这里来介绍两个判别一般无穷积分敛散的判别法.
定理 11.3 (狄利克雷判别法)
若 F ( u ) = ∫ a u f ( x ) d x F(u)=\int_{a}^{u} f(x) \mathrm{d} x F(u)=∫auf(x)dx 在 [ a , + ∞ ) [a,+\infty) [a,+∞) 上有界, g ( x ) g(x) g(x) 在 [ a , + ∞ ) [a,+\infty) [a,+∞) 上当 x → + ∞ x \rightarrow+\infty x→+∞ 时单调趋于 0 , 则
∫ a + ∗ f ( x ) g ( x ) d x \int_{a}^{+*} f(x) g(x) \mathrm{d} x ∫a+∗f(x)g(x)dx 收敛.
证
由条件设 ∣ ∫ a u f ( x ) d x ∣ ⩽ M , u ∈ [ a , + ∞ ) \left|\int_{a}^{u} f(x) \mathrm{d} x\right| \leqslant M, u \in[a,+\infty)
∫auf(x)dx
⩽M,u∈[a,+∞). 任给 ε > 0 \varepsilon>0 ε>0, 由于 lim x → + ∞ g ( x ) = 0 \lim \limits_{x \rightarrow+\infty} g(x)=0 x→+∞limg(x)=0, 因此存在 G ⩾ a G \geqslant a G⩾a, 当 x > G x>G x>G 时, 有
∣ g ( x ) ∣ < ε 4 M . |g(x)|<\cfrac{\varepsilon}{4 M} . ∣g(x)∣<4Mε.
又因 g g g 为单调函数, 利用积分第二中值定理 (定理 9.11) 的推论, 对于任何 u 2 > u 1 > u_{2}>u_{1}> u2>u1> G G G, 存在 ξ ∈ [ u 1 , u 2 ] \xi \in\left[u_{1}, u_{2}\right] ξ∈[u1,u2], 使得
∫ u 1 u 2 f ( x ) g ( x ) d x = g ( u 1 ) ∫ u 1 ξ f ( x ) d x + g ( u 2 ) ∫ ξ v 2 f ( x ) d x . \int_{u_{1}}^{u_{2}} f(x) g(x) \mathrm{d} x=g\left(u_{1}\right) \int_{u_{1}}^{\xi} f(x) \mathrm{d} x+g\left(u_{2}\right) \int_{\xi}^{v_{2}} f(x) \mathrm{d} x . ∫u1u2f(x)g(x)dx=g(u1)∫u1ξf(x)dx+g(u2)∫ξv2f(x)dx.
于是有
∣ ∫ u j u 2 f ( x ) g ( x ) d x ∣ ⩽ ∣ g ( u 1 ) ∣ ⋅ ∣ ∫ u 1 ξ f ( x ) d x ∣ + ∣ g ( u 2 ) ∣ ⋅ ∣ ∫ ξ u 2 f ( x ) d x ∣ = ∣ g ( u 1 ) ∣ ⋅ ∣ ∫ a ξ f ( x ) d x − ∫ a u 1 f ( x ) d x ∣ + ∣ g ( u 2 ) ∣ ⋅ ∣ ∫ a u 2 f ( x ) d x − ∫ a ξ f ( x ) d x ∣ < ε 4 M ⋅ 2 M + ε 4 M ⋅ 2 M = ε . \begin{aligned} \left|\int_{u_{j}}^{u_{2}} f(x) g(x) \mathrm{d} x\right| \leqslant & \left|g\left(u_{1}\right)\right| \cdot\left|\int_{u_{1}}^{\xi} f(x) \mathrm{d} x\right|+\left|g\left(u_{2}\right)\right| \cdot\left|\int_{\xi}^{u_{2}} f(x) \mathrm{d} x\right| \\ = & \left|g\left(u_{1}\right)\right| \cdot\left|\int_{a}^{\xi} f(x) \mathrm{d} x-\int_{a}^{u_{1}} f(x) \mathrm{d} x\right|+ \\ & \left|g\left(u_{2}\right)\right| \cdot\left|\int_{a}^{u_{2}} f(x) \mathrm{d} x-\int_{a}^{\xi} f(x) \mathrm{d} x\right| \\ & <\cfrac{\varepsilon}{4 M} \cdot 2 M+\cfrac{\varepsilon}{4 M} \cdot 2 M=\varepsilon . \end{aligned} ∫uj