← All Units← 返回单元列表 ← Course Hub← 课程主页
U N I V E R S I T Y  C A L C U L U S
Unit B3 · Solutions第B3单元 · 详解

Improper and Numerical Integration · Solutions反常积分与数值积分 · 详解

Companion to the University-Style Practice Set大学风格练习题配套详解

MEDIUM HARD CORE PROOF APPLIED

Sections 1 to 7: Type I and II improper integrals, p-integrals, comparison and limit-comparison tests, trapezoidal rule, Simpson's rule, error bounds1 至 7 节:I型与II型反常积分、p-积分、比较判别法与极限比较判别法、梯形法则、辛普森法则、误差估计CALC II



PART I  ·  CORE TECHNIQUES核心技巧Computational fluency · 28 marks计算熟练度 · 28分

Worked Solutions详解

Q1MEDIUMCOREType I improper integrals: infinite limits of integrationI型反常积分:无穷积分限[8 marks]

Evaluate (a) $\int_{1}^{\infty}\frac{3}{x^{2}}\,dx$; (b) $\int_{0}^{\infty}e^{-3x}\,dx$; (c) $\int_{2}^{\infty}\frac{1}{x\ln x}\,dx$.求值:(a) $\int_{1}^{\infty}\frac{3}{x^{2}}\,dx$;(b) $\int_{0}^{\infty}e^{-3x}\,dx$;(c) $\int_{2}^{\infty}\frac{1}{x\ln x}\,dx$。

Answers:答案:  (a) $3$  ·  (b) $\tfrac{1}{3}$  ·  (c) diverges发散

(a) Type I with a power integrand(a) I型:幂函数被积函数 M1·A1

Write as a limit, antidifferentiate, then evaluate: (M1)先写成极限,求原函数,再求值:(M1)

$$ \int_{1}^{\infty}\frac{3}{x^{2}}\,dx = \lim_{b\to\infty}\int_{1}^{b}3x^{-2}\,dx = \lim_{b\to\infty}\Big[-\frac{3}{x}\Big]_{1}^{b} = \lim_{b\to\infty}\!\left(-\frac{3}{b}+3\right)=3. $$

The integral converges to $3$. (A1)积分收敛,值为 $3$。(A1)

(b) Type I with an exponential integrand(b) I型:指数函数被积函数 M1·M1·A1

Introduce the upper limit $b$ and antidifferentiate $e^{-3x}$: (M1)引入上限 $b$,对 $e^{-3x}$ 求原函数:(M1)

$$ \int_{0}^{\infty}e^{-3x}\,dx = \lim_{b\to\infty}\Big[-\frac{1}{3}e^{-3x}\Big]_{0}^{b} = \lim_{b\to\infty}\!\left(-\frac{1}{3}e^{-3b}+\frac{1}{3}\right). $$

(M1) Since $e^{-3b}\to 0$ as $b\to\infty$, the limit is $\dfrac{1}{3}$. (A1)(M1) 因为 $b\to\infty$ 时 $e^{-3b}\to 0$,极限为 $\dfrac{1}{3}$。(A1)

(c) Type I: substitution reveals divergence(c) I型:换元法揭示发散 M1·M1·A1

Let $u=\ln x$, $du=dx/x$. When $x=2$, $u=\ln 2$; as $x\to\infty$, $u\to\infty$. (M1)令 $u=\ln x$,$du=dx/x$。当 $x=2$ 时 $u=\ln 2$;当 $x\to\infty$ 时 $u\to\infty$。(M1)

$$ \int_{2}^{\infty}\frac{dx}{x\ln x} = \lim_{b\to\infty}\int_{\ln 2}^{\ln b}\frac{du}{u} = \lim_{b\to\infty}\Big[\ln u\Big]_{\ln 2}^{\ln b} = \lim_{b\to\infty}\!\big(\ln(\ln b)-\ln(\ln 2)\big). $$

(M1) Since $\ln(\ln b)\to\infty$, the integral diverges. (A1) The result mirrors $\int_1^\infty x^{-1}\,dx$: the factor $\ln x$ grows too slowly to restore convergence.(M1) 因为 $\ln(\ln b)\to\infty$,积分发散。(A1) 结果与 $\int_1^\infty x^{-1}\,dx$ 类似:因子 $\ln x$ 增长太慢,不足以恢复收敛性。

Insight.点评。 Always write the limit explicitly before evaluating, even when the answer seems obvious. In (b), checking $e^{-3b}\to 0$ is the entire convergence argument: a positive exponent in $e^{-\alpha b}$ ($\alpha>0$) is what drives the exponential to zero, so convergence depends on the sign of $\alpha$. In (c), the substitution $u=\ln x$ converts the integral into $\int du/u$, whose divergence is already known from the standard $p=1$ case.即使答案看似显然,也要在求值前明确写出极限。在(b)中,验证 $e^{-3b}\to 0$ 就是完整的收敛论证:$e^{-\alpha b}$($\alpha>0$)中正指数驱使指数函数趋于零,故收敛性取决于 $\alpha$ 的符号。在(c)中,换元 $u=\ln x$ 将积分转化为 $\int du/u$,其发散性已由标准 $p=1$ 情形所知。
Q2MEDIUMCOREType II improper integrals: unbounded integrandsII型反常积分:无界被积函数[8 marks]

Evaluate (a) $\int_{0}^{1}x^{-1/3}\,dx$; (b) $\int_{0}^{4}(4-x)^{-1/2}\,dx$; (c) $\int_{0}^{1}\frac{\ln x}{\sqrt{x}}\,dx$.求值:(a) $\int_{0}^{1}x^{-1/3}\,dx$;(b) $\int_{0}^{4}(4-x)^{-1/2}\,dx$;(c) $\int_{0}^{1}\frac{\ln x}{\sqrt{x}}\,dx$。

Answers:答案:  (a) $\tfrac{3}{2}$  ·  (b) $4$  ·  (c) $-4$

(a) Singularity at the lower endpoint(a) 下端点处的奇点 M1·A1

The integrand $x^{-1/3}$ is unbounded as $x\to 0^{+}$; replace the lower limit by $t\to 0^{+}$: (M1)被积函数 $x^{-1/3}$ 在 $x\to 0^{+}$ 时无界,将下限替换为 $t\to 0^{+}$:(M1)

$$ \int_{0}^{1}x^{-1/3}\,dx = \lim_{t\to 0^{+}}\Big[\frac{3}{2}x^{2/3}\Big]_{t}^{1} = \lim_{t\to 0^{+}}\!\left(\frac{3}{2}-\frac{3}{2}t^{2/3}\right)=\frac{3}{2}. $$

Converges to $\tfrac{3}{2}$. (A1) This is the $p=\tfrac{1}{3}<1$ case: the singularity is mild enough.收敛,值为 $\tfrac{3}{2}$。(A1) 这是 $p=\tfrac{1}{3}<1$ 的情形:奇点足够温和。

