浙大14年数分题:Dirichlet引理的证明
Riemann-Lebesgue引理大家都很熟悉,那Dirichlet引理呢?
f(x)在[0,1]单增,证明:
lim
这是Dirichlet引理,菲赫金哥尔茨的《微积分教程》第三卷P358有详细的证明.另外,汪林的《数学分析问题研究与评注》P147上有他的推广及其证明.
对任意给出的\varepsilon>0, \exists 0<\delta<1,使得对于0<t\leq \delta,
0 \le g\left( t \right) - g\left( {{0_ + }} \right) < M_1\varepsilon ,
其中M_1是任意给定的常数.
考察积分
\begin{align*}\int_0^1 {\left[ {f\left( x \right) - f\left( {{0_ + }} \right)} \right]\frac{{\sin xy}}{x}dx} &= \left( {\int_0^\delta {} + \int_\delta ^1 {} } \right)\left[ {f\left( x \right) - f\left( {{0_ + }} \right)} \right]\frac{{\sin xy}}{x}dx\\&= {I_1} + {I_2}.\end{align*}
对于I_1,运用积分第二中值定理,我们有
{I_1} = \left[ {f\left( \delta \right) - f\left( {{0_ + }} \right)} \right]\int_\eta ^\delta {\frac{{\sin xy}}{x}dx} = \left[ {f\left( \delta \right) - f\left( {{0_ + }} \right)} \right]\int_{y\eta }^{y\delta } {\frac{{\sin z}}{z}dz} ,
其中第二个因子对于一切值y一致有界.事实上,由反常积分\displaystyle \int_0^\infty {\frac{{\sin z}}{z}dz}的收敛性,可见当z\to \infty时, z(z\geq 0)的连续函数\displaystyle \int_0^z {\frac{{\sin z}}{z}dz} 有有限的极限,并且对于一切值z有界
\left| {\int_0^z {\frac{{\sin z}}{z}dz} } \right| \le L\left( L \text{为常数}\right),从而
\left| {\int_{y\eta }^{y\delta } {\frac{{\sin z}}{z}dz} } \right| = \left| {\int_0^{y\delta } {} + \int_0^{y\eta } {} } \right| \le 2L.
对于第一个因子,取M_1=\frac{1 }{{4L}},则有f\left( \delta \right) - f\left( {{0_ + }} \right) < \frac{\varepsilon }{{4L}}.
因此\left| {{I_1}} \right| \le \left[ {f\left( \delta \right) - f\left( {{0_ + }} \right)} \right]\left| {\int_{y\eta }^{y\delta } {\frac{{\sin z}}{z}dz} } \right| < \frac{\varepsilon }{{4L}} \cdot 2L = \frac{\varepsilon }{2}.
至于I_2,由于\displaystyle \int_\delta ^1 {\frac{{f\left( x \right) - f\left( {{0_ + }} \right)}}{x}dx} 存在,由Riemann-Lebesgue引理可知\mathop {\lim }\limits_{y \to \infty } {I_2} = 0,即对\varepsilon >0,\exists M_2>0,使得y>M_2时,有\left| {{I_2}} \right| < \frac{\varepsilon }{2}.
因此\left| {\int_0^1 {\left[ {f\left( x \right) - f\left( {{0_ + }} \right)} \right]\frac{{\sin xy}}{x}dx} } \right| \le \left| {{I_1}} \right| + \left| {{I_2}} \right| < \varepsilon .
即\mathop {\lim }\limits_{y \to + \infty } \int_0^1 {\left[ {f\left( x \right) - f\left( {{0_ + }} \right)} \right]\frac{{\sin xy}}{x}dx} = 0.
从而
\begin{align*}&\mathop {\lim }\limits_{y \to + \infty } \int_0^1 {f\left( x \right)\frac{{\sin xy}}{x}dx} = \frac{\pi }{2}f\left( {{0_ + }} \right)\\=& \mathop {\lim }\limits_{y \to + \infty } \int_0^1 {\left[ {f\left( x \right) - f\left( {{0_ + }} \right)} \right]\frac{{\sin xy}}{x}dx} + f\left( {{0_ + }} \right)\mathop {\lim }\limits_{y \to + \infty } \int_0^1 {\frac{{\sin xy}}{x}dx} \\= &0 + f\left( {{0_ + }} \right)\int_0^{ + \infty } {\frac{{\sin z}}{z}dz} = \frac{\pi }{2}f\left( {{0_ + }} \right).\end{align*}
一个具有概率背景的积分题
计算\mathop {\lim }\limits_{n \to + \infty } \frac{{1 + n + \frac{{{n^2}}}{{2!}} + \cdots + \frac{{{n^n}}}{{n!}}}}{{{e^n}}} = \frac{1}{2}.
解.
法二.(小米)利用概率, 就是n个独立的参数为1的指数分布(泊松分布)和小于等于n的概率根据中心极限定理概率收敛到1/2.
级数中的一些反例
判断题:若级数\displaystyle \sum_{n=1}^{+\infty}a_n^3 收敛, 则\displaystyle \sum_{n=1}^{+\infty}\frac{a_n}{n}亦收敛.
反例:(老骥伏枥)令a_{n}=\frac{1}{\log n}\sqrt[3]{\cos\frac{2n\pi}{3}},所以a_{n}^3=\frac{1}{\log^3n}\cos\frac{2n\pi}{3}.用狄利克雷判别法级数\sum_{n=1}^{\infty}a_{n}^3收敛.(因为\frac{1}{\log^3n}递减趋于零, \cos\frac{2n\pi}{3}部分和有界).而
\begin{align*}\sum_{n=1}^{\infty}\frac{a_{n}}{n}&=\sum_{k=0}^{\infty}\left[\frac{1}{(3k+3)\log(3k+3)}-\frac{1}{\sqrt[3]{2}}\left(\frac{1}{(3k+1)\log(3k+1)}+\frac{1}{(3k+2)\log(3k+2)}\right)\right]\\&\sim\sum_{k=0}^{\infty}\frac{1}{k\log k}\end{align*}
发散。(柯西积分判别法)
如果是正项级数,根据Holder不等式能够说明\sum_{n=1}^{\infty}\frac{a_{n}}{n}收敛.
多重积分计算的一些题
(1)设f在D:x^2+y^2\leq1上二阶连续可微,且\Delta f=\frac{\partial^2f}{\partial x^2}+\frac{\partial^2f}{\partial y^2}=x^2+y^2,求\iint\limits_D\left(\frac{x}{\sqrt{x^2+y^2}}\frac{\partial f}{\partial x}+ \frac{y}{\sqrt{x^2+y^2}}\frac{\partial f}{\partial y}\right)\mathrm{d}x\mathrm{d}y.
解:(Hansschwarzkopf)根据Gauss公式
\iint\limits_D\left(x\frac{\partial f}{\partial x}+ y\frac{\partial f}{\partial y}\right)\mathrm{d}x\mathrm{d}y.
解:(Hansschwarzkopf)根据Gauss公式
北京大学数学科学学院2015年直博生摸底考试试题解答
这份试题本来已经写好答案了,但因为电脑的事,里面文件都没了。下面重新给出解答:
2.(30分) 判断级数\sum\nolimits_{n = 2}^{ + \infty } {\frac{{{{\left( { - 1} \right)}^n}}}{{\sqrt n + {{\left( { - 1} \right)}^{\left[ {\sqrt n } \right]}}}}}的敛散性,其中[x]表示x的取整.
证:\begin{align*}\sum\limits_{n = 2}^{ + \infty } {\frac{{{{\left( { - 1} \right)}^n}}}{{\sqrt n + {{\left( { - 1} \right)}^{\left[ {\sqrt n } \right]}}}}} &= \sum\limits_{n = 2}^{ + \infty } {\frac{{{{\left( { - 1} \right)}^n}\left( {\sqrt n - {{\left( { - 1} \right)}^{\left[ {\sqrt n } \right]}}} \right)}}{{n - 1}}} \\&= \sum\limits_{n = 2}^{ + \infty } {\frac{{{{\left( { - 1} \right)}^n}\sqrt n }}{{n - 1}}} - \sum\limits_{n = 2}^{ + \infty } {\frac{{{{\left( { - 1} \right)}^{n + \left[ {\sqrt n } \right]}}}}{{n - 1}}}.\end{align*}

3.(30分) 证明\int_0^1 {\int_0^1 {\frac{1}{{{{\left( {xy} \right)}^{xy}}}}dxdy} } = \int_0^1 {\frac{1}{{{x^x}}}dx} = \sum\limits_{n = 1}^{ + \infty } {\frac{1}{{{n^n}}}} .
