题目:

0+ett5dt2++et22dt0+sint2dt(n=0(1)n1+2n0+sinxxdx+n=1arctan2n2limt0+20202020tcosxx2+t2dx)limnn2(n01xn11+xdx12)\frac{\frac{\int_{0}^{+\infty } e^{-t}t^5dt}{2} +\frac{\int_{-\infty}^{+\infty}e^{-\frac{t^2}{2}}dt }{\int_{0}^{+\infty}sint^2 dt} (\frac{\sum_{n=0}^{\infty}\frac{(-1)^n}{1+2n}}{\int_{0}^{+\infty}\frac{sinx}{x}dx }+\frac{\sum_{n=1}^{\infty } arctan\frac{2}{n^2}}{\lim_{t \to 0^+} \int_{-2020}^{2020}\frac{tcosx}{x^2+t^2} dx})}{\lim_{n \to \infty}\frac{n}{2}(n\int_{0}^{1}\frac{x^{n-1}}{1+x}dx-\frac{1}{2})}

各部分求解

PART1.

0+ett5dt\int_{0}^{+\infty } e^{-t}t^5dt

  • 利用Gamma积分的性质即可求解。
  • Gamma积分:Γ(t)=0+exxt1dx\Gamma(t)=\int_{0}^{+\infty } e^{-x}x^{t-1}dx
  • 性质及推导:

Γ(t)=0+exxt1dx=0+xt1d(ex)\Gamma(t)=\int_{0}^{+\infty } e^{-x}x^{t-1}dx=-\int_{0}^{+\infty } x^{t-1}d(e^{-x})

=xt1ex0+(t1)0+exxt2dx=-x^{t-1}e^{-x}|_{0}^{\infty}+(t-1)\int_{0}^{+\infty } e^{-x}x^{t-2}dx

Γ(t)=(t1)Γ(t1)\Gamma(t)=(t-1)\Gamma(t-1)

Γ(1)=0+exdx=1\Gamma(1)=\int_{0}^{+\infty } e^{-x}dx=1

Γ(t+1)=tΓ(t)=...=t!Γ(1)=t!\Gamma(t+1)=t\Gamma(t)=...=t!\Gamma(1)=t!

  • 结果:

0+ett5dt=Γ(6)=5!=120\int_{0}^{+\infty } e^{-t}t^5dt=\Gamma(6)=5!=120

PART2.

+et22dt\int_{-\infty}^{+\infty}e^{-\frac{t^2}{2}}dt

  • 高斯积分+eax2+bx+cdx\int_{-\infty}^{+\infty}e^{-ax^2+bx+c}dx,的性质求解
  • 高斯积分的解:

+eax2+bx+c dx=+ea(xb2a)2+b24a+c dx\int_{-\infty}^{+\infty} e^{-a x^2+b x+c} \mathrm{~d} x=\int_{-\infty}^{+\infty} e^{-a\left(x-\frac{b}{2 a}\right)^2+\frac{b^2}{4 a}+c} \mathrm{~d} x

换元,令t=a(xb2a)t=\sqrt{a}(x-\frac{b}{2a})

+ea(xb2a)2+b24a+c dx=eb24a+ca+et2dt\int_{-\infty}^{+\infty} e^{-a\left(x-\frac{b}{2 a}\right)^2+\frac{b^2}{4 a}+c} \mathrm{~d}x = \frac{e^{\frac{b^2}{4a}+c}}{\sqrt{a}}\int_{-\infty}^{+\infty}e^{-t^2}dt

再次换元,令α=t2\alpha=t^2

+et2dt=20+et2dt=0+eαα12dα=Γ(12)\int_{-\infty}^{+\infty}e^{-t^2}dt=2\int_{0}^{+\infty}e^{-t^2}dt=\int_{-0}^{+\infty}e^{-\alpha}\alpha^{-\frac{1}{2}}d\alpha=\Gamma(\frac{1}{2})

