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函数积分九:有界区域上的二重积分

定义1

\(B \subset \mathbb{R}^2\)是有界集,函数\(f: B \to \mathbb{R}\),令
\[ f_B(\boldsymbol{p}) = \left\{ \begin{aligned} & f(\boldsymbol{p}), & \boldsymbol{p} \in B \\ & 0, & \boldsymbol{p} \in B^c \end{aligned} \right. \]
则函数\(f_B\)在全平面\(\mathbb{R}^2\)上有定义,如果限制在集合\(B\)上,\(f_B\)\(f\)相等。

定义2

任取有界的闭矩形\(I \supset B\),如果函数\(f_B\)\(I\)上可积,则称函数\(f\)\(B\)上可积,并称数值\(\displaystyle \int_I f_B \mathrm{d} \sigma\)为函数\(f\)\(B\)上的(二重)积分,记作
\[ \iint \limits_B f(x, y) \mathrm{d} x \mathrm{d} y \quad 或 \quad \int_B f \mathrm{d} \sigma \]

定理1

设有界集\(B \subset \mathbb{R}^2\),函数\(f: B \to \mathbb{R}\)有界,如果集合\(B\)的边界\(\partial B\)\(f\)\(B\)上的间断点都是零测集,那么\(f\)\(B\)上可积。

证:取闭矩形\(I\),满足\(I^\circ \supset \overline B\),由于\(f_B\)\(\overline B^c\)上处处为零,所以\(\overline B^c\)中的每个点都是\(f_B\)的连续点,在\(B^\circ\)上,\(f_B = f\),所以在\(B^\circ\)\(f_B\)的不连续点就是\(f\)的不连续点,从而
\[ D(f_B) \subset D(f) \cup \partial B \]
由于\(D(f)\)\(\partial B\)都是零测集,所以\(D(f_B)\)也是零测集,即\(f_B\)\(I\)上可积,从而\(f\)\(B\)上可积。

Q.E.D.

定理2

设有界集\(B \subset \mathbb{R}^2\)\(f: B \to \mathbb{R}\)\(B\)上可积,那么对任意常数\(c\),函数\(cf\)\(B\)上也可积,并且
\[ \int_B cf \mathrm{d} \sigma = c \int_B f \mathrm{d} \sigma \]
又若\(g: B \to \mathbb{R}\)\(B\)上可积,那么\(f \pm g\)也在\(B\)上可积,且
\[ \int_B (f \pm g) \mathrm{d} \sigma = \int_B f \mathrm{d} \sigma \pm \int_B g \mathrm{d} \sigma \]

证:对于第一个等式,设闭矩形\(I \supset B\),有
\[ \int_B cf \mathrm{d} \sigma = \int_I cf_B \mathrm{d} \sigma = c \int_I f_B \mathrm{d} \sigma = c \int_B f \mathrm{d} \sigma \]
对于第二个等式,同样有
\[ \int_B (f \pm g) \mathrm{d} \sigma = \int_I (f_B \pm g_B) \mathrm{d} \sigma = \int_I f_B \mathrm{d} \sigma \pm \int_I g_B \mathrm{d} \sigma = \int_B f \mathrm{d} \sigma \pm \int_B g \mathrm{d} \sigma \]

Q.E.D.

定理3

\(B_1, B_2 \subset \mathbb{R}^2\)有界,且\(B_1 \cap B_2\)是零面积集,若函数\(f\)\(B_1\)\(B_2\)上都可积,那么\(f\)\(B_1 \cup B_2\)上可积,且
\[ \int_{B_1 \cup B_2} f \mathrm{d} \sigma = \int_{B_1} f \mathrm{d} \sigma + \int_{B_2} f \mathrm{d} \sigma \]

