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Ëåêöèè äëÿ ñòóäåíòîâ âòîðîãî êóðñà

Ñïåöèàëüíûå ãëàâû ìàòåìàòèêè


Ðèôõàò Æàëÿëîâè÷ Àëååâ
aleevrz@susu.ru

Îñåíü 2020
×ðåçâû÷àéíî òðóäíî óêàçàòü ó÷åáíèê, êîòîðûé áû áûë âñåì õî-
ðîø. Òåì áîëåå ó÷åáíèêîâ î÷åíü ìíîãî, à ïîòîìó óêàçàíèå îäíîãî
èëè íåñêîëüêèõ ñîâñåì íå îçíà÷àåò, ÷òî äðóãèå íå ïîäõîäÿò.
Êëàññè÷åñêèé ó÷åáíèê

Ôèõòåíãîëüö Ã. Ì.
Êóðñ äèôôåðåíöèàëüíîãî è èíòåãðàëüíîãî èñ÷èñëåíèÿ, ò.
IIII

ñîäåðæèò âñ¼ ÷òî íóæíî äëÿ ïåðâîé ÷àñòè êóðñà è ìîæåò ñëóæèòü
îòëè÷íûì ñïðàâî÷íèêîì ïî ìíîãèì âîïðîñàì.
À ïðî âòîðóþ ÷àñòü ïî ìåðå íàñòóïëåíèÿ. . .

1
×àñòü I.

Ðÿäû. Èíòåãðàëû

Ñîäåðæàíèå

1. Ðÿäû 3
1.1. ×èñëîâûå ðÿäû . . . . . . . . . . . . . . . . . . . . . . . 3
1.1.1. Ïðèìåðû . . . . . . . . . . . . . . . . . . . . . . 5
1.1.2. Ñóïåðïðèìåð . . . . . . . . . . . . . . . . . . . . 12
1.2. Ôóíêöèîíàëüíûå ðÿäû . . . . . . . . . . . . . . . . . . . 17
1.2.1. Ïðèìåðû . . . . . . . . . . . . . . . . . . . . . . 21
1.3. Ñòåïåííûå ðÿäû . . . . . . . . . . . . . . . . . . . . . . 29
1.3.1. Ïðèìåðû . . . . . . . . . . . . . . . . . . . . . . 32
1.3.2. Ïðèìåðû . . . . . . . . . . . . . . . . . . . . . . 36
1.4. Ðÿäû Ôóðüå (òðèãîíîìåòðè÷åñêèå ðÿäû, ãàðìîíè÷åñêèé
àíàëèç) . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
1.4.1. Ðÿä Ôóðüå íà ïðîèçâîëüíîì îòðåçêå . . . . . . . 50
1.4.2. Ïðèìåðû . . . . . . . . . . . . . . . . . . . . . . 53
1.4.3. Âèêèïåäèÿ . . . . . . . . . . . . . . . . . . . . . . 55
1.4.4. Âèêèïåäèÿ . . . . . . . . . . . . . . . . . . . . . . 57
1.5. Ïðèáëèæåíèå ôóíêöèé . . . . . . . . . . . . . . . . . . 59
1.5.1. Ïðèáëèæåíèå òðèãîíîìåòðè÷åñêèìè ìíîãî÷ëå-
íàìè . . . . . . . . . . . . . . . . . . . . . . . . . 63
1.5.2. Ïðèìåð . . . . . . . . . . . . . . . . . . . . . . . 71

2
Ÿ 1. Ðÿäû

1.1. ×èñëîâûå ðÿäû


Ñíà÷àëà î òîì ÷òî òàêîå ðÿä (series).
Çàäàäèì ïðîèçâîëüíóþ áåñêîíå÷íóþ (ñ÷¼òíóþ) ïîñëåäîâàòåëü-
íîñòü ýëåìåíòîâ íåêîòîðîãî ìíîæåñòâà, ñðåäè íèõ ìîæåò áûòü ìíîãî
îäèíàêîâûõ.
Äîñòàòî÷íî ðàññìàòðèâàòü äâà âèäà ïîñëåäîâàòåëüíîñòåé

{an }∞
n=−∞ è {an }∞
n=m ,

ãäå ÷àùå âñåãî m ∈ {0, 1}.


 ìàòåìàòèêå òàêèå îáúåêòû èçó÷àþòñÿ, íî äëÿ ìàòåìàòè÷åñêîãî
àíàëèçà îíè ìàëî èíòåðåñíû. À ÷òî æå ìû õîòèì?

Âî-ïåðâûõ, íàì íóæíî ñëîæåíèå ýëåìåíòîâ ïîñëåäîâàòåëüíîñòè.


Ïîëó÷àþòñÿ îáúåêòû, êîòîðûå íàçûâàþòñÿ ôîðìàëüíûìè ðÿ-
äàìè. Îäíàêî îíè òîæå íå î÷åíü èíòåðåñíû äëÿ ìàòåìàòè÷å-
ñêîãî àíàëèçà.

Íóæíà ñõîäèìîñòü ïîñëåäîâàòåëüíîñòåé.  áîëüøèíñòâå ñëó÷àåâ


õâàòàåò ïîñëåäîâàòåëüíîñòåé âèäà

{an }∞
n=m .

Ìû îãðàíè÷èìñÿ òàêèìè ïîñëåäîâàòåëüíîñòÿìè.

×èñëîâûå (äåéñòâèòåëüíûå è êîìïëåêñíûå) ïîñëåäîâàòåëüíîñòè


óäîâëåòâîðÿþò äâóì òðåáóåìûì ñâîéñòâàì (ñëîæåíèå ýëåìåíòîâ è
ñõîäèìîñòü). Êîìïëåêñíûå ïîñëåäîâàòåëüíîñòè èçó÷àþòñÿ â ÒÔÊÏ
(òåîðèè ôóíêöèé êîìïëåêñíîãî(îé) ïåðåìåííîãî(îé)). Ïîýòîìó ìû
ðàññìàòðèâàåì òîëüêî äåéñòâèòåëüíûé ñëó÷àé.

Îïðåäåëåíèå. Ïóñòü {an }∞


n=m ⊂ R  ÷èñëîâàÿ ïîñëåäîâàòåëüíîñòü.
Ïîñëåäîâàòåëüíîñòü
( k
)∞
X
sk = an
n=m k=m

3
ïîñëåäîâàòåëüíîñòüþ ÷àñòè÷íûõ ñóìì (èëè ïðî-
íàçûâàåòñÿ
ñòî ÷àñòè÷íûìè ñóììàìè), à íàáîð

{{an }∞ ∞
X
n=m , {sk }k=m } = an
n=m

íàçûâàåòñÿ ÷èñëîâûì ðÿäîì ñ ÷ëåíàìè

am , am+1 , . . . , an , . . . .
Çàìå÷àíèå. Òàê êàê äëÿ ëþáîãî n ∈ {m, m + 1, . . . , }
s n = am + · · · + an ,
am = s m ,
an = sn − sn−1 äëÿ ëþáîãî n ∈ {m + 1, m + 2 . . . , },
òî êàæäàÿ èç ïîñëåäîâàòåëüíîñòåé {an }∞
n=m è {sk }∞
k=m îïðåäåëÿåò
äðóãóþ.

Îïðåäåëåíèå.
P∞
×èñëîâîé ðÿä n=m an íàçûâàåòñÿ ñõîäÿùèìñÿ,
åñëè ïîñëåäîâàòåëüíîñòü åãî ÷àñòè÷íûõ ñóìì èìååò êîíå÷íûé ïðå-
äåë, ñóììîé ðÿäà, â ïðîòèâíîì ñëó÷àå ðÿä
êîòîðûé íàçûâàåòñÿ
íàçûâàåòñÿ ðàñõîäÿùèìñÿ.
P∞
×èñëîâîé ðÿä n=m an íàçûâàåòñÿ àáñîëþòíî ñõîäÿùèìñÿ,P∞
åñëè ñõîäèòñÿ ðÿä èç àáñîëþòíûõ âåëè÷èí n=m |an |, åñëè ðÿä ñõî-
äèòñÿ, íî íå àáñîëþòíî, òî ðÿä íàçûâàåòñÿ óñëîâíî ñõîäÿùèìñÿ.
Äëÿ ëþáîãî k ∈ {m, m + 1, . . . , } ìîæíî ðàññìàòðèâàòü


X
Sk = an .
n=k

Ýòè ÷èñëà íàçûâàþòñÿ îñòàòî÷íûìè ÷ëåíàìè (õâîñòàìè)


ðÿäà.

Òåîðåìà 1 (Íåîáõîäèìûé ïðèçíàê ñõîäèìîñòè ðÿäà). Åñëè ðÿä


P∞
n=m an
ñõîäèòñÿ, òî
lim an = 0
n→∞

4
Äîêàçàòåëüñòâî. Ïóñòü


X
S= an
n=m

 ñóììà ðÿäà.
Êàê ðàíüøå, äëÿ ëþáîãî n ∈ {m + 1, m + 2 . . . , }

an = sn − sn−1 .

Òåïåðü

lim an = lim (sn − sn−1 ) = lim sn − lim sn−1 = S − S = 0.


n→∞ n→∞ n→∞ n→∞

Âñ¼ äîêàçàíî.

1.1.1. Ïðèìåðû
Ãàðìîíè÷åñêèé ðÿä.

Ýòî ðÿä

X 1
,
n=1
n
êîòîðûé ðàñõîäèòñÿ.
 ñàìîì äåëå

∞    
X 1 1 1 1 1 1 1 1
=1+ + + + + + + + ...
n=1
n 2 3 4 5 6 7 8
 
1 1
+ + ··· + k + ··· >
2k−1 + 2
1 1 1 1
> 1 + + 2 · + 4 · + · · · + 2k−1 · k + · · · =
2 4 8 2
1 1 1 1
= 1 + + + + ··· + + ··· → ∞
2 2 2 2

5
Áîëåå èíòåðåñíî. Ïîñëåäîâàòåëüíîñòü
 n ∞
1
1+
n n=1

 ñòðîãî âîçðàñòàþùàÿ è îãðàíè÷åííàÿ. Âòîðîé çàìå÷àòåëüíûé ïðå-


äåë   n
1
lim 1 + = e.
n→∞ n
Ïîýòîìó äëÿ ëþáîãî íàòóðàëüíîãî n
 n
1
e> 1+ ,
n
ëîãàðèôìèðóåì
 
1 1 n+1
1 = ln e > n ln 1 + ←→ > ln = ln(n + 1) − ln n.
n n n
Îòñþäà

1 > ln 2 − ln 1 = ln 2,
1
> ln 3 − ln 2,
2
1
> ln 4 − ln 3,
3
..
.

1
> ln(n + 1) − ln n.
n
Ñêëàäûâàåì

1 1 1
1+ + + · · · + > ln(n + 1) → ∞ ïðè n → ∞.
2 2 n
Áîëåå òî÷íî, â 1740 ãîäó Ýéëåðîì áûëî ïîëó÷åíî àñèìïòîòè÷å-
ñêîå âûðàæåíèå äëÿ ñóììû ïåðâûõ n ÷ëåíîâ ðÿäà:

sn = ln n + γ + εn ,

6
ãäåγ = 0,577215664901532860606512090082 . . .  ïîñòîÿííàÿ Ýéëåðà
Ìàñêåðîíè, ln  íàòóðàëüíûé ëîãàðèôì è ïðè n → ∞ çíà÷åíèå
εn → 0.
Çàìå÷àíèå. Ïðî γ = 0,577215664901532860606512090082 . . .  ïî-
ñòîÿííóþ ÝéëåðàÌàñêåðîíè íåèçâåñòíî äàæå ðàöèîíàëüíà îíà èëè
íåò.

Çíàêî÷åðåäóþùèéñÿ ãàðìîíè÷åñêèé ðÿä.

Ýòî ðÿä

X (−1)n+1
= ln 2.
n=1
n
Çíà÷èò, ýòîò ðÿä ñõîäèòñÿ óñëîâíî, èáî àáñîëþòíûå âåëè÷èíû åãî
÷ëåíîâ îáðàçóþò ãàðìîíè÷åñêèé ðÿä.

Ãåîìåòðè÷åñêàÿ ïðîãðåññèÿ.
Ýòî ðÿä

X
qn.
n=0
Ïðè q>1 ëèáî

qn → ∞ ïðè n → ∞, ëèáî lim íå ñóùåñòâóåò.


n→∞

Íåðàâåíñòâî Áåðíóëëè
Lëÿ ëþáîãî íàòóðàëüíîãî n

(1 + a)n > 1 + an.

ïðè 1 + a > 0. Ïî èíäóêöèè. Ïðè n = 1  î÷åâèäíîå ðàâåíñòâî.


Äîïóñòèì
(1 + a)n > 1 + an.

7
Óìíîæèì îáå ÷àñòè íà 1 + a > 0. Ïîëó÷èì

(1 + a)n+1 > (1 + an)(1 + a) = 1 + a(n + 1) + a2 n > 1 + a(n + 1),

÷òî íàäî.
Ïóñòü |q| < 1. Òîãäà äëÿ ëþáîãî íàòóðàëüíîãî n

n−1 1 − qn 1 qn
1 + q + ··· + q = = − .
1−q 1−q 1−q
Èìååì
1
=1+a ïðè a > 0.
|q|
Ïî íåðàâåíñòâó Áåðíóëëè

1 1
n
= (1 + a)n > 1 + na ←→ q n 6 →0 ïðè n → ∞.
|q| 1 + an
Ðÿä

X
qn.
n=0
ñõîäÿùèéñÿ ïðè |q| < 1, åãî ñóììà ðàâíà

1
.
1−q
Áîæåñòâåííûé ðÿä Ýòî ðÿä


X
(−1)n = 1 − 1 + 1 − 1 + . . . ,
n=0

âîçíèêàþùèé êàê ãåîìåòðè÷åñêàÿ ïðîãðåññèÿ ïðè q = −1. Äâà


ñóììèðîâàíèÿ

S0 = (1 − 1) + (1 − 1) + · · · = 0,
S1 = 1 + (−1 + 1) + (−1 + 1) + · · · = 1.

Âûâîä

8
Èç íè÷åãî ñòàëî íå÷òî!

Ãðàíäè èç Ïèçû çàÿâëÿë:

Ýòî ïîêàçûâàåò, êàê Âñåâûøíèé, âçÿâ Âñåëåííóþ, ÷àñòè


êîòîðîé â ñóììå äàâàëè íè÷òî, è ïåðåñòàâèâ èõ, ñóìåë
ñîçäàòü íå÷òî.

Äàëåå, îí ãîâîðèë, ÷òî åñëè äðàãîöåííûé êàìåíü ïî çàâåùàíèþ


åæåãîäíî ïåðåäàâàòü îò îäíîãî ñûíà äðóãîìó, òî êàæäûé âëàäååò
êàê áû ïîëîâèíîé êàìíÿ. Ïîýòîìó ñóììà ðÿäà ðàâíà

1
.
2
Òàêæå ñ÷èòàëè Ëåéáíèö è Ýéëåð.

Òåîðåìà 2 Ïóñòü
(Î ñâîéñòâàõ ñõîäÿùèõñÿ ðÿäîâ) ðÿäû .
P∞
n=m an
è n=m bn ñõîäÿòñÿ è èõ ñóììû Sa è Sb, ñîîòâåòñòâåííî.
P ∞

1) Ëèíåéíîñòü.
à) Àääèòèâíîñòü. Ðÿä P∞n=m(an +bn) ñõîäèòñÿ è åãî ñóì-
ìà Sa + Sb.
á) Îäíîðîäíîñòü. Äëÿ ëþáîãî α ∈ R ðÿä P∞n=m αan ñõî-
äèòñÿ è åãî ñóììà αSa.
2) Âëèÿíèå àáñîëþòíîé ñõîäèìîñòè. Âñÿêèé àáñîëþòíî ñõî-
äÿùèéñÿ ðÿä ñõîäèòñÿ.
Äîêàçàòåëüñòâî. Ïåðâîå ñâîéñòâî  íåïîñðåäñòâåííîå ñëåäñòâèå ñâîéñòâ
ïðåäåëîâ ïîñëåäîâàòåëüíîñòåé
Ïóñòü

X
A= |aj |.
n=m
Ïîëîæèì äëÿ ëþáîãî j ∈ {m, m + 1, . . . , }
( (
aj , åñëè aj > 0, −aj , åñëè aj 6 0,
bj = cj =
0, åñëè aj < 0; 0, åñëè aj > 0;

9
Òîãäà
0 6 bj 6 |aj |, 0 6 cj 6 |aj |;
îòñþäà
k
X k
X k
X k
X
bj 6 |aj | 6 A, cj 6 |aj | 6 A.
j=m j=m j=m j=m

Ïîëó÷àåì, îãðàíè÷åííûå íåóáûâàþùèå ïîñëåäîâàòåëüíîñòè

( k
)∞ ( k
)∞
X X
bj è cj
j=m k=m j=m k=m

÷àñòè÷íûõ ñóìì. Ïîýòîìó ðÿäû


X ∞
X
B= bj è C= cj
n=m n=m

ñõîäÿòñÿ.
Äëÿ ëþáîãî j ∈ {m, m + 1, . . . , }

aj = bj − cj .

'
Ïî ïåðâîìó ñâîéñòâó òåîðåìû


X
aj = B − C.
n=m

Òåîðåìà äîêàçàíà.