Γ(n)Γ(1n)=πsin nπ\Gamma(n)\Gamma(1-n)=\frac{\pi}{sin\space n\pi}

可得

Γ(12)=π\Gamma(\frac{1}{2})=\sqrt{\pi}

所以有

+eax2+bx+c dx=+ea(xb2a)2+b24a+c dx\int_{-\infty}^{+\infty} e^{-a x^2+b x+c} \mathrm{~d} x=\int_{-\infty}^{+\infty} e^{-a\left(x-\frac{b}{2 a}\right)^2+\frac{b^2}{4 a}+c} \mathrm{~d}x

=eb24a+ca+et2dt=eb24a+cπa= \frac{e^{\frac{b^2}{4a}+c}}{\sqrt{a}}\int_{-\infty}^{+\infty}e^{-t^2}dt=e^{\frac{b^2}{4a}+c}\sqrt{\frac{\pi}{a}}

所以解出

+et22dt=2π\int_{-\infty}^{+\infty}e^{-\frac{t^2}{2}}dt =\sqrt{2\pi}

PART3.

0+sint2dt\int_{0}^{+\infty}sint^2 dt

  • 一般形式:菲涅尔积分

S(x)=0xsint2 dt=n=0(1)nx4n+3(2n+1)!(4n+3)S(x)=\int_0^x \sin t^2 \mathrm{~d} t=\sum_{n=0}^{\infty}(-1)^n \frac{x^{4 n+3}}{(2 n+1)!(4 n+3)}

  • 无穷积分求解:

换元,令α=t2\alpha=t^2

0+sint2 dt=120+sinααdα\int_0^{+\infty} \sin t^2 \mathrm{~d} t=\frac{1}{2} \int_0^{+\infty} \frac{\sin \alpha}{\sqrt{\alpha}} \mathrm{d} \alpha

由于上述结论

0+ex2 dx=π2\int_0^{+\infty} e^{-x^2} \mathrm{~d} x=\frac{\sqrt{\pi}}{2}

x=αux=\sqrt{\alpha}u可得

α0+eαu2 du=π2\sqrt{\alpha} \int_0^{+\infty} e^{-\alpha u^2} \mathrm{~d} u=\frac{\sqrt{\pi}}{2}

整理得

1α=2π0+eαu2 du\frac{1}{\sqrt{\alpha}}=\frac{2}{\sqrt{\pi}} \int_0^{+\infty} e^{-\alpha u^2} \mathrm{~d} u

所以有

0+sint2 dt=120+sinααdα=122π0+sint0+etu2 du dt=1π0+(0+sintetu2 dt)du\begin{aligned} \int_0^{+\infty} \sin t^2 \mathrm{~d} t & =\frac{1}{2} \int_0^{+\infty} \frac{\sin \alpha}{\sqrt{\alpha}} \mathrm{d} \alpha \\ & =\frac{1}{2} \cdot \frac{2}{\sqrt{\pi}} \int_0^{+\infty} \sin t \int_0^{+\infty} e^{-t u^2} \mathrm{~d} u \mathrm{~d} t \\ & =\frac{1}{\sqrt{\pi}} \int_0^{+\infty}\left(\int_0^{+\infty} \sin t \cdot e^{-t u^2} \mathrm{~d} t\right) \mathrm{d} u \end{aligned}

且由于(后面会证)

0eaxsinx dx=11+a2\int_0^{\infty} e^{-a x} \sin x \mathrm{~d} x=\frac{1}{1+a^2}

所以有

0+sint2 dt=1π0+(0+sintetu2 dt)du\begin{aligned} \int_0^{+\infty} \sin t^2 \mathrm{~d} t=\frac{1}{\sqrt{\pi}} \int_0^{+\infty}\left(\int_0^{+\infty} \sin t \cdot e^{-t u^2} \mathrm{~d} t\right) \mathrm{d} u \end{aligned}

=1π0+11+u4 du=π8=\frac{1}{\sqrt{\pi}} \int_0^{+\infty} \frac{1}{1+u^4} \mathrm{~d} u =\sqrt{\frac{\pi}{8}}

