a}^{c} f\left ( x \right ) dx + \int_{c}^{b} f\left ( x \right ) dx ∫abf(x)dx=∫acf(x)dx+∫cbf(x)dx。
若函数
f
(
x
)
f\left ( x \right )
f(x)在闭区间
[
a
,
b
]
\left [ a,b \right ]
[a,b]上可积,则可取一个划分
P
P
P,设
c
c
c为
P
P
P的一个分点
x
k
x_{k}
xk(如不然,将c作为新分点添加入划分P,根据引理3.1,
∣
∑
i
=
1
n
(
ω
i
Δ
x
i
)
∣
<
ε
\left | \sum_{i=1}^{n}\left ( \omega _{i} \Delta x_{i} \right ) \right | <\varepsilon
∣∑i=1n(ωiΔxi)∣<ε仍然成立),
在闭区间
[
a
,
c
]
\left [ a,c \right ]
[a,c]上存在划分
P
1
=
{
[
x
i
,
x
i
−
1
]
∣
1
≤
i
≤
k
}
P_{1} =\left \{ \left [ x_{i},x_{i-1} \right ] \mid 1\le i\le k \right \}
P1={[xi,xi−1]∣1≤i≤k}:
∣
∑
i
=
1
n
(
ω
i
Δ
x
i
)
∣
<
ε
\left | \sum_{i=1}^{n}\left ( \omega _{i} \Delta x_{i} \right ) \right | <\varepsilon
∣∑i=1n(ωiΔxi)∣<ε,函数
f
(
x
)
f\left ( x \right )
f(x)在闭区间
[
a
,
c
]
\left [ a,c \right ]
[a,c]上可积,
在闭区间
[
c
,
b
]
\left [ c,b \right ]
[c,b]上存在划分
P
2
=
{
[
x
i
,
x
i
−
1
]
∣
k
+
1
≤
i
≤
n
}
P_{2} =\left \{ \left [ x_{i},x_{i-1} \right ] \mid k+1\le i\le n \right \}
P2={[xi,xi−1]∣k+1≤i≤n}:
∣
∑
i
=
1
n
(
ω
i
Δ
x
i
)
∣
<
ε
\left | \sum_{i=1}^{n}\left ( \omega _{i} \Delta x_{i} \right ) \right | <\varepsilon
∣∑i=1n(ωiΔxi)∣<ε,函数
f
(
x
)
f\left ( x \right )
f(x)在闭区间
[
c
,
b
]
\left [ c,b \right ]
[c,b]上可积;
反之,若函数
f
(
x
)
f\left ( x \right )
f(x)在闭区间
[
a
,
c
]
\left [ a,c \right ]
[a,c],
[
c
,
b
]
\left [ c,b \right ]
[c,b]上均可积,
设在闭区间
[
a
,
c
]
\left [ a,c \right ]
[a,c]上存在划分
P
1
=
{
[
x
i
,
x
i
−
1
]
∣
1
≤
i
≤
k
}
P_{1} =\left \{ \left [ x_{i},x_{i-1} \right ] \mid 1\le i\le k \right \}
P1={[xi,xi−1]∣1≤i≤k}:
∣
∑
i
=
1
n
(
ω
i
Δ
x
i
)
∣
<
ε
2
\left | \sum_{i=1}^{n}\left ( \omega_{i} \Delta x_{i} \right ) \right | <\frac{\varepsilon }{2}
∣∑i=1n(ωiΔxi)∣<2ε,在闭区间
[
c
,
b
]
\left [ c,b \right ]
[c,b]上存在划分
P
2
=
{
[
x
i
,
x
i
−
1
]
∣
k
+
1
≤
i
≤
n
}
P_{2} =\left \{ \left [ x_{i},x_{i-1} \right ] \mid k+1\le i\le n \right \}
P2={[xi,xi−1]∣k+1≤i≤n}:
∣
∑
i
=
1
n
(
ω
i
Δ
x
i
)
∣
<
ε
2
\left | \sum_{i=1}^{n}\left ( \omega _{i} \Delta x_{i} \right ) \right | <\frac{\varepsilon }{2}
∣∑i=1n(ωiΔxi)∣<2ε,
对于划分
P
1
P_{1}
P1,
P
2
P_{2}
P2,其积划分
P
=
P
1
⋅
P
2
P=P_{1}\cdot P_{2}
P=P1⋅P2仍满足
lim
λ
→
0
[
∑
i
=
1
n
f
(
(
ω
i
Δ
x
i
)
)
]
\lim_{\lambda \to 0} \left [ \sum_{i=1}^{n} f\left ( \left ( \omega _{i}\Delta x_{i} \right ) \right ) \right ]
limλ→0[∑i=1nf((ωiΔxi))],函数
f
(
x
)
f\left ( x \right )
f(x)在闭区间
[
a
,
b
]
\left [ a,b \right ]
[a,b]上可积。
取一个包含分点c=x_{r}的划分P,设在闭区间
[
a
,
c
]
\left [ a,c \right ]
[a,c]上存在划分
P
1
=
{
[
x
i
,
x
i
−
1
]
∣
1
≤
i
≤
r
}
P_{1} =\left \{ \left [ x_{i},x_{i-1} \right ] \mid 1\le i\le r \right \}
P1={[xi,xi−1]∣1≤i≤r},在闭区间
[
c
,
b
]
\left [ c,b \right ]
[c,b]上存在划分
P
2
=
{
[
x
i
,
x
i
−
1
]
∣
r
+
1
≤
i
≤
n
}
P_{2} =\left \{ \left [ x_{i},x_{i-1} \right ] \mid r+1\le i\le n \right \}
P2={[xi,xi−1]∣r+1≤i≤n},
易知