Òåîðåìà 3 (Èíòåãðàëüíûé ïðèçíàê ñõîäèìîñòè) . Ïóñòü ôóíêöèÿ


f : [1, ∞) → [0, ∞)

íåïðåðûâíà è íå âîçðàñòàåò. Òîãäà íåñîáñòâåííûé èíòåãðàë R∞


1 f (x)dx
ñõîäèòñÿ òîãäà è òîëüêî òîãäà, êîãäà ñõîäèòñÿ ðÿä n=1 f (n).
P∞

10
Äîêàçàòåëüñòâî. Ðàçîáü¼ì [1, . . . , ∞) íà îòðåçêè

[1, 2]; [2, 3]; [3, 4]; . . . [n − 1, n]; . . .

Íà ïðîèçâîëüíîì îòðåçêå [k −1, k] â ñèëó íåâîçðàñòàåìîñòè ôóíêöèè


f ïîëó÷èì
Z k
f (k) 6 f (x)dx 6 f (k − 1).
k−1

6
y

........
........
........
........
........
........
.........
.........
.........
.........
.........
..........
..........
..........
..........
..........
...........
...........
...........
...........
............
............
............
............
.............
..............
..............
..............
................
................
................
...................
...................
...............

q q q q q q q q q q q q q q -
1 2 k − 1k x

Ïîýòîìó äëÿ ëþáîãî n


n
X Z n n−1
X
f (k) 6 f (x)dx 6 f (k).
k=2 1 k=1

Åñëè èíòåãðàë Z ∞
f (x)dx
1
ñõîäèòñÿ ðÿä ñëåâà, à åñëè ñõîäèòñÿ ðÿä ñïðàâà, òî ñõîäèòñÿ èíòåãðàë.

11
1.1.2. Ñóïåðïðèìåð
Äëÿ ëþáîãî s>1 ðÿä


X 1
s
= ζ(s)
n=1
n

ñõîäèòñÿ. Âîçíèêàåò ôóíêöèÿ ζ : (1, ∞) → R


Ýòà ôóíêöèÿ ñòàíäàðòíî ðàñïðîñòðàíÿåòñÿ íà âñå êîìïëåêñíûå
÷èñëà êðîìå 1 è ïîëó÷àåòñÿ âåëèêàÿ ζ -ôóíêöèÿ Ðèìàíà. Èçó÷åíèå
íóëåé ýòîé ôóíêöèè ñîñòàâëÿåò îäíó èç 7 ïðîáëåì òûñÿ÷åëåòèÿ, è çà
ðåøåíèå å¼ îáåùàþò 1 000 000 $.

Òåîðåìà 4P(Î ñõîäèìîñòè íåîòðèöàòåëüíûõ ðÿäîâ). Ïóñòü ðÿäû


P ∞
n=m an

è
n=m bn èìåþò
íåîòðèöàòåëüíûå ÷ëåíû.
1) Ïðèçíàêè ñðàâíåíèÿ.

à) Ìàæîðàíòíûé ïðèçíàê. Äîïóñòèì, ÷òî an 6 bn äëÿ


ëþáîãî n ∈ {m,Pm + 1, . . . }. Òîãäà
à.1) åñëè ðÿä ∞n=m bn ñõîäèòñÿ, òî è ðÿä P∞n=m an ñõî-
äèòñÿ; P
à.2) åñëè ðÿä ∞n=m an ðàñõîäèòñÿ, òî è ðÿä P∞n=m bn ðàñ-
õîäèòñÿ (òî÷íåå, ïîñëåäîâàòåëüíîñòü åãî ÷àñòè÷-
íûõ ñóìì ñòðåìèòñÿ ê +∞)
á) Ïðåäåëüíûé ïðèçíàê. Åñëè ñóùåñòâóåò ïðåäåë limn→∞ ab n
=
A > 0, òî ðÿä n=mP an ñõîäèòñÿ òîãäà è òîëüêî òîãäà,
P∞ n

êîãäà ñõîäèòñÿ ðÿä ∞n=m bn.


2. Ïðèçíàê P Äàëàìáåðà. Åñëè ñóùåñòâóåò ïðåäåë limn→∞ a =
a n+1

`, òî ðÿä ∞
n

n=m an

à) ñõîäèòñÿ ïðè ` < 1,


á) ðàñõîäèòñÿ ïðè ` > 1.
3. Ïðèçíàê Êîøè. Åñëè ñóùåñòâóåò ïðåäåë limn→∞ an = `,
√ n

òî ðÿä P∞n=m an
12
à) ñõîäèòñÿ ïðè ` < 1,
á) ðàñõîäèòñÿ ïðè ` > 1.
Çàìå÷àíèå. Îòìåòèì, ÷òî îòâåòà íåò ïðè ` = 1 â îáîèõ ïðèçíàêàõ, íî
ïðèçíàê Êîøè ñèëüíåå, åñòü ïðèìåðû, êîãäà îí äà¼ò îòâåò, à ïðèçíàê
Äàëàìáåðà íåò.

Ìàæîðàíòíûé ïðèçíàê. Ýòî íåïîñðåäñòâåííîå ñëåäñòâèå ñóùåñòâî-


âàíèÿ ïðåäåëà îãðàíè÷åííîé ìîíîòîííîé ïîñëåäîâàòåëüíîñòè.

Ïðåäåëüíûé ïðèçíàê. Ïî îïðåäåëåíèþ ïðåäåëà âîçüì¼ì 0 < ε < A.


Òîãäà ñóùåñòâóåò òàêîå íàòóðàëüíîå ÷èñëî n1 , ÷òî äëÿ ëþáîãî íàòó-
ðàëüíîãî ÷èñëà n > n1

an
− A < ε ←→ |an − Abn | < εbn ←→ −εbn < an − Abn < εbn ←→
bn
←→ Abn − εbn < an < Abn + εbn ←→
←→ (A − ε)bn < an < (A + ε)bn .
Pn1 Pn 1
×àñòè÷íûå ñóììû a j è j=m bj ÍÅ âëèÿþò íà ñõîäèìîñòü ðÿ-
P∞ P∞ j=m
äîâ n=m an è n=m bn .P À îñòàòî÷íûå ÷ëåíû (õâîñòû) ñõîäÿòñÿ

îäíîâðåìåííî. Åñëè ðÿä j=n1 +1 aj ñõîäèòñÿ , òî ïî ìàæîðàíòíîìó
P ∞ P∞
ïðèçíàêó ñõîäèòñÿ (A − ε) b
j=n1 +1 j . Îòêóäà ñõîäèòñÿ j=n1 +1 bj .
Àíàëîãè÷íî áîðåìñÿ ñ äðóãèìè ñëó÷àÿìè.

Ïðèçíàê Äàëàìáåðà. Òîãäà ñóùåñòâóåò òàêîå íàòóðàëüíîå ÷èñëî n1 ,


÷òî äëÿ ëþáîãî íàòóðàëüíîãî ÷èñëà n > n1

an+1
< ε ←→ ` − ε < an+1 < ` + ε.


an − ` an
Pn1 P∞
×àñòè÷íàÿ ñóììà j=m a j ÍÅ âëèÿåò íà ñõîäèìîñòü ðÿäà n=m an .

` < 1.

13
Äîêàçàòåëüñòâî. Âîçüì¼ì òàêîå ε, ÷òî

q = ` + ε < 1.

Òîãäà äëÿ ëþáîãî íàòóðàëüíîãî n


ak+n1 ak+n1 −1 an +2 an +1
· · · · 1 · 1 < (` + ε)k = q k .
ak+n1 −1 ak+n1 −2 an1 +1 an1
Îòñþäà
ak+n1 < an1 q k−1 .
Ãåîìåòðè÷åñêàÿ ïðîãðåññèÿ ñëåâà ñõîäèòñÿ, ïîýòîìó ïî ìàæîðàíòíî-
P∞
ìó ïðèçíàêó ñõîäèòñÿ ðÿä n=m an .

` > 1.

Äîêàçàòåëüñòâî. Âîçüì¼ì òàêîå ε, ÷òî

q = ` − ε > 1.

Òîãäà äëÿ ëþáîãî íàòóðàëüíîãî n


ak+n1 ak+n1 −1 an +2 an +1
· · · · 1 · 1 < (` − ε)k = q k .
ak+n1 −1 ak+n1 −2 an1 +1 an1
Îòñþäà
ak+n1 > an1 q k−1 .
Ãåîìåòðè÷åñêàÿ ïðîãðåññèÿ ñëåâà ðàñõîäèòñÿ, ïîýòîìó ïî ìàæîðàíò-
P∞
íîìó ïðèçíàêó ðàñõîäèòñÿ ðÿä n=m an .

Ïðèçíàê Êîøè. Òîãäà ñóùåñòâóåò òàêîå íàòóðàëüíîå ÷èñëî n1 , ÷òî


äëÿ ëþáîãî íàòóðàëüíîãî ÷èñëà n > n1
√ √
n an − ` < ε ←→ ` − ε < n an < ` + ε.
Pn1 P∞
×àñòè÷íàÿ ñóììà j=m ja ÍÅ âëèÿåò íà ñõîäèìîñòü ðÿäà n=m an .

14
` < 1.

Äîêàçàòåëüñòâî. Âîçüì¼ì òàêîå ε, ÷òî

q = ` + ε < 1.

Òîãäà äëÿ ëþáîãî íàòóðàëüíîãî n



n
an < q ←→ an < q n .

Ãåîìåòðè÷åñêàÿ ïðîãðåññèÿ ñïðàâà ñõîäèòñÿ, ïîýòîìó ïî ìàæîðàíò-


P∞
íîìó ïðèçíàêó ñõîäèòñÿ ðÿä n=m an .

` > 1.

Äîêàçàòåëüñòâî. Âîçüì¼ì òàêîå ε, ÷òî

q = ` − ε > 1.

Òîãäà äëÿ ëþáîãî íàòóðàëüíîãî n



n
an > q ←→ an > q n .

Ãåîìåòðè÷åñêàÿ ïðîãðåññèÿ ñïðàâà ðàñõîäèòñÿ, ïîýòîìó ïî ìàæî-


P∞
ðàíòíîìó ïðèçíàêó ðàñõîäèòñÿ ðÿä n=m an .

Òåîðåìà 5 (Ëåéáíèöà) Ïóñòü {an}∞n=0  íåâîçðàñòàþùàÿ ïîñëå-


.
äîâàòåëüíîñòü èç íåîòðèöàòåëüíûõ ÷èñåë è an → 0 ïðè n → ∞.
Òîãäà ðÿä ∞
(−1)n an (ðÿä Ëåéáíèöà)
X

n=0

ñõîäèòñÿ è áîëåå òîãî, åñëè S  åãî ñóììà è Sn = Pni=0(−1)iai 


åãî n-ÿ ÷àñòè÷íàÿ ñóììà (ñóììà ïåðâûõ n + 1 ÷ëåíîâ), òî
S 6 a0 è |S − Sn | 6 an+1 .

Çàìå÷àíèå. Ïîñëåäíåå ñâîéñòâî ïîçâîëÿåò íàõîäèòü ïîãðåøíîñòü âû-


÷èñëåíèÿ ñ ïîìîùüþ ðÿäîâ Ëåéáíèöà.

15
Äîêàçàòåëüñòâî. Òàê êàê ïîñëåäîâàòåëüíîñòü {an }∞
n=0  íåâîçðàñ-
òàþùàÿ, òî äëÿ ëþáîãî íàòóðàëüíîãî ÷èñëà n

s2n+1 = s2n−1 + (a2n − a2n+1 ) > s2n+2 .

Ïîýòîìó ïîñëåäîâàòåëüíîñòü

{s2n+1 }∞
n=0

âîçðàñòàåò.
Ñ äðóãîé ñòîðîíû

s2n+1 = a0 − (a1 − a2 ) − · · · − (a2n−1 − a2n ) − a2n+1 6 a0

Ïîýòîìó ïîñëåäîâàòåëüíîñòü

{s2n+1 }∞
n=0

âîçðàñòàåò è îãðàíè÷åíà. Ñëåäîâàòåëüíî èìååò ïðåäåë!


Òàêæå
s2n = s2n−1 + a2n .
Òàê êàêan →0 ïðè n → ∞, òî

lim s2n = lim s2n−1 + lim a2n = lim s2n−1 + 0 = lim s2n−1 .
n→∞ n→∞ n→∞ n→∞ n→∞

Ðÿä ñõîäèòñÿ.
Òàêæå
∞ ∞
X X
k k−(n+1)
|S − Sn | = (−1) ak = (−1) ak =


k=n+1 k=n+1
= |an+1 − an+2 + an+3 − . . . | 6 an+1 ,

òàê êàê {an }∞


n=0  íåâîçðàñòàþùàÿ ïîñëåäîâàòåëüíîñòü.

16
1.2. Ôóíêöèîíàëüíûå ðÿäû
Îïðåäåëåíèå. Ïóñòü {fn : X → R}∞
n=m  ïîñëåäîâàòåëüíîñòü ÷èñ-
ëîâûõ ôóíêöèé. ×èñëîâûå ôóíêöèè ìîæíî ñêëàäûâàòü, ïîýòîìó ìîæ-
íî îïðåäåëÿòü ïîñëåäîâàòåëüíîñòü

( k
)∞
X
sk = fn
n=m k=m

 ÷àñòè÷íûå ñóììû, è ôóíêöèîíàëüíûå ðÿäû (ðÿäû ôóíê-


öèé)

{{fn }∞ ∞
X
n=m , {sk }k=m } = fn .
n=m

Îïðåäåëåíèÿ. Ñõîäèìîñòü ôóíêöèîíàëüíûõ ðÿäîâ ðàññìàòðèâàåò-



ñÿ â íåñêîëüêèõ âèäàõ. Ïóñòü
P∞{f n : X → R} n=m  ïîñëåäîâàòåëü-
íîñòü ÷èñëîâûõ ôóíêöèé è n=m fn  ñîîòâåòñòâóþùèé ôóíêöèî-
íàëüíûé ðÿä.
P∞
1) Åñëè äëÿx ∈ X (àáñîëþòíî) ñõîäèòñÿ ÷èñëîâîé
P∞ ðÿä n=m fn (x),
òî ãîâîðÿò, ÷òî ôóíêöèîíàëüíûé ðÿä n=m fn (àáñîëþòíî)
ñõîäèòñÿ â òî÷êå x ∈ X .

2) Åñëè äëÿ ëþáîãî


P∞ x∈Y ⊆X (àáñîëþòíî) ñõîäèòñÿ ÷èñëîâîé
P∞
ðÿä n=m fn (x), òî ãîâîðÿò, ÷òî ôóíêöèîíàëüíûé ðÿä n=m fn
(àáñîëþòíî) ñõîäèòñÿ ïîòî÷å÷íî íà ïîäìíîæåñòâå
Y ⊆ X.
P∞
3) Ðÿä ñõîäèòñÿ n=m fn ðàâíîìåðíî íà Y ⊆X ê ôóíêöèè S:
Y → R, åñëè äëÿ ëþáîãî ε > 0 ñóùåñòâóåò òàêîå öåëîå ÷èñëî
n(ε), ÷òî äëÿ ëþáîãî n > n(ε)
n
X
fk (x) − S(x) < ε



k=m

è ëþáîãî x∈Y.

17
Ðèñ. 1. Ðàâíîìåðíàÿ ñõîäèìîñòü:

..........
S(x) + ε
...............................................
............... ...........
.........
......... ........
.......
....... .......
.......
Pn ....
....... ......
.
...... ......

k=m fn (x)
S(x)
.... .....
........
. .....
.....
.
......
. .. .... ..........
....
..
..
..
.
.
..
..................................................
. . ...........
.....
.....
........ ...... .
.............................................. ...................
....... ...
.. . ......... .....
.. ........ ............ ........ .....
....... .................
. ....
.. ... ..... . .....
.......... ....... ....
6 ...
.
.... .......... ...
......... ............... ....
....
...... .............
.... ........ ....

..
...
.... .....
.
.
..
.... .....
..
..
.... .......

....
.
....
.
.......
..
.......
... .
.

. . .. . . ...............
.......
.... . . . . . ............S(x) − ε
...............................
..........
........
.........
...........
.
. ............
.
.. .....
..... .......
.... .....
....
....
....
....
...
.... .... ..... .......... ......... ..... ........
.... ..
.. ..
.. . ............ ....... .. .......
..... ..... ........
. .
........... ...... ....
..
. . ... ...... ....
... ... .... ...... ...... ....
... .. ..... ...... ..... ....
... ... .... ..... ..... ....
.... .... ........
. ......... .....
...
....
......
.. . ... .. .....
... ... ..... ..... .....
... ... .... .... .....
... .. ..... ..... ....
... ........ .... ....
.... ....
...
. .......
. ....... ....
.....
..
... ..
....... .... ....
... ..... .... ....
... ... .... ....
.. .... ....
..... ....
........ .......
.
.
....... ......
.
........ . ...
.
.
... ... ...
... .. ...
... ... ...
... .... ..
...
... ....
.
... ...
.. ...
... ...
.. ....
. ...
..
...
-

Òåîðåìà 6 (Âåéåðøòðàññà î ðàâíîìåðíîé ñõîäèìîñòè) . Ïóñòü {f : X → R}∞

 ïîñëåäîâàòåëüíîñòü ÷èñëîâûõ ôóíêöèé è ∞n=m P∞fn  ñîîòâåò-


P n n=m

ñòâóþùèé ôóíêöèîíàëüíûé ðÿä. Ïóñòü òàêæå n=m an  ñõîäÿ-


ùèéñÿ ÷èñëîâîé ðÿä. Äîïóñòèì,
|fn (x)| 6 an äëÿ ëþáûõ x ∈ X è n > m.

