题1:求极限 lim n → ∞ n ( π 4 − A n ) , A n = n n 2 + 1 + n n 2 + 2 + ⋯ + n n 2 + n \lim \limits_{n \rightarrow \infty} n\left(\frac{\pi}{4}-A_{n}\right), A_{n}=\frac{n}{n^{2}+1}+\frac{n}{n^{2}+2}+\cdots+\frac{n}{n^{2}+n} n→∞limn(4π−An),An=n2+1n+n2+2n+⋯+n2+nn
题2：求极限 lim n → ∞ n 2 ( 1 − B n ) \lim \limits_{n \rightarrow \infty} n^{2}\left(1-B_{n}\right) n→∞limn2(1−Bn)，其中 B n = π 2 n ∑ k = 1 n sin ( 2 k − 1 ) π 4 n B_{n}=\frac{\pi}{2 n} \sum_{k=1}^{n} \sin \frac{(2 k-1) \pi}{4 n} Bn=2nπ∑k=1nsin4n(2k−1)π
这两个题目是下述两个题目的特殊情况，
题三：设
f
(
x
)
f(x)
f(x)在
[
a
,
b
]
[a,b]
[a,b]上可导，
f
′
(
x
)
f^{\prime}(x)
f′(x)在
[
a
,
b
]
[a,b]
[a,b]上可积，
∀
n
∈
N
\forall n \in \mathbb{N}
∀n∈N，证明
lim
n
→
∞
n
P
n
=
b
−
a
2
[
f
(
b
)
−
f
(
a
)
]
\lim \limits_{n \rightarrow \infty} n P_{n}=\frac{b-a}{2}[f(b)-f(a)]
n→∞limnPn=2b−a[f(b)−f(a)]
题四：设
f
(
x
)
f(x)
f(x)在
[
a
,
b
]
[a,b]
[a,b]上二次可微，
f
′
′
(
x
)
f^{\prime \prime}(x)
f′′(x)在
[
a
,
b
]
[a,b]
[a,b]上可积，
∀
n
∈
N
\forall n \in \mathbb{N}
∀n∈N，证明
lim
n
→
∞
n
2
Q
n
=
(
b
−
a
)
2
24
[
f
′
(
b
)
−
f
′
(
a
)
]
\lim \limits_{n \rightarrow \infty} n^{2} Q_{n}=\frac{(b-a)^{2}}{24}\left[f^{\prime}(b)-f^{\prime}(a)\right]
n→∞limn2Qn=24(b−a)2[f′(b)−f′(a)]
其中
Q
n
=
∫
a
b
f
(
x
)
d
x
−
b
−
a
n
∑
i
=
1
n
f
(
a
+
(
2
i
−
1
)
b
−
a
n
)
Q_{n}=\int_{a}^{b} f(x) \mathrm{d} x-\frac{b-a}{n} \sum_{i=1}^{n} f\left(a+(2 i-1) \frac{b-a}{n}\right)
Qn=∫abf(x)dx−nb−ai=1∑nf(a+(2i−1)nb−a)
记
x
i
=
a
+
i
b
−
a
n
x_{i}=a+i \frac{b-a}{n}
xi=a+inb−a，则
Δ
x
i
=
x
i
−
x
i
−
1
=
b
−
a
n
\Delta x_{i}=x_{i}-x_{i-1}=\frac{b-a}{n}
Δxi=xi−xi−1=nb−a，
∀
η
i
∈
[
x
i
−
1
,
x
i
]
⊂
[
a
,
b
]
\forall \eta_{i} \in\left[x_{i-1}, x_{i}\right] \subset[a, b]
∀ηi∈[xi−1,xi]⊂[a,b]，考虑变限积分函数
F
(
x
)
=
∫
a
x
f
(
t
)
d
t
F(x)=\int_{a}^{x} f(t) \mathrm{d} t
F(x)=∫axf(t)dt，若
F
(
x
)
F(x)
F(x)满足Taylor定理得条件，则存在
ξ
i
\xi_i
ξi介于
x
x
x与
η
i
\eta_i
ηi之间，使得
F
(
x
)
=
F
(
η
i
)
+
F
′
(
η
i
)
(
x
−
η
i
)
+
⋯
+
F
(
k
)
(
η
i
)
k
!
