例5.
试确定 \(a, b, c\) 的值,使极限等式 \(\lim\limits_{x\rightarrow 1} \dfrac{a(x-1)^2+b(x-1)+c-\sqrt{x^2+3}}{(x-1)^2} = 0\) 成立。
solution
等价于分子是 \(o((x - 1) ^ 2)\),所以有三个式子:
\[\begin{cases}
\lim\limits_{x\rightarrow 1} \dfrac{a(x-1)^2+b(x-1)+c-\sqrt{x^2+3}}{(x-1)^2} = 0 \\
\lim\limits_{x\rightarrow 1} \dfrac{a(x-1)^2+b(x-1)+c-\sqrt{x^2+3}}{x-1} = 0 \\
\lim\limits_{x\rightarrow 1} a(x-1)^2+b(x-1)+c-\sqrt{x^2+3} = 0
\end{cases}
\]
依次解得 \(c = 2, b = \frac{1}{2}, a = \frac{3}{16}\).
例8.
求
\[\lim\limits_{n\rightarrow \infty} \frac{1}{n} \left[\cos\frac{\pi}{4n} + \cos\frac{3\pi}{4n} + \cdots \cos\frac{(2n - 1)\pi}{4n}\right]
\]
solution
经典和差化积裂项,\(2\sin\frac{d}{2}\cos (dk + p) = \sin (dk + p + \frac{d}{2}) - \sin(dk + p - \frac{d}{2})\),答案是 \(\frac{2}{\pi}\).
例9.
求 \(\lim\limits_{n\rightarrow \infty} \dfrac{2 ^ {-n}}{n(n + 1)}\sum\limits_{k = 1} ^ n {n\choose k}\cdot k^2\).
solution
求导法。
\[(1 + x) ^ n = \sum_{k = 0} ^ n {n\choose k} x ^ k \\
\Rightarrow x\frac{d}{dx} (1 + x) ^ n = nx(1 + x) ^ {n - 1} = \sum_{k = 1} ^ n k{n\choose k}x^{k} \\
\Rightarrow x\frac{d}{dx} nx(1+x) ^ {n - 1} = xn((1+x)^{n-1} + x(n-1)(x+1) ^ {n-2}) = \sum_{k = 2} ^ n k^2{n\choose k} x^k
\]
所以 \(\sum\limits_{k = 1} ^ n {n\choose k} k^2 = n + 2n(n - 1) + n2^{n - 1} + n(n-1)2^{n - 2}\),最后极限求得为 \(\frac{1}{4}\).
例11.
求 \(\lim\limits_{x\rightarrow 1} \dfrac{1 - \sqrt[n]{\cos 2n\pi x}}{(x - 1)(x ^ x - 1)}\).
solution
\[\begin{aligned}
I &= -\lim\limits_{x\rightarrow 1} \frac{\left(\cos 2n\pi x - 1 + 1\right) ^ {\frac{1}{n}} - 1}{(x - 1)(x ^ x - 1)} \\
&= \lim\limits_{x\rightarrow 1} \dfrac{\frac{1}{n}\left(1 - \cos 2n\pi x\right)}{(x - 1)(x ^ x - 1)} \\
&= \lim\limits_{x\rightarrow 1} \dfrac{\frac{1}{n}(1 - (1 - \frac{(2n\pi x - 2n\pi) ^ 2 + o((x - 1)^2)}{2}))}{(x - 1) ( x ^ x - 1)} \\
&= \lim\limits_{x\rightarrow 1} \dfrac{\frac{1}{n} (2n^2\pi^2(x- 1) ^ 2 + o((x-1)^2)}{(x - 1)(x ^ x - 1)} \\
&= \lim\limits_{x\rightarrow 1} \dfrac{2n\pi^2 (x - 1) + o(x - 1)}{x^x - 1} \\
&= 2n\pi^2
\end{aligned}
\]
注意点:对 \(\cos x\) 在 \(2n\pi\) 处展开;有 \(x - 1 \sim x^x - 1\),证明不难。
例14.