证:令u = xy,v = x,则x=v,y=\frac uv.由0\leq x,y\leq 1可知0\leq u\leq v,0\leq v\leq 1,

4.(25分) 设A是一个n阶方阵,且n\geq3.A^\ast是A的伴随矩阵(即A的代数余子式所组成的矩阵).试证明,若{(A^\ast)}^\ast\neq O (零矩阵),则A可逆,且此时{(A^\ast)}^\ast是A的一个纯量倍.

由此可知,当{(A^\ast)}^\ast\neq O 时,A可逆.再由A{A^ * } = \left| A \right|{I_n} \Rightarrow \left| {{A^ * }} \right| = {\left| A \right|^{n - 1}},{\left( {{A^ * }} \right)^{ - 1}} = \frac{1}{{\left| A \right|}}A及{A^ * }{\left( {{A^ * }} \right)^*} = \left| {{A^ * }} \right|{I_n}可知
{\left( {{A^ * }} \right)^*} = \left| {{A^ * }} \right|{\left( {{A^ * }} \right)^{ - 1}} = {\left| A \right|^{n - 1}} \cdot \frac{1}{{\left| A \right|}}A = {\left| A \right|^{n - 2}}A.由于{\left| A \right|^{n - 2}}是个定值,我们得知{(A^\ast)}^\ast是A的一个纯量倍.
5.(25分) 设A是一个3阶实方阵,考虑A所定义的线性变换\mathbb{R}^3\to\mathbb{R}^3,\alpha\to A\alpha ( \alpha是列向量).试证明:若AA'=A'A (其中A'是指A的转置矩阵),则上述线性变换必有一个2维不变子空间.
6.(25分) 设A和B是复数域\mathbb{C}上的两个n阶方阵,并且A有n个特征值1,2,\cdots,n, B也有n个特征值\sqrt{p_1},\cdots,\sqrt{p_n},其中p_1,\cdots,p_n是前n个素数(比如p_1=2,p_2=3等).试证明: M_n(\mathbb{C})上的线性变换X\to AXB是可以对角化的.
7.(25分) 设A = \left( {\begin{array}{*{20}{c}}{ - 2}&1&3\\{ - 2}&1&2\\{ - 1}&1&2\end{array}} \right),

由Cayley---Hamilton定理可知,f\left( A \right) = \left( {A + 1} \right){\left( {A - 1} \right)^2} = {A^3} - {A^2} - A + {I_n} = 0.
我们有
A = {A^3} + \left( {{A^2} - {A^4}} \right).取f\left( x \right) = {x^3},\varphi \left( x \right) = {x^2} - {x^4}即可.
8.几何部分共5道小题,每小题10分。

(2)设固定平面\Sigma的方程为Ax+By+Cz-a_t=0
- 若A^2+B^2=0即A=B=0时,方程退化成
z = \frac{{{a_t}}}{C},\left\{ \begin{array}{l}{x^2} + {y^2} - {z^2} = 1\\z = \frac{{{a_t}}}{C}\end{array} \right. \Rightarrow \frac{{{x^2}}}{{\frac{{a_t^2}}{{{C^2}}} + 1}} + \frac{{{y^2}}}{{\frac{{a_t^2}}{{{C^2}}} + 1}} = 1,
可知此时\Sigma_t\cap S为圆,当然可以看成是椭圆.
- 若A^2+B^2\neq0时,作坐标系旋转
\left\{ \begin{array}{l}{x_1} = \frac{B}{{\sqrt {{A^2} + {B^2}} }}x - \frac{A}{{\sqrt {{A^2} + {B^2}} }}y\\{y_1} = - \frac{{AC}}{{\sqrt {\left( {{A^2} + {B^2}} \right)\left( {{A^2} + {B^2} + {C^2}} \right)} }}x - \frac{{BC}}{{\sqrt {\left( {{A^2} + {B^2}} \right)\left( {{A^2} + {B^2} + {C^2}} \right)} }}y + \frac{{{A^2} + {B^2}}}{{\sqrt {\left( {{A^2} + {B^2}} \right)\left( {{A^2} + {B^2} + {C^2}} \right)} }}z\\{z_1} = \frac{A}{{\sqrt {{A^2} + {B^2} + {C^2}} }}x + \frac{B}{{\sqrt {{A^2} + {B^2} + {C^2}} }}y + \frac{C}{{\sqrt {{A^2} + {B^2} + {C^2}} }}z\end{array} \right.
即
\left\{ \begin{array}{l}x = \frac{B}{{\sqrt {{A^2} + {B^2}} }}{x_1} - \frac{{AC}}{{\sqrt {\left( {{A^2} + {B^2}} \right)\left( {{A^2} + {B^2} + {C^2}} \right)} }}{y_1} + \frac{A}{{\sqrt {{A^2} + {B^2} + {C^2}} }}{z_1}\\y = - \frac{A}{{\sqrt {{A^2} + {B^2}} }}{x_1} - \frac{{BC}}{{\sqrt {\left( {{A^2} + {B^2}} \right)\left( {{A^2} + {B^2} + {C^2}} \right)} }}{y_1} + \frac{B}{{\sqrt {{A^2} + {B^2} + {C^2}} }}{z_1}\\z = \frac{{\sqrt {{A^2} + {B^2}} }}{{\sqrt {{A^2} + {B^2} + {C^2}} }}{y_1} + \frac{C}{{\sqrt {{A^2} + {B^2} + {C^2}} }}{z_1}\end{array} \right.,
该平面方程化为{z_1} = \frac{{{a_t}}}{{\sqrt {{A^2} + {B^2} + {C^2}} }}, S化为
x_1^2 + \frac{{{C^2} - {A^2} - {B^2}}}{{{A^2} + {B^2} + {C^2}}}y_1^2 - \frac{{{C^2} - {A^2} - {B^2}}}{{{A^2} + {B^2} + {C^2}}}z_1^2 - \frac{{4C\sqrt {{A^2} + {B^2}} }}{{{A^2} + {B^2} + {C^2}}} - 1 = 0,
则截面方程为
x_1^2 + \frac{{{C^2} - {A^2} - {B^2}}}{{{A^2} + {B^2} + {C^2}}}y_1^2 - \frac{{{C^2} - {A^2} - {B^2}}}{{{{\left( {{A^2} + {B^2} + {C^2}} \right)}^2}}}a_t^2 - \frac{{4C\sqrt {{A^2} + {B^2}} }}{{{A^2} + {B^2} + {C^2}}} - 1 = 0.显然\Sigma_t\cap S为椭圆.
综上可知, \Sigma_t\cap S总是椭圆.
(3)由(2)可知,在x_1y_1z_1坐标系中,椭圆的中心为
\left( {0,0,\frac{{{a_t}}}{{\sqrt {{A^2} + {B^2} + {C^2}} }}} \right),即中心在z_1轴上,\left\{ \begin{array}{l}{x_1} = \frac{B}{{\sqrt {{A^2} + {B^2}} }}x - \frac{A}{{\sqrt {{A^2} + {B^2}} }}y = 0\\{y_1} = - \frac{{AC}}{{\sqrt {\left( {{A^2} + {B^2}} \right)\left( {{A^2} + {B^2} + {C^2}} \right)} }}x - \frac{{BC}}{{\sqrt {\left( {{A^2} + {B^2}} \right)\left( {{A^2} + {B^2} + {C^2}} \right)} }}y + \frac{{{A^2} + {B^2}}}{{\sqrt {\left( {{A^2} + {B^2}} \right)\left( {{A^2} + {B^2} + {C^2}} \right)} }}z = 0\end{array} \right.,从而在xyz坐标系中,椭圆中心落在过原点的定直线
L: \left\{ \begin{array}{l}Bx - Ay = 0\\- ACx - BCy + \left( {{A^2} + {B^2}} \right)z = 0\end{array} \right.
上.