(
x
−
η
i
)
k
+
F
(
k
+
1
)
(
ξ
i
)
(
k
+
1
)
!
(
x
−
η
i
)
k
+
1
\begin{array}{c} F(x)=F\left(\eta_{i}\right)+F^{\prime}\left(\eta_{i}\right)\left(x-\eta_{i}\right)+\cdots+ \\ \frac{F^{(k)}\left(\eta_{i}\right)}{k !}\left(x-\eta_{i}\right)^{k}+\frac{F^{(k+1)}\left(\xi_{i}\right)}{(k+1) !}\left(x-\eta_{i}\right)^{k+1} \end{array}
F(x)=F(ηi)+F′(ηi)(x−ηi)+⋯+k!F(k)(ηi)(x−ηi)k+(k+1)!F(k+1)(ξi)(x−ηi)k+1
（i）解法一：若
f
(
x
)
f(x)
f(x)在
[
a
,
b
]
[a,b]
[a,b]上可导，
f
′
(
x
)
f^{\prime}(x)
f′(x)在
[
a
,
b
]
[a,b]
[a,b]上可积，此时
F
(
x
)
F(x)
F(x)有二阶导数，故
F
(
x
)
=
F
(
η
i
)
+
F
′
(
η
i
)
(
x
−
η
i
)
+
F
′
′
(
ξ
i
)
2
!
(
x
−
η
i
)
2
F(x)=F\left(\eta_{i}\right)+F^{\prime}\left(\eta_{i}\right)\left(x-\eta_{i}\right)+\frac{F^{\prime \prime}\left(\xi_{i}\right)}{2 !}\left(x-\eta_{i}\right)^{2}
F(x)=F(ηi)+F′(ηi)(x−ηi)+2!F′′(ξi)(x−ηi)2
取
η
i
=
x
i
,
x
=
x
i
−
1
\eta_{i}=x_{i}, x=x_{i-1}
ηi=xi,x=xi−1，带入上式，注意到
x
−
η
i
=
−
b
−
a
n
x-\eta_{i}=-\frac{b-a}{n}
x−ηi=−nb−a以及
F
′
(
x
)
=
f
(
x
)
,
F
′
′
(
x
)
=
f
′
(
x
)
F^{\prime}(x)=f(x), F^{\prime \prime}(x)=f^{\prime}(x)
F′(x)=f(x),F′′(x)=f′(x)，有
F
(
x
i
−
1
)
=
F
(
x
i
)
+
f
(
x
i
)
(
−
b
−
a
n
)
+
f
′
(
ξ
i
)
2
!