一些常用结论的证明

第一个结论

011+xndx=πnsin(nπ)\int_0^\infty\frac{1}{1+x^n}dx = \frac{\pi}{nsin(n\pi)}

证明如下:

由于观察发现:

0e(1+xn)tdt=11+xne(1+xn)t0=11+xn+C\int_0^\infty e^{-(1+x^n)t}dt=-\frac{1}{1+x^n}e^{-(1+x^n)t}|_0^\infty=\frac{1}{1+x^n}+C

所以有:

011+xndx=00e(1+xn)tdtdx=00etetxndtdx\int_0^\infty\frac{1}{1+x^n}dx=\int_0^\infty\int_0^\infty e^{-(1+x^n)t}dtdx =\int_0^\infty\int_0^\infty e^{-t} e^{-tx^n}dtdx

换元,令u=txnu=tx^n

00etetxndtdx=1n00eteu(ut)1n1dudt\int_0^\infty\int_0^\infty e^{-t} e^{-tx^n}dtdx=\frac{1}{n}\int_0^\infty\int_0^\infty e^{-t} e^{-u} (\frac{u}{t})^{\frac{1}{n}-1}dudt

=1n0ett1n0euu1n1dudt=1n0ettnΓ(1n)dt=\frac{1}{n}\int_0^\infty e^{-t}t^{-\frac{1}{n}}\int_0^\infty e^{-u}u^{\frac{1}{n}-1}dudt=\frac{1}{n}\int_0^\infty e^{-t}t^{-n}\Gamma(\frac{1}{n})dt

=1nΓ(1n)Γ(11n)=πnsin(nπ)=\frac{1}{n}\Gamma(\frac{1}{n})\Gamma(1-\frac{1}{n})=\frac{\pi}{nsin(n\pi)}

第二个结论

由欧拉公式得:

e(a+bi)=ea(cosb+isinb)e^{(a+b i)}=e^a(\cos b+i \sin b)

所以有

eaxcosbxdx+ieaxsinbxdx=e(a+bi)xdx=1a+bie(a+bi)x+C\int e^{a x} \cos b x d x+i \int e^{a x} \sin b x d x=\int e^{(a+b i) x} d x=\frac{1}{a+b i} e^{(a+b i) x}+C

eaxcosbxdxieaxsinbxdx=e(abi)xdx=1abie(abi)x+C\int e^{a x} \cos b x d x-i \int e^{a x} \sin b x d x=\int e^{(a-b i) x} d x=\frac{1}{a-b i} e^{(a-b i) x}+C

两方程联立,得

eaxcosbxdx=12(a2+b2)((abi)e(a+bi)x+(a+bi)e(abi)x)+Ceaxsinbxdx=12i(a2+b2)((abi)e(a+bi)x(a+bi)e(abi)x)+C\begin{aligned} & \int e^{a x} \cos b x d x=\frac{1}{2\left(a^2+b^2\right)}\left((a-b i) e^{(a+b i) x}+(a+b i) e^{(a-b i) x}\right)+C \\ & \int e^{a x} \sin b x d x=\frac{1}{2 i\left(a^2+b^2\right)}\left((a-b i) e^{(a+b i) x}-(a+b i) e^{(a-b i) x}\right)+C \end{aligned}

展开化简即可,

eaxcosbxdx=eax(acosbx+bsinbx)a2+b2+Ceaxsinbxdx=eax(acosbxbsinbx)a2+b2+C\begin{aligned} & \int e^{a x} \cos b x d x=\frac{e^{a x}(a \cos b x+b \sin b x)}{a^2+b^2}+C \\ & \int e^{a x} \sin b x d x=\frac{e^{a x}(a \cos b x-b \sin b x)}{a^2+b^2}+C \end{aligned}

Dilichelet积分

0+sinxxdx\int_0^{+\infty}\frac{sinx}{x}dx

解法如下:

不妨设I(a)=0+eaxsinxxdxI(a)=\int_0^{+\infty} e^{-a x} \frac{\sin x}{x} d x
所以有:

