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The following problem is from Ch. 15 of Spivak's Calculus. I asked a separate question about understanding the solution manual solution to part $(c)$. Since my solution differed from that solution, I would like to know if it is correct.

*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.

Here is my attempt at a solution to part $(c)$ (I show solutions to parts $(a)$ and $(b)$ in another question about this problem)

Assume $f$ is integrable on $[a,b]$.

Given a number $\lambda$, let $P_{\lambda}=\{t_0,...,t_{n_{\lambda}}\}$ be a partition of $[a,b]$ such that for any $i=1,...,n_{\lambda}$ we have that in the partition subinterval $[t_{i-1},t_i]$, $\sin{(\lambda x)}$ is either always $\geq 0$ or $< 0$.

Let $s_1$ and $s_2$ be step functions for $P_{\lambda}$ such that $s_1<f<s_2$.

Then, for any partition subinterval $[t_{i-1},t_i]$, we have one of the two following possibilities

  1. $\sin{(\lambda x)}\geq 0 \implies s_{1,i}\sin{(\lambda x)}<f(x)\sin{(\lambda x)}<f(x)\sin{(\lambda x)}<s_{2,i}\sin{(\lambda x)}\tag{1}$

  2. $\sin{(\lambda x)}< 0 \implies s_{2,i}\sin{(\lambda x)}<f(x)\sin{(\lambda x)}<f(x)\sin{(\lambda x)}<s_{1,i}\sin{(\lambda x)}\tag{2}$

In each case, integrate

  1. $s_{1,i} \int_{t_{i-1}}^{t_i}\sin{(\lambda x)}<\int_{t_{i-1}}^{t_i}f(x)\sin{(\lambda x)} < s_{2,i} \int_{t_{i-1}}^{t_i}\sin{(\lambda x)}=0\tag{3}$

  2. $s_{2,i} \int_{t_{i-1}}^{t_i}\sin{(\lambda x)}<\int_{t_{i-1}}^{t_i}f(x)\sin{(\lambda x)} < s_{1,i} \int_{t_{i-1}}^{t_i}\sin{(\lambda x)}=0\tag{4}$

and take the limit

  1. $0=\lim\limits_{\lambda\to \infty} s_{1,i} \int_{t_{i-1}}^{t_i}\sin{(\lambda x)}<\lim\limits_{\lambda\to \infty} \int_{t_{i-1}}^{t_i}f(x)\sin{(\lambda x)} <\lim\limits_{\lambda\to \infty} s_{2,i} \int_{t_{i-1}}^{t_i}\sin{(\lambda x)}=0\tag{5}$

  2. $0=\lim\limits_{\lambda\to \infty} s_{2,i} \int_{t_{i-1}}^{t_i}\sin{(\lambda x)}<\lim\limits_{\lambda\to \infty} \int_{t_{i-1}}^{t_i}f(x)\sin{(\lambda x)} <\lim\limits_{\lambda\to \infty} s_{1,i} \int_{t_{i-1}}^{t_i}\sin{(\lambda x)}=0\tag{6}$

Thus,

$$\lim\limits_{\lambda\to \infty} \int_{t_{i-1}}^{t_i}f(x)\sin{(\lambda x)}=0\tag{7}$$

And since

$$\int_a^bf(x)\sin{(\lambda x)}=\sum\limits_{i=1}^{n_{\lambda}} \int_{t_{i-1}}^{t_i}f(x)\sin{(\lambda x)}$$

Then

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

$$=\lim\limits_{\lambda\to \infty}\sum\limits_{i=1}^{n_{\lambda}} \int_{t_{i-1}}^{t_i}f(x)\sin{(\lambda x)}\tag{8}$$

$$=0$$

where we are using the result from $(7)$.

Now, $(8)$ looks slightly weird. As $\lambda\to\infty$, the number of partition subintervals increases (ie, $n_{\lambda}\to\infty$), because $\sin{(\lambda x)}$ gets compressed. However, I think we can always form the partition as I defined it.

Is this solution correct?

xoux
  • 4,913
  • It is wrong. What if $\sin (\lambda x) \geq 0$ for some $x\in [t_{i-1},t_i]$ and $\sin (\lambda x) < 0$ for some other $x\in [t_{i-1},t_i]$? – geetha290krm Jul 21 '22 at 04:48
  • @geetha290krm Is it not possible to construct the partition such that that doesn't occur? As I described it: "Given a number $\lambda$, let $P_{\lambda}={t_0,...,t_{n_{\lambda}}}$ be a partition of $[a,b]$ such that for any $i=1,...,n_{\lambda}$ we have that in the partition subinterval $[t_{i-1},t_i]$, $\sin{(\lambda x)}$ is either always $\geq 0$ or $< 0$." – xoux Jul 21 '22 at 05:15
  • The partition itself will depend on $\lambda$ so the argument fails. As far as I can see the mistake is fatal and the proof cannot be corrected. – geetha290krm Jul 21 '22 at 05:19
  • Would be curious to know exactly where it fails. Indeed, one of my main doubts hinges precisely on the dependence of the partition on $\lambda$. However, as I said, for any given $\lambda$ I believe we can reach $(1)$. The question is when we take the limit as $\lambda\to\infty$. – xoux Jul 21 '22 at 05:23
  • Why does $s_2\int_{t_{i-1}}^{t_i}\sin{(\lambda x)} \to 0$? If $s_2,t_i$'s are functions of $\lambda$ this may fail. – geetha290krm Jul 21 '22 at 05:34
  • I think you are right. We start with a $\lambda$, which specifies a function $\sin{(\lambda x)}$. We create the partition based on this function. Then, we create the step functions. On each of the subintervals $[t_{i-1},t_i]$, we have an integral. Now if we increase $\lambda$, we have to change the subintervals because we have a new function $\sin{(\lambda x)}$ and the condition we had on each of the previous subintervals fails with the new function. $s_1$ and $s_2$ are functions of $\lambda$. – xoux Jul 21 '22 at 05:48

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