曲面积分计算
曲线积分的计算
写出圆周的单层位势$$U(a,b)=\int_{x^2+y^2=R^2}\ln \frac 1{\sqrt{(x-a)^2+(y-b)^2}}ds,\quad \text{其中}\, a^2+b^2\neq R^2$$
解.不妨设$R>0$,否则考察$-R$.令$x=R\cos\theta,y=R\sin\theta$,则$$ds=\sqrt{\left[x'(\theta)\right]^2+\left[y'(\theta)\right]^2}d\theta=Rd\theta.$$因此
\begin{align*}U(a,b)&=R\int_0^{2\pi}\ln \frac 1{\sqrt{(R\cos\theta-a)^2+(R\sin\theta-b)^2}}d\theta\\&=R\int_0^{2\pi}\ln \frac 1{\sqrt{R^2+a^2+b^2-2aR\cos\theta-2bR\sin\theta}}d\theta\\&=-\frac R2\int_0^{2\pi}\ln \left(R^2+a^2+b^2-2R\sqrt{a^2+b^2}\sin(\theta+\varphi)\right)d\theta,\quad \text{其中}\, \tan\varphi=\frac ab\\&=-\frac R2\int_0^{2\pi}\ln \left(R^2+a^2+b^2-2R\sqrt{a^2+b^2}\cos\theta\right)d\theta\\&=-\frac R2\int_0^{\pi}\ln \left(R^2+a^2+b^2-2R\sqrt{a^2+b^2}\cos\theta\right)d\theta-\frac R2\int_\pi^{2\pi}\ln \left(R^2+a^2+b^2-2R\sqrt{a^2+b^2}\cos\theta\right)d\theta\\&=-\frac R2\int_0^{\pi}\ln \left(R^2+a^2+b^2-2R\sqrt{a^2+b^2}\cos\theta\right)d\theta-\frac R2\int_0^\pi\ln \left(R^2+a^2+b^2+2R\sqrt{a^2+b^2}\cos\theta\right)d\theta.\end{align*}
中间几步注意到了对积分变量进行诸如$u=\theta+c$的变换改变积分上下限,而$\sin x$和$\cos x$的最小周期为$2\pi$.因此仍等于$0$到$2\pi$上的积分.
再由比较常见的Poisson积分公式有$$\int_0^\pi\ln (a\pm b\cos x)dx=\pi\ln\frac{a+\sqrt{a^2-b^2}}{2},\quad a\geq b\geq 0$$此公式证明只需把积分看成是关于$b$的函数,对$b$求导即可.
由此得$$\int_0^\pi\ln \left(a^2\pm 2ab\cos x+b^2\right)dx=\begin{cases}2\pi\ln a,&a\geq b\geq 0\\2\pi\ln b,&b\geq a\geq 0\end{cases}$$因此所求积分为
$$U(a,b)=\begin{cases}-2\pi |R|\ln |R|,& a^2+b^2<R^2\\-\pi |R|\ln \left(a^2+b^2\right),& a^2+b^2>R^2\end{cases}$$
在惯性系内一不受外力作用的刚性飞行器绕固定点转动的动态可用Euler方程描述\begin{align*}J_1\dot\omega_1&=(J_2-J_3)\omega_2\omega_3,\\J_2\dot\omega_2&=(J_3-J_1)\omega_3\omega_1,\\J_3\dot\omega_3&=(J_1-J_2)\omega_1\omega_2.\end{align*}其中$\omega_1,\omega_2,\omega_3$为刚体转动角速度的投影, $J_1,J_2,J_3$为惯性主轴的转动惯量且$J_1,J_2,J_3$均大于$0$.
(1)研究
含奇点的第二型曲面积分计算
谢惠民下册上的一道题:求
解.注意到球面上的圆$x=0,y^2+z^2=2z$是上述积分的奇点,我们考察两半球$\Sigma_1:(x-\varepsilon)^2+y^2+(z-1)^2=1,x\geq\varepsilon$和$\Sigma_2:(x+\varepsilon)^2+y^2+(z-1)^2=1,x\leq -\varepsilon$, 其中$\varepsilon$为足够小的正数.并记$\Gamma_1$为圆盘$x=\varepsilon,y^2+(z-1)^2=1$,而$\Gamma_2$为圆盘$x=-\varepsilon,y^2+(z-1)^2=1$.
