Exercise 3 on Integration

1. Evaluate the following limits:

1k + 2k + · · · + nk
 
1 2 1 1
(a) lim (k ∈ N) (c) lim n 3 3
+ 3 3
+ ··· + 3
n→∞ nk+1 n→∞ n +1 n +2 2n
 
1p 1 2n
(b) lim n (n + 1)(n + 2) · · · (n + n) (d) lim log
n→∞ n n→∞ n n

2. Evaluate the following integrals:

Z e Z π/2 Z π/4 Z π
1 sin x x sin x
| log x| dx, dx, dx, dx.
1/e 0 1 + tann x 0 sin x + cos x 0 1 + cos2 x

3. Suppose f is continuous on [0, 1]. Prove that

Z π Z π/2
xf (sin x) dx = π f (sin x) dx.
0 0

Hence (or otherwise) calculate

π
x sin2n x
Z
dx.
0 sin2n x + cos2n x

4. Prove the following inequality

Z π  
sin nx 2 1 1
dx ≥ 1 + + ··· + .
0 x π 2 n

5. For every positive integer n, evaluate the integrals

Z π/2 Z π/2 Z π/4 Z π/2
n n 2n sin(2n + 1)x
sin x dx, cos x dx, tan x dx, and dx.
0 0 0 0 sin x
Z 1
6. For any n ∈ N, evaluate the integral (1 − x2 )n dx and hence calculate the following sum
0
       
1 n 1 n 1 n n 1 n
− + − · · · + (−1) .
1 0 3 1 5 2 2n + 1 n
Z x
log t
7. Let f : [1, ∞) → R be defined by f (x) = dt. Find all x ∈ R that satisfies the
1 1+t
equation
f (x) + f (1/x) = 2.

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 Z a
8. Let f be continuous on R. If f (x)dx = 0 holds for every a ∈ R, show that f must be
−a
an odd function.
p
9. Let f : R → (0, ∞) be a continuously differentiable function which satisfies f 0 (t) ≥ f (t)
for all t ∈ R. Show that for every x ≥ 1,
p p 1
f (x) ≥ f (1) + (x − 1).
2

10. Let f : [1, ∞) → R be a function satisfying f (1) = 1, and

1
f 0 (x) =
x2 + f (x)2

for every x ≥ 1. Prove that lim f (x) exists and this limit is less than 1 + π/4.
x→∞
3 1
11. Let f (x) = x3 − x2 + x + . For every n ∈ N let f n denote f composed n-times, i.e.,
2 4 Z 1
n
f (x) = f ◦ f ◦ · · · ◦ f (x). Evaluate f 2020 (x)dx.
| {z } 0
n times
Z 1
12. Suppose that f : [0, ∞) → R is continuous. Define an = f (x + n)dx, for every n ≥ 0.
0
Suppose also that lim an = a. Find the limit
n→∞

Z 1
lim f (nx)dx.
n→∞ 0

13. Let f : [a, b] → R be a continuously differentiable function. Prove that,

Z b
lim f (x) sin nxdx = 0.
n→∞ a

11
 Solution to Exercise 3
1. Evaluate the following limits:

1k + 2k + · · · + nk
 
21 1 1
(a) lim (k ∈ N) (c) lim n 3 3
+ 3 3
+ ··· + 3
n→∞ nk+1 n→∞ n +1 n +2 2n
 
1p 1 2n
(b) lim n (n + 1)(n + 2) · · · (n + n) (d) lim log
n→∞ n n→∞ n n

Solution.
Z 1
1
(a) It equals xk dx = . (Ans)
0 k+1
(b) Taking log, we get
n   Z 1
1X k x=2
lim log 1 + = log(1 + x)dx = x log x − x = 2 log 2 − 1.
n→∞ n n 0 x=1
k=1

So the desired limit equals exp(2 log 2 − 1) = 4/e. (Ans)

Z 1
1
(c) It equals 3
dx. Evaluating this is usually carried out using a partial fraction
0 1+x
decomposition: by assuming that