(
−
b
−
a
n
)
2
ξ
i
∈
[
x
i
−
1
,
x
i
]
\begin{array}{c} F\left(x_{i-1}\right)=F\left(x_{i}\right)+f\left(x_{i}\right)\left(-\frac{b-a}{n}\right)+\frac{f^{\prime}\left(\xi_{i}\right)}{2 !}\left(-\frac{b-a}{n}\right)^{2} \\ \xi_{i} \in\left[x_{i-1}, x_{i}\right] \end{array}
F(xi−1)=F(xi)+f(xi)(−nb−a)+2!f′(ξi)(−nb−a)2ξi∈[xi−1,xi]
再注意到
∫
a
b
f
(
x
)
d
x
=
∑
i
=
1
n
[
∫
a
x
i
f
(
t
)
d
t
−
∫
a
x
i
−
1
f
(
t
)
d
t
]
=
∑
i
=
1
n
[
F
(
x
i
)
−
F
(
x
i
−
1
)
]
\begin{aligned} &\int_{a}^{b} f(x) \mathrm{d} x=\sum_{i=1}^{n}\left[\int_{a}^{x_{i}} f(t) \mathrm{d} t-\int_{a}^{x_{i-1}} f(t) \mathrm{d} t\right]=\\ &\sum_{i=1}^{n}\left[F\left(x_{i}\right)-F\left(x_{i-1}\right)\right] \end{aligned}
∫abf(x)dx=i=1∑n[∫axif(t)dt−∫axi−1f(t)dt]=i=1∑n[F(xi)−F(xi−1)]
由上式直接计算可得
P
n
=
∑
i
=
1
n
f
(
a
+
i
b
−
a
n
)
(
b
−
a
n
)
−
∫
a
b
f
(
x
)
d
x
=
∑
i
=
1
n
[
f
(
x
i
)
(
b
−
a
n
)
−
F
(
x
i
)
+
F
(
x
i
−
1
)
]
=
∑
i
=
1
n
f
′
(
ξ
i
)
2
!
(
−
b
−
a
n
)
2
=
(
b
−
a
2
n
)
∑
i
=
1
n
f
′
(
ξ
i
)
Δ
x
i
\begin{aligned} P_{n} &=\sum_{i=1}^{n} f\left(a+i \frac{b-a}{n}\right)\left(\frac{b-a}{n}\right)-\int_{a}^{b} f(x) \mathrm{d} x=\\ & \sum_{i=1}^{n}\left[f\left(x_{i}\right)\left(\frac{b-a}{n}\right)-F\left(x_{i}\right)+F\left(x_{i-1}\right)\right]=\\ &\sum_{i=1}^{n} \frac{f^{\prime}\left(\xi_{i}\right)}{2 !}\left(-\frac{b-a}{n}\right)^{2} =\left(\frac{b-a}{2 n}\right) \sum_{i=1}^{n} f^{\prime}\left(\xi_{i}\right) \Delta x_{i} \end{aligned}
Pn=i=1∑nf(a+inb−a)(nb−a)−∫abf(x)dx=i=1∑n[f(xi)(nb−a)−F(xi)+F(xi−1)]=i=1∑n2!f′(ξi)(−nb−a)2=(2nb−a)i=1∑nf′(ξi)Δxi
故
lim
n
→
∞
n
P
n
=
b
−
a
2
lim
n
→
∞
(
∑
i
=
1
n
f
′
(
ξ
i
)
Δ
x
i
)
=
b
−
a
2
∫
a
b
f
′
(
x
)
d
x
=
b
−
a
2
[
f
(
b
)
−
f
(
a
)
]
\begin{array}{c} \lim \limits_{n \rightarrow \infty} n P_{n}=\frac{b-a}{2} \lim \limits_{n \rightarrow \infty}\left(\sum_{i=1}^{n} f^{\prime}\left(\xi_{i}\right) \Delta x_{i}\right)= \\ \frac{b-a}{2} \int_{a}^{b} f^{\prime}(x) \mathrm{d} x=\frac{b-a}{2}[f(b)-f(a)] \end{array}
n→∞limnPn=2b−an→∞lim(∑i=1nf′(ξi)Δxi)=2b−a∫abf′(x)dx=2b−a[f(b)−f(a)]
解法二：（转化为
f
′
(
x
)
f^{\prime}(x)
f′(x)的积分和）
令
x
i
=
a
+
i
b
−
a
n
x_{i}=a+i \frac{b-a}{n}
xi=a+inb−a，则
n
A
n
=
n
(
∑
i
=
1
n
f
(
x
i
)
b
−
a
n
−
∑
i
=
1
n
∫
x
i
−
1
