Limit and Integration of ##f_n (x)##

In summary, the topic of "Limit and Integration of f_n(x)" explores the behavior of a sequence of functions \( f_n(x) \) as \( n \) approaches infinity, focusing on the convergence of these functions and the implications for their integrals. It examines conditions under which the limit of the integrals of \( f_n(x) \) equals the integral of the limit function, often utilizing concepts such as the Dominated Convergence Theorem and uniform convergence to establish relationships between pointwise limits and integration processes. The study emphasizes the significance of these concepts in mathematical analysis and their applications in various fields.
  • #1
songoku
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Homework Statement
Please see below
Relevant Equations
Limit
Integration
1701219971027.png


My attempt:
(a)
I don't think I completely understand the question. By "evaluate ##\lim_{n\to \infty f_n (x)}##", does the question ask in numerical value or in terms of ##x##?

As ##x## approaches 1 or -1, the value of ##f_n (x)## approaches zero. As ##x## approaches zero, the value of ##f_n (x)## approaches ##\frac{n+1}{2}## so if ##n \to \infty##, then ##f_n (0) \to \infty##.

There would be a certain value of ##x \in [-1,1]## where ##\lim_{n\to \infty} f_n (x)=\infty## so the limit does not exist.

Does it make any sense?(b)
$$\lim_{n\to \infty} \int_{-1}^{1} f_n (x) dx$$
$$=\lim_{n\to \infty} \int_{-1}^{1} \frac{n+1}{2} (1-|x|)^n dx$$
$$=\lim_{n\to \infty} \frac{n+1}{2} \int_{-1}^{1} (1-x)^n dx$$
$$=\lim_{n\to \infty} \frac{n+1}{2} \left[-\frac{1}{n+1} (1-x)^{n+1}\right]^{1}_{-1} dx$$
$$=\lim_{n\to \infty} (2)^n$$

The limit does not converge so it does not exist. Is this correct?

Thanks

Edit: wait, I realize my mistake for (b). I will revise it in post#2
 
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  • #2
(b)
$$\lim_{n \to \infty} \int_{-1}^{1} f_n (x) dx$$
$$=\lim_{n\to \infty} \int_{-1}^{1} \frac{n+1}{2} (1-|x|)^n dx$$
$$=\lim_{n\to \infty} \frac{n+1}{2}\left(\int_{-1}^{0} (1+x)^n dx + \int_{0}^{1} (1-x)^n dx\right)$$
$$=\lim_{n\to \infty} \frac{n+1}{2} \left(\frac{1}{n+1}[(1+x)^{n+1}]_{-1}^{0} - \frac{1}{n+1} [(1-x)^{n+1}]_{0}^{1}\right)$$
$$=1$$
 
  • #3
Have you seen some of the results/theorems regarding convergence of Integrals, like Monotone, Dominated Convergence, etc?
 
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  • #4
songoku said:
(a)
I don't think I completely understand the question. By "evaluate ##\lim_{n\to \infty f_n (x)}##", does the question ask in numerical value or in terms of ##x##?
This is called the pointwise limit or pointwise convergence. For each ##x## you have a sequence ##f_n(x)## and you are asked to calculate the limit of this sequence.
songoku said:
As ##x## approaches 1 or -1, the value of ##f_n (x)## approaches zero. As ##x## approaches zero, the value of ##f_n (x)## approaches ##\frac{n+1}{2}## so if ##n \to \infty##, then ##f_n (0) \to \infty##.

There would be a certain value of ##x \in [-1,1]## where ##\lim_{n\to \infty} f_n (x)=\infty## so the limit does not exist.

Does it make any sense?
This is not quite right. What is ##\lim_{n \to \infty} f_n(0)##? And, for ##x \ne 0##, what is ##\lim_{n \to \infty} f_n(x)##?

songoku said:
(b)
$$\lim_{n \to \infty} \int_{-1}^{1} f_n (x) dx$$
$$=\lim_{n\to \infty} \int_{-1}^{1} \frac{n+1}{2} (1-|x|)^n dx$$
$$=\lim_{n\to \infty} \frac{n+1}{2}\left(\int_{-1}^{0} (1+x)^n dx + \int_{0}^{1} (1-x)^n dx\right)$$
$$=\lim_{n\to \infty} \frac{n+1}{2} \left(\frac{1}{n+1}[(1+x)^{n+1}]_{-1}^{0} - \frac{1}{n+1} [(1-x)^{n+1}]_{0}^{1}\right)$$
$$=1$$
That's right, although you could have saved some work by noting that the function is even (symmetrical about the y-axis).

If you are wondering about the purpose of this question, you have a sequence of functions whose limit looks like the Dirac Delta function.
 
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  • #5
WWGD said:
Have you seen some of the results/theorems regarding convergence of Integrals, like Monotone, Dominated Convergence, etc?
I have not

PeroK said:
This is called the pointwise limit or pointwise convergence. For each ##x## you have a sequence ##f_n(x)## and you are asked to calculate the limit of this sequence.