Òîãäà ôóíêöèîíàëüíûé ðÿä P∞n=m fn ñõîäèòñÿ àáñîëþòíî è ðàâíî-


ìåðíî íà X .
Äîêàçàòåëüñòâî. Àáñîëþòíàÿ ñõîäèìîñòü ñëåäóåò èç ìàæîðàíòíîãî
ïðèçíàêà ñðàâíåíèÿ.
Ïîëîæèì äëÿ ëþáîãî x∈X

X
S(x) = fn (x).
n=m

Òîãäà äëÿ ëþáîãî x∈X



X∞ ∞
X ∞
X
|S(x) − Sn (x)| = fk (x) 6 |fk (x)| 6 ak → 0


k=n+1 k=n+1 k=n+1

18
ïðè n → ∞, ÷òî ãîâîðèò î ðàâíîìåðíîé ñõîäèìîñòè.
Òåîðåìà äîêàçàíà.

Òåîðåìà 7 (î íåïðåðûâíîñòè ñóììû ðàâíîìåðíî ñõîäÿùåãîñÿ ðÿäà).


Ïóñòü P{f∞n : [a, b] → R}∞n=m  ïîñëåäîâàòåëüíîñòü ÷èñëîâûõ ôóíê-
öèé è n=m fn  ñîîòâåòñòâóþùèé ôóíêöèîíàëüíûé ðÿä, êîòî-
ðûé ðàâíîìåðíî ñõîäèòñÿ ê ôóíêöèè S : [a, b] → R. Äîïóñòèì,
÷òî äëÿ ëþáîãî n > m ôóíêöèÿ fn íåïðåðûâíà â òî÷êå x0 ∈ (a, b).
Òîãäà ôóíêöèÿ S íåïðåðûâíà â òî÷êå x0 ∈ [a, b].
Äîêàçàòåëüñòâî. Ïóñòü ε>0 . Â ñèëó ðàâíîìåðíîé ñõîäèìîñòè ñó-
ùåñòâóåò òàêîå n(ε), ÷òî äëÿ ëþáîãî n > n(ε) è ëþáîãî x ∈ [a, b]
n
ε X
|Sn (x) − S(x)| < , ãäå Sn (x) = fk (x).
3
k=m

Ñóììà íåïðåðûâíûõ ôóíêöèé Sn íåïðåðûâíà, ïîýòîìó äëÿ äàííîãî


n > n(ε) ñóùåñòâóåò òàêàÿ îêðåñòíîñòü O(x0 ) òî÷êè x0 , ÷òî ëþáîãî
x ∈ O(x0 )
ε
|Sn (x) − Sn (x0 )| < .
3
Òåïåðü äëÿ äàííîãî n > n(ε) è ëþáîãî x ∈ O(x0 )

|S(x) − S(x0 )| 6 |S(x)−Sn (x)| + |Sn (x)−Sn (x0 )| + |Sn (x0 )−S(x0 )| <
ε ε ε
< + + = ε.
3 3 3
Òåîðåìà äîêàçàíà.

Òåîðåìà 8 (îá èíòåãðèðîâàíèè ðàâíîìåðíî ñõîäÿùåãîñÿ ðÿäà). Ïóñòü


{fn : [a, b] → R}∞  ïîñëåäîâàòåëüíîñòü ÷èñëîâûõ ôóíêöèé íåïðå-
ðûâíûõ íà è  ñîîòâåòñòâóþùèé ôóíêöèîíàëüíûé
n=m
P∞
[a, b] n=m fn
ðÿä, êîòîðûé ðàâíîìåðíî ñõîäèòñÿ P∞ êRôóíêöèè S : [a, b] → R.
Òîãäà äëÿ ëþáûõ x0, x ∈ [a, b] ðÿä n=m x fn(t)dt ñõîäèòñÿ ðàâíî-
x

ìåðíî ïî x è ∞ Z
0

Z x X x
S(t)dt = fn (t)dt.
x0 n=m x0

19
Äîêàçàòåëüñòâî. Ïî òåîðåìå î íåïðåðûâíîñòè ñóììû ðàâíîìåðíî
ñõîäÿùåãîñÿ ðÿäà ôóíêöèÿ S : [a, b] → R íåïðåðûâíà
Pn íà [a, b]. Ïî-
ýòîìó ìîæíî èíòåãðèðîâàòü. Ïóñòü Sn (x) = k=m fk (x)  ÷àñòè÷íàÿ
ñóììà. Ðàâíîìåðíàÿ ñõîäèìîñòü è òåîðåìà Âåéåðøòðàññà î äîñòèæå-
íèè íàèáîëüøåãî çíà÷åíèÿ íà îòðåçêå (êîìïàêòå) îáåñïå÷èâàþò, ÷òî

max |Sn (x) − S(x)| = rn → 0 ïðè n → ∞.


x∈[a,b]

Òåïåðü

Z n Z x
Z
x X x

S(t)dt − fk (t)dt = (S(t) − Sn (t)dt 6


x0
k=m x0 x0

Z x Z b

6 |S(t) − Sn (t)| dx 6 |S(t) − Sn (t)| dx 6
x0 a
6 (b − a)rn → 0 ïðè n → ∞.

Òåîðåìà äîêàçàíà.

Òåîðåìà 9 (î äèôôåðåíöèðîâàíèè ðàâíîìåðíî ñõîäÿùåãîñÿ ðÿäà) .


Ïóñòü {fn : [a, b] →  ïîñëåäîâàòåëüíîñòü ÷èñëîâûõ ôóíê-
R}∞
öèé íåïðåðûâíî äèôôåðåíöèðóåìûõ íà [a, b] è ñóùåñòâóåò òàêàÿ
n=m

òî÷êà x0 ∈ [a, b], ÷òî


P∞ðÿä 0 n=m fn (x0 ) ñõîäèòñÿ. Äîïóñòèì, ÷òî
P∞
ðÿä èç ïðîèçâîäíûõ n=m fn ðàâíîìåðíî ñõîäèòñÿ íà [a, b] ê ôóíê-
öèè ϕ : [a, b] → R. Òîãäà ðÿä n=m fn ðàâíîìåðíî ñõîäèòñÿ ê
P∞
ôóíêöèè S : [a, b] → R è ïðîèçâîäíàÿ åãî ñóììû

X
0
S (x) = fn0 (x) = ϕ(x).
n=m

Äîêàçàòåëüñòâî. Âûáåðåì ïðîèçâîëüíî x ∈ [a, b]. Â ñèëó ñâîéñòâ


èíòåãðàëà è òåîðåìû îá èíòåãðèðîâàíèè ðàâíîìåðíî ñõîäÿùåãîñÿ ðÿ-
äà ïîëó÷àåì

Z x ∞ Z
X x ∞
X
ϕ(t)dt = fn0 (t)dt = (fn (x) − fn (x0 ))
x0 n=m x0 n=m

20
ñõîäèòñÿ ðàâíîìåðíî. Îòñþäà ïîëó÷àåòñÿ ñóììà äâóõ ðàâíîìåðíî
ñõîäÿùèõñÿ ðÿäîâ


X ∞
X Z x
fn (x) = fn (x0 ) + ϕ(t)dt
n=m n=m x0

 ðàâíîìåðíî ñõîäÿùèéñÿ ðÿä. Ïóñòü


X
fn (x) = S(x).
n=m

Ïî òåîðåìå î íåïðåðûâíîñòè ñóììû ðàâíîìåðíî ñõîäÿùåãîñÿ ðÿäà S


 íåïðåðûâíàÿ ôóíêöèÿ è
Z x
S(x) = S(x0 ) + ϕ(t)dt.
x0

Ïî òåîðåìå î äèôôåðåíöèðîâàíèè èíòåãðàëà ñ ïåðåìåííûì âåðõíèì


ïðåäåëîì ïîëó÷àåì


X
0
S (x) = fn0 (x) = ϕ(x).
n=m

Òåîðåìà äîêàçàíà.

1.2.1. Ïðèìåðû
Ïðèìåð 1. Ïóñòü f0 =P1, fn (x) = xn −xn−1 äëÿ ëþáîãî n ∈ {1, 2, . . . }.

Ðàññìîòðèì ðÿä k=0 fk .

n-àÿ ÷àñòè÷íàÿ ñóììà ýòîãî ðÿäà ðàâíà

Sn = 1 + (x − 1) + (x2 − x) + · · · + (xn−1 − xn−2 ) + (xn − xn−1 ) = xn .

Ïîýòîìó ïîñëåäîâàòåëüíîñòü ÷àñòè÷íûõ ñóìì

{Sn = xn }∞
n=0 .

21
Ðèñ. 2. Ãðàôèêè ÷àñòè÷íûõ ñóìì:

...
...
...
S3S2 ...
...
..
...
..
S1
... ... ...
... 6 ...
.
. ...
... . .
.
... ... ...
... .. ..
... ... ...
... ... ...
... .. ....
.
.
... . .
... ... ...
... ... ...
... .. ..
... ... ...
... ... ....
.
... . .
... ... ...
.. ..
...
... ... ...
... ... ...
... ... ....
.
... ..
... ... ...
... .....
... .....
......
...
...
...
...
...
1 r
....
.....
.......
.
.. S0
... ......
...
.... .........
.
.
.

....
.....

....
......
.................................
..............
. .
.........
1 -
...
.
.
...
...
..
...
....
.
...
...
..
...
..
.
.
.
...
...
..
...
....
.
...
..
...
...
.
...
.
...
...
..
...
...
.
..
...
...
..

Ïðè x < 0 ÷àñòè÷íûå ñóììû âñ¼ âðåìÿ çíàêî÷åðåäóþòñÿ,


P∞ ïîýòîìó
èõ ïîñëåäîâàòåëüíîñòü íå èìååò ïðåäåëà, è ðÿä k=0 fk ðàñõîäèòñÿ
ïðè x < 0.
Ïðè x > 1 ÷àñòè÷íûå ñóììû ñòðåìÿòñÿ ê +∞, ïîýòîìó èõ ïîñëå-
P∞
äîâàòåëüíîñòü íå èìååò êîíå÷íîãî ïðåäåëà, è ðÿä k=0 fk ðàñõî-
äèòñÿ ïðè x > 1.
P∞
Ïðè x ∈ [0, 1] ðÿä k=0 fk (àáñîëþòíî) ñõîäèòñÿ ê ôóíêöèè
(
0 ïðè x ∈ [0, 1),
f (x) =
1 ïðè x = 1;
êîòîðàÿ ðàçðûâíà.
P∞
Ïîýòîìó ïðè x ∈ [0, 1] ðÿä k=0 fk ñõîäèòñÿ ê ôóíêöèè f íåðàâ-
íîìåðíî.
P∞
Îäíàêî ïðè x ∈ [0, 1) ðÿä k=0 fk ñõîäèòñÿ ê ôóíêöèè 0 ðàâíî-
ìåðíî.

22
Ïðèìåð 2. Ãåîìåòðè÷åñêàÿ ïðîãðåññèÿ


X
xn .
n=0

ßñíî, ÷òî ïðè |x| > 1 íå âûïîëíÿåòñÿ íåîáõîäèìûé ïðèçíàê ñõîäè-


ìîñòè ðÿäà, ïîýòîìó ðÿä ðàñõîäèòñÿ.

P∞Ïðèn ëþáîì q ∈ [0, 1) íà îòðåçêå [−q,


P∞ q] ôóíêöèîíàëüíûé ðÿä
n
n=0 x ìàæîðèðóåòñÿ ÷èñëîâûì ðÿäîì n=0 q . Ñëåäîâàòåëüíî ïî
òåîðåìå Âåéåðøòðàññà ïðè ëþáîì q ∈ [0, 1) íà îòðåçêå [−q, q] ôóíê-
P∞ n
öèîíàëüíûé ðÿä n=0 x ñõîäèòñÿ ðàâíîìåðíî.
Ìîæíî ïðèìåíÿòü òåîðåìó îá èíòåãðèðîâàíèè ðàâíîìåðíî ñõî-
äÿùåãîñÿ ðÿäà è ïîëó÷àåì äëÿ ëþáîãî x ∈ (−1, 1)
Z x  2   n 
1 x x
− ln(1 − x) = dt = (x − 0) + − 0 +···+ − 0 +...
0 1−t 2 n
Òàêèì îáðàçîì äëÿ ëþáîãî x ∈ (−1, 1)

X xn
ln(1 − x) = − .
n=1
n

Ìîæíî ïðèìåíÿòü òåîðåìó îá äèôôåðåíöèðîâàíèè ðàâíîìåðíî ñõî-


äÿùåãîñÿ ðÿäà è ïîëó÷àåì äëÿ ëþáîãî x ∈ (−1, 1)

1 X
2
= nxn−1 .
(1 − x) n=1

Ïðèìåð 3. Âàðèàöèÿ ãåîìåòðè÷åñêîé ïðîãðåññèÿ


1 X
2
= (−t2 )n = 1 − t2 + t4 − . . . .
1+t n=0

Ïðîèíòåãðèðóåì ýòîò ðÿä äëÿ x ∈ (0, 1) è ïîëó÷èì

x ∞ 2n+1
x3 x5 x7
Z
1 X
n x
arctg x = = (−1) =x− + − + ....
0 1 + t2 n=0
2n + 1 3 5 7

23
1
Òåïåðü ïóñòü x=√ . Òîãäà
3

1 π 1 X 1
arctg √ = = √ (−1)n n =
3 6 3 n=0 3 (2n + 1)
 
1 1 1 1
= √ 1− + − + ... .
3 3 · 3 32 · 5 33 · 7
Îòñþäà


√ X 1
π=2 3 (−1)n =
n=0
3n (2n + 1)

 
1 1 1
=2 3 1− + − + ... .
3 · 3 32 · 5 33 · 7
À òåïåðü ïóñòü x = 1. Òîãäà


π X 1 1 1 1
arctg 1 = = (−1)n = 1 − + − + ....
4 n=0
2n + 1 3 5 7

Îòñþäà

∞  
X 1 1 1 1
π=4 (−1)n = 4 1 − + − + ... .
n=0
2n + 1 3 5 7

Äëÿ âû÷èñëåíèÿ ÷èñëà π ìîæíî èñïîëüçîâàòü ñëåäóþùåå ðàâåíñòâî:

π 1 1
= 4 arctg − arctg (ôîðìóëà Ìý÷èíà (1706 ã.))
4 5 239
Îòêóäà

∞ ∞
16 X 1 4 X 1
π= (−1)n − (−1)n
.
5 n=0 (2n + 1)52n 239 n=0 (2n + 1)2392n

24
Ïðåîáðàçóåì


(−1)n
 
X 4 1
π=4 2n+1

n=0
2n + 1 5 2392n+1

Âû÷èñëèì ïåðâûå 3 ÷ëåíà ðÿäà


 
1 4 1 3804
a0 = 4 · − = =
1 5 239 1195
= 3, 1832635983263598326359832635983,
 
−1 4 1 72810068
a1 = 4 · − = − =
3 53 2393 1706489875
= −0, 0426665690002995183314521570191,
 
1 4 1 12476980230684
a2 = 4 · − = =
5 55 2395 12184551018734375
= 0, 00102399999897411074230141053718.

Èõ ñóììà

38279241713339684 1725588657136559
S2 = =3+ =
12184551018734375 12184551018734375
= 3, 14162102932503442504683251711641.

Ñðàâíèì

S2 = 3, 14162102932503442504683251711641
π = 3, 1415926535897932384626433832795,
S2 − π = 2, 8375735241186584189133836897116 · 10−5 .

Ñ äðóãîé ñòîðîíû, ïî ïðèçíàêó Ëåéáíèöà ïîãðåøíîñòü íå ïðåâîñõî-


äèò
 
1 4 1 712697588470600764
a3 = 4 · − = =
7 57 2397 24359780855939418203125
= 2, 9257142857130028620226004078275 · 10−5 .

25
Ðàçíîñòè ìåæäó a3 è S2 − π

a3 − (S2 − π) = 2, 9257142857130028620226004078275 · 10−5 −


− 2, 8375735241186584189133836897116 · 10−5 =
= 8, 81407615943444431092167181159 · 10−7
(àáñîëþòíàÿ,)

a3 2, 9257142857130028620226004078275 · 10−5
= =
S2 − π 2, 8375735241186584189133836897116 · 10−5
= 1, 0310620186032785500057737269038
(îòíîñèòåëüíàÿ.)

Ïðèìåð 4. Ðàñõîäèìîñòü ðÿäà èç ïðîèçâîäíûõ.

Ðÿä

X sin n4 x
n=1
n2
ìàæîðèðóåòñÿ ñõîäÿùèìñÿ ÷èñëîâûì ðÿäîì


X 1
2
.
n=1
n

Ïîýòîìó îí ñõîäèòñÿ àáñîëþòíî è ðàâíîìåðíî íà R.


Îäíàêî ðÿä èç ïðîèçâîäíûõ


X
n2 cos n4 x
n=1

ðàñõîäèòñÿ ïðè x=0 (è âîîáùå ïðè x = kπ äëÿ ëþáîãî öåëîãî k ).

Ïðèìåð 5. Âû÷èñëåíèå íåáåðóùèõñÿ èíòåãðàëîâ.

Èçâåñòíî, ÷òî èíòåãðàë


Z
sin t
dt
t
26
íå áåð¼òñÿ â ýëåìåíòàðíûõ ôóíêöèÿõ. Îäíàêî (çàáåãàÿ íåìíîãî âïå-
ð¼ä) ìîæíî ïîêàçàòü, ÷òî


sin t X (−1)n 2n
= t .
t n=0
(2n + 1)!
Ñëåäîâàòåëüíî

x ∞
(−1)n
Z
sin t X
Si x = dt = x2n+1
0 t n=0
(2n + 1)!(2n + 1)
 ðÿä Ëåéáíèöà, êîòîðûé î÷åíü õîðîøî âû÷èñëÿåòñÿ.
Ôóíêöèÿ Si íàçûâàåòñÿ èíòåãðàëüíûì ñèíóñîì.

