高数习题11.1（上）

1. 判别下列广义积分的敛散性；若收敛，求出其值：
   (1) ${\int }_0^{+\infty }x{e}^{-x}dx;$
   (2) ${\int }_0^{+\infty }\frac{dx}{(x+1)(x+2)};$
   (3) $\frac{1}{\sigma \sqrt{2\pi }}{\int }_{-\infty }^{+\infty }{e}^{-\frac{(x-a{)}^2}{2{\sigma }^2}}dx(\sigma >0);$
   (4) ${\int }_0^{+\infty }\frac{1+x^2}{1+x^4}dx;$
   (5) ${\int }_0^{+\infty }xsinxdx;$
   (6) ${\int }_4^{+\infty }\frac{dx}{x\sqrt{x-1}};$
   (7) ${\int }_0^{+\infty }\frac{arctanx}{(1+x^2{)}^{\frac{3}{2}}}dx;$
   (8) ${\int }_{-\infty }^{+\infty }\frac{dx}{x^2+2x+2};$
   (9) ${\int }_0^{+\infty }{e}^{-x}cosxdx;$
   (10) ${\int }_{-1}^1\frac{dx}{\sqrt{1-x^2}};$
   (11) ${\int }_0^{\frac{1}{2}}\frac{dx}{xlnx};$
   (12) ${\int }_0^{\frac{1}{2}}\frac{dx}{xl{n}^{2}x};$
   (13) ${\int }_0^{+\infty }\frac{dx}{1+x^4}.$
   解：
   (1)
   $\begin{array}{rl}{\int }_0^{+\infty }x{e}^{-x}dx& =\underset{A\to +\infty }{\lim }{\int }_0^{A}x{e}^{-x}dx\\ & =\underset{A\to +\infty }{\lim }(-A{e}^{-A}-e^{-A}+1)\\ & =1\end{array}$
   所以${\int }_0^{+\infty }x{e}^{-x}dx$收敛于1
   (2)
   $\begin{array}{rl}{\int }_0^{+\infty }\frac{dx}{(x+1)(x+2)}& =\underset{A\to +\infty }{\lim }{\int }_0^A\frac{dx}{(x+1)(x+2)}\\ & =\underset{A\to +\infty }{\lim }[ln(A+1)-ln(A+2)+ln2]\\ & =ln2\end{array}$
   所以${\int }_0^{+\infty }\frac{dx}{(x+1)(x+2)}$收敛于ln2
   (3)
   $\begin{array}{rl}\frac{1}{\sigma \sqrt{2\pi }}{\int }_{-\infty }^{+\infty }{e}^{-\frac{(x-a{)}^2}{2{\sigma }^2}}dx& =\frac{1}{\sqrt{\pi }}{\int }_{-\infty }^{+\infty }{e}^{-(\frac{x-a}{\sqrt{2}\sigma }{)}^2}d(\frac{x-a}{\sigma \sqrt{2}})\\ & =\frac{1}{\sqrt{\pi }}\cdot \frac{\sqrt{\pi }}{2}\cdot 2\\ & =1\end{array}$
   所以$\frac{1}{\sigma \sqrt{2\pi }}{\int }_{-\infty }^{+\infty }{e}^{-\frac{(x-a{)}^2}{2{\sigma }^2}}dx$收敛于1
   (4)
   $\begin{array}{rl}{\int }_0^{+\infty }\frac{1+x^2}{1+x^4}dx& ={\int }_0^{+\infty }\frac{\frac{1}{x^2}+1}{\frac{1}{x^2}+x^2}dx\\ & ={\int }_0^{+\infty }\frac{d(x-\frac{1}{x})}{(x-\frac{1}{x}{)}^2+2}\\ & ={\int }_{-\infty }^{+\infty }\frac{du}{u^2+2}\\ & =\underset{A\to +\infty }{\lim }{\int }_{-A}^A\frac{du}{u^2+2}\\ & =\sqrt{2}\underset{A\to +\infty }{\lim }arctan(\frac{\sqrt{2}}{2}A)\\ & =\frac{\sqrt{2}}{2}\pi \end{array}$