∑
i
=
1
n
(
f
(
ω
i
)
Δ
x
i
)
=
∑
i
=
1
k
(
f
(
ξ
i
)
Δ
x
i
)
+
∑
i
=
k
+
1
n
(
ω
i
Δ
x
i
)
\sum_{i=1}^{n} \left ( f\left ( \omega _{i} \right )\Delta x_{i} \right ) =\sum_{i=1}^{k} \left ( f\left ( \xi _{i} \right )\Delta x_{i} \right ) +\sum_{i=k+1}^{n} \left ( \omega_{i} \Delta x_{i} \right )
∑i=1n(f(ωi)Δxi)=∑i=1k(f(ξi)Δxi)+∑i=k+1n(ωiΔxi),对等式两边取
λ
→
0
\lambda \to 0
λ→0时的极限,可得
lim
λ
→
0
[
∑
i
=
1
n
(
ω
i
Δ
x
i
)
]
=
lim
λ
→
0
[
∑
i
=
1
k
(
f
(
ξ
i
)
Δ
x
i
)
]
+
lim
λ
→
0
[
∑
i
=
k
+
1
n
(
f
(
ξ
i
)
Δ
x
i
)
]
\lim _{\lambda \to 0} \left [ \sum_{i=1}^{n} \left ( \omega_{i} \Delta x_{i} \right )\right ]=\lim _{\lambda \to 0} \left [ \sum_{i=1}^{k} \left ( f\left ( \xi _{i} \right )\Delta x_{i} \right )\right ] +\lim _{\lambda \to 0} \left [ \sum_{i=k+1}^{n} \left ( f\left ( \xi _{i} \right )\Delta x_{i} \right )\right ]
limλ→0[∑i=1n(ωiΔxi)]=limλ→0[∑i=1k(f(ξi)Δxi)]+limλ→0[∑i=k+1n(f(ξi)Δxi)],即
∫
a
b
∣
f
(
x
)
∣
d
x
≥
∫
a
b
f
(
x
)
d
x
\int_{a}^{b} \left | f\left ( x \right ) \right |dx \ge \int_{a}^{b} f\left ( x \right )dx
∫ab∣f(x)∣dx≥∫abf(x)dx。
积分中值定理
积分第一中值定理
若函数
f
(
x
)
f\left ( x \right )
f(x),
g
(
x
)
g\left ( x \right )
g(x)在闭区间
[
a
,
b
]
\left [ a,b \right ]
[a,b]上可积,且
g
(
x
)
g\left ( x \right )
g(x)不变号,则
∃
η
∈
[
m
,
M
]
\exists \eta \in \left [ m,M \right ]
∃η∈[m,M](
m
=
inf
f
(
x
)
m=\inf f\left ( x \right )
m=inff(x),
M
=
max
f
(
x
)
M=\max f\left ( x \right )
M=maxf(x)):
∫
a
b
f
(
x
)
g
(
x
)
d
x
=
η
∫
a
b
g
(
x
)
d
x
\int_{a}^{b} f\left ( x \right ) g\left ( x \right )dx=\eta \int_{a}^{b} g\left ( x \right ) dx
∫abf(x)g(x)dx=η∫abg(x)dx。
若函数
f
(
x
)
f\left ( x \right )
f(x)是闭区间
[
a
,
b
]
\left [ a,b \right ]
[a,b]上的连续函数,则
∃
ξ
∈
(
a
,
b
)
\exists \xi \in \left ( a,b \right )
∃ξ∈(a,b):
∫
a
b
f
(
x
)
g
(
x
)
d
x
=
f
(
ξ
)
∫
a
b
g
(
x
)
d
x
\int_{a}^{b} f\left ( x \right )g\left ( x \right )dx =f\left ( \xi \right )\int_{a}^{b}g\left ( x \right )dx
∫abf(x)g(x)dx=f(ξ)∫abg(x)dx。
易知
m
g
(
x
)
≤
f
(
x
)
g
(
x
)
≤
M
g
(
x
)
m g\left ( x \right ) \le f\left ( x \right ) g\left ( x \right ) \le M g\left ( x \right )
mg(x)≤f(x)g(x)≤Mg(x),
根据定积分的保序性和线性性,
m
∫
a
b
g
(
x
)
d
x
≤
∫
a
b
f
(
x
)
g
(
x
)
d
x
≤
M
∫
a
b
g
(
x
)
d
x
m\int_{a}^{b} g\left ( x \right )dx \le \int_{a}^{b} f\left ( x \right ) g\left ( x \right )dx \le M\int_{a}^{b} g\left ( x \right )dx
m∫abg(x)dx≤∫abf(x)g(x)dx≤M∫abg(x)dx,即
m
≤
η
=
∫
a
b
f
(
x
)
g
(
x
)
d
x
∫
a
b
g
(
x
)
d
x
≤
M
m \le \eta =\frac{\int_{a}^{b} f\left ( x \right ) g\left ( x \right )dx}{\int_{a}^{b} g\left ( x \right )dx}\le M
m≤η=∫abg(x)dx∫abf(x)g(x)dx≤M。
若函数
f
(
x
)
f\left ( x \right )
f(x)是闭区间
[
a
,
b
]
\left [ a,b \right ]
[a,b]上的连续函数,引用介值定理,
∃
ξ
:
f
(
ξ
)
=
η
∈
(
m
,
M
)
\exists \xi:f\left ( \xi \right )=\eta \in \left ( m,M \right )
∃ξ:f(ξ)=η∈(m,M)。