费曼积分法

简单来说，费曼积分法就是通过构造有系数的积分，对新式子先求导后积分使得积分式简化的做法。

T1

$$S={\int }_0^1\frac{\ln (x+1)}{x^2+1}\mathrm{d}x$$

设$I(a)={\int }_0^1\frac{\ln (ax+1)}{x^2+1}\mathrm{d}x$，显然$I(0)=0,I(1)=S$

$$\begin{array}{rl}\frac{\partial I}{\partial a}& ={\int }_0^1\frac{a}{(ax+1)(x^2+1)}\mathrm{d}x\\ & =\frac{1}{a^2+1}{\int }_0^1(\frac{a+x}{x+1}-\frac{a}{ax+1})\mathrm{d}x\\ & =\frac{1}{a^2+1}[a\cdot \arctan x{|}_0^1+\frac{1}{2}\ln (x^2+1){|}_0^1-\ln (ax+1){|}_0^1]\\ & =\frac{1}{a^2+1}[a\cdot \frac{\pi }{4}+\frac{1}{2}\ln 2-\ln (a+1)]\\ & =\frac{a\pi +2\ln 2-4\ln (a+1)}{4(a^2+1)}\end{array}$$

由牛顿莱布尼茨公式${\int }_a^b{f}^{\prime }(x)\mathrm{d}x=f(b)-f(a)$，可知
$$I(1)-I(0)={\int }_0^1\frac{\partial I}{\partial a}\mathrm{d}a$$

又$I(0)=0,I(1)=S$，因此
$$\begin{array}{rl}S& ={\int }_0^1\frac{\partial I}{\partial a}\mathrm{d}a\\ & ={\int }_0^1\frac{a\pi +2\ln 2-4\ln (a+1)}{4(a^2+1)}\mathrm{d}a\\ & ={\int }_0^1\frac{a\pi +2\ln 2}{4(a^2+1)}\mathrm{d}a-{\int }_0^1\frac{4\ln (a+1)}{4(a^2+1)}\mathrm{d}a\\ & ={\int }_0^1\frac{a\pi +2\ln 2}{4(a^2+1)}\mathrm{d}a-S\\ \therefore S& ={\int }_0^1\frac{a\pi +2\ln 2}{8(a^2+1)}\mathrm{d}a\\ & =\frac{1}{8}(\pi \cdot \frac{1}{2}\ln (a^2+1){|}_0^1+2\ln 2\cdot \arctan a{|}_0^1)\\ & =\frac{1}{8}(\frac{\pi \ln 2}{2}+\frac{\pi \ln 2}{2})\\ & =\frac{\pi \ln 2}{8}\end{array}$$

T2

$$S={\int }_0^{\frac{\pi }{2}}\ln (4{\cos }^{2}x+{\sin }^{2}x)\mathrm{d}x$$

设$I(a)={\int }_0^{\frac{\pi }{2}}\ln (a^2{\cos }^{2}x+{\sin }^{2}x)\mathrm{d}x$，显然$I(1)=0,I(2)=S$

$$\begin{array}{rl}\frac{\partial I}{\partial a}& ={\int }_0^{\frac{\pi }{2}}\frac{2a{\cos }^{2}x}{a^2{\cos }^{2}x+{\sin }^{2}x}\mathrm{d}x\\ & ={\int }_0^{\frac{\pi }{2}}\frac{2a}{a^2+{\tan }^{2}x}\mathrm{d}x\\ & ={\int }_0^{\frac{\pi }{2}}\frac{2a{\sec }^{2}x}{a^2{\sec }^{2}x+{\tan }^{2}x{\sec }^{2}x}\mathrm{d}x\\ & ={\int }_0^{\frac{\pi }{2}}\frac{2a\cdot \mathrm{d}\tan x}{{\sec }^{2}x(a^2+{\tan }^{2}x)}\\ & ={\int }_0^{\frac{\pi }{2}}\frac{2a\cdot \mathrm{d}\tan x}{({\tan }^{2}x+1)(a^2+{\tan }^{2}x)}\\ u=\tan x& \\ & ={\int }_0^{+\infty }\frac{2a\cdot \mathrm{d}u}{(u^2+1)(a^2+u^2)}\\ & =\frac{2a}{a^2-1}{\int }_0^{+\infty }(\frac{1}{1+u^2}-\frac{1}{a^2+u^2})\cdot \mathrm{d}u\\ & =\frac{2a}{a^2-1}(\arctan u{|}_0^{\infty }-\frac{1}{a}\arctan x{|}_0^{\infty })\\ & =\frac{2a}{a^2-1}(\frac{\pi }{2}-\frac{1}{a}\cdot \frac{\pi }{2})\\ & =\frac{\pi }{a+1}\end{array}$$

