Несобственные интегралы и интегралы, зависящие от параметров - 15 стр.

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b
Z
a
dx
y
Z
c
f(x, η)
η
=
b
Z
a
dx · f(x, η)
¯
¯
¯
y
c
=
=
b
Z
a
f(x, y)dx
b
Z
a
f(x, c)dx = I(y) I(c)
J(η)
I(y) I(c) =
y
Z
c
J(η).
J(η) [c; d]
[c; d]
I
0
(y) =
d
dy
y
Z
c
J(η) = J(y) =
b
Z
a
f(x, y)
y
dy,
f(x, y) Π =
[a; b] ×[c; d] x [a; b] y [c; d]
a(y) b(y) [c; d] y [c; d]
a a(y) b(y) b
I(y) =
b(y)
Z
a(y)
f(x, y)dx.
f(x, y) Π a(y)
b(y) [c; d] I(y)
[c; d]