证明 ∫nn+1ln⁡x dx=(n+1)ln⁡(n+1)−nln⁡n−1.\displaystyle\int_{n}^{n+1} \ln x\, dx = (n+1)\ln(n+1) - n\ln n - 1. (ii) 图中给出了 x=nx = n 与 x=n+1x = n+1 之间 y=ln⁡xy = \ln x 的图像。阴影部分的面积表示用单个梯形来近似第 (i) 部分中积分值时的误差。证明阴影部分的面积为 (n+12)ln⁡(1+1n)−1.(n + \tfrac{1}{2})\ln\bigl(1 + \tfrac{1}{n}\bigr) - 1. (iii) 利用级数展开证明,如果 nn 足够大,以至于可以忽略 1n3\dfrac{1}{n^3} 及更高次幂的 1n\dfrac{1}{n},那么第 (ii) 部分中的面积约等于 kn2\dfrac{k}{n^2},其中 kk 是待确定的常数。

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完整解法

Q4

1. Apply integration by parts to evaluate the indefinite integral of $\ln x$.

Let u=ln⁡x  ⟹  dudx=1xu = \ln x \implies \frac{du}{dx} = \frac{1}{x}
Let dvdx=1  ⟹  v=x\frac{dv}{dx} = 1 \implies v = x

∫ln⁡x dx=xln⁡x−∫x(1x) dx=xln⁡x−x\int \ln x \, dx = x \ln x - \int x \left(\frac{1}{x}\right) \, dx = x \ln x - x

2. Evaluate the definite integral from $n$ to $n+1$.

∫nn+1ln⁡x dx=[xln⁡x−x]nn+1\int_{n}^{n+1} \ln x \, dx = [x \ln x - x]_n^{n+1}
=((n+1)ln⁡(n+1)−(n+1))−(nln⁡n−n)= \bigl((n+1)\ln(n+1) - (n+1)\bigr) - \bigl(n\ln n - n\bigr)
=(n+1)ln⁡(n+1)−nln⁡n−n−1+n= (n+1)\ln(n+1) - n\ln n - n - 1 + n
=(n+1)ln⁡(n+1)−nln⁡n−1(Shown)= (n+1)\ln(n+1) - n\ln n - 1 \quad \text{(Shown)}

3. Calculate the area of the single trapezium used to approximate the integral.

Area of trapezium=12×(sum of parallel sides)×height\text{Area of trapezium} = \frac{1}{2} \times (\text{sum of parallel sides}) \times \text{height}
=12(ln⁡n+ln⁡(n+1))(n+1−n)= \frac{1}{2} (\ln n + \ln(n+1))(n+1 - n)
=12ln⁡n+12ln⁡(n+1)= \frac{1}{2} \ln n + \frac{1}{2} \ln(n+1)

4. Set up the expression for the area of the shaded region.

The shaded region is the exact area under the curve minus the area of the trapezium approximation.

Area of shaded region=∫nn+1ln⁡x dx−Area of trapezium\text{Area of shaded region} = \int_{n}^{n+1} \ln x \, dx - \text{Area of trapezium}
=((n+1)ln⁡(n+1)−nln⁡n−1)−(12ln⁡n+12ln⁡(n+1))= \bigl((n+1)\ln(n+1) - n\ln n - 1\bigr) - \left(\frac{1}{2} \ln n + \frac{1}{2} \ln(n+1)\right)

5. Simplify the expression using logarithm properties to match the required result.

=(n+1−12)ln⁡(n+1)−(n+12)ln⁡n−1= \left(n + 1 - \frac{1}{2}\right)\ln(n+1) - \left(n + \frac{1}{2}\right)\ln n - 1
=(n+12)ln⁡(n+1)−(n+12)ln⁡n−1= \left(n + \frac{1}{2}\right)\ln(n+1) - \left(n + \frac{1}{2}\right)\ln n - 1
=(n+12)[ln⁡(n+1)−ln⁡n]−1= \left(n + \frac{1}{2}\right)[\ln(n+1) - \ln n] - 1
=(n+12)ln⁡(n+1n)−1= \left(n + \frac{1}{2}\right)\ln\left(\frac{n+1}{n}\right) - 1
=(n+12)ln⁡(1+1n)−1(Shown)= \left(n + \frac{1}{2}\right)\ln\left(1 + \frac{1}{n}\right) - 1 \quad \text{(Shown)}

6. Expand $\ln\left(1 + \frac{1}{n}\right)$ using the standard Maclaurin series expansion.

Using the standard expansion ln⁡(1+x)=x−x22+x33−…\ln(1+x) = x - \frac{x^2}{2} + \frac{x^3}{3} - \dots, substitute x=1nx = \frac{1}{n}:

ln⁡(1+1n)=1n−12n2+13n3−…\ln\left(1 + \frac{1}{n}\right) = \frac{1}{n} - \frac{1}{2n^2} + \frac{1}{3n^3} - \dots

(Note: It is crucial to expand up to 1n3\frac{1}{n^3} because it will be multiplied by nn, producing a 1n2\frac{1}{n^2} term.)

7. Multiply the series by $\left(n + \frac{1}{2}\right)$ and neglect terms of $\frac{1}{n^3}$ and higher.

(n+12)ln⁡(1+1n)≈(n+12)(1n−12n2+13n3)\left(n + \frac{1}{2}\right)\ln\left(1 + \frac{1}{n}\right) \approx \left(n + \frac{1}{2}\right)\left(\frac{1}{n} - \frac{1}{2n^2} + \frac{1}{3n^3}\right)
=n(1n−12n2+13n3)+12(1n−12n2)(neglecting higher powers)= n\left(\frac{1}{n} - \frac{1}{2n^2} + \frac{1}{3n^3}\right) + \frac{1}{2}\left(\frac{1}{n} - \frac{1}{2n^2}\right) \quad \text{(neglecting higher powers)}
=(1−12n+13n2)+(12n−14n2)= \left(1 - \frac{1}{2n} + \frac{1}{3n^2}\right) + \left(\frac{1}{2n} - \frac{1}{4n^2}\right)
=1+(−12n+12n)+(13n2−14n2)= 1 + \left(-\frac{1}{2n} + \frac{1}{2n}\right) + \left(\frac{1}{3n^2} - \frac{1}{4n^2}\right)
=1+112n2= 1 + \frac{1}{12n^2}

8. Compute the approximate area and determine $k$.

Substitute back into the full area expression:

Area=(n+12)ln⁡(1+1n)−1\text{Area} = \left(n + \frac{1}{2}\right)\ln\left(1 + \frac{1}{n}\right) - 1
≈(1+112n2)−1\approx \left(1 + \frac{1}{12n^2}\right) - 1
=112n2= \frac{1}{12n^2}

Comparing this with kn2\frac{k}{n^2}, we obtain:
k=112k = \frac{1}{12}

答案

Part (i) & (ii)
Proofs as shown.

Part (iii)
k=112k = \frac{1}{12}

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