$$\begin{array}{rl}\therefore S& =I(2)-I(1)\\ & ={\int }_1^2\frac{\partial I}{\partial a}\mathrm{d}a\\ & ={\int }_1^2\frac{\pi }{a+1}\mathrm{d}a\\ & =\pi \cdot \ln (a+1){|}_1^2\\ & =\pi \ln \frac{3}{2}\end{array}$$

由以上可以得到一个更一般的式子
$${\int }_0^{\frac{\pi }{2}}\ln (a^2{\cos }^{2}x+b^2{\sin }^{2}x)\mathrm{d}x=\pi \ln \frac{|a|+|b|}{2}$$

浅写一下，
$$\begin{array}{rl}{\int }_0^{\frac{\pi }{2}}\ln (a^2{\cos }^{2}x+b^2{\sin }^{2}x)\mathrm{d}x& ={\int }_0^{\frac{\pi }{2}}[2\ln |b|+\ln (\frac{a^2}{b^2}{\cos }^{2}x+{\sin }^{2}x)]\mathrm{d}x\\ & ={\int }_0^{\frac{\pi }{2}}2\ln |b|\mathrm{d}x+{\int }_0^{\frac{|a|}{|b|}}\frac{\pi }{t+1}\mathrm{d}t\\ & =\pi \ln \frac{|a|+|b|}{2}\end{array}$$

T3

狄利克雷积分
$$S={\int }_0^{+\infty }\frac{\sin x}{x}\mathrm{d}x$$

设$I(a)={\int }_0^{+\infty }{e}^{-ax}\cdot \frac{\sin x}{x}\mathrm{d}x$，显然$I(0)=S,I(+\infty )=0$
其中$e^{-ax}$视为缩放因子，与用留数定理做积分中的$e^{\mathrm{i}m}$有较强的联系。

$$\begin{array}{rl}T=\frac{\partial I}{\partial a}& =-{\int }_0^{+\infty }{e}^{-ax}\cdot \sin x\mathrm{d}x\\ & =\frac{1}{a}{\int }_0^{+\infty }\sin x\mathrm{d}{e}^{-ax}\\ & =\frac{1}{a}\sin x{e}^{-ax}{|}_0^{\infty }-\frac{1}{a}{\int }_0^{+\infty }{e}^{-ax}\cdot \cos x\mathrm{d}x\\ & =-\frac{1}{a}{\int }_0^{+\infty }{e}^{-ax}\cdot \cos x\mathrm{d}x\\ & =\frac{1}{a^2}{\int }_0^{+\infty }\cos x\mathrm{d}{e}^{-ax}\\ & =\frac{1}{a^2}{\int }_0^{+\infty }\cos x{e}^{-ax}{|}_0^{\infty }-\frac{1}{a^2}{\int }_0^{+\infty }{e}^{-ax}\cdot (-\sin x)\mathrm{d}x\\ & =-\frac{1}{a^2}+\frac{1}{a^2}{\int }_0^{+\infty }{e}^{-ax}\cdot \sin x\mathrm{d}x\\ & =-\frac{1}{a^2}+\frac{1}{a^2}(-T)\\ \Rightarrow \frac{\partial I}{\partial a}=T& =-\frac{1}{a^2+1}\end{array}$$

$$\begin{array}{rl}\therefore S& =I(0)-I(+\infty )\\ & ={\int }_{+\infty }^0\frac{\partial I}{\partial a}\mathrm{d}a\\ & ={\int }_{+\infty }^0-\frac{1}{a^2+1}\mathrm{d}a\\ & =-\arctan a{|}_{+\infty }^0\\ & =\frac{\pi }{2}\end{array}$$