积分


积分是整个高等数学的核心内容

积分概念 & 性质

性质

线性性质:$\int(k_1f_1(x)+k_2f_2(x))=k_1\int f_1(x)+k_2 \int f_2(x)$

定积分存在定理:连续、单调、有界且有限个间断点

定积分必要条件:定积分必有界

可加性:$\int _a^b=\int _a^c+\int _c^b$

估值定理:$m(b-a)≤\int_a^b f(x)≤M(b-a)$

几何意义

$\int_a^bf(x)\text{d}x=F(b)-F(a)$

$\int_{x_0}^xf’(t)\text{d}t=f(x)-f(x_0)$

$\int_{-a}^a{f\left( x \right) \text{d}x=\left\{ \begin{array}{l} 2\int_0^a{f\left( x \right) \text{d}x},\ f\left( x \right) =f\left( -x \right)\\ 0\ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ ,\ f\left( x \right) =-f\left( -x \right)\\ \end{array} \right.}$

保号性

  • 若$f(x)≤g(x)$,则$\int f(x)\text{d}x≤\int g(x)\text{d}x$
  • $|\int f(x)\text{d}x|≤\int|f(x)|\text{d}x$
  • 若$f(x)$非负且不恒等于0,则$\int f(x) dx>0$

反常积分收敛

无穷反常积分:$\int_a^∞ f(x)\text{d}x$

瑕积分:$\int_a^bf(x)\text{d}x$,其中$\underset{x\rightarrow a^+}{\lim}f(x)=∞$

  1. 计算简单积分

  2. 比较审敛法

    对于$\int_a^{+\infty}f(x)\text dx$,则$\underset{x\rightarrow \infty}{\lim}\dfrac{f\left( x \right)}{g\left( x \right)}\text{d}x=l\left\{ \begin{array}{l} \text{大收小收 }\ \ \ \ \ \ \ \ \ \ \ l=0\\ \text{小散大散 }\ \ \ \ \ \ \ \ \ \ \ l=+\infty\\ \text{同敛散性 } \ \ \ \ 0 < l<+\infty\\ \end{array} \right. $

    瑕积分可考虑构造$g(x)=\dfrac1{P_m(x-a)}$,则$\underset{x\rightarrow a^+}{\lim}\dfrac{f(x)=\dfrac1{P_m(x-a)h(x)}}{g(x)}=\dfrac1{h(a)}$

  3. 极限审敛法

    $\infty$反常积分:$\underset{x\rightarrow \infty}{\lim}x^{\rho}f\left( x \right) =\text{C}\left\{ \begin{array}{l} \rho >1\text{收敛}\\ \rho \le 1\text{发散}\\ \end{array} \right. $

    瑕积分:$\underset{x\rightarrow a^+}{\lim}x^{\rho}f\left( x \right) =\text{C}\left\{ \begin{array}{l} \rho <1\text{收敛}\\ \rho \ge 1\text{发散}\\ \end{array} \right. $

    对于$\int\dfrac{\text dx}{x^\alpha\ln x^\beta}$

    瑕积分:$\left\{\begin{array}{}\alpha <1\\\alpha=1,\ \beta>1\end{array}\right.$收敛

    反常积分:$\left\{\begin{array}\\ \alpha>1 \\ \alpha = 1,\ \beta>1 \end{array}\right.$收敛

计算

不定积分

基本积分公式

指对幂函数

$\int{x^k}\text{d}x=\dfrac{1}{k+1}x^{k+1}+\text{C}$

$\int{\dfrac{1}{x}}\text{d}x=\ln\text{|}x|+\text{C}$

$\int{\dfrac{1}{x^2}}\text{d}x=-\dfrac{1}{x}+\text{C}$

$\int{\dfrac{1}{\sqrt{x}}}\text{d}x=2\sqrt{x}+\text{C}$

$\int{\text{e}^x}\text{d}x=\text{e}^x+\text{C}$

$\int{a^x}\text{d}x=\dfrac{a^x}{\ln a}+\text{C}$

$\ln x\text dx=x\left(\ln x-1\right)+\text C$

$\int (ax+b)^m\text dx=\dfrac1{a(m+1)}(ax+b)^{m+1}+\text C$

$\int\dfrac{\text dx}{(x-a)^k}\text dx=\dfrac{(x-a)^{1-k}}{1-k}+\text C$

$\int{\dfrac{1}{1+x^2}}\text{d}x=\arctan x+\text{C}$

$\int{\dfrac{1}{a^2+x^2}}\text{d}x=\dfrac{1}{a}\arctan \dfrac{x}{a}+\text{C}$

$\int{\dfrac{1}{\sqrt{a^2+x^2}}}\text{d}x=\ln \left( x+\sqrt{x^2+a^2} \right) +\text{C}$