(4)设S: x_1^2 + \frac{{{C^2} - {A^2} - {B^2}}}{{{A^2} + {B^2} + {C^2}}}y_1^2 - \frac{{{C^2} - {A^2} - {B^2}}}{{{A^2} + {B^2} + {C^2}}}z_1^2 - \frac{{4C\sqrt {{A^2} + {B^2}} }}{{{A^2} + {B^2} + {C^2}}} - 1 = 0,上一点P\left( {{x_{1,0}},{y_{1,0}},{z_{1,0}}} \right),则曲面S在P点处的切面为
\left( {{x_1} - {x_{1,0}}} \right) \cdot \left( {2{x_{1,0}}} \right) + \left( {{y_1} - {y_{1,0}}} \right) \cdot \left( {2\frac{{{C^2} - {A^2} - {B^2}}}{{{A^2} + {B^2} + {C^2}}}{y_{1,0}}} \right) + \left( {{z_1} - {z_{1,0}}} \right) \cdot \left( { - 2\frac{{{C^2} - {A^2} - {B^2}}}{{{A^2} + {B^2} + {C^2}}}{z_{1,0}}} \right) = 0,记坐标系xyz中,直线L上任一点p在x_1,y_1,z_1中的坐标为p_1(0,0,m),则p_1满足切面方程,即\left( {0 - {x_{1,0}}} \right) \cdot \left( {2{x_{1,0}}} \right) + \left( {0 - {y_{1,0}}} \right) \cdot \left( {2\frac{{{C^2} - {A^2} - {B^2}}}{{{A^2} + {B^2} + {C^2}}}{y_{1,0}}} \right) + \left( {m - {z_{1,0}}} \right) \cdot \left( { - 2\frac{{{C^2} - {A^2} - {B^2}}}{{{A^2} + {B^2} + {C^2}}}{z_{1,0}}} \right) = 0, - 2m\frac{{{C^2} - {A^2} - {B^2}}}{{{A^2} + {B^2} + {C^2}}}{z_{1,0}} - \frac{{8C\sqrt {{A^2} + {B^2}} }}{{{A^2} + {B^2} + {C^2}}} - 2 = 0 \Rightarrow {z_{1,0}} = \frac{{\left( {{A^2} + {B^2} + {C^2}} \right) + 4C\sqrt {{A^2} + {B^2}} }}{{m\left( {{A^2} + {B^2} - {C^2}} \right)}},故此时的P的z_1坐标为定值, 在x_1,y_1,z_1中P形成的轨迹为椭圆,且对应在x,y,z中\Sigma_t\cap S的一个椭圆.
(5)设x_1y_1z_1坐标系中, \Gamma_p: \left\{ \begin{array}{l}{z_1} = \frac{{\left( {{A^2} + {B^2} + {C^2}} \right) + 4C\sqrt {{A^2} + {B^2}} }}{{m\left( {{A^2} + {B^2} - {C^2}} \right)}}\\x_1^2 + \frac{{{C^2} - {A^2} - {B^2}}}{{{A^2} + {B^2} + {C^2}}}y_1^2 - \frac{{{C^2} - {A^2} - {B^2}}}{{{A^2} + {B^2} + {C^2}}}z_1^2 - \frac{{4C\sqrt {{A^2} + {B^2}} }}{{{A^2} + {B^2} + {C^2}}} - 1 = 0\end{array} \right.所在平面落在S外部的一点\hat p_1的坐标为\left( {{x_{1,1}},{y_{1,1}},{z_{1,1}}} \right), \hat p_1满足(4)中P点处的切面方程,即\left( {{x_{1,1}} - {x_{1,0}}} \right) \cdot \left( {2{x_{1,0}}} \right) + \left( {{y_{1,1}} - {y_{1,0}}} \right) \cdot \left( {2\frac{{{C^2} - {A^2} - {B^2}}}{{{A^2} + {B^2} + {C^2}}}{y_{1,0}}} \right) + \left( {{z_{1,1}} - {z_{1,0}}} \right) \cdot \left( { - 2\frac{{{C^2} - {A^2} - {B^2}}}{{{A^2} + {B^2} + {C^2}}}{z_{1,0}}} \right) = 0,
则有
2{x_{1,1}}{x_{1,0}} + 2\frac{{{C^2} - {A^2} - {B^2}}}{{{A^2} + {B^2} + {C^2}}}{y_{1,1}}{y_{1,0}} - \frac{{8C\sqrt {{A^2} + {B^2}} }}{{{A^2} + {B^2} + {C^2}}} - 2 + \frac{{2\left( {{A^2} + {B^2} + {C^2}} \right) + 8C\sqrt {{A^2} + {B^2}} }}{{m\left( {{A^2} + {B^2} - {C^2}} \right)}}{z_{1,0}} = 0.显然其经过p_1.进一步地,经过与之前类似的坐标轴旋转,我们知道P的轨迹落在一条双曲线上.
PS:这份试卷是考完后的第一天根据好友同学提供的资料进行整理的,感谢他们的辛劳,同时也祝贺他们在昨天下午清华的初试中获得成功。
一个很好的积分题
背景是这个:
然后郝XX跟我说了下他的求法,还是挺有意思的!
求
\int_0^{2\pi } {{e^{\cos x}}\cos \left( {\sin x} \right)\cos nxdx} .
由Euler公式,我们有
\begin{align*}&{e^{y\cos x}}\cos \left( {y\sin x} \right) + i{e^{y\cos x}}\sin \left( {y\sin x} \right) = {e^{y\cos x}} \cdot {e^{iy\sin x}}\\=& {e^{y\cos x + iy\sin x}} = {e^{y\left( {\cos x + i\sin x} \right)}} = \sum\limits_{n = 0}^{ + \infty } {\frac{{{y^n}}}{{n!}}{{\left( {\cos x + i\sin x} \right)}^n}} \\=& \sum\limits_{n = 0}^{ + \infty } {\frac{{{y^n}}}{{n!}}{{\left( {\cos x + i\sin x} \right)}^n}} = \sum\limits_{n = 0}^{ + \infty } {\frac{{{y^n}}}{{n!}}\left( {\cos nx + i\sin nx} \right)} \\= &\sum\limits_{n = 0}^{ + \infty } {\frac{{{y^n}\cos nx}}{{n!}}} + i\sum\limits_{n = 0}^{ + \infty } {\frac{{{y^n}\sin nx}}{{n!}}} .\end{align*}
因此有
{e^{y\cos x}}\cos \left( {y\sin x} \right) = \sum\limits_{n = 0}^{ + \infty } {\frac{{{y^n}\cos nx}}{{n!}}} ,{e^{y\cos x}}\sin \left( {y\sin x} \right) = \sum\limits_{n = 0}^{ + \infty } {\frac{{{y^n}\sin nx}}{{n!}}} .
在第一个式子中令y=1,我们有
{e^{\cos x}}\cos \left( {\sin x} \right) = \sum\limits_{n = 0}^{ + \infty } {\frac{{\cos nx}}{{n!}}} .
因此我们有
\begin{align*}&\int_0^{2\pi } {{e^{\cos x}}\cos \left( {\sin x} \right)\cos nxdx} = \int_0^{2\pi } {\left( {\cos nx \cdot \sum\limits_{n = 0}^{ + \infty } {\frac{{\cos nx}}{{n!}}} } \right)dx} \\=& \int_0^{2\pi } {\left( {\cos nx \cdot \frac{{\cos nx}}{{n!}}} \right)dx} = \left\{ \begin{array}{l}\frac{\pi }{{n!}},n \ge 1\\2\pi ,n = 0\end{array} \right..\end{align*}
而对于无穷乘积\prod\limits_{n = 3}^\infty {\cos \frac{\pi }{{n!}}} \approx 0.858314.也就是管理员一分钟都不能禁他!!!
事实上,我们有
几个逼格稍高的积分级数题
先是证明两个积分成立:
接着是两个级数题,判断它们是否成立:
北大本科06数分期中试题(李伟固命题)
前些年在百度文库(http://wenku.baidu.com/link?url=Y_HDeeYMcyEGuUJWt3fNqC7N08AEqMVfleNVGcv7hC2t9EVO0-MFFHWuqnLYyiDJ4H7ATgg1fOQGN1Lta2RW4Z4pOrm6aZ468WkrTqNqZzG)找到一份李伟固命制的06年北大期中考试题,当时感觉难度稍大,正好结识了Veer大神,便把这份题发给他。事实证明,V神秒得还是很顺利!
1.给定实数\lambda_i(1\leq i\leq n),满足\sum\limits_{i = 1}^n {\lambda _i^k} > 0\left( {k = 1,2,3, \cdots } \right).令f\left( x \right) = \prod\limits_{i = 1}^n {\frac{1}{{1 - {\lambda _i}x}}}.证明: f^{(k)}(0)>0,k=1,2,3,\cdots.
