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Math Help - Techniques of integration (6)

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    Techniques of integration (6)

    Let f: \mathbb{R} \longrightarrow \mathbb{R} be continuous and periodic with period T > 0. For any real numbers a<b evaluate \lim_{n\to\infty} \int_a^b f(nx) \ dx.
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    Senior Member TheAbstractionist's Avatar
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    Quote Originally Posted by NonCommAlg View Post
    Let f: \mathbb{R} \longrightarrow \mathbb{R} be continuous and periodic with period T > 0. For any real numbers a<b evaluate \lim_{n\to\infty} \int_a^b f(nx) \ dx.
    Hi NonCommAlg.

    A continuous function is integrable, and the integral over a bounded interval of an integrable periodic function is bounded. Hence, using the substitution u=nx,

    \lim_{n\,\to\,\infty}\int_a^bf(nx)\,dx

    =\ \ \lim_{n\,\to\,\infty}\frac1n\int_{na}^{nb}f(u)\,du

    =\ \ 0 since the integral is bounded

    Something tells me I may have done something wrong, because, well, surely it can’t be that simple …
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    Quote Originally Posted by TheAbstractionist View Post
    Hi NonCommAlg.

    A continuous function is integrable, and the integral over a bounded interval of an integrable periodic function is bounded. Hence, using the substitution u=nx,
    \lim_{n\,\to\,\infty}\int_a^bf(nx)\,dx
    =\ \ \lim_{n\,\to\,\infty}\frac1n\int_{na}^{nb}f(u)\,du
    I'd agree with that approach up to that point, but I wouldn't go on to say that the limit is 0, because the length of the interval (in the u-integral) is getting unboundedly long.

    Let f_{\text{av}} = \frac1T\int_0^Tf(x)\,dx be the mean value of f over one period. Then the interval [na,nb] consists of \frac{n(b-a)}T subintervals of length T (not counting odd bits at the ends, which we can dispose of with epsilons). So \frac1n\int_{na}^{nb}f(u)\,du\approx (b-a)f_{\text{av}}. That's my candidate for the limit.
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    Senior Member TheAbstractionist's Avatar
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    Quote Originally Posted by Opalg View Post
    I'd agree with that approach up to that point, but I wouldn't go on to say that the limit is 0, because the length of the interval (in the u-integral) is getting unboundedly long.
    Aha, that was where I went wrong. I knew I had made a mistake somewhere but just couldn’t see where.

    Thanks, Opalg.
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    Quote Originally Posted by Opalg View Post
    I'd agree with that approach up to that point, but I wouldn't go on to say that the limit is 0, because the length of the interval (in the u-integral) is getting unboundedly long.

    Let f_{\text{av}} = \frac1T\int_0^Tf(x)\,dx be the mean value of f over one period. Then the interval [na,nb] consists of \frac{n(b-a)}T subintervals of length T (not counting odd bits at the ends, which we can dispose of with epsilons). So \frac1n\int_{na}^{nb}f(u)\,du\approx (b-a)f_{\text{av}}. That's my candidate for the limit.
    Opalg's candidate, which is \frac{b-a}{T} \int_0^T f(x) \ dx, is the correct answer. here's a more detailed solution:

    \int_a^b f(nx) \ dx = \frac{1}{n} \int_{na}^{nb} f(u) \ du= \frac{1}{n} \left[\sum_{k=0}^{m-1} \int_{na+kT}^{na+(k+1)T} f(u) \ du + \int_{na+mT}^{nb} f(u) \ du \right], where na+mT < b \leq na+(m+1)T. \ \ \ \ \ (1)

    but \int_{na+kT}^{na+(k+1)T} f(u) \ du =\int_0^T f(u) \ du, since T is the period of f. thus: \int_a^b f(nx) \ dx = \frac{m}{n} \int_0^T f(u) \ du + \frac{1}{n}\int_{na+mT}^{nb} f(u) \ du. \ \ \ (2)

    we also from (1) have that \lim_{n\to\infty}\frac{m}{n}=\frac{b-a}{T}, which completes the proof because f is bounded, say by K, and thus:

    \left| \frac{1}{n} \int_{na+mT}^{nb} f(u) \ du \right| \leq(nb-na-mT)\frac{K}{n}=\left(\frac{b-a}{T}-\frac{m}{n} \right) \frac{K}{T}. hence: \lim_{n\to\infty} \frac{1}{n} \int_{na+mT}^{nb} f(u) \ du =0, and the result follows from (2).
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