(b) Singularity at the upper endpoint(b) 上端点处的奇点 M1·M1·A1

The integrand $(4-x)^{-1/2}$ is unbounded as $x\to 4^{-}$; introduce $t\to 4^{-}$: (M1)被积函数 $(4-x)^{-1/2}$ 在 $x\to 4^{-}$ 时无界,引入 $t\to 4^{-}$:(M1)

$$ \int_{0}^{4}(4-x)^{-1/2}\,dx = \lim_{t\to 4^{-}}\Big[-2\sqrt{4-x}\Big]_{0}^{t} = \lim_{t\to 4^{-}}\!\left(-2\sqrt{4-t}+2\sqrt{4}\right). $$

(M1) As $t\to 4^{-}$, $\sqrt{4-t}\to 0$, so the limit is $0+4=4$. (A1)(M1) 当 $t\to 4^{-}$ 时,$\sqrt{4-t}\to 0$,故极限为 $0+4=4$。(A1)

(c) Singularity at the lower endpoint: integration by parts(c) 下端点处的奇点:分部积分法 M1·M1·A1

Both $\ln x\to -\infty$ and $x^{-1/2}\to\infty$ as $x\to 0^{+}$, so the singularity is at $x=0$. Write the integral as $\lim_{t\to 0^{+}}\int_t^1 x^{-1/2}\ln x\,dx$, then integrate by parts with $u=\ln x$, $dv=x^{-1/2}\,dx$, giving $du=dx/x$ and $v=2x^{1/2}$: (M1)当 $x\to 0^{+}$ 时 $\ln x\to -\infty$ 且 $x^{-1/2}\to\infty$,故奇点在 $x=0$。将积分写为 $\lim_{t\to 0^{+}}\int_t^1 x^{-1/2}\ln x\,dx$,然后用分部积分法,令 $u=\ln x$,$dv=x^{-1/2}\,dx$,得 $du=dx/x$,$v=2x^{1/2}$:(M1)

$$ \int_{t}^{1}x^{-1/2}\ln x\,dx = \Big[2x^{1/2}\ln x\Big]_{t}^{1}-\int_{t}^{1}2x^{1/2}\cdot\frac{1}{x}\,dx = \Big(0-2t^{1/2}\ln t\Big)-\Big[4x^{1/2}\Big]_{t}^{1}. $$

(M1) As $t\to 0^{+}$: $t^{1/2}\ln t\to 0$ (apply L'Hopital: $\ln t/(t^{-1/2})\to 0$) and $4t^{1/2}\to 0$. So the limit is(M1) 当 $t\to 0^{+}$ 时:$t^{1/2}\ln t\to 0$(用洛必达法则:$\ln t/(t^{-1/2})\to 0$)且 $4t^{1/2}\to 0$。故极限为

$$ \lim_{t\to 0^{+}}\!\big(-2t^{1/2}\ln t - 4 + 4t^{1/2}\big) = 0 - 4 + 0 = -4. $$

Converges to $-4$. (A1) The negative value is expected: $\ln x<0$ on $(0,1)$.收敛,值为 $-4$。(A1) 负值在意料之中:$\ln x<0$ 在 $(0,1)$ 上成立。

Insight.点评。 For Type II integrals the protocol is identical to Type I: replace the problematic endpoint by a variable, antidifferentiate, then take the one-sided limit. In (c) a product singularity ($\ln x$ times a power) calls for integration by parts first, reducing it to the boundary term $t^{1/2}\ln t$, which vanishes because the power $t^{1/2}$ beats the logarithm.II型反常积分的处理方法与I型完全相同:将有问题的端点替换为变量,求原函数,再取单侧极限。在(c)中,乘积型奇点($\ln x$ 乘以幂函数)需要先用分部积分法,将其化为边界项 $t^{1/2}\ln t$,该项趋于零是因为幂函数 $t^{1/2}$ 比对数函数收敛更快。
Q3HARDCOREp-integral convergence and divergencep-积分的收敛与发散[6 marks]

Determine whether (a) $\int_{1}^{\infty}x^{-3/4}\,dx$; (b) $\int_{0}^{1}x^{-2/3}\,dx$; (c) $\int_{1}^{\infty}x^{-5/4}\,dx$ converge or diverge.判断以下各积分是收敛还是发散:(a) $\int_{1}^{\infty}x^{-3/4}\,dx$;(b) $\int_{0}^{1}x^{-2/3}\,dx$;(c) $\int_{1}^{\infty}x^{-5/4}\,dx$。

Answers:答案:  (a) diverges发散 ($p=\tfrac{3}{4}<1$)  ·  (b) $3$ ($p=\tfrac{2}{3}<1$)  ·  (c) $4$ ($p=\tfrac{5}{4}>1$)

(a) Type I p-integral, $p=\tfrac{3}{4}$(a) I型p-积分,$p=\tfrac{3}{4}$ A1·R1

The p-integral $\int_{1}^{\infty}x^{-p}\,dx$ converges if and only if $p>1$. Here $p=\tfrac{3}{4}<1$, so the integral diverges. (A1) This can be confirmed by computing $\lim_{b\to\infty}[x^{1/4}/(1/4)]_1^b = \lim_{b\to\infty} 4b^{1/4}-4 = \infty$. (R1)p-积分 $\int_{1}^{\infty}x^{-p}\,dx$ 收敛当且仅当 $p>1$。此处 $p=\tfrac{3}{4}<1$,故积分发散。(A1) 可通过计算 $\lim_{b\to\infty}[x^{1/4}/(1/4)]_1^b = \lim_{b\to\infty} 4b^{1/4}-4 = \infty$ 加以验证。(R1)

(b) Type II p-integral at $x=0$, $p=\tfrac{2}{3}$(b) $x=0$ 处的II型p-积分,$p=\tfrac{2}{3}$ M1·A1

The integral $\int_{0}^{1}x^{-p}\,dx$ (singularity at $x=0$) converges if and only if $p<1$. Here $p=\tfrac{2}{3}<1$, so it converges. (M1) The value is积分 $\int_{0}^{1}x^{-p}\,dx$(奇点在 $x=0$)收敛当且仅当 $p<1$。此处 $p=\tfrac{2}{3}<1$,故收敛。(M1) 其值为

$$ \int_{0}^{1}x^{-2/3}\,dx = \lim_{t\to 0^{+}}\Big[3x^{1/3}\Big]_{t}^{1} = 3 - \lim_{t\to 0^{+}}3t^{1/3} = 3. $$

(A1)

(c) Type I p-integral, $p=\tfrac{5}{4}$(c) I型p-积分,$p=\tfrac{5}{4}$ M1·A1

Since $p=\tfrac{5}{4}>1$, the integral converges. (M1) The value is $\dfrac{1}{p-1}=\dfrac{1}{1/4}=4$:因为 $p=\tfrac{5}{4}>1$,积分收敛。(M1) 其值为 $\dfrac{1}{p-1}=\dfrac{1}{1/4}=4$:

$$ \int_{1}^{\infty}x^{-5/4}\,dx = \lim_{b\to\infty}\Big[\frac{x^{-1/4}}{-1/4}\Big]_{1}^{b} = \lim_{b\to\infty}\!\left(-4b^{-1/4}+4\right)=4. $$

(A1)