利用球的极坐标方程
\[x=\varepsilon+r\sin \varphi \cos \theta ,y=r\sin \varphi \sin \theta ,z=r\cos \varphi +1,\quad 0\leq \varphi\leq \pi,-\pi/2\leq\theta\leq \pi/2,0\leq r\leq 1\]
以及
\[x=-\varepsilon+r\sin \varphi \cos \theta ,y=r\sin \varphi \sin \theta ,z=r\cos \varphi +1,\quad 0\leq \varphi\leq \pi,\pi/2\leq\theta\leq 3\pi/2,0\leq r\leq 1\]
由Gauss公式可知
I am here,because U are here.
与双重对数函数有关的积分
求$$\int_0^{\frac{\pi}{2}}{\frac{x^2}{1+\cos ^2x}dx}.$$
对于$|b|<a$,注意到
令$a=\frac{2+\sqrt{2}}{2}$和$b=\frac{-2+\sqrt{2}}{2}$,我们有
求$$\int_0^{\pi}{\frac{x^2}{1+\sin ^2x}dx}.$$
令$t=x-\frac\pi2$,我们有
求$$\int_0^1{\int_0^1{\int_0^1{\int_0^1{\frac{\left( 1-x^2y^2z^2t^2 \right) dxdydzdt}{\sqrt{\left( 1-x^2 \right) \left( 1-y^2 \right) \left( 1-z^2 \right) \left( 1-t^2 \right) \left( 1+x^2y^2z^2t^2 \right)}}}}}}.$$
解.原积分等于$$I=\int_0^{\frac{\pi}{2}}{\int_0^{\frac{\pi}{2}}{\int_0^{\frac{\pi}{2}}{\int_0^{\frac{\pi}{2}}{\frac{1-\cos ^2\alpha \cos ^2\beta \cos ^2\theta \cos ^2\gamma}{\sqrt{1+\cos ^2\alpha \cos ^2\beta \cos ^2\theta \cos ^2\gamma}}d\alpha d\beta d\theta d\gamma}}}}.$$
由于$$\frac{1}{\sqrt{1+x}}=\sum_{n=0}^{\infty}{\binom{-1/2}{n}x^n}=1+\sum_{n=1}^{\infty}{\frac{\left( -1 \right) ^n\left( 2n-1 \right) !!}{2^nn!}x^n},$$
因此
由于$$\int_0^{\frac{\pi}{2}}{\cos ^{2n}xdx}=\frac{\sqrt{\pi}\Gamma \left( n+\frac{1}{2} \right)}{2\Gamma \left( n+1 \right)}=\frac{\sqrt{\pi}}{2n!}\cdot \frac{\left( 2n-1 \right) !!}{2^n}\sqrt{\pi}=\frac{\pi}{2}\frac{\left( 2n-1 \right) !!}{\left( 2n \right) !!},$$我们有
\begin{align*}\int_0^{\pi}{\sqrt{\tan \frac{\theta}{2}}\ln^2 \left( \sin \theta \right) \text{d}\theta}&=\int_0^{\infty}{\frac{2\sqrt{t}}{1+t^2}\ln^2 \left( \frac{2t}{1+t^2} \right) \text{d}t}\hspace{0.5cm}t=\tan \frac{\theta}{2}\\&=\int_0^{\infty}{\frac{2\sqrt{1/t}}{1+t^2}\ln^2 \left( \frac{2}{t+1/t} \right) \text{d}t}\\&=\int_0^{\infty}{\frac{\sqrt{1/t}+\sqrt{1/t^3}}{t+1/t}\ln^2 \left( \frac{2}{t+1/t} \right) \text{d}t}\\&=\int_{-\infty}^{\infty}{\frac{2}{x^2+2}\ln^2 \left( \frac{2}{x^2+2} \right) \text{d}x}\\&=2\sqrt{2}\int_0^{\frac{\pi}{2}}{\ln^2 \left( \cos ^2u \right) \text{d}u}~~x=\sqrt2\tan u\\&=8\sqrt{2}\int_0^{\frac{\pi}{2}}{\ln ^2\sin u\text{d}u}=8\sqrt{2}\int_0^{\frac{\pi}{2}}{\left( -\ln 2-\sum_{k=1}^{\infty}{\frac{\cos \left( 2kx \right)}{k}} \right)^2 \text{d}u}\\&=8\sqrt{2}\left( \int_0^{\frac{\pi}{2}}{\ln ^22\text{d}u}+\sum_{n=1}^{\infty}{\frac{1}{k}\int_0^{\frac{\pi}{2}}{\frac{1+\cos 4kx}{2}\text{d}x}} \right)\\&=4\sqrt{2}\pi \ln ^22+2\sqrt{2}\pi \zeta \left( 2 \right) =\frac{\sqrt{2}}{3}\pi ^3+4\sqrt{2}\ln^2 2.\end{align*}
$f$是$[0,1]$上严格单增的凸实值连续函数,满足$f(0)=0,f(1)=1$,且$g(x)$满足$g(f(x))=x$对任意$x\in[0,1]$成立,证明
\large{\textbf{\textcolor{blue}{证明}}} 首先我们有凸函数的等价定义:
注意到$g(x)=f^{-1}(x)$是$f(x)$的反函数,只需要证明$f(x)f^{-1}(x)\leqslant x^2$即可,即
求最大的常数$b>0$,使得对任意$a>0$和一切$(1,+\infty)$上连续可导且单增的实值函数$f(x)$满足$f(x)\leqslant x^{2a}\ln^bx,x\in(1,+\infty)$就有积分$\displaystyle{\int_1^{\infty}\frac{x^{2a-2}}{f'(x)}\mathrm{d}x=+\infty}$.
\large{\textbf{\textcolor{blue}{解}}} 首先如果$b>1$,我们取$f(x)=x^{2a}\ln^{b}x$,则求导后很容易得到积分$$\displaystyle{\int_1^{\infty}\frac{x^{2a-2}}{f'(x)}\mathrm{d}x<+\infty}$$
\[\begin{split}& (1-\frac{f}{M})(1-\frac{m}{f}) \geq 0 \Longrightarrow 1+\frac{m}{M} \geq \frac{f}{M}+\frac{m}{f}\\\Longrightarrow & 1+\frac{m}{M} \geq \frac1{M}\int^{1}_{0}{f}dx +m\int^{1}_{0}{\frac1{f}}dx \geq 2\sqrt{\frac{m}{M}\int^{1}_{0} \frac1{f}dx\int^{1}_{0}{f}dx}\\\Longrightarrow & \int^{1}_{0} \frac1{f}dx\int^{1}_{0}{f}dx\leq \frac{(m+M)^2}{4mM}.\end{split}\]
二重积分计算
解.首先把待求积分写成
Legendre 加倍公式的一个证明
两道积分习题
1.设$f:[0,1]\to\mathbb{R}$连续,求极限$$\lim\limits_{n\rightarrow \infty}\int_0^1\int_0^1\cdots\int_0^1 f\left(\frac{x_1+x_2+\cdots+x_n}{n}\right)dx_1dx_2\cdots dx_n.$$
解法一.设$|f|$最大值为$M$.对任何$\varepsilon>0$,存在$\delta>0$,使得当$|x-1/2|<\delta$时,有$$\left|f(x)-f(\frac{1}{2})\right|<\varepsilon.$$