证明:令g\left( x \right) = \ln f\left( x \right) = - \ln \left( {1 - {\lambda _1}x} \right)-\ln \left( {1 - {\lambda _2}x} \right) -\cdots -\ln \left( {1 - {\lambda _n}x} \right)\left( {x \in U\left( {0;\delta } \right)\text{使得对}\forall {\lambda _i},\text{有}1 - {\lambda _i}x > 0} \right),则
g\left( x \right) = \left( {\sum\limits_{i = 1}^n {{\lambda _i}} } \right)x + \left( {\frac{1}{2}\sum\limits_{i = 1}^n {\lambda _i^2} } \right){x^2} + \cdots + \left( {\frac{1}{k}\sum\limits_{i = 1}^n {\lambda _i^k} } \right){x^k} + \cdots 由函数幂级数展开的唯一性可知{g^{\left( k \right)}}\left( 0 \right) = \frac{1}{k}\sum\limits_{i = 1}^n {\lambda _i^k} > 0\left( {x \in U\left( {0;\delta } \right)} \right).
另一方面f\left( x \right) = {e^{g\left( x \right)}}\left( {x \in U\left( {0;\delta } \right)} \right).首先注意到对任意可导函数F(x),有{\left( {{e^{F\left( x \right)}}} \right)^\prime } = F'\left( x \right){e^{F\left( x \right)}}.其次注意到对可导函数组F_1,F_2,\cdots,F_s,有{\left( {{F_1}{F_2}{F_3} \cdots {F_s}} \right)^\prime } = {{F'}_1}{F_2}{F_3} \cdots {F_s} + {F_1}{F_2}^\prime {F_3} \cdots {F_s} + \cdots + {F_1}{F_2}{F_3} \cdots {F_s}^\prime,从而归纳可证
{f^{\left( k \right)}}\left( x \right) = {\left( {{e^{g\left( x \right)}}} \right)^{\left( k \right)}} = \left( {\sum\limits_{j \in {N_ + },{k_i} \in {N_ + }} {{g^{\left( {{k_1}} \right)}}\left( x \right){g^{\left( {{k_2}} \right)}}\left( x \right) \cdots {g^{\left( {{k_j}} \right)}}\left( x \right)} } \right){e^{g\left( x \right)}}.由{g^{\left( k \right)}}\left( 0 \right) > 0,k=1,2,3,\cdots且g(0)=0,所以{f^{\left( k \right)}}\left( 0 \right) > 0,k=1,2,3,\cdots.
补充:可知f\left( x \right) = \prod\limits_{i = 1}^n {\frac{1}{{1 - {\lambda _i}x}}} = \left( {1 + {\lambda _1}x + \lambda _1^2{x^2} + \cdots } \right)\left( {1 + {\lambda _2}x + \lambda _2^2{x^2} + \cdots } \right) \cdots \left( {1 + {\lambda _n}x + \lambda _n^2{x^2} + \cdots } \right).由幂级数的乘积公式归纳可得
{f^{\left( k \right)}}\left( 0 \right) = \sum\limits_{\substack{{k_1} + {k_2} + \cdots + {k_n} = k\\ \left( {{k_1},{k_2}, \cdots ,{k_n}} \right)}} {\lambda _1^{{k_1}}\lambda _2^{{k_2}} \cdots \lambda _n^{{k_n}}} \left( \text{其中}{{k_i} \in N} \right).若能通过\sum\limits_{i = 1}^n {\lambda _i^k} > 0\left( {k = 1,2,3, \cdots } \right)得出\sum\limits_{\substack{{k_1} + {k_2} + \cdots + {k_n} = k\\ \left( {{k_1},{k_2}, \cdots ,{k_n}} \right)}} {\lambda _1^{{k_1}}\lambda _2^{{k_2}} \cdots \lambda _n^{{k_n}}}>0即可得到证明.
2.令D = \left\{ {u = \left( {x,y} \right) \in {\mathbb{R}^2}\left| {\left\| u \right\| = \sqrt {{x^2} + {y^2}} \le \frac{1}{2}} \right.} \right\}. f(u)=f(x,y)是全平面上的连续可微函数满足\left\| {\nabla f\left( {0,0} \right)} \right\| = 1,\left\| {\nabla f\left( u \right) - \nabla f\left( v \right)} \right\| \le \left\| {u - v} \right\|.那么对于任意的u,v\in D,证明函数f|_D在D中唯一点处达到其最大值.
证明:对u\in D,有\left\| {\nabla f\left( u \right) - \nabla f\left( {0,0} \right)} \right\| \le \left\| {u - \left( {0,0} \right)} \right\|,即
1 - \left\| {\nabla f\left( u \right)} \right\| = \left\| {\nabla f\left( {0,0} \right)} \right\| - \left\| {\nabla f\left( u \right)} \right\| \le \left\| {\nabla f\left( u \right) - \nabla f\left( {0,0} \right)} \right\| \le \left\| u \right\|,亦即1 - \left\| u \right\| \le \left\| {\nabla f\left( u \right)} \right\|,则\nabla f\left( u \right) \ne \left( {0,0} \right),所以f的最大值只可能在边界上取得.
易知f在其边界上的函数可设为g\left( t \right) = f\left( {\frac{1}{2}\cos \theta ,\frac{1}{2}\sin \theta } \right),g'\left( \theta \right) = \frac{1}{2}\left( { - \sin \theta {f_x} + \cos \theta {f_y}} \right),\theta \in \left[ {0,2\pi } \right).现假设f在其边界上有两点取得最大值,不妨设为\theta=\theta_1和\theta=\theta_2,记{u_1} = \left( {\frac{1}{2}\cos {\theta _1},\frac{1}{2}\sin {\theta _1}} \right),{u_2} = \left( {\frac{1}{2}\cos {\theta _2},\frac{1}{2}\sin {\theta _2}} \right),则由g'\left( {{\theta _1}} \right) = g'\left( {{\theta _2}} \right) = 0可得- \sin {\theta _1}{f_x}\left( {{u_1}} \right) + \cos {\theta _1}{f_y}\left( {{u_1}} \right) = 0,即\nabla f\left( {{u_1}} \right)与\left( { - \sin {\theta _1},\cos {\theta _1}} \right)垂直即可.设\nabla f\left( {{u_1}} \right) = {a_1}\left( {\cos {\theta _1},\sin {\theta _1}} \right),由于f在u_1处取得最大值,则f在u_1点沿方向(\cos\theta_1,\sin \theta_1)的方向导数需大于等于0,所以a_1\geq 0.
另一方面由\left\| {\nabla f\left( {0,0} \right)} \right\| - \left\| {\nabla f\left( {{u_1}} \right)} \right\| \le \left\| {\nabla f\left( {0,0} \right) - \nabla f\left( {{u_1}} \right)} \right\|当且仅当{\nabla f\left( {{0,0}} \right)}与{\nabla f\left( {{u_1}} \right)}异向取等可知
\left\| {\nabla f\left( {0,0} \right)} \right\| - \left\| {{u_1}} \right\| \le \left\| {\nabla f\left( {{u_1}} \right)} \right\| = \left| {{a_1}} \right|,
即a_1\geq \frac12.同理\nabla f\left( {{u_2}} \right) = {a_2}\left( {\cos {\theta _2},\sin {\theta _2}} \right),a_2\geq \frac12.由于不等式取等需要与{\nabla f\left( {0,0} \right)}异向,故a_1\geq\frac12,a_2\geq\frac12中有一个是严格的.不妨设为a_1>\frac12,再设\overrightarrow {{r_1}} = \left( {\cos {\theta _1},\sin {\theta _1}} \right),\overrightarrow {{r_2}} = \left( {\cos {\theta _2},\sin {\theta _2}} \right),则
\begin{align*}&{\left\| {\nabla f\left( {{u_1}} \right) - \nabla f\left( {{u_2}} \right)} \right\|^2} - {\left\| {{u_1} - {u_2}} \right\|^2}\\= &{\left\| {{a_1}\overrightarrow {{r_1}} - {a_2}\overrightarrow {{r_2}} } \right\|^2} - {\left\| {\frac{1}{2}\overrightarrow {{r_1}} - \frac{1}{2}\overrightarrow {{r_2}} } \right\|^2} = a_1^2 + a_2^2 - 2{a_1}{a_2}\overrightarrow {{r_1}} \overrightarrow {{r_2}} - \left( {\frac{1}{4} - \frac{1}{2}\overrightarrow {{r_1}} \overrightarrow {{r_2}} + \frac{1}{4}} \right)\\= &a_1^2 + a_2^2 - \frac{1}{2} - \left( {2{a_1}{a_2} - \frac{1}{2}} \right)\overrightarrow {{r_1}} \overrightarrow {{r_2}} \left( \text{由于}{\overrightarrow {{r_1}}\text{与} \overrightarrow {{r_2}} \text{不同向},\text{所以}\overrightarrow {{r_1}} \overrightarrow {{r_2}} < 1,\text{且}2{a_1}{a_2} - \frac{1}{2} > 0} \right)\\> &a_1^2 + a_2^2 - \frac{1}{2} - \left( {2{a_1}{a_2} - \frac{1}{2}} \right) = {\left( {{a_1} - {a_2}} \right)^2} \ge 0,\end{align*}
因此{\left\| {\nabla f\left( {{u_1}} \right) - \nabla f\left( {{u_2}} \right)} \right\|^2} - {\left\| {{u_1} - {u_2}} \right\|^2} > 0,即\left\| {\nabla f\left( {{u_1}} \right) - \nabla f\left( {{u_2}} \right)} \right\| > \left\| {{u_1} - {u_2}} \right\|,矛盾,从而f在边界上只有一点取得最大值,即函数f|_D在D中唯一点处达到其最大值.
