Wednesday, 25 April 2018

integration - How to prove: limntoinftyleft(intfracpi20leftvertfracsin(n+1)xsinxrightvertdxfrac2lnnpiright)



show that




lim




I can prove (1) it exsit it.and also it is well kown that
I_{n}=\int_{0}^{\frac{\pi}{2}}\dfrac{\sin{(2n+1)x}}{\sin{x}}dx=\dfrac{\pi}{2}





proof:I_{n}-I_{n-1}=\int_{0}^{\frac{\pi}{2}}\dfrac{\sin{(2n+1)x}-\sin{(2n-1)x}}{\sin{x}}dx=2\int_{0}^{\frac{\pi}{2}}\cos{(2nx)}dx=0
so
I_{n}=I_{n-1}=\cdots=I_{0}=\dfrac{\pi}{2}
But I can't prove (1),Thank you



Answer



Notice for any continuous function f(x) on [0,\frac{\pi}{2}], we have:




\lim_{n\to\infty} \int_0^{\frac{\pi}{2}} \Big|\sin((2n+1)x)\Big| f(x) dx = \frac{2}{\pi}\int_0^{\frac{\pi}{2}} f(x) dx



Apply this to \frac{1}{\sin x} - \frac{1}{x}, we get



\lim_{n\to\infty} \int_0^{\frac{\pi}{2}} \Big|\sin((2n+1)x)\Big| \Big(\frac{1}{\sin x} - \frac{1}{x} \Big) dx = \frac{2}{\pi} \int_0^{\frac{\pi}{2}} \Big(\frac{1}{\sin x} - \frac{1}{x} \Big) dx\\ = \frac{2}{\pi} \left[\log\left(\frac{\tan(\frac{x}{2})}{x}\right)\right]_0^{\frac{\pi}{2}} = \frac{2}{\pi} \left[\log\frac{2}{\pi} - \log{\frac12}\right] = \frac{2}{\pi} \log\frac{4}{\pi} \tag{*1}
So it suffices to figure out the asymptotic behavior of following integral:




\int_0^{\frac{\pi}{2}} \frac{|\sin((2n+1)x)|}{x} dx = \int_0^{\pi(n+\frac12)} \frac{|\sin x|}{x} dx = \int_0^{\pi n} \frac{|\sin x|}{x} dx + O(\frac{1}{n})
We can rewrite the rightmost integral as



\int_0^{\pi} \sin x \Big( \sum_{k=0}^{n-1} \frac{1}{x+k\pi} \Big) dx = \int_0^1 \sin(\pi x) \Big( \sum_{k=0}^{n-1} \frac{1}{x+k} \Big) dx\\ = \int_0^1 \sin(\pi x) \Big( \psi(x+n) - \psi(x) \Big) dx \tag{*2}
where \displaystyle \psi(x) = \frac{\Gamma'(x)}{\Gamma(x)} is the
digamma function.



Using following asymptotic expansion of \psi(x) for large x:



\psi(x) = \log x - \frac{1}{2x} + \sum_{k=1}^{\infty}\frac{\zeta(1-2k)}{x^{2k}}
It is easy to verify
\int_0^1 \sin(\pi x)\psi(x+n) dx = \frac{2}{\pi} \log n + O(\frac{1}{n})\tag{*3}.




Substitute (*3) into (*2) and combine it with (*1), we get



\lim_{n\to\infty} \left(\int_0^{\frac{\pi}{2}} \left|\frac{\sin((2n+1)x)}{\sin x}\right| dx - \frac{2}{\pi} \log n\right) = \frac{2}{\pi} \log\frac{4}{\pi} - \int_0^1 \sin(\pi x)\psi(x) dx \tag{*4}
To compute the rightmost integral of (*4), we first integrate it by part:



\int_0^1 \sin(\pi x)\psi(x) dx = \int_0^1 \sin(\pi x)\,d\log\Gamma(x) = -\pi\int_0^1 \cos(\pi x)\log\Gamma(x) dx
We then apply following result\color{blue}{^{[1]}}





Kummer (1847) Fourier series for \log\Gamma(x) for x \in (0,1)
\log\Gamma(x) = \frac12\log\frac{\pi}{\sin(\pi x)} + (\gamma + \log(2\pi))(\frac12 - x) + \frac{1}{\pi}\sum_{k=2}^{\infty}\frac{\log k}{k}\sin(2\pi k x)




Notice




  1. \displaystyle \int_0^1 \cos(\pi x)\log \frac{\pi}{\sin(\pi x)} dx = 0\quad because of symmtry.


  2. \displaystyle \int_0^1 \cos(\pi x)\Big(\frac12 - x\Big) dx = \frac{2}{\pi^2}



  3. \displaystyle \int_0^1 \cos(\pi x)\sin(2\pi k x) dx = \frac{4k}{(4k^2-1)\pi}




We can evaluate RHS of (*4) as
\begin{align} \text{RHS}_{(*4)} = & \frac{2}{\pi}\log\frac{4}{\pi} + \pi \left[ \Big(\gamma + \log(2\pi)\Big)\frac{2}{\pi^2} + \frac{4}{\pi^2}\sum_{k=2}^{\infty}\frac{\log k}{4k^2-1} \right]\\ = & \frac{2}{\pi}\left[\log 8 + \gamma + \sum_{k=2}^{\infty}\log k \left(\frac{1}{2k-1}-\frac{1}{2k+1}\right) \right]\\ = & \frac{6\log 2}{\pi} + \frac{2\gamma}{\pi} + \frac{2}{\pi}\sum_{k=1}\frac{\log(1+\frac{1}{k})}{2k+1} \end{align}



Notes



\color{blue}{[1]} For more infos about Kummer's Fourier series, please see
following paper by Donal F. Connon.


No comments:

Post a Comment

real analysis - How to find lim_{hrightarrow 0}frac{sin(ha)}{h}

How to find \lim_{h\rightarrow 0}\frac{\sin(ha)}{h} without lhopital rule? I know when I use lhopital I easy get $$ \lim_{h\rightarrow 0}...