$\int{\dfrac{1}{\sqrt{1-x^2}}}\text{d}x=\arcsin x+\text{C}$

$\int{\dfrac{1}{\sqrt{a^2-x^2}}}\text{d}x=\arcsin \dfrac{x}{a}+\text{C}$

$\int{\dfrac{1}{\sqrt{x^2-a^2}}}\text{d}x=\ln\text{|}x+\sqrt{x^2+a^2}|+\text{C}$

$\int{\dfrac{1}{x^2-a^2}}\text{d}x=\dfrac{1}{2a}\ln\text{|}\dfrac{x-a}{x+a}|+\text{C}$

$\int{\dfrac{1}{a^2-x^2}}\text{d}x=\dfrac{1}{2a}\ln\text{|}\dfrac{x+a}{x-a}|+\text{C}$

$\int{\sqrt{a^2-x^2}}\text{d}x=\dfrac{a^2}{2}\arcsin \dfrac{a}{x}+\dfrac{x}{2}\sqrt{a^2-x^2}+\text{C}$

$\int{\dfrac{Mx+N}{x^2+px+q}}\text{d}x=\dfrac{M}{2}\ln \left( x^2+px+q \right) +\dfrac{2N-Mp}{\sqrt{4q-p^2}}\arctan \dfrac{2x+p}{\sqrt{4q-p^2}}+\text{C}$

三角函数

$\int{\sin}x\text{d}x=-\cos x+\text{C}$

$\int{\cos}x\text{d}x=\sin x+\text{C}$

$\int{\tan}x\text{d}x=-\ln\text{|}\cos x|+\text{C}=\ln\text{|}\sec x|+\text{C}$

$\int{\csc}x\text{d}x=\ln\text{|}\csc x-\cot x|+\text{C}$

$\int{\sec}x\text{d}x=\ln\text{|}\sec x+\tan x|+\text{C}$

$\int{\cot}x\text{d}x=\ln\text{|}\sin x|+\text{C}$

$\int{\arcsin x\text{d}x}=x\arcsin x+\sqrt{1-x^2}+\text{C}$

$\int{\arccos x\text{d}x}=x\arccos x-\sqrt{1-x^2}+\text{C}$

常见积分

$\int x\text e^{-x}\text dx=-(x+1)\text e^{-x}$

$\int\ln(1+x)\text dx=x\ln(1+x)-x+\ln(1+x)$

$\int{\sec}x\tan x\text{d}x=\sec x+\text{C}$

$\int{\csc}x\cot x\text{d}x=-\csc x+\text{C}$

$\int{\sin ^2x}\text{d}x=-\dfrac{\sin \left( 2x \right) -\left( 2x \right)}{4}$
$\int{\cos ^2x\text{d}x}=\dfrac{\sin \left( 2x \right) +\left( 2x \right)}{4}$
$\int{\tan ^2x\text{d}x}=\tan x-x$
$\int{\csc ^2x}\text{d}x=-\dfrac{1}{\tan x}$
$\int{\sec ^2x}\text{d}x=\tan x$
$\int{\cot ^2x}\text{d}x=-x-\dfrac{1}{\tan x}$

$\int\dfrac1{\sin^{n+2}x}\text dx=\dfrac n{n+1}\int\dfrac1{\sin^nx}\text dx-\dfrac1{n+1}\dfrac{\cos x}{\sin^{n+1}x}$

$\dfrac1{\sin^2ax\cdot\cos^2ax}\text dx=-\dfrac 2a\cot(2ax)+\text C$

$\int \text e^{ax}\cos bx\ \text dx=\dfrac{\text e^{ax}(a\cos bx+b\sin bx)}{a^2+b^2}+\text C$

$\int \text e^{ax}\sin bx\ \text dx=\dfrac{\text e^{ax}(a\sin bx-b\cos bx)}{a^2+b^2}+\text C$

