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Calculate the limit

$$\lim_{n\to\infty } \int\limits_{\pi }^{2\pi } \frac{|\sin (nx) +\cos (nx)|}{ x}\, \mathrm{d}x =?$$

Last time I got acquainted with a new method that allows integrand functions to be represented by a series. I decided to try to do the same here. I know how to calculate this integral, so I assume that it doesn't need to be calculated immediately. I substituted $|\sin(t)+\cos(t)|=\varphi)(t)$ and this function has period $\pi$. Let us return to the integral

$$I=\int\limits_{\pi n}^{2\pi n}\frac{\varphi(t)}{t}\, \mathrm{d}t=\sum_{k=n}^{2n-1}\int\limits_{\pi k}^{2n-1}\frac{\varphi(t)}{t}\, \mathrm{d}t=\sum_{k=n}^{2n-1}\int\limits_{0}^{\pi}\frac{\varphi(t)}{t+\pi k}\, \mathrm{d}t=\cdots$$

I did it as shown in other examples, but after I moved to the row, the problem did not become easier. Is it possible to calculate this row? Was it necessary to make a replacement here?

Parfig
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1 Answers1

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I already showed this method in the previous problem. You are trying to apply new knowledge to the wrong problem. Calculating such a series directly will not be easier than the integral, so why the replacement? Let's look at the problem

Let $g : \mathbb{R} \longrightarrow \mathbb{R}$ be an integrable and periodic function with period $T$ that does not change sign on the interval $[0, T]$. Let $f : [0, T] \longrightarrow \mathbb{R}$ also be a continuous function. Prove that $$\lim_{n \to \infty } \int\limits_{0}^{T}f(x)g(nx)\, \mathrm{d}x=\frac{1}{T}\int\limits_{0}^{T}f(x)\, \mathrm{d}x\int\limits_{0}^{T}g(x)\, \mathrm{d}x$$

Proof

Let's make a change of variable $nx = t$. Then

$$\int\limits_0^T f(x)g(nx) \, \mathrm{d}x = \sum_{k=1}^n \int\limits_{\frac{(k-1)T}{n}}^{\frac{kT}{n}} f(x)g(nx) \, \mathrm{d}x = \frac{1}{n} \sum_{k=1}^n \int\limits_{(k-1)T}^{kT} f\left(\frac{t}{n}\right) g(t) \, \mathrm{d}t \tag{1}$$

Since $g$ does not change sign, for each $k$ there exists a point $c_k \in \left(\frac{(k-1)T}{n}, \frac{kT}{n}\right)$ such that

$$\int\limits_{(k-1)T}^{kT} f\left(\frac{t}{n}\right) g(t) \, \mathrm{d}t = f(c_k) \int\limits_{(k-1)T}^{kT} g(t) \, \mathrm{d}t, \tag{2}$$

which follows from the mean value theorem for integrals. In addition, due to the periodicity of $g$ with period $T$, it is satisfied

$$\int\limits_{(k-1)T}^{kT} g(t) \, \mathrm{d}t = \int\limits_0^T g(t) \, \mathrm{d}t$$

for all $k$. Substituting $(2)$ into $(1)$, we obtain

$$\int\limits_0^T f(x)g(nx) \, \mathrm{d}x = \frac{1}{n} \sum_{k=1}^n f(c_k) \int\limits_0^T g(t) \, \mathrm{d}t \tag{3}$$

Note that $\frac{T}{n} \sum_{k=1}^n f(c_k)$ is the Riemann sum of the function $f$ on the interval ([0, T]), therefore

$$\lim_{n \to \infty} \frac{1}{n} \sum_{k=1}^n f(c_k) = \frac{1}{T} \int\limits_0^T f(t) \, \mathrm{d}t \tag{4}$$

The result itself follows from $(3)$ and $(4)$


Let's apply this result to our problem

\begin{aligned} \lim_{n\to\infty}\int\limits_{\pi}^{2\pi}\frac{|\sin (nx) +\cos (nx)|}{ x} \ \mathrm{d}t &= \lim_{n\to\infty}\int\limits_0^{\pi} \frac{|\sin (nx) +\cos (nx)|}{ x+\pi} \ \mathrm{d}t \\ &= \frac{1}{\pi}\int\limits_0^{\pi}\frac{\mathrm{d}t}{x+\pi}\int\limits_0^{\pi}|\sin x + \cos x| \ \mathrm{d}t = \frac{2\sqrt{2}\ln 2}{\pi} \end{aligned}


As for your attempt, here you don’t need to calculate the series, but to evaluate it!

$$\frac{1}{\pi(k+1)}\le \frac{1}{t+\pi k}\le \frac{1}{\pi k}\Rightarrow \frac{1}{\pi}\sum_{n+1}^{2n}\frac{1}{k}\le \sum_{n}^{2n-1}\frac{1}{t+\pi k}\le \frac{1}{\pi k}$$

I think this approach is more complicated than the first method. You have to use the squeeze theorem, then we get that the central sum tends to $\ln 2/\pi$ uniformly in $t$. Then all that remains is to calculate the integral

$$\int\limits_{0}^{\pi}\varphi(t)\, \mathrm{d}t=2\sqrt{2}$$


I would like to tell you for the future that it is possible to move from the limit to the integral. You can try to solve this problem yourself

True or false: If $g : \mathbb{R} \longrightarrow \mathbb{R}$ is an integrable and periodic function with period $T$, and if $\lim\limits_{n \to \infty} g(nT)$ exists, then $$\lim_{n \to \infty} g(nT) = \frac{1}{T} \int\limits_0^T g(x) \, \mathrm{d}x\quad ? $$

Parfig
  • 1,594
  • The problem statement is incomplete sir, though the answer is as solid as the questions and the many more to come... Thank you (+1) – ILoveMath Mar 25 '25 at 00:14
  • The author of the question does not understand that it is not always necessary to represent a function as a series, because it results in problems that cannot be solved (like this one) or can be solved, but it is difficult – Parfig Mar 25 '25 at 00:16
  • I understand. May you provide some bibliography or a link to a source where one can deepen these ideas? Thank you, sir – ILoveMath Mar 25 '25 at 00:25
  • Sorry, but I don't have any literature where such problems are found. It seems that such tasks need to be searched for personally or find collections, but I haven't come across them. – Parfig Mar 25 '25 at 00:28
  • You are giving a proof, but the statement you are proving is missing. – Gary Mar 25 '25 at 03:17
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    @Gary Thanks for noticing, strange that the formula wasn't displayed. Added! – Parfig Mar 25 '25 at 03:20
  • Theorem in your post holds under very general conditions with $f, g$ being Riemann integrable and $g$ being periodic on $[0, T]$ (and not necessarily of constant sign). See details at https://math.stackexchange.com/a/3527941/72031 – Paramanand Singh Mar 25 '25 at 03:39
  • Also your question at the end doesn't make sense. We have $g(nT) =g(0)$ but not sure why the integral should equal $g(0)$. – Paramanand Singh Mar 25 '25 at 03:47
  • "True or false" – Parfig Mar 25 '25 at 03:48
  • Yeah I am talking about the True false question at end in my last comment. – Paramanand Singh Mar 25 '25 at 03:51
  • I'm not saying this is true, I'm asking the author of the question to prove whether this is true or not – Parfig Mar 25 '25 at 03:51
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    The limit of $g(nT) $ always exists because $g(nT) =g(0)$ for all positive integers $n$. So there is no need of condition "if $\lim_{n\to\infty} g(nT)$ exists". – Paramanand Singh Mar 25 '25 at 04:30