We've had the following Lebesgue-integral given:
∫[0,∞)exp(−x)sin(nx)dL1(x)
How can you show the convergence for n→∞?
We've tried to use dominated convergence but limn→∞sin(nx) doesn't exist.
Then we've considered the Riemann-integral and tried to show that
∫∞0|exp(−x)sin(nx)|dx
exists but had no clue how to calculate it. So how can you show the existence of the Lebesgue-integral and calculate it?
Answer
|exp(−x)sin(nx)|≤exp(−x)
Moreover, you can easily compute the integral for arbitrary n by integrating by parts twice:
∫[0,∞)exp(−x)sin(nx)=−exp(−x)sin(nx)|∞0+n∫[0,∞)exp(−x)cos(nx)
∫[0,∞)exp(−x)sin(nx)=n∫[0,∞)exp(−x)cos(nx)
∫[0,∞)exp(−x)sin(nx)=nexp(−x)cos(nx)|∞0−n2∫[0,∞)exp(−x)sin(nx)
(n2+1)∫[0,∞)exp(−x)sin(nx)=n
So the integral equals nn2+1
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