x
i
f
(
x
)
d
x
)
=
n
∑
i
=
1
n
∫
x
i
−
1
x
i
(
f
(
x
i
)
−
f
(
x
)
)
d
x
=
n
∑
i
=
1
n
∫
x
i
−
1
x
i
f
′
(
η
i
)
(
x
i
−
x
)
d
x
(
η
i
∈
(
x
i
−
1
,
x
i
)
)
\begin{aligned} n A_{n} &=n\left(\sum_{i=1}^{n} f\left(x_{i}\right) \frac{b-a}{n}-\sum_{i=1}^{n} \int_{x_{i-1}}^{x_{i}} f(x) \mathrm{d} x\right) \\ &=n \sum_{i=1}^{n} \int_{x_{i-1}}^{x_{i}}\left(f\left(x_{i}\right)-f(x)\right) \mathrm{d} x \\ &=n \sum_{i=1}^{n} \int_{x_{i-1}}^{x_{i}} f^{\prime}\left(\eta_{i}\right)\left(x_{i}-x\right) \mathrm{d} x \quad\left(\eta_{i} \in\left(x_{i-1}, x_{i}\right)\right) \end{aligned}
nAn=n(i=1∑nf(xi)nb−a−i=1∑n∫xi−1xif(x)dx)=ni=1∑n∫xi−1xi(f(xi)−f(x))dx=ni=1∑n∫xi−1xif′(ηi)(xi−x)dx(ηi∈(xi−1,xi))
因为
(
x
i
−
x
)
(x_i-x)
(xi−x)不变号，导函数具有介值性，因此利用积分第一中值定理，不难知道：
∃
ξ
i
∈
[
x
i
−
1
,
x
i
]
\exists \xi_{i} \in\left[x_{i-1}, x_{i}\right]
∃ξi∈[xi−1,xi]，使得
∫
x
i
−
1
x
i
f
′
(
η
i
)
(
x
i
−
x
)
d
x
=
f
′
(
ε
i
)
∫
x
i
−
1
x
i
(
x
i
−
x
)
d
x
\int_{x_{i-1}}^{x_{i}} f^{\prime}\left(\eta_{i}\right)\left(x_{i}-x\right) \mathrm{d} x=f^{\prime}\left(\varepsilon_{i}\right) \int_{x_{i-1}}^{x_{i}}\left(x_{i}-x\right) \mathrm{d} x
∫xi−1xif′(ηi)(xi−x)dx=f′(εi)∫xi−1xi(xi−x)dx
于是
n
A
n
=
n
∑
i
=
1
n
f
′
(
ξ
i
)
∫
x
i
−
1
x
i
(
x
i
−
x
)
d
x
=
n
2
∑
i
=
1
n
f
′
(
ξ
i
)
(
x
i
−
x
i
−
1
)
2
=
n
2
⋅
b
−
a
n
∑
i
=
1
n
f
′
(
ξ
i
)
(
x
i
−
x
i
−
1
)
\begin{aligned} n A_{n} &=n \sum_{i=1}^{n} f^{\prime}\left(\xi_{i}\right) \int_{x_{i-1}}^{x_{i}}\left(x_{i}-x\right) \mathrm{d} x \\ &=\frac{n}{2} \sum_{i=1}^{n} f^{\prime}\left(\xi_{i}\right)\left(x_{i}-x_{i-1}\right)^{2} \\ &=\frac{n}{2} \cdot \frac{b-a}{n} \sum_{i=1}^{n} f^{\prime}\left(\xi_{i}\right)\left(x_{i}-x_{i-1}\right) \end{aligned}
nAn=ni=1∑nf′(ξi)∫xi−1xi(xi−x)dx=2ni=1∑nf′(ξi)(xi−xi−1)2=2n⋅nb−ai=1∑nf′(ξi)(xi−xi−1)
→ b − a 2 ∫ a b f ′ ( x ) d x = b − a 2 ( f ( b ) − f ( a ) ) \begin{array}{l} \rightarrow \frac{b-a}{2} \int_{a}^{b} f^{\prime}(x) \mathrm{d} x \\ =\frac{b-a}{2}(f(b)-f(a)) \end{array} →2b−a∫abf′(x)dx=2b−a(f(b)−f(a))
（ii）若
f
(
x
)
f(x)
f(x)在
[
a
,
b
]
[a,b]
[a,b]上二次可微，
f
′
′
(
x
)
f^{\prime \prime}(x)
f′′(x)在
[
a
,
b
]
[a,b]
[a,b]上可积，此时
F
(
x
)
F(x)
F(x)有三阶导数，故
F
(
x
)
=
F
(
η
i
)
+
F
′
(
η
i
)
(
x
−
η
i
)
+
F
′
′
(
η
i
)
2
!
