Don't ask why - 17

Calculus Level 5

lim p 0 + I 17 ( p ) = lim p 0 + 0 0 0 j = 1 17 cos x j x 1 + x 2 + + x 17 e p ( x 1 + x 2 + + x 17 ) d x 1 d x 2 d x 17 \lim_{p\to0+}I_{17}(p) =\lim_{p\to0+} \int_0^\infty \int_0^\infty \cdots \int_0^\infty \frac{\prod_{j=1}^{17} \cos x_j}{x_1 + x_2 + \cdots + x_{17}}\,e^{-p(x_1+x_2+\cdots + x_{17})}\,dx_1\,dx_2\,\ldots\,dx_{17}

If the limit is equal to 1 A \dfrac{1}{A} , find A A .

Bonus : Find the closed form of

lim p 0 + I n ( p ) = lim p 0 + 0 0 0 j = 1 n cos x j x 1 + x 2 + + x n e p ( x 1 + x 2 + + x n ) d x 1 d x 2 d x n \lim_{p\to0+} I_n(p) \; = \; \lim_{p\to0+} \int_0^\infty \int_0^\infty \cdots \int_0^\infty \frac{\prod_{j=1}^n \cos x_j}{x_1 + x_2 + \cdots + x_n}\,e^{-p(x_1+x_2+\cdots + x_n)}\,dx_1\,dx_2\,\ldots\,dx_n


The answer is 205920.

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1 solution

Mark Hennings
Apr 29, 2016

For general integer n 1 n \ge 1 , note that the integral over the simplex { ( x 1 , x 2 , , x n ) x 1 , x 2 , , x n > 0 , x 1 + x 2 + + x n = x } , \big\{(x_1,x_2,\ldots,x_n)\,\big|\, x_1,x_2,\ldots,x_n > 0\,,\, x_1 + x_2 + \ldots + x_n = x\big\}\;, namely g n ( x ) = x 1 , x 2 , , x n > 0 x 1 + x 2 + + x n = x ( j = 1 n cos x j ) d x 1 d x 2 d x n 1 g_n(x) \; = \; \int\int \cdots \int_{{x_1,x_2,\ldots,x_n > 0}\atop{x_1 + x_2 + \cdots + x_n = x}} \left(\prod_{j=1}^n \cos x_j\right)\,dx_1\,dx_2\,\ldots\,dx_{n-1} is equal to the n n -fold convolution g n = g , n g_n \,=\, g^{\circ,n} of the function g ( x ) = cos x , x 0 g(x) \; =\; \cos x \;, \qquad \qquad x \ge 0 with itself, where the convolution f g f \circ g of two functions on [ 0 , ) [0,\infty) is ( f g ) ( x ) = 0 x f ( u ) g ( x u ) d u x > 0 . (f \circ g)(x) \; = \; \int_0^x f(u) g(x-u)\,du \qquad \qquad x > 0 \;. If we consider the function I n ( p ) = 0 0 0 j = 1 n cos x j x 1 + x 2 + + x n e p ( x 1 + x 2 + + x n ) d x 1 d x 2 d x n I_n(p) \; = \; \int_0^\infty \int_0^\infty \cdots \int_0^\infty \frac{\prod_{j=1}^n \cos x_j}{x_1 + x_2 + \cdots + x_n}\,e^{-p(x_1+x_2+\cdots + x_n)}\,dx_1\,dx_2\,\ldots\,dx_n for p > 0 p > 0 , then it is clear that I n ( p ) = 0 g n ( x ) x e p x d x p > 0 I_n(p) \; = \; \int_0^\infty \frac{g_n(x)}{x}e^{-px}\,dx \qquad \qquad p > 0 so that ( L \mathcal{L} denotes the Laplace transform) I n ( p ) = 0 g n ( x ) e p x d x = ( L g n ) ( p ) = [ ( L g ) ( p ) ] n = p n ( p 2 + 1 ) n I_n'(p) \; = \; -\int_0^\infty g_n(x)e^{-px}\,dx \; = \; -\big(\mathcal{L}g_n\big)(p) \; = \; -\big[(\mathcal{L}g)(p)\big]^n \; = \; -\frac{p^n}{(p^2+1)^n} for all p > 0 p > 0 . Since it is clear that I n ( p ) 0 I_n(p) \,\to\,0 as p p \to \infty , we deduce that I n ( p ) = p t n ( t 2 + 1 ) n d t = 1 ( n 1 ) p n 1 2 F 1 ( n 1 2 , n ; n + 1 2 ; p 2 ) , I_n(p) \; = \; \int_p^\infty \frac{t^n}{(t^2+1)^n}\,dt \; = \; \frac{1}{(n-1)p^{n-1}}{}_2F_1\big(\tfrac{n-1}{2},n;\tfrac{n+1}{2};-p^{-2}\big) \;, and hence that lim p 0 + I n ( p ) = 0 t n ( t 2 + 1 ) n d t = π Γ ( 1 2 ( n 1 ) ) 2 n Γ ( 1 2 n ) . \lim_{p \to 0+} I_n(p) \; = \; \int_0^\infty \frac{t^n}{(t^2+1)^n}\,dt \; = \; \frac{\sqrt{\pi}\Gamma\big(\frac12(n-1)\big)}{2^n\Gamma\big(\frac12n\big)} \;. In the case n = 17 n=17 , we obtain that lim p 0 + I 17 ( p ) = π Γ ( 8 ) 2 17 Γ ( 17 2 ) = 1 205920 \lim_{p\to0+}I_{17}(p) \; = \; \frac{\sqrt{\pi}\Gamma(8)}{2^{17}\Gamma(\frac{17}{2})} \; = \; \frac{1}{205920} and hence the answer is 205920 \boxed{205920} .

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