Question Number 206730 by mathzup last updated on 23/Apr/24
$${find}\:{lim}_{{n}\rightarrow+\infty} \int_{\mathrm{0}} ^{{n}} {e}^{{nx}} \:{arctan}\left(\frac{{x}}{{n}}\right){dx} \\ $$
Commented by aleks041103 last updated on 24/Apr/24
$${More}\:{interesting}\:{is} \\ $$$$\underset{{n}\rightarrow\infty} {{lim}}\:\int_{\mathrm{0}} ^{\:{n}} {e}^{−{nx}} {arctan}\left(\frac{{x}}{{n}}\right){dx}\:=\:\underset{{n}\rightarrow\infty} {{lim}}\:{J}_{{n}} \\ $$$$ \\ $$$${J}_{{n}} =\:\int_{\mathrm{0}} ^{\:{n}} {e}^{−{nx}} {arctan}\left(\frac{{x}}{{n}}\right){dx}\:=\: \\ $$$$=\:\int_{\mathrm{0}} ^{\:\mathrm{1}} {ne}^{−{n}^{\mathrm{2}} {t}} {arctan}\left({t}\right){dt}\:=\:\int_{\mathrm{0}} ^{\:\mathrm{1}} {f}_{{n}} \left({t}\right){dt} \\ $$$${obviously}\:{if}\:{we}\:{fix}\:{t}\:{then}: \\ $$$$\underset{{n}\rightarrow\infty} {{lim}}\:{f}_{{n}} \left({t}\right)\:=\:{arctan}\left({t}\right)\underset{{n}\rightarrow\infty} {{lim}}\:{ne}^{−{n}^{\mathrm{2}} {t}} \:=\:\mathrm{0}\: \\ $$$$\underset{{n}\rightarrow\infty} {{lim}}\:{f}_{{n}} \left({t}\right)=\mathrm{0},\:{t}\in\left[\mathrm{0},\mathrm{1}\right] \\ $$$$\Rightarrow{f}_{{n}} \overset{\left[\mathrm{0},\mathrm{1}\right]} {\rightarrow}\:\mathrm{0}\:{pointwise} \\ $$$$ \\ $$$${but}\:{also}: \\ $$$${arctan}\left({t}\right)\leqslant{t}\:{for}\:{t}\in\left[\mathrm{0},\mathrm{1}\right] \\ $$$$\Rightarrow\mathrm{0}\leqslant{f}_{{n}} \left({t}\right)\leqslant{nte}^{−{n}^{\mathrm{2}} {t}} =\frac{\mathrm{1}}{{n}}\:\left({ae}^{−{a}} \right),\:{a}={n}^{\mathrm{2}} {t}\in\left[\mathrm{0},{n}^{\mathrm{2}} \right]\subset\left[\mathrm{0},\infty\right) \\ $$$$\Rightarrow{f}_{{n}} \left({t}\right)\leqslant\frac{\mathrm{1}}{{n}}\left({ae}^{−{a}} \right)\leqslant\frac{\mathrm{1}}{{n}}\left(\underset{{a}\in\left[\mathrm{0},{n}^{\mathrm{2}} \right]} {{sup}}\:{ae}^{−{a}} \right)\leqslant\frac{\mathrm{1}}{{n}}\left(\underset{{a}\geqslant\mathrm{0}} {{sup}}\:{ae}^{−{a}} \right) \\ $$$${but} \\ $$$${g}\left({a}\right)={ae}^{−{a}} \Rightarrow{g}'=\left(\mathrm{1}−{a}\right){e}^{−{a}} =\mathrm{0}\Rightarrow{a}=\mathrm{1} \\ $$$$\Rightarrow\underset{{a}\geqslant\mathrm{0}} {{sup}}\:{ae}^{−{a}} \:=\:{g}\left(\mathrm{1}\right)\:=\:{e}^{−\mathrm{1}} \\ $$$$\Rightarrow\mathrm{0}\leqslant{f}_{{n}} \left({t}\right)\leqslant\frac{\mathrm{1}}{{en}},\:{t}\in\left[\mathrm{0},\mathrm{1}\right] \\ $$$$\Rightarrow\parallel{f}_{{n}} \parallel=\underset{{t}\in\left[\mathrm{0},\mathrm{1}\right]} {{sup}}\:\mid{f}_{{n}} \left({t}\right)\mid\leqslant\frac{\mathrm{1}}{{en}} \\ $$$$\Rightarrow\underset{{n}\rightarrow\infty} {{lim}}\:\parallel{f}_{{n}} \parallel=\mathrm{0} \\ $$$$\Rightarrow{f}_{{n}} \overset{\left[\mathrm{0},\mathrm{1}\right]} {\rightrightarrows}\mathrm{0},\:{i}.