Insight.点评。 The p-integral threshold is $p=1$ for both flavours. For $\int_1^\infty x^{-p}$, the power must beat the linear growth rate ($p>1$); for $\int_0^1 x^{-p}$, the singularity must be mild enough ($p<1$). The value $\frac{1}{p-1}$ for convergent Type I and $\frac{1}{1-p}$ for convergent Type II are not separate formulas: both come from the same antiderivative $x^{1-p}/(1-p)$, evaluated in the appropriate direction.两种类型的p-积分临界值均为 $p=1$。对于 $\int_1^\infty x^{-p}$,幂次必须大于线性增长率($p>1$);对于 $\int_0^1 x^{-p}$,奇点必须足够温和($p<1$)。收敛的I型值 $\frac{1}{p-1}$ 与收敛的II型值 $\frac{1}{1-p}$ 并非两个独立公式:二者均来自同一原函数 $x^{1-p}/(1-p)$,只是在不同方向求值。
Q4MEDIUMCOREtrapezoidal rule and Simpson's rule梯形法则与辛普森法则[6 marks]

Approximate $\int_{0}^{2}e^{-x^{2}}\,dx$ using (a) the trapezoidal rule with $n=4$; (b) Simpson's rule with $n=4$.用以下方法近似计算 $\int_{0}^{2}e^{-x^{2}}\,dx$:(a) $n=4$ 的梯形法则;(b) $n=4$ 的辛普森法则。

Answers:答案:  (a) $T_{4}\approx 0.8806$  ·  (b) $S_{4}\approx 0.8818$

(a) Trapezoidal rule, $n=4$(a) 梯形法则,$n=4$ M1·M1·A1

Step size $h=\frac{2-0}{4}=0.5$. Nodes and function values ($f(x)=e^{-x^{2}}$): (M1)步长 $h=\frac{2-0}{4}=0.5$。节点及函数值($f(x)=e^{-x^{2}}$):(M1)

$x_{0}=0$: $f_{0}=e^{0}=1.0000$; $\ x_{1}=0.5$: $f_{1}=e^{-0.25}\approx 0.7788$; $\ x_{2}=1$: $f_{2}=e^{-1}\approx 0.3679$; $\ x_{3}=1.5$: $f_{3}=e^{-2.25}\approx 0.1054$; $\ x_{4}=2$: $f_{4}=e^{-4}\approx 0.0183$.

$$ T_{4}=\frac{h}{2}\big[f_{0}+2f_{1}+2f_{2}+2f_{3}+f_{4}\big] = \frac{0.5}{2}\big[1.0000+2(0.7788)+2(0.3679)+2(0.1054)+0.0183\big]. $$

(M1)

$$ = 0.25\times\big[1.0000+1.5576+0.7358+0.2108+0.0183\big] = 0.25\times 3.5225 \approx 0.8806. $$

(A1)

(b) Simpson's rule, $n=4$(b) 辛普森法则,$n=4$ M1·M1·A1

Same nodes and function values as above. Simpson's rule weights: $1,4,2,4,1$. (M1)节点和函数值同上。辛普森法则权重:$1,4,2,4,1$。(M1)

$$ S_{4}=\frac{h}{3}\big[f_{0}+4f_{1}+2f_{2}+4f_{3}+f_{4}\big] = \frac{0.5}{3}\big[1.0000+4(0.7788)+2(0.3679)+4(0.1054)+0.0183\big]. $$

(M1)

$$ = \frac{1}{6}\big[1.0000+3.1152+0.7358+0.4216+0.0183\big] = \frac{1}{6}\times 5.2909 \approx 0.8818. $$

(A1) The true value is $\approx 0.8821$, so Simpson's rule is closer despite using the same five evaluations.(A1) 真实值约为 $0.8821$,故辛普森法则在使用相同五个函数值的情况下更接近真值。

Insight.点评。 Both rules use the same $n+1$ function evaluations; they differ only in the weights. Trapezoidal weights are $1,2,2,\ldots,2,1$ (endpoints halved); Simpson weights are $1,4,2,4,2,\ldots,4,1$ (alternating 4 and 2 in the interior). The extra accuracy of Simpson's rule comes from fitting parabolas rather than line segments, which captures the curvature of $e^{-x^2}$ much better at the cost of requiring $n$ to be even.两种法则使用相同的 $n+1$ 个函数值,区别仅在于权重。梯形法则权重为 $1,2,2,\ldots,2,1$(端点权重减半);辛普森法则权重为 $1,4,2,4,2,\ldots,4,1$(内部交替取4和2)。辛普森法则精度更高,原因在于用抛物线而非线段拟合,能更好地捕捉 $e^{-x^2}$ 的曲率,代价是要求 $n$ 为偶数。
PART II  ·  DEFINITIONS AND PROOF定义与证明Rigorous arguments · 26 marks严格论证 · 26分

Worked Solutions详解

Q5HARDPROOFderiving the p-integral convergence threshold推导p-积分收敛阈值[10 marks]

(a) Show $I_{A}(p)=\int_{1}^{\infty}x^{-p}\,dx$ converges iff $p>1$; (b) show $I_{B}(p)=\int_{0}^{1}x^{-p}\,dx$ converges iff $p<1$; (c) confirm or correct the claim that the two results are "mirror images with the sign of $p-1$ flipped."(a) 证明 $I_{A}(p)=\int_{1}^{\infty}x^{-p}\,dx$ 收敛当且仅当 $p>1$;(b) 证明 $I_{B}(p)=\int_{0}^{1}x^{-p}\,dx$ 收敛当且仅当 $p<1$;(c) 确认或纠正"两个结论互为镜像,只是 $p-1$ 的符号相反"这一说法。

Answers:答案:  (a) $I_{A}=\tfrac{1}{p-1}$ for $p>1$; diverges otherwise当 $p>1$ 时成立;否则发散  ·  (b) $I_{B}=\tfrac{1}{1-p}$ for $p<1$; diverges otherwise当 $p<1$ 时成立;否则发散  ·  (c) the claim is correct说法正确

(a) Type I p-integral: three cases(a) I型p-积分:三种情形 M1·M1·A1·M1·A1

Case $p\ne 1$.情形 $p\ne 1$。 Compute the finite-upper-limit integral first, then take $b\to\infty$: (M1)先计算有限上限的积分,再令 $b\to\infty$:(M1)

$$ \int_{1}^{b}x^{-p}\,dx = \left[\frac{x^{1-p}}{1-p}\right]_{1}^{b} = \frac{b^{1-p}-1}{1-p}. $$

If $p>1$: then $1-p<0$, so $b^{1-p}=b^{-(p-1)}\to 0$ as $b\to\infty$. (M1) Therefore若 $p>1$:则 $1-p<0$,故 $b\to\infty$ 时 $b^{1-p}=b^{-(p-1)}\to 0$。(M1) 因此

$$ I_{A}(p) = \lim_{b\to\infty}\frac{b^{1-p}-1}{1-p} = \frac{0-1}{1-p} = \frac{1}{p-1}. \quad\text{Converges.} $$

(A1) If $p<1$: then $1-p>0$, so $b^{1-p}\to\infty$ and the limit is $+\infty$. (M1) Diverges.(A1) 若 $p<1$:则 $1-p>0$,故 $b^{1-p}\to\infty$,极限为 $+\infty$。(M1) 发散。

Case $p=1$.情形 $p=1$。 $\int_1^b x^{-1}\,dx = \ln b \to\infty$. Diverges. (A1)发散。(A1)