3.讨论级数\sum\limits_{n = 1}^{ + \infty } {{{\left( { - 1} \right)}^{n - 1}}\frac{{\sin \left( {\ln n} \right)}}{{{n^\alpha }}}},\alpha\in \mathbb{R}的收敛性.
解:(1)当\alpha\leq0时,我们可知\mathop {\lim }\limits_{n \to \infty } {\left( { - 1} \right)^{n - 1}}\frac{{\sin \left( {\ln n} \right)}}{{{n^\alpha }}}发散,从而级数\sum\limits_{n = 1}^{ + \infty } {{{\left( { - 1} \right)}^{n - 1}}\frac{{\sin \left( {\ln n} \right)}}{{{n^\alpha }}}}发散.
(2)当\alpha>0时,由于\mathop {\lim }\limits_{n \to \infty } {\left( { - 1} \right)^{n - 1}}\frac{{\sin \left( {\ln n} \right)}}{{{n^\alpha }}} = 0,我们讨论其前2n项和数列的收敛性即可,也就是级数\sum\limits_{n = 1}^{ + \infty } {\left[ {\frac{{\sin \left( {\ln \left( {2k - 1} \right)} \right)}}{{{{\left( {2k - 1} \right)}^\alpha }}} - \frac{{\sin \left( {\ln \left( {2k} \right)} \right)}}{{{{\left( {2k} \right)}^\alpha }}}} \right]}的收敛性.
而
\begin{align*}&\left| {\frac{{\sin \left( {\ln \left( {2k - 1} \right)} \right)}}{{{{\left( {2k - 1} \right)}^\alpha }}} - \frac{{\sin \left( {\ln \left( {2k} \right)} \right)}}{{{{\left( {2k} \right)}^\alpha }}}} \right|\\= &\left| {\sin \left( {\ln \left( {2k - 1} \right)} \right)\left( {\frac{1}{{{{\left( {2k - 1} \right)}^\alpha }}} - \frac{1}{{{{\left( {2k} \right)}^\alpha }}}} \right) + \frac{{\sin \left( {\ln \left( {2k - 1} \right)} \right) - \sin \left( {\ln \left( {2k} \right)} \right)}}{{{{\left( {2k} \right)}^\alpha }}}} \right|\\\le &\left| {\sin \left( {\ln \left( {2k - 1} \right)} \right)} \right|\left[ {\frac{1}{{{{\left( {2k - 1} \right)}^\alpha }}} - \frac{1}{{{{\left( {2k} \right)}^\alpha }}}} \right] + \left| {\frac{{2\cos \left[ {\frac{{\ln \left( {2k - 1} \right) + \ln \left( {2k} \right)}}{2}} \right]\sin \left[ {\frac{{\ln \left( {2k - 1} \right) - \ln \left( {2k} \right)}}{2}} \right]}}{{{{\left( {2k} \right)}^\alpha }}}} \right|\\\le &\left[ {\frac{1}{{{{\left( {2k - 1} \right)}^\alpha }}} - \frac{1}{{{{\left( {2k} \right)}^\alpha }}}} \right] + \left| {\ln \left( {1 - \frac{1}{{2k}}} \right)} \right|\frac{1}{{{{\left( {2k} \right)}^\alpha}}}.\end{align*}
已知\left| {\ln \left( {1 - \frac{1}{{2k}}} \right)} \right|\frac{1}{{{{\left( {2k} \right)}^\alpha }}} \sim \frac{1}{{{{\left( {2k} \right)}^{\alpha + 1}}}},从而\sum\limits_{k = 1}^{ + \infty } {\left| {\ln \left( {1 - \frac{1}{{2k}}} \right)} \right|\frac{1}{{{{\left( {2k} \right)}^\alpha }}}}收敛.又\sum\limits_{k = 1}^{ + \infty } {\left[ {\frac{1}{{{{\left( {2k - 1} \right)}^\alpha }}} - \frac{1}{{{{\left( {2k} \right)}^\alpha }}}} \right]}是收敛的,故\sum\limits_{n = 1}^{ + \infty } {\left| {\frac{{\sin \left( {\ln \left( {2k - 1} \right)} \right)}}{{{{\left( {2k - 1} \right)}^\alpha }}} - \frac{{\sin \left( {\ln \left( {2k} \right)} \right)}}{{{{\left( {2k} \right)}^\alpha }}}} \right|}收敛,因此\sum\limits_{n = 1}^{ + \infty } {\left[ {\frac{{\sin \left( {\ln \left( {2k - 1} \right)} \right)}}{{{{\left( {2k - 1} \right)}^\alpha }}} - \frac{{\sin \left( {\ln \left( {2k} \right)} \right)}}{{{{\left( {2k} \right)}^\alpha }}}} \right]}亦收敛.
综上所述, 当\alpha\leq 0时,级数发散;当\alpha>0时级数收敛.
3.求\mathop {\inf }\limits_{n \ge 1} \left\{ {\mathop {\min }\limits_{x \in \left[ {0,\frac{\pi }{2}} \right]} \sum\limits_{k = 1}^n {\frac{{\cos kx}}{k}} } \right\}.
解:首先, \mathop {\min }\limits_{x \in \left[ {0,\frac{\pi }{2}} \right]} \sum\limits_{k = 1}^1 {\frac{{\cos kx}}{k}} = \mathop {\min }\limits_{x \in \left[ {0,\frac{\pi }{2}} \right]} \cos x = 0,\mathop {\min }\limits_{x \in \left[ {0,\frac{\pi }{2}} \right]} \sum\limits_{k = 1}^2 {\frac{{\cos kx}}{k}} = \mathop {\min }\limits_{x \in \left[ {0,\frac{\pi }{2}} \right]} \left( {\cos x + \frac{{\cos 2x}}{2}} \right) = - \frac{1}{2}.
现记{f_n}\left( x \right) = \sum\limits_{k = 1}^n {\frac{{\cos kx}}{k}},则\mathop {\min }\limits_{x \in \left[ {0,\frac{\pi }{2}} \right]} {f_1}\left( x \right) = 0 \ge - \frac{1}{2},\mathop {\min }\limits_{x \in \left[ {0,\frac{\pi }{2}} \right]} {f_1}\left( x \right) = - \frac{1}{2} \ge - \frac{1}{2}.
现假设n=k-1(k\geq2,k\in\mathbb{N}_+)时,有\mathop {\min }\limits_{x \in \left[ {0,\frac{\pi }{2}} \right]} {f_n}\left( x \right) = \mathop {\min }\limits_{x \in \left[ {0,\frac{\pi }{2}} \right]} {f_{k - 1}}\left( x \right) \ge - \frac{1}{2}成立;
当n=k时,注意到{f_n}^\prime \left( x \right) = \sum\limits_{k = 1}^n {\left( { - \sin kx} \right)} = \sum\limits_{i = 1}^k {\left( { - \sin ix} \right)} = \sum\limits_{i = 1}^k {\frac{{\cos \left( {i + \frac{1}{2}} \right)x - \cos \left( {i - \frac{1}{2}} \right)x}}{{2\sin \frac{x}{2}}}} ,
则{f_k}^\prime \left( x \right) = \frac{{\cos \left( {k + \frac{1}{2}} \right)x - \cos \frac{x}{2}}}{{2\sin \frac{x}{2}}} = - \frac{{\sin \frac{{k + 1}}{2}x\sin \frac{k}{2}x}}{{\sin \frac{x}{2}}},x \in \left[ {0,\frac{\pi }{2}} \right].
