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$$S_n = \int_{0}^{1}\frac{n x^{n-1}}{1+x} dx \quad n \ge 1$$

My attempt:

$$|S_n| \le \int_{0}^{1}\left|\frac{n x^{n-1}}{1+x} dx\right| = \int_{0}^{1}\frac{n x^{n-1}}{1+x} dx \le \int_{0}^{1}n x^{n-1} dx$$ $0 \le x \le 1$, and $n \ge 1$.

So, $|S_n|=[x^n]_{0}^{1}$ and thus $|Sn| = 1$.

So, $\lim_{n \to \infty} S_n = 1$.

But the answer mentioned is $0$. I don't know what I am doing wrong. Please help.

Cookie
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    This site has latex support (using mathjax). Please use that to format your questions/answers. Here is a useful reference: http://meta.math.stackexchange.com/questions/5020/mathjax-basic-tutorial-and-quick-reference – Aryabhata Jan 10 '15 at 04:59
  • The limit is $\large{1 \over 2}$. – Felix Marin Jan 10 '15 at 06:16
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    You've just shown the limit, if it exists, is at most 1. – Zarrax Jan 10 '15 at 06:36

3 Answers3

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Integrate by parts:

$$\int_0^1 {n x^{n-1} \over 1 + x}\, dx = {1 \over 2} + \int_0^1 {x^n \over (1 + x)^2}\,dx$$ Since $(1 + x)^2 \geq 1$, the integral on the right is bounded by ${\displaystyle\int_0^1 x^n\,dx = {1 \over n+1}}$. Hence the integral on the right goes to zero as $n$ goes to infinity and the limit of the left-hand integral will just be ${\displaystyle{1 \over 2}}$.

Zarrax
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  • This explanation is super simple and I understand this perfectly. Is there any online resource where I can find more sums like these along with the concepts? I really need to practice more problems of this type. Thanks a lot for your help! – Deepabali Roy Jan 10 '15 at 07:06
  • I just noticed $nx^{n-1}$ integrates to $x^n$ so integrating by parts seemed like a good idea... it gets rid of the $n$ factor at least. I don't really know if there's a source that systematically treats such integrals – Zarrax Jan 10 '15 at 16:53
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Your mistake is concluding $|S_n|=1$, when you have only shown that $|S_n| \leq 1$.

voldemort
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  • Or you can use Dominated convergence theorem, if you know it. – voldemort Jan 10 '15 at 05:06
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    I have written down the expansion and simplified it but it is still quite complicated. I am not able to solve it. Please help me with this one. – Deepabali Roy Jan 10 '15 at 06:40
  • "Expand the numerator by binomial expansion" Are you sure you want to send the OP into this kind of valley of the damned? – Did Jan 10 '15 at 09:45
  • @Did: I really just wanted to answer the question where the OP went wrong. Binomial expansion works for me- but I agree it's not a good method. Personally I would use DCT. – voldemort Jan 10 '15 at 16:20
  • You mean, you are able to show that $$\sum_{k\ne0}n(-1)^{n-1-k}{n-1\choose k}\frac1k(2^k-1)+(-1)^{n-1}\log2\to\frac12?$$ – Did Jan 10 '15 at 16:54
  • @Did: Guess I had made a mistake :-P – voldemort Jan 10 '15 at 16:55
  • Of course I am not half as elegant as you are... and make a lot of mistakes. – voldemort Jan 10 '15 at 16:56
  • Off-topic. On-topic is the fact that lots of "indications" or "hints" on the site are actually dead-ends the OP did not even bother to check. (You say your case is different in that you checked the hint but wrongly.) Let us try to provide only hints that ARE hints. – Did Jan 10 '15 at 16:58
  • @Did: I agree- I shall be more careful. – voldemort Jan 10 '15 at 17:02
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$\newcommand{\angles}[1]{\left\langle\, #1 \,\right\rangle} \newcommand{\braces}[1]{\left\lbrace\, #1 \,\right\rbrace} \newcommand{\bracks}[1]{\left\lbrack\, #1 \,\right\rbrack} \newcommand{\ceil}[1]{\,\left\lceil\, #1 \,\right\rceil\,} \newcommand{\dd}{{\rm d}} \newcommand{\ds}[1]{\displaystyle{#1}} \newcommand{\dsc}[1]{\displaystyle{\color{red}{#1}}} \newcommand{\expo}[1]{\,{\rm e}^{#1}\,} \newcommand{\fermi}{\,{\rm f}} \newcommand{\floor}[1]{\,\left\lfloor #1 \right\rfloor\,} \newcommand{\half}{{1 \over 2}} \newcommand{\ic}{{\rm i}} \newcommand{\iff}{\Longleftrightarrow} \newcommand{\imp}{\Longrightarrow} \newcommand{\Li}[1]{\,{\rm Li}_{#1}} \newcommand{\norm}[1]{\left\vert\left\vert\, #1\,\right\vert\right\vert} \newcommand{\pars}[1]{\left(\, #1 \,\right)} \newcommand{\partiald}[3][]{\frac{\partial^{#1} #2}{\partial #3^{#1}}} \newcommand{\pp}{{\cal P}} \newcommand{\root}[2][]{\,\sqrt[#1]{\vphantom{\large A}\,#2\,}\,} \newcommand{\sech}{\,{\rm sech}} \newcommand{\sgn}{\,{\rm sgn}} \newcommand{\totald}[3][]{\frac{{\rm d}^{#1} #2}{{\rm d} #3^{#1}}} \newcommand{\ul}[1]{\underline{#1}} \newcommand{\verts}[1]{\left\vert\, #1 \,\right\vert}$ One possible method is to evaluate the integral. Then, we can take the limit of a known function. Indeed, as shown below, the integral is reduced to $$ \int_{0}^{1}{x^{n - 1} \over 1 + x}\,\dd x = \half\bracks{% \Psi\pars{n + 1\over 2} - \Psi\pars{n \over 2}} $$ where $\ds{\Psi}$ is the Digamma Function.