   所以${\int }_0^{+\infty }\frac{1+x^2}{1+x^4}dx$收敛于$\frac{\sqrt{2}}{2}\pi$
   (5)
   $\begin{array}{rl}{\int }_0^{+\infty }xsinxdx& =\underset{A\to +\infty }{\lim }{\int }_0^{A}xsinxdx\\ & =\underset{A\to +\infty }{\lim }(-AcosA+sinA)\\ & =-\infty \end{array}$
   所以${\int }_0^{+\infty }xsinxdx$发散
   (6)
   $\begin{array}{rl}{\int }_4^{+\infty }\frac{dx}{x\sqrt{x-1}}& ={\int }_{\sqrt{3}}^{+\infty }\frac{d(t^2+1)}{(t^2+1)t}\\ & =2\underset{A\to +\infty }{\lim }{\int }_{\sqrt{3}}^A\frac{dt}{t^2+1}\\ & =2\underset{A\to +\infty }{\lim }(arctanA-arctan\sqrt{3})\\ & =\frac{\pi }{3}\end{array}$
   所以${\int }_4^{+\infty }\frac{dx}{x\sqrt{x-1}}$收敛于$\frac{\pi }{3}$
   (7)
   $\begin{array}{rl}{\int }_0^{+\infty }\frac{arctanx}{(1+x^2{)}^{\frac{3}{2}}}dx& ={\int }_0^{\frac{\pi }{2}}\frac{td(tant)}{(1+ta{n}^{2}t{)}^{\frac{3}{2}}}\\ & ={\int }_0^{\frac{\pi }{2}}tcostdt\\ & =(tsint+cost){|}_0^{\frac{\pi }{2}}\\ & =\frac{\pi }{2}-1\end{array}$
   所以${\int }_0^{+\infty }\frac{arctanx}{(1+x^2{)}^{\frac{3}{2}}}dx$收敛于$\frac{\pi }{2}-1$
   (8)
   $\begin{array}{rl}{\int }_{-\infty }^{+\infty }\frac{dx}{x^2+2x+2}& ={\int }_{-\infty }^{+\infty }\frac{d(t-1)}{t^2+1}\\ & =2\underset{A\to +\infty }{\lim }{\int }_0^A\frac{dt}{t^2+1}\\ & =2\underset{A\to +\infty }{\lim }(arctanA)\\ & =\pi \end{array}$
   所以${\int }_{-\infty }^{+\infty }\frac{dx}{x^2+2x+2}$收敛于$\pi$
   (9)
   $\begin{array}{rl}{\int }_0^{+\infty }{e}^{-x}cosxdx& =\underset{A\to +\infty }{\lim }{\int }_0^A{e}^{-x}cosxdx\\ & =\underset{A\to +\infty }{\lim }[\frac{e^{-A}(sinA-cosA)}{2}+\frac{1}{2}]\\ & =\frac{1}{2}\end{array}$
   所以${\int }_0^{+\infty }{e}^{-x}cosxdx$收敛于$\frac{1}{2}$
   (10)
   $\begin{array}{rl}{\int }_{-1}^1\frac{dx}{\sqrt{1-x^2}}& ={\int }_{\pi }^0\frac{dcost}{sint}\\ & =-{\int }_{\pi }^{0}dt\\ & =\pi \end{array}$
   所以${\int }_{-1}^1\frac{dx}{\sqrt{1-x^2}}$收敛于$\pi$
   (11)
   $\begin{array}{rl}{\int }_0^{\frac{1}{2}}\frac{dx}{xlnx}& =\underset{A\to 0^{+}}{\lim }{\int }_A^{\frac{1}{2}}\frac{dx}{xlnx}\\ & =\underset{A\to 0^{+}}{\lim }[ln|ln(\frac{1}{2})|-ln|lnA|]\\ & =-\infty \end{array}$
