Section 7.1

Proper Integrals Depending on a Parameter

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Problem 3711

Prove that the integral

F(y)=∫01f(x,y) dx F(y)=\int _{0}^{1}f(x,y)\, dx

of the discontinuous function f(x,y)=sgn⁡(x−y)f(x,y)=\operatorname {sgn}(x-y) is a continuous function. Plot the graph of the function u=F(y)u=F(y).

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Problem 3712

Investigate the continuity of the function

F(y)=∫01yf(x)x2+y2 dx F(y)=\int _{0}^{1}\dfrac {yf(x)}{x^{2}+y^{2}}\, dx

where f(x)f(x) is a positive continuous function on the closed interval [0,1]\left[0,1\right].

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Problem 3713

Find:

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(a)
(b)

lim⁡a→0∫−11x2+a2 dx\lim \limits_{a \to 0}\displaystyle \int_{-1}^{1}\sqrt{x^{2}+a^{2}}\, dx;

(c)

lim⁡a→0∫02x2cos⁡ax dx\lim \limits_{a \to 0}\displaystyle \int_{0}^{2}x^{2}\cos ax\, dx;

(d)

lim⁡n→∞∫01dx1+(1+xn)n\lim \limits_{n \to \infty }\displaystyle \int_{0}^{1}\dfrac {dx}{1+\left(1+\dfrac {x}{n}\right)^{n}}.

Problem 3713.1

lim⁡a→0∫a1+adx1+x2+a2\lim \limits_{a \to 0}\displaystyle \int_{a}^{1+a}\dfrac {dx}{1+x^{2}+a^{2}};

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Problem 3714

Let the function f(x)f(x) be continuous on the closed interval [a,A]\left[a,A\right]. Prove that

lim⁡h→+01h∫ax[f(t+h)−f(t)] dt=f(x)−f(a)(a<x<A). \lim _{h \to +0}\dfrac {1}{h}\int _{a}^{x}\left[f(t+h)-f(t)\right]\, dt=f(x)-f(a) \quad (a<x<A) .
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Problem 3714.1
[NO TASK]
Problem 3715

In the expression below, can the limit operation be carried out under the integral sign

lim⁡y→0∫01xy2e−x2y2 dx ? \lim _{y \to 0}\int _{0}^{1}\dfrac {x}{y^{2}}e^{-\frac{x^{2}}{y^{2}}}\, dx \, ?
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Problem 3716

When y=0y=0, can Leibniz's rule be used to compute the derivative of the function

F(y)=∫01ln⁡x2+y2 dx F(y)=\int _{0}^{1}\ln \sqrt{x^{2}+y^{2}}\, dx

?

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Problem 3717

If

F(x)=∫xx2e−xy2 dy, F(x)=\int _{x}^{x^{2}}e^{-xy^{2}}\, dy ,

compute F′(x)F'(x).

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Problem 3718

Let:

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(a)

F(a)=∫sin⁡acos⁡aea1−x2 dxF(a)=\displaystyle \int_{\sin a}^{\cos a}e^{a\sqrt{1-x^{2}}}\, dx;

(b)

F(a)=∫a+αb+αsin⁡axx dxF(a)=\displaystyle \int_{a+\alpha }^{b+\alpha }\dfrac {\sin ax}{x}\, dx;

(c)

F(a)=∫0aln⁡(1+ax)x dxF(a)=\displaystyle \int_{0}^{a}\dfrac {\ln (1+ax)}{x}\, dx;

(d)

F(a)=∫0af(x+a,x−a) dxF(a)=\displaystyle \int_{0}^{a}f(x+a,x-a)\, dx;

(e)

F(a)=∫0a2dx∫x−ax+asin⁡(x2+y2−a2) dyF(a)=\displaystyle \int_{0}^{a^{2}}dx\int_{x-a}^{x+a}\sin (x^{2}+y^{2}-a^{2})\, dy,

find F′(a)F'(a).

Problem 3719

If

F(x)=∫0x(x+y)f(y) dy, F(x)=\int _{0}^{x}(x+y)f(y)\, dy ,

where f(x)f(x) is a differentiable function, find F′′(x)F''(x).

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Problem 3720

Let:

F(x)=∫abf(y)∣x−y∣ dy, F(x)=\int _{a}^{b}f(y)\left|x-y\right|\, dy ,

where a<ba<b and f(y)f(y) is a differentiable function, find F′′(x)F''(x).

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Problem 3721

Let:

F(x)=1h2∫0hdξ∫0hf(x+ξ+η) dη(h>0), F(x)=\dfrac {1}{h^{2}}\int _{0}^{h}d\xi \int _{0}^{h}f(x+\xi +\eta )\, d\eta \quad (h>0) ,

where f(x)f(x) is a continuous function, find F′′(x)F''(x).

