The Dirichlet Integral - University of Alberta
The Dirichlet Integral - University of Alberta
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