Ïðèìåð 6. Ðÿä

X n
n
.
n=1
x

Èññëåäóåì íà àáñîëþòíóþ ñõîäèìîñòü ñ ïîìîùüþ ïðèçíàêà Äà-


ëàìáåðà

n+1
|xn+1 | n+1 1 1 1
n = · →1· = ïðè n → ∞.
|xn | n |x| |x| |x|
P∞ n
Ïî ïðèçíàêó Äàëàìáåðà ðÿä n=1 xn

1
ñõîäèòñÿ ïðè < 1 ←→ |x| > 1,
|x|
1
ðàñõîäèòñÿ ïðè > 1 ←→ |x| < 1.
|x|
Ïðè |x| = P
1 íå âûïîëíÿåòñÿ íåîáõîäèìûé ïðèçíàê ñõîäèìîñòè, ïî-
∞ n
ýòîìó ðÿä n=1 xn ðàñõîäèòñÿ.
1
Ïîñ÷èòàåì ñóììó ýòîãî ðÿäà ïðè |x| > 1. Îáîçíà÷èì t = x, è
ïîëó÷àåì ðÿä

∞ ∞ ∞
X n X
n
X
n−1 1 1 1
= nt = t nt = t = ·  =
x n (1 − t)2 x 1 2
n=1 n=1 n=1 1 − x

27
1 x2 x
= · 2 = .
x (1 − x) (1 − x)2
Ïðèìåð 7. Ðÿä Ëàìáåðòà

X xn
.
n=1
1 − xn

Ïîïðîáóåì ïðèìåíèòü îïÿòü ïðèçíàê Äàëàìáåðà

|x|n+1
1 − xn

|1−xn+1 |
|x|n
= |x| · n+1
.
1−x
|1−xn |

ßñíî, ÷òî |x| =


6 1.
Ïóñòü |x| < 1. Òîãäà
1 − xn

1 − xn+1 → 1 ïðè n → ∞.

Ñëåäîâàòåëüíî

|x|n+1
1 − xn

|1−xn+1 |
|x|n
= |x| · → |x| < 1 ïðè n → ∞.
1 − xn+1
|1−xn |

Ðÿä Ëàìáåðòà ñõîäèòñÿ ïðè |x| < 1 ïî ïðèçíàêó Äàëàìáåðà.


Ïóñòü |x| > 1.  ýòîì ñëó÷àå
1 − xn n 1 −1

|x| x n
→ 1
=
1 − xn+1 |x|n+1 1 ïðè n → ∞.
xn+1 − 1
|x|
Îòñþäà

|x|n+1
1 − xn

|1−xn+1 |
= |x| · → |x| · 1 = 1 ïðè n → ∞.
|x|n 1 − xn+1 |x|
|1−xn |

Ïî ïðèçíàêó Äàëàìáåðà íåëüçÿ íè÷åãî ñêàçàòü î ñõîäèìîñòè ðÿäà


Ëàìáåðòà |x| > 1.

28
Ðàññìîòðèì ðÿä Ëàìáåðòà ïî èíîìó.

xn xn − 1 + 1 1
= = − 1.
1 − xn 1 − xn 1 − xn
Ïðè |x| > 1.
xn xn − 1 + 1 1
= = − 1 → −1 ïðè n→∞
1 − xn 1 − xn 1 − xn
Ïðè |x| > 1 íå âûïîëíÿåòñÿ íåîáõîäèìûé ïðèçíàê ñõîäèìîñòè, ïî-
ýòîìó ðÿä Ëàìáåðòà ðàñõîäèòñÿ.
Ïóñòü |x| < 1. Äëÿ ëþáîãî íàòóðàëüíîãî n
∞ ∞
xn 1 X
nk
X
n
= n
− 1 = x − 1 = xnk .
1−x 1−x
k=0 k=1

Îòñþäà ðÿä Ëàìáåðòà ïðè |x| < 1


∞ ∞ ∞ ∞
X xn XX
nk
X
n
= x = τ (n)xn ,
n=1
1−x n=1 n=1
k=1

ãäå τ (n)  êîëè÷åñòâî íàòóðàëüíûõ äåëèòåëåé íàòóðàëüíîãî ÷èñëà


n.
Eñëè ε > 0, òî
ln n
τ (n) < 2(1+ε) ln ln n
äëÿ âcåx n > n0 (ε) è
ln n
τ (n) > 2(1−ε) ln ln n
äëÿ áåñêîíå÷íî ìíîãèõ çíà÷åíèé n.

1.3. Ñòåïåííûå ðÿäû


Îïðåäåëåíèå. Ôóíêöèîíàëüíûé ðÿä


X
ai (t − c)i = a0 + a1 (t − c) + a2 (t − c)2 + . . . ,
i=0

29
ãäå ai ∈ R äëÿ ëþáîãî i ∈ {0, 1, . . . } è t ∈ R, íàçûâàåòñÿ (äåéñòâè-
òåëüíûì) ñòåïåííûì ðÿäîì.

Çàìå÷àíèå. Çàìåíà t−c=x äà¼ò ñòåïåííîé ðÿä âèäà


X
ai x i = a0 + a1 x + a2 x 2 + . . . .
i=0

Ïîýòîìó ìû áóäåì ðàññìàòðèâàòü òîëüêî ñòåïåííûå ðÿäû âèäà



X
ai x i = a0 + a1 x + a2 x 2 + . . . .
i=0

Òåîðåìà 10 (î ðàäèóñå ñõîäèìîñòè (ïåðâàÿ òåîðåìà Àáåëÿ äëÿ ñòå-


ïåííûõ ðÿäîâ)) Ïóñòü çàäàí ñòåïåííîé ðÿä P∞i=0 aixi. Òîãäà ñóùå-
.
ñòâóåò òàêîå äåéñòâèòåëüíîå ÷èñëî r > 0 èëè r = +∞, ÷òî
1)ñòåïåííîé ðÿä P∞i=0 aixi ñõîäèòñÿ è ïðè÷¼ì àáñîëþòíî ïðè |x| <
r ê íåïðåðûâíîé ôóíêöèè è ðàñõîäèòñÿ ïðè |x| > r, êðîìå òîãî
äàííûé ðÿä ñõîäèòñÿ ðàâíîìåðíî ïðè |x| 6 r0 < r;
2)åñëè ñóùåñòâóåò ïðåäåë
èëè ñóùåñòâóåò ïðåäåë

an+1 p
n
lim = `, lim |an | = `,
n→∞ an n→∞

òîãäà
1
r= ,
`
çäåñü ìû ñ÷èòàåì, ÷òî 01 = ∞ è ∞1 = 0.
Îïðåäåëåíèå. ×èñëî r, îïðåäåëÿåìîé â òåîðåìå, íàçûâàåòñÿ ðàäè-
óñîì ñõîäèìîñòè.

Îïðåäåëåíèÿ.
P∞ i
ßñíî, ÷òî ñòåïåííîé ðÿä i=0 ai x ñõîäèòñÿ âñåãäà
ïðè x = 0.
P∞ i
1) Åñëè ðàäèóñ ñõîäèìîñòè ðàâåí 0, òî ñòåïåííîé ðÿä i=0 ai x
ñõîäèòñÿ òîëüêî ïðè x = 0.

30
2) Åñëè ðàäèóñ ñõîäèìîñòè ðàâåí
P∞ r ∈ (0, ∞), òî ñòåïåííîé ðÿä
i
i=0 ai x ñõîäèòñÿ â èíòåðâàëå (−r, r), êîòîðûé íàçûâàåòñÿ
èíòåðâàëîì ñõîäèìîñòè, ðàñõîäèòñÿ ïðè |x| > r , òî åñòü
ïðè
x ∈ (−∞, −r) ∪ (r, ∞).
Ïðè x = −r è x=r ñõîäèìîñòü òðåáóåò îòäåëüíîãî èçó÷åíèÿ.
P∞ i
3) Åñëè ðàäèóñ ñõîäèìîñòè ðàâåí r = ∞, òî ñòåïåííîé ðÿä i=0 ai x
ñõîäèòñÿ ïðè ëþáîì x, è èìååì áåñêîíå÷íûé èíòåðâàë ñõî-
äèìîñòè (−∞, ∞).

Äîêàçàòåëüñòâî òåîðåìû î ðàäèóñå ñõîäèìîñòè.


P∞ i
1) ßñíî, ÷òî ñòåïåííîé ðÿä i=0 ai x ñõîäèòñÿ âñåãäà ïðè x = 0.
Åñëè íåò äðóãèõ x ∈ R, â êîòîðûõ äàííûé ðÿä ñõîäèòñÿ, òî
r = 0, è â ýòîì ñëó÷àå âñ¼ äîêàçàíî.

Òåïåðü ïðåäïîëîæèì, ÷òî ñóùåñòâóåò òàêîå x0 ∈ R, ÷òî ðÿä


P ∞ i
i=0 ai x0 ñõîäèòñÿ. Òîãäà ïî íåîáõîäèìîìó ïðèçíàêó ñõîäèìî-
n
ñòè an x0 → 0 ïðè n → ∞. Âñÿêàÿ ñõîäÿùàÿñÿ (ê êîíå÷íîìó
ïðåäåëó) ïîñëåäîâàòåëüíîñòü îãðàíè÷åíà. Ïîýòîìó ñóùåñòâóåò
òàêîå ÷èñëî M, ÷òî |an xn0 | 6 M äëÿ ëþáîãî n ∈ {0, 1, . . . }.
Äàëåå, äëÿ ëþáîãî òàêîãî x, ÷òî |x| < |x0 | èìååì


x
= q ∈ (0, 1).
x0

Ïîýòîìó

∞ ∞
i x i

ai x0 · 6 M (1+q+· · ·+q n +. . . ) = M · 1 .
X i X
ai x =
i=0 i=0
x0 1−q
P∞ i
Ñëåäîâàòåëüíî, äëÿ ëþáîãî òàêîãî x, ÷òî |x| < |x0 |, ðÿä i=0 ai x
ñõîäèòñÿ àáñîëþòíî, à ðàâíîìåðíàÿ ñõîäèìîñòü ñëåäóåò èç òåî-
ðåìû Âåéåðøòðàññà, è èç ðàâíîìåðíîé ñõîäèìîñòè ñëåäóåò íåïðå-
ðûâíîñòü ñóììû.

31
Òàêèì îáðàçîì, ìîæåì îïðåäåëèòü


( )
X
r = sup |x0 | | ai xi0 ñõîäèòñÿ .
i=0

Ýòî r óäîâëåòâîðÿåò òðåáóåìûì óñëîâèÿì.



an+1
Äîïóñòèì, ÷òî ñóùåñòâóåò ïðåäåë limn→∞
2)
an = l . Òîãäà ïðè-
P∞ i
ìåíèì ïðèçíàê Äàëàìáåðà ê ðÿäó i=0 ai x

an+1 xn+1

lim = l · |x|.
n→∞ an xn

3) Ïî ïðèçíàêó Äàëàìáåðà ïðè

1
l · |x| < 1 ←→ |x| <
l
P∞ i
ðÿä i=0 ai x ñõîäèòñÿ, à ïðè

1
l · |x| > 1 ←→ |x| >
l
ðàñõîäèòñÿ. Ïîýòîìó
1
r= .
l
p
Ñëó÷àé limn→∞ n
|an | ðàçáèðàåòñÿ àíàëîãè÷íî ñ èñïîëüçîâàíè-
åì ïðèçíàêà Êîøè.

1.3.1. Ïðèìåðû
Ïðèìåð 1. Ãåîìåòðè÷åñêàÿ ïðîãðåññèÿ


X
xn .
n=0

32
Ðàíüøå ïîíÿëè, ÷òî ðàäèóñ ñõîäèìîñòè ðàâåí 1, à ïðè |x| > 1
ðàñõîäèòñÿ.

Ïðèìåð 2. Ýêñïîíåíòà

x
X xn
e = .
n=0
n!

Òàê êàê
1
(n+1)! n! 1
1 = = →0 ïðè n → ∞,
n!
(n + 1)! n + 1
òî ðàäèóñ ñõîäèìîñòè r = ∞, òî åñòü ðÿä ñõîäèòñÿ äëÿ ëþáîãî x ∈ R.

Ïðèìåð 3. Ðÿä

X
n!xn .
n=0

Òàê êàê
(n + 1)!
= n + 1 → ∞ ïðè n → ∞,
n!
òî ðàäèóñ ñõîäèìîñòè r = 0, òî åñòü ðÿä ñõîäèòñÿ òîëüêî â 0.

Òåîðåìà 11
P(î äèôôåðåíöèðîâàíèè ñòåïåííîãî ðÿäà) Ïóñòü ñòå- .
ïåííîé ðÿä ∞
= f (x) èìååò íåíóëåâîé ðàäèóñ ñõîäèìîñòè
n=0 an x
n

(â ÷àñòíîñòè, ìîæåò áûòü r = ∞).


1. Ñòåïåííîé ðÿä P∞n=0 anxn è ðÿä èç ïðîèçâîäíûõ P∞n=1 nanxn−1
èìåþò îäèíàêîâûå ðàäèóñû ñõîäèìîñòè.
2. Äëÿ ëþáîãî x c |x| < r

X
0
f (x) = nan xn−1 .
n=1

Äîêàçàòåëüñòâî.
33
P∞ n
1) Ïóñòü r>0  ðàäèóñ ñõîäèìîñòè ðÿäà
P∞ n=0 an x , à r1  ðà-
n−1
äèóñ ñõîäèìîñòè ðÿäà n=1 nan x .
P∞ n
Ïóñòü 0 < |x0 | < r . Òîãäà ðÿä n=0 an x0 ñõîäèòñÿ. Ñíîâà êàê â
n
ïðåäûäóùåé òåîðåìå ñóùåñòâóåò òàêîå ÷èñëî M , ÷òî |an x0 | 6
M äëÿ ëþáîãî n ∈ {0, 1, . . . } èëè ðàâíîñèëüíî

M
|an | 6 .
|xn0 |
Òåïåðü äëÿ ëþáîãî x ∈ [−ρ, ρ], ãäå 0 < ρ < |x0 |,
 n−1
n−1 n−1 M M ρ
|nan x | = n|an ||x| 6 n · n · ρn−1 = ·n· .
|x0 | |x0 | |x0 |
Îáîçíà÷èì
M ρ
=µ è = q ∈ (0, 1).
|x0 | |x0 |
P∞ n−1
Ïîëó÷èëè, ÷òî ðÿä èç ïðîèçâîäíûõ n=1 nan x äëÿ ëþáîãî
x ∈ [−ρ, ρ] ìàæîðèðóåòñÿ ÷èñëîâûì ðÿäîì


X
nµq n−1 .
n=1

Òàê êàê
(n + 1)µq n
lim = q < 1,
n→∞ nµq n−1
P∞ n−1
òî ïî ïðèçíàêó Äàëàìáåðà ðÿä n=1 nµq ñõîäèòñÿ. Â ñèëó
ïðîèçâîëüíîñòè âûáîðà x0 è ρ ïî òåîðåìå Âåéåðøòðàññà ðÿä
P∞ n−1
n=1 nan x ñõîäèòñÿ äëÿ ëþáîãî x ∈ (−r, r). Èíûìè ñëîâàìè
r 6 r1 .
Ñ äðóãîé ñòîðîíû ìîæíî ïðèìåíèòü òåîðåìó îá èíòåãðèðîâà-
íèè ðàâíîìåðíî ñõîäÿùåãîñÿ ðÿäà äëÿ ëþáîãî
P∞ x ∈ (−r1 , r1 ) ê
n−1
ðÿäó èç ïðîèçâîäíûõ n=1 nan x è ïîëó÷èì, ÷òî ñõîäèòñÿ
ðÿä
∞ Z
X x ∞
X
n−1
nan x = an x n .
n=1 0 n=1

34
Îòêóäà r > r1 , òî åñòü
r = r1 .
2) Âñ¼ ñðàçó ñëåäóåò èç òåîðåìû î äèôôåðåíöèðîâàíèè ðàâíîìåð-
íî ñõîäÿùåãîñÿ ðÿäà.

Îïðåäåëåíèå. Ïóñòü ôóíêöèÿ f : (a, b) → R èìååò ïðîèçâîäíûå


ëþáîãî ïîðÿäêà íà (a, b). Ïóñòü c ∈ (a, b). Òîãäà ìîæíî îïðåäåëèòü
ñòåïåííîé ðÿä


0 f 00 (c) 2
X f (n) (c)
f (c) + f (c)(t − c) + (t − c) + · · · = (t − c)n ,
2! n=0
n!

êîòîðûé íàçûâàåòñÿ ðÿäîì Òåéëîðà ôóíêöèè f â òî÷êå c. Ñðà-


çó æå îòìåòèì, ÷òî ÷àñòè÷íûìè ñóììàìè ðÿäà Òåéëîðà ÿâëÿþòñÿ
ìíîãî÷ëåíû Òåéëîðà ôóíêöèè f â òî÷êå c.

Ïóñòü òåïåðü ôóíêöèÿ f : (a, b) → R îïðåäåëÿåòñÿ äëÿ ëþáîãî


t ∈ (a, b) êàê ñóììà ñòåïåííîãî ðÿäà


X
f (t) = an (t − c)n .
n=0

Òîãäà

f (c) = a0 ,

X
0
f (t) = a1 + nan (t − c)n−1 −→ f 0 (c) = a1 ,
n=2

00
X
n−2 f 00 (c)
f (t) = 2a2 + n(n − 1)an (t − c) −→ = a2 ,
n=3
2

è âîîáùå äëÿ ëþáîãî íàòóðàëüíîãî k



(k)
X n! f (k) (c)
f (t) = k!ak + an (t − c)n−k −→ = ak .
(n − k − 1)! k!
n=k+1

35
Òàêèì îáðàçîì ïîëó÷èëè ðàçëîæåíèå ôóíêöèè â ðÿä Òåéëîðà.

