Processing math: 3%

2017年5月16日 星期二

國立臺灣大學九十二學年度轉學生入學考試試題詳解

  1. (25%) Let u:[a,b]R be a continuous function and f:RR be a function such that f for all x\in\mathbb{R}.
    1. Prove the mean value theorem for integrals for u: There exists a \xi\in\left[a,b\right] such that \displaystyle u\left(\xi\right)=\frac{1}{b-a}\int_a^bu\left(t\right)dt.
    2. Use Taylor expansion to prove that

      \displaystyle\frac{1}{b-a}\int_a^bf\left(u\left(t\right)\right)dt\geq f\left(\frac{1}{b-a}\int_a^bu\left(t\right)dt\right).

      When does "=" hold in the above inequality?
  2. 訣竅利用中間值定理與積分版泰勒定理證明即可。
    解法
    1. 考慮函數 F:\left[a,b\right]\to\mathbb{R} 如下:

      \displaystyle F\left(s\right)=\int_a^b\left(u\left(t\right)-u\left(s\right)\right)dt

      由於 u\left[a,b\right] 上連續,因此存在 x_mx_M 使得 u 達到極小值與極大值。因此 F\left(x_m\right)>0F\left(x_M\right)<0,且由 F\left[a,b\right] 上連續,因此存在 \xi 使得 F\left(\xi\right)=0,進而滿足題目所述的等式。
    2. 利用積分版的泰勒定理,我們知道

      \displaystyle f\left(m\right)=f\left(n\right)+\left(m-n\right)f'\left(n\right)+\int_n^m\int_n^sf''\left(h\right)dhds

      m=u\left(t\right)\displaystyle n=\frac{1}{b-a}\int_a^bu\left(t\right)dt 代入,並且根據 f''\geq0,我們有

      \displaystyle f\left(u\left(t\right)\right)\geq f\left(\frac{1}{b-a}\int_a^bu\left(t\right)dt\right)+\left(u\left(t\right)-\frac{1}{b-a}\int_a^bu\left(t\right)dt\right)f'\left(\frac{1}{b-a}\int_a^bu\left(t\right)dt\right)

      兩邊在 \left[a,b\right] 上取積分後可得

      \displaystyle\int_a^bf\left(u\left(t\right)\right)dt\geq\left(b-a\right)f\left(\frac{1}{b-a}\int_a^bu\left(t\right)dt\right)

      兩邊同除以 b-a 後即可。

      至於等號成立條件則可透過證明的過程中發現 f''\left[a,b\right] 上幾乎處處為零即能保證等號成立。(事實上,二階微分幾乎處處為零等價於二階微分恆等於零。)


  3. (25\%) Let f:\left[0,\infty\right)\to\mathbb{R} be a continuous function such that \displaystyle\lim_{x\to\infty}f\left(x\right)=L. Let b> a>0 be two arbitrary positive numbers.
    1. Explain why \displaystyle\int_0^{\infty}\frac{f\left(bx\right)-f\left(ax\right)}{x}dx is an improper integral and how it is defined.
    2. Show that the improper integral \displaystyle\int_0^{\infty}\frac{f\left(bx\right)-f\left(ax\right)}{x}dx converges and has the value \left(L-f\left(0\right)\right)\ln\left(b/a\right).
    3. Evaluate

      \displaystyle\int_0^\infty\frac{\tan^{-1}\left(\pi x\right)-\tan^{-1}\left(2x\right)}{x}dx.

  4. 訣竅本題為 Froullani 積分。利用變數代換與中間值定理的方式估計出積分值。
    解法
    1. 由於其積分範圍的上界為 \infty 因而為一瑕疵,其二是被積分函數 \displaystyle\frac{f\left(bx\right)-f\left(ax\right)}xx=0 處亦無定義因而式另一瑕疵。此瑕積分之計算定義如下

      \displaystyle\lim_{s\to0}\int_s^1\frac{f\left(bx\right)-f\left(ax\right)}{x}dx+\lim_{t\to\infty}\int_1^t\frac{f\left(bx\right)-f\left(ax\right)}{x}dx

      \lim\limits_{\substack{s\to0\\t\to\infty}}\displaystyle\int_s^t\frac{f\left(bx\right)-f\left(ax\right)}{x}dx

    2. 根據a.,我們先處理如下的定積分

      \displaystyle\int_s^t\frac{f\left(bx\right)-f\left(ax\right)}{x}dx=\int_s^t\frac{f\left(bx\right)}{x}dx-\int_s^t\frac{f\left(ax\right)}xdx

      對第一式令 z=bx,第二式則令 z=ax,如此有

      \displaystyle\int_{bs}^{bt}\frac{f\left(z\right)}{z}dz-\int_{as}^{at}\frac{f\left(z\right)}{z}dz=\int_{at}^{bt}\frac{f\left(z\right)}{z}dz-\int_{as}^{bs}\frac{f\left(z\right)}{z}dz

      由第一題中的積分下的均值定理可知

      \begin{aligned}&\displaystyle\int_{at}^{bt}\frac{f(z)}zdz=f\left(\xi\right)\int_{at}^{bt}\frac1zdz=f\left(\xi\right)\ln\frac ba,\\&\int_{as}^{bs}\frac{f\left(z\right)}zdz=f\left(\eta\right)\int_{as}^{bs}\frac1zdz=f\left(\eta\right)\ln\frac ba.\end{aligned}