I(a)=0+eaxsinxxdx,a>0I(a)=0+eaxsinxdx\begin{aligned} & I(a)=\int_0^{+\infty} e^{-a x} \frac{\sin x}{x} d x, \quad a>0 \\ & I^{\prime}(a)=-\int_0^{+\infty} e^{-a x} \sin x d x \end{aligned}

0+eaxsinxdx=11+a2\int_0^{+\infty} e^{-a x} \sin x d x=\frac{1}{1+a^2}

所以有

0+eaxsinxxdx=I(a)da+C=arccota\int_0^{+\infty}e^{-ax}\frac{sinx}{x}dx=\int I^{\prime}(a)da+C=arccota

lima0+0+eaxsinxxdx=lima0+arccota=π2\lim_{a\to0^+}\int_0^{+\infty}e^{-ax}\frac{sinx}{x}dx=\lim_{a\to0^+}arccota=\frac{\pi}{2}

0+sinxxdx=π2\int_0^{+\infty}\frac{sinx}{x}dx=\frac{\pi}{2}

PART4.

注意到:

arctanx=n=0(1)n2n+1x2n+1\arctan x=\sum_{n=0}^\infty\frac{(-1)^n}{2n+1}x^{2n+1}

所以:

n=0(1)n2n+1=arctan1=π4\sum_{n=0}^\infty\frac{(-1)^n}{2n+1}=\arctan1=\frac{\pi}{4}

PART5.

由上述结论可知

0+sinxxdx=π2\int_0^{+\infty}\frac{sinx}{x}dx=\frac{\pi}{2}

PART6.

n=1arctan2n2\sum_{n\operatorname{=}1}^\infty\arctan\frac{2}{n\operatorname{}^2}

由反正切的和积公式

arctanx+arctany=arctanx+y1xy(xy<1)\arctan x+\arctan y=\arctan\frac{x+y}{1-xy}\quad(xy<1)

可得到

2n2=(1+n)+(1n)1(1+n)(1n)\frac{2}{n^2}=\frac{(1+n)+(1-n)}{1-(1+n)(1-n)}

arctan2n2=arctan(1+n)+arctan(1n)\arctan\frac{2}{n^{2}}=\arctan{(1+n)}+\arctan{(1-n)}

所以就可以裂项啦:

n=1arctan2n2=n=1arctan(n+1)arctan(n1)\sum_{n\operatorname{=}1}^\infty\arctan\frac{2}{n\operatorname{}^2} =\sum_{n\operatorname{=}1}^\infty \arctan{(n+1)}-\arctan{(n-1)}

=limmn=1m[arctan(1+n)arctan(n1)]=\lim_{m\to\infty}\sum_{n\operatorname{=}1}^m[\arctan\left(1+n\right)-\arctan\left(n-1\right)]

=limmarctan(m)+arctan(1+m)arctan0arctan1=\lim_{m\to\infty} \arctan(m)+\arctan{(1+m)}-\arctan{0}-\arctan{1}

=π2+π2π4=3π4=\frac{\pi}{2}+\frac{\pi}{2}-\frac{\pi}{4}=\frac{3\pi}{4}

PART7.

limt0+20202020tcosxx2+t2dx\lim_{t\to0^+}\int_{-2020}^{2020}\frac{t\cos x}{x^2+t^2}\mathrm{d}x

  • 拉普拉斯积分:

0+cosbxa2+x2dx\int_0^{+\infty}\frac{\cos bx}{a^2+x^2}\mathrm{d}x

  • 拉普拉斯变换:

F(s)=0+f(t)estdtF(s)=\int_0^{+\infty}f(t)e^{-st}dt

记作:(从f(t)f(t)F(s)F(s)

F(s)=L[f(t)]F(s)= \mathscr{L}\left[f(t)\right]

  • 拉普拉斯逆变换:(复变换不懂?没关系,我也不懂>﹏<,记结论先用再说)

f(t)=L1[F(s)]=12πjβjβ+jF(s)estdsf(t)=\mathscr{L}^{-1}[F(s)]=\frac{1}{2\pi j}\int_{\beta-j\infty}^{\beta+j\infty}F(s)e^{st}ds