1 A Bx + C
2
= +
(1 + x)(1 − x + x ) x + 1 1 − x + x2

is an identity we solve for A, B, C, and then use standard integrals. Another way is to
do some algebra and cleverly write it as
1 1 1
2x − 1
Z Z Z
1 1 1 1 1
dx − dx + dx.
6 0 x+1 6 0 x2 − x + 1 2 0 x2 − x + 1

Anyway, these are some very standard methods that I hope you already are (or, going
1 π
to be) familiar with them. The final answer is log 2 + √ . (Ans)
3 3 3
  Y n
2n n+k
(d) Since = , the given limit equals
n k=1
k
Z 1   Z 2 Z 1
1
log 1 + dx = log xdx − log xdx = (2 log 2 − 1) − (−1) = log 4. (Ans)
0 x 1 0

2. Evaluate the following integrals:

Z e Z π/2 Z π/4 Z π
1 sin x x sin x
| log x| dx, dx, dx, dx.
1/e 0 1 + tann x 0 sin x + cos x 0 1 + cos2 x

12
 Solution. The first one can be calculated as follows.
Z e Z 1 Z e
| log x| dx = | log x| dx + | log x| dx
1/e 1/e 1
Z 1 Z e
= − log x dx + log x dx
1/e 1

x=1 x=e
= x − x log x + x log x − x = 2(1 − 1/e). (Ans)
x=1/e x=1

Z a Z a
For the next one, the result f (x)dx = f (a − x)dx will help us, as follows.
0 0

π/2 π/2 π/2

tann x
Z Z Z
1 1
I= dx = dx = dx.
0 1 + tann x 0
n
1 + tan (π/2 − x) 0 1 + tann x
Z π/2
Adding up these two expressions for I, we get 2I = 1dx = π/2 =⇒ I = π/4.
0
(Ans) To calculate the next one, we note that (sin x + cos x)0 = cos x − sin x. So, writing
2 sin x = (sin x + cos x) − (cos x − sin x) does the trick:
Z π/4 Z π/4
sin x 1 2 sin x
dx = dx
0 sin x + cos x 2 0 sin x + cos x
1 π/4 1 π/4 (sin x + cos x)0
Z Z
= 1 dx − dx
2 0 2 0 sin x + cos x
π 1h ix=π/4 π 1
= − log(sin x + cos x) = − log 2. (Ans)
8 2 x=0 8 4

Let us now calculate the last one.

Z π Z π Z π
x sin x (π − x) sin(π − x) (π − x) sin x
I1 = 2
dx = dx = dx
0 1 + cos x 0 1 + cos2 (π − x) 0 1 + cos2 x

Adding up these two expressions for I1 we get

Z π Z 1
π sin x 1 −1 −1


2I1 = dx = π du = π tan (1) − tan (−1)
0 1 + cos2 x −1 1 + u2

and hence I1 = π 2 /4. (Ans)

3. Suppose f is continuous on [0, 1]. Prove that
Z π Z π/2
xf (sin x)dx = π f (sin x)dx.
0 0

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 Hence (or otherwise) calculate
π
x sin2n x
Z
dx.
0 sin2n x + cos2n x

Solution. First we write

Z π Z π Z π
I= xf (sin x)dx = (π − x)f (sin(π − x))dx = (π − x)f (sin x)dx
0 0 0

and then adding up these two alternate expressions for the same integral, we get
Z π Z π/2
2I = π f (sin x)dx = 2π f (sin x)dx
0 0

Z 2a Z a
where in the last step we used f (x)dx = (f (x) + f (2a − x))dx. 
0 0
Using the above formula/idea, we get
π π/2
x sin2n x sin2n x
Z Z
2n dx = π dx
0 sin x + cos x
2n
0 sin2n x + cos2n x
Z a Z a
Now using f (x)dx = f (a − x)dx,
0 0

π/2 π/2 π/2

sin2n x cos2n x
Z Z Z
1 π
I= dx = dx = dx = .
0 sin2n x + cos2n x 0
2n
sin x + cos x2n 2 0 4

Therefore, the desired integral equals π 2 /4. (Ans)

