Calculus · real student question

Discuss the convergence of the double integral of sin(x)sin(y)/(x+y)^p over the region x >= 0, y >= 0, x + y >= 1.

Question

Discuss the convergence of Dsinxsiny(x+y)pdxdy,D={(x,y):x0, y0, x+y1}.\iint_D \frac{\sin x\,\sin y}{(x+y)^p}\,dx\,dy,\qquad D=\{(x,y): x\ge 0,\ y\ge 0,\ x+y\ge 1\}. Determine for which values of pp the integral converges absolutely, for which it converges only conditionally, and for which it diverges.

Step-by-step solution

  1. Change variables so the weight depends on one variable. The integrand only sees x+yx+y through the denominator, so set u=x+yu=x+y, v=xv=x. Then y=uvy=u-v and the Jacobian is 11. The constraints x0x\ge0, y0y\ge0 become 0vu0\le v\le u, and x+y1x+y\ge1 becomes u1u\ge1, so I(p)=11up(0usinvsin(uv)dv)du.I(p)=\int_1^\infty \frac{1}{u^p}\left(\int_0^u \sin v\,\sin(u-v)\,dv\right)du.

  2. Collapse the inner integral with a product-to-sum identity. Using sinAsinB=12[cos(AB)cos(A+B)]\sin A\sin B=\tfrac12[\cos(A-B)-\cos(A+B)] with A=vA=v and B=uvB=u-v gives sinvsin(uv)=12[cos(2vu)cosu]\sin v\sin(u-v)=\tfrac12[\cos(2v-u)-\cos u]. Integrating over v[0,u]v\in[0,u], the first piece contributes sinu\sin u and the second contributes ucosuu\cos u, so 0usinvsin(uv)dv=sinuucosu2.\int_0^u \sin v\,\sin(u-v)\,dv=\frac{\sin u-u\cos u}{2}.

  3. Split the result into two oscillatory tails. Substituting back, I(p)=121sinuupdu121cosuup1du.I(p)=\frac12\int_1^\infty\frac{\sin u}{u^p}\,du-\frac12\int_1^\infty\frac{\cos u}{u^{p-1}}\,du. The two-dimensional convergence question is now two one-dimensional improper integrals of the same standard shape.

  4. Apply the Dirichlet test to each tail. The partial integrals 1Xsinudu\int_1^X\sin u\,du and 1Xcosudu\int_1^X\cos u\,du stay bounded, so 1sinu/updu\int_1^\infty \sin u/u^p\,du converges whenever upu^{-p} decreases to 00, that is p>0p>0, and 1cosu/up1du\int_1^\infty \cos u/u^{p-1}\,du converges whenever p1>0p-1>0. The second condition is the binding one. At p=1p=1 the second tail is 1cosudu\int_1^\infty\cos u\,du, which oscillates without settling, and for p<1p<1 its amplitude u1pu^{1-p} even grows, so convergence holds exactly when p>1p>1.

  5. Test absolute convergence separately. Taking absolute values destroys the cancellation: A(u)=0usinvsin(uv)dvA(u)=\int_0^u|\sin v\,\sin(u-v)|\,dv grows linearly, cuA(u)Cucu\le A(u)\le Cu for large uu, because sinvsin(uv)|\sin v\sin(u-v)| has a positive average over each period. Hence D1u1pdu\iint_D|\cdot|\asymp\int_1^\infty u^{1-p}\,du, which converges exactly when 1p<11-p<-1, that is p>2p>2.

  6. Assemble the trichotomy. Absolute convergence needs p>2p>2 and plain convergence needs p>1p>1, so for 1<p21<p\le 2 the integral converges but not absolutely, and for p1p\le 1 it diverges.

Answer

absolutely convergent for p>2,conditionally convergent for 1<p2,divergent for p1\text{absolutely convergent for } p>2,\qquad \text{conditionally convergent for } 1<p\le 2,\qquad \text{divergent for } p\le 1

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