This is not quite right. What is ##\lim_{n \to \infty} f_n(0)##? And, for ##x \ne 0##, what is ##\lim_{n \to \infty} f_n(x)##?
$$\lim_{n \to \infty} f_n(0)=\lim_{n \to \infty} \frac{n+1}{2} (1)^n=\lim_{n \to \infty} \frac{n+1}{2} \to \text{diverge}$$

For ##x \ne 0, \lim_{n \to \infty} f_n(x)=0##

So:
$$\lim_{n\to \infty} f_n (x) = f(x) =
\begin{cases}
\text{does not exist }&\text{if } x = 0 \\
0 & \text{if } x \neq 0, x \in [-1,1]
\end{cases}
$$

Is that correct? Thanks
 
  • #6
songoku said:
I have not$$\lim_{n \to \infty} f_n(0)=\lim_{n \to \infty} \frac{n+1}{2} (1)^n=\lim_{n \to \infty} \frac{n+1}{2} \to \text{diverge}$$

For ##x \ne 0, \lim_{n \to \infty} f_n(x)=0##

So:
$$\lim_{n\to \infty} f_n (x) = f(x) =
\begin{cases}
\text{does not exist }&\text{if } x = 0 \\
0 & \text{if } x \neq 0, x \in [-1,1]
\end{cases}
$$

Is that correct? Thanks
Yes. If ##x\neq 0## then ##1-|x| = r\in [0,1)## and ##r^n ## goes faster to zero than ##n## goes to infinity.

The meaning of this exercise is that ##1= \lim \int \neq \int \lim =0.##

Pointwise convergence does in general not allow for exchange limits and integrals.

The theorem that grants the exchange requires ##|f_n|<h ## and ##\int h <\infty .##
 
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  • #7
Thank you very much for all the help and explanation WWGD, PeroK, fresh_42
 
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  • #8
songoku said:
Thank you very much for all the help and explanation WWGD, PeroK, fresh_42
P.S.: The phenomenon is called the vanishing mass at infinity. The "buckle" can vanish to the left or right, e.g. if you consider functions like ##g_n =\chi([0,1])-\chi([n,n+1])## where ##\chi ## is the indicator function (##=1## on the interval, and ##=0## elsewhere), or as in the case of the ##f_n## above to the top by getting larger and larger and slimmer and slimmer at the same time.
 
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  • #9
songoku said:
So:
$$\lim_{n\to \infty} f_n (x) = f(x) =
\begin{cases}
\text{does not exist }&\text{if } x = 0 \\
0 & \text{if } x \neq 0, x \in [-1,1]
\end{cases}
$$

Is that correct? Thanks
I would say:
$$\lim_{n\to \infty} f_n (x) =
\begin{cases}
+\infty&\text{if } x = 0 \\
0 & \text{if } x \neq 0, x \in [-1,1]
\end{cases}
$$
 
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FAQ: Limit and Integration of ##f_n (x)##

What is the limit of a sequence of functions ##f_n(x)##?

The limit of a sequence of functions ##f_n(x)##, denoted as ##\lim_{n \to \infty} f_n(x)##, is a function ##f(x)## such that for every ##x## in the domain, the sequence of real numbers ##f_n(x)## converges to ##f(x)## as ##n## approaches infinity. This means that for any given ##\epsilon > 0##, there exists an ##N## such that for all ##n \geq N##, ##|f_n(x) - f(x)| < \epsilon##.

What is uniform convergence of a sequence of functions ##f_n(x)##?

Uniform convergence of a sequence of functions ##f_n(x)## to a function ##f(x)## means that the convergence happens uniformly for all ##x## in the domain. Formally, ##f_n(x) \to f(x)## uniformly if for every ##\epsilon > 0##, there exists an ##N## such that for all ##n \geq N## and for all ##x## in the domain, ##|f_n(x) - f(x)| < \epsilon##.

How does the limit of a sequence of functions relate to integration?

The relationship between the limit of a sequence of functions and integration is often described by the Dominated Convergence Theorem and the Monotone Convergence Theorem. The Dominated Convergence Theorem states that if ##f_n(x)## converges pointwise to ##f(x)## and is dominated by an integrable function ##g(x)## (i.e., ##|f_n(x)| \leq g(x)## for all ##n##), then ##\lim_{n \to \infty} \int f_n(x) \, dx = \int \lim_{n \to \infty} f_n(x) \, dx##. The Monotone Convergence Theorem states that if ##f_n(x)## is a monotone increasing sequence of non-negative measurable functions, then ##\lim_{n \to \infty} \int f_n(x) \, dx = \int \lim_{n \to \infty} f_n(x) \, dx##.

What is the difference between pointwise convergence and uniform convergence?

Pointwise convergence of a sequence of functions ##f_n(x)## to a function ##f(x)## means that for each fixed ##x## in the domain, ##f_n(x)## converges to ##f(x)## as ##n## approaches infinity. Uniform convergence, on the other hand, requires that the convergence

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