4. Prove the following inequality
Z π  
sin nx 2 1 1
dx ≥ 1 + + ··· + .
0 x π 2 n

Solution. First we substitute y = nx to write

Z π Z nπ Z nπ
sin nx sin y dy sin y
dx = = dy.
0 x 0 y/n n 0 y
Z π Z 2π
Now break the integral as the sum of integrals , , etc. as follows.
0 π

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 nπ n kπ
| sin y|
Z Z
sin y X
dy = dy
0 y k=1 (k−1)π y
n Z kπ
X | sin y|
≥ dy (since (k − 1)π < y < kπ =⇒ 1/y > 1/kπ)
k=1 (k−1)π kπ
n Z π  
X 1 2 1 1
= | sin y|dy = 1 + + ··· +
k=1
kπ 0 π 2 n

as required. 
Z ∞ Z T
sin y sin y
Corollary. dy = lim dy = ∞. (Since 1 + 1/2 + 1/3 + · · · diverges.)
0 y T →∞ 0 y
Z ∞
sin y
But, it is an interesting fact that dy exists (which we will show in a later class)
0 y
and, in fact, it equals π/2.
5. For every positive integer n, evaluate the integrals
Z π/2 Z π/2 Z π/4 Z π/2
n n 2n sin(2n + 1)x
sin x dx, cos x dx, tan x dx, and dx.
0 0 0 0 sin x

Solution. Let me do the first two, and leave the rest for you. For n ≥ 1, define
Z π/2 Z π/2
n
In = sin x dx = cosn x dx.
0 0

For instance, I0 = π/2, and I1 = 1. How to calculate In for a general n? The idea is to get
a recursion for In and then solve that recursion. For n > 1, we integrate by parts to get
Z π/2
In = (sin x)n−1 · sin x dx
0
 Z π/2 Z π/2 Z 
n−1 d
= (sin x) sin xdx − (sin x)n−1 sin xdx dx
0 0 dx
π/2
Z π/2
= −(sin x)n−1 cos x 0 + (n − 1)(sin x)n−2 cos2 x dx

0
Z π/2
=0+ (n − 1)(sin x)n−2 (1 − sin2 x) dx = (n − 1)(In−2 − In ).
0

Thus, In = (n − 1)(In−2 − In ), which can also be written as

n−1
In = In−2 , n ≥ 2.
n

15
 Now, for an even n, say n = 2k where k ≥ 1, we have

2k − 1 2k − 1 2k − 3 1 × 3 × · · · × (2k − 1)
I2k = I2k−2 = I2k−4 = · · · = I0 .
2k 2k 2k − 2 2 × 4 × · · · × 2k
Similarly, for odd n, say n = 2k + 1 where k > 1, we have

2k 2k 2k − 2 2 × 4 × · · · × 2k
I2k+1 = I2k−1 = I2k−3 = · · · = I1 .
2k + 1 2k + 1 2k − 1 3 × 5 × · · · × (2k + 1)

We can also write

 
(2k − 1)!! π 2k π


 = 2k+1
if n = 2k ≥ 0,
 (2k)!! 2
 k 2
In =  −1 (3)
 (2k)!! 22k 2k
if n = 2k + 1 ≥ 1.


 =
(2k + 1)!! 2k + 1 k

These integrals (In ) are commonly known as Wallis’ integrals.

Z 1
6. For any n ∈ N, evaluate the integral (1 − x2 )n dx and hence calculate the following sum
0
       
1 n 1 n 1 n n 1 n
− + − · · · + (−1) .
1 0 3 1 5 2 2n + 1 n

Solution. Using the Binomial theorem,

n  
X
2 n n
(1 − x ) = (−x2 )k .
k=0
k

Integrating both sides, and noting that the RHS being a finite summation we can pass the
integral sign inside the summation, we get
1 n  Z 1 n  
n (−1)k
Z
2 n
X n 2 k
X
(1 − x ) dx = (−x ) dx = .
0 k=0
k 0 k=0
k 2k + 1

Now, we can calculate the integral on the LHS directly (using by parts or by substitution)
and hence get an expression for the sum on the RHS.
1 π/2 π/2
2 × 4 × · · · × 2k
Z Z Z
2 n 2 n
(1 − x ) dx = (1 − sin θ) cos θ dθ = (cos θ)2n+1 dθ =
0 0 0 1 × 3 × · · · × (2n + 1)

where the last integral was evaluated using (3). Therefore,

       
1 n 1 n 1 n n 1 n (2n)!!
− + − · · · + (−1) = . (Ans)
1 0 3 1 5 2 2n + 1 n (2n + 1)!!

