定积分的性质
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
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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
c
c作为新分点添加入划分
P
P
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)。