一、定义
设函数
f
(
x
)
f(x)
f(x)在区间
[
a
,
b
]
[a,b]
[a,b]上连续,设
x
x
x为区间
[
a
,
b
]
[a,b]
[a,b]上的一点,考察定积分
∫
a
x
f
(
x
)
d
x
=
∫
a
x
f
(
t
)
d
t
\int _a^xf(x)dx=\int _a^xf(t)dt
∫axf(x)dx=∫axf(t)dt
如果上限
x
x
x在区间
[
a
,
b
]
[a,b]
[a,b]上任意变动,则对于每一个取定的
x
x
x值,定积分
∫
a
x
f
(
t
)
d
t
\int _a^xf(t)dt
∫axf(t)dt都有一个对应值,所以它在区间
[
a
,
b
]
[a,b]
[a,b]上定义了一个函数,记为
Φ
(
x
)
=
∫
a
x
f
(
t
)
d
t
\Phi(x)=\int _a^xf(t)dt
Φ(x)=∫axf(t)dt
该函数就是积分上限函数。
二、变限积分函数求导公式
如果函数
f
(
x
)
f(x)
f(x)连续,
ϕ
(
x
)
\phi(x)
ϕ(x) 和
φ
(
x
)
\varphi(x)
φ(x)可导,那么变限积分函数的求导公式可表示为
Φ
′
(
x
)
=
d
d
x
∫
ϕ
(
x
)
φ
(
x
)
f
(
t
)
d
t
=
f
[
φ
(
x
)
]
φ
′
(
x
)
−
f
[
ϕ
(
x
)
]
ϕ
′
(
x
)
\Phi'(x)=\frac{d}{dx}\int_{\phi(x)}^{\varphi(x)}f(t)dt=f[\varphi(x)]\varphi'(x)-f[\phi(x)]\phi'(x)
Φ′(x)=dxd∫ϕ(x)φ(x)f(t)dt=f[φ(x)]φ′(x)−f[ϕ(x)]ϕ′(x)
[推导过程]
记函数
f
(
x
)
f(x)
f(x)的原函数为
F
(
x
)
F(x)
F(x),则有
F
′
(
x
)
=
f
(
x
)
F'(x)=f(x)
F′(x)=f(x)
或
∫
f
(
x
)
d
x
=
F
(
x
)
+
C
\int f(x)dx=F(x)+C
∫f(x)dx=F(x)+C
则对
Φ
(
x
)
=
∫
ϕ
(
x
)
φ
(
x
)
f
(
t
)
d
t
\Phi(x)=\int_{\phi(x)}^{\varphi(x)}f(t)dt
Φ(x)=∫ϕ(x)φ(x)f(t)dt由牛顿-莱布尼茨公式
∫
a
b
f
(
x
)
=
F
(
x
)
∣
a
b
=
F
(
b
)
−
F
(
a
)
\int_a^bf(x)=F(x)|_a^b=F(b)-F(a)
∫abf(x)=F(x)∣ab=F(b)−F(a)可得
Φ
(
x
)
=
∫
ϕ
(
x
)
φ
(
x
)
f
(
t
)
d
t
=
F
(
x
)
∣
ϕ
(
x
)
φ
(
x
)
=
F
[
φ
(
x
)
]
−
F
[
ϕ
(
x
)
]
\Phi(x)=\int_{\phi(x)}^{\varphi(x)}f(t)dt=F(x)|_{\phi(x)}^{\varphi(x)}=F[\varphi(x)]-F[\phi(x)]
Φ(x)=∫ϕ(x)φ(x)f(t)dt=F(x)∣ϕ(x)φ(x)=F[φ(x)]−F[ϕ(x)]
由函数和的求导法则
[
u
(
x
)
±
v
(
x
)
]
′
=
u
′
(
x
)
±
v
′
(
x
)
[u(x)\pm v(x)]'=u'(x)\pm v'(x)
[u(x)±v(x)]′=u′(x)±v′(x)
可得
Φ
′
(
x
)
=
d
d
x
∫
ϕ
(
x
)
φ
(
x
)
f
(
t
)
d
t
=
{
F
[
φ
(
x
)
]
−
F
[
ϕ
(
x
)
]
}
′
=
{
F
[
φ
(
x
)
]
}
′
−
{
F
[
ϕ
(
x
)
]
}
′
\Phi^{'}(x)=\frac{d}{dx}\int_{\phi(x)}^{\varphi(x)}f(t)dt=\{F[\varphi(x)]-F[\phi(x)]\}'=\{F[\varphi(x)]\}'-\{F[\phi(x)]\}'
Φ′(x)=dxd∫ϕ(x)φ(x)f(t)dt={F[φ(x)]−F[ϕ(x)]}′={F[φ(x)]}′−{F[ϕ(x)]}′
由复合函数的求导法则
{
f
[
g
(
x
)
]
}
′
=
f
′
[
g
(
x
)
]
g
′
(
x
)
\{f[g(x)]\}'=f'[g(x)]g'(x)
{f[g(x)]}′=f′[g(x)]g′(x)