16
 Z x
log t
7. Let f : (0, ∞) → R be defined by f (x) = dt. Find all x ∈ R that satisfies the
1 1+t
equation
f (x) + f (1/x) = 2.

Solution. For any x > 1, we calculate the following integral by substituting u = 1/t
1/x x x
log(1/u) −1
Z Z Z
log t log u du
dt = du = .
1 1+t 1 1 + 1/u u2 1 1+u u

Therefore,
Z x Z x Z x x
log t log t 1 log t 1 1
f (x) + f (1/x) = dt + dt = dt = (log t)2 = (log x)2 .
1 1+t 1 1+tt 1 t 2 1 2

So, f (x) + f (1/x) = 2 ⇐⇒ (log x)2 = 4 ⇐⇒ log x = ±2 ⇐⇒ x = e2 or e−2 . (Ans)

Z a
8. Let f be continuous on R. If f (x)dx = 0 holds for every a ∈ R, show that f must be
−a
an odd function. Z a Z a
Solution. Using the formula f (x)dx = (f (x) + f (−x))dx, we get
−a 0
Z a
g(x)dx = 0
0

for all a ∈ R where g(x) = f (x) + f (−x). In a previous exercise we saw that this implies
g ≡ 0, which here forces f to be an odd function. 
p
9. Let f : R → (0, ∞) be a continuously differentiable function which satisfies f 0 (t) ≥ f (t)
for all t ∈ R. Show that for every x ≥ 1,
p p 1
f (x) ≥ f (1) + (x − 1).
2

√ √ dp f 0 (x)
x is 12 x1/2−1 = 1/2 x. So,
Solution. The derivative of f (x) = p . Now we can
dx 2 f (x)
proceed in many ways. One way is to say that the function
p 1
g(x) = f (x) − x
2
has derivative
f 0 (x) 1
g 0 (x) = p − ≥ 0,
2 f (x) 2
hence g is increasing and therefore for any x ≥ 1, we have g(x) ≥ g(1), which gives the
desired inequality. 

17
 Another way: for any t ≥ 1, we have

f 0 (t) 1
p ≥
2 f (t) 2

which implies that

Z x Z x Z x p
1 f 0 (t) 0 p p
dt ≤ p dt = f (t) dt = f (x) − f (1).
1 2 1 2 f (t) 1

which gives us the desired inequality. 

10. Let f : [1, ∞) → R be a function satisfying f (1) = 1, and

1
f 0 (x) =
x2 + f (x)2

for every x ≥ 1. Prove that lim f (x) exists and this limit is less than 1 + π/4.
x→∞
0
Solution. First note that f (x) > 0 so f is increasing. Hence for x ≥ 1, we can say that
f (x) ≥ f (1) = 1. Therefore,

1 1
f 0 (x) = ≤ for all x ≥ 1. (4)
x2 + f (x)2 x2 + 1

Now
Z x Z x
0 1 π π π
f (x) − f (1) = f (t)dt ≤ 2
dt = tan−1 x − tan−1 1 < − = .
1 1 1+t 2 4 4

Since f is increasing and bounded above, we can say that limx→∞ f (x) exists, and from the
above inequalities, it is immediate that the limit should be less than or equal to π/4.
But how to claim that the limit is strictly less than π/4? Showing that is quite tricky,
because even if you have f (x) < g(x) for all x, taking limit as x → ∞ (or x → a) would
change the < sign to a ≤ sign. Here we adopt the following approach.
If f never crosses c where 1 < c < 1 + π/4 then it is trivial that lim f (x) ≤ c < 1 + π/4.
x→∞
Else, f (x0 ) > c for some x0 > 1, then f (x) ≥ f (x0 ) > c for all x > x0 , and hence