积分方式

换元

  • 三角函数代换

    $\sqrt{a^2-x^2}\rightarrow x=a\sin t,|t|<\dfrac{\pi}{2}$,$\text dx=a\cos t\text dt$,$\sqrt{a^2-x^2}=\cos t$

    $\sqrt{a^2+x^2}\rightarrow x=a\tan t,|t|<\dfrac{\pi}{2}$,$\text dx=a\sec^2 t\text dt$,$\sqrt{a+x^2}=a \sec t$

    $\sqrt{x^2-a^2}\rightarrow x=a\sec t$,若$x>0$,则$\left\{ \begin{array}{l} x>0\text{,则}0

  • 恒等变形后三角代换
    当含有$\sqrt{ax^2+bx+c}$时,可化为$\sqrt{\varphi^2(x)+k^2}$、$\sqrt{\varphi^2(x)-k^2}$、$\sqrt{k^2-\varphi^2(x)}$,然后三角代换

  • 根式代换

    $\sqrt{\dfrac{ax+b}{cx+d}}\sqrt{ae^x+c}\sqrt[n]{ax+b}$不方便凑平方项的直接令$t=\sqrt{x}$

  • 倒代换

    分母幂次比分子高两次以上,令$t=\dfrac{1}{x}$

  • 复杂函数代换

    • $ (1-\dfrac1{x^2})f(x+\dfrac1x)\text dx= f(x+\dfrac1x)\text d(x+\dfrac1x)$

    • $(1+\dfrac1{x^2})f(x-\dfrac1x)\text dx= f(x-\dfrac1x)\text d(x-\dfrac1x)$

    • $(\text e^x+\text e^{-x})\text dx=\text d(\text e^x-\text e^{-x})$

    • $(\text e^x-\text e^{-x})\text dx=\text d(\text e^x+\text e^{-x})$

    • $\int\dfrac{f(x^n)}x \text dx=\dfrac1n\int\dfrac {f(x^n)}{x^n}\text{d}(x^n)$

分部积分

$\int udv=uv-\int vdu$

  • $\underset{u\longleftrightarrow v}{反对幂指三}$

  • $\sec^nx$与$\csc^n x$

分式积分

  • 代入法计算参数
  1. 将分子或分母尝试求导

  2. 对于分式拆项

    • 实在没办法:$\dfrac 1{x-a}\ \ \ \ \dfrac{Ax+B}{x^2+px+q}$

    • 分子对着分母拆项

    • 对于$\sin x,\ \cos x$分式,巧用$\sin^2x+\cos^2x=1$

    • 对于$\int \dfrac{\text dx}{a\sin x+b\cos x}$,使其为$\dfrac 1{\sqrt{a^2+b^2}}\int\dfrac{\text dx}{\sin(\varphi x+\alpha)}$

    • 对于$\sqrt{ax^2+bx+c}$化为$\sqrt{a^2±x^2}$或$\sqrt{x^2+\alpha^2}$

  3. 分母分子同乘一个因子

    • 分母为$1+\sin x/1+\cos x$,同乘$1-\sin x/1-\cos x $

    • 对于$\text e^x$凑$\int f(\text e^x)\text d e^x$

  4. 对于隐函数,尝试参数方程

  5. 形如$\int\dfrac{M\sin x+N\cos x}{A\sin x+B\cos x}\text dx$

    可用待定系数凑为$\dfrac{X(A\sin x+B\cos x)+Y(A\sin x+B\cos x)’}{A\sin x+B\cos x}$

三角函数积分

  1. $1=\sin^2x+\cos^2x=\sec^2x-\tan^2x$
  2. 对于$\dfrac 1{1±\bigtriangleup }$,考虑共轭分式

  3. 对于$\bigtriangleup +\text C$,使用万能公式

    令$t=\tan\dfrac x2$

    $\sin x=\dfrac{2t}{1+t^2}$

    $\cos x=\dfrac{1-t^2}{1+t^2}$

    $\text dx=\dfrac{2\text dt}{1+t^2}$

  4. $\sin x+\cos x$,考虑辅助角

  5. $\int \csc x\text dx=\ln |\csc x-\cot x|\text dx$

    $\int \sec x\text dx=\ln|\sec x+\tan x|\text dx$

    $\int \cot^2 x\text dx=-\cot x-x+\text C$

    $\int \tan^4x\text dx=\dfrac13 \tan^3x-\tan x+\text C$

  6. $\text d(\sin^2x)=2\sin x\cos x=\sin 2x\text dx$
  7. cos x\sin x奇次偶次0次
    奇次cos xd后,剩余的转换为sin x
    sinmx·cosnx dx
    =sinmx·cosn-1x dsinx
    偶次sinmx·cosnx dx
    =-sinm-1x·cosnx dcosx
    sin xcos x,转⑥
    cos xsin x,转⑧
    倍角公式
    0次倍角公式/
  8. $\int \tan^n x\text dx=\dfrac{\tan^{n-1}x}{n-1}-\int\tan ^{n-2}x\text dx$