Çàìå÷àíèå. Âîïðîñ î ñîâïàäåíèè ñóììû ðÿäà Òåéëîðà â òî÷êå t 6= c


cî çíà÷åíèåì f (t) ìîæåò áûòü î÷åíü òðóäåí.  êà÷åñòâå ïðèìåðà
ðàññìîòðèì äâå ôóíêöèè

Ñòàíäàðòíûé ïðèìåð.
(
0 ïðè x = 0,
g(x) = 1
e − x2 ïðè x 6= 0, x ∈ R.

Ïðèìåð Ìàðàòà Äàâèäîâè÷à Ðàìàçàíîâà (1970 ã.)


(
0 ïðè x > 0,
h(x) = 1
e− x ïðè x > 0, x ∈ R.

Êàæäàÿ èç ýòèõ ôóíêöèé èìååò â 0 ïðîèçâîäíóþ ëþáîãî ïîðÿäêà,


êîòîðàÿ ðàâíà 0. Ïîýòîìó ðÿäû Òåéëîðà íóëåâûå, à ñàìè ôóíêöèè
íå íóëåâûå!

Çàìå÷àíèå. Ïðè c = 0 ÷àñòî ðÿä Òåéëîðà íàçûâàþò ðÿäîì Ìàêëîðå-


íà.

Îñíîâîïîëàãàþùåå ïîëîæåíèå. ×àñòî èìåííî ïðåäñòàâëåíèå ôóíê-


öèè â âèäå ñóììû ñòåïåííîãî ðÿäà ÿâëÿåòñÿ ñòðîãèì îïðåäåëå-
íèåì ôóíêöèè.

1.3.2. Ïðèìåðû
1. Ýêñïîíåíòà ex .
Òàê êàê ïðîèçâîäíàÿ ôóíêöèè ex âñåãäà ñíîâà ðàâíà ex . Ïîýòîìó ðÿä
Òåéëîðà â òî÷êå 0:

x x2 xn X xn
e =1+x+ + ··· + + ··· = .
2! n! n=0
n!
Ìîæíî ïîíÿòü, ÷òî âñå ñâîéñòâà ýêñïîíåíòû ìîæíî âûâåñòè èç îïðå-
äåëåíèÿ ÷åðåç ðÿä.

36
2. Òðèãîíîìåòðè÷åñêèå ôóíêöèè cos x è sin x.

Ïîäñ÷èòàâ ïðîèçâîäíûå ôóíêöèé cos x è sin x, ïîëó÷èì ðÿäû Òåéëî-


ðà â òî÷êå 0:

x2 x2n X x2n
cos x = 1 − + · · · + (−1)n + ··· = (−1)n ,
2! (2n)! n=0
(2n)!

x3 n x
2n+1 X
n x
2n+1
sin x = x − + · · · + (−1) + ··· = (−1) .
3! (2n + 1)! n=0
(2n + 1)!

3. Ãèïåðáîëè÷åñêèå ôóíêöèè ch x è sh x.

Èìååì ïî îïðåäåëåíèþ

∞ ∞
!
ex + e−x 1 X xn X (−x)n
ch x = cosh(x) = = + =
2 2 n=0
n! n=0
n!
∞ ∞ ∞
1 X xn + (−x)n 1 X 2x 2k X x2k
= = = =
2 n=0
n! 2 (2k)! (2k)!
k=0 k=0
2 2k
x x
=1+ + ··· + + ...
2! (2k)!
∞ ∞
!
x −x
e −e 1 X xn X (−x)n
sh x = sinh(x) = = − =
2 2 n=0
n! n=0
n!
∞ ∞ ∞
1 X xn − (−x)n 1 X 2x2k+1 X x2k+1
= = = =
2 n=0
n! 2 (2k + 1)! (2k + 1)!
k=0 k=0
3 2k+1
x x
=x+ + ··· + + ...
3! (2k + 1)!
.

37
4. Íàòóðàëüíûé ëîãàðèôì ln(1 + x).
Òàêîå ðàññìîòðåíèå íàòóðàëüíîãî ëîãàðèôìà äëÿ íàñ óäîáíåå. Çíà-

38
åì, ÷òî íà èíòåðâàëå (−1, 1)

1 X
= 1 − t + t2 − t3 + · · · = (−1)n tn .
1+t n=0

Ïðîèíòåãðèðóåì ýòî ðàâåíñòâî

x ∞ x ∞
xn+1
Z Z
dt X
n n
X
n
ln(1 + x) = = (−1) t dt = (−1) dt =
0 1 + t n=0 0 n=0
n + 1
x2 x3 x4 n−1 x
n
=x− + − + · · · + (−1) + ...
2 3 4 n
Ïîëó÷åííûé ðÿä ñõîäèòñÿ íà (−1, 1] (ñõîäèìîñòü â òî÷êå x=1 ïî-
íÿòíà (ëåéáíèöåâñêèé ðÿä), à òî ÷òî ýòî áóäåò ln 2 ñëåäóåò èç íåäî-
êàçûâàåìîé íàìè âòîðîé òåîðåìû Àáåëÿ).

5. Îáîáù¼ííàÿ ñòåïåííàÿ ôóíêöèÿ (1 + x)α .

Äëÿ ëþáîãî äåéñòâèòåëüíîãî α ìîæíî äëÿ ëþáîãî x ∈ (−1, ∞) îïðå-


äåëèòü ÷èñëî
eα ln(1+x) .
Âîçíèêàåò ôóíêöèÿ

(1 + x)α : (−1, ∞) → R, ãäå (1 + x)α = eα ln(1+x) .

Çàìå÷àíèå. Êîíå÷íî, ìîæíî áûëî ðàññìàòðèâàòü ôóíêöèþ xα =


eα ln(x) äëÿ x > 0. Îäíàêî äëÿ íàøèõ öåëåé, à èìåííî ðàçëîæåíèå
â ðÿä Òåéëîðà, óäîáíåå ôóíêöèÿ (1 + x)α .
Çàìåòèì, ÷òî ïðîèçâîäíàÿ

 0 α
α 0 α ln(1+x)
((1 + x) ) = e = eα ln(1+x) · = α(1 + x)α−1 .
1+x
Ïîëó÷àåì ïîëíóþ àíàëîãèþ ñ îáû÷íîé ñòåïåííîé ôóíêöèåé.

39
Òåïåðü äîñòàòî÷íî ëåãêî ïîíÿòü, ÷òî ðàçëîæåíèå â ðÿä Òåéëîðà
â òî÷êå x=0 òàêîâî:

α(α − 1) 2
(1 + x)α = 1 + αx + x + ··· =
2

X α(α − 1) · · · (α − n + 1) n
=1+ x .
n=1
n!

Ïðè íåîòðèöàòåëüíîì öåëîì α ðÿä ñòàíîâèòñÿ êîíå÷íûì è ïðåâðà-


ùàåòñÿ â îáû÷íûé áèíîì Íüþòîíà.

Ñîãëàøåíèå. Áóäåì ñ÷èòàòü, ÷òî α ÍÅ ÿâëÿåòñÿ íåîòðèöàòåëüíûì


öåëûì ÷èñëîì, òî åñòü ëèáî α < 0, ëèáî α>0 è íå öåëîå.

Ïðè ýòîì óñëîâèè èññëåäóåì ðÿä Òåéëîðà ôóíêöèè íà ñõîäèìîñòü


α(α−1)···(α−n)xn+1 n+1
(n+1)! α(α − 1) · · · (α − n)
· n! x
n
=
α(α−1)···(α−n+1)x α(α − 1) · · · (α − n + 1) (n + 1)! · n =
x
n!
|α − n|
= · |x| → 1 · |x| = |x| ïðè n → ∞.
n+1
Îòêóäà ïî ïðèçíàêó Äàëàìáåðà ïîëó÷àåì, ÷òî ðàäèóñ ñõîäèìîñòè
ýòîãî ðÿäà Òåéëîðà ðàâåí 1.
1
α= . Ïîëó÷àåì ïðè |x| < 1
2
1 1

√ 1 −1 2 1 1
1+x=1+ x+ 2 2
x + · · · = 1 + x − x2 + . . .
2 2! 2 8

1
α=− . Ïîëó÷àåì ïðè |x| < 1
2
1
− 12 − 1 2

1 1 1 3
√ =1− x− 2
x + · · · = 1 − x + x2 + . . .
1+x 2 2! 2 8

40
6. Èíòåãðèðîâàíèå íåáåðóùèõñÿ èíòåãðàëîâ
à) Èíòåãðàëüíûé ñèíóñ
Z x
sin t
Si x = dt
0 t
ó íàñ áûë è ïîòîìó

x ∞
(−1)n
Z
sin t X
Si x = dt = x2n+1 .
0 t n=0
(2n + 1)!(2n + 1)

á) Èíòåãðàë Ïóàññîíà (Ýéëåðà)


Z x
2
e−t dt
0

â îïðåäåë¼ííîì ñìûñëå ñàìûé èçâåñòíûé è ïîëåçíûé, êàê ìû


2
óâèäèì ïîçæå. Ðàçëàãàÿ e−t â ðÿä Òåéëîðà â òî÷êå 0 è èíòå-
ãðèðóÿ, ìû ïîëó÷àåì

∞ ∞ Z
!
x x x
(−1)n t2n (−1)n t2n
Z Z
−t2
X X
e dt = dt = dt =
0 0 n=0
n! n=0 0 n!
∞ n 2n+1
X (−1) x
= .
n=0
n!(2n + 1)

â) Ñëåäóþùèé èíòåãðàë (Ôðåíåëÿ)


Z x
cos t2 dt
0

 áëèæàéøèé ðîäñòâåííèê ïðåäûäóùåãî, íî ýòî ïîêà ñåêðåò,


ìîæåò áûòü îá ýòîì âû óçíàåòå â êóðñå ÒÔÊÏ. Ðàçëàãàÿ cos t2
â ðÿä Òåéëîðà â òî÷êå 0 è èíòåãðèðóÿ, ìû ïîëó÷àåì

∞ ∞ Z
!
x x x
(−1)n t4n (−1)n t4n
Z Z X X
2
cos t dt = dt = dt =
0 0 n=0
(2n)! n=0 0 (2n)!

41

X (−1)n x4n+1
= .
n=0
(2n)!(4n + 1)

ã) Ýëëèïòè÷åñêèé èíòåãðàë (Ëåæàíäðà)


Z xp
1 − k 2 sin2 tdt, 0<k<1
0

âîçíèêàåò ïðè âû÷èñëåíèè äëèíû äóãè ýëëèïñà. Äëÿ âû÷èñ-


ëåíèÿ èíòåãðàëà ïîäûíòåãðàëüíàÿ ôóíêöèÿ ðàçëàãàåòñÿ â ðÿä
îòíîñèòåëüíî x = −k 2 sin2 t
p 1 1
1 − k 2 sin2 t = 1 − k 2 sin2 t − k 4 sin4 t + . . .
2 8
Òåïåðü èíòåãðèðóåì
Z xp Z x 
1 1
1−k 2 sin2 tdt = 1− k 2 sin2 t− k 4 sin4 t+ . . . dt =
0 0 2 8
2 Z x
k4 x 4
Z
k 2
=x− sin t dt − sin t dt + . . .
2 0 8 0

Äëÿ íàõîæäåíèÿ äëèíû ýëëèïñà äîñòàòî÷íî âû÷èñëèòü äëèíó


π
÷åòâåðòóøêè, òî åñòü äëÿ x= . Èçâåñòíî, ÷òî
2
π
(2n − 1)!
Z
2 π 1 π
sin2n t dt = = C n
2n−1 .
0 2n−1 (n − 1)! · 2n n! 2 22n−1 2
Îòñþäà
Z π
2 1 π 1 π
sin2 t dt = C11 = · ,
2 2 2 2
Z0 π
2 1 π 3 π
sin4 t dt = 3 C32 = · .
0 2 2 8 2
Òàêèì îáðàçîì äëèíà ýëëèïñà êðàòíà
Z π  
2 p
2 1 2 3 4
4 1 − k 2 sin tdt = 2π 1 − k − k + . . . .
0 4 64
42
1.4. Ðÿäû Ôóðüå (òðèãîíîìåòðè÷åñêèå ðÿäû,
ãàðìîíè÷åñêèé àíàëèç)
Îïðåäåëåíèå. Òðèãîíîìåòðè÷åñêîé ñèñòåìîé ôóíêöèé íà-
çîâ¼ì ñëåäóþùóþ ïîñëåäîâàòåëüíîñòü

1
, cos x, sin x, cos 2x, sin 2x, . . . , cos nx, sin nx, . . .
2
Îïðåäåëåíèå. Ïóñòü {an }∞ ∞
n=0 è {bn }n=1  ÷èñëîâûå ïîñëåäîâàòåëü-
íîñòè. Òðèãîíîìåòðè÷åñêèì ðÿäîì ñ êîýôôèöèåíòàìè Ôóðüå

({an }∞ ∞
n=0 , {bn }n=1 )

íàçîâ¼ì ðÿä

a0 X
+ (an cos nx + bn sin nx) .
2 n=1

Ïðåæäå ÷åì èññëåäîâàòü òðèãîíîìåòðè÷åñêèå ðÿäû íåîáõîäèìî


ïîíÿòü ñâîéñòâà òðèãîíîìåòðè÷åñêîé ñèñòåìû ôóíêöèé.

Òåîðåìà 12 (î ñâîéñòâàõ òðèãîíîìåòðè÷åñêîé ñèñòåìû ôóíêöèé) .


1. Èíòåãðàëû îò êâàäðàòîâ ôóíêöèé
Äëÿ ëþáîé ôóíêöèè ϕ 6= 12 èç òðèãîíîìåòðè÷åñêîé ñèñòåìû
ôóíêöèé
π  2
π
è
Z Z
1 π
ϕ2 (x) dx = π dx = .
−π −π 2 2

Èíûìè ñëîâàìè äëÿ ëþáîãî íàòóðàëüíîãî n


π π  2
π
è
Z Z Z
1 π
cos2 nx dx = sin2 nx dx = π dx = .
−π −π −π 2 2

2. Èíòåãðàëû îò ïðîèçâåäåíèé ôóíêöèé

43
Äëÿ ëþáûõ äâóõ ôóíêöèè ϕ 6= ψ èç òðèãîíîìåòðè÷åñêîé ñè-
ñòåìû ôóíêöèé Z π
ϕ(x)ψ(x) dx = 0.
−π
Ýòî ñâîéñòâî íàçûâàþò îðòîãîíàëüíîñòüþ.
Èíûìè ñëîâàìè äëÿ ëþáîãî íàòóðàëüíîãî n
Z π Z π Z π
1 1
· cos nx dx = · sin nx dx = cos nx sin nx dx = 0,
−π 2 −π 2 −π

è äëÿ ëþáûõ íàòóðàëüíûõ n 6= k


Z π Z π Z π
cos nx cos kx dx= sin nx sin kx dx= cos nx sin kx dx=0.
−π −π −π

Çàìå÷àíèå. Óòâåðæäåíèå òåîðåìû ìîæíî çàïèñàòü â ñëåäóþùåì ðàâ-


íîñèëüíîì âèäå:
Z π
dx = 2π,
−π

äëÿ ëþáîãî íàòóðàëüíîãî n


Z π Z π
cos nx dx = sin nx dx = 0,
−π −π

äëÿ ëþáûõ íàòóðàëüíûõ n è k


(
Z π Z π
π ïðè n = k,
cos nx cos kx dx = sin nx sin kx dx =
−π −π 0 ïðè n 6= k;
Z π
cos nx sin kx dx = 0.
−π

44
Äîêàçàòåëüñòâî òåîðåìû.
1. Â ñàìîì äåëå,

 2
π
1 π
Z Z
1 1 π
dx = dx = (π − (−π)) = .
−π 2 4 −π 4 2
Äàëåå äëÿ ëþáîãî íàòóðàëüíîãî n
Z π Z π
2 1
cos nx dx = (1 + cos 2nx) dx =
−π −π 2
 
1 1
= (π − (−π)) + (sin 2nπ − sin 2n(−π)) =
2 2n
 
1 1
= 2π + (0 − 0)) = π.
2 2n
Òàêæå äëÿ ëþáîãî íàòóðàëüíîãî n
Z π Z π
2 1
sin nx dx = (1 − cos 2nx) dx =
−π −π 2
 
1 1
= (π − (−π)) − (cos 2nπ − cos 2n(−π)) =
2 2n
 
1 1
= 2π − (1 − 1) = π.
2 2n

2. Äëÿ ëþáîãî íàòóðàëüíîãî n


Z π
1 1
cos nx dx= (sin nπ− sin n(−π))= (0−0)=0,
n n
Z−ππ
1 1
sin nx dx=− (cos nπ− cos n(−π))=− ((−1)n −(−1)n )=0.
−π n n
Ïîýòîìó äëÿ ëþáîãî íàòóðàëüíîãî n
Z π Z π
1 1
· cos nx dx = · sin nx dx = 0.
−π 2 −π 2
45
Îòñþäà äëÿ ëþáîãî íàòóðàëüíîãî n
Z π Z π
1
cos nx sin nx dx = (sin 2nx) dx =
−π −π 2
1 π
Z
1
= sin 2nx dx = · 0 = 0.
2 −π 2

Äëÿ ëþáûõ íàòóðàëüíûõ n 6= k


Z π Z π
1
cos nx cos kx dx = (cos(n + k)x + cos(n − k)x) dx =
−π −π 2
Z π Z π 
1
= cos(n + k)x dx + cos(n − k)x dx =
2 −π −π
 