可得
Φ
′
(
x
)
=
{
F
[
φ
(
x
)
]
}
′
−
{
F
[
ϕ
(
x
)
]
}
′
=
F
′
[
φ
(
x
)
]
φ
′
(
x
)
−
F
′
[
ϕ
(
x
)
]
ϕ
′
(
x
)
\Phi^{'}(x)=\{F[\varphi(x)]\}'-\{F[\phi(x)]\}'=F'[\varphi(x)]\varphi'(x)-F'[\phi(x)]\phi'(x)
Φ′(x)={F[φ(x)]}′−{F[ϕ(x)]}′=F′[φ(x)]φ′(x)−F′[ϕ(x)]ϕ′(x)
由(2)式
F
′
(
x
)
=
f
(
x
)
F'(x)=f(x)
F′(x)=f(x)可知
F
′
[
φ
(
x
)
]
=
f
[
φ
(
x
)
]
F'[\varphi(x)]=f[\varphi(x)]
F′[φ(x)]=f[φ(x)]
F
′
[
ϕ
(
x
)
]
=
f
[
ϕ
(
x
)
]
F'[\phi(x)]=f[\phi(x)]
F′[ϕ(x)]=f[ϕ(x)],则(8)式可改写为
Φ
′
(
x
)
=
F
′
[
φ
(
x
)
]
φ
′
(
x
)
−
F
′
[
ϕ
(
x
)
]
ϕ
′
(
x
)
=
f
[
φ
(
x
)
]
φ
′
(
x
)
−
f
[
ϕ
(
x
)
]
ϕ
′
(
x
)
\Phi^{'}(x)=F'[\varphi(x)]\varphi'(x)-F'[\phi(x)]\phi'(x)=f[\varphi(x)]\varphi'(x)-f[\phi(x)]\phi'(x)
Φ′(x)=F′[φ(x)]φ′(x)−F′[ϕ(x)]ϕ′(x)=f[φ(x)]φ′(x)−f[ϕ(x)]ϕ′(x)
三、定理
定理1 如果函数
f
(
x
)
f(x)
f(x)在区间
[
a
,
b
]
[a,b]
[a,b]上连续,则积分上限函数
Φ
(
x
)
=
∫
a
x
f
(
t
)
d
t
\Phi(x)=\int _a^xf(t)dt
Φ(x)=∫axf(t)dt在
[
a
,
b
]
[a,b]
[a,b]上具有导数,且导数为:
Φ
′
(
x
)
=
d
d
x
∫
a
x
f
(
t
)
d
t
=
f
(
x
)
\Phi^{'}(x)=\frac{d}{dx}\int _a^xf(t)dt=f(x)
Φ′(x)=dxd∫axf(t)dt=f(x)
四、应用
求极限
lim
x
→
0
∫
x
2
x
e
t
2
d
t
x
\lim_{x \to 0} \frac{\int_x^{2x}e^{t^2}dt}{x}
x→0limx∫x2xet2dt
令函数
f
(
x
)
=
∫
x
2
x
e
t
2
d
t
f(x)=\int_x^{2x}e^{t^2}dt
f(x)=∫x2xet2dt,则函数
f
(
x
)
f(x)
f(x) 在
x
=
0
x=0
x=0 处连续,运用洛必达法则(L’Hôpital’s rule)则有
lim
x
→
0
∫
x
2
x
e
t
2
d
t
x
=
lim
n
→
0
f
′
(
x
)
x
′
=
lim
n
→
0
f
′
(
x
)
\lim_{x \to 0} \frac{\int_x^{2x}e^{t^2}dt}{x}=\lim_{n \to 0} \frac{f'(x)}{x'}=\lim_{n \to 0} f'(x)
x→0limx∫x2xet2dt=n→0limx′f′(x)=n→0limf′(x)
这是一个典型的变限积分函数的求导,根据变限积分函数求导公式(3)可得
f
′
(
x
)
=
d
d
x
∫
x
2
x
e
t
2
d
t
=
e
(
2
x
)
2
(
2
x
)
′
−
e
x
2
(
x
)
′
=
2
e
4
x
2
−
e
x
2
f'(x)=\frac{d}{dx}\int_x^{2x}e^{t^2}dt=e^{(2x)^2}(2x)'-e^{x^2}(x)'=2e^{4x^2}-e^{x^2}
f′(x)=dxd∫x2xet2dt=e(2x)2(2x)′−ex2(x)′=2e4x2−ex2
则有
lim
x
→
0
∫
x
2
x
e
t
2
d
t
x
=
lim
x
→
0
2
e
4
x
2
−
e
x
2
=
1
\lim_{x \to 0} \frac{\int_x^{2x}e^{t^2}dt}{x}=\lim_{x \to 0}2e^{4x^2}-e^{x^2}=1
x→0limx∫x2xet2dt=x→0lim2e4x2−ex2=1