Page 338 - Schaum's Outline of Theory and Problems of Advanced Calculus
P. 338

CHAP. 12]                      IMPROPER INTEGRALS                               329

                                                   2      2    x þ2    =x 2  2   2   x 2
                                                               2
                                                                    2
                                             e  ðx  =xÞ  ð1    =x Þ¼ e  ð1    =x Þ @ e e
                                                                                   ð
                                                                                    1   2
                              so that I ð Þ converges uniformly for   A 0bythe Weierstrass test, since  e  x  dx converges. Now
                                     0
                                                                                    0
                                                                             2
                                                                       e
                                                      ð              ð
                                                              2
                                                       1              1  ðx  =xÞ
                                               I ð Þ¼ 2  e  ðx  =xÞ  dx   2   2  dx ¼ 0
                                                0
                                                       0              0   x
                           as seen by letting  =x ¼ y in the second integral. Thus Ið Þ¼ c,a constant. To determine c, let   ! 0þ in
                                                                     p ffiffiffi
                                                                        =2.
                           the required integral and use Problem 12.31 to obtain c ¼
                                      ð            ð                 ð              p ffiffiffi
                                              2         2   2  2    2     2  2  2
                                       1           1                  1
                           (b)From (a),  e  ðx  =xÞ  dx ¼  e  ðx  2 þ  x Þ  dx ¼ e  e  ðx þ  x Þ  dx ¼  .
                                       0           0                  0             2
                                      ð              p ffiffiffi             ð             p ffiffiffi
                                            2  2  2      2                   2   2       2
                                       1                                1
                                 Then    e  ðx þ  x Þ  dx ¼  e  :  Putting   ¼ 1;  e  ðx þx Þ  dx ¼  e :
                                       0             2                  0            2
                                                       1                          s
                                                 ax
                     12.34. Verify the results:  (a) lfe g¼  ; s > a;  ðbÞ lfcos axg¼  ; s > 0.
                                                                                2
                                                      s   a                     s þ a 2
                                                       ð               ð M
                                                        1
                                                   ax      sx ax           ðs aÞx
                           ðaÞ                  lfe g¼   e  e dx ¼ lim   e    dx
                                                        0          M!1  0
                                                           1   e  ðs aÞM  1
                                                     ¼ lim          ¼        if s > a
                                                             s   a    s   a
                                                       M!1
                                       ð
                                        1   sx         s
                                         e                 by Problem 12.22 with   ¼ s; r ¼ a:
                                                      2
                           ðbÞ lfcos axg¼    cos ax dx ¼  s þ a 2
                                        0
                              Another method, using complex numbers.
                                                     1
                                                ax
                                  From part (a), lfe g¼  .  Replace a by ai.  Then
                                                    s   a
                                                aix
                                             lfe g¼ lfcos ax þ i sin axg¼ lfcos axgþ ilfsin axg
                                                      1    s þ ai   s      a
                                                                       þ i
                                                    s   ai  s þ a  s þ a  s þ a
                                                   ¼     ¼  2  2  ¼  2  2  2  2
                                                                       s              a
                                                                                         .
                                  Equating real and imaginary parts: lfcos axg¼  2  2  , lfsin axg¼  2  2
                                                                     s þ a          s þ a
                                  The above formal method can be justified using methods of Chapter 16.
                                                                                  2
                     12.35. Prove that  (a) lfY ðxÞg ¼ slfYðxÞg   Yð0Þ;  ðbÞ lfY ðxÞg ¼ s lfYðxÞg   sYð0Þ  Y ð0Þ
                                                                            00
                                              0
                                                                                                     0
                           under suitable conditions on YðxÞ.
                           (a)Bydefinition (and with the aid of integration by parts)
                                                                        M
                                                      ð                ð
                                                       1
                                                        e  Y ðxÞ dx ¼ lim  e  Y ðxÞ dx
                                                 0        sx  0            sx  0
                                             lfY ðxÞg ¼
                                                       0           M!0  0
                                                          (                     )
                                                                   M  ð M
                                                    ¼ lim  e  sx  YðxÞ      þ s  e  sx YðxÞ dx

                                                                 0
                                                      M!1              0
                                                       ð
                                                        1
                                                    ¼ s  e  sx YðxÞ dx   Yð0Þ¼ slfYðxÞg   Yð0Þ
                                                        0
                              assuming that s is such that lim e  sM YðMÞ¼ 0.
                                                   M!1
                           (b)Let UðxÞ¼ Y ðxÞ.  Then by part (a), lfU ðxÞg ¼ slfUðxÞg   Uð0Þ.  Thus
                                        0
                                                              0
                                               00        0     0                     0
                                           lfY ðxÞg ¼ slfY ðxÞg   Y ð0Þ¼ s½slfYðxÞg   Yð0ފ   Y ð0Þ
                                                     2
                                                                     0
                                                  ¼ s lfYðxÞg   sYð0Þ  Y ð0Þ
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