Conclusion: $I_{A}(p)$ converges if and only if $p>1$, with value $\tfrac{1}{p-1}$.结论:$I_{A}(p)$ 收敛当且仅当 $p>1$,其值为 $\tfrac{1}{p-1}$。

(b) Type II p-integral at $x=0$: parallel argument(b) $x=0$ 处的II型p-积分:类似论证 M1·A1·R1

The integrand $x^{-p}$ is unbounded at $x=0$; replace the lower limit by $t\to 0^{+}$: (M1)被积函数 $x^{-p}$ 在 $x=0$ 处无界,将下限替换为 $t\to 0^{+}$:(M1)

$$ \int_{t}^{1}x^{-p}\,dx = \left[\frac{x^{1-p}}{1-p}\right]_{t}^{1} = \frac{1-t^{1-p}}{1-p} \quad (p\ne 1). $$

If $p<1$: $1-p>0$, so $t^{1-p}\to 0^{+}$ as $t\to 0^{+}$. Limit $= \tfrac{1}{1-p}$. Converges. (A1)若 $p<1$:$1-p>0$,故 $t\to 0^{+}$ 时 $t^{1-p}\to 0^{+}$。极限 $= \tfrac{1}{1-p}$。收敛。(A1)

If $p>1$: $1-p<0$, so $t^{1-p}=t^{-(p-1)}\to\infty$. Diverges. If $p=1$: $\int_t^1 x^{-1}\,dx=-\ln t\to\infty$. Diverges. (R1)若 $p>1$:$1-p<0$,故 $t^{1-p}=t^{-(p-1)}\to\infty$。发散。若 $p=1$:$\int_t^1 x^{-1}\,dx=-\ln t\to\infty$。发散。(R1)

Conclusion: $I_{B}(p)$ converges if and only if $p<1$, with value $\tfrac{1}{1-p}$.结论:$I_{B}(p)$ 收敛当且仅当 $p<1$,其值为 $\tfrac{1}{1-p}$。

(c) Confirming the mirror-image claim(c) 确认镜像关系说法 A1·R1

The antiderivative is $x^{1-p}/(1-p)$ in both cases, so the algebra is identical. What differs is the direction of the limit: (A1)两种情形的原函数均为 $x^{1-p}/(1-p)$,代数运算完全相同。不同之处在于极限方向:(A1)

  • For $I_A$: take $b\to\infty$; convergence requires $b^{1-p}\to 0$, i.e. $1-p<0$, i.e. $p>1$.对于 $I_A$:令 $b\to\infty$;收敛要求 $b^{1-p}\to 0$,即 $1-p<0$,即 $p>1$。
  • For $I_B$: take $t\to 0^{+}$; convergence requires $t^{1-p}\to 0$, i.e. $1-p>0$, i.e. $p<1$.对于 $I_B$:令 $t\to 0^{+}$;收敛要求 $t^{1-p}\to 0$,即 $1-p>0$,即 $p<1$。

The two conditions $p>1$ and $p<1$ are indeed mirror images across $p=1$; equivalently, one requires $p-1>0$ and the other $p-1<0$, confirming the student's claim. (R1)条件 $p>1$ 与 $p<1$ 关于 $p=1$ 确实互为镜像;等价地,一个要求 $p-1>0$,另一个要求 $p-1<0$,从而确认了该学生的说法。(R1)

Insight.点评。 The critical value $p=1$ is the boundary that governs both the harmonic integral and the harmonic series. The power law $x^{1-p}$ either vanishes or explodes depending on the sign of $1-p$; which endpoint you evaluate it at determines which inequality on $p$ produces convergence. Remembering that the antiderivative is the same $x^{1-p}/(1-p)$ makes both results transparent.临界值 $p=1$ 是同时支配调和积分与调和级数的分界。幂次 $x^{1-p}$ 趋于零还是趋于无穷,取决于 $1-p$ 的符号;在哪个端点求值,决定了哪个关于 $p$ 的不等式产生收敛。记住原函数均为 $x^{1-p}/(1-p)$,两个结论便一目了然。
Q6HARDPROOFdirect and limit comparison tests for convergence收敛性的直接比较判别法与极限比较判别法[8 marks]

(a) Direct comparison: prove $\int_{1}^{\infty}\frac{dx}{x^{2}+x}$ converges; (b) limit comparison: determine whether $\int_{1}^{\infty}\frac{\sqrt{x}}{x^{2}-x+1}\,dx$ converges; (c) direct comparison: prove $\int_{0}^{1}\frac{dx}{\sqrt{x+x^{2}}}$ converges.(a) 直接比较法:证明 $\int_{1}^{\infty}\frac{dx}{x^{2}+x}$ 收敛;(b) 极限比较法:判断 $\int_{1}^{\infty}\frac{\sqrt{x}}{x^{2}-x+1}\,dx$ 是否收敛;(c) 直接比较法:证明 $\int_{0}^{1}\frac{dx}{\sqrt{x+x^{2}}}$ 收敛。

Answers:答案:  (a) converges (compare with $x^{-2}$)收敛(与 $x^{-2}$ 比较)  ·  (b) converges (compare with $x^{-3/2}$)收敛(与 $x^{-3/2}$ 比较)  ·  (c) converges (compare with $x^{-1/2}$)收敛(与 $x^{-1/2}$ 比较)

(a) Direct comparison with $x^{-2}$(a) 与 $x^{-2}$ 的直接比较 M1·A1·R1

For all $x\ge 1$: $x^{2}+x\ge x^{2}$, so (M1)对所有 $x\ge 1$:$x^{2}+x\ge x^{2}$,故 (M1)

$$ 0\le\frac{1}{x^{2}+x}\le\frac{1}{x^{2}}. $$

The comparison integral $\int_{1}^{\infty}x^{-2}\,dx = 1$ converges (p-integral, $p=2>1$). (A1) By the direct comparison test, the smaller integral $\int_{1}^{\infty}\frac{dx}{x^{2}+x}$ also converges. (R1)比较积分 $\int_{1}^{\infty}x^{-2}\,dx = 1$ 收敛(p-积分,$p=2>1$)。(A1) 由直接比较判别法,更小的积分 $\int_{1}^{\infty}\frac{dx}{x^{2}+x}$ 也收敛。(R1)

(b) Limit comparison with $x^{-3/2}$(b) 与 $x^{-3/2}$ 的极限比较 M1·A1·R1

For large $x$, $\frac{\sqrt{x}}{x^{2}-x+1}\sim\frac{x^{1/2}}{x^{2}}=x^{-3/2}$. Compute the limit ratio with $g(x)=x^{-3/2}$: (M1)当 $x$ 较大时,$\frac{\sqrt{x}}{x^{2}-x+1}\sim\frac{x^{1/2}}{x^{2}}=x^{-3/2}$。取 $g(x)=x^{-3/2}$,计算极限比值:(M1)

$$ L = \lim_{x\to\infty}\frac{\sqrt{x}/(x^{2}-x+1)}{x^{-3/2}} = \lim_{x\to\infty}\frac{x^{1/2}\cdot x^{3/2}}{x^{2}-x+1} = \lim_{x\to\infty}\frac{x^{2}}{x^{2}-x+1} = 1. $$