1 1 1
= ·0+ · 0 = 0,
2 n+k n−k
àíàëîãè÷íî

Z π Z π
1
sin nx sin kx dx = (− cos(n+k)x − cos(n−k)x) dx = 0,
2
Z−ππ Z−ππ
1
cos nx sin kx dx = (sin(n+k)x + sin(n−k)x) dx = 0.
−π −π 2

Òåîðåìà 13 (î íàõîæäåíèè êîýôôèöèåíòîâ Ôóðüå) . Ïóñòü òðèãî-


íîìåòðè÷åñêèé ðÿä

a0 X
+ (an cos nx + bn sin nx)
2 n=1

ñõîäèòñÿ ðàâíîìåðíî íà [−π, π] è f (x)  åãî ñóììà. Òîãäà


π
äëÿ ëþáîãî n ∈ {0, 1, 2, . . . },
Z
1
an = f (x) cos nx dx,
π −π

46
â ÷àñòíîñòè,
1 π
Z
a0 = f (x) dx;
π −π
1 π
äëÿ ëþáîãî n ∈ {1, 2, . . . }.
Z
bn = f (x) sin nx dx,
π −π
Äîêàçàòåëüñòâî. Â ñèëó ðàâíîìåðíîé ñõîäèìîñòè ìîæíî èíòåãðè-
ðîâàòü äàííûé òðèãîíîìåòðè÷åñêèé ðÿä è ïî òåîðåìå î ñâîéñòâàõ
òðèãîíîìåòðè÷åñêîé ñèñòåìû ôóíêöèé

Z π Z π ∞ Z π
1 1 a0 1X
f (x) dx = dx + (an cos nx + bn sin nx) dx =
π −π π −π 2 π n=1 −π

1 a0 1X
= · 2π + (an · 0 + bn · 0) = a0 .
π 2 π n=1

Çàôèêñèðóåì ïðîèçâîëüíîå íàòóðàëüíîå n. Ðàññìîòðèì ðÿä


a0 X
f (x) cos nx = · cos nx + (ak cos kx + bk sin kx) cos nx.
2
k=1

Åñëè Sm (x)  ÷àñòè÷íàÿ ñóììà ñ íîìåðîì m èñõîäíîãî ðÿäà, òî


Sm (x) cos nx  ÷àñòè÷íàÿ ñóììà ñ íîìåðîì m íîâîãî ðÿäà. Òàê êàê
äëÿ ëþáîãî x ∈ [−π, π]

|f (x) cos nx−Sm (x) cos nx| = |f (x)−Sm (x)| · |cos nx| 6 |f (x)−Sm (x)| ,

òî ÿñíî, ÷òî íîâûé ðÿä ñõîäèòñÿ ðàâíîìåðíî. Ïîýòîìó åãî ìîæíî èí-
òåãðèðîâàòü è ïî òåîðåìå î ñâîéñòâàõ òðèãîíîìåòðè÷åñêîé ñèñòåìû
ôóíêöèé
Z π
1
f (x) cos nx dx =
π −π
Z π ∞ Z π
1 a0 1X
= cos nx dx+ (ak cos kx cos nx+bk sin kx cos nx) dx =
π −π 2 π −π
k=1

47

1X 1
=0+ (ak · 0 + bk · 0) + (an π + bn · 0) = an .
π π
k=1
k6=n

Êîýôôèöèåíò bn íàõîäèòñÿ àíàëîãè÷íî ïðè ðàññìîòðåíèè f (x) sin nx.

Îïðåäåëåíèå. Ïóñòü çàäàíà ôóíêöèÿ f : [−π, π] → R èëè, ÷óòü áî-


ëåå îáùî, êóñî÷íî íåïðåðûâíàÿ (èëè êóñî÷íî ìîíîòîííàÿ) ôóíêöèÿ
ñ ïåðèîäîì 2π . Äîïóñòèì, ÷òî êàæäàÿ ôóíêöèÿ èç ïîñëåäîâàòåëüíî-
ñòè

f (x), f (x) cos x, f (x) sin x, . . . , f (x) cos nx, f (x) sin nx, . . .

èíòåãðèðóåìà íà [−π, π]. Ïîëîæèì

Z π
1
an = f (x) cos nx dx, äëÿ ëþáîãî n ∈ {0, 1, 2, . . . },
π −π
â ÷àñòíîñòè,

1 π
Z
a0 = f (x) dx;
π −π
1 π
Z
bn = f (x) sin nx dx, äëÿ ëþáîãî n ∈ {1, 2, . . . }.
π −π
Òîãäà òðèãîíîìåòðè÷åñêèé ðÿä


a0 X
+ (an cos nx + bn sin nx)
2 n=1

íàçûâàåòñÿ ðÿäîì Ôóðüå ôóíêöèè f.

Òåîðåìà 14 Ïóñòü f : R → R íåïðå-


(î ðàâíîìåðíîé ñõîäèìîñòè) .
ðûâíà, ïåðèîäè÷íà ñ ïåðèîäîì 2π è èìååò êóñî÷íî íåïðåðûâíóþ
ïðîèçâîäíóþ íà ïåðèîäå. Òîãäà ðÿä Ôóðüå ôóíêöèè f ðàâíîìåðíî
ñõîäèòñÿ ê ýòîé ôóíêöèè.
48
Òåîðåìà 15 (ïðèçíàê Äèðèõëå äëÿ ðÿäîâ Ôóðüå). Ïóñòü f : R → R
ïåðèîäè÷íà ñ ïåðèîäîì 2π, îãðàíè÷åíà, êóñî÷íî íåïðåðûâíà è êóñî÷-
íî ìîíîòîííà. Òîãäà ðÿä Ôóðüå ôóíêöèè f ñõîäèòñÿ âî âñåõ òî÷êàõ
îòðåçêà [−π, π]. Åñëè S(x)  ñóììà ðÿäà Ôóðüå ôóíêöèè f , òî
â òî÷êàõ íåïðåðûâíîñòè ôóíêöèè f

f (x)
íà èíòåðâàëå (π, π),







â òî÷êàõ ðàçðûâà ôóíêöèè f
 f (x − 0) + f (x + 0)

S(x) = 2



 íà èíòåðâàëå (π, π),
 f (π − 0) + f (−π + 0) â òî÷êàõ x = −π è x = −π.




2
Òåîðåìà 16 (î ðÿäàõ Ôóðüå äëÿ ÷¼òíûõ è íå÷¼òíûõ ôóíêöèé) .
Ïóñòü ôóíêöèÿ f èìååò ðÿä Ôóðüå.
1.×¼òíàÿ ôóíêöèÿ f èìååò ñëåäóþùèé ðÿä Ôóðüå

a0 X
+ an cos nx.
2 n=1

2. Íå÷¼òíàÿ ôóíêöèÿ f èìååò ñëåäóþùèé ðÿä Ôóðüå



X
bn sin nx.
n=1

Äîêàçàòåëüñòâî. Óòâåðæäåíèå òåîðåìû ñðàçó ñëåäóåò èç òîãî, ÷òî

1) äëÿ ëþáîãî n ∈ {0, 1, 2, . . . }


1 π
Z
an = f (t) cos nt dt = 0 äëÿ íå÷¼òíîé ôóíêöèè;
π −π

2) äëÿ ëþáîãî n ∈ {1, 2, . . . }


1 π
Z
bn = f (t) sin nt dt = 0 äëÿ ÷¼òíîé ôóíêöèè.
π −π

49
1.4.1. Ðÿä Ôóðüå íà ïðîèçâîëüíîì îòðåçêå
Ïóñòü çàäàíà ôóíêöèÿ

f : [a, b] → R.
×òî çíà÷èò íàéòè å¼ ðÿä Ôóðüå íà ïðîìåæóòêå [a, b]?
Ïîäáåð¼ì òàêóþ ëèíåéíóþ ôóíêöèþ

h(t) = αt + β,
÷òîáû îíà ïåðåâîäèëà îòðåçîê [−π, π] â îòðåçîê [a, b]. Â ñàìîì äåëå,
ïóñòü

h(π) − h(−π) = 2απ = b − a,


 
h(−π) = α(−π) + β = a,
−→ −→
h(π) = απ + β = b, h(π) + h(π) = 2β = a + b,
b−a

α =
 ,
−→ 2π −→ h(t) = b − a t + b + a .
β = a + b ,
 2π 2
2
Êîìïîçèöèÿ (ñóïåðïîçèöèÿ)
 
b−a b+a
g = f ◦ h : [−π, π] → R, ãäå g(t) = f (h(t)) = f t+ .
2π 2
Äëÿ ôóíêöèè g óæå ìîæíî èñêàòü êîýôôèöèåíòû Ôóðüå.
Ñäåëàåì çàìåíó ïåðåìåííûõ

b−a b+a b−a b+a


x= t+ −→ t=x− −→
2π 2 2π 2
2π π(b + a) 2π
−→ t = x− −→ dt = dx.
b−a b−a b−a
Ñëåäîâàòåëüíî

1) äëÿ ëþáîãî n ∈ {0, 1, 2, . . . }


π π  
b−a
Z Z
1 1 b+a
an = g(t) cos nt dt = f t+ cos nt dt =
π −π π −π 2π 2
50
Z b  
1 2π π(b + a) 2π
= f (x) cos n x− dx =
π a b−a b−a b−a
Z b  
2 2π π(b + a)
= f (x) cos n x− dx;
b−a a b−a b−a

2) äëÿ ëþáîãî n ∈ {1, 2, . . . } àíàëîãè÷íî


Z b  
2 2π π(b + a)
bn = f (x) sin n x− dx.
b−a a b−a b−a

Ðàññìîòðèì äâà âàæíûõ ÷àñòíûõ ñëó÷àÿ [−l, l] è [0, 2π].


Îòðåçîê [−l, l].
 ýòîì ñëó÷àå a = −l, b = l, b − a = 2l è b + a = 0. Ïîýòîìó

1) äëÿ ëþáîãî n ∈ {0, 1, 2, . . . }


2 l
 
π·0
Z

an = f (x) cos n x− dx =
2l −l 2l 2l
1 l
Z π 
= f (x) cos n x dx;
l −l l

2) äëÿ ëþáîãî n ∈ {1, 2, . . . } àíàëîãè÷íî


1 l
Z π 
bn = f (x) sin n x dx.
l −l l

Îòðåçîê [0, 2π].


 ýòîì ñëó÷àå a = 0, b = 2π , b − a = 2π è b + a = 2π . Ïîýòîìó

1) äëÿ ëþáîãî n ∈ {0, 1, 2, . . . }


Z 2π  
2 2π π · 2π
an = f (x) cos n x− dx =
2π 0 2π 2π
1 2π (−1)n 2π
Z Z
= f (x) cos n (x − π) dx = f (x) cos nx dx;
π 0 π 0

51
2) äëÿ ëþáîãî n ∈ {1, 2, . . . } àíàëîãè÷íî

2π 2π
(−1)n
Z Z
1
bn = f (x) sin n (x − π) dx = f (x) sin nx dx.
π 0 π 0

Èíîãäà ëó÷øå ñ÷èòàòü êîýôôèöèåíòû Ôóðüå íå íà îòðåçêå [−π, π],


à íà äðóãîì îòðåçêå äëèíîé 2π . Ýòî ñðàçó ñëåäóåò èç ñëåäóþùåé òåî-
ðåìû.

Òåîðåìà 17. Ïóñòü ôóíêöèÿ g  2π-ïåðèîäè÷íà è èíòåãðèðóåìà


íà ëþáîì îòðåçêå [a, b] ⊆ [λ, λ + 2π] äëÿ íåêîòîðîãî λ ∈ R. Òîãäà
Z π Z λ+2π
g(x) dx = g(x) dx.
−π λ

Äîêàçàòåëüñòâî.  ñèëó ïåðèîäè÷íîñòè äëÿ ëþáîãî öåëîãî k ïðè


çàìåíå x = t − 2kπ ïðè [a, b] ⊆ [λ, λ + 2π]
Z b Z b+2kπ Z b+2kπ
g(x) dx = g(t − 2kπ) dt = g(t) dt (∆)
a a+2kπ a+2kπ

Ïîéì¼ì, ÷òî ôóíêöèÿ g èíòåãðèðóåìà íà ëþáîì ïðîìåæóòêå [c, d].


 ñàìîì äåëå, ïî ïðèíöèïó Àðõèìåäà ñóùåñòâóþò òàêèå öåëûå k è
m, ÷òî

λ + 2(k − 1)π 6 c < λ + 2kπ ←→ λ 6 c − 2(k − 1)π < λ + 2π,


λ + 2mπ < d 6 λ + 2(m + 1)π ←→ λ < d − 2mπ 6 λ + 2π.

Îòñþäà c èñïîëüçîâàíèåì ∆
Z d Z λ+2kπ m−1
X Z λ+2(l+1)π Z d
g(x)dx = g(x)dx + g(x)dx + g(x)dx =
c c l=k λ+2lπ λ+2mπ
Z λ+2π Z λ+2π Z d−2mπ
= g(x) dx + (k − m) g(x)dx + g(x)dx,
c−2(k−1)π λ λ

÷òî è áûëî íóæíî.

52
Îòñþäà, êàê ïðè âûâîäå ∆, ïîëó÷àåì

Z d Z d+2π Z d+2π
g(x) dx = g(x − 2π) dx = g(x) dx
c c+2π c+2π

Òåïåðü ïîëîæèì c = −π è d=λ è ïîëó÷èì

Z λ Z λ+2π Z −π Z λ+2π
g(x) dx = g(x) dx ←→ g(x) dx + g(x) dx = 0.
−π π λ π

Íàêîíåö
Z λ+2π Z −π Z π Z λ+2π Z π
g(x) dx = g(x) dx + g(x) dx + g(x) dx = g(x) dx,
λ λ −π π −π

÷òî äîêàçûâàåò òåîðåìó.

1.4.2. Ïðèìåðû
Çàìå÷àíèå. Ïóñòü çàäàíà ôóíêöèÿ f : (π, π] → R. Òîãäà ñòàíäàðòíî
ìîæíî ýòó ôóíêöèþ ðàñïðîñòðàíèòü íà âñþ ÷èñëîâóþ ïðÿìóþ R
ïî 2π -ïåðèîäè÷íîñòè ñëåäóþùèì îáðàçîì. Ïî óæå óïîìèíàâøåìóñÿ
ïðèíöèïó Àðõèìåäà ñóùåñòâóåò òàêîå öåëîå ÷èñëî m, ÷òî

−π < x − 2mπ 6 π.
Ïîëàãàÿ
F (x) = f (x − 2mπ),
ïîëó÷àåì ôóíêöèþ F : R → R, êîòîðàÿ èìååò ïåðèîä 2π .
Ìîæíî íàçâàòü ýòîò ïîäõîä ðàñïðîñòðàíåíèåì ïî ïðèíöèïó
ïèëû, òàêîå íàçâàíèå íàâåÿíî ïîñëåäóþùèì ñåé÷àñ ïðèìåðîì.

Ïðèìåð 1. Ïóñòü

f : (−π, π) → R, ãäå f (x) = x.


 òî÷êå π ôóíêöèþ f áóäåì ñ÷èòàòü ïîêà íåîïðåäåë¼ííîé, íó, à
åñëè óæ î÷åíü õî÷åòñÿ, òî ìîæíî çàäàòü ëþáîå çíà÷åíèå α ∈ R.

53
y
6
pp pp p p
pp pp pp pp
p p pp pp 
pp−3π pp−π pπ
pp
p3π
pp
p p -
x
pp pp p
pp
p
pp
p pp
pp p
p
p

p
p

Òåïåðü ðàñïðîñòðàíèì ýòó ôóíêöèþ íà âñþ R, êðîìå ìíîæåñòâà òî-


÷åê {(2m + 1)π | m ∈ Z}, è ïîëó÷èì ôóíêöèþ ñ ãðàôèêîì ïîõîæèì
íà ïèëó Íåîïðåäåë¼ííîñòü â òî÷êàõ −π è π íå âëèÿåò íà èíòåãðàëû
äëÿ íàõîæäåíèÿ êîýôôèöèåíòîâ Ôóðüå. Ïîýòîìó â ñèëó íå÷¼òíîñòè
íóæíî íàéòè äëÿ ëþáîãî n ∈ {1, 2, . . . } èíòåãðèðîâàíèåì ïî ÷àñòÿì

1 π 1 π
Z  Z 
1 x cos nx π
bn = x sin nx dx = − + cos nx dx =
π −π π n −π n −π
1 2π 2
= · (−1)n+1 = (−1)n+1 .
π n n
Òàêèì îáðàçîì ïîëó÷àåì ðÿä Ôóðüå


2 sin 3x X sin nx
S(x) = 2 sin x − sin 2x + − ··· = 2(−1)n+1 .
3 n=1
n

Òåïåðü, òàê êàê f (−π + 0) = −π f (π − 0) = π , òî ïî ïðèçíàêó


è
Äèðèõëå äëÿ ðÿäîâ Ôóðüå íà ïðîìåæóòêå [−π, π] ïîëó÷àåì


x ïðè x ∈ (−π, π),
S(x) = −π + π
 =0 ïðè x = −π è x = π.
2
Ãðàôèê ñóììû ðÿäà Ôóðüå

54
y
6
pp pp p p
pp pp pp pp
p p pp pp 
ppr−3π rppp−π
p
rppπ
p
rpp3π
p -
x
pp pp p
pp
p
pp
p pp
pp p
p
p

p
p

Ðàçäåëèì ïîëó÷åííûé ðÿä Ôóðüå íà 2 è ïîëó÷èì



sin 2x sin 3x X sin nx
sin x − + − ··· = (−1)n+1 .
2 3 n=1
n
Ñ ýòèì ðÿäîì ñâÿçàíî îäíî èíòåðåñíîå îáñòîÿòåëüñòâî, íà êîòîðîå
óêàçàë Àáåëü. Ïðèâåä¼ì ìàòåðèàë èç Âèêèïåäèè.

