无穷积分 ∫sinx/xdx 的几种巧妙解法

最新推荐文章于 2024-06-02 20:26:46 发布

cyzhou1221

最新推荐文章于 2024-06-02 20:26:46 发布

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分类专栏：数学园地文章标签：高等数学无穷积分

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1. Fourier 正弦展开

$\int_{0}^{\infin}\frac{\sin x}{x}dx=\lim_{m\to\infin}\int_0^{m\pi}\frac{\sin x}{x}dx$ $\text{令}\,h=\pi/k\text{，将区间}\,[0,m\pi]\,\text{分割成}\,km\,\text{个长度为}\,h\,\text{的小区间，由黎曼积分的定义}$
$\int_0^{m\pi}\frac{\sin x}{x}dx=\lim_{h\to0^+}\sum_{n=1}^{km}\frac{\sin nh}{nh}h=\lim_{h\to0^+}\sum_{n=1}^{km}\frac{\sin nh}{n}$ $\text{由}\,\textrm{Fourier}\,\text{正弦展开}$
$\frac{\pi-h}{2}=\sum_{n=1}^{\infin}\frac{\sin nh}{n},(0<h<\pi)$ $\text{所以}$
$\begin{aligned}\int_{0}^{\infin}\frac{\sin x}{x}dx&=\lim_{m\to\infin}\int_0^{m\pi}\frac{\sin x}{x}dx\\&=\lim_{m\to\infin}\lim_{h\to0^+}\sum_{n=1}^{km}\frac{\sin nh}{n}\\&=\lim_{h\to0^+}\lim_{m\to\infin}\sum_{n=1}^{km}\frac{\sin nh}{n}\\&=\lim_{h\to0^+}\frac{\pi-h}{2}\\&=\frac{\pi}{2}\end{aligned}$

2. 交换积分次序

$\begin{aligned}\int_{0}^{\infin}\frac{\sin x}{x}\,dx&=\int_{0}^{\infin}\sin x\,\frac{1}{x}\,dx\\&=\int_{0}^{\infin}\sin x\big(\int_{0}^{\infin}e^{-xy}dy\big)dx \quad(\text{交换积分次序})\\&=\int_{0}^{\infin}\big(\int_{0}^{\infin}e^{-yx}\sin x\,dx\big)dy \\ \\\int_{0}^{\infin}e^{-yx}\sin x\,dx&=\int_{0}^{\infin}e^{-yx}\frac{1}{2i}(e^{ix}-e^{-ix})dx\\&=\frac{1}{2i}\int_{0}^{\infin}(e^{-(y-i)x}-e^{-(y+i)x})dx\\&=\frac{1}{2i}\big(-\frac{1}{y-i}e^{-(y-i)x}+\frac{1}{y+i}e^{-(y+i)x}\big)\Big|_0^\infin\\&=\frac{1}{2i}\big(\frac{1}{y-i}-\frac{1}{y+i}\big)\\&=\frac{1}{y^2+1}\end{aligned}$ $\begin{aligned} \therefore\,\, \text{原式}=\int_{0}^{\infin}\frac{1}{y^2+1}dy=\arctan y\,\Big|_0^{\infin} =\frac{\pi}{2}\end{aligned}.$

3. 构造含参变量函数

$\begin{aligned}\text{记}\,I=\int_{0}^{\infin}\frac{\sin t}{t}\,dt\text{，构造函数}\,f(x)=\int_{0}^{\infin}e^{-xt}\frac{\sin t}{t}\,dt\text{，则}\,f(0)=I\end{aligned}.$
$0\leq\big|f(x)\big|\leq\int_{0}^{\infin}e^{-xt}\bigg|\frac{\sin t}{t}\bigg|dt \leq \int_{0}^{\infin}e^{-xt}dt=\frac{1}{x}$