\begin{align}&\color{#66f}{\large% \lim_{n\ \to\ \infty}\ \int_{0}^{1}{n x^{n - 1} \over 1 + x}\,\dd x} =\lim_{n\ \to\ \infty}\ \bracks{n\int_{0}^{1}{x^{n - 1} - x^{n} \over 1 - x^{2}} \,\dd x} \\[5mm]&=\lim_{n\ \to\ \infty}\ \bracks{n\int_{0}^{1}% {x^{\pars{n - 1}/2} - x^{n/2} \over 1 - x}\,\half\,x^{-1/2}\,\dd x} =\half\,\lim_{n\ \to\ \infty}\ \bracks{n\int_{0}^{1}% {x^{\pars{n/2 - 1}} - x^{n/2 - 1/2} \over 1 - x}\,\dd x} \\[5mm]&=\half\,\lim_{n\ \to\ \infty}\ \braces{n\bracks{% \int_{0}^{1}{1 - x^{n/2 - 1/2} \over 1 - x}\,\dd x -\int_{0}^{1}{1 - x^{n/2 - 1} \over 1 - x}\,\dd x}} \\[5mm]&=\half\,\lim_{n\ \to\ \infty}\ \braces{n\bracks{% \Psi\pars{n + 1\over 2} - \Psi\pars{n \over 2}}}\tag{1} \\[5mm]&=\half\,\lim_{n\ \to\ \infty}\ \braces{n\bracks{% \ln\pars{n + 1 \over 2} - {1 \over n + 1} - \ln\pars{n \over 2} + {1 \over n}}} \tag{2} \\[5mm]&=\half\,\lim_{n\ \to\ \infty}\ \braces{n\bracks{% \ln\pars{1 + {1 \over n}} + {1 \over n\pars{n + 1}}}} =\color{#66f}{\large\half} \end{align}
$\ds{\Psi}$ is the Digamma Function.

In expression $\pars{1}$, we used the identity ${\bf 6.3.22}$.

In line $\pars{2}$, we used the Digamma Function Asymptotic Formula ${\bf 6.3.18}$.

Felix Marin
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    Thanks for answering my question. Could you please explain the third step, and also the Ψ expression? I am not able to understand these. – Deepabali Roy Jan 10 '15 at 06:29
  • @DeepabaliRoy I add some comments at the answer end. I hope it will make more transparent my answer. Thanks. – Felix Marin Jan 10 '15 at 07:17
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    Personnally, I am horrified that anybody could suggest this as an approach to solve the question. – Did Jan 10 '15 at 09:43