(A1) Since $L=1\in(0,\infty)$ and $\int_{1}^{\infty}x^{-3/2}\,dx$ converges ($p=\tfrac{3}{2}>1$), the limit-comparison test gives convergence of the original integral. (R1)(A1) 因为 $L=1\in(0,\infty)$ 且 $\int_{1}^{\infty}x^{-3/2}\,dx$ 收敛($p=\tfrac{3}{2}>1$),由极限比较判别法,原积分收敛。(R1)

(c) Direct comparison at a finite singularity(c) 有限奇点处的直接比较 M1·A1

For $x\in(0,1]$: $x+x^{2}=x(1+x)\ge x\cdot 1 = x$, so $\sqrt{x+x^{2}}\ge\sqrt{x}$, hence (M1)对 $x\in(0,1]$:$x+x^{2}=x(1+x)\ge x\cdot 1 = x$,故 $\sqrt{x+x^{2}}\ge\sqrt{x}$,从而 (M1)

$$ 0\le\frac{1}{\sqrt{x+x^{2}}}\le\frac{1}{\sqrt{x}}=x^{-1/2}. $$

The integral $\int_{0}^{1}x^{-1/2}\,dx=2$ converges ($p=\tfrac{1}{2}<1$). By the direct comparison test, $\int_{0}^{1}\frac{dx}{\sqrt{x+x^{2}}}$ converges. (A1)积分 $\int_{0}^{1}x^{-1/2}\,dx=2$ 收敛($p=\tfrac{1}{2}<1$)。由直接比较判别法,$\int_{0}^{1}\frac{dx}{\sqrt{x+x^{2}}}$ 收敛。(A1)

Insight.点评。 Direct comparison requires an explicit inequality that you can verify on the whole interval. Limit comparison is more flexible: you only need to match the leading-order behavior near the trouble spot (here, $x\to\infty$). The key step in (b) is identifying the leading power $x^{-3/2}$ correctly (numerator degree $\tfrac{1}{2}$ minus denominator degree $2$ gives exponent $\tfrac{1}{2}-2=-\tfrac{3}{2}$), then confirming the ratio limit is finite and positive.直接比较法要求给出可在整个区间上验证的显式不等式。极限比较法更灵活:只需在问题点(此处为 $x\to\infty$)附近匹配主项行为。(b) 的关键步骤是正确识别主项幂次 $x^{-3/2}$(分子次数 $\tfrac{1}{2}$ 减分母次数 $2$ 得指数 $\tfrac{1}{2}-2=-\tfrac{3}{2}$),再确认比值极限有限且为正。
Q7HARDPROOFdoubly-improper integral: splitting at an interior singularity双重反常积分:在内部奇点处拆分[8 marks]

Consider $J=\int_{-1}^{1}x^{-2/3}\,dx$: (a) explain why $J$ cannot be a single Riemann integral and write it as a sum of limits; (b) evaluate each part and discuss the naive evaluation.考虑 $J=\int_{-1}^{1}x^{-2/3}\,dx$:(a) 解释为何 $J$ 不能作为单一黎曼积分求值,并将其写成两个极限之和;(b) 分别求各部分的值,并讨论简单直接求值的问题。

Answers:答案:  (a) singularity at $x=0$ (interior); split at $0$内部奇点在 $x=0$,在 $0$ 处拆分  ·  (b) $J=6$; naive formula accidentally gives $6$ but is not a valid argument简单代入公式碰巧得 $6$,但论证无效

(a) Identifying and splitting the impropriety(a) 识别并拆分反常之处 M1·A1·R1

The integrand $x^{-2/3}=(x^{2})^{-1/3}$ is defined (and positive) for all $x\ne 0$, but it is unbounded as $x\to 0$: $x^{-2/3}\to\infty$. Since $x=0$ lies in the interior of $[-1,1]$, the integrand is not bounded on the integration interval, so $J$ is not a Riemann integral. (M1)被积函数 $x^{-2/3}=(x^{2})^{-1/3}$ 对所有 $x\ne 0$ 有定义(且为正),但当 $x\to 0$ 时无界:$x^{-2/3}\to\infty$。由于 $x=0$ 位于 $[-1,1]$ 的内部,被积函数在积分区间上无界,故 $J$ 不是黎曼积分。(M1)

We split at the singularity: (A1)在奇点处拆分:(A1)

$$ J = \lim_{s\to 0^{-}}\int_{-1}^{s}x^{-2/3}\,dx + \lim_{t\to 0^{+}}\int_{t}^{1}x^{-2/3}\,dx. $$

Both limits must exist independently; if either diverges, $J$ is undefined. (R1)两个极限必须独立存在;若任一发散,则 $J$ 无定义。(R1)

(b) Evaluating each part and the naive trap(b) 分别求各部分及简单求值的陷阱 M1·M1·A1·M1·A1

Right piece.右段。 Antiderivative of $x^{-2/3}$ is $3x^{1/3}$. (M1)$x^{-2/3}$ 的原函数为 $3x^{1/3}$。(M1)

$$ \lim_{t\to 0^{+}}\Big[3x^{1/3}\Big]_{t}^{1} = 3(1)-\lim_{t\to 0^{+}}3t^{1/3} = 3-0 = 3. $$

Left piece.左段。 For $x\in(-1,0)$, use the real cube-root interpretation: $x^{2/3}=(x^2)^{1/3}$, and the antiderivative remains $3x^{1/3}$ (real cube root). (M1) Substitute $u=-x$ to confirm: $\int_{-1}^s x^{-2/3}\,dx = \int_1^{-s} u^{-2/3}\,du = [3u^{1/3}]_{-s}^1$... alternatively, evaluate directly:对 $x\in(-1,0)$,使用实数立方根诠释:$x^{2/3}=(x^2)^{1/3}$,原函数仍为 $3x^{1/3}$(实数立方根)。(M1) 令 $u=-x$ 验证:$\int_{-1}^s x^{-2/3}\,dx = \int_1^{-s} u^{-2/3}\,du = [3u^{1/3}]_{-s}^1$...亦可直接求值:

$$ \lim_{s\to 0^{-}}\Big[3x^{1/3}\Big]_{-1}^{s} = \lim_{s\to 0^{-}}\!\big(3s^{1/3}-3(-1)^{1/3}\big) = 0-3(-1)=3. $$

(A1) Therefore $J=3+3=6$.(A1) 故 $J=3+3=6$。

Naive evaluation.简单求值的问题。 If a student writes $[3x^{1/3}]_{-1}^{1}=3(1)-3(-1)=6$ without splitting, the answer happens to agree here because $x^{-2/3}$ is an even function and both pieces converge. (M1) But this is a coincidence, not a valid argument. For the integral $\int_{-1}^{1}x^{-2}\,dx$ (a similar interior singularity), the integrand is also positive and even, but $\int_0^1 x^{-2}\,dx$ diverges ($p=2>1$), so the integral is undefined; the naive formula $[-x^{-1}]_{-1}^{1}=(-1)-(1)=-2$ produces a nonsensical negative answer for a positive integrand. (A1)若学生不拆分而直接写 $[3x^{1/3}]_{-1}^{1}=3(1)-3(-1)=6$,此处答案碰巧一致,原因在于 $x^{-2/3}$ 是偶函数且两段均收敛。(M1) 但这只是巧合,并非有效论证。对于积分 $\int_{-1}^{1}x^{-2}\,dx$(类似的内部奇点),被积函数同样是正的偶函数,但 $\int_0^1 x^{-2}\,dx$ 发散($p=2>1$),故积分无定义;简单代入公式 $[-x^{-1}]_{-1}^{1}=(-1)-(1)=-2$ 对正的被积函数给出了荒谬的负值答案。(A1)

