云南大学2024
解 已知\[\int_{-\infty }^{+\infty }e^{-x^2}dx=\sqrt{\pi }.\]\[D:[-a,a]\times [-a,a]=D_1:[-a,y]\times [-a,a]\bigcup D_2:[-a,a]\times [-a,x].\]\begin{align*}\lim_{a\to+\infty }\iint\limits_{D} &=\lim_{a\to+\infty }[\iint\limits_{D_1}+\iint\limits_{D_2}] \\
&=\lim_{a\to+\infty }[\iint\limits_{D_1}\min \{x,y\}e^{-(x^2+y^2)}dxdy+\iint\limits_{D_2}\min \{x,y\}e^{-(x^2+y^2)}dxdy] \\
&=\lim_{a\to+\infty }[\int_{-a}^{a}e^{-y^2}dy\int_{-a}^{y}xe^{-x^2}dx+\int_{-a}^{a}e^{-x^2}dx\int_{-a}^{x}ye^{-y^2}dy] \\
&=2\lim_{a\to+\infty }\int_{-a}^{a}e^{-y^2}dy\int_{-a}^{y}xe^{-x^2}dx,(对称性) \\
&=\lim_{a\to+\infty }\int_{-a}^{a}e^{-y^2}(-e^{-y^2}+e^{-a^2})dy \\
&=\lim_{a\to+\infty }[e^{-a^2}\int_{-a}^{a}e^{-y^2}dy-\int_{-a}^{a}e^{-2y^2}dy] \\
&=\lim_{a\to+\infty }[\pi e^{-a^2}-\int_{-a}^{a}e^{-2y^2}dy]\\
&=-\frac{1}{\sqrt{2}}\lim_{a\to+\infty }\int_{-a}^{a}e^{-(\sqrt{2}y)^2}d(\sqrt{2}y)\\
&=-\sqrt{\frac{\pi }{2}}.
\end{align*}