Find \lim_{n→\infty} \frac{\int_0^{\infty} n \cos( \sqrt[4]{ x/n^2})}{1 + n^2x^2}dx.
Idea. First, we note that we cannot switch the limit and the integral, for if we could, we could start by showing that \lim_{n→\infty}\frac{ n \cos(\sqrt[4]{ x/n^2})}{1 + n^2x^2} = 0 for any nonzero x, and then conclude that the answer would be 0. This answer is incorrect, and a bit of numerical approximation using technology yields approximate values of the integral as follows:
n approximate value
3 1.37144
5 1.47507
200 1.5704
2000 1.57078
These values suggest that the limit might be π/2 ≈ 1.5708. To prove this, we note that once n gets large the integrand will be close to zero unless x is small. On the other hand, for values of x reasonably close to zero, \sqrt[4]{ x/n^2} should be close to zero, so \cos (\sqrt[4]{ x/n^2}) should be close to 1. Therefore, we can hope that the integral is close to \left.\int_0^{\infty} \frac{n dx}{1 + n^2x^2} = \arctan(nx)\right|_0^{\infty}= π/2.