Proceedings of the International Conference on Theory and Applications of

Mathematics and Informatics - ICTAMI 2004, Thessaloniki, Greece

AN EXTENSIONS OF THE RIEMANN-LEBESGUE

LEMMA AND SOME APLICATIONS

by
Dorin Andrica,
Mihai Piticari

Abstract. We show that a similar relation as (1.2) holds for all continuous and bounded
functions g : [0, ) R of finite Cesaro mean. A result concerning the asymptotic behavior
in (2.10) when a = 0, b = T and f C [0, T ] is given in Theorem 3.1. Some concrete
1

applications and examples are presented in the last section of the paper.
Keywords: Riemann-Lebesgue Lemma, T - periodic function.
Mathematics Subject Classification (2000): 26A42, 42A16

1. Introduction

The well-known Riemann-Lebesgue Lemma (see for instance [6, pp.22,

Problem 1.4.11(a) and (b)] or [9, Problem9.48]) states that if f : [a, b] R is
a Riemann integrable function on [a, b] then

b b
lim f ( x) sin nxdx = lim f ( x) cos nxdx = 0 (1.1)
n a n a

That implies a classical result in Fourier analysis, i.e. if f : R R is a

2 -periodic with Fourier coefficients an, bn, then under suitable conditions
S n ( x) f ( x) , where

n
1
S n (x) =
2
a0 + (ak cos kx + bk sin kx) .
k =1

The following result is well-known and represents a nice generalization of the

previous one. It is also called the Riemann-Lebesque Lemma: Let f: [a,b] R

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 Dorin Andrica, Mihai Piticari - An extensions of the Riemann-Lebesgue
lemma and some aplications

be a continuous function, where 0 a < b. Suppose the function g:[0, ) R

to be continuous and T-periodic. Then

b 1 T b

n a
lim f ( x) g (nx)dx = g ( x)dx f ( x)dx (1.2)
T 0 a

(see [5] for the special case a = 0, b = T).

There are other extensions and generalization of the important result
contained in (1.1). We mention here Knyazyuk A.V.[8] which gives necessary
and sufficient conditions for the existence of the limit.

a
lim h ( x, g ( x)dx (1.3)

for a given function g : [0, ) R and all continuous functions h : [a,b]

g([0, )) R. The following multidimensional generalization of Riemann-
Lebesgue Lemma is given in the recent paper Canada, A., Urena, A.J. [2,
Lemma 3.1] and it is used to study the asymptotic behavior of the solvability
set for pendulum-type equations with linear damping and homogeneous
Dirichlet conditions: Let g : R R be a continuous and T-periodic function
with zero mean value and let u1 be given functions satisfying the following
property are real numbers sucs that

N
meas x [0, ] : i u 'i ( x) = 0 > 0
i =1

then 1 = ... = N = 0 . Let B C 1[0, ] be such that the set {b': b B} is

uniformly bounded in C[0, ] . Then for any given function r L1[0, ] we have
u

N
lim g i u i ( x) + b( x) r ( x)dx = 0 (1.4)
|| || 0
i =1

uniformly with respect to b B. Other multidimensional version of Riemann-

Lebesgue Lemma is mention in Canada, A.,Ruiz,D.[3, Lemma 2.1] and it is
applied to the study of periodic perturbations of a class of resonant problems.
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 Dorin Andrica, Mihai Piticari - An extensions of the Riemann-Lebesgue
lemma and some aplications

Some other extensions and generalizations of Riemann-Lebesgue Lemma were

obtained by Bleistein, N., Handelsman, R. A., Lew, J. S. [1], Kantor, P. A. [7]
and Stadije, W. [10].
In this paper we extend the relation (1.2). Our main result is contained
in Theorem 2.1 and it shows that a similar relation as (1.2) holds for all
continuous and bounded function g : [0, ) R of finite Cesaro mean. Some
applications are also given.

2. The main results

Let us begin whit some auxiliary results which will help us to derive our
main result.