由f_k(x)的连续性可知\min f_k(x)的点只可能在端点或稳定点,从而令f'_k(x)=0,则x = \frac{{2j\pi }}{{k + 1}},\frac{{2j\pi }}{k},j \in \mathbb{Z}且\frac{{2j\pi }}{{k + 1}},\frac{{2j\pi }}{k} \in \left( {0,\frac{\pi }{2}} \right),而
{f_k}\left( {\frac{{2j\pi }}{{k + 1}}} \right) = \sum\limits_{i = 1}^n {\frac{{\cos i\left( {\frac{{2j\pi }}{{k + 1}}} \right)}}{i}} = {f_{k - 1}}\left( {\frac{{2j\pi }}{{k + 1}}} \right) + \frac{{\cos \frac{{2kj\pi }}{{k + 1}}}}{k} = {f_{k - 1}}\left( {\frac{{2j\pi }}{{k + 1}}} \right) + \frac{{\cos \frac{{2j\pi }}{{k + 1}}}}{k}.
由于\frac{{2j\pi }}{{k + 1}} \in \left[ {0,\frac{\pi }{2}} \right],所以\frac{{\cos \frac{{2j\pi }}{{k + 1}}}}{k} > 0,则{f_k}\left( {\frac{{2j\pi }}{{k + 1}}} \right) = {f_{k - 1}}\left( {\frac{{2j\pi }}{{k + 1}}} \right) + \frac{{\cos \frac{{2j\pi }}{{k + 1}}}}{k} \ge - \frac{1}{2}.
而{f_k}\left( {\frac{{2j\pi }}{k}} \right) = \sum\limits_{i = 1}^n {\frac{{\cos i\left( {\frac{{2j\pi }}{k}} \right)}}{i}} = {f_{k - 1}}\left( {\frac{{2j\pi }}{k}} \right) + \frac{1}{k} \ge - \frac{1}{2},又
{f_k}\left( 0 \right) = \sum\limits_{i = 1}^k {\frac{1}{i}} > - \frac{1}{2},{f_k}\left( {\frac{\pi }{2}} \right) = \sum\limits_{i = 1}^k {\frac{{\cos i\frac{\pi }{2}}}{i}} = \left\{ \begin{array}{l}\frac{1}{2}\left[ { - 1 + \left({\frac{1}{2} - \frac{1}{3}} \right) + \cdots + \left( {\frac{1}{{s - 1}} - \frac{1}{s}} \right)} \right],k = 2s + 1\\\frac{1}{2}\left[ { - 1 + \left( {\frac{1}{2} - \frac{1}{3}} \right) + \cdots + \left( {\frac{1}{{s - 1}} - \frac{1}{s}} \right)} \right],k = 2s\end{array} \right.,从而{f_k}\left( {\frac{\pi }{2}} \right) \ge - \frac{1}{2}.
综上归纳可知\mathop {\min }\limits_{x \in \left[ {0,\frac{\pi }{2}} \right]} {f_n}\left( x \right) = \mathop {\min }\limits_{x \in \left[ {0,\frac{\pi }{2}} \right]} \sum\limits_{k = 1}^n {\frac{{\cos kx}}{k}} \ge - \frac{1}{2},又\mathop {\min }\limits_{x \in \left[ {0,\frac{\pi }{2}} \right]} \sum\limits_{k = 1}^2 {\frac{{\cos kx}}{k}} = - \frac{1}{2},因此
\mathop {\inf }\limits_{n \ge 1} \left\{ {\mathop {\min }\limits_{x \in \left[ {0,\frac{\pi }{2}} \right]} \sum\limits_{k = 1}^n {\frac{{\cos kx}}{k}} } \right\} = - \frac{1}{2}.
4.函数f(x)在[0,1]上二次可导, f(0)=2,f'(0)=-2,f(1)=1.证明存在c\in (0,1),使得f(c)f'(c)+f''(c)=0.
证明:令F\left( x \right) = \frac{1}{2}{f^2}\left( x \right) + f'\left( x \right),则F(0)=\frac12\times 2^2-2=0.现假设不存在\xi\in (0,1]使得F(\xi)=0,则F在(0,1]上不变号.倘若\forall x\in (0,1]都有F(x)<0,即\frac{1}{2}{f^2}\left( x \right) + f'\left( x \right) < 0,则f'\left( x \right) < - \frac{1}{2}{f^2}\left( x \right) \le 0,则f在[0,1]上单调递减,由f(0)=2,f(1)=1可知1\leq f(x)\leq 2,f(x)\neq 0,从而\frac{{f'\left( x \right)}}{{{f^2}\left( x \right)}} < - \frac{1}{2}.由f,f'的连续性可知\int_0^1 {\frac{{f'\left( x \right)}}{{{f^2}\left( x \right)}}dx} < \int_0^1 {\left( { - \frac{1}{2}} \right)dx},即\left. { - \frac{1}{{f\left( x \right)}}} \right|_0^1 < - \frac{1}{2},得到-\frac12<-frac12,矛盾.
倘若\forall x\in (0,1]都有F(x)>0,即\frac{1}{2}{f^2}\left( x \right) + f'\left( x \right) > 0,由于f(1)=1\neq 0,则\forall x\in U^-(1,\delta),有\int_x^1 {\frac{{f'\left( t \right)}}{{{f^2}\left( t \right)1}}dt} > \int_x^1 {\left( { - \frac{1}{2}} \right)dt},即\left. { - \frac{1}{{f\left( t \right)}}} \right|_x^1 > \frac{{x - 1}}{2},从而\frac{1}{{f\left( x \right)}} > \frac{{x + 1}}{2}.
当x\in U^-(1,\delta)时,有\frac{1}{{f\left( x \right)}} > \frac{{x + 1}}{2} > 0\left( {\delta \le 1} \right),故f(x)在[0,1]上不为0,则\frac{1}{{f\left( 0 \right)}} > \frac{{0 + 1}}{2},则\frac12>\frac12,矛盾.
因此存在\xi\in (0,1]使得F(\xi)=0,从而F(0)=F(\xi)=0,由罗尔定理可知\exists c\in (0,1),使得
F'\left( c \right) = f\left( c \right)f'\left( c \right) + f''\left( c \right) = 0.
5.A和B是自然数\mathbb{N}的两个无穷子集,满足A\cap B=\text{空集},A\cup B=\mathbb{N},对于任意的自然数c>0,是否存在两个递增的数列\{a_n\},\{b_n\},\{a_n\}\in A,\{b_n\}\in B,使得\mathop {\lim }\limits_{n \to \infty } \frac{{{a_n}}}{{{b_n}}} = c.
证明:对\forall l\geq s\in \mathbb{N}_+.记s\sim l=\{s,s+1,\cdots,l\},则若对\forall N\in \mathbb{N}_+, \exists n_2\geq n_1\geq N\geq c^2有x_{n_1}\sim x_{n_2}\subset B.令x_{n_1}=v_1,x_{n_2}=u_1,则v_1\sim u_1\subset B.若cv_1\sim cu_1+c[\sqrt{u_1}+1]\not\subset B,则\exists a\in A,b\in B,使得|a-cb|\leq c或|a-cb|\leq \sqrt{b}+1.
若cv_1\sim cu_1+c[\sqrt{u_1}+1]\subset B,令u_2=u_1+[\sqrt{u_1}+1],则cv_1\sim cu_2\subset B.以此类推,若始终成立c^kv_1 \sim c^k u_{k+1}\subset B,易知u_{k+1}=u_k+[\sqrt{u_k}+1]\geq u_k+\sqrt{u_1},即u_{k+1}-u_k\geq \sqrt{u_1},所以u_k有趋于无穷大的趋势,所以存在某个k_0\in \mathbb{N}_+,使得\frac{u_{k_0}}{v_1}>c.而c^{k_0}v_1\sim c^{k_0} u_{k_0+1}\subset B.令x_{n_{k_0}}\in B满足c^{k_0}v_1\sim c^{k_0}u_{k_0+1}\subset c^{k_0}v_1\sim x_{n_{k_0}}\subset B,x_{n_{k_0}}+1\in A,令a_1=x_{n_{k_0}}+1,则c^{k_0}v_1<\frac{a_1}{c}\leq x_{n_{k_0}+1},则\exists b_1\in B,使得\left| {\frac{{{a_1}}}{c} - {b_1}} \right| \le 1,即\left| {{a_1} - c{b_1}} \right| \le c.