记作:

f(t)=L1[F(s)]f(t)=\mathscr{L}^{-1}[F(s)]

  • 常见的拉普拉斯逆变换结论:

L1{1sa}=eatL1{1s2}=tL1{ss2+ω2}=cos(ωt)L1{ωs2+ω2}=sin(ωt)\begin{aligned} & \mathscr{L}^{-1}\left\{\frac{1}{s-a}\right\}=e^{at} \\ & \mathscr{L}^{-1}\left\{\frac{1}{s^2}\right\}=t \\ & \mathscr{L}^{-1}\left\{\frac{s}{s^2+\omega^2}\right\}=\cos(\omega t) \\ & \mathscr{L}^{-1}\left\{\frac{\omega}{s^2+\omega^2}\right\}=\sin(\omega t) \end{aligned}

  • 开始计算:

令,

I(b)=0+cosbxa2+x2dxI(b)=\int_{0}^{+\infty}\frac{\cos bx}{a^2+x^2}\mathrm{d}x

做拉普拉斯变换

F(s)=L[I(b)]=0+0+cosbxa2+x2esbdxdbF(s)=\mathcal{L}[I(b)]=\int_{0}^{+\infty}\int_{0}^{+\infty}\frac{\cos bx}{a^2+x^2}e^{-sb}\mathrm{d}x\mathrm{d}b

=0+esbcosbxdb0+1a2+x2dx=\int_{0}^{+\infty}e^{-sb}\mathrm{cos}bx\mathrm{d}b\int_{0}^{+\infty}\frac{1}{a^2+x^2}\mathrm{d}x

且由上述结论:

0+esbcosbxdb=ss2+b2\int_{0}^{+\infty}e^{-sb}\cos bx\mathrm{d}b=\frac{s}{s^2+b^2}

所以:

F(s)=0+esbcosbxdb0+1a2+x2dx=0+ss2+x21a2+x2dx\mathrm{F}(s)=\int_{0}^{+\infty}e^{-sb}\cos bx\mathrm{d}b\int_{0}^{+\infty}\frac{1}{a^2+x^2}\mathrm{d}x=\int_{0}^{+\infty}\frac{s}{s^2+x^2}\frac{1}{a^2+x^2}\mathrm{d}x

=0+s2a2(s2+x2)(a2+x2)ss2a2dx=\int_{0}^{+\infty}\frac{s^2-a^2}{\left(s^2+x^2\right)\left(a^2+x^2\right)}\frac{s}{s^2-a^2}\mathrm{d}x

=ss2a20+(1a2+x21s2+x2)dx=\frac{s}{s^2-a^2}{\int_0^{+\infty}}{\left(\frac{1}{a^2+x^2}-\frac{1}{s^2+x^2}\right)}\mathrm{d}x

易得

(1a2+x21s2+x2)dx=1aarctanxa1sarctanxs+C\int\left(\frac{1}{a^2+x^2}-\frac{1}{s^2+x^2}\right)\mathrm{d}x=\frac{1}{a}\arctan\frac{x}{a}-\frac{1}{s}\arctan\frac{x}{s}+C

所以

F(s)=ss2a20+(1a2+x21s2+x2)dx=ss2a2[π2aπ2s]=π2a1s+aF(s)=\frac{s}{s^{2}-a^{2}}\int_{0}^{+\infty}\left(\frac{1}{a^{2}+x^{2}}-\frac{1}{s^{2}+x^{2}}\right)\mathrm{d}x =\frac{s}{s^2-a^2}\left[\frac{\pi}{2a}-\frac{\pi}{2s}\right]=\frac{\pi}{2a}\frac{1}{s+a}

再做拉普拉斯逆变换:

I(b)=L1[F(s)]=0+cosbxa2+x2dx=π2aeabI\left(b\right)=\mathscr{L}^{-1}[F(s)]=\int_{0}^{+\infty}\frac{\cos bx}{a^{2}+x^{2}}\mathrm{d}x=\frac{\pi}{2a}e^{-ab}