记 \(I_n = \dfrac{\overbrace{\tan\tan\cdots\tan x}^{n 个} - \overbrace{\sin\sin\cdots\sin x}^{n 个}}{\tan x - \sin x}\),求 \(\lim\limits_{x\rightarrow 0}I_n\).
solution
设 \(T_n(x) = \overbrace{\tan\tan\cdots\tan x}^{n 个}\),\(S_n(x) = \overbrace{\sin\sin\cdots\sin x}^{n 个}\),特别的 \(T_0(x) = S_0(x) = x\).
同名函数可以使用拉格朗日中值定理,但此处用四则运算法则无法凑出合理形式(同名相减)。
发现 \(I_1 = 1\),尝试差分。考虑 \(x\rightarrow 0\),有
\[T_n(x) - T_{n - 1}(x) = \tan T_{n - 1}(x) - \tan T_{n - 2} (x) = \sec^2 \xi (T_{n - 1}(x) - T_{n - 2} (x)) = T_{n - 1}(x) - T_{n - 2}(x)
\]
所以 \(T_n(x) - T_{n - 1}(x) = \tan x - x\),同理 \(S_n(x) - S_{n - 1}(x) = \sin x - x\).
所以 \(I_{n} - I_{n - 1} = 1\),得出 \(I_n = n\).
例18.
设 \(\lim\limits_{n\rightarrow \infty} a_n = A\),\(\lim\limits_{n\rightarrow \infty} b_n = B\),记 \(c_n = \dfrac{\sum\limits_{k = 1} ^ n a_k b_{n - k + 1}}{n}\),求证:\(\lim\limits_{n\rightarrow \infty} c_n = AB\).
solution
条件很少,可以利用的只有两个极限,而需要求极限的 \(c_n\) 最终为 \(AB\),很大可能是因为随着 \(n\) 增大,大量中间项数中的 \(a_k\) 和 \(b_{n - k+1}\) 趋近于 \(A\) 和 \(B\),导致一些误差被减少并消去。
所以可以设这些误差为 \(\alpha_n\) 和 \(\beta_n\),即 \(a_n = A + \alpha_n\),\(b_n = B + \beta_n\),易知 \(\lim\limits_{n\rightarrow \infty} \alpha_n = \lim\limits_{n\rightarrow \infty}\beta_n = 0\),那么有:
\[\begin{aligned}
c_n& = \frac{1}{n}\cdot\sum\limits_{k = 1} ^ n (A + \alpha_k)(B + \beta_{n - k + 1}) \\
&= AB + \frac{A \sum_{k = 1} ^ n \beta_k + B \sum_{k = 1} ^ n \alpha_k}{n} + \frac{\sum_{k = 1} ^ n \alpha_k \beta_{n - k + 1}}{n}
\end{aligned}
\]
第二项用一次 stolz 定理即可发现其为 \(0\),只需证明:
\[\lim\limits_{n\rightarrow \infty}\frac{\sum_{k = 1} ^ n \alpha_k \beta_{n - k + 1}}{n} = 0
\]
考虑夹逼定理:
\[\lim\limits_{n\rightarrow \infty}\left|\frac{\sum_{k = 1} ^ n \alpha_k \beta_{n - k + 1}}{n}\right| \le \lim\limits_{n\rightarrow \infty} \frac{1}{n} \sum_{k = 1} ^ n |\alpha_k \beta_{n - k + 1}| \le \lim\limits_{n\rightarrow \infty} M \frac{\sum_{k = 1} ^ n|\beta_k|}{n} = 0
\]
所以得证,其中用到了有极限的数列必定有界的性质。
例23.
求极限 \(\lim\limits_{n\rightarrow \infty} \frac{1}{\ln n} \sum\limits_{k = 1} ^ n \frac{1}{k}\).
solution
一个放缩技巧,注意到 \(y = \frac{1}{x}\) 单调递减,所以有 \(\int_{k}^{k+1} \frac{1}{x}dx \le \frac{1}{k} \le \int_{k - 1}^k \frac{1}{x} dx\),然后夹逼即可得到显然的答案 \(1\).
例24.
