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The Dirichlet Integral - University of Alberta

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MATH 300 Fall 2004<br />

Advanced Boundary Value Problems I<br />

<strong>Dirichlet</strong>’s <strong>Integral</strong><br />

Department <strong>of</strong> Mathematical and Statistical Sciences<br />

<strong>University</strong> <strong>of</strong> <strong>Alberta</strong><br />

In this note, we show that<br />

as follows. For each n ≥ 1, define<br />

un =<br />

π<br />

2<br />

0<br />

∞<br />

0<br />

sin t<br />

t<br />

dt = π<br />

2<br />

sin 2nx cot x dx and vn =<br />

0<br />

π<br />

2<br />

0<br />

sin 2nx<br />

x<br />

(a) First we show that un+1 = un = π<br />

for all n ≥ 1.<br />

2<br />

(b) Next we show that v = lim<br />

n→∞ vn<br />

∞<br />

sin x<br />

=<br />

0 x dx.<br />

(c) Finally, we integrate by parts and use L’Hospital’s rule to show that lim<br />

n→∞ (un − vn) = 0.<br />

(d) From all <strong>of</strong> the above, we have<br />

∞<br />

sin x π<br />

dx =<br />

x 2 .<br />

Solution:<br />

(a)<br />

un+1 − un =<br />

π<br />

2<br />

0<br />

π<br />

2<br />

= 2<br />

0<br />

=<br />

1<br />

2(n + 1)<br />

therefore un+1 − un = 0 for all n ≥ 1.<br />

Now,<br />

and therefore un+1 = un = π<br />

2<br />

π<br />

2<br />

[sin 2(n + 1)x − sin 2nx] cot x dx = 2<br />

0<br />

cos x cos(2n + 1)x dx =<br />

<br />

<br />

sin 2(n + 1)x <br />

<br />

u1 =<br />

=<br />

π<br />

2<br />

0<br />

π<br />

2<br />

0<br />

= π<br />

2 ,<br />

for all n ≥ 1.<br />

π<br />

2<br />

0<br />

+ 1<br />

2n<br />

π<br />

2<br />

0<br />

dx<br />

sin x cos(2n + 1)x cot x dx<br />

[cos(2n + 2)x + cos 2nx] dx<br />

<br />

<br />

sin 2nx <br />

<br />

π<br />

2<br />

π<br />

2<br />

sin 2x cot x dx = 2<br />

0<br />

(1 + cos 2x) dx = π<br />

2<br />

0<br />

= 0,<br />

cos 2 x dx<br />

+ sin 2x<br />

2<br />

<br />

<br />

<br />

<br />

π<br />

2<br />

0


π<br />

2<br />

(b) Make the substitution t = 2nx in the integral<br />

0<br />

and therefore<br />

(c) Integrating by parts, we obtain<br />

and therefore<br />

un − vn =<br />

un − vn = (−1)n<br />

nπ<br />

π<br />

2<br />

0<br />

cos 2nx<br />

= −<br />

2n<br />

Using L’Hospital’s rule, we have<br />

and<br />

vn =<br />

π<br />

2<br />

0<br />

sin 2nx<br />

x<br />

sin 2nx<br />

x<br />

nπ<br />

dx =<br />

v = lim<br />

n→∞ vn<br />

∞<br />

=<br />

0<br />

<br />

cot x − 1<br />

<br />

sin 2nx dx<br />

x<br />

<br />

cot x − 1<br />

x<br />

π<br />

2<br />

0<br />

0<br />

− 1<br />

π<br />

2<br />

2n 0<br />

dx, then<br />

sin t<br />

t dt.<br />

+ lim<br />

p→0 +<br />

<br />

cos 2np<br />

cot p −<br />

2n<br />

1<br />

<br />

−<br />

p<br />

1<br />

π<br />

2<br />

2n 0<br />

lim<br />

p→0 +<br />

<br />

cot p − 1<br />

<br />

= 0,<br />

p<br />

lim<br />

x→0 +<br />

<br />

csc 2 x − 1<br />

x2 <br />

= 1<br />

3 .<br />

sin t<br />

t dt,<br />

<br />

csc 2 x − 1<br />

x2 <br />

cos 2nx dx,<br />

<br />

csc 2 x − 1<br />

x2 <br />

cos 2nx dx. (∗)<br />

<strong>The</strong>refore, we may redefine the integrand on the right-hand side <strong>of</strong> (∗) to be continuous on the interval<br />