1.4.3. Âèêèïåäèÿ

Íèëüñ Õåíðèê Àáåëü (íîðâ. Niels Henrik Abel; 5 àâãóñòà
1802, Ôèíí¼é  6 àïðåëÿ 1829, Ôðîëàíí)  íîðâåæñêèé ìàòåìàòèê.
(Âñåãî 26 ëåò!)

Àáåëü òùàòåëüíî èññëåäîâàë òåìó ñõîäèìîñòè ðÿäîâ, ïðè÷¼ì íà


âûñøåì óðîâíå ñòðîãîñòè. Åãî êðèòåðèè ñòðîãîñòè áûëè áîëåå æ¼ñò-
êèìè, ÷åì äàæå ó Êîøè. Îí, íàïðèìåð, äîêàçûâàë, ÷òî ñóììà ñòåïåí-
íîãî ðÿäà âíóòðè êðóãà ñõîäèìîñòè íåïðåðûâíà, â òî âðåìÿ êàê Ãàóññ

55
è Êîøè ñ÷èòàëè ýòîò ôàêò ñàìîî÷åâèäíûì. Êîøè, ïðàâäà, îïóáëèêî-
¾Ñóììà ëþ-
âàë (1821) äîêàçàòåëüñòâî äàæå áîëåå îáùåé òåîðåìû:
áîãî ñõîäÿùåãîñÿ ðÿäà íåïðåðûâíûõ ôóíêöèé íåïðåðûâíà¿ , îäíàêî
Àáåëü â 1826 ãîäó ïðèâ¼ë êîíòðïðèìåð, ïîêàçûâàþùèé, ÷òî ýòà òåî-
ðåìà íåâåðíà:

1 1 1
f (x) = sin x − sin 2x + sin 3x − sin 4x + · · ·
2 3 4
Ýòà ôóíêöèÿ ïåðèîäè÷íà (ñ ïåðèîäîì 2π ).  èíòåðâàëå −π < x < π
x
îíà ðàâíà , îäíàêî íà êîíöàõ ýòîãî èíòåðâàëà òåðïèò ðàçðûâ (ðàâ-
2
íà íóëþ). Ïîçäíåå Âåéåðøòðàññ èñïðàâèë ôîðìóëèðîâêó òåîðåìû,
ââåäÿ ïîíÿòèå ðàâíîìåðíîé ñõîäèìîñòè.

Ïðèìåð 2. Ïóñòü

f : [−π, π] → R, ãäå f (x) = x2 .

Òåïåðü ðàñïðîñòðàíèì ýòó ôóíêöèþ íà âñþ R, è ïîëó÷èì ôóíêöèþ


ñ ãðàôèêîì
... . . . . .
... ...... ...... ...... ...... ...
...
...
...
...
.
. .
.....
... ...
... ....
... ....
.
. .
.....
... ...
... ....
... ....
y
6 .
. .
.....
... ...
... ....
... ....
.
. .
.....
... ...
... ....
... ....
.
.
...
..
...
...
...
... ... .... ... .... ... .... ... .... ...
.. ... .. ... .. ... .. ... ..
...
... ... ... ... ... ... ... ... ... ...
... ..
.
. .
. ..
.
. .
. ..
.
. .
. ..
.
. .
. ..
.
.
. ... . ... . ... . ... .
... ... ... ... ... ... ... ... ... ...
... ... ... ... ... ... ... ... ... ...
... .. ... .. ... .. ... .. ... ..
... ... ... ... ... ... ... ... ... ...
... ..
.
. .
. ..
.
. .
. ..
.
. .
. ..
.
. .
. ..
.
.
... . ... . ... . ... . ... .
... ... ... ... ... ... ... ... ... ...
... ... ... ... ... ... ... ... ... ...
... .. ... .. ... .. ... .. ... ..
... ... ... ... ... ... ... ... ... ...
... ...
. ... ...
. ... ...
. ... ...
. ... ...
.
... . ... . ... . ... . ... .
... ... ... ... ... ... ... ... ... ...
... ... ... ... ... ... ... ... ... ...
... .. ... .. ... .. ... .. ... ..
... ... ... ... ... ... ... ... ... ...
... .... ... .... ... .... ... .... ... ....
... . ... . ... . ... . ... .
... ... ... ... ... ... ... ... ... ...
... .. ... .. ... .. ... .. ... ..
.... ... .... ... .... ... .... ... .... ...
..................... ..................... ..................... ..................... .....................
. . . . . -
−3π −π π 3π x
Ñíîâà ãðàôèê ïîõîæ íà ïèëó.
Íàéä¼ì êîýôôèöèåíòû Ôóðüå ýòîé ôóíêöèè. Èìååì
Z π
1 2
a0 = x2 dx = π 2 .
π −π 3
 ñèëó ÷¼òíîñòè íóæíî íàéòè äëÿ ëþáîãî n ∈ {1, 2, . . . } èíòåãðèðî-
âàíèåì ïî ÷àñòÿì
Z π   π Z π
1 1 sin nx 2
x2 cos nx dx = 2

an = x − x sin nx dx =
π −π π n
−π nπ −π

56
Z π
2  x  π 1 4
=− − cos nx + cos nx dx = 2 (π cos nπ) =

nπ n −π nπ −π nπ
4
= 2 (−1)n .
n
Ïî òåîðåìå î ðàâíîìåðíîé ñõîäèìîñòè íà îòðåçêå [−π, π] ðÿä Ôóðüå
ñõîäèòñÿ ê ôóíêöèè, òî åñòü äëÿ x ∈ [−π, π]
2
 
π cos x cos 2x cos 3x
x2 = +4 − 2 + − + ... =
3 1 22 32

π2 X cos nx
= +4 (−1)n 2
.
3 n=1
n

Òåïåðü ðàññìîòðèì ýòîò ðÿä ïðè x = π:


∞ ∞
2π2 X
n cos nπ π2 X
n (−1)
n
π = +4 (−1) 2
= +4 (−1) 2
=
3 n=1
n 3 n=1
n
∞ ∞ ∞
π2 X 1 2π 2 X 1 π2 X 1
= +4 2
−→ =4 2
−→ = 2
.
3 n=1
n 3 n=1
n 6 n=1
n

Èòàê, ïîëó÷èëè çàìå÷àòåëüíîå ðàâåíñòâî, êîòîðîå ñâÿçàíî ñ èìåíåì


Ýéëåðà

π2 X 1
= 2
.
6 n=1
n

1.4.4. Âèêèïåäèÿ
Ïîðòðåò Ýéëåðà, âûïîëíåííûé ß. Ý. Õàíäìàííîì (1756).

57
Ëåîí 
àðä Ýéëåð (íåì. Leonhard Euler; 15 àïðåëÿ 1707, Áàçåëü,
Øâåéöàðèÿ  7 (18) ñåíòÿáðÿ 1783, Ñàíêò-Ïåòåðáóðã, Ðîññèéñêàÿ èì-
ïåðèÿ)  øâåéöàðñêèé, íåìåöêèé è ðîññèéñêèé ìàòåìàòèê è ìåõà-
íèê, âí¼ñøèé ôóíäàìåíòàëüíûé âêëàä â ðàçâèòèå ýòèõ íàóê (à òàêæå
ôèçèêè, àñòðîíîìèè è ðÿäà ïðèêëàäíûõ íàóê). Ýéëåð  àâòîð áî-
ëåå ÷åì 850 ðàáîò (âêëþ÷àÿ äâà äåñÿòêà ôóíäàìåíòàëüíûõ ìîíîãðà-
ôèé) ïî ìàòåìàòè÷åñêîìó àíàëèçó, äèôôåðåíöèàëüíîé ãåîìåòðèè,
òåîðèè ÷èñåë, ïðèáëèæ¼ííûì âû÷èñëåíèÿì, íåáåñíîé ìåõàíèêå, ìà-
òåìàòè÷åñêîé ôèçèêå, îïòèêå, áàëëèñòèêå, êîðàáëåñòðîåíèþ, òåîðèè
ìóçûêè è äðóãèì îáëàñòÿì. Îí ãëóáîêî èçó÷àë ìåäèöèíó, õèìèþ, áî-
òàíèêó, âîçäóõîïëàâàíèå, òåîðèþ ìóçûêè, ìíîæåñòâî åâðîïåéñêèõ è
äðåâíèõ ÿçûêîâ. Àêàäåìèê Ïåòåðáóðãñêîé, Áåðëèíñêîé, Òóðèíñêîé,
Ëèññàáîíñêîé è Áàçåëüñêîé àêàäåìèé íàóê, èíîñòðàííûé ÷ëåí Ïà-
ðèæñêîé àêàäåìèè íàóê.
Ïî÷òè ïîëæèçíè ïðîâ¼ë â Ðîññèè, ãäå âí¼ñ ñóùåñòâåííûé âêëàä
â ñòàíîâëåíèå ðîññèéñêîé íàóêè.  1726 ãîäó îí áûë ïðèãëàø¼í ðà-
áîòàòü â Ñàíêò-Ïåòåðáóðã, êóäà ïåðååõàë ãîäîì ïîçæå. Ñ 1726 ïî
1741, à òàêæå ñ 1766 ãîäà áûë àêàäåìèêîì Ïåòåðáóðãñêîé àêàäåìèè
íàóê (áóäó÷è ñíà÷àëà àäúþíêòîì, à ñ 1731 ãîäà  ïðîôåññîðîì); â
17411766 ãîäàõ ðàáîòàë â Áåðëèíå (îñòàâàÿñü îäíîâðåìåííî ïî÷¼ò-
íûì ÷ëåíîì Ïåòåðáóðãñêîé àêàäåìèè). Óæå ÷åðåç ãîä ïðåáûâàíèÿ â
Ðîññèè îí õîðîøî çíàë ðóññêèé ÿçûê è ÷àñòü ñâîèõ ñî÷èíåíèé (îñî-

58
áåííî ó÷åáíèêè) ïóáëèêîâàë íà ðóññêîì. Ïåðâûå ðóññêèå àêàäåìèêè-
ìàòåìàòèêè (Ñ. Ê. Êîòåëüíèêîâ) è àñòðîíîìû (Ñ. ß. Ðóìîâñêèé) áû-
ëè ó÷åíèêàìè Ýéëåðà. Íåêîòîðûå èç åãî ïîòîìêîâ äî ñèõ ïîð æèâóò
â Ðîññèè.
Ðÿä îáðàòíûõ êâàäðàòîâ  áåñêîíå÷íûé ðÿä:

1 1 1 1 1
2
+ 2 + 2 + 2 + 2 + ...
1 2 3 4 5
Çàäà÷à íàõîæäåíèÿ ñóììû ýòîãî ðÿäà äîëãîå âðåìÿ îñòàâàëàñü íåðå-
ø¼ííîé. Ïîñêîëüêó âíèìàíèå åâðîïåéñêèõ ìàòåìàòèêîâ íà äàííóþ
ïðîáëåìó îáðàòèë áàçåëüñêèé ïðîôåññîð ìàòåìàòèêè ßêîá Áåðíóëëè
(1689 ãîä), â èñòîðèè îíà íåðåäêî íàçûâàåòñÿ ¾áàçåëüñêîé çàäà÷åé¿
(èëè ¾áàçåëüñêîé ïðîáëåìîé¿). Ïåðâûì ñóììó ðÿäà ñóìåë íàéòè â
1735 ãîäó 28-ëåòíèé Ëåîíàðä Ýéëåð, îíà îêàçàëàñü ðàâíà

1 2
π ≈ 1,6449340668 (ñì. A013661).
6
Ðåøåíèå äàííîé ïðîáëåìû íå òîëüêî ïðèíåñëî ìîëîäîìó Ýéëå-
ðó ìèðîâóþ ñëàâó, íî è îêàçàëî çíà÷èòåëüíîå âëèÿíèå íà äàëüíåé-
øåå ðàçâèòèå àíàëèçà, òåîðèè ÷èñåë, à âïîñëåäñòâèè  êîìïëåêñíîãî
àíàëèçà.  î÷åðåäíîé ðàç (ïîñëå îòêðûòèÿ ðÿäà Ëåéáíèöà) ÷èñëî π
âûøëî çà ïðåäåëû ãåîìåòðèè è ïîäòâåðäèëî ñâîþ óíèâåðñàëüíîñòü.
Íàêîíåö, ðÿä îáðàòíûõ êâàäðàòîâ îêàçàëñÿ ïåðâûì øàãîì ê ââåäå-
íèþ çíàìåíèòîé äçåòà-ôóíêöèè Ðèìàíà.

Çàìå÷àíèå. Çäåñü ïîä ðÿäîì Ëåéáíèöà ïîäðàçóìåâàåòñÿ ðÿä, êîòî-


ðûé áûë ïðèâåä¼í íà ñòð. 24


π X 1 1 1 1
= (−1)n = 1 − + − + ....
4 n=0
2n + 1 3 5 7

1.5. Ïðèáëèæåíèå ôóíêöèé


Çàäà÷à. 1. Ïðåäïîëîæèì, ÷òî ó íàñ èìåþòñÿ íåêîòîðûå ñâåäåíèÿ
î ôóíêöèè, íàïðèìåð, èçâåñòíû å¼ çíà÷åíèÿ ïðè íåñêîëüêèõ çíà÷å-
íèÿõ àðãóìåíòà. Íàì íóæíî ïîëó÷èòü äîïîëíèòåëüíûå ñâåäåíèÿ
59
îá ýòîé ôóíêöèè, íàïðèìåð, çíà÷åíèÿ â äðóãèõ òî÷êàõ, ïîâåäåíèå
ïðè ñòðåìëåíèè ê êàêîìó-òî çíà÷åíèþ.
Ðåøåíèå. Ìîæíî ïðåäëîæèòü 2 ñïîñîáà:

èíòåðïîëÿöèÿ,
àïïðîêñèìàöèÿ.
Ïðè ïåðâîì ñïîñîáå îáû÷íî ïîäáèðàåòñÿ ôóíêöèÿ èç íåêîòîðîãî çà-
äàííîãî êëàññà, êîòîðàÿ ëèáî òî÷íî ïðèíèìàåò, èìåþùèåñÿ çíà÷åíèÿ
ïðè çàäàííûõ çíà÷åíèÿõ àðãóìåíòà, ëèáî ýòè çíà÷åíèÿ î÷åíü áëèçêè
ê èìåþùèìñÿ.
Ïðè âòîðîì ñïîñîáå îáû÷íî ïîäáèðàåòñÿ ôóíêöèÿ èç íåêîòîðîãî
çàäàííîãî êëàññà, êîòîðàÿ áëèçêà êî âñåé ïðåäïîëàãàåìîé ôóíêöèè.
Åñòåñòâåííî çäåñü íóæíî âñåãäà óòî÷íÿòü, ÷òî ïîä ýòèì ïîäðàçóìå-
âàåòñÿ.

Ìû íå áóäåì ñòàâèòü ñâîåé öåëüþ òî÷íûå ôîðìóëèðîâêè äëÿ ýòî-


ãî åñòü ñïåöèàëüíûå ìàòåìàòè÷åñêèå äèñöèïëèíû, à òîëüêî îáñóäèì
íåêîòîðûå ïîäõîäû.

Ïðèáëèæåíèå ðÿäîì Òåéëîðà, èëè ìíîãî÷ëåíîì Òåéëîðà.


Óêàæåì ñðàçó íåäîñòàòêè:

1) íàäî çíàòü çíà÷åíèÿ ìíîãèõ ïðîèçâîäíûõ, à ýòî ìîæåò áûòü ëèáî


íåäîñòóïíî, ëèáî î÷åíü òðóäíî;

2) ïîëó÷àþùèéñÿ ðàäèóñ ñõîäèìîñòè äëÿ ðÿäà èëè îöåíêè îñòàòî÷-


íîãî ÷ëåíà ìîãóò äàòü ïðèåìëåìóþ òî÷íîñòü òîëüêî äëÿ î÷åíü
ìàëûõ îáëàñòåé çíà÷åíèé.

Ïðèáëèæåíèå ìíîãî÷ëåíîì Ëàãðàíæà.


Ïóñòü ôóíêöèÿ f â n ðàçëè÷íûõ òî÷êàõ x1 , x2 ,. . . , xn ïðèíèìàåò
çíà÷åíèÿ y1 , y2 ,. . . , yn . Òîãäà ñóùåñòâóåò è òîëüêî îäèí òàêîé ìíîãî-
÷ëåí
ϕ(x) = a0 + a1 x + · · · + an−1 xn−1 ,

60
÷òî äëÿ ëþáîãî i ∈ {1, 2, . . . , n}

ϕ(xi ) = yi = f (xi ).

Ýòî èíòåðïîëÿöèÿ â ÷èñòîì âèäå!


Êàêèå òóò âîçíèêàþò íåäîñòàòêè?

Ïðîâåäåíèå íà áåñêîíå÷íîñòè. Õîðîøî èçâåñòíî, åñëè ìíîãî÷ëåí


ϕ(x) íå ÿâëÿåòñÿ êîíñòàíòîé (êîíñòàíòà  íåèíòåðåñíûé, êðàéíå
ðåäêèé ñëó÷àé), òî

lim ϕ(x) ∈ {∞, −∞}.


x→±∞

Ýòî ìîæåò íå ñîîòâåòñòâîâàòü èçó÷àåìîé ôóíêöèè.

Íåóñòîé÷èâîñòü. Íåáîëüøèå èçìåíåíèÿ â äàííûõ, êîòîðûå ÷àñòî


äàþòñÿ ïðèáëèæ¼ííî, ïðèâîäÿò ê î÷åíü áîëüøèì èçìåíåíèÿì
â ìíîãî÷ëåíå ϕ(x), åñëè îí èìååò ÷ëåíû ñòåïåíè íå íèæå 3 ñ
íåíóëåâûìè êîýôôèöèåíòàìè.