证:易知,只要\(\boldsymbol{x} \notin B_1 \cap B_2\),有\(f_{B_1 \cup B_2}(\boldsymbol{x}) = f_{B_1}(\boldsymbol{x}) + f_{B_2}(\boldsymbol{x})\),从而使得\(f_{B_1 \cup B_2}\)\(f_{B_1} + f_{B_2}\)不相等的集合必属于\(B_1 \cap B_2\),即为零面积集。所以由函数积分八的定理9可知,
\[ \int_I (f_{B_1} + f_{B_2}) \mathrm{d} \sigma = \int_I f_{B_1 \cap B_2} \mathrm{d} \sigma \]
设矩形\(I \supset B\),则有
\[ \int_{B_1} f \mathrm{d} \sigma + \int_{B_2} f \mathrm{d} \sigma = \int_I f_{B_1} \mathrm{d} \sigma + \int_I f_{B_2} \mathrm{d} \sigma = \int_I (f_{B_1} + f_{B_2}) \mathrm{d} \sigma = \int_I f_{B_1 \cap B_2} \mathrm{d} \sigma \]

Q.E.D.

定义3

\(B \subset \mathbb{R}^2\)有界,若常值函数\(1\)\(B\)上可积,那么积分\(\displaystyle \int_B 1 \mathrm{d} \sigma\)称为点集\(B\)的面积,记为\(\sigma(B)\),这时称\(B\)是有面积的。记函数
\[ \chi_B (\boldsymbol{p}) = \left\{ \begin{aligned} 1, & \quad \boldsymbol{p} \in B \\ 0, & \quad \boldsymbol{p} \notin B \end{aligned} \right. \]
称为\(B\)的特征函数,从而\(B\)的面积也可以写为
\[ \sigma(B) = \int_B 1 \mathrm{d} \sigma = \int_I \chi_B \mathrm{d} \sigma \]
这里\(I\)是任何一个包含\(B\)的闭矩形。

定理4

\(B \subset \mathbb{R}^2\)是一个有界集,且\(\displaystyle \sigma(B) = \int_B 1 \mathrm{d} \sigma\)存在,则
\[ D(\chi_B) = \partial B \]

证:由于
\[ \mathbb{R}^2 = B^\circ \cup \partial B \cup (B^c)^\circ \]
而在开集\(B^\circ\)\((B^c)^\circ\)上,\(\chi_B\)分别为\(1\)\(0\),所以\(\chi_B\)\(B^\circ\)\((B^c)^\circ\)上连续,从而
\[ D(\chi_B) \subset \partial B \tag {1} \]
任取\(\boldsymbol{p} \in \partial B\),则在\(\boldsymbol{p}\)的任意小的领域内即有\(B\)中的点\(\boldsymbol{p}^\prime\),又有\(B^c\)中的点\(\boldsymbol{p}^{\prime\prime}\),而\(\chi_B(\boldsymbol{p}^\prime) = 1, \chi_B(\boldsymbol{p}^{\prime\prime})=0\),所以\(\chi_B\)\(\boldsymbol{p}\)处不连续,所以
\[ \partial B \subset D(\chi_B) \tag {2} \]
\((1)(2)\)即得\(D(\chi_B) = \partial B\)

Q.E.D.

定理5

\(B \subset \mathbb{R}^2\)是一个有界集,则点集\(B\)为零面积集的充分必要条件是
\[ \sigma (B) = \int_B 1 \mathrm{d} \sigma = 0 \]

证:必要性。作闭矩形\(I\)使得\(I^{\circ} \supset \overline B\),则\(B\)上的特征函数\(\chi_B\)\(I\)上取非零值的点集正好是\(B\),而\(B\)是零面积集,由函数积分八的定理8可知, \(\chi_B\)\(I\)上可积且
\[ \sigma(B) = \int_B 1 \mathrm{d} \sigma = \int_I \chi_B \mathrm{d} \sigma = 0 \]
这表明\(B\)的面积为零。

充分性。由于\(\sigma(B) = 0\),从而\(B^\circ = \varnothing\),又因为\(\chi_B\)可积,从而\(D(\chi_B)\)是零测集,再由定理4可知\(\partial B\)是零测集,而\(\partial B\)又是有界闭集,从而由函数积分八的定理1可知\(\partial B\)是零面积集,由\(B \subset \partial B \cup B^\circ = \partial B\),得\(B \subset \partial B\),所以\(B\)也是零面积集。

Q.E.D.