  9. $\int\dfrac{\text dx}{a\sin x+b\cos x}\text dx=\dfrac1{\sqrt{a^2+b^2}}\ln\left|\tan x-\dfrac{x+\arctan \dfrac ba}{2}\right|$

定积分计算

  • $f(x)$为偶函数$\Rightarrow\int_{-a}^af(x)dx=2\int_0^af(x)dx$

  • $f(x)$为奇函数$\Rightarrow\int_{-a}^af(x)dx=0$

  • $f(x)$为周期函数$\Rightarrow\int_a^{a+T}f(x)dx=\int_0^Tf(x)dx$

  • 区间再现公式:
    $\int_a^b f(x)dx=\int_a^bf(a+b-x)dx$原函数分部积分不适合

    $\int_a^b f(x)\text dx=(b-a)\int_0^1 f[a+(b-a)x]\text dx$

  • 华理士公式:$\int _0^{\dfrac{\pi}{2}}\sin^nxdx=\int _0^{\dfrac{\pi}{2}}\cos^nxdx= \left\{ \begin{array}{l} \dfrac{n-1}{n}\cdot\dfrac{n-3}{n-2}\cdot\cdot\cdot\cdot\dfrac{2}{3}\cdot1\text{,}n\text{为奇数}\\ \dfrac{n-1}{n}\cdot\dfrac{n-3}{n-2}\cdot\cdot\cdot\cdot\dfrac{1}{2}\cdot \dfrac{\pi}{2}\text{,}n\text{为偶数}\\ \end{array} \right.$

  • $\int_0^1{x^m\left( 1-x \right) ^n}\text{d}x=\int_0^1{x^n\left( 1-x \right) ^m}\text{d}x$

  • $\int_{-a}^a{f\left( x \right)}\text{d}x=\int_0^a{\left[ f\left( x \right) +f\left( -x \right) \right]}\text{d}x$

  • $\int_0^{\frac{\pi}{2}}{f\left( \sin x,\cos x \right)}\text{d}x=\int_0^{\frac{\pi}{2}}{f\left( \cos x,\sin x \right)}\text{d}x$

    $\int_0^{\pi}{xf\left( \sin x \right)}\text{d}x=\dfrac{\pi}{2}\int_0^{\pi}{f\left( \sin x \right)}\text{d}x=\pi\int^{\frac\pi2}_0f(\sin x)\text dx$

变限积分求导

若$F(x)=\int_{\varphi_1(x)}^{\varphi_2(x)}f(t)dt$,则$F’(x)=f[\varphi_2(x)]\varphi’_2(x)-f[\varphi_1(x)]\varphi’_1(x)$

性质:

  • $f(x)\in T\Rightarrow\underset{x\rightarrow \infty}{\lim}\dfrac{\int_0^x{f\left( t \right)}\text{d}t}{x}=\dfrac{\int_0^T{f\left( t \right)}\text{d}t}{T}$
  • 广义积分仅可在收敛时才可使用奇偶性

定积分换元

原式 $F(x)$ $F’(X)$ $F’’(x)$
$\int_0^xf(x-t)\text dt$ $\int_0^xf(u)\text du$ $f(x) $ $f’(x)$
$\int_0^x(x-t)f(t)\text dt\\int_0^x tf(x-t)\text d t$ $x\int_0^xf(t)\text dt-\int_0^xtf(t)\text dt$ $\int_0^xf(t)\text dt$ $f(x )$
$\int_0^1xf(tx)\text dt$ $\int_0^x f(u)\text du$ $f(x) $ $f’(x) $
$\int_0^xtf(t^2-x^2)\text dt$ $-\dfrac12\int_0^{x^2}f(u)\text du$ $-xf(x^2)$

文章作者: Jarrycow
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