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Problem 3722

Let:

F(x)=∫0xf(t)(x−t)n−1 dt, F(x)=\int _{0}^{x}f(t)(x-t)^{n-1}\, dt ,

find F(n)(x)F^{(n)}(x).

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Problem 3722.1
[NO TASK]
Problem 3723

On the interval 1⩽x⩽31 \leqslant x \leqslant 3, approximate the function f(x)=x2f(x)=x^{2} by the linear function a+bxa+bx so that

∫13(a+bx−x2)2 dx=min⁡. \int _{1}^{3}(a+bx-x^{2})^{2}\, dx=\min .
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Problem 3724

Given the condition that the mean square deviation between the functions a+bxa+bx and 1+x2\sqrt{1+x^{2}} on the given interval [0,1]\left[0,1\right] is minimal, find the approximate formula

1+x2≈a+bx(0⩽x⩽1). \sqrt{1+x^{2}} \approx a+bx \quad (0 \leqslant x \leqslant 1) .
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Problem 3725

Find the complete elliptic integrals

E(k)=∫0π21−k2sin⁡2φ dφ E(k)=\int _{0}^{\frac{\pi }{2}}\sqrt{1-k^{2}\sin ^{2}\varphi }\, d\varphi

and

F(k)=∫0π2dφ1−k2sin⁡2φ(0<k<1) F(k)=\int _{0}^{\frac{\pi }{2}}\dfrac {d\varphi }{\sqrt{1-k^{2}\sin ^{2}\varphi }} \quad (0<k<1)

and express their derivatives in terms of the functions E(k)E(k) and F(k)F(k).

Prove that E(k)E(k) satisfies the differential equation

E′′(k)+1kE′(k)+E(k)1−k2=0. E''(k)+\dfrac {1}{k}E'(k)+\dfrac {E(k)}{1-k^{2}}=0 .
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Problem 3726

Prove that: the Bessel function of integer order nn

Jn(x)=1π∫0πcos⁡(nφ−xsin⁡φ) dφ J_{n}(x)=\dfrac {1}{\pi }\int _{0}^{\pi }\cos (n\varphi -x\sin \varphi )\, d\varphi

satisfies Bessel's equation

x2Jn′′(x)+xJn′(x)+(x2−n2)Jn(x)=0. x^{2}J''_{n}(x)+xJ'_{n}(x)+(x^{2}-n^{2})J_{n}(x)=0 .
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Problem 3727

Let:

I(a)=∫0aφ(x) dxa−x, I(a)=\int _{0}^{a}\dfrac {\varphi (x)\, dx}{\sqrt{a-x}} ,

where the function φ(x)\varphi (x) and its derivative φ′(x)\varphi '(x) are continuous on the closed interval 0⩽x⩽a0 \leqslant x \leqslant a.

Prove that when 0<a<α0<a<\alpha,

I′(a)=φ(0)a+∫0aφ’(x)a−x dx. I'(a)=\dfrac {\varphi (0)}{\sqrt{a}}+\int _{0}^{a}\dfrac {\varphi ’(x)}{\sqrt{a-x}}\, dx .
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Problem 3728

Given the function

u(x)=∫01K(x,y)v(y) dy, u(x)=\int _{0}^{1}K(x,y)v(y)\, dy ,

where

K(x,y)={x(1−y),if x⩽y;y(1−x),if x⩾y, K(x,y)= \begin{cases} x(1-y) , & \text{if } x \leqslant y; \\ y(1-x) , & \text{if } x \geqslant y, \end{cases}

and v(y)v(y) are both continuous. Prove that the given function satisfies the equation

u′′(x)=−v(x)(0⩽x⩽1). u''(x)=-v(x) \quad (0 \leqslant x \leqslant 1) .
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Problem 3729

Let:

F(x,y)=∫xyxy(x−yz)f(z) dz, F(x,y)=\int _{\frac{x}{y}}^{xy}(x-yz)f(z)\, dz ,

where f(z)f(z) is a differentiable function, find Fxy′′(x,y)F''_{xy}(x,y).

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Problem 3730

Let f(x)f(x) be a twice-differentiable function and F(x)F(x) a differentiable function. Prove that the function

u(x,t)=12[f(x−at)+f(x+at)]+12a∫x−atx+atF(z) dz u(x,t)=\dfrac {1}{2}\left[f(x-at)+f(x+at)\right]+\dfrac {1}{2a}\int _{x-at}^{x+at}F(z)\, dz

satisfies the wave equation for a vibrating string

∂2u∂t2=a2∂2u∂x2 \dfrac {\partial ^{2}u}{\partial t^{2}}=a^{2}\dfrac {\partial ^{2}u}{\partial x^{2}}

together with the initial conditions: u(x,0)=f(x)u(x,0)=f(x), ut′(x,0)=F(x)u'_{t}(x,0)=F(x).