定理6

设有界集\(B \subset \mathbb{R}^2\),则\(B\)有面积当且仅当\(B\)的边界\(\partial B\)是一零面积集。

证:由于\(\partial B\)是有界闭集,所以\(\partial B\)是零面积集\(\Leftrightarrow \partial B\)是零测集\(\Leftrightarrow D(\chi_B)\)是零测集\(\Leftrightarrow \sigma(B)\)存在\(\Leftrightarrow B\)有面积。

Q.E.D.

定理7

\(B\)\(\mathbb{R}^2\)中的有面积的点集,\(f\)\(B\)上可积,对\(B\)的任意分割\(T\)作Riemann和,那么对任意的\(\boldsymbol{\xi}_i \in D_i(i=1,2,\cdots,m)\)
\[ \lim_{\Vert T \Vert \to 0} \sum_{i=1}^m f(\boldsymbol{\xi}_i) \sigma(D_i) = \int_B f \mathrm{d} \sigma \]
其中\(\Vert T \Vert = \max \limits_{1 \le i \le m} \mathrm{diam}(D_i)\)。也就是说,对任意的\(\varepsilon > 0\),存在\(\delta>0\),只要分割\(T = \{D_1, D_2, \cdots, D_n\}\)满足\(\Vert T \Vert < \delta\),就有
\[ \left|\sum_{i=1}^m f(\boldsymbol{\xi}_i) \sigma(D_i) - \int_B f \mathrm{d} \sigma \right| < \varepsilon \]

证:由于\(f\)\(B\)上可积,从而对任意的\(\varepsilon > 0\),存在矩形网的分割\(\pi_{\varepsilon} = \{J_1, J_2, \cdots, J_t \}\),使得
\[ \overline S(f, \pi_{\varepsilon}) - \underline S(f, \pi_{\varepsilon}) < \frac{\varepsilon}{2} \]

\[ \sum_{i=1}^t (\sup f(J_i) - \inf f(J_i)) \sigma(J_i) < \frac{\varepsilon}{2} \]
这里\(J_i \subset B (i=1,2,\cdots,t)\),现将子矩形\(J_i\)的每一边平行地向内部收缩同一距离\(\delta > 0\),作成一个开矩形\(\tilde {J_i} \subset J_i (i=1,2,\cdots,t)\)。记
\[ K = I \bigcap (\bigcup \limits_{i=1}^t \tilde J_i)^c \]
这里\(I\)是所有包含在\(B\)中的闭子矩形\(J_i\)的并,显然\(K\)是闭集,现取\(\delta > 0\)充分小,使得\(\sigma(K) < \varepsilon / 2\omega\),这里\(\omega\)\(f\)\(B\)上的振幅。对这个\(\delta > 0\),任取分割\(T = \{D_1, D_2, \cdots, D_m\}\),使得\(\Vert T \Vert < \delta\),记\(\displaystyle A = \int_B f \mathrm{d} \sigma\),则有
\[ A = \sum_{i=1}^m \int_{D_i} f \mathrm{d} \sigma \]
\(f\)\(D_i\)上的上、下确界分别为\(M_i, m_i\),则
\[ m_i \sigma(D_i) \le \int_{D_i} f \mathrm{d} \sigma \le M_i \sigma(D_i) \]
\(\displaystyle \mu_i = \frac{1}{\sigma(D_i)} \int_{D_i} f \mathrm{d} \sigma\),从而\(m_i \le \mu_i \le M_i\),又有
\[ \begin{aligned} \left| A - \sum_{i=1}^m f(\boldsymbol{\xi}_i)\sigma(D_i) \right| &= \left| \sum_{i=1}^m (\mu_i - f(\boldsymbol{\xi}_i)) \sigma(D_i) \right| \\ & \le \sum_{i=1}^m \left| \mu_i - f(\boldsymbol{\xi}_i) \right| \sigma(D_i) \\ & \le \sum_{i=1}^m (M_i - m_i) \sigma(D_i) \\ & = \sum_{i=1}^m \omega_i \sigma(D_i) \\ & = \sum \nolimits_1 + \sum \nolimits_2 \end{aligned} \]
其中
\[ \sum \nolimits_1 = \sum_{D_i \subset K} \omega_i \sigma(D_i) \quad \sum \nolimits_2 = \sum_{D_i \nsubseteq K}\omega_i \sigma(D_i) \]