], and hence bounded there. Thus, there exists a constant M > 0 such that<br />

[0, π<br />

2<br />

<br />

<br />

<br />

<br />

π<br />

2<br />

0<br />

<br />

csc 2 x − 1<br />

x2 <br />

Letting n → ∞ in (∗), we obtain<br />

and therefore,<br />

<br />

<br />

cos 2nx dx<br />

≤<br />

≤<br />

π<br />

2<br />

0<br />

π<br />

2<br />

0<br />

≤ πM<br />

2 .<br />

lim<br />

n→∞ (un − vn) = 0,<br />

<br />

<br />

<br />

csc 2 x − 1<br />

x2 <br />

<br />

cos 2nx<br />

dx<br />

<br />

<br />

<br />

csc2 x − 1<br />

<br />

<br />

<br />

dx<br />

lim<br />

n→∞ un = lim<br />

n→∞ (un − vn + vn) = lim<br />

n→∞ (un − vn) + lim<br />

n→∞ vn,<br />

so that ∞<br />

0<br />

sin t<br />

t<br />

dt = π<br />

2 .<br />

x 2


Next we show that<br />

as follows.<br />

Let n be a positive integer,<br />

(a) First we show that<br />

(b) Next we show that<br />

(c) Finally, we show that<br />

(d) From all <strong>of</strong> the above, we have<br />

Solution:<br />

(a)<br />

(n+1)π <br />

<br />

<br />

<br />

0<br />

sin x<br />

x<br />

0<br />

∞ <br />

<br />

<br />

sin t<br />

<br />

t dt = +∞<br />

0<br />

(n+1)π <br />

<br />

<br />

sin x<br />

<br />

x dx =<br />

0<br />

n<br />

π<br />

k=0<br />

(n+1)π <br />

<br />

<br />

sin x<br />

<br />

2<br />

x dx ≥<br />

π<br />

∞<br />

k=0<br />

<br />

<br />

<br />

dx =<br />

=<br />

=<br />

1<br />

= lim<br />

k + 1 n→∞<br />

0<br />

n<br />

k=0<br />

0<br />

n<br />

k=0<br />

sin x<br />

x + kπ dx.<br />

1<br />

k + 1 .<br />

1<br />

= +∞.<br />

k + 1<br />

∞ <br />

<br />

<br />

sin x<br />

<br />

x dx = +∞.<br />

n<br />

(k+1)π <br />

<br />

<br />

<br />

k=0<br />

kπ<br />

n<br />

π <br />

<br />

<br />

<br />

k=0<br />

0<br />

n<br />

π<br />

k=0<br />

0<br />

sin x<br />

x<br />

(−1) k sin t<br />

t + kπ<br />

sin t<br />

t + kπ dt,<br />

<br />

<br />

<br />

dx =<br />

<br />

<br />

<br />

dt =<br />

where the last equality follows since sin t ≥ 0 for 0 ≤ t ≤ π.<br />

1<br />

(b) For 0 < t < π, we have<br />

t + kπ ><br />

1<br />

, so that (a) implies that<br />

π(k + 1)<br />

(c) For t ≥ 1,<br />

(n+1)π <br />

<br />

<br />

<br />

0<br />

sin x<br />

x<br />

<br />

<br />

<br />

dx ><br />

n<br />

k=0<br />

x<br />

log x =<br />

for x ≥ 1, and replacing x by k+2<br />

k+1 , we have<br />

1<br />

log<br />

n<br />

π <br />

<br />

<br />

<br />

k=0<br />

0<br />

n<br />

π<br />

k=0<br />

π<br />

1<br />

sin t dt =<br />

π(k + 1) 0<br />

2<br />

π<br />

x<br />

1<br />

dt ≤ 1 dt = x − 1<br />

t 1<br />

<br />

k + 2<br />

≤<br />

k + 1<br />

1<br />

k + 1<br />

0<br />

sin(t + kπ)<br />

t + kπ<br />

| sin t|<br />

t + kπ dt<br />

n<br />

k=0<br />

1<br />

k + 1 .<br />

<br />

<br />

<br />

dt


(d)<br />

for all k ≥ 0. <strong>The</strong>refore,<br />

and so<br />

n<br />

k=0<br />

1<br />

k + 1 ≥<br />

lim<br />

n→∞<br />

n<br />

(log(k + 2) − log(k + 1)) = log(n + 2),<br />

k=0<br />

n<br />

k=0<br />

∞ <br />

<br />

<br />

<br />

sin x <br />

(n+1)π <br />

<br />

<br />

<br />

0 x dx = lim <br />

n→∞ <br />

0<br />

≥ lim<br />

n→∞<br />

<strong>The</strong>refore, ∞ <br />

<br />

<br />

<br />

1<br />

≥ lim log(n + 2) = +∞.<br />

k + 1 n→∞<br />

0<br />

2<br />

π<br />

<br />

sin x <br />

<br />

2<br />

x dx ≥ lim<br />

n→∞ π<br />

log(n + 2) = +∞,<br />

sin x<br />

x<br />

<br />

<br />

<br />

dx = +∞.<br />

n<br />

k=0<br />

1<br />

k + 1

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