证明 \(\lim\limits_{n\rightarrow \infty} \overbrace{\cos\cos\cdots\cos x}^{n 个}\) 存在,且其极限是方程 \(\cos x - x = 0\) 的根。
proof
设极限内部式子为 \(a_n\),则有 \(a_{n + 1} = \cos a_n\),设方程根为 \(A\).
\[|a_{n + 1} - A| = |\cos a_n - \cos A| = |\sin \xi_n||a_n - A| \le \sin 1 |a_n - A| \le (\sin 1) ^ {n - 1} |a_1 - A| \rightarrow 0
\]
例31.
设 \(x_1, x_2, \cdots\) 是非负数列,满足 \(x_{n + 1} \le x_n + \frac{1}{n^2}(n = 1, 2, \cdots)\),证明 \(\lim\limits_{n\rightarrow \infty} x_n\) 存在。
proof
容易知道 \(\sum\limits_{i = 1} ^ n \frac{1}{n^2}\) 是收敛的,将不等式左右两边减去一个式子,得到:
\[x_{n + 1} - \sum_{k = 1} ^ {n} \frac{1}{k^2}\frac{}{} \le x_n - \sum_{k = 1} ^ {n - 1} \frac{1}{k^2}
\]
可以知道该数列是单调递减的,而 \(x_n \ge 0\),\(\sum_{k = 1} ^ n \frac{1}{k^2}\) 也有界,所以该数列收敛,得证。
例32.
求极限:
\[\lim\limits_{x\rightarrow 0} \dfrac{\sqrt{\dfrac{1 + x}{1 - x}}\sqrt[4]{\dfrac{1 + 2x}{1 - 2x}}\sqrt[6]{\dfrac{1 + 3x}{1 - 3x}}\cdots \sqrt[2n]{\dfrac{1 + nx}{1 - nx}} - 1}{3\pi \arcsin x - (x^2 + 1)\arctan^3 x}
\]
其中 \(n\) 为正整数。
solution(trival)
\[I = \lim\limits_{x\rightarrow 0} \dfrac{\exp \left\{\sum\limits_{k = 1}^n \frac{1}{2k} \ln \left(\frac{1+kx}{1-kx}\right)\right\} - 1}{3\pi x + o(x)} = \lim\limits_{x\rightarrow 0} \dfrac{\sum\limits_{k = 1}^n \frac{1}{2k} \ln \left(\frac{1+kx}{1-kx} - 1+1\right)}{3\pi x + o(x)} = \lim\limits_{x\rightarrow 0} \dfrac{\sum\limits_{k = 1}^n \frac{x}{1-kx} + o(x)}{3\pi x + o(x)} = \frac{n}{3\pi}
\]
solution(tricky)
令 \(f(x) = \sqrt{\dfrac{1 + x}{1 - x}}\sqrt[4]{\dfrac{1 + 2x}{1 - 2x}}\sqrt[6]{\dfrac{1 + 3x}{1 - 3x}}\cdots \sqrt[2n]{\dfrac{1 + nx}{1 - nx}}\),\(f(0) = 1\).
\(\frac{d\ln f(x)}{dx} = \frac{f'(x)}{f(x)} \Rightarrow f'(0) = n\)。
\[I = \lim\limits_{x\rightarrow 0} \frac{x}{3\pi x + o(x)} \lim\limits_{x\rightarrow 0} \dfrac{f(x) - f(0)}{x - 0} = \frac{n}{3\pi}
\]
例38.
求 \(\lim\limits_{n\rightarrow \infty} \int_0^{\frac{\pi}{2}} \sin^n xd x\).
solution
观察到大部分积分内结果均为 \(0\).
\[I = \lim\limits_{x\rightarrow 0} \lim\limits_{\epsilon\rightarrow 0}\int_0^{\frac{\pi}{2} - \epsilon} \sin^nxdx + \int_{\frac{\pi}{2}- \epsilon}^{\frac{\pi}{2}} \sin^n xdx = \lim\limits_{x\rightarrow 0} \lim\limits_{\epsilon\rightarrow 0} \sin^n \xi_1 \left(\frac{\pi}{2} - \epsilon\right) + \sin^n \xi_2 \cdot \epsilon \le 0
\]
根据夹逼准则,原极限为 \(0\).
例44.
