Interesting Limit (3)

Calculus Level 5

A = lim n ( k = 1 n arctan ( k n ) B n ) \large A=\lim_{n\to\infty}\left(\sum_{k=1}^n\arctan\left(\frac{k}{n}\right)-Bn\right)

The limit A A above exists. Find e 4 A 2 B e^{4A-2B} .


The answer is 2.

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2 solutions

Mark Hennings
Mar 7, 2018

If f f is continuously differentiable on [ 0 , 1 ] [0,1] , and if 0 a < b 1 0 \le a < b \le 1 , then 1 2 ( b a ) [ f ( a ) + f ( b ) ] a b f ( t ) d t = 1 2 a b [ f ( a ) + f ( b ) 2 f ( t ) ] d t = 1 2 a b { t b f ( u ) d u a t f ( u ) d u } d t = 1 2 a b [ ( u a ) ( b u ) ] f ( u ) d u = a b [ u 1 2 ( a + b ) ] f ( u ) d u = a b [ u 1 2 ( a + b ) ] [ f ( u ) f ( a ) ] d u \begin{aligned} \tfrac12(b-a)[f(a) + f(b)] - \int_a^b f(t)\,dt & = \; \tfrac12\int_a^b \big[ f(a) + f(b) - 2f(t)\big]\,dt \; = \; \tfrac12\int_a^b \left\{ \int_t^b f'(u)\,du - \int_a^t f'(u)\,du \right\}\,dt \\ & = \; \tfrac12\int_a^b \big[(u-a) - (b-u)\big] f'(u)\,du \; = \; \int_a^b \big[u - \tfrac12(a+b)\big]f'(u)\,du \; = \; \int_a^b \big[u - \tfrac12(a+b)][f'(u) - f'(a)]\,du \end{aligned} and hence 1 2 ( b a ) [ f ( a ) + f ( b ) ] a b f ( t ) d t 1 4 K b a ( b a ) 2 \left|\tfrac12(b-a)[f(a) + f(b)] - \int_a^b f(t)\,dt \right| \; \le \; \tfrac14K_{b-a}(b-a)^2 where K δ = s u p { f ( u ) f ( v ) : 0 u , v 1 , u v δ } K_\delta = \mathrm{sup}\big\{ |f'(u) - f'(v)| \; : \; 0 \le u,v \le 1\,,\,|u-v| \le \delta \big\} . Thus we deduce that 1 2 n [ f ( k n ) + f ( k + 1 n ) ] k n k + 1 n f ( t ) d t K n 1 4 n 2 \left| \tfrac{1}{2n} \big[f(\tfrac{k}{n}) + f(\tfrac{k+1}{n})\big] - \int_{\frac{k}{n}}^{\frac{k+1}{n}} f(t)\,dt\right| \; \le \; \frac{K_{n^{-1}}}{4n^2} for any positive integer n n and 0 k n 1 0 \le k \le n-1 . Adding these inequalities up, we see that n 1 ( 1 2 f ( 0 ) + k = 1 n 1 f ( k n ) + 1 2 f ( 1 ) ) 0 1 f ( t ) d t K n 1 4 n \left| n^{-1}\left(\tfrac12f(0) + \sum_{k=1}^{n-1}f(\tfrac{k}{n}) + \tfrac12f(1)\right) - \int_0^1f(t)\,dt\right| \; \le \; \frac{K_{n^{-1}}}{4n} and hence k = 1 n f ( k n ) n 0 1 f ( t ) d t 1 2 [ f ( 1 ) f ( 0 ) ] 1 4 K n 1 \left| \sum_{k=1}^n f(\tfrac{k}{n}) - n\int_0^1 f(t)\,dt - \tfrac12[f(1) - f(0)]\right| \; \le \; \tfrac14K_{n^{-1}} Since f f is continuously differentiable, K δ 0 K_\delta \to 0 as δ 0 \delta \to 0 , and hence lim n { k = 1 n f ( k n ) n 0 1 f ( t ) d t } = 1 2 [ f ( 1 ) f ( 0 ) ] \lim_{n \to \infty} \left\{ \sum_{k=1}^n f(\tfrac{k}{n}) - n\int_0^1 f(t)\,dt \right\} \; = \; \tfrac12[f(1) - f(0)] In this case, we need f ( t ) = tan 1 t f(t) = \tan^{-1}t , and hence A = 1 2 [ f ( 1 ) f ( 0 ) ] = 1 8 π B = 0 1 f ( t ) d t = [ t tan 1 t 1 2 ln ( t 2 + 1 ) ] 0 1 = 1 4 π 1 2 ln 2 \begin{aligned} A & = \; \tfrac12[f(1) - f(0)] \; = \; \tfrac18\pi \\ B & = \; \int_0^1 f(t)\,dt \; = \; \Big[t \tan^{-1}t - \tfrac12\ln(t^2 + 1)\Big]_0^1 \; = \; \tfrac14\pi - \tfrac12\ln2 \end{aligned} so that 4 A 2 B = ln 2 4A - 2B = \ln2 , making the answer 2 \boxed{2} .