      如此可知

      \displaystyle\int_s^t\frac{f\left(bx\right)-f\left(ax\right)}{x}dx=\left[f\left(\xi\right)-f\left(\eta\right)\right]\ln\frac{b}{a}

      其中 \xi\in\left[at,bt\right]\eta\in\left[as,bs\right]。又當 s\to0 時有 \eta\to0,而 t\to\infty 時有 \xi\to\infty,進而 f\left(\xi\right)\to L,因此可得

      \displaystyle\int_0^\infty\frac{f\left(bx\right)-f\left(a\right)}{x}dx=\left(L-f\left(0\right)\right)\ln\frac{b}a

    3. 利用 b. 的結果、\displaystyle\lim_{x\to\infty}\tan^{-1}x=\frac\pi2,所求的瑕積分之值為

      \displaystyle\left(\frac\pi2-0\right)\ln\frac\pi2=\frac\pi2\ln\frac\pi2.


  5. (24\%) Briefly describe the geometric meaning of the following statements or quantities. Here f:\mathbb{R}^n\to\mathbb{R}^n is a scalar function on \mathbb{R}^n, n\geq2.
    1. f is differentiable at \left(a_1,a_2,\cdots,a_n\right).
    2. The gradient \left(f_{x_1},f_{x_2},\cdots,f_{x_n}\right) of a differentiable function f, where f_{x_j}=\partial f/\partial x_j.
    3. The Jacobian \displaystyle\frac{\partial\left(x_1,x_2,\cdots,x_n\right)}{\partial\left(u_1,u_2,\cdots,u_n\right)} of the transformation T given by x_1=x_1\left(u_1,u_2,\cdots,u_n\right),\cdots,x_n=x_n\left(u_1,u_2,\cdots,u_n\right).
  6. 訣竅熟悉這些概念定義背後的想法即可描述。
    解法
    1. 函數 f\left(a_1,\cdots,a_n\right) 處可微分的意義乃表明在該處有個平面方程式可與 f 切於 \left(a_1,\cdots,a_n\right)
    2. 可微分函數的梯度指出方向導數最大的方向,或者指出在該點座標的等高線法向量。
    3. Jacobain 矩陣代表的是進行座標變換時產生的幾何伸縮量的倍數,亦即縮放比。

  7. (26\%)
    1. Evaluate the integral

      \displaystyle\iint_{\mathscr{R}}e^{xy-x^2-y^2}dA, \mathscr{R}=\left\{\left(x,y\right)\in\mathbb{R}^2, x^2-xy+y^2\leq5\right\}.

    2. Consider the following iterated integral

      \displaystyle\int_0^4\left(\int_{y^{3/2}}^8y^2\sin\left(x^3\right)dx\right)dy.

      Graph the region \mathscr{D} of integration and then evaluate the integral.
  8. 訣竅關於a.可以利用變數代換後求解;關於b.則交換積分順序後即可直接積分計算之。
    解法
    1. 首先令 \displaystyle u=\frac{x+y}{2}\displaystyle v=\frac{\sqrt{3}\left(x-y\right)}{2},如此 \mathscr{R}=\left\{\left(u,v\right)\in\mathbb{R}^2,u^2+v^2\leq1\right\},進而所求的雙重積分可以改寫並計算如下:

      \displaystyle\iint_{\mathscr{R}}e^{-u^2-v^2}|\left|\frac{\partial\left(x,y\right)}{\partial\left(u,v\right)}\right||dudv=\iint_{\mathscr{R}}e^{-u^2-v^2}\times\frac2{\sqrt3}dudv

      此時再令u=r\cos\thetav=r\sin\theta,其中0\leq r\leq10\leq\theta\leq2\pi,如此雙重積分可以改寫並計算如下:

      \begin{aligned}\displaystyle\iint_{\mathscr{R}}e^{xy-x^2-y^2}dA&=\frac2{\sqrt3}\int_0^{2\pi}\int_0^1e^{-r^2}rdrd\theta\\&=\frac2{\sqrt3}\left(\int_0^{2\pi}d\theta\right)\left(\int_0^1re^{-r^2}dr\right)\\&=\frac{4\pi}{\sqrt3}\times\left.-\frac{e^{-r^2}}2\right|_0^1\\&=\frac{2\pi\left(1-e^{-1}\right)}{\sqrt3}.\end{aligned}

    2. 將積分區域繪製如下圖。
      我們可將範圍 \left\{\begin{aligned}&y^{3/2}\leq x\leq8\\&0\leq y\leq4\end{aligned}\right. 改寫為 \left\{\begin{aligned}&0\leq x\leq8\\&0\leq y\leq x^{2/3}\end{aligned}\right.,如此原定積分可以改寫並計算如下:

      \begin{aligned}\displaystyle\int_0^8\left(\int_0^{x^{2/3}}y^2\sin\left(x^3\right)dy\right)dx&=\frac{1}{3}\int_0^8\left.y^3\sin\left(x^3\right)\right|_0^{x^{2/3}}dx=\frac{1}{3}\int_0^8x^2\sin\left(x^3\right)dx\\&=-\frac{1}{9}\left.\cos\left(x^3\right)\right|_0^8=\frac{1-\cos\left(512\right)}9.\end{aligned}

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