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The following problem is from Ch. 15 of Spivak's Calculus. My question is about understanding the solution manual solution to item $(c)$. I've asked a separate question about my own attempt at a solution which differs from the solution manual.

*26. It is an excellent test of intuition to predict the value of

$$\lim\limits_{\lambda\to \infty} \int_a^b f(x)\sin{(\lambda x)}dx$$

Continuous functions should be the most accessible to intuition, but once you get the right idea for a proof the limit can easily be established for any integrable $f$

(a) Show that $\lim\limits_{\lambda\to \infty} \int_a^b \sin{(\lambda x)}dx=0$, by computing the integral explicitly.

(b) Show that if $s$ is a step function on $[a,b]$, then $\lim\limits_{\lambda\to \infty} \int_a^b s(x)\sin{(\lambda x)}dx=0$.

(c) Finally, use Problem 13-26 to show that $\lim\limits_{\lambda\to \infty} \int_a^b f(x)\sin{(\lambda x)}dx=0$ for any function $f$ which is integrable on $[a,b]$. This result, like Problem 12, plays an important role in the theory of Fourier series; it is known as the Riemann-Lebesgue Lemma.

Item $(a)$ is just the limit of a definite integral

$$\lim\limits_{\lambda\to \infty} \int_a^b \sin{(\lambda x)}dx$$

$$=\lim\limits_{\lambda\to \infty} -\frac{1}{\lambda}\left ( \cos{(\lambda d)}-\cos{(\lambda c)} \right )=0$$

For item $(b)$, note that a step function is defined based on a partition $P=\{t_0,...,t_n\}$ of $[a,b]$. Then

$$\lim\limits_{\lambda\to \infty}\int_a^b s(x)\sin{(\lambda x)}dx=\lim\limits_{\lambda\to \infty} \sum_{i=1}^n s_i\int_{t_{i-1}}^{t_i} \sin{(\lambda x)}dx=0$$

For the items above, my solution coincided with the solution manual. For item $(c)$ my solution was different. For now I'd like to understand the solution manual solution (specifically the last part of it). Here it is

Solution Manual Solution to $(c)$

For any $\epsilon>0$ there is, by Problem 13-16, a step function $s\leq f$ with

$$\int_a^b [f(x)-s(x)]dx<\epsilon$$

Now

$$\left | \int_a^b f(x)\sin{(\lambda x)}dx-\int_a^b s(x)\sin{(\lambda x)}dx \right |\tag{1}$$ $$=\left | \int_a^b [f(x)-s(x)]\sin{(\lambda x)} dx \right |$$

$$\leq \int_a^b [f(x)-s(x)]\cdot |\sin{(\lambda x)} |dx$$

$$\leq \int_a^b [f(x)-s(x)]dx<\epsilon\tag{2}$$

So far so good

Part $(b)$ then shows that

$$\lim\limits_{\lambda\to \infty} \left | \int_a^b f(x)\sin{(\lambda x)}dx \right |<\epsilon$$

Since this is true for every $\epsilon>0$, the limit must be $0$.

I'd like to understand this last part.

I think what happened is that from $(1)$ we had

$$\left | \int_a^b f(x)\sin{(\lambda x)}dx\right | -\left | \int_a^b s(x)\sin{(\lambda x)}dx \right |\leq\left | \int_a^b f(x)\sin{(\lambda x)}dx-\int_a^b s(x)\sin{(\lambda x)}dx \right |<\epsilon$$

and then we took the limit

$$\lim\limits_{\lambda\to \infty}\left | \int_a^b f(x)\sin{(\lambda x)}dx\right | -\lim\limits_{\lambda\to \infty}\left | \int_a^b s(x)\sin{(\lambda x)}dx \right |<\epsilon$$

But since from $(b)$ we know that $\lim\limits_{\lambda\to \infty}\left | \int_a^b s(x)\sin{(\lambda x)}dx\right |=0$ we have

$$\lim\limits_{\lambda\to \infty}\left | \int_a^b f(x)\sin{(\lambda x)}dx\right |<\epsilon$$

Is this filling in of the steps correct?

xoux
  • 4,913

1 Answers1

1

The filling of the missing steps does not look correct because: $\lim\limits_{\lambda\to \infty}\int_a^b f(x)\sin{(\lambda x)}dx$ is not known to exist so in $\left | \int_a^b f(x)\sin{(\lambda x)}dx\right | -\left | \int_a^b s(x)\sin{(\lambda x)}dx \right |<\epsilon$, it is not known if limit of LHS exists.

You could fill in the gaps as follows:

"Part (b) then shows that"

By part $(b)$, there is an $M>0$ such that for all $\lambda>M$, $\left | \int_a^b s(x)\sin{(\lambda x)}dx \right |\lt \epsilon$.

So for all $\lambda>M$, $\left | \int_a^b f(x)\sin{(\lambda x)}dx\right|\le\left | \int_a^b f(x)\sin{(\lambda x)}dx - \int_a^b s(x)\sin{(\lambda x)}dx \right |+ \left | \int_a^b s(x)\sin{(\lambda x)}dx \right |<2\epsilon$

Koro
  • 11,402