\begin{align*}&\int_{[0,1]^n}\left| f\left(\frac{x_1+x_2+\cdots+x_n}{n}\right)-f(\frac{1}{2})\right|dx_1dx_2\cdots dx_n\\\leq &\int_{\left|\frac{x_1+x_2+\cdots+x_n}{n}-\frac{1}{2}\right|\geq\delta}\left| f\left(\frac{x_1+x_2+\cdots+x_n}{n}\right)-f(\frac{1}{2})\right|dx_1dx_2\cdots dx_n\\+&\int_{\left|\frac{x_1+x_2+\cdots+x_n}{n}-\frac{1}{2}\right|<\delta}\left| f\left(\frac{x_1+x_2+\cdots+x_n}{n}\right)-f(\frac{1}{2})\right|dx_1dx_2\cdots dx_n\\\leq&2M\int_{\left|\frac{x_1+x_2+\cdots+x_n}{n}-\frac{1}{2}\right|\geq\delta}dx_1dx_2\cdots dx_n+\varepsilon\\\leq&\frac{2M}{\delta^2}\int_{\left|\frac{x_1+x_2+\cdots+x_n}{n}-\frac{1}{2}\right|\geq\delta}\left|\frac{x_1+x_2+\cdots+x_n}{n}-\frac{1}{2}\right|^2dx_1dx_2\cdots dx_n+\varepsilon\\\leq&\frac{2M}{\delta^2}\int_{[0,1]^n}\left|\frac{x_1+x_2+\cdots+x_n}{n}-\frac{1}{2}\right|^2dx_1dx_2\cdots dx_n+\varepsilon\\=&\frac{M}{6n\delta^2}+\varepsilon.\end{align*}
因此$$\limsup_{n\rightarrow\infty}\int_{[0,1]^n}\left| f\left(\frac{x_1+x_2+\cdots+x_n}{n}\right)-f(\frac{1}{2})\right|dx_1dx_2\cdots dx_n\leq \varepsilon.$$
令$\varepsilon\rightarrow0$即可.
解法二.由科尔莫格罗夫强大数定律得$$\frac{{{X_1} + {X_2} + \cdots + {X_n}}}{n}\mathop \to \limits^{a.s.} E\left( {{X_i}} \right) = \frac{1}{2}\left( {n \to + \infty } \right).$$
又因为$f(x)$连续有界,由控制收敛定理可知
$$\mathop {\lim }\limits_{n \to \infty } E\left( {f\left( {\frac{{{X_1} + {X_2} + \cdots + {X_n}}}{n}} \right)} \right) = E\left( {\mathop {\lim }\limits_{n \to \infty } f\left( {\frac{{{X_1} + {X_2} + \cdots + {X_n}}}{n}} \right)} \right) = E\left( {f\left( {\mathop {\lim }\limits_{n \to \infty } \frac{{{X_1} + {X_2} + \cdots + {X_n}}}{n}} \right)} \right) = f\left( {\frac{1}{2}} \right).$$
2.求证$$\int_0^1\prod_{n=1}^\infty(1-x^n)dx=\frac{4\pi\sqrt3}{\sqrt{23}}\frac{\sinh\frac{\pi\sqrt{23}}3}{\cosh\frac{\pi\sqrt{23}}2}.$$
解.注意到Pentagonal number theorem,我们知$$\int_{0}^{1}\prod_{n\geq1}\left(1-x^{n}\right)dx=\sum_{k\in\mathbb{Z}}\left(-1\right)^{k}\int_{0}^{1}x^{k\left(3k-1\right)/2}dx=\sum_{k\in\mathbb{Z}}\left(-1\right)^{k}\frac{2}{3k^{2}-k+2}.$$再利用求和公式可知$$\sum_{n\in\mathbb{Z}}\left(-1\right)^{n}f\left(n\right)=-\sum\left\{ \pi\csc\left(\pi z\right)f(z) \textrm{ 在 } f\left(z\right)\textrm{ 的极点上的留数}\right\}.$$而极点为$z=\frac{1}{6}\left(1\pm i\sqrt{23}\right)$,由此求得.