Ïðèìåðîì ñëóæèò ìíîãî÷ëåí x3 + εx, êîãäà íåáîëüøèå èçìåíå-


íèÿ ïàðàìåòðà ε îêàçûâàþò ñóùåñòâåííîå âîçäåéñòâèå íà ïîâåäåíèå
ìíîãî÷ëåíà. Òàê, íàïðèìåð, ïðîèçâîäíàÿ

íå
 èìååò êîðíåé ïðè ε > 0,
3 0 2
(x + εx) = 3x + ε = èìååò 1 êîðåíü ïðè ε = 0,

èìååò 2 êîðíÿ ïðè ε < 0.

Îòðàçèì ýòî íà ãðàôèêå äëÿ ε ∈ {−1, 0, 1}.

61
.
...
...
...
....
.
...
..
...
...
....
.
...
..
...
...
.
...
.
...
..
...
...
... ...
x3 + x x 3
.
.. ...
y
6 ...
.
.
...
...
.
...
.
...
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.................................................. ... -
...
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...
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..

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.... . ... ....
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62
Òåïåðü ïîñëå ðàññìîòðåíèÿ ïðèìåðîâ ìû ïîäîøëè ê íàøåé öåëè.

1.5.1. Ïðèáëèæåíèå òðèãîíîìåòðè÷åñêèìè ìíîãî÷ëåíàìè


Îïðåäåëåíèå. Ïîä òðèãîíîìåòðè÷åñêèì ìíîãî÷ëåíîì áóäåì
ïîíèìàòü ôóíêöèþ âèäà

n
α0 X
+ (αk cos kx + βk sin kx) ,
2
k=1

ãäå {α0 , α1 , . . . , αn , β1 , . . . , βn } ⊂ R.
Çàäà÷à. 2. Ïðåäïîëîæèì, ÷òî èìååòñÿ ôóíêöèÿ f , êîòîðàÿ ïåðè-
îäè÷íà ñ ïåðèîäîì 2π è ðàçëàãàåòñÿ â ðÿä Ôóðüå. Îäíàêî, âïîëíå
âîçìîæíî, ÷òî åñòü ñóùåñòâåííûå ïðåïÿòñòâèÿ ê âû÷èñëåíèþ
çíà÷åíèé ýòîé ôóíêöèè.
Çàôèêñèðóåì íàòóðàëüíîå ÷èñëî n. Ïîñòàâèì çàäà÷ó íàõîæäå-
íèÿ òàêîãî òðèãîíîìåòðè÷åñêîãî ìíîãî÷ëåíà
n
α0 X
ϕn (x) = + (αk cos kx + βk sin kx) ,
2
k=1

÷òî (èíòåãðàëüíîå) óêëîíåíèå


Z π
1
δn2 = (f (x) − ϕn (x))2 dx
2π −π
ÿâëÿåòñÿ íàèìåíüøèì.
Çàìå÷àíèå. Ìû èùåì íàèìåíüøåå çíà÷åíèå ôóíêöèè δn2 îò 2n + 1
ïåðåìåííîãî
α0 , α1 , . . . , αn , β1 , . . . , βn .
Êîíå÷íî ìîæíî äåéñòâîâàòü ñòàíäàðòíûì îáðàçîì, âû÷èñëÿÿ ÷àñò-
íûå ïðîèçâîäíûå, ïðèðàâíèâàÿ èõ 0 è àíàëèçèðóÿ íà òèï ýêñòðåìàëü-
2
íîñòè. Òàê êàê ôóíêöèè δn íåïðåðûâíà è îãðàíè÷åíà ñíèçó (íóë¼ì!),
òî ýòî ïî òåîðåìå Âåéåðøòðàññà î íàèáîëüøèõ è íàèìåíüøèõ ïðèâå-
ä¼ò ê óñïåõó!
Ìû æå áóäåì èñïîëüçîâàòü ñîâñåì äðóãîé ïîäõîä.

63
Òåîðåìà 18 (î íàèìåíüøåì óêëîíåíèè) . Ïóñòü ôóíêöèÿ f ïåðèî-
äè÷íà ñ ïåðèîäîì 2π, èìååò ðÿä Ôóðüå

a0 X
+ (an cos nx + bn sin nx)
2 n=1

è êâàäðàòè÷íî èíòåãðèðóåìà íà îòðåçêå [−π, π], òî åñòü


Z π
f 2 (x) dx < ∞.
−π

Òîãäà íàèìåíüøåå óêëîíåíèå èìååò òðèãîíîìåòðè÷åñêèé ìíîãî-


÷ëåí, êîýôôèöèåíòàìè êîòîðîãî ÿâëÿþòñÿ êîýôôèöèåíòû Ôóðüå
äàííîé ôóíêöèè f .
Äîêàçàòåëüñòâî. δn2
Ðàñïèøåì :

Z π
1
δn2 f 2 (x) − 2f (x)ϕn (x) + ϕ2n (x) dx,

=
2π −π

è ïðîèíòåãðèðóåì êàæäûé ÷ëåí.


Òàê êàê

n
X
2f (x)ϕn (x) = α0 f (x) + 2 (αk f (x) cos kx + βk f (x) sin kx) ,
k=1

òî, èíòåãðèðóÿ, ïîëó÷èì ïî ôîðìóëàì äëÿ êîýôôèöèåíòîâ Ôóðüå


Z π Z π
1 1
2f (x)ϕn (x) dx = α0 f (x) dx+
2π −π 2π −π
n 
1 π 1 π
X Z Z 
+ αk f (x) cos kx dx + βk f (x) sin kx dx =
π −π π −π
k=1
n
α 0 a0 X
= + (αk ak + βk bk ) .
2
k=1

64
Òåïåðü

n
α02 α0 X
ϕ2n (x) = +2 (αk cos kx + βk sin kx) +
4 2
k=1
n
!2
X
+ (αk cos kx + βk sin kx) =
k=1
n
α02 X
= + α0 (αk cos kx + βk sin kx) +
4
k=1
n
!2
X
+ (αk cos kx + βk sin kx) .
k=1

Ïî òåîðåìå î ñâîéñòâàõ òðèãîíîìåòðè÷åñêîé ñèñòåìû ôóíêöèé ïî-


ëó÷àåì

Z π n
X
(αk cos kx + βk sin kx) dx =
π k=1
n 
X Z π Z π 
= αk cos kx dx + βk sin kx, dx =
k=1 π π
n
X
= (αk · 0 + βk · 0) = 0.
k=1

Ðàñêðîåì

n
!2 n
X X
αk2 cos2 kx + βk2 sin2 kx +

(αk cos kx + βk sin kx) =
k=1 k=1
X
+2 (αk αj cos kx cos jx + βk βj sin kx sin jx) +
16k<j6n
X n
+2 αk βj cos kx sin jx.
k,j=1

65
Áóäåì èíòåãðèðîâàòü ïî ñòðî÷êàì.
Èòàê, î òåîðåìå î ñâîéñòâàõ òðèãîíîìåòðè÷åñêîé ñèñòåìû ôóíê-
öèé ïîëó÷àåì

Z π n
1 X
αk2 cos2 kx + βk2 sin2 kx dx =

1)
2π −π k=1
n  Z π Z π 
1 X
= αk2 2
cos kx dx + βk2 2
sin kx dx =
2π −π −π
k=1
n n
1 X
2 2
 1X
αk2 + βk2 ;

= αk π + βk π =
2π 2
Z πk=1 X k=1
1
2) 2 (αk αj cos kx cos jx + βk βj sin kx sin jx) dx =
2π −π
16k<j6n
 Z π Z π 
1 X
= αk αj cos kx cos jx dx + βk βj sin kx sin jx dx =
π −π −π
16k<j6n
1 X
= (αk αj · 0 + βk βj · 0) dx = 0;
π
16k<j6n
 
Z π n
1 X
3) 2 αk βj cos kx sin jx dx =
2π −π
k,j=1
n Z π n
1 X 1 X
= αk βj cos kx sin jx dx = αk βj · 0 = 0.
π −π π
k,j=1 k,j=1

Ïîäâåä¼ì èòîã:

n
!2
Z π
1 X
(αk cos kx + βk sin kx) dx =
2π −π k=1
n n
1 X 1) 1X 2
αk2 βk2 2) 3)
αk + βk2 .

= + +0 +0 =
2 2
k=1 k=1

66
Ñëåäîâàòåëüíî

Z π 2 Z π
1 1 α
ϕn (x)2 dx = · 0 dx+
2π −π 2π 4 −π
Z πX n
1
+ α0 (αk cos kx + βk sin kx) dx+
2π −π
k=1
Z π X n
!2
1
+ (αk cos kx + βk sin kx) dx =
2π −π
k=1
n
α02 1X 2
αk + βk2 =

= · 2π + 0 +
8π 2
k=1
n
α02 1 X
αk2 + βk2 .

= +
4 2
k=1

Íàêîíåö
Z π
1
δn2 = f 2 (x) − 2f (x)ϕn (x) + ϕ2n (x) dx =

2π −π
Z π Z π Z π
1 2 1 1
= f (x) dx − 2f (x)ϕn (x) dx + ϕ2n (x) dx =
2π −π 2π −π 2π −π
Z π n
1 2 α0 a0 X
= f (x) dx − − (αk ak + βk bk ) +
2π −π 2
k=1
n Z π
α02 1 X 2 2 1
f 2 (x) dx+

+ + αk + βk =
4 2 2π −π
k=1
n
α02 − 2α0 a0 1 X
(αk2 − αk ak ) + (βk2 − βk bk ) .

+ +
4 2
k=1

Äîïîëíèì äî ïîëíûõ êâàäðàòîâ ðàçíîñòåé:

π
(α0 − a0 )2
Z
1
δn2 = 2
f (x) dx + +
2π −π 4

67
n n
1X 2 2 2
 a20 1 X
a2k + b2k =

+ (αk − ak ) + (βk − bk ) − −
2 4 2
k=1
Z π n
! k=1
1 2 a20 1 X 2
ak + b2k +

= f (x) dx − −
2π −π 4 2
k=1
n
!
(α0 − a0 )2 1 X
(αk − ak )2 + (βk2 − bk )2 .

+ +
4 2
k=1

Òåïåðü çàìåòèì, ÷òî ïåðâîå âûðàæåíèå (â âåðõíèõ ñêîáêàõ) ÍÅ íå


çàâèñèò îò ϕn , à âòîðîå âûðàæåíèå (â íèæíèõ ñêîáêàõ) äîñòèãàåò
íàèìåíüøåãî çíà÷åíèÿ ïðè

α0 = a0 , α1 = a1 , . . . , αn = an ; β1 = b1 , . . . , βn = bn ,

÷òî çàâåðøàåò äîêàçàòåëüñòâî òåîðåìû.

Èç äîêàçàòåëüñòâà ýòîé òåîðåìû âûòåêàþò äâà âàæíåéøèõ ñëåä-


ñòâèÿ.

Òåîðåìà 19 (íåðàâåíñòâî Áåññåëÿ) . Ïóñòü ôóíêöèÿ f ïåðèîäè÷íà


ñ ïåðèîäîì 2π, èìååò ðÿä Ôóðüå

a0 X
+ (an cos nx + bn sin nx)
2 n=1

è êâàäðàòè÷íî èíòåãðèðóåìà íà îòðåçêå [−π, π], òî åñòü


Z π
f 2 (x) dx < ∞.
−π

Òîãäà äëÿ ëþáîãî íàòóðàëüíîãî n


π n
a20 X 2
Z
1 2
ak + b2k .

f (x)dx > +
π π 2
k=1

68
Äîêàçàòåëüñòâî.  ñàìîì äåëå, èñïîëüçóÿ îáîçíà÷åíèÿ è êîíåö äî-
êàçàòåëüñòâà òåîðåìû î íàèìåíüøåì óêëîíåíèè, èìååì
Z π
1
δn2 = (f (x) − ϕn (x))2 dx > 0,
2π −π

ïðè α0 = a0 , α1 = a1 , . . . , αn = an ; β1 = b1 , . . . , βn = bn
π n
a20 1 X 2
Z
1
δn2 = 2
ak + b2k > 0 ←→

f (x) dx − −
2π −π 4 2
k=1
Z π n
1 2 a20 X 2
ak + b2k ,

←→ f (x) dx > +
π −π 2
k=1

÷òî çàâåðøàåò äîêàçàòåëüñòâî òåîðåìû.

Òåîðåìà 20 (Ðèìàíà îá îñöèëëÿöèè). Ïóñòü ôóíêöèÿ f ïåðèîäè÷íà


ñ ïåðèîäîì 2π, èìååò ðÿä Ôóðüå

a0 X
+ (ak cos kx + bk sin kx)
2
k=1

è êâàäðàòè÷íî èíòåãðèðóåìà íà îòðåçêå [−π, π], òî åñòü


Z π
f 2 (x) dx < ∞.
−π

Òîãäà êîýôôèöèåíòû Ôóðüå ñòðåìÿòñÿ ê íóëþ ïðè k → ∞.


Äîêàçàòåëüñòâî. Ïî íåðàâåíñòâó Áåññåëÿ äëÿ ëþáîãî íàòóðàëüíîãî
n n
π
a20 X 2
Z
1 2
ak + b2k .

f (x)dx > +
π π 2
k=1
Çíà÷èò, ïîñëåäîâàòåëüíîñòü ÷àñòè÷íûõ ñóìì ðÿäà


a20 X 2
ak + b2k

+
2
k=1

69
îãðàíè÷åíà è íå óáûâàåò, ïîñêîëüêó ñîñòîèò èç íåîòðèöàòåëüíûõ ÷è-
ñåë, ïîýòîìó îíà ñõîäèòñÿ, ÷òî îçíà÷àåò, ÷òî ðÿä


a20 X 2
ak + b2k

+
2
k=1
ñõîäèòñÿ.
Ïî íåîáõîäèìîìó ïðèçíàêó ñõîäèìîñòè ÷èñëîâûõ ðÿäîâ

a2k + b2k → 0 ïðè k → ∞ −→ a2k → 0 è b2k → 0 ïðè k → ∞ −→


−→ ak → 0 è bk → 0 ïðè k → ∞.

Òåîðåìà 21 Ïóñòü ôóíêöèÿ f ïåðèîäè÷íà


(ðàâåíñòâî Ïàðñåâàëÿ) .
ñ ïåðèîäîì 2π, èìååò ðÿä Ôóðüå, êîòîðûé ñõîäèòñÿ ðàâíîìåðíî ê
íåé ∞
X a0
f (x) = + (an cos nx + bn sin nx)
2 n=1
è êâàäðàòè÷íî èíòåãðèðóåìà íà îòðåçêå [−π, π], òî åñòü
Z π
f 2 (x) dx < ∞.
−π

Òîãäà π ∞
a20 X 2
Z
1 2
ak + b2k .

f (x)dx = +
π π 2
k=1

Äîêàçàòåëüñòâî. Ïóñòü äëÿ ëþáîãî íàòóðàëüíîãî n


n
a0 X
ϕn (x) = + (ak cos kx + bk sin kx) .
2
k=1

Òîãäàϕn (x)  ÷àñòè÷íàÿ ñóììà ðÿäà Ôóðüå ôóíêöèè f .  ñèëó ðàâ-


íîìåðíîé ñõîäèìîñòè ðÿäà Ôóðüå äëÿ ε > 0 ñóùåñòâóåò òàêîå íàòó-
ðàëüíîå n0 (ε), ÷òî äëÿ ëþáîãî n > n0 (ε) è ëþáîãî x ∈ [−π, π]

|f (x) − ϕn (x)| < ε

70
è ïîòîìó ïîëó÷àåì
Z π Z π
1 1 2 1 2
δn2 = (f (x) − ϕn (x)) dx > ε2 dx = ε · 2π = ε2 .
2π −π 2π −π 2π

Çàâåðøåíèå äîêàçàòåëüñòâà. Îòñþäà ñëåäóåò

δn2 −→ 0 ïðè n → ∞.

Ñ äðóãîé ñòîðîíû, èñïîëüçóÿ êîíåö äîêàçàòåëüñòâà òåîðåìû î íàè-


ìåíüøåì óêëîíåíèè, èìååì

π n
a20 1 X 2
Z
1
δn2 2
ak + b2k .

= f (x) dx − −
2π −π 4 2
k=1

Ñëåäîâàòåëüíî ïðè n → ∞, óìíîæàÿ íà 2


n π
a20 X 2
Z
1
ak + b2k −→ f 2 (x)dx

+ ïðè n → ∞ ←→
2 π −π
k=1
∞ π
a20
Z
X  1
←→ + a2k + b2k = f 2 (x)dx,
2 π −π
k=1

÷òî çàâåðøàåò äîêàçàòåëüñòâî òåîðåìû.

1.5.2. Ïðèìåð
Ðàíåå ïîëó÷èëè ðÿä Ôóðüå


2 sin 3x X sin nx
S(x) = 2 sin x − sin 2x + − ··· = 2(−1)n+1 ,
3 n=1
n

ãäå (
x ïðè x ∈ (−π, π),
S(x) =
0 ïðè x = −π è x = π.

71
Èìååì
π π
1 2π 3 2π 2
Z Z
1 1
S 2 (x)dx = 2
x dx = · = .
π π π π π 3 3
Ïðèìåíèì ê S(x) ðàâåíñòâî Ïàðñåâàëÿ

∞ 2 ! ∞ ∞
2π 2 π2 X 1

0 X 2 n+1 1 X 1
= + 0 + 2(−1) =4 −→ = .
3 2 n n2 6 n2
k=1 k=1 k=1

72