Insight.点评。 Whenever the integration interval contains a point where the integrand is undefined or unbounded, you must split the integral at that point and take independent one-sided limits. A single antiderivative evaluated naively at the endpoints is not valid: convergence of each half must be checked separately. The comparison with $\int_{-1}^1 x^{-2}\,dx$ illustrates that the naive formula can give a finite answer even when the integral diverges, making this error silent and dangerous.只要积分区间内存在被积函数无定义或无界的点,就必须在该点拆分积分,独立取单侧极限。简单地将原函数代入端点是无效的:每段的收敛性必须分别验证。与 $\int_{-1}^1 x^{-2}\,dx$ 的对比说明,简单代入公式即使在积分发散时也可能给出有限答案,使这一错误隐蔽而危险。
PART III  ·  APPLICATIONS AND SYNTHESIS应用与综合Extended problems · 28 marks综合题 · 28分

Worked Solutions详解

Q8HARDAPPLIEDimproper integral with both an infinite limit and an interior singularity同时具有无穷积分限和内部奇点的反常积分[8 marks]

For $K=\int_{0}^{\infty}\frac{dx}{x^{1/2}(1+x)}$: (a) identify improprieties and verify convergence; (b) evaluate $K$ exactly via $x=t^{2}$; (c) confirm $K$ is finite via comparison inequalities.对于 $K=\int_{0}^{\infty}\frac{dx}{x^{1/2}(1+x)}$:(a) 指出反常之处并验证收敛性;(b) 利用 $x=t^{2}$ 精确求 $K$;(c) 通过比较不等式确认 $K$ 有限。

Answers:答案:  (a) singularity at $x=0$ and infinite upper limit; both pieces converge$x=0$ 处奇点和无穷上限;两段均收敛  ·  (b) $K=\pi$  ·  (c) confirmed by comparison由比较法确认

(a) Improprieties and verification(a) 反常之处与验证 M1·A1·R1

There are two improprieties: the integrand is unbounded at $x=0$ (since $x^{-1/2}\to\infty$), and the interval is infinite. Split at $x=1$: (M1)存在两处反常:被积函数在 $x=0$ 处无界(因为 $x^{-1/2}\to\infty$),且积分区间无界。在 $x=1$ 处拆分:(M1)

$$ K = \int_{0}^{1}\frac{dx}{x^{1/2}(1+x)}+\int_{1}^{\infty}\frac{dx}{x^{1/2}(1+x)}. $$

Near $x=0$: $\frac{1}{x^{1/2}(1+x)}\le\frac{1}{x^{1/2}}$ and $\int_{0}^{1}x^{-1/2}\,dx=2$ converges ($p=\tfrac{1}{2}<1$), so the first piece converges by direct comparison. (A1)在 $x=0$ 附近:$\frac{1}{x^{1/2}(1+x)}\le\frac{1}{x^{1/2}}$,且 $\int_{0}^{1}x^{-1/2}\,dx=2$ 收敛($p=\tfrac{1}{2}<1$),故第一段由直接比较法收敛。(A1)

For large $x$: $\frac{1}{x^{1/2}(1+x)}\le\frac{1}{x^{3/2}}$ and $\int_{1}^{\infty}x^{-3/2}\,dx=2$ converges ($p=\tfrac{3}{2}>1$), so the second piece converges. (R1)当 $x$ 较大时:$\frac{1}{x^{1/2}(1+x)}\le\frac{1}{x^{3/2}}$,且 $\int_{1}^{\infty}x^{-3/2}\,dx=2$ 收敛($p=\tfrac{3}{2}>1$),故第二段收敛。(R1)

(b) Exact evaluation via $x=t^{2}$(b) 利用 $x=t^{2}$ 精确求值 M1·M1·A1·A1

Let $x=t^{2}$, $dx=2t\,dt$. When $x=0$, $t=0$; as $x\to\infty$, $t\to\infty$. Then $x^{1/2}=t$ (for $t\ge 0$): (M1)令 $x=t^{2}$,$dx=2t\,dt$。当 $x=0$ 时 $t=0$;当 $x\to\infty$ 时 $t\to\infty$。对 $t\ge 0$ 有 $x^{1/2}=t$:(M1)

$$ K = \int_{0}^{\infty}\frac{2t\,dt}{t(1+t^{2})} = \int_{0}^{\infty}\frac{2\,dt}{1+t^{2}}. $$

(M1) This is a standard integral: $\int_0^\infty \frac{dt}{1+t^2} = \lim_{b\to\infty}[\arctan t]_0^b = \frac{\pi}{2}-0=\frac{\pi}{2}$. (A1) Therefore(M1) 这是标准积分:$\int_0^\infty \frac{dt}{1+t^2} = \lim_{b\to\infty}[\arctan t]_0^b = \frac{\pi}{2}-0=\frac{\pi}{2}$。(A1) 因此

$$ K = 2\cdot\frac{\pi}{2} = \pi. $$

(A1)

(c) Comparison confirmation(c) 比较法确认 B1

On $(0,1]$: $\frac{1}{x^{1/2}(1+x)}\le\frac{1}{x^{1/2}}$, so the left piece is bounded above by $\int_0^1 x^{-1/2}\,dx=2<\infty$. On $[1,\infty)$: $\frac{1}{x^{1/2}(1+x)}\le\frac{1}{x^{3/2}}$, so the right piece is bounded above by $\int_1^\infty x^{-3/2}\,dx=2<\infty$. Hence $K\le 4<\infty$, confirming finiteness. (B1) The exact value $\pi\approx 3.14$ lies comfortably below the rough bound $4$.在 $(0,1]$ 上:$\frac{1}{x^{1/2}(1+x)}\le\frac{1}{x^{1/2}}$,故左段上界为 $\int_0^1 x^{-1/2}\,dx=2<\infty$。在 $[1,\infty)$ 上:$\frac{1}{x^{1/2}(1+x)}\le\frac{1}{x^{3/2}}$,故右段上界为 $\int_1^\infty x^{-3/2}\,dx=2<\infty$。因此 $K\le 4<\infty$,确认有限。(B1) 精确值 $\pi\approx 3.14$ 远在粗略上界 $4$ 之内。

Insight.点评。 The substitution $x=t^2$ transforms the square-root factor $x^{1/2}=t$ in the denominator into the numerator differential $dx=2t\,dt$, and these cancel, turning a non-standard improper integral into the familiar $2\int_0^\infty \frac{dt}{1+t^2}=\pi$. The value $K=\pi$ is the Beta function $B(\tfrac{1}{2},\tfrac{1}{2})=\pi$; this integral appears throughout probability and complex analysis. Splitting at an interior point before applying a substitution is the rigorous way to handle the two separate improprieties.换元 $x=t^2$ 将分母中的平方根因子 $x^{1/2}=t$ 与分子微元 $dx=2t\,dt$ 相消,从而将非标准反常积分转化为熟悉的 $2\int_0^\infty \frac{dt}{1+t^2}=\pi$。$K=\pi$ 的值正是 Beta 函数 $B(\tfrac{1}{2},\tfrac{1}{2})=\pi$,该积分在概率论和复分析中广泛出现。在换元之前先在内部点拆分,是处理两处独立反常的严格方法。
Q9HARDAPPLIEDSimpson's rule with error bound to guarantee prescribed accuracy辛普森法则及保证指定精度的误差界[10 marks]