{e}.\:{uniformly} \\ $$$$\Rightarrow\underset{{n}\rightarrow\infty} {{lim}}\:\int_{\mathrm{0}} ^{\:\mathrm{1}} {f}_{{n}} \left({t}\right){dt}\:=\:\int_{\mathrm{0}} ^{\:\mathrm{1}} \left[\underset{{n}\rightarrow\infty} {{lim}}\:{f}_{{n}} \left({t}\right)\right]{dt}= \\ $$$$=\int_{\mathrm{0}} ^{\:\mathrm{1}} \mathrm{0}{dt}=\mathrm{0} \\ $$$$\Rightarrow\underset{{n}\rightarrow\infty} {{lim}}\:{J}_{{n}} =\mathrm{0} \\ $$$$\Rightarrow\underset{{n}\rightarrow\infty} {{lim}}\:\int_{\mathrm{0}} ^{\:{n}} {e}^{−{nx}} {arctan}\left(\frac{{x}}{{n}}\right){dx}\:=\:\mathrm{0} \\ $$
Answered by aleks041103 last updated on 24/Apr/24
$${x}={nt}\Rightarrow{dx}={ndt} \\ $$$$\Rightarrow\int_{\mathrm{0}} ^{\:{n}} {e}^{{nx}} {arctan}\left({x}/{n}\right){dx}=\int_{\mathrm{0}} ^{\:\mathrm{1}} {e}^{{n}^{\mathrm{2}} {t}} {arctan}\left({t}\right){ndt}={I}_{{n}} \\ $$$${but}\:{e}^{{n}^{\mathrm{2}} {t}} \geqslant\mathrm{1}\:{for}\:{t}\in\left[\mathrm{0},\mathrm{1}\right] \\ $$$${I}_{{n}} ={n}\int_{\mathrm{0}} ^{\:\mathrm{1}} {e}^{{n}^{\mathrm{2}} {t}} {arctan}\left({t}\right){dt}\geqslant{n}\int_{\mathrm{0}} ^{\:\mathrm{1}} {arctan}\left({t}\right){dt}= \\ $$$$={n}\left\{\left[{t}\:{arctan}\left({t}\right)\right]_{\mathrm{0}} ^{\mathrm{1}} −\int_{\mathrm{0}} ^{\:\mathrm{1}} \frac{{tdt}}{\mathrm{1}+{t}^{\mathrm{2}} }\right\}= \\ $$$$={n}\left\{\frac{\pi}{\mathrm{4}}−\frac{\mathrm{1}}{\mathrm{2}}\left[{ln}\left(\mathrm{1}+{t}^{\mathrm{2}} \right)\right]_{\mathrm{0}} ^{\mathrm{1}} \right\}={n}\left(\frac{\pi}{\mathrm{4}}−\frac{{ln}\left(\mathrm{2}\right)}{\mathrm{2}}\right) \\ $$$${but}\:\frac{\pi}{\mathrm{4}}>\frac{\mathrm{3}}{\mathrm{4}}=\mathrm{0}.\mathrm{75}\:{and}\:\frac{\mathrm{1}}{\mathrm{2}}{ln}\left(\mathrm{2}\right)<\frac{\mathrm{1}}{\mathrm{2}}=\mathrm{0}.\mathrm{5} \\ $$$$\Rightarrow{c}=\frac{\pi}{\mathrm{4}}−\frac{{ln}\left(\mathrm{2}\right)}{\mathrm{2}}>\mathrm{0}.\mathrm{25}>\mathrm{0} \\ $$$$\Rightarrow{I}_{{n}} >{cn},\:{c}>\mathrm{0} \\ $$$$\Rightarrow{since}\:\underset{{n}\rightarrow\infty} {{lim}}\:{cn}\:=\:+\infty\:{then} \\ $$$$\underset{{n}\rightarrow\infty} {{lim}}\:{I}_{{n}} \:=\:\underset{{n}\rightarrow\infty} {{lim}}\:\int_{\mathrm{0}} ^{\:{n}} {e}^{{nx}} \:{arctan}\left(\frac{{x}}{{n}}\right){dx}\:=\:+\infty \\ $$