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发表于 2021-1-22 08:34
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本帖最后由 永远 于 2021-2-19 22:41 编辑
转载e老师的贴子:
题:试证\(\;\;\displaystyle\int_0^{\infty}\big(\sum_{n=1}^{\infty}{\small\frac{\ln x}{n}}e^{-nx}\big)dx =\sum_{n=1}^{\infty}\int_0^{\infty}{\small\frac{\ln x}{n}}e^{-nx}dx\).
证:设\(\;0< \alpha< \lambda< \infty,\;\)据 Cauchy-Schwarz不等式,\(\qquad\displaystyle\bigg(\int_{\alpha}^{\lambda}e^{-nx}|\ln x| dx\bigg)^2\le\int_{\alpha}^{\lambda}e^{-2nx}dx\int_{\alpha}^{\lambda}\ln^2 x dx\)\(\qquad\displaystyle=\small\frac{e^{-2n\alpha}-e^{-2n\lambda}}{2n}(\varphi^2(\lambda)-\varphi^2(\alpha))\quad(\varphi^2(x)=x(1+\ln^2(x/e)))\)
\((1)\quad\displaystyle 0<\overset{\,}{\small\sum_{n=1}^{\infty}\int_0^{\lambda}\frac{1}{n}}e^{-nx}|\ln x|dx <\varphi(\lambda)\zeta({\scriptsize\frac{3}{2}});\)\(\because\quad e^{-x/2}\ln x< e\;\;(x\ge e),\displaystyle\int_{\eta}^{\infty}e^{-nx}\ln x dx< e\int_{\eta}^{\infty}e^{-(n-1/2)x}dx\)
\((2)\quad\displaystyle{\small\sum_{n=1}^{\infty}\int_{\eta}^{\infty}\frac{1}{n}}e^{-nx}\ln xdx<{\small\sum_{n=1}^{\infty}\frac{e^{-(n+1/2)\eta}}{n(n-1/2)}}< 2e^{-\eta}\zeta(2);\quad\)已知
\((3)\quad\displaystyle{f(x)=\small\sum_{n=1}^{\infty}\frac{\ln x}{n}}e^{-nx}dx\;\)在\(x\ge a>0\,\)一致收敛且\({\displaystyle\small\int_0^{\infty}}f\,\)收敛.\(\therefore\quad\displaystyle\left|\sum_{n=1}^{N}\int_0^{\infty}\frac{\ln x}{n}e^{-nx}dx-\int_0^{\infty}f(x)dx\right|\)
\(\qquad\qquad\le\displaystyle\left|\sum_{n=1}^{N}\int_0^{\lambda}\frac{\ln x}{n}e^{-nx}dx-\int_0^{\lambda}f(x)dx\right|\)
\(\qquad\qquad\quad+\displaystyle\left|\int_{\lambda}^{\eta}\big(\sum_{n=1}^{N}\frac{\ln x}{n}e^{-nx}-f(x)\big)dx\right|\)
\(\qquad\qquad\quad+\displaystyle\left|\sum_{n=1}^{N}\int_{\eta}^{\infty}\frac{\ln x}{n}e^{-nx}dx-\int_{\eta}^{\infty}f(x)dx\right|\)
任给\(\,\varepsilon>0,\)存在\(\,\lambda>0,\,\eta>e\,\)使
\(\qquad\displaystyle{\small\int_0^{\lambda}|f|,\;\int_{\eta}^{\infty}f},\;\varphi(\lambda)\zeta({\scriptsize\frac{3}{2}}),\,2e^{-\eta}\zeta(2)\in(0,\varepsilon/6)\)
存在\(\;N\in\mathbb{N}\,\)使
\(\;\displaystyle\left|\sum_{n=1}^m\frac{\ln x}{n}e^{-nx}-f(x)\right|<\frac{\varepsilon}{3(\lambda+\eta)}\;\;(\forall x\in[\lambda,\eta],\forall m>N)\)\(\therefore\quad\displaystyle\int_0^{\infty}\big(\sum_{n=1}^{\infty}{\small\frac{\ln x}{n}}e^{-nx}\big)dx =\sum_{n=1}^{\infty}\int_0^{\infty}{\small\frac{\ln x}{n}}e^{-nx}dx\quad\small\square\) |
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