(
x
−
η
i
)
2
+
F
′
′
′
(
ξ
i
)
3
!
(
x
−
η
i
)
3
\begin{array}{c} F(x)=F\left(\eta_{i}\right)+F^{\prime}\left(\eta_{i}\right)\left(x-\eta_{i}\right)+ \\ \frac{F^{\prime \prime}\left(\eta_{i}\right)}{2 !}\left(x-\eta_{i}\right)^{2}+\frac{F^{\prime \prime \prime}\left(\xi_{i}\right)}{3 !}\left(x-\eta_{i}\right)^{3} \end{array}
F(x)=F(ηi)+F′(ηi)(x−ηi)+2!F′′(ηi)(x−ηi)2+3!F′′′(ξi)(x−ηi)3
分别取
η
i
=
x
i
−
1
+
x
i
2
,
x
=
x
i
−
1
,
x
i
\eta_{i}=\frac{x_{i-1}+x_{i}}{2}, x=x_{i-1}, x_{i}
ηi=2xi−1+xi,x=xi−1,xi代入上式，有
F
(
x
i
−
1
)
=
F
(
x
i
−
1
+
x
i
2
)
+
f
(
x
i
−
1
+
x
i
2
)
(
−
b
−
a
2
n
)
1
2
!
f
′
(
x
i
−
1
+
x
i
2
)
(
−
b
−
a
2
n
)
2
+
f
′
′
(
ξ
i
)
3
!
(
−
b
−
a
2
n
)
3
F
(
x
i
)
=
F
(
x
i
−
1
+
x
i
2
)
+
f
(
x
i
−
1
+
x
i
2
)
(
b
−
a
2
n
)
+
1
2
!
f
′
(
x
i
−
1
+
x
i
2
)
(
b
−
a
2
n
)
2
+
f
′
′
(
ζ
i
)
3
!
(
b
−
a
2
n
)
3
\begin{array}{l} F\left(x_{i-1}\right)=F\left(\frac{x_{i-1}+x_{i}}{2}\right)+f\left(\frac{x_{i-1}+x_{i}}{2}\right)\left(-\frac{b-a}{2 n}\right) \\ \frac{1}{2 !} f^{\prime}\left(\frac{x_{i-1}+x_{i}}{2}\right)\left(-\frac{b-a}{2 n}\right)^{2}+\frac{f^{\prime \prime}\left(\xi_{i}\right)}{3 !}\left(-\frac{b-a}{2 n}\right)^{3} \\ \quad F\left(x_{i}\right)=F\left(\frac{x_{i-1}+x_{i}}{2}\right)+f\left(\frac{x_{i-1}+x_{i}}{2}\right)\left(\frac{b-a}{2 n}\right)+ \\ \quad \frac{1}{2 !} f^{\prime}\left(\frac{x_{i-1}+x_{i}}{2}\right)\left(\frac{b-a}{2 n}\right)^{2}+\frac{f^{\prime \prime}\left(\zeta_{i}\right)}{3 !}\left(\frac{b-a}{2 n}\right)^{3} \end{array}
F(xi−1)=F(2xi−1+xi)+f(2xi−1+xi)(−2nb−a)2!1f′(2xi−1+xi)(−2nb−a)2+3!f′′(ξi)(−2nb−a)3F(xi)=F(2xi−1+xi)+f(2xi−1+xi)(2nb−a)+2!1f′(2xi−1+xi)(2nb−a)2+3!f′′(ζi)(2nb−a)3
其中
ξ
i
∈
[
x
i
−
1
,
x
i
−
1
+
x
i
2
]
,
ζ
i
∈
[
x
i
−
1
+
x
i
2
,
x
i
]
\xi_{i} \in\left[x_{i-1}, \frac{x_{i-1}+x_{i}}{2}\right], \zeta_{i} \in\left[\frac{x_{i-1}+x_{i}}{2}, x_{i}\right]
ξi∈[xi−1,2xi−1+xi],ζi∈[2xi−1+xi,xi]
将上面两式相减得到
F
(
x
i
)
−
F
(
x
i
−
1
)
=
f
(
x
i
−
1
+
x
i
2
)
(
b
−
a
n
)
+
f
′
′
(
ξ
i
)
+
f
′
′
(
ξ
i
)
3
!