Lemma 2.1. Let : [0, ) R be a continuous function such that

( x)
lim = 0. If (c n ) n1 is a sequence of non-negative real numbers such that
x x
cn (cn )
is bounded, then lim = 0.
n n1 n n
Proof. We consider the following cases.
Case 1. There exists lim c n and it is + . In that case we have
n

(c n ) (c n ) c n (c n )
= M , (2.1)
n cn n cn

c ( x)
where M = sup n : n 1 . Since lim = 0, from (2.1) it follows
n x x
(c n )
lim = 0 hence the desired conclusion.
n n
Case 2. The sequence (c n ) n1 is bounded. Consider A > 0 such that
cn A for all positive integers n 1 , and define K= sup ( x) . It is clear that
x[ 0, A]

(c n ) K (c )
for all n 1 , i.e. lim n =0.
n n n n

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 Dorin Andrica, Mihai Piticari - An extensions of the Riemann-Lebesgue
lemma and some aplications

Case 3. The sequence (c n )n1 is unbounded and lim c n does not exist.
n

( x)
For > 0 there exists > 0 such that < for any x > , where
x M

c
M = sup n : n 1 . Consider the sets
n
A = {n N*: cn } and B = {n N* : cn > }

If one of these sets is finite, then we immediately derive the desired

(cn )
result. Assume that A and B are both infinite. Since lim = 0, it
nA n
(c n )
follows that there exists N1 ( ) with the property < for all n A
n
with n N1 ( ) . For n B , we have

(c n ) (c n ) c n
= < M = , (2.2)
n cn n M

(c n ) (c )
i.e < for any n N1 ( ) . Finally lim n =0.
n n n

Lemma 2.2 Let f :R R be a continuous non-constant periodic function.

If F is an antiderivative of f, then

1 T
F(x) = f (t )dt x + g ( x) , (2.2)
T o

where T > 0 is the period of f and g : R R is a T-periodic function.

Proof. Using the relation f(t + T) = f(t) for any t R it follows F(x + t) -
T 1 T
F(x) = f (t )dt for all x R. Considering the function h(x) = f (t )dt x ,
o
T o

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 Dorin Andrica, Mihai Piticari - An extensions of the Riemann-Lebesgue
lemma and some aplications

T
we have h(x + T) h(x) = o f (t )dt , i.e. F(x + T) - h(x + T)=F(x) - h(x). That is
the function defined by g(x) = F(x) - h(x), x R, is periodic of period T.
Moreover the formula (2.2) holds.

Lemma 2.3 Consider 0 a < b to be real numbers and let f:[a,b] R be

a function of class C1. Let g : [0, ) R be a continuous function such that
1 x
lim g (t )dt = L (finite). Then the following relation holds:
x x 0

b b
lim f ( x) g (nx)dx = L f ( x)dx (2.3)
n a a

x
Proof. If G(x)= 0 g (t )dt , then define the function ( x) = G ( x) Lx ,
( x)
x 0 . It is clear that is differentiable and it satisfies lim = 0.
x x
We have

a b
1 1
f ( x) g (nx)dx = (G (nb) f (b) f (a )G (na )) f ' ( x)G (nx)dx =
n na
b
b
1 1
= (G (nb( f (b) f (a )G (na )) f ' ( x)( Lnx + (nx))dx =
n na
b a
1 1
= (G (nb) f (b) f (a )G (na )) L f ' ( x) xdx (nx) f ' ( x)dx =
n a
nb
1
(G (nb) f (b) f (a )G (na )) L(bf (b) af (a )) +
n
b b
1
+ L f ( x)dx
n a
(nx) f ' ( x)dx
a

Let us show that

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 Dorin Andrica, Mihai Piticari - An extensions of the Riemann-Lebesgue
lemma and some aplications

1 b
n n a
lim (nx) f ' ( x)dx = 0 (2.4)

Indeed, from the relations

1 b 1 b
n a
(nx) f ' ( x)dx | (nx) || f ' ( x) | dx =
n a
| (c n ) | b
n a
= | f ' ( x) | dx,

(c n )
where na < c n < nb, by applying Lemma 2.1 it follows lim = 0 , i.e.
n n
the equality (2.4) holds.

Moreover we have

1 G (nb) G (na )
lim (G (nb) f (b) G (na ) f (a )) = lim b f (b) a f (a) =
n n n nb na

= L(bf (b) af (a ))

Using (2.4) and (2.5) the relation (2.3) follows.