所以经过适当变形,换元:

limt0+20202020tcosxx2+t2dx=limt0+20202020cos(txt)(xt)2+1d(xt)=limt0++costαα2+1dα\lim_{t\to0^+}\int_{-2020}^{2020}\frac{t\cos x}{x^2+t^2}\mathrm{d}x =\lim_{t\to0^+}\int_{-2020}^{2020}\frac{\cos\left(t\frac{x}{t}\right)}{\left(\frac{x}{t}\right)^2+1}\mathrm{d}\left(\frac{x}{t}\right)=\lim_{t\to0^+}\int_{-\infty}^{+\infty}\frac{\cos t\alpha}{\alpha^2+1}\mathrm{d}\alpha

=limt0+πet=π=\lim_{t\to0^+}\pi e^{-t}=\pi

PART8.

limnn2(n01xn11+xdx12)\lim_{n \to \infty}\frac{n}{2}(n\int_{0}^{1}\frac{x^{n-1}}{1+x}dx-\frac{1}{2})

只需两次分部积分即可!

01xn11+xdx=1n[xn1+x01+01xn(1+x)2dx]=1n[12+01xn(1+x)2dx]\left.\int_0^1\frac{x^{n-1}}{1+x}\mathrm{d}x=\frac{1}{n}{\left[\frac{x^n}{1+x}\right|_0^1}+\int_0^1\frac{x^n}{\left(1+x\right)^2}\mathrm{d}x\right]=\frac{1}{n}{\left[\frac{1}{2}+\int_0^1\frac{x^n}{\left(1+x\right)^2}\mathrm{d}x\right]}

原式子可化为:

limn{[(01xn11+xdx)n12]n2}=limn{n201xn(1+x)2dx}\lim_{n\to\infty}\left\{\left[\left(\int_0^1\frac{x^{n-1}}{1+x}\mathrm{d}x\right)n-\frac{1}{2}\right]\frac{n}{2}\right\}=\lim_{n\to\infty}\left\{\frac{n}{2}\int_0^1\frac{x^n}{\left(1+x\right)^2}\mathrm{d}x\right\}

再来!

limn{n201xn(1+x)2dx}=limn{n2(n+1)[xn+1(1+x)201+201xn+1(1+x)3dx]}=limn{n8(n+1)+nn+101xn+1(1+x)3dx}=18+limn01xn+1(1+x)3dx=18\begin{aligned} \lim_{n\to\infty}\left\{\frac{n}{2}{\int_0^1}\frac{x^n}{(1+x)^2}\mathrm{d}x\right\} & =\lim_{n\to\infty}\left\{\frac{n}{2(n+1)}{\left[\frac{x^{n+1}}{(1+x)^2}\right|_0^1}+2{\int_0^1}\left.\frac{x^{n+1}}{(1+x)^3}\mathrm{d}x\right]\right\} \\ & =\lim_{n\to\infty}\left\{\frac{n}{8(n+1)}+\frac{n}{n+1}{\int_0^1}\frac{x^{\left.n\right.+1}}{\left(1+x\right)^3}\mathrm{d}x\right\}\\ & =\frac{1}{8}+\lim_{n\to\infty}{\int_0^1}\frac{x^{\left.n\right.+1}}{\left(1+x\right)^3}\mathrm{d}x=\frac{1}{8} \end{aligned}

至此,全部解决!

  • 想想看为什么直接可以看出答案(我在这里想了一会才看出来emm,本人比较菜):

limn01xn+1(1+x)3dx=0\lim_{n\to\infty}{\int_0^1}\frac{x^{\left.n\right.+1}}{\left(1+x\right)^3}\mathrm{d}x=0

  • 将答案带入原题即可!

1202+2ππ8(π4π2+3π4π)18=520\frac{\frac{120}{2}+\frac{\sqrt{2\pi}}{\sqrt{\frac{\pi}{8}}}\left(\frac{\frac{\pi}{4}}{\frac{\pi}{2}}+\frac{\frac{3\pi}{4}}{\pi}\right)}{\frac{1}{8}}=520

参考文章和视频