无穷积分 ∫e^(-x^2)dx 的几种巧妙解法

最新推荐文章于 2024-08-13 19:12:47 发布

cyzhou1221

最新推荐文章于 2024-08-13 19:12:47 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

本文链接：https://blog.csdn.net/zhouchangyu1221/article/details/104178387

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本文深入探讨了无穷积分∫−∞∞e−x2dx的多种解法，包括极坐标变换、几何方法、拉普拉斯变换等，每种方法都附有详细推导，旨在为读者提供全面的理解。

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1. 极坐标变换

$\begin{aligned}\big(\int_{-\infin}^{\infin}e^{-x^2}dx\big)^2&=\int_{-\infin}^{\infin}e^{-x^2}dx\int_{-\infin}^{\infin}e^{-y^2}dy\\&=\int_{-\infin}^{\infin}\int_{-\infin}^{\infin}e^{-(x^2+y^2)}dxdy \quad(\text{极坐标变换})\\&=\int_{0}^{2\pi}\int_{0}^{\infin}e^{-r^2}rdrd\theta\\&=\big(\int_{0}^{2\pi}d\theta\big)\big(\frac{1}{2}\int_{0}^{\infin}e^{-r^2}dr^2\big)\\&=2\pi\frac{1}{2}=\pi\\ \therefore \,\,\int_{-\infin}^{\infin}e^{-x^2}dx&=\sqrt{\pi}\,.\end{aligned}$

2. 几何做法(一)

$\begin{aligned}S_1&=\{(x,y)\,|\,x^2+y^2\leq R^2\}\\S_2&=\{(x,y)\,|\,0\leq x \leq R,\,0\leq y \leq R\}\\S_3&=\{(x,y)\,|\,x^2+y^2\leq 2R^2\}\\\,\end{aligned}$ $\begin{aligned}\big(\int_{0}^{R}e^{-x^2}dx\big)^2&=\int_{0}^{R}e^{-x^2}dx\int_{0}^{R}e^{-y^2}dy\\&=\int_{0}^{R}\int_{0}^{R}e^{-(x^2+y^2)}dxdy\\&=\iint_{S_2}e^{-(x^2+y^2)}dxdy\end{aligned}$

$\begin{aligned}&\because e^{-(x^2+y^2)}\geq 0 \\ &\therefore \iint_{S_1}e^{-(x^2+y^2)}dxdy\leq\iint_{S_2}e^{-(x^2+y^2)}dxdy\leq\iint_{S_3}e^{-(x^2+y^2)}dxdy\end{aligned}$

$\begin{aligned}\iint_{S_1}e^{-(x^2+y^2)}dxdy&=\int_{0}^{\pi/2}\int_{0}^{R}e^{-r^2}rdrd\theta\\&=\big(\int_{0}^{\pi/2}d\theta\big)\big(\frac{1}{2}\int_{0}^{R}e^{-r^2}dr^2\big)\\&=\frac{\pi}{4}(1-e^{-R^2})\end{aligned}$

$\begin{aligned}\\&\text{同理}\,\iint_{S_3}e^{-(x^2+y^2)}dxdy=\frac{\pi}{4}(1-e^{-2R^2})\,.\\&\text{则}\,\, \frac{\pi}{4}(1-e^{-R^2})\leq\iint_{S_2}e^{-(x^2+y^2)}dxdy\leq\frac{\pi}{4}(1-e^{-2R^2})\,.\\&\text{两边取极限}\,R\to\infin\text{，则}\,\Big(\int_{0}^{\infin}e^{-x^2}dx\Big)^2=\iint_{R^2}e^{-(x^2+y^2)}dxdy=\frac{\pi}{4}.\\&\text{所以}\,\int_{0}^{\infin}e^{-x^2}dx=\frac{\sqrt{\pi}}{2} \,.\end{aligned}$

3. 几何做法(二)

$\begin{aligned}\text{考虑曲线}\, z=e^{-x^2}\, \text{绕}\, z\, \text{轴旋转一周生成的旋转体的体积，由高数知识}\end{aligned}$
$\begin{aligned}V&= \int_0^{1}\pi x^2dz\\&=\pi \int_0^{1}(-\ln z)dz\\&=\pi (z-z\ln z)\,\Big|_0^1\\&=\pi (1-\lim_{z\to 0^{+}}(z-z\ln z))\\&=\pi\end{aligned}$

$\begin{aligned}&\text{旋转体在几何上的表示如图所示，旋转生成的曲面方程为} \,z=e^{-(x^2+y^2)}. \\ &\text{旋转体的体积也可以理解为曲面} \,z=e^{-(x^2+y^2)} \text{与}\,xOy\,\text{之间部分的体积，即}\end{aligned}$
$\pi=V=\iint_{R^2}e^{-(x^2+y^2)}dxdy=\int_{-\infin}^{\infin}e^{-x^2}dx\int_{-\infin}^{\infin}e^{-y^2}dy=\big(\int_{-\infin}^{\infin}e^{-x^2}dx\big)^2$ $\begin{aligned} \text{则} \int_{-\infin}^{\infin}e^{-x^2}dx=\sqrt{\pi}.\end{aligned}$

