Integration of an Infinite Product

Calculus Level 3

0 π 4 x k = 1 cos ( x 2 k ) d x = ? \large \int_0^\frac \pi4 x \prod_{k=1}^\infty \cos \left(\frac x{2^k}\right) dx = ?

2 2 \frac{\sqrt{2}}{2} 1 0 1 2 2 1-\frac{\sqrt{2}}{2} None of them 2 2 1 \frac{\sqrt{2}}{2}-1 1 + 2 2 1+\frac{\sqrt{2}}{2} -1

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1 solution

Jc 506881
Jan 28, 2018

This key to this problem is the identity sin x x = k = 1 cos ( x 2 k ) \frac{\sin x}{x} = \prod_{k=1}^{\infty}\cos\left(\frac{x}{2^k}\right) . Once this identity is applied, the integral becomes routine. This formula, I think, is credited to Euler and you may have come across it if you've studied Fourier transforms, but if you haven't seen it before, here's a quick proof:

By applying the double angle identity over and over we get: sin x = 2 sin x 2 cos x 2 = 4 sin x 4 cos x 4 cos x 2 = 2 n sin x 2 n k = 1 n cos x 2 k \begin{aligned} \sin x &= 2 \sin\frac{x}{2} \cos\frac{x}{2} \\ &= 4 \sin \frac{x}{4} \cos \frac{x}{4} \cos \frac{x}{2} \\ & \space\space \vdots & \\ &= 2^n \sin \frac{x}{2^n} \prod_{k = 1}^{n} \cos \frac{x}{2^k} \end{aligned}

Taking the limit as n n \to \infty we get sin x = k = 1 cos x 2 k ( lim n 2 n sin x 2 n ) \sin x = \prod_{k = 1}^{\infty} \cos \frac{x}{2^k} \left( \lim_{n \to \infty} 2^n \sin \frac{x}{2^n} \right)

Now, as n n \to \infty , x 2 n 0 \frac{x}{2^n} \to 0 , so by the small angle approximation sin x 2 n x 2 n \sin \frac{x}{2^n} \to \frac{x}{2^n} . Hence, lim n 2 n sin x 2 n = x \lim_{n \to \infty} 2^n \sin \frac{x}{2^n} = x .

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