设函数列 \(\sin_1 x = \sin x\),\(\sin_n x = \sin(\sin_{n - 1} x)\),\(n = 2, 3, \cdots\),证明 \(\lim\limits_{n\rightarrow \infty} \sqrt{\dfrac{n}{3}} \sin_n x = 1\).
solution
原命题等价于 \(\lim\limits_{n\rightarrow \infty} n\sin_n^2 x = 3\),
\[\begin{aligned}
I &= \lim\limits_{n\rightarrow \infty}\dfrac{n}{\frac{1}{\sin_n^2 x}} = \lim\limits_{n\rightarrow \infty} \dfrac{n+ 1 - n}{\frac{1}{\sin_{n + 1}^2 x}- \frac{1}{\sin_{n}^2 x}} = \lim\limits_{t\rightarrow 0} \dfrac{t^2 \sin^2 t}{(t + \sin t)(t - \sin t)} \\
&= \lim\limits_{t\rightarrow 0} \frac{t}{t + \sin t} \cdot \lim\limits_{t\rightarrow 0} \frac{t ^ 2}{t - \sin t} = 3
\end{aligned}
\]
例46.
求 \(\lim\limits_{n\rightarrow \infty} \left(\sqrt[n + 1]{(n + 1)!} - \sqrt[n]{n!}\right)\).
solution
\[\begin{aligned}
I &= \lim\limits_{n\rightarrow \infty} e ^ {\frac{\ln(n + 1) !}{n + 1}} - e ^ {\frac{\ln n!}{n}} = \lim\limits_{n\rightarrow \infty} e ^ {\frac{\ln n!}{n}}(e ^ {\frac{\ln(n + 1)!}{n + 1} - \frac{\ln n!}{n}} - 1) = \lim\limits_{n\rightarrow \infty} \sqrt[n]{n!}\ln \frac{\sqrt[n+1]{(n + 1)!}}{\sqrt[n]{n!}}\\&
= \lim\limits_{n\rightarrow \infty} \frac{\sqrt[n]{n!}}{n + 1} \lim\limits_{n\rightarrow \infty} \ln \frac{n + 1}{ \sqrt[n]{n!}} = \frac{1}{e}
\end{aligned}
\]
例48.
求 \(\lim\limits_{n\rightarrow \infty} \sin\left(\dfrac{\pi}{e ^ {\frac{1}{2n}} - 1}\right)\).
solution
先估计,中间部分趋近于 \(2n\pi\),减去这一部分,有:
\[I = \lim\limits_{n\rightarrow \infty}\sin\left(\dfrac{\pi - 2n\pi (e ^ {\frac{1}{2n}} - 1)}{e ^ {\frac{1}{2n}} - 1}\right) = \lim\limits_{n\rightarrow \infty}\sin\left(\pi \frac{1 - 2n(\frac{1}{2n} + \frac{1}{4n^2} + o(\frac{1}{n^2}))}{\frac{1}{2n} + o(\frac{1}{n})}\right) = -1
\]
例50.
设 \(a_i > 0(i = 1, 2, \cdots , n)\),记 \(f(x) = \left(\dfrac{1}{n} \sum\limits_{k = 1} ^ n a_i^x\right) ^ {\frac{1}{x}}\).求极限 \(I = \lim\limits_{x\rightarrow 0} f(x)\) 与 \(J = \lim\limits_{x\rightarrow 0} \frac{1}{x}[f(x) - I]\).
solution
\(I\) 是简单的,答案为 \(\sqrt[n]{\prod\limits_{k = 1} ^ n a_k}\).