For $I=\int_{1}^{3}\frac{dx}{x}=\ln 3$: (a) apply Simpson's rule with $n=4$; (b) bound $|E_S|$ for $n=4$; (c) find minimum even $n$ with $|E_S|<10^{-6}$.设 $I=\int_{1}^{3}\frac{dx}{x}=\ln 3$:(a) 用 $n=4$ 的辛普森法则近似;(b) 对 $n=4$ 给出 $|E_S|$ 的上界;(c) 求最小偶数 $n$ 使 $|E_S|<10^{-6}$。

Answers:答案:  (a) $S_{4}=\tfrac{11}{10}=1.100\,000$  ·  (b) $|E_{S}|\le\tfrac{1}{60}\approx 0.0167$  ·  (c) $n\ge 46$ (i.e. $n=46$)

(a) Simpson's rule with $n=4$ on $[1,3]$(a) 在 $[1,3]$ 上用 $n=4$ 的辛普森法则 M1·M1·A1·A1

Step size $h=\frac{3-1}{4}=0.5$. Nodes and values of $f(x)=1/x$: (M1)步长 $h=\frac{3-1}{4}=0.5$。节点及 $f(x)=1/x$ 的函数值:(M1)

$x_{0}=1$: $f_{0}=1$; $\ x_{1}=1.5$: $f_{1}=\tfrac{2}{3}$; $\ x_{2}=2$: $f_{2}=\tfrac{1}{2}$; $\ x_{3}=2.5$: $f_{3}=\tfrac{2}{5}$; $\ x_{4}=3$: $f_{4}=\tfrac{1}{3}$.

$$ S_{4}=\frac{h}{3}\big[f_{0}+4f_{1}+2f_{2}+4f_{3}+f_{4}\big] = \frac{0.5}{3}\!\left[1+4\!\cdot\!\tfrac{2}{3}+2\!\cdot\!\tfrac{1}{2}+4\!\cdot\!\tfrac{2}{5}+\tfrac{1}{3}\right]. $$

(M1) Compute the bracket exactly using a common denominator of 15:(M1) 用公分母 15 精确计算括号内的值:

$$ 1+\frac{8}{3}+1+\frac{8}{5}+\frac{1}{3} = \frac{15+40+15+24+5}{15} = \frac{99}{15} = \frac{33}{5}. \quad\text{(A1)} $$ $$ S_{4}=\frac{1}{6}\cdot\frac{33}{5}=\frac{33}{30}=\frac{11}{10}=1.100000. $$

(A1) Note: $\ln 3\approx 1.098612$, so $|E_S|\approx 0.00139$, consistent with the bound computed below.(A1) 注意:$\ln 3\approx 1.098612$,故 $|E_S|\approx 0.00139$,与下面计算的上界一致。

(b) Error bound for $n=4$(b) $n=4$ 时的误差界 M1·M1·A1·A1

The Simpson error bound is $|E_{S}|\le\dfrac{(b-a)^{5}}{180\,n^{4}}\,M_{4}$, where $M_{4}=\max_{[1,3]}|f^{(4)}(x)|$. (M1)辛普森法则的误差界为 $|E_{S}|\le\dfrac{(b-a)^{5}}{180\,n^{4}}\,M_{4}$,其中 $M_{4}=\max_{[1,3]}|f^{(4)}(x)|$。(M1)

Compute derivatives of $f(x)=x^{-1}$: $f'=-x^{-2}$, $f''=2x^{-3}$, $f'''=-6x^{-4}$, $f^{(4)}=24x^{-5}$. (M1)计算 $f(x)=x^{-1}$ 的各阶导数:$f'=-x^{-2}$,$f''=2x^{-3}$,$f'''=-6x^{-4}$,$f^{(4)}=24x^{-5}$。(M1)

On $[1,3]$, $x^{-5}$ is decreasing, so its maximum is at $x=1$: $M_{4}=24\cdot 1^{-5}=24$. (A1)在 $[1,3]$ 上 $x^{-5}$ 单调递减,故最大值在 $x=1$ 处取到:$M_{4}=24\cdot 1^{-5}=24$。(A1)

$$ |E_{S}|\le\frac{(3-1)^{5}}{180\cdot 4^{4}}\cdot 24 = \frac{32}{180\cdot 256}\cdot 24 = \frac{32\cdot 24}{46080} = \frac{768}{46080} = \frac{1}{60}\approx 0.0167. $$

(A1) So $|E_S|\le \tfrac{1}{60}\approx 0.0167$. The actual error is $|1.1-\ln 3|\approx 0.00139$, well within the bound.(A1) 故 $|E_S|\le \tfrac{1}{60}\approx 0.0167$。实际误差为 $|1.1-\ln 3|\approx 0.00139$,远在上界之内。

(c) Minimum $n$ for $|E_{S}|<10^{-6}$(c) 使 $|E_{S}|<10^{-6}$ 的最小 $n$ M1·A1

Require $\dfrac{(2)^{5}}{180\,n^{4}}\cdot 24 < 10^{-6}$, i.e. $\dfrac{32\cdot 24}{180\,n^{4}} < 10^{-6}$. (M1)要求 $\dfrac{(2)^{5}}{180\,n^{4}}\cdot 24 < 10^{-6}$,即 $\dfrac{32\cdot 24}{180\,n^{4}} < 10^{-6}$。(M1)

$$ n^{4} > \frac{768}{180\times 10^{-6}} = \frac{768}{0.00018} = 4266\overline{6}. $$

$n^{4}>4{,}266{,}667$, so $n>\sqrt[4]{4266667}\approx 45.5$. The minimum even integer is $n=46$. (A1)$n^{4}>4{,}266{,}667$,故 $n>\sqrt[4]{4266667}\approx 45.5$。最小偶数为 $n=46$。(A1)

Check:验证: $46^4 = 4477456 > 4266667$. So $n=46$ works.故 $n=46$ 满足条件。

Insight.点评。 The error bound $\frac{(b-a)^5}{180n^4}M_4$ decays as $n^{-4}$, so doubling $n$ cuts the error by a factor of $16$. This fourth-power decay (versus $n^{-2}$ for the trapezoidal rule) is the quantitative reason Simpson's rule converges much faster. The key steps are: (1) differentiate $f$ four times to find $f^{(4)}$; (2) find its maximum on $[a,b]$ (always at an endpoint for $f^{(4)}=24/x^5$ on $[1,3]$); (3) solve the bound inequality for $n$.误差界 $\frac{(b-a)^5}{180n^4}M_4$ 按 $n^{-4}$ 衰减,故 $n$ 加倍时误差减少16倍。这种四次幂衰减(相比梯形法则的 $n^{-2}$)是辛普森法则收敛快得多的定量原因。关键步骤:(1) 对 $f$ 求四阶导 $f^{(4)}$;(2) 在 $[a,b]$ 上求其最大值(对 $[1,3]$ 上的 $f^{(4)}=24/x^5$ 总在端点取到);(3) 对 $n$ 解不等式。
Q10HARDAPPLIEDapplied improper integral: probability tail and Laplace transform反常积分的应用:概率尾部与拉普拉斯变换[10 marks]