若不始终成立c^kv_1\sim c^ku_{k+1},则\exists b_1\in B,a_1\in A有|a_1-cb_1|\leq c或|a_1-cb_1|\leq \sqrt{b_1}+1,即|a_1-cb_1|\leq \sqrt{a_1}+1.接着再取n_1\geq n_2\geq N,有x_{n_2}\geq x_{n_1}>a_1,b_1且x_{n_1}\sim x_{n_2}\subset B,则\exists a_2\in A,b_2\in B有|a_2-cb_2|\leq \sqrt{b_2}+1,\cdots,故存在递增数列\{a_n\}\subset A,\{b_n\}\subset B,有|a_n-cb_n|\leq \sqrt{b_n}+1,则\left| {\frac{{{a_n}}}{{{b_n}}} - c} \right| \le \frac{1}{{\sqrt {{b_n}} }} + \frac{1}{{{b_n}}},所以\mathop {\lim }\limits_{n \to \infty } \frac{{{a_n}}}{{{b_n}}} = c.
碰到的数学分析中的反例
- 在\mathbb{R}上连续的有界函数一定一致连续吗?

- 设函数f(x)在区间[a,b]上可微,则f'(x)在[a,b]上有界?

- 存不存在这样函数, f(a)=0, f(x)在区间[a,b]上连续,在区间(a,b)上可导且f(x)>0,而对任意\varepsilon>0,函数在区间(a,a+\varepsilon)是不单调递增的?

- 是否存在仅在一点可导而在该点之外的每一点都不可导的函数?

这几天碰到的一些好题
-
求\iint\limits_D {{e^x}\cos ydxdy} ,其中D: x^2+y^2\leq 1.
先证明\int_0^{2\pi } {{e^{r\cos \theta }}\cos \left( {r\sin \theta } \right)d\theta } = 2\pi .
事实上,在积分号下求导,得F'\left( r \right) = \int_0^{2\pi } {{e^{r\cos \theta }}\cos \left( {\theta + r\sin \theta } \right)d\theta } .由归纳法,可知
{F^{\left( n \right)}}\left( r \right) = \int_0^{2\pi } {{e^{r\cos \theta }}\cos \left( {n\theta + r\sin \theta } \right)d\theta } .\tag{1}从而导出{F^{\left( n \right)}}\left( 0 \right) = 0\left( {n = 1,2, \cdots } \right).因此根据Taylor公式,我们有
F\left( r \right) - F\left( 0 \right) = \sum\limits_{k = 1}^{n - 1} {\frac{{{F^{\left( k \right)}}\left( 0 \right)}}{{k!}}{r^k}} + \frac{{{F^{\left( n \right)}}\left( {{\theta _1}r} \right)}}{{n!}}{r^n} = \frac{{{F^{\left( n \right)}}\left( {{\theta _1}r} \right)}}{{n!}}{r^n}\left( {0 < {\theta _1} < 1} \right).
注意到由(1)可得\left| {{F^{\left( n \right)}}\left( {{\theta _1}r} \right)} \right| \le 2\pi {e^r},故知
\mathop {\lim }\limits_{n \to \infty } \left| {\frac{{{F^{\left( n \right)}}\left( {{\theta _1}r} \right)}}{{n!}}{r^n}} \right| \le \mathop {\lim }\limits_{n \to \infty } \frac{{2\pi {e^r}}}{{n!}}{r^n} = 0,F\left( r \right) \equiv F\left( 0 \right) = 2\pi .
\begin{align*}\iint\limits_D {{e^x}\cos ydxdy} &= \int_0^1 {rdr\int_0^{2\pi } {{e^{r\cos \theta }}\cos \left( {r\sin \theta } \right)d\theta } } \\&= 2\pi \int_0^1 {rdr} = \pi.\end{align*}
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证明:
\mathop {\lim }\limits_{a \to \frac{\pi }{2}} \int_a^{\frac{\pi }{2}} {\frac{1}{{\sqrt {\sin x - \sin a} }}dx} = \frac{\pi }{{\sqrt 2 }}.
证法一: 利用椭圆函数的一些性质.
\begin{align*}&\mathop {\lim }\limits_{a \to \frac{\pi }{2}} \int_a^{\frac{\pi }{2}} {\frac{1}{{\sqrt {\sin x - \sin a} }}dx} = \mathop {\lim }\limits_{a \to \frac{\pi }{2}} \int_0^{\frac{\pi }{2} - a} {\frac{1}{{\sqrt {\cos x - \cos \left( {\frac{\pi }{2} - a} \right)} }}dx} \\= &\mathop {\lim }\limits_{a \to \frac{\pi }{2}} \sqrt 2 K\left( {\sin \frac{1}{2}\left( {\frac{\pi }{2} - a} \right)} \right) = \sqrt 2 K\left( 0 \right) = \frac{\pi }{{\sqrt 2 }},\end{align*}
其中K(x)为Complete Elliptic Integral of the First Kind,以及参考Elliptic Integral of the First Kind.
证法二: 根据
\begin{align*}&\int_a^{\frac{\pi }{2}} {\frac{1}{{\sqrt {\sin x - \sin a} }}dx} = \int_a^{\frac{\pi }{2}} {\frac{1}{{\sqrt {2\cos \frac{{x + a}}{2}\sin \frac{{x - a}}{2}} }}dx} \\= &\frac{1}{{\sqrt 2 }}\int_a^{\frac{\pi }{2}} {\frac{1}{{\sqrt {\frac{{\cos \frac{{x + a}}{2}}}{{\frac{\pi }{2} - \frac{{x + a}}{2}}}\frac{{\sin \frac{{x - a}}{2}}}{{\frac{{x - a}}{2}}}} \sqrt {\left( {\frac{\pi }{2} - \frac{{x + a}}{2}} \right)\frac{{x - a}}{2}} }}dx} \\= &\frac{1}{{\sqrt 2 }}\sqrt {\frac{{\frac{\pi }{2} - \frac{{\xi + a}}{2}}}{{\cos \frac{{\xi + a}}{2}}}} \cdot \sqrt {\frac{{\frac{{\xi - a}}{2}}}{{\sin \frac{{\xi - a}}{2}}}} \int_a^{\frac{\pi }{2}} {\frac{1}{{\sqrt {\left( {\frac{\pi }{2} - \frac{{x + a}}{2}} \right)\frac{{x - a}}{2}} }}dx} \left( {a < \xi < \frac{\pi }{2}} \right).\end{align*}
而
\begin{align*}&\int_a^{\frac{\pi }{2}} {\frac{1}{{\sqrt {\left( {\frac{\pi }{2} - \frac{{x + a}}{2}} \right)\frac{{x - a}}{2}} }}dx} = 2\int_a^{\frac{\pi }{2}} {\frac{1}{{\sqrt {\pi \left( {x - a} \right) - {x^2} + {a^2}} }}dx} = 2\int_a^{\frac{\pi }{2}} {\frac{1}{{\sqrt {{{\left( {a - \frac{\pi }{2}} \right)}^2} - {{\left( {x - \frac{\pi }{2}} \right)}^2}} }}dx} \\= &2\int_a^{\frac{\pi }{2}} {\frac{1}{{\sqrt {1 - {{\left( {\frac{{2x - \pi }}{{\pi - 2a}}} \right)}^2}} }}d\left( {\frac{{2x - \pi }}{{\pi - 2a}}} \right)} = \left. {2\arcsin \left( {\frac{{2x - \pi }}{{\pi - 2a}}} \right)} \right|_a^{\frac{\pi }{2}} = 2 \times \frac{\pi }{2} = \pi .\end{align*}
证法三: 由于
\begin{align*}&\mathop {\lim }\limits_{a \to \frac{\pi }{2}} \int_a^{\frac{\pi }{2}} {\frac{1}{{\sqrt {\sin x - \sin a} }}dx} = \mathop {\lim }\limits_{a \to \frac{\pi }{2}} \int_0^1 {\frac{{\frac{\pi }{2} - a}}{{\sqrt {\sin \left( {a + \left( {\frac{\pi }{2} - a} \right)t} \right) - \sin a} }}dt} \\= &\mathop {\lim }\limits_{a \to \frac{\pi }{2}} \int_0^1 {\frac{{\frac{\pi }{2} - a}}{{\sqrt {2\sin \left[ {\frac{t}{2}\left( {\frac{\pi }{2} - a} \right)} \right]\cos \left[ {a + \frac{t}{2}\left( {\frac{\pi }{2} - a} \right)} \right]} }}dt} \\= &\int_0^1 {\mathop {\lim }\limits_{a \to \frac{\pi }{2}} \frac{{\frac{\pi }{2} - a}}{{\sqrt {2\sin \left[ {\frac{t}{2}\left( {\frac{\pi }{2} - a} \right)} \right]\sin \left[ {\left( {1 - \frac{t}{2}} \right)\left( {\frac{\pi }{2} - a} \right)} \right]} }}dt} = \int_0^1 {\frac{1}{{\sqrt 2 \cdot \sqrt {\frac{t}{2}\left( {1 - \frac{t}{2}} \right)} }}dt} .\end{align*}
令\sqrt {\frac{t}{2}} = \sin \theta ,我们有
\int_0^1 {\frac{1}{{\sqrt 2 \cdot \sqrt {\frac{t}{2}\left( {1 - \frac{t}{2}} \right)} }}dt} = \int_0^{\frac{\pi }{4}} {2\sqrt 2 d\theta } = \frac{\pi }{{\sqrt 2 }}.