\[ \sum \nolimits_1 \le \omega \sum_{D_1 \subset K} \sigma(D_i) \le \omega_i \sigma(K) < \frac{\varepsilon}{2} \]
对于\(\sum_2\),由于\(D_i \nsubseteq K\),从而\(D_i\)必与某个\(\tilde {J_j}\)相交,所以必有\(D_i \subset J_j\),从而有
\[ \begin{aligned} \sum \nolimits_2 = \sum_{j=1}^t \sum_{D_i \subset J_j} \omega_i \sigma(D_i) & \le \sum_{j=1}^t (\sup f(J_j) - \inf f(J_j)) \sum_{D_i \subset J_j} \sigma(D_i) \\ & \le \sum_{j=1}^t (\sup f(J_j) - \inf f(J_j)) \sigma(J_i) < \frac{\varepsilon}{2} \end{aligned} \]
所以有
\[ \left| A - \sum_{i=1}^m f(\boldsymbol{\xi}_i)\sigma(D_i) \right| \le \sum \nolimits_1 + \sum \nolimits_2 < \varepsilon \]

Q.E.D.

定理8:积分平均值定理

\(K\)\(\mathbb{R}^2\)中的有线条光滑曲线围成的有界闭区域,函数\(f, g: K \to \mathbb{R}\)连续且\(g\)\(K\)上不变号,于是存在一点\(\boldsymbol{\xi} \in K\),满足
\[ \int_K fg \mathrm{d} \sigma = f(\boldsymbol{\xi}) \int_K g \mathrm{d} \sigma \]

证:连续函数\(g\)\(fg\)\(K\)上都可积,因为\(K\)是紧致集,所以连续函数\(f\)\(K\)上取得最小值\(f(\boldsymbol{a})\)与最大值\(f(\boldsymbol{b})\),不妨设在\(K\)\(g \le 0\),于是
\[ f(\boldsymbol{a})g(\boldsymbol{p}) \le g(\boldsymbol{p})g(\boldsymbol{p}) \le f(\boldsymbol{b})g(\boldsymbol{p}) \]
对一切\(\boldsymbol{p} \in K\)都成立,从而有
\[ f(\boldsymbol{a})\int_K g \mathrm{d} \sigma \le \int_K fg \mathrm{d} \sigma \le f(\boldsymbol{b}) \int_K g \mathrm{d} \sigma \]
\(\displaystyle \int_K g \mathrm{d} \sigma = 0\),这时\(g = 0\),定理自然成立。现设\(\displaystyle \int_K g \mathrm{d} \sigma > 0\),于是
\[ f(\boldsymbol{a}) \le \left( \int_k g \mathrm{d} \sigma \right)^{-1} \int_K fg \mathrm{d} \sigma \le f(\boldsymbol{b}) \]
由于\(K\)是连通集,而\(f\)\(K\)上连续,从而由介值定理可知,存在一点\(\boldsymbol{\xi} \in K\),使得
\[ f(\boldsymbol{\xi}) = \left( \int_K g \mathrm{d} \sigma \right)^{-1} \int_K fg \mathrm{d} \sigma \]

Q.E.D.

定理9

\(K\)\(\mathbb{R}^2\)中的有界闭区域,函数\(f\)\(K\)上连续,那么存在一点\(\boldsymbol{\xi} \in K\),使得
\[ \int_K f \mathrm{d} \sigma = f(\boldsymbol{\xi}) \sigma(K) \]

证:由定理8,令\(g = 1\)即得。