\[\begin{aligned}
J &= \lim\limits_{x\rightarrow 0}\frac{1}{x}\left[\exp\left\{\frac{1}{x}\ln\left(\frac{1}{n}\sum\limits_{k = 1} ^ n a_k^x\right)\right\} - I\right] \\
&= I \lim\limits_{x\rightarrow 0}\frac{1}{x}\left[\exp\left\{\frac{1}{x}\ln\left(\frac{1}{n}\sum\limits_{k = 1} ^ n a_k^x\right) - \frac{\sum\limits_{k = 1} ^ n \ln a_k}{n}\right\} - 1\right] \\
&= I\lim\limits_{x\rightarrow 0} \frac{1}{x^2}\ln\left(\frac{1}{n}\sum\limits_{k = 1} ^ n a_k^x\right) - \frac{\sum\limits_{k = 1} ^ n \ln a_k}{nx}
\end{aligned}
\]
接下来做的就是把 \(\ln\left(\frac{1}{n}\sum\limits_{k = 1} ^ n a_k^x\right)\) 展开到 \(x^2\):
\[\begin{aligned}
\ln\left(\frac{1}{n}\sum\limits_{k = 1} ^ n (a_k^x - 1) + 1\right) &= \frac{1}{n}\sum\limits_{k = 1} ^ n (a_k^x - 1) - \frac{1}{2}\left(\frac{1}{n}\sum\limits_{k = 1} ^ n (a_k^x - 1)\right) ^ 2 + o((a_k ^ x - 1)^2) \\
& = \frac{1}{n}\sum\limits_{k = 1} ^ n x\ln a_k + \frac{1}{2n}\sum\limits_{k = 1} ^ n (x\ln a_k) ^ 2 - \frac{1}{2}\left(\frac{1}{n}\sum\limits_{k = 1} ^ n x\ln a_k\right) ^ 2 + o(x^2)
\end{aligned}
\]
代入得到答案:
\[\frac{1}{2n} I \left(\sum\limits_{k = 1} ^ n (\ln a_k) ^ 2 - \frac{1}{n}\ln^2\left(\prod\limits_{k = 1} ^ n a_k\right)\right)
\]
例51.
设 \(C\) 为实数,函数 \(f(x)\) 满足 \(\lim\limits_{x\rightarrow \infty} f(x) = C\),\(\lim\limits_{n\rightarrow \infty} f'''(x) = 0\).求证 \(\lim\limits_{x\rightarrow \infty}f'(x) = 0, \lim\limits_{x\rightarrow \infty} f''(x) = 0\).
solution
设常数 \(h\),对 \(f(x + h)\) 泰勒展开,发现再对 \(f(x - h)\) 即可解得。
例55.
设 \(A_n = \sum\limits_{k = 1} ^ n\dfrac{n}{n ^ 2 + k ^ 2}\),求 \(\lim\limits_{n\rightarrow \infty} n\left(\frac{\pi}{4} - A_n\right)\).
solution
易得 \(\lim\limits_{n\rightarrow \infty} A_n = \int_0^1 \frac{1}{1 + x^2} dx = \frac{\pi}{4}\),所以原题是一个加边极限。
此时考虑加边极限存在的成因,可以发现就是从极限到积分计算时候的近似导致的,所以将这些近似的误差量化即可。
设 \(f(x) = \frac{1}{1 + x ^ 2}\).
设 \(x_k = \frac{k}{n}\),那么忽略的误差就是 \(\sum\limits_{k = 1} ^ n \int_{x_{k - 1}} ^ {x_k} f(x) - f(x_k) dx\).
然后计算:
\[\begin{aligned}
n\sum\limits_{k = 1} ^ n \int_{x_{k - 1}} ^ {x_k} f(x) - f(x_k) dx &= n \sum\limits_{k = 1} ^ n \int_{x_{k - 1}} ^ {x_k} f'(\xi_k) (x - x_k) dx \\
&= n\sum\limits_{k = 1} ^ n f'(\eta_k)\int_{x_{k - 1}} ^ {x_k} (x - x_k) dx\\
&= -n\sum\limits_{k = 1} ^ n f'(\eta_k)\frac{(x_k - x_{k - 1}) ^ 2}{2} \\
&= -n\sum\limits_{k = 1} ^ n f'(\eta_k)\frac{1}{2n^2}\\
&= -\frac{1}{2n}\sum\limits_{k = 1} ^ n f'(\eta_k)
\end{aligned}
\]
取极限得 \(-\frac{1}{2}\int_0^1f'(x) dx = \frac{1}{4}\).
例60.
已知 \(x_0 = 1\),\(x_{n + 1} = \frac{1}{x_n^2 + 4}\),求证 \(\{x_n\}\) 收敛且其极限值为 \(x^4 + 4x - 1= 0\) 的根。
solution
\(\sum\limits_{n = 0} ^ {\infty} (x_{n + 1} - x_n)\) 绝对收敛 \(\Rightarrow\) \(\{x_n\}\) 收敛,易证。