   所以${\int }_0^{\frac{1}{2}}\frac{dx}{xlnx}$发散
   (12)
   $\begin{array}{rl}{\int }_0^{\frac{1}{2}}\frac{dx}{xl{n}^{2}x}& =\underset{A\to 0^{+}}{\lim }{\int }_A^{\frac{1}{2}}\frac{dx}{xl{n}^{2}x}\\ & =\underset{A\to 0^{+}}{\lim }(\frac{1}{ln2}+\frac{1}{A})\\ & =\frac{1}{ln2}\end{array}$
   所以${\int }_0^{\frac{1}{2}}\frac{dx}{xl{n}^{2}x}$收敛于$\frac{1}{ln2}$
   (13)
   $\begin{array}{rl}{\int }_0^{+\infty }\frac{dx}{1+x^4}& ={\int }_{+\infty }^0\frac{d\frac{1}{t}}{1+\frac{1}{t^4}}\\ & ={\int }_0^{+\infty }\frac{t^{2}dt}{1+t^4}\end{array}$
   两式相加，得
   $\begin{array}{rl}{\int }_0^{+\infty }\frac{dx}{1+x^4}& =\frac{1}{2}{\int }_0^{+\infty }\frac{1+x^2}{1+x^4}dx\\ & =\frac{\sqrt{2}}{4}\pi \end{array}$
   所以${\int }_0^{+\infty }\frac{dx}{1+x^4}$收敛于$\frac{\sqrt{2}}{4}\pi$
2. 证明下列各式($\sigma >0$)：
   (1) $\frac{1}{\sigma \sqrt{2\pi }}{\int }_{-\infty }^{+\infty }(x-a{)}^2{e}^{-\frac{(x-a{)}^2}{2{\sigma }^2}}dx={\sigma }^2$
   (2) $\frac{1}{\sigma \sqrt{2\pi }}{\int }_{-\infty }^{+\infty }x{e}^{-\frac{(x-a{)}^2}{2{\sigma }^2}}dx=a.$
   证明：
   (1)
   $\begin{array}{rl}\frac{1}{\sigma \sqrt{2\pi }}{\int }_{-\infty }^{+\infty }(x-a{)}^2{e}^{-\frac{(x-a{)}^2}{2{\sigma }^2}}dx& =\frac{2{\sigma }^2}{\sqrt{\pi }}{\int }_{-\infty }^{+\infty }(\frac{x-a}{\sqrt{2}\sigma }{)}^2{e}^{-(\frac{x-a}{\sqrt{2}\sigma }{)}^2}d(\frac{x-a}{\sqrt{2}\sigma })\\ & =\frac{2{\sigma }^2}{\sqrt{\pi }}{\int }_{-\infty }^{+\infty }{t}^2{e}^{-t^2}dt\\ & =\frac{{\sigma }^2}{\sqrt{\pi }}{\int }_{-\infty }^{+\infty }{e}^{-t^2}dt\\ & ={\sigma }^2\end{array}$
   (2)
   $\begin{array}{rl}\frac{1}{\sigma \sqrt{2\pi }}{\int }_{-\infty }^{+\infty }x{e}^{-\frac{(x-a{)}^2}{2{\sigma }^2}}dx& =\frac{\sqrt{2}\sigma }{\sqrt{\pi }}{\int }_{-\infty }^{+\infty }(\frac{x-a}{\sqrt{2}\sigma })e^{-(\frac{x-a}{\sqrt{2}\sigma }{)}^2}d(\frac{x-a}{\sqrt{2}\sigma })+\frac{a}{\sqrt{\pi }}{\int }_{-\infty }^{+\infty }{e}^{-(\frac{x-a}{\sqrt{2}\sigma }{)}^2}d(\frac{x-a}{\sqrt{2}\sigma })\\ & =\frac{\sqrt{2}\sigma }{\sqrt{\pi }}{\int }_{-\infty }^{+\infty }t{e}^{-t^2}dt+\frac{a}{\sqrt{\pi }}{\int }_{-\infty }^{+\infty }{e}^{-t^2}dt\\ & =a\end{array}$