Cho $a,b$ không đổi và $a < b$ . Tính :
             $\mathop {\lim }\limits_{n \to  + \infty } \int\limits_a^b {{e^{{x^2}}}\sin \,nx\,dx } $
Đặt $u = {e^{{x^2}}}\,\,\, \Rightarrow \,\,du = 2x{e^{{x^2}}}dx$
       $dv = \sin \,nx\,dx\,\,\, \Rightarrow \,\,v =  - \frac{1}{n}\cos nx$
        ${I_n} = \int\limits_a^b {{e^{{x^2}}}\sin \,nx\,dx}  =  - \frac{1}{n}\left. {{e^{{x^2}}}\cos\,nx\,dx} \right|_a^b + \frac{2}{n}\int\limits_a^b {x{e^{{x^2}}}\,\cos\,nx\,dx} $
     Ta có: $\mathop {\lim }\limits_{n \to  + \infty } \left [{\frac{{ - {e^{{x^2}}}cos\,nx}}{n}} \right] |_a^b \le \mathop {\lim }\limits_{n \to  + \infty } -\frac{1}{n}\left( {{e^{{b^2}}} - {e^{{a^2}}}} \right) = 0$
     $\frac{2}{n}\int\limits_a^b {x{e^{{x^2}}}\,\cos\,nx\,dx}  \le \frac{2}{n}\int\limits_a^b {\left| x \right|{e^{{x^2}}}\,dx}  \le \frac{2}{n}\int\limits_a^b {M\,dx}  = \frac{2}{n}M\left( {b - a} \right)$
    Trong đó   $M = \mathop {Max}\limits_{a \le x \le b} \left| x \right|{e^{{x^2}}}\,$
     $\mathop {\lim }\limits_{n \to  + \infty } \frac{2}{n}M\left( {b - a} \right) = 0$    Từ đó :   $\mathop {\lim }\limits_{n \to  + \infty } {I_n} = 0$

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