Tuesday, March 1, 2016

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


show that




limn(π20|sin(2n+1)xsinx|dx2lnnπ)=6ln2π+2γπ+2πk=112k+1ln(1+1k)(1)



I can prove (1) it exsit it.and also it is well kown that In=π20sin(2n+1)xsinxdx=π2



proof:InIn1=π20sin(2n+1)xsin(2n1)xsinxdx=2π20cos(2nx)dx=0

so In=In1==I0=π2
But I can't prove (1),Thank you



Answer



Notice for any continuous function f(x) on [0,π2], we have:


limnπ20|sin((2n+1)x)|f(x)dx=2ππ20f(x)dx


Apply this to 1sinx1x, we get



limnπ20|sin((2n+1)x)|(1sinx1x)dx=2ππ20(1sinx1x)dx=2π[log(tan(x2)x)]π20=2π[log2πlog12]=2πlog4π

So it suffices to figure out the asymptotic behavior of following integral:


π20|sin((2n+1)x)|xdx=π(n+12)0|sinx|xdx=πn0|sinx|xdx+O(1n)

We can rewrite the rightmost integral as


π0sinx(n1k=01x+kπ)dx=10sin(πx)(n1k=01x+k)dx=10sin(πx)(ψ(x+n)ψ(x))dx

where ψ(x)=Γ(x)Γ(x) is the digamma function.


Using following asymptotic expansion of ψ(x) for large x:


ψ(x)=logx12x+k=1ζ(12k)x2k

It is easy to verify 10sin(πx)ψ(x+n)dx=2πlogn+O(1n)
.


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


limn(π20|sin((2n+1)x)sinx|dx2πlogn)=2πlog4π10sin(πx)ψ(x)dx

To compute the rightmost integral of (4), we first integrate it by part:


10sin(πx)ψ(x)dx=10sin(πx)dlogΓ(x)=π10cos(πx)logΓ(x)dx

We then apply following result[1]



Kummer (1847) Fourier series for logΓ(x) for x(0,1) logΓ(x)=12logπsin(πx)+(γ+log(2π))(12x)+1πk=2logkksin(2πkx)




Notice



  1. 10cos(πx)logπsin(πx)dx=0 because of symmtry.




  2. 10cos(πx)(12x)dx=2π2




  3. 10cos(πx)sin(2πkx)dx=4k(4k21)π




We can evaluate RHS of (4) as RHS(4)=2πlog4π+π[(γ+log(2π))2π2+4π2k=2logk4k21]=2π[log8+γ+k=2logk(12k112k+1)]=6log2π+2γπ+2πk=1log(1+1k)2k+1


Notes


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


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