4. 拉普拉斯变换

$\begin{aligned}&\text{令}\,f(t)=\int_0^{\infin}e^{-x^2t}dx\text{，对}\,f(t)\,\text{作拉普拉斯变换，令}\end{aligned}$
$\begin{aligned}F(s)=\mathscr{L}[f(t)]&=\int_0^{\infin}\mathscr{L}[e^{-x^2t}]_t\,dx\\&=\int_0^{\infin}\frac{1}{s+x^2}dx\\&=\frac{1}{\sqrt{s}}\int_{0}^{\infin}\frac{1}{1+(\displaystyle \frac{x}{\sqrt{s}})^2}d(\frac{x}{\sqrt{s}}) \quad (\textrm{let}\,\, u=\frac{x}{\sqrt{s}})\\&=\frac{1}{\sqrt{s}}\arctan u\,\Big|_0^{\infin}\\&=\frac{\pi}{2}s^{-\frac{1}{2}}\end{aligned}$

$\text{对}\,F(s)\,\text{作拉普拉斯反变换}$

$\begin{aligned}f(t)=\mathscr{L}^{-1}[F(s)]&=\frac{\pi}{2}\mathscr{L}^{-1}[\frac{1}{s^{-\frac{1}{2}+1}}]\\&=\frac{\pi}{2}\frac{1}{\Gamma(-\frac{1}{2}+1)}t^{-\frac{1}{2}}\\&=\frac{\pi}{2}\frac{1}{\Gamma(\frac{1}{2})}t^{-\frac{1}{2}}\end{aligned}$

$\begin{aligned}&\text{由余元公式：}\Gamma(s)\Gamma(1-s)=\frac{\pi}{\sin \pi s} .\\ &\text{令}\,s=\frac{1}{2}\text{，则}\,\,\Gamma(\frac{1}{2})=\sqrt{\pi}，\\&\text{则}\, f(t)=\frac{\sqrt{\pi}}{2\sqrt{t}}\,,\,\int_0^{\infin}e^{-x^2}dx=f(1)=\frac{\sqrt{\pi}}{2}\,.\end{aligned}$

5. 变量代换(一)

$\begin{aligned}\text{令}\,t=x^2\text{，则}\,\frac{dt}{dx}=2x=2\sqrt{t} ,dx=\frac{dt}{2\sqrt{t}}\,.\end{aligned}$
$\int_{0}^{\infin}e^{-x^2}dx=\int_{0}^{\infin}e^{-t}\frac{dt}{2\sqrt{t}}=\frac{1}{2}\int_{0}^{\infin}e^{-t}t^{\frac{1}{2}-1}dt=\frac{1}{2}\,\Gamma(\frac{1}{2})$
$\begin{aligned}&\text{由上一种方法}\,\,\Gamma(\frac{1}{2})=\sqrt{\pi}\text{，则}\int_{0}^{\infin}e^{-x^2}dx=\frac{\sqrt{\pi}}{2}.\end{aligned}$

6. 变量代换(二)

$\begin{aligned}\text{记}\,I=\int_0^{\infin}e^{-x^2}dx\text{，令}\,x=ut,\,u>0\,\text{为参数，则}\end{aligned}$ $\begin{aligned}I&=u\int_0^{\infin}e^{-u^2t^2}dt\\e^{-u^2}I&=e^{-u^2}u\int_0^{\infin}e^{-u^2t^2}dt\end{aligned}$ $\begin{aligned}\text{两边对变量}\,u\,\text{积分，} I\int_0^{\infin}e^{-u^2}du&=\int_0^{\infin}\big(e^{-u^2}u\int_0^{\infin}e^{-u^2t^2}dt\big)du\\ \end{aligned}$
$\begin{aligned}\text{右边交换积分次序，} \end{aligned}$

$\begin{aligned}I^2&=\frac{1}{2}\int_0^{\infin}\big(\int_0^{\infin}e^{-(1+t^2)u^2}du\big)dt\\&=\frac{1}{2}\int_0^{\infin}\frac{1}{1+t^2}dt \\&=\frac{1}{2}\arctan t\,\Big|_0^{\infin}\\&=\frac{\pi}{4}\end{aligned}$

$\begin{aligned}\text{所以}\,I=\frac{\sqrt{\pi}}{2}\,.\end{aligned}$

7. 构造含参变量函数

$\begin{aligned}\text{记}\,I=\int_0^{\infin}e^{-x^2}dx\,. \,\text{令}\,f(x)=\int_0^{1}\frac{e^{-x(1+t^2)}}{1+t^2}dt,\,x\geq 0\text{，则}\end{aligned}$
$\begin{aligned} &f(0)=\int_0^{1}\frac{1}{1+t^2}dt=\arctan t\,\Big|_0^1=\frac{\pi}{4} \\ &f(\infin)=\lim_{x\to\infin}\int_0^{1}\frac{e^{-x(1+t^2)}}{1+t^2}dt=0\end{aligned}$