$\text{两边取极限，}x\to\infin,\,f(\infin)=0.$

$\begin{aligned}f'(x)&=\int_{0}^{\infin}\frac{\partial }{\partial x}\Big( e^{-xt}\frac{\sin t}{t}\Big)dt\\&=-\int_{0}^{\infin}e^{-xt}\sin t \,dt\\&=-\frac{1}{x^2+1} \quad (\text{由上一方法中的结果})\end{aligned}$

$\text{由牛顿-莱布尼兹公式}$
$0-I=f(\infin)-f(0)=\int_0^{\infin}f'(x)dx=-\int_0^{\infin}\frac{1}{x^2+1} dx =-\arctan x \,\bigg|_0^{\infin}=-\frac{\pi}{2}$ $\begin{aligned}\text{所以}\,I=\frac{\pi}{2}\end{aligned}.$

4. Laplace 变换

$\begin{aligned}\text{令}\,f(t)=\int_{0}^{\infin}\frac{\sin tx}{x}\,dx,\, t>0\text{，对}\,f(t)\, \text{作拉普拉斯变换，令}\end{aligned}$
$\begin{aligned}F(s)=\mathscr{L}[f(t)]&=\mathscr{L}\Big[\int_{0}^{\infin}\frac{\sin tx}{x}dx\Big]_t\\&=\int_{0}^{\infin} \frac{1}{x}\mathscr{L}\big[\sin tx \big]_tdx\\&=\int_{0}^{\infin}\frac{1}{s^2+x^2}\,dx\\&=\frac{1}{s}\int_{0}^{\infin}\frac{1}{1+(\displaystyle \frac{x}{s})^2}\,d(\frac{x}{s}) \quad (\textit{let u = $\displaystyle \frac{x}{s}$})\\&=\frac{1}{s}\arctan u\,\Big|_0^{\infin}\\&=\frac{1}{s}\frac{\pi}{2}\end{aligned}$ $\begin{aligned}\text{则}\,\, f(t)=\mathscr{L}^{-1}\big[F(s)\big]=\frac{\pi}{2}\mathscr{L}^{-1}\big[\frac{1}{s}\big]=\frac{\pi}{2}\end{aligned}.$

$\begin{aligned}\text{令人惊奇的是，}f(t)\, \text{的值竟与} \,t\, \text{无关，于是我们得到一个更为普遍的结论}\end{aligned}$ $\int_0^{\infin}\frac{\sin tx}{x}\,dx=\frac{\pi}{2},\,t>0$ $\text{如果你也觉得不可思议的话，不妨看看我的解释}$
$\begin{aligned}f'(t)&=\int_0^{\infin}\frac{\partial }{\partial t}\Big(\frac{\sin tx}{x}\Big)dx \\&=\int_0^{\infin}\cos tx\,dx\\&=\lim_{n\to\infin}\int_0^{n\pi/t}\cos tx\,dx \quad (let\,\, u=tx)\\&=\lim_{n\to\infin}\frac{1}{t}\int_0^{n\pi}\cos u\,du\\&=\frac{1}{t}\lim_{n\to\infin} \sin u\,\Big|_0^{n\pi}\\&=0\end{aligned}$ $\text{所以}\,f(t)=C,\,\text{与}\,t\,\text{无关}.$

5. Fourier 变换

$\text{令}$ $f(t)=\begin{cases}1,\,\,|t|<1 \\ 0,\,\,|t|\geq1\end{cases}$ $\text{，对} \,f(t)\, \text{作傅里叶变换，令}$

