Monday, 13 June 2016

real analysis - Limits and Infinite Integration by Parts



It is well known that
sin(x)xdx


cannot be expressed in terms of elementary functions. However, if we repeatedly use integration by parts, we seem to be able to at least approximate the integral through the formula

f(x)dxan=1(1)n1f(n1)(x)xnn!

where aN. When plugging this in to a graphing calculator, it converges, but very slowly. It also tends to converge more quickly for functions that tend to 0 as x. My guess is that
f(x)dx=limaan=1(1)n1f(n1)(x)xnn!

at least on a certain interval, but I am uncertain where to look to learn more about these series. Any ideas? Thanks!


Answer



You've essentially rediscovered Taylor series.
Let G(x) be an antiderivative of f(x), so f(k)(x)=G(k+1)(x) for k0. If G is analytic in a neighbourhood of 0, and x is in that neighbourhood,



G(0)=k=0G(k)(x)(x)kk!=G(x)+k=1f(k1)(x)(x)kk!




i.e.
x0f(t)dt=G(x)G(0)=k=1f(k1)(x)(1)k1xkk!


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