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Problem 3731

Prove that: if the function f(x)f(x) is continuous on the closed interval [0,l]\left[0,l\right] and (x−ξ)2+y2+z2≠0(x-\xi )^{2}+y^{2}+z^{2} \neq 0 when 0⩽ξ⩽l0 \leqslant \xi \leqslant l, then the function

u(x,y,z)=∫0lf(ξ) dξ(x−ξ)2+y2+z2 u(x,y,z)=\int _{0}^{l}\dfrac {f(\xi )\, d\xi }{\sqrt{(x-\xi )^{2}+y^{2}+z^{2}}}

satisfies Laplace's equation

∂2u∂x2+∂2u∂y2+∂2u∂z2=0. \dfrac {\partial ^{2}u}{\partial x^{2}}+\dfrac {\partial ^{2}u}{\partial y^{2}}+\dfrac {\partial ^{2}u}{\partial z^{2}}=0 .
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Problem 3732

Using differentiation with respect to a parameter, evaluate the integral

∫0π2ln⁡(a2sin⁡2x+b2cos⁡2x) dx. \int _{0}^{\frac{\pi }{2}}\ln (a^{2}\sin ^{2}x+b^{2}\cos ^{2}x)\, dx .
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Problem 3733

Using differentiation with respect to a parameter, evaluate the integral

∫0πln⁡(1−2acos⁡x+a2) dx. \int _{0}^{\pi }\ln (1-2a\cos x+a^{2})\, dx .
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Problem 3734

Using differentiation with respect to a parameter, compute the integral

∫0π2arctg⁡(atg⁡x)tg⁡x dx. \int _{0}^{\frac{\pi }{2}}\dfrac {\operatorname {arctg}(a\operatorname {tg}x)}{\operatorname {tg}x}\, dx .
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Problem 3735

Using differentiation with respect to a parameter, compute the integral

∫0π2ln⁡1+acos⁡x1−acos⁡x⋅dxcos⁡x(∣a∣<1). \int _{0}^{\frac{\pi }{2}}\ln \dfrac {1+a\cos x}{1-a\cos x}\cdot \dfrac {dx}{\cos x} \quad (\left|a\right|<1) .
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Problem 3736

Using the formula

arctg⁡xx=∫01dy1+x2y2, \dfrac {\operatorname {arctg}x}{x}=\int _{0}^{1}\dfrac {dy}{1+x^{2}y^{2}} ,

compute the integral ∫01arctg⁡xx⋅dx1−x2\displaystyle \int_{0}^{1}\dfrac {\operatorname {arctg}x}{x}\cdot \dfrac {dx}{\sqrt{1-x^{2}}}.

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Problem 3737

Using integration under the integral sign, compute the integral

∫01xb−xaln⁡x dx(a>0, b>0). \int _{0}^{1}\dfrac {x^{b}-x^{a}}{\ln x}\, dx \quad (a>0,\ b>0) .
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Problem 3738

Compute the integrals:

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(a)

∫01sin⁡(ln⁡1x)xb−xaln⁡x dx\displaystyle \int_{0}^{1}\sin \left(\ln \dfrac {1}{x}\right)\dfrac {x^{b}-x^{a}}{\ln x}\, dx;

(b)

∫01cos⁡(ln⁡1x)xb−xaln⁡x dx(a>0, b>0)\displaystyle \int_{0}^{1}\cos \left(\ln \dfrac {1}{x}\right)\dfrac {x^{b}-x^{a}}{\ln x}\, dx \quad (a>0,\ b>0).

Problem 3739

Let F(k)F(k) and E(k)E(k) be complete elliptic integrals (see Problem 3725). Prove the formulas:

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(a)

∫0kF(k)k dk=E(k)−k12F(k)\displaystyle \int_{0}^{k}F(k)k\, dk=E(k)-k_{1}^{2}F(k);

(b)

∫0kE(k)k dk=13[(1+k2)E(k)−k12F(k)]\displaystyle \int_{0}^{k}E(k)k\, dk=\dfrac {1}{3}\left[(1+k^{2})E(k)-k_{1}^{2}F(k)\right],

where k12=1−k2k_{1}^{2}=1-k^{2}.

Problem 3740

Prove the formula

∫0xxJ0(x) dx=xJ1(x), \int _{0}^{x}xJ_{0}(x)\, dx=xJ_{1}(x) ,

where J0(x)J_{0}(x) and J1(x)J_{1}(x) are the Bessel functions of order 00 and 11 respectively (see Problem 3726).

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