Brian Moehring
Jul 18, 2018

Relevant wiki: Taylor's Theorem (with Lagrange Remainder)

In order for the limit to exist, we must have B = lim n 1 n k = 1 n tan 1 ( k n ) = 0 1 tan 1 ( x ) d x = x tan 1 ( x ) 1 2 ln ( x 2 + 1 ) 0 1 = π 4 1 2 ln 2 B = \lim_{n\to\infty}\frac{1}{n}\sum_{k=1}^n\tan^{-1}\left(\frac{k}{n}\right) = \int_0^1 \tan^{-1}(x)\,dx = x\tan^{-1}(x) - \frac{1}{2}\ln(x^2+1)\Big|_0^1 = \frac{\pi}{4} - \frac{1}{2}\ln 2

Then, using the integral form for B B and writing f ( x ) = tan 1 ( x ) f(x) = \tan^{-1}(x) , we have k = 1 n tan 1 ( k n ) B n = n ( 1 n k = 1 n tan 1 ( k n ) 0 1 tan 1 d x ) = n k = 1 n ( k 1 ) / n k / n ( f ( k n ) f ( x ) ) d x = n k = 1 n 1 2 f ( x k , n ) 1 n 2 for some x k , n ( k 1 n , k n ) [Taylor’s theorem with Lagrange Remainder] = 1 2 1 n k = 1 n f ( x k , n ) n 1 2 0 1 f ( x ) d x = 1 2 [ f ( 1 ) f ( 0 ) ] = π 8 : = A \begin{aligned} \sum_{k=1}^n \tan^{-1}\left(\frac{k}{n}\right) - Bn &= n\left(\frac{1}{n}\sum_{k=1}^n \tan^{-1}\left(\frac{k}{n}\right) - \int_0^1 \tan^{-1}\,dx\right) \\ &= n\sum_{k=1}^n \int_{(k-1)/n}^{k/n} \left(f\left(\frac{k}{n}\right) - f(x)\right)\,dx \\ &= n\sum_{k=1}^n \frac{1}{2}f'(x_{k,n})\cdot \frac{1}{n^2} \quad \text{ for some } x_{k,n} \in \left(\frac{k-1}{n},\frac{k}{n}\right) & \textbf{[Taylor's theorem with Lagrange Remainder]} \\ &= \frac{1}{2} \cdot \frac{1}{n} \sum_{k=1}^n f'(x_{k,n}) \\ &\xrightarrow{n\to\infty} \frac{1}{2} \int_0^1 f'(x)\,dx = \frac{1}{2} [f(1) - f(0)] = \frac{\pi}{8} := A \end{aligned}

Therefore, e 4 A 2 B = e ln 2 = 2 e^{4A-2B} = e^{\ln 2} = \boxed{2}

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