(New page: We want to calculate <math>\int_0^\pi \sin x\ dx</math> three days before we learn the Fundamental Theorem of Calculus, so our only tool is the limit of a Riemann sum. So <math>\int_0^...)
 
 
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<math>e^{i\theta}=\cos\theta + i\sin\theta.</math>
 
<math>e^{i\theta}=\cos\theta + i\sin\theta.</math>
  
Hence, that Riemann sum is the imaginary part of
+
Hence, that Riemann sum <math>R</math> is the imaginary part of
  
<math>(\pi/N)\sum_{n=1}^N e^{n\pi/N}.</math>
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<math>(\pi/N)\sum_{n=1}^N e^{in\pi/N}.</math>
  
But <math>e^{n\pi/N}=\left(e^{\pi/N}\right)^n.</math>
+
But
 +
 
 +
<math>e^{in\pi/N}=\left(e^{i\pi/N}\right)^n,</math>
 +
 
 +
so <math>R</math> is just the imaginary part of a geometric sum.
 +
 
 +
The formula
 +
 
 +
<math>1+r+r^2+\dots+r^N = \frac{1-r^{N+1}}{1-r}</math>
 +
 
 +
lets us calculate that <math>R</math> is the imaginary part of
 +
 
 +
<math>\frac{\pi}{N}\left(\frac{1-\left(e^{i\pi/N}\right)^{N+1}}{1-e^{i\pi/N}} -1\right).</math>
 +
 
 +
Now
 +
 
 +
<math>\left(e^{i\pi/N}\right)^{N+1}= e^{i\pi + i\pi/N}=
 +
e^{i\pi}e^{i\pi/N}=-e^{i\pi/N}</math>
 +
 
 +
since
 +
 
 +
<math>e^{i\pi}=\cos\pi+i\sin\pi=-1+0i=-1.</math>
 +
 
 +
Hence, we obtain that the Riemann sum is equal to the
 +
imaginary part of
 +
 
 +
<math>\frac{\pi}{N}\left(\frac{1+e^{i\pi/N}}{1-e^{i\pi/N}}-1\right)=\frac{\pi}{N}\left(\frac{2e^{i\pi/N}}{1-e^{i\pi/N}}\right).</math>
 +
 
 +
Finally, use Euler's Identity and compute the imaginary part to get
 +
 
 +
<math>R=\frac{\frac{\pi}{N}\sin(\pi/N)}{1-\cos(\pi/N)},</math>
 +
 
 +
and then L'Hopital's rule can be used to find that the limit as N tends to infinity is equal to 2.

Latest revision as of 08:33, 2 September 2011

We want to calculate

$ \int_0^\pi \sin x\ dx $

three days before we learn the Fundamental Theorem of Calculus, so our only tool is the limit of a Riemann sum.

So

$ \int_0^\pi \sin x\ dx\approx \sum_{n=1}^N \sin(n\pi/N)(\pi/N) $

when $ N $ is large.

Recall Euler's identity,

$ e^{i\theta}=\cos\theta + i\sin\theta. $

Hence, that Riemann sum $ R $ is the imaginary part of

$ (\pi/N)\sum_{n=1}^N e^{in\pi/N}. $

But

$ e^{in\pi/N}=\left(e^{i\pi/N}\right)^n, $

so $ R $ is just the imaginary part of a geometric sum.

The formula

$ 1+r+r^2+\dots+r^N = \frac{1-r^{N+1}}{1-r} $

lets us calculate that $ R $ is the imaginary part of

$ \frac{\pi}{N}\left(\frac{1-\left(e^{i\pi/N}\right)^{N+1}}{1-e^{i\pi/N}} -1\right). $

Now

$ \left(e^{i\pi/N}\right)^{N+1}= e^{i\pi + i\pi/N}= e^{i\pi}e^{i\pi/N}=-e^{i\pi/N} $

since

$ e^{i\pi}=\cos\pi+i\sin\pi=-1+0i=-1. $

Hence, we obtain that the Riemann sum is equal to the imaginary part of

$ \frac{\pi}{N}\left(\frac{1+e^{i\pi/N}}{1-e^{i\pi/N}}-1\right)=\frac{\pi}{N}\left(\frac{2e^{i\pi/N}}{1-e^{i\pi/N}}\right). $

Finally, use Euler's Identity and compute the imaginary part to get

$ R=\frac{\frac{\pi}{N}\sin(\pi/N)}{1-\cos(\pi/N)}, $

and then L'Hopital's rule can be used to find that the limit as N tends to infinity is equal to 2.

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BSEE 2004, current Ph.D. student researching signal and image processing.

Landis Huffman