1 1
f 0 (t) = ≤ 2 , for t ≥ x0 .
t2 + f (t) 2 t + c2

Integrating this inequality from x0 to x and integrating (4) from 1 to x0 , we obtain

Z x0 Z x
1 1
f (x) − f (1) ≤ 2
dt + 2 2
dt
1 t +1 x0 t + c

18
 for every x > x0 . Letting x → ∞ here, we get
Z x0 Z ∞ Z ∞
1 1 1 π
lim f (x) ≤ 1 + 2
dt + 2 2
dt < 1 + 2
dt = 1 + .
x→∞ 1 1+t x0 t + c 1 t +1 4

3 1
11. Let f (x) = x3 − x2 + x + . For every n ∈ N let f n denote f composed n-times, i.e.,
2 4 Z 1
[n]
f (x) = f ◦ f ◦ · · · ◦ f (x). Evaluate f 2020 (x)dx.
| {z } 0
n times
Solution. First observe that f (x) + f (1 − x) = 1 for every x ∈ R. Then note that

f (f (1 − x)) = f (1 − f (x)) = 1 − f (f (x)).

In fact, you can do induction on n to show that if g be f composed with itself n times,
then g also satisfies g(x) + g(1 − x) = 1. Hence, for any n ≥ 1, we can write
Z 1 Z 1 Z 1
[n] [n]
1 − f [n] (x) dx


I= f (x) dx = f (1 − x) dx =
0 0 0

and then add up these two alternate expressions for I to show that I = 1/2. (Ans)
Z 1
12. Suppose that f : [0, ∞) → R is continuous. Define an = f (x + n)dx, for every n ≥ 0.
0
Suppose also that lim an = a. Find the limit
n→∞

Z 1
lim f (nx)dx.
n→∞ 0

Solution. We observe that

Z 1 Z n n−1 Z k+1 n−1 Z 1 n−1
1 1X 1X 1X
f (nx)dx = f (y)dy = f (y)dy = f (u + k)du = ak .
0 n 0 n k=0 k n k=0 0 n k=0

Now you have to use the following fact: if (an )n≥0 be a sequence that converges to a, then
the sequence (bn )n≥1 defined by
n−1
1X
bn = ak
n k=0

also converges to a. This tells us that the desired limit also equals a. (Ans)
Do you recall how to prove the fact used in the above proof? We just have to write
n−1 n−1
1X 1X
|bn − a| = (ak − a) ≤ |(ak − a)|
n k=0 n k=0

19
 and truncate the sum at N where N is such that |ak − a| < ε/2 holds for every k ≥ N.
Then we would have
N −1 n−1
1X 1X B n−N ε
|bn − a| ≤ |(ak − a)| + |(ak − a)| ≤ +
n k=0 n k=N N n 2
P −1
where B = N k=0 |ak − a|. It then follows that taking n large enough so that B/n < ε/2
also holds, one obtains |bn − a| < ε for all sufficiently large n, which completes the proof.
13. Let f : [a, b] → R be a continuously differentiable function. Prove that,
Z b
lim f (x) sin(nx)dx = 0.
n→∞ a

Solution. Applying integration by parts, we get

Z b  Z b Z b Z 
0
f (x) sin(nx)dx = f (x) sin(nx)dx − f (x) sin(nx)dx dx
a a a

b
f (a) cos na − f (b) cos nb 1
Z
= − f 0 (x) cos(nx)dx. (†)
n n a

Now, since f is continuously differentiable on [a, b], we can say that f 0 is bounded on [a, b].
In other words, we can find an M > 0 such that |f 0 (x)| < M holds for every x ∈ [a, b]. So,
0 ≤ |f 0 (x) cos nx| ≤ M also holds for x ∈ [a, b] and therefore we obtain from (†) that
b b
f (a) cos na − f (b) cos nb
Z Z
1
0≤ f (x) sin(nx)dx ≤ + f 0 (x) cos(nx)dx
a n n a
b
|f (a) cos na| + |f (b) cos nb| 1
Z
≤ + |f 0 (x) cos(nx)|dx
n n a

|f (a)| + |f (b)| M (b − a)
≤ + → 0, as n → ∞.
n n
This proves that the desired limit is 0. 

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