(
b
−
a
2
n
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\begin{aligned} F\left(x_{i}\right)-F\left(x_{i-1}\right) &=f\left(\frac{x_{i-1}+x_{i}}{2}\right)\left(\frac{b-a}{n}\right)+\\ & \frac{f^{\prime \prime}\left(\xi_{i}\right)+f^{\prime \prime}\left(\xi_{i}\right)}{3 !}\left(\frac{b-a}{2 n}\right)^{3} \end{aligned}
F(xi)−F(xi−1)=f(2xi−1+xi)(nb−a)+3!f′′(ξi)+f′′(ξi)(2nb−a)3
由上式直接计算可知
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\begin{aligned} Q_{n} &=\int_{a}^{b} f(x) \mathrm{d} x-\frac{b-a}{n} \sum_{i=1}^{n} f\left(a+(2 i-1) \frac{b-a}{n}\right) \\ &=\sum_{i=1}^{n}\left[F\left(x_{i}\right)-F\left(x_{i-1}\right)-\frac{b-a}{n} f\left(\frac{x_{i-1}+x_{i}}{2}\right)\right] \\ &=\sum_{i=1}^{n} \frac{f^{\prime \prime}\left(\zeta_{i}\right)+f^{\prime \prime}\left(\xi_{i}\right)}{3 !}\left(\frac{b-a}{2 n}\right)^{3} \\ &=\frac{(b-a)^{2}}{3 ! 2^{3} n^{2}} \sum_{i=1}^{n}\left[f^{\prime \prime}\left(\zeta_{i}\right)+f^{\prime \prime}\left(\xi_{i}\right)\right] \Delta x_{i} \end{aligned}
Qn=∫abf(x)dx−nb−ai=1∑nf(a+(2i−1)nb−a)=i=1∑n[F(xi)−F(xi−1)−nb−af(2xi−1+xi)]=i=1∑n3!f′′(ζi)+f′′(ξi)(2nb−a)3=3!23n2(b−a)2i=1∑n[f′′(ζi)+f′′(ξi)]Δxi
故
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\begin{aligned} \lim _{n \rightarrow \infty} n^{2} Q_{n} &=\frac{(b-a)^{2}}{48} \lim _{n \rightarrow \infty} \sum_{i=1}^{n}\left[f^{\prime \prime}\left(\zeta_{i}\right)+f^{\prime \prime}\left(\xi_{i}\right)\right] \Delta x_{i} \\ &=\frac{(b-a)^{2}}{24} \int_{a}^{b} f^{\prime \prime}(x) \mathrm{d} x \\ &=\frac{(b-a)^{2}}{24}\left[f^{\prime}(b)-f^{\prime}(a)\right] \end{aligned}
n→∞limn2Qn=48(b−a)2n→∞limi=1∑n[f′′(ζi)+f′′(ξi)]Δxi=24(b−a)2∫abf′′(x)dx=24(b−a)2[f′(b)−f′(a)]
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