For the exponential density $f(x)=\lambda e^{-\lambda x}$ ($x\ge 0$, $\lambda>0$): (a) show $\int_0^\infty \lambda e^{-\lambda x}\,dx=1$; (b) compute the mean $\mu=\int_0^\infty x\lambda e^{-\lambda x}\,dx$; (c) find the Laplace transform $\mathcal{L}\{e^{-\lambda x}\}(s)$ and its domain.对于指数密度 $f(x)=\lambda e^{-\lambda x}$($x\ge 0$,$\lambda>0$):(a) 证明 $\int_0^\infty \lambda e^{-\lambda x}\,dx=1$;(b) 计算均值 $\mu=\int_0^\infty x\lambda e^{-\lambda x}\,dx$;(c) 求拉普拉斯变换 $\mathcal{L}\{e^{-\lambda x}\}(s)$ 及其定义域。

Answers:答案:  (a) $1$ (valid density合法概率密度)  ·  (b) $\mu=\tfrac{1}{\lambda}$  ·  (c) $\tfrac{1}{\lambda+s}$ for $s>-\lambda$; diverges for $s\le -\lambda$当 $s>-\lambda$ 时;$s\le -\lambda$ 时发散

(a) Normalisation via explicit limit(a) 用显式极限进行归一化 M1·A1·R1

Replace the upper limit by $b$ and evaluate: (M1)将上限替换为 $b$ 后求值:(M1)

$$ \int_{0}^{\infty}\lambda e^{-\lambda x}\,dx = \lim_{b\to\infty}\Big[-e^{-\lambda x}\Big]_{0}^{b} = \lim_{b\to\infty}\!\big(-e^{-\lambda b}+1\big). $$

(A1) Since $\lambda>0$, $e^{-\lambda b}\to 0$, so the limit is $1$. (R1) Therefore $\int_0^\infty f(x)\,dx=1$, confirming $f$ is a valid probability density.(A1) 因为 $\lambda>0$,$e^{-\lambda b}\to 0$,极限为 $1$。(R1) 故 $\int_0^\infty f(x)\,dx=1$,确认 $f$ 是合法的概率密度函数。

(b) Mean by integration by parts inside the limit(b) 在极限内用分部积分法求均值 M1·M1·A1·A1

Write the mean as a limit, then integrate by parts with $u=x$, $dv=\lambda e^{-\lambda x}\,dx$, so $du=dx$, $v=-e^{-\lambda x}$: (M1)将均值写成极限,再用分部积分法,令 $u=x$,$dv=\lambda e^{-\lambda x}\,dx$,故 $du=dx$,$v=-e^{-\lambda x}$:(M1)

$$ \int_{0}^{b}x\lambda e^{-\lambda x}\,dx = \Big[-xe^{-\lambda x}\Big]_{0}^{b}+\int_{0}^{b}e^{-\lambda x}\,dx = -be^{-\lambda b}+0+\Big[-\frac{1}{\lambda}e^{-\lambda x}\Big]_{0}^{b}. $$

(M1) As $b\to\infty$: the term $be^{-\lambda b}\to 0$ (exponential beats linear; apply L'Hopital: $b/e^{\lambda b}\to 0$), and $\frac{1}{\lambda}e^{-\lambda b}\to 0$. (A1) Therefore(M1) 当 $b\to\infty$ 时:项 $be^{-\lambda b}\to 0$(指数函数胜过线性函数;用洛必达法则:$b/e^{\lambda b}\to 0$),且 $\frac{1}{\lambda}e^{-\lambda b}\to 0$。(A1) 故

$$ \mu = \lim_{b\to\infty}\!\left(-be^{-\lambda b}-\frac{1}{\lambda}e^{-\lambda b}+\frac{1}{\lambda}\right) = 0-0+\frac{1}{\lambda} = \frac{1}{\lambda}. $$

(A1) The mean of an exponential random variable is the reciprocal of its rate.(A1) 指数型随机变量的均值是其参数的倒数。

(c) Laplace transform and its domain(c) 拉普拉斯变换及其定义域 M1·A1·R1

The integrand is $e^{-\lambda x}\cdot e^{-sx}=e^{-(\lambda+s)x}$. Introduce the upper limit $b$: (M1)被积函数为 $e^{-\lambda x}\cdot e^{-sx}=e^{-(\lambda+s)x}$。引入上限 $b$:(M1)

$$ \mathcal{L}\{e^{-\lambda x}\}(s) = \lim_{b\to\infty}\Big[-\frac{1}{\lambda+s}e^{-(\lambda+s)x}\Big]_{0}^{b} = \lim_{b\to\infty}\!\left(-\frac{e^{-(\lambda+s)b}}{\lambda+s}+\frac{1}{\lambda+s}\right). $$

(A1) The limit exists if and only if $e^{-(\lambda+s)b}\to 0$, which requires $\lambda+s>0$, i.e. $s>-\lambda$. In that case $\mathcal{L}\{e^{-\lambda x}\}(s)=\dfrac{1}{\lambda+s}$. (R1) For $s\le-\lambda$, the exponent $-(\lambda+s)\ge 0$, so $e^{-(\lambda+s)b}$ does not decay and the integral diverges.(A1) 极限存在当且仅当 $e^{-(\lambda+s)b}\to 0$,这要求 $\lambda+s>0$,即 $s>-\lambda$。此时 $\mathcal{L}\{e^{-\lambda x}\}(s)=\dfrac{1}{\lambda+s}$。(R1) 当 $s\le-\lambda$ 时,指数 $-(\lambda+s)\ge 0$,故 $e^{-(\lambda+s)b}$ 不趋于零,积分发散。

Insight.点评。 The Laplace transform is itself an improper integral that is a function of the parameter $s$; its domain is exactly the set of $s$ for which the integral converges, here $s>-\lambda$. Parts (a) and (b) are really the same integral in disguise: (a) is the Laplace transform at $s=0$, and (b) is $-\frac{d}{ds}\mathcal{L}\{e^{-\lambda x}\}$ evaluated at $s=0$. The key technique throughout is writing the integral with an explicit upper limit $b$, evaluating the finite integral, and only then taking $b\to\infty$, checking the sign condition that drives the exponential to zero.拉普拉斯变换本身是一个以参数 $s$ 为变量的反常积分,其定义域恰好是使积分收敛的 $s$ 的集合,这里为 $s>-\lambda$。(a) 和 (b) 实质上是同一个积分的不同形式:(a) 是 $s=0$ 时的拉普拉斯变换,(b) 是 $-\frac{d}{ds}\mathcal{L}\{e^{-\lambda x}\}$ 在 $s=0$ 处的值。全程的关键技巧是:写出含显式上限 $b$ 的积分,对有限积分求值,最后再令 $b\to\infty$,验证驱使指数趋于零的符号条件。