证法四: 显然等价于求
\mathop {\lim }\limits_{a \to {0^ + }} \int_0^a {\frac{1}{{\sqrt {\cos x - \cos a} }}dx} = \mathop {\lim }\limits_{a \to {0^ + }} \int_0^a {\frac{1}{{\sqrt {2\sin \frac{{a - x}}{2}\sin \frac{{a + x}}{2}} }}dx} .
由0\leq x<a,则有
\begin{align*}&{\left( {2\sin \frac{{a - x}}{2}\sin \frac{{a + x}}{2}} \right)^{ - \frac{1}{2}}} = {\left[ {2\left( {\frac{{a - x}}{2} + O\left( {{{\left( {a - x} \right)}^3}} \right)} \right)\left( {\frac{{a + x}}{2} + O\left( {{{\left( {a + x} \right)}^3}} \right)} \right)} \right]^{ - \frac{1}{2}}}\\= &{\left( {\frac{{{a^2} - {x^2}}}{2} + O\left( {\left( {{a^2} - {x^2}} \right){{\left( {a + x} \right)}^2}} \right)} \right)^{ - \frac{1}{2}}} = \frac{{\sqrt 2 }}{{\sqrt {{a^2} - {x^2}} }} + O\left( {\frac{{{{\left( {a + x} \right)}^2}}}{{\sqrt {{a^2} - {x^2}} }}} \right).\end{align*}
即有
\begin{align*}\int_0^a {\frac{1}{{\sqrt {\cos x - \cos a} }}dx} &= \int_0^a {\frac{{\sqrt 2 }}{{\sqrt {{a^2} - {x^2}} }}dx} + O\left( {\int_0^a {\frac{{{{\left( {a + x} \right)}^2}}}{{\sqrt {{a^2} - {x^2}} }}dx} } \right)\\&=\frac{\pi }{{\sqrt 2 }} + O\left( {{a^2}} \right) \to \frac{\pi }{{\sqrt 2 }}\left( {a \to 0} \right).\end{align*}
其中在算阶的时候用到了
\max \left\{ {\left( {{a^2} - {x^2}} \right){{\left( {a + x} \right)}^2},\left( {{a^2} - {x^2}} \right){{\left( {a - x} \right)}^2},{{\left( {{a^2} - {x^2}} \right)}^3}} \right\} = \left( {{a^2} - {x^2}} \right){\left( {a + x} \right)^2},
这里0\leq x<a.
推论:设f(x)在[0,a]具有二阶连续导数,且满足f'(x)=0,f''(0)<0,则有
\mathop {\lim }\limits_{a \to {0^ + }} \int_0^a {\frac{{dx}}{{\sqrt {f\left( x \right) - f\left( a \right)} }}} = \frac{\pi }{{\sqrt {2\left| {f''\left( 0 \right)} \right|} }}.
\begin{align*}&\mathop {\lim }\limits_{a \to {0^ + }} \int_0^a {\frac{{dx}}{{\sqrt {f\left( x \right) - f\left( a \right)} }}} = \mathop {\lim }\limits_{a \to {0^ + }} \int_0^1 {\frac{{adt}}{{\sqrt {f\left( {at} \right) - f\left( a \right)} }}} \\=& \mathop {\lim }\limits_{a \to {0^ + }} \int_0^1 {\frac{{\sqrt 2 dt}}{{\sqrt {f''\left( {a{\xi _1}} \right){t^2} - f''\left( {a{\xi _2}} \right)} }}} \left( {0 < {\xi _1} < 1,0 < {\xi _2} < 1} \right)\\= &\int_0^1 {\mathop {\lim }\limits_{a \to {0^ + }} \frac{{\sqrt 2 dt}}{{\sqrt {f''\left( {a{\xi _1}} \right){t^2} - f''\left( {a{\xi _2}} \right)} }}} = \int_0^1 {\mathop {\lim }\limits_{a \to {0^ + }} \frac{{\sqrt 2 dt}}{{\sqrt {\left| {f''\left( 0 \right)} \right|\left( {1 - {t^2}} \right)} }}} \\= &\frac{\pi }{{\sqrt {2\left| {f''\left( 0 \right)} \right|} }}.\end{align*}
-
证明:
\mathop {\lim }\limits_{n \to \infty } \int_{n\pi }^{\left( {n + 1} \right)\pi } {\frac{x}{{1 + {x^2}{{\sin }^2}x}}dx} = \pi .
更一般地,以下极限
\mathop {\lim }\limits_{n \to \infty } \int_{n\pi }^{\left( {n + 1} \right)\pi } {\frac{x}{{1 + {x^\alpha }{{\sin }^2}x}}dx}
与n的关系是什么?
对x\in [n\pi,(n+1)\pi],则有
\frac{{n\pi }}{{1 + {{\left( {n + 1} \right)}^2}{\pi ^2}{{\sin }^2}x}} < \text{被积函数} < \frac{{\left( {n + 1} \right)\pi }}{{1 + {n^2}{\pi ^2}{{\sin }^2}x}}.
-
求\int_0^1 {\left( {1 + \ln x} \right)\ln \left( {1 + x} \right)\ln \ln \frac{1}{x}dx} .
令x=e^{-t},我们有
I = \int_{0}^{+\infty}e^{-t}(1-t)\log(1+e^{-t})\log t\,dt
由于
\int_{0}^{+\infty}e^{-(n+1)t}(1-t)\log t\,dt = -\frac{1}{(n+1)^2}\left(1+n\gamma+n\log (n+1)\right),
我们有
I = \sum_{n\geq 1}\frac{(-1)^n}{n(n+1)^2}\left(1+n\gamma+n\log (n+1)\right).
因此
I = 2-2\log 2-\gamma-\zeta(2)\left(\frac{1}{2}+\log\sqrt{4\pi}\right)+\pi^2\log A,
其中 A 是Glaisher-Kinkelin constant.
-
证明:I = \int_0^1 {{x^{ - x}}\left( {{{\ln }^2}x - 2} \right)dx} < 0.
注意到
{x^{ - x}} = {e^{ - x\ln x}} = \sum\limits_{k = 0}^\infty {{{\left( { - 1} \right)}^k} \cdot \frac{{{x^k}{{\ln }^k}x}}{{k!}}} .
故有
I = \sum\limits_{k = 0}^\infty {\left[ {\frac{{{{\left( { - 1} \right)}^k}}}{{k!}}\int_0^1 {\left( {{x^k}{{\ln }^{k + 2}}x - 2{x^k}{{\ln }^k}x} \right)dx} } \right]} .
又
\int_0^1 {{x^k}{{\ln }^{k + 2}}xdx} = {\left( { - 1} \right)^k}\int_0^\infty {{e^{ - \left( {k + 1} \right)t}}{t^{k + 2}}dt} = \frac{{{{\left( { - 1} \right)}^k}\left( {k + 2} \right)!}}{{{{\left( {k + 1} \right)}^{k + 3}}}},x = {e^{ - t}}.
和\int_0^1 {{x^k}{{\ln }^k}xdx} = \frac{{{{\left( { - 1} \right)}^k}k!}}{{{{\left( {k + 1} \right)}^{k + 1}}}}.
因此
I = \sum\limits_{k = 0}^\infty {\left[ {\frac{{{{\left( { - 1} \right)}^k}}}{{k!}}\int_0^1 {\left( {\frac{{{{\left( { - 1} \right)}^k}\left( {k + 2} \right)!}}{{{{\left( {k + 1} \right)}^{k + 3}}}} - 2\frac{{{{\left( { - 1} \right)}^k}k!}}{{{{\left( {k + 1} \right)}^{k + 1}}}}} \right)dx} } \right]} = - \sum\limits_{k = 0}^\infty {\frac{k}{{{{\left( {k + 1} \right)}^{k + 2}}}}} < 0.