$\begin{aligned}F(\mu)&=\mathscr{F}[f(t)]\\&=\int_{-\infin}^{\infin} f(t)e^{-i\mu t}dt\\&=\int_{-1}^{1} e^{-i\mu t}dt\\&=-\frac{1}{i\mu}e^{-i\mu t}\Big|_{-1}^{1}\\&=\frac{2}{\mu}\frac{1}{2i}(e^{i\mu}-e^{-i\mu})\\&=2\,\frac{\sin \mu}{\mu}\end{aligned}$ $\begin{aligned}\text{则}\,f(t)=\mathscr{F}^{-1}\big[F(\mu)\big]=\frac{1}{2\pi}\int_{-\infin}^{\infin}2\,\frac{\sin \mu}{\mu}e^{i\mu t}d\mu.\end{aligned}$
$\text{取}\,t=0\text{，则}$ $1=f(0)=\frac{1}{\pi}\int_{-\infin}^{\infin}\frac{\sin \mu}{\mu}\,d\mu=\frac{2}{\pi}\int_{0}^{\infin}\frac{\sin \mu}{\mu}\,d\mu$ $\begin{aligned}\text{所以}\,\int_{0}^{\infin}\frac{\sin \mu}{\mu}\,d\mu=\frac{\pi}{2}.\quad\text{妙哉！}\end{aligned}.$

6. 狄拉克函数

$\text{首先来介绍一下狄拉克函数(就是 \text{Dirac}\,创造的函数)，也称脉冲函数(比较形象)：}$

$\delta(t)=\begin{cases}\infin,&t=0 \\0,&t\neq 0\end{cases}\,\text{，且满足}\,\displaystyle\int_{-\infin}^{\infin}\delta(t)dt=1.$

$\text{容易验证：}\displaystyle\int_{-\infin}^{\infin}\delta(t)f(t)dt=f(0).$

$\text{取}\,f(t)=e^{-i\mu t},\,f(0)=1.$

$\text{则脉冲函数的傅里叶变换}\,\,\displaystyle F(\mu)=\mathscr{F}[\delta(t)]=\int_{-\infin}^{\infin} \delta(t)e^{-i\mu t}dt=1$ .

$\text{作傅里叶反变换}\,\,\displaystyle\delta(t)=\mathscr{F}^{-1}\big[F(\mu)\big]=\frac{1}{2\pi}\int_{-\infin}^{\infin} e^{i\mu t}d\mu.$

$\text{准备工作完成，构造函数}$ $\,\displaystyle g(\lambda)=\int_{-\infin}^{\infin}\frac{\sin \lambda x}{x}dx\text{，则}\,g(1)=\int_{-\infin}^{\infin}\frac{\sin x}{x}dx.$

$\begin{aligned}g'(\lambda)&=\int_{-\infin}^{\infin}\frac{\partial }{\partial \lambda}\Big( \frac{\sin \lambda x}{x}\Big)dx\\&=\int_{-\infin}^{\infin}\cos \lambda xdx+0\\&=\int_{-\infin}^{\infin}\cos \lambda x dx+i\int_{-\infin}^{\infin}\sin \lambda x dx\\&=\int_{-\infin}^{\infin}e^{i\lambda x}dx\\&=2\pi \big(\frac{1}{2\pi}\int_{-\infin}^{\infin}e^{i\lambda x}dx\big)\\&=2\pi \delta(\lambda)\end{aligned}$

$\text{因为}\,g(\lambda)\,\text{是奇函数，所以}$

$\begin{aligned}g(1)&=-g(-1)\\&=\frac{1}{2}\big(\,g(1)-g(-1)\,\big) \quad (\text{由}\, N\text{-}L\, \text{公式})\\&=\frac{1}{2} \int_{-1}^{1}g'(\lambda)d\lambda\\&=\frac{1}{2} \int_{-1}^{1} 2\pi \delta(\lambda) d\lambda \quad\,\,\,\, (\delta(\lambda)=0,\,\lambda\neq0)\\&=\pi \int_{-\infin}^{\infin}\delta(\lambda)d\lambda\\&=\pi\end{aligned}$ $\text{妙极！}$

7. 留数定理

$\begin{aligned}\text{定理内容：当被积函数} \,f(x)\, \text{是}\, x \,\text{的有理函数(多项式除多项式)，且分母的次数比分子}\end{aligned}$
$\begin{aligned}\text{的次数至少高一次，}f(z)\,\text{在实轴上除去有限多个一级奇点}\,x_1,x_2,\cdots,x_p\, \text{外处处解析，}\end{aligned}$
$\begin{aligned}\text{在上半复平面}\,(\mathrm{Im}\,z>0)\,\text{除去有限多个奇点}\,z_1,z_2,\cdots,z_q\,\text{外处处解析，则}\end{aligned}$

