电子科技大学2010数学分析
解
$\displaystyle \because |\arctan x|\leq \frac{\pi}{2},\frac{1}{x^2}\rightarrow 0,\downarrow $
所以$g(\alpha ,\beta )$对于$x$一致收敛。从而积分与求导可交换顺序。对参数求导,
$\displaystyle g'_\alpha (\alpha ,\beta )=\int_{0}^{+\infty }\frac{x}{1+\alpha ^2x^2}\cdot \frac{ \arctan \beta x}{x^2}dx,$
同理,$g'_\alpha (\alpha ,\beta )$对于$x$一致收敛。有
$\displaystyle g''_{\alpha \beta }(\alpha ,\beta )=\int_{0}^{+\infty }\frac{1}{1+\alpha ^2x^2}\cdot \frac{1}{1+\beta ^2x^2}dx=\frac{1}{\alpha ^2-\beta ^2}\int_{0}^{+\infty }(\frac{\alpha ^2}{1+\alpha ^2x^2}-\frac{\beta^2 }{1+\beta ^2x^2})dx,$
$\displaystyle \because \int_{0}^{+\infty }\frac{\alpha^2 }{1+\alpha ^2x^2}dx=\arctan \alpha x|_0^{+\infty }=\frac{\alpha \pi}{2},$
$\displaystyle \int_{0}^{+\infty }\frac{\beta ^2 }{1+\beta ^2x^2}dx=\arctan \beta x|_0^{+\infty }=\frac{\beta \pi}{2},$
$\displaystyle \therefore g''_{\alpha \beta }(\alpha ,\beta )=\frac{\alpha -\beta }{\alpha ^2-\beta ^2}\cdot \frac{ \pi}{2}=\frac{1}{\alpha +\beta }\cdot \frac{\pi}{2}.$
对$\beta$积分,得
$\displaystyle g'_\alpha (\alpha ,\beta )=\frac{\pi}{2}\int_{0}^{\beta }\frac{1}{\alpha +t}dt=\frac{\pi}{2}\ln(\alpha +\beta )+C.$
$\displaystyle\lim_{\beta \to0^+}g'_\beta (\alpha ,\beta )=0=\frac{\pi}{2}\ln \alpha +C.$
$\displaystyle\therefore C=-\frac{\pi}{2}\alpha \ln \alpha .$
$\displaystyle\Rightarrow g'_\beta (\alpha ,\beta )=\frac{\pi}{2}\ln(\alpha +\beta )-\frac{\pi}{2}\alpha \ln \alpha .$
再对$\alpha $积分,得
$\displaystyle g(\alpha ,\beta )=\frac{\pi}{2}\alpha \ln(\frac{\alpha +\beta }{\alpha })+\frac{\pi}{2}\beta \ln(\alpha +\beta )+C,$
$\displaystyle\lim_{\alpha \to0^+}g(\alpha ,\beta )=0=g(0,\beta )=\frac{\pi}{2}\beta \ln \beta +C,$
$\displaystyle C=-\frac{\pi}{2}\beta \ln \beta.$
$\displaystyle \therefore g(\alpha ,\beta )=\frac{\pi}{2}(\alpha +\beta )\ln(\alpha +\beta )-\frac{\pi}{2}\alpha \ln \alpha -\frac{\pi}{2}\beta \ln \beta.$