无穷积分换元法的严格解释

书上的无穷积分换元法是这样叙述的:
命题1:
设$f$在$[a,+\infty)$上有定义且连续,且对于$\forall X>a$,$f$在区间$[a,X]$上可积,再设函数$\varphi(t)$在区间$[\alpha,\beta)$上可导且单调上升,且导数连续,并且满足对$t \in [\alpha,\beta)$有$a = \varphi(a) \le \varphi(t) $,则有以下换元公式:
\[ \int_a^{+\infty} f(x) \text{d} x = \int_\alpha^\beta f(\varphi(t))\varphi'(t)\text{d} t \]

叙述得十分模糊,特别是右边$\displaystyle \int_\alpha^\beta f(\varphi(t))\varphi'(t)\text{d} t$在$\beta$处根本没有定义,该如何理解?现严密的叙述如下:

命题2:
设$f$在$[a,+\infty)$上有定义且连续,且对于$\forall X>a$,$f$在区间$[a,X]$上可积,再设函数$\varphi(t)$在区间$[\alpha,\beta)$上可导且单调上升,且导数连续,并且满足对$t \in [\alpha,\beta)$有$a = \varphi(a) \le \varphi(t) $,从而$f(\varphi(t))\varphi'(t)$在$[\alpha,\beta)$上连续,从而对于$\forall 0<\delta<\beta - \alpha,f(\varphi(t))\varphi'(t)$在$[\alpha,\beta-\delta]$上连续,从而可积.分以下两种情况

(1)若$\beta$是$f(\varphi(t))\varphi'(t)$的瑕点,则无穷积分$ \displaystyle \int_a^{+\infty} f(x) \text{d} x$收敛当且仅当瑕积分$\displaystyle \int_\alpha^\beta f(\varphi(t))\varphi'(t)\text{d} t$收敛,且若它们收敛时,有
\[ \int_a^{+\infty} f(x) \text{d} x = \int_\alpha^\beta f(\varphi(t))\varphi'(t)\text{d} t \]

(2)若$\beta$不是$f(\varphi(t))\varphi'(t)$的瑕点,则$f(\varphi(t))\varphi'(t)$在$[\alpha,\beta)$上有界,任给$\varphi(\beta)$赋一个值.则$f(\varphi(t))\varphi'(t)$在$[\alpha,\beta]$上有界,且可积(由于至多只有一个间断点$\beta$).此时,无穷积分$ \displaystyle \int_a^{+\infty} f(x) \text{d} x$ 存在,且
\[ \int_a^{+\infty} f(x) \text{d} x = \int_\alpha^\beta f(\varphi(t))\varphi'(t)\text{d} t \]
注意到$\varphi(\beta)$的取值不影响上式右端定积分的值.
特别地,如果$\displaystyle \lim_{t \to \beta-0}f(\varphi(t))\varphi'(t)$存在且有限,记为$A$,补充定义$f(\varphi(\beta))\varphi'(\beta) = A$,则$f(\varphi(t))\varphi'(t)$ 在$[\alpha,\beta]$连续.且仍有
\[ \int_a^{+\infty} f(x) \text{d} x = \int_\alpha^\beta f(\varphi(t))\varphi'(t)\text{d} t \]

注:可去掉$f$在$[a,+\infty)$上连续的条件.而证明过程几乎一样,只需额外说明$f(\varphi(t))$在$[a,X]$可积即可,由$\varphi$的单调性,这是容易得到的.

posted @ 2017-03-09 16:26  FocusLucas  阅读(1809)  评论(0编辑  收藏  举报