$\int_{-\infin}^{\infin}f(x)e^{imx}dx=\pi i\sum_{k=1}^{p}\mathrm{Res}[f(z)e^{imz},x_k]+2\pi i\sum_{k=1}^{q}\mathrm{Res}[f(z)e^{imz},z_k]$

$\begin{aligned}\text{其中}\,\mathrm{Res}[f(z),z_0]\,\text{为函数}\,f\,\text{在}\,z_0\,\text{处的留数，定义如下：}\end{aligned}$

$\begin{aligned}&\text{若}\,z_0\,\text{是}\,f(z)\,\text{的孤立奇点，}f(z)\,\text{在}\,D=\{z\,|\,0<|z-z_0|<R\}\,\text{内解析，}C\,\text{是}\,D\,\text{内包}\end{aligned}$
$\begin{aligned}\text{围}\,z_0\,\text{的任一正向简单闭曲线，则称积分}\end{aligned}$

$\frac{1}{2\pi i}\oint_C f(z)dz$ $\text{为}\,f\,\text{在}\,z_0\,\text{处的留数，记作}\,\mathrm{Res}[f(z),z_0].$

$\begin{aligned}\text{套用定理，令}\,f(x)=\frac{1}{x}\text{，实轴上的一级奇点}\,x_1=0\text{，上半复平面内无奇点，则}\end{aligned}$

$\int_{-\infin}^{\infin}\frac{1}{x}e^{ix}dx=i\pi\, \mathrm{Res}[\frac{e^{iz}}{z},0] =i\pi \frac{1}{2\pi i}\oint_{|z|=1} \frac{e^{iz}}{z}dz=\frac{1}{2} \oint_{|z|=1} \frac{e^{iz}}{z}dz$

$\begin{aligned}\oint_{|z|=1} \frac{e^{iz}}{z}dz&=\oint_{|iz|=1} \frac{e^{iz}}{iz}d(iz)\\&=\oint_{|z|=1} \frac{e^{z}}{z}dz\\&=\oint_{|z|=1} \frac{1}{z}(1+z+\frac{z^2}{2!}+\cdots+\frac{z^n}{n!}+\cdots) dz \\&=\oint_{|z|=1} (\frac{1}{z}+1+\frac{z}{2!}+\cdots+\frac{z^n}{(n+1)!}+\cdots) dz \\&= \oint_{|z|=1} \frac{1}{z}\,dz\,+\oint_{|z|=1} \big(d(z)+\frac{d(z^2)}{2\cdot2!}+\cdots+\frac{d(z^{n+1})}{(n+1)(n+1)!}+\cdots\big)\\&= \oint_{|z|=1} \frac{1}{z}\,dz\end{aligned}$

$\begin{aligned}\text{三角换元，令}\,z=e^{i\theta}(0\leq\theta\leq 2\pi)\,\text{，则}\,\frac{dz}{d\theta}=ie^{i\theta}=iz,\frac{dz}{z}=id\theta\end{aligned}.$
$\begin{aligned}\oint_{|z|=1} \frac{1}{z}\,dz=\int_0^{2\pi}id\theta=2\pi i\end{aligned}$

$\text{于是}$

$\begin{aligned}\int_{-\infin}^{\infin}\frac{1}{x}e^{ix}dx=\frac{1}{2} \oint_{|z|=1} \frac{e^{iz}}{z}dz=\frac{1}{2}\oint_{|z|=1} \frac{1}{z}\,dz=\pi i\end{aligned}$

$\text{又因为}$

$\begin{aligned}\int_{-\infin}^{\infin}\frac{1}{x}e^{ix}dx=\int_{-\infin}^{\infin}\frac{1}{x}(\cos x+i\sin x)dx=i\int_{-\infin}^{\infin}\frac{\sin x}{x}dx\end{aligned}$