$\begin{aligned}f'(x)&=-\int_0^1\frac{\partial }{\partial x}\Big(\frac{e^{-x(1+t^2)}}{1+t^2}\Big)dt\\&=-\int_0^{1}e^{-x(1+t^2)}dt \\ &=-e^{-x}\int_0^{1}e^{-xt^2}dt \quad (let\,\,u=\sqrt{x}t,\,dt=du/\sqrt{x}\,) \\&=-\frac{e^{-x}}{\sqrt{x}}\int_0^{\sqrt{x}}e^{-u^2}du\end{aligned}$

$\begin{aligned}&\text{记}\,\,g(x)=\int_0^{x}e^{-t^2}dt\,,\\&\text{则} \, f'(x)=-\frac{e^{-x}}{\sqrt{x}}g(\sqrt{x}),\,g'(x)=e^{-x^2},\,g(0)=0,\,g(\infin)=I.\end{aligned}$

$\begin{aligned}\text{由牛顿-莱布尼兹公式，}\end{aligned}$

$\begin{aligned}f(\infin)-f(0)&=\int_0^{\infin}f'(x)dx\\&=-\int_0^{\infin}\frac{e^{-x}}{\sqrt{x}}g(\sqrt{x})dx\quad (\textrm{let} \,u=\sqrt{x},\,du=\frac{dx}{2\sqrt{x}} )\\&=-2\int_0^{\infin}e^{-u^2}g(u)du\\&=-2\int_0^{\infin}g(u)g'(u)du\\&=-2\int_0^{\infin}g(u)d(g(u))\\&=-\int_0^{\infin}d\big(g(u)^2\big)\\&=g(0)^2-g(\infin)^2 \end{aligned}$

$\begin{aligned}\text{所以，} 0-\frac{\pi}{4}&=0-I^2,\,I=\frac{\sqrt{\pi}}{2}\,.\end{aligned}$

8. Wallis 公式

$\begin{aligned}\text{Wallis 公式内容：}\end{aligned}$
$\lim_{n\to\infin}\frac{(2n-1)!!}{(2n)!!}\sqrt{2n}=\sqrt{\frac{2}{\pi}}$ $\text{推导过程参见：}$ Wallis公式_百度百科

$\begin{aligned}\because \,\lim_{n\to\infin} \Big(1+\frac{x^2}{n}\Big)^{\frac{n}{x^2}}&=e\\ \therefore \,\lim_{n\to\infin} \Big(1+\frac{x^2}{n}\Big)^{-n}&=e^{-x^2}\end{aligned}$

$\begin{aligned}\int_0^{\infin}e^{-x^2}dx=&\int_0^{\infin}\lim_{n\to\infin} \Big(1+\frac{x^2}{n}\Big)^{-n}dx =\lim_{n\to\infin} \int_0^{\infin}\Big(1+\frac{x^2}{n}\Big)^{-n}dx \end{aligned}$

$\begin{aligned}\\&(\text{可以验证积分与极限次序是可交换的}).\end{aligned}$

$\begin{aligned}\text{令}\,\tan t=\frac{x}{\sqrt{n}} \text{，则}\,\frac{dt}{dx}=\frac{1}{\sqrt{n}}(1+\frac{x^2}{n})^{-1},\, dx=\sqrt{n}(1+\frac{x^2}{n})dt.\end{aligned}$
$\begin{aligned} \text{原式}&=\lim_{n\to\infin} \int_0^{\frac{\pi}{2}}\sqrt{n}(1+\frac{x^2}{n})^{-n+1}dt \\&=\lim_{n\to\infin} \int_0^{\frac{\pi}{2}}\sqrt{n}(1+(\tan t)^2)^{-(n-1)}dt\\&=\lim_{n\to\infin} \sqrt{n}\int_0^{\frac{\pi}{2}}(\cos t)^{2n-2}dt \quad \Big( \int_0^{\frac{\pi}{2}}(\cos t)^{2n}dt=\frac{(2n-1)!!}{(2n)!!}\frac{\pi}{2}\,\Big)\\&=\lim_{n\to\infin} \sqrt{n}\,\frac{(2n-3)!!}{(2n-2)!!}\frac{\pi}{2} \\&=\frac{\pi}{2}\lim_{n\to\infin} \sqrt{(n-1)+1}\,\frac{(2(n-1)-1)!!}{(2(n-1))!!} \quad (\textrm{let}\,\,n'=n-1)\\&=\frac{\pi}{2}\lim_{n'\to\infin} \frac{\sqrt{n'+1}}{\sqrt{2n'}}\,\frac{(2n'-1)!!}{(2n')!!}\sqrt{2n'}\\&=\frac{\pi}{2\sqrt{2}}\lim_{n'\to\infin} \frac{\sqrt{n'+1}}{\sqrt{n'}}\lim_{n'\to\infin} \frac{(2n'-1)!!}{(2n')!!}\sqrt{2n'}\\&=\frac{\pi}{2\sqrt{2}}\cdot1\cdot\sqrt{\frac{2}{\pi}}\\&=\frac{\sqrt{\pi}}{2}\end{aligned}$