Ahmed’s integrals 和 Coxeter’s integrals
下面给出自己的一些结果:
\[\int_0^{\frac{\pi }{2}} {\arccos \sqrt {\frac{{\cos x}}{{1 + 2\cos x}}} dx} = \int_0^{\frac{\pi }{2}} {\arctan \sqrt {\frac{{\cos x + 1}}{{\cos x}}} dx} = 2A\left( { - 1\left| {\frac{\pi }{2},\frac{\pi }{2},\frac{{2\pi }}{3}} \right.} \right)\]
而
\[\int_0^{\frac{\pi }{2}} {\arccos \sqrt {\frac{{\cos x}}{{1 + 2\cos x}}} dx} = \frac{{{\pi ^2}}}{6}.\]
又一道二元反常积分题
网友WB问我一道积分题\[\int_0^\infty {\int_0^\infty {{e^{ - a\sqrt {{x^2} + {y^2}} }}\cos \alpha x\cos \beta ydxdy} } .\]
经极坐标代换后得到
\[\int_0^\infty {dr} \int_0^{\frac{\pi }{2}} {r{e^{ - ar}}\cos \left( {\alpha r\cos \theta } \right)\cos \left( {\beta r\sin \theta } \right)d\theta } .\]
然后利用积化和差公式感觉可以继续往下算.
又两个积分
计算$$\int_{\frac{\pi}{4}}^{\frac{\pi}{2}}{\ln{(\ln{\tan{x}})}dx}.$$
求\[\int_{0}^{\infty}\sin x \sin \sqrt{x}\,dx.\]
这个积分用Alpha给的是发散结果.下面的计算是论坛的结果:
I'm posting an asnwer (of the $2$ I have) using real analysis methods:
\begin{align*}\int_{0}^{\infty}\sin x \sin \sqrt{x}\,dx &\overset{\sqrt{x}=u}{=\! =\! =\!}2\int_{0}^{\infty}u\sin u \sin u^2 \,du \\&=-\int_{0}^{\infty}u\cos \left ( u^2+u \right )\,du+\int_{0}^{\infty}u\cos(u^2-u)\,du \\&\overset{u \mapsto u+1}{=\! =\! =\! =\!}-\int_{0}^{\infty}u\cos(u^2+u)\,du+\int_{-1}^{\infty}\left ( u+1 \right )\cos\left ( u^2+u \right )\,du \\&= \int_{0}^{\infty}\cos\left ( u^2+u \right )\,du+\int_{-1}^{0}\left ( u+1 \right )\cos\left ( u^2+u \right )\,du\\&\overset{u={\rm v}-\frac{1}{2}}{=\! =\! =\! =\!}\int_{1/2}^{\infty}\cos\left ( {\rm v}^2-\frac{1}{4} \right )\,d{\rm v}+\int_{-1/2}^{1/2}\left ( {\rm v}+\frac{1}{2} \right )\cos \left ( {\rm v}^2-\frac{1}{4} \right )\,d{\rm v} \\&= \int_{0}^{\infty}\cos \left ( {\rm v}^2-\frac{1}{4} \right )\,d{\rm v}+\\& \left [ \int_{-1/2}^{1/2}{\rm v}\cos \left ( {\rm v}^2-\frac{1}{4} \right )\,d{\rm v}+\frac{1}{2}\int_{-1/2}^{0}\cos\left ( {\rm v}^2-\frac{1}{2} \right )\,d{\rm v}- \frac{1}{2}\int_{0}^{1/2}\cos\left ( {\rm v}^2-\frac{1}{2} \right )\,d{\rm v} \right ]\end{align*}
However, the equation in the bracket equals zero due to symmetry.
Hence:
\begin{align*}\int_{0}^{\infty}\sin x \sin x^2\,dx&=\int_{0}^{\infty}\cos\left ( {\rm v}^2-\frac{1}{2} \right )\,d{\rm v}\\&=\cos \frac{1}{4}\int_{0}^{\infty}\cos {\rm v}^2\,d{\rm v}+\sin \frac{1}{4}\int_{0}^{\infty}\sin {\rm v}^2\,d{\rm v}\\&\overset{(*)}{=}\int_{0}^{\infty}\sin {\rm v}^2\,d{\rm v}\left ( \cos \frac{1}{4}+\sin \frac{1}{4} \right )\\&=\frac{\sqrt{\pi}}{2}\sin \left ( \frac{3\pi-1}{4} \right )\;\; \;\;\;\; \square\end{align*}
$(*)$ We used the Frensel integrals stating that $\displaystyle \int_{0}^{\infty}\cos x^2 \,dx=\int_{0}^{\infty}\sin x^2 \,dx=\frac{1}{2}\sqrt{\frac{\pi}{2}}$.