$\begin{aligned}\text{所以}\,\int_{-\infin}^{\infin}\frac{\sin x}{x}dx=\pi\end{aligned}.$

8. 黎曼引理

$\text{先做些准备工作}$
$\sin \frac{2n+1}{2}x=\sin \frac{x}{2}+\sum_{k=1}^n(\sin \frac{2k+1}{2}x-\sin \frac{2k-1}{2}x)$ $\begin{aligned}\text{由和差化积公式：}\sin A-\sin B=2\sin\frac{A-B}{2}\cos\frac{A+B}{2}\end{aligned}.$
$\begin{aligned}\text{则}\,\displaystyle \sin \frac{2n+1}{2}x=\big(\frac{1}{2}+\sum_{k=1}^n \cos kx\big) 2\sin \frac{x}{2}\end{aligned}$ .

$\begin{aligned}x\neq 2k\pi\,\text{时，有}\,\frac{\sin \displaystyle\frac{2n+1}{2}x}{2\sin\displaystyle \frac{x}{2}}=\frac{1}{2}+\sum_{k=1}^n \cos kx \end{aligned}$ .

$\begin{aligned}\text{两边同时积分，得}\int_0^{\pi}\frac{\sin\displaystyle \frac{2n+1}{2}x}{2\sin\displaystyle \frac{x}{2}}=\frac{\pi}{2}\,(n=0,1,2,\cdots)\end{aligned}$ .

$\begin{aligned}\text{令}\,\displaystyle g(x)=\frac{1}{x}-\frac{1}{2\sin\displaystyle \frac{x}{2}}=\frac{2\sin\displaystyle \frac{x}{2}-x}{2x\sin \displaystyle \frac{x}{2}},\,0<x\leq\pi\end{aligned}.$

$\text{由洛必达法则，}$

$\lim_{x\to0^+}g(x)=\lim_{x\to0^+}\frac{\cos\displaystyle \frac{x}{2}-1}{x\displaystyle\cos \frac{x}{2}+2\sin \frac{x}{2}}=\lim_{x\to0^+}\frac{-\displaystyle\frac{1}{2}\sin\displaystyle \frac{x}{2}}{2\cos\displaystyle \frac{x}{2}-\frac{1}{2}x\sin \frac{x}{2}}=0$

$\text{补充定义}\,g(0)=0\text{，则}\,g\,\text{在}\,[0,\pi]\,\text{上连续}.$

$\textrm{Riemann-Lebesgue}\,(差点儿漏掉 \,\textrm{s})\text{引理：}$ $\text{若}\,f\,\text{在}\,[a,b]\,\text{上连续，则}\displaystyle \lim_{p\to \infin}\int_a^bf(x)\sin px \,dx=0$ .

$\text{令}\,\displaystyle f(x)=g(x),\,p=n+\frac{1}{2}\text{，则}$
$\lim_{n\to\infin}\int_0^{\pi} \big(\frac{1}{x}-\frac{1}{2\sin \displaystyle \frac{x}{2}}\big)\sin (n+\frac{1}{2})x\,dx=0$ $\lim_{n\to\infin}\int_0^{\pi} \frac{\sin(\displaystyle n+\frac{1}{2})x}{x}\,dx=\lim_{n\to\infin}\int_0^{\pi} \frac{\sin(\displaystyle \frac{2n+1}{2})x}{2\sin\displaystyle \frac{x}{2}}\,dx=\lim_{n\to\infin} \frac{\pi}{2}=\frac{\pi}{2}$

$\begin{aligned}\text{令}\,u=(n+\frac{1}{2})x\text{，则}\end{aligned}$
$\lim_{n\to\infin}\int_0^{\pi} \frac{\sin(n+\displaystyle\frac{1}{2})x}{x}\,dx=\lim_{n\to\infin}\int_0^{(n+\frac{1}{2})\pi}\frac{\sin u}{u}du =\frac{\pi}{2}$