Theorem 2.1 Let 0 a < b, be real numbers and let f : [a,b] R be a

continuous function. Consider the function g : [0,) R to be continuous and
1 x
bounded such that lim g (t )dt = L (finite). Then
x x 0

b b
lim f ( x) g (nx)dx = L f ( x)dx (2.6)
n a a

Proof. Without loss of generality we can assume that 0 g(x) 1for

any x [0,). Applying the well-known Weierstrass approximation Theorem,
it follows that there exists a sequence ( f m ) m1 of polynomials, f m :[a,b] R,
which converges uniformly to f . Consider > 0 and define ' =

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 Dorin Andrica, Mihai Piticari - An extensions of the Riemann-Lebesgue
lemma and some aplications

. Then we can find a positive integer M( ) such that
(b a)( L + 2)
| f m ( x) f ( x) |< for any m M ( ) and for all x [a, b] . If m I ( ) , then
we have
b
f m ( x) g (nx)dx
b b
f ( xg (nx)dx f m ( x) f ( x) g (nx)dx ' (b a) ,
a a a

for all positive n . Therefore, for m M ( ) and n N *

b b
a f m ( x) g (nx)dx ' (b a) f ( x) g (nx)dx
a
b
' (b a) + f m ( x) g (nx)dx (2.7)
a
from Lemma 2.3. it follows

b b
lim
n a
f m ( x) g (nx)dx = L
a
f m ( x)dx.

Hence, for > 0 one can find a positive integer N ( , m ) such that for all
n N ( , m ) we have

b b b
L f m ( x) ' (b a ) < f m ( x) g (nx)dx < L f m ( x)dx + ' (b a ).
a a a

Using the last inequalities and (2.7) we get

b b
L f m ( x)dx 2 ' (b a) < f ( x) g (nx)dx <
a a
b
< L f m ( x)dx + 2 ' (b a ). (2.8)
a

But for all m M( ) we have f ( x) - '

< f m ( x) < f ( x ) + '
for any
x [a,b]. Thus

b b b
L f ( x)dx L ' (b a) < f m ( x)dx <L f ( x)dx + L ' (b a) (2.9)
a a a

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 Dorin Andrica, Mihai Piticari - An extensions of the Riemann-Lebesgue
lemma and some aplications

From (2.8) and (2.9) it follows

b b b
L f ( x)dx (b a )( L + 2) < f ( x) g (nx)dx <L f ( x)dx + (b a )( L + 2) '
'

a a a

for all positive integers n N( , m), i.e.

b b

f ( x) g (nx)dx L f ( x)dx < (b a )( L + 2) ' =

a a

and the desired conclusion is obtained.

Corollary 2.1 Let 0 a < b be real numbers and let f : [a,b]

R be a
continuous function. Consider the function g : [0, ) R to be continuous
such that lim g ( x) = L (finite). Then
x

b b
lim
x f ( x) g (nx)dx = L f ( x)dx.
a a

Proof. Because g is continuous and lim g ( x) = L we obtain that g is

x
bounded. Moreover, applying LHospital rule it follows

x
lim
x g (t )dt = lim g(x) = L
x

0

and the conclusion follows from Theorem 2.1.

Corollary 2.2 (Riemann-Lebesgue Lemma) Let f : [0,b] R be a

continuous function, where 0 a b. Consider the function g : [0, ) R
to be a continuous and periodic of period T. Then

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 Dorin Andrica, Mihai Piticari - An extensions of the Riemann-Lebesgue
lemma and some aplications

b 1 T b
lim f ( x ) g ( nx ) dx = g ( x ) dx f ( x ) dx
n a T 0 a
. (2.10)

Proof. Using Lemma 2.2 it follows that the function G(x) =

1 x
0 g (t )dt has the representation
T
1 T
G(x) = g (t )dt x + h(x), x [0, )
T 0

where h is continuous and periodic. We have

G ( x) 1 T h( x)
x
=
T 0 g (t )dt +
x
,

1 x 1 T
hence lim
x x 0
g (t )dt =
T 0 g (t )dt , and the relation (2.10) follows from
Theorem 2.1.

Remark. If g : [0, ) R is continuous and almost-periodic, then its

1 x
Cesaro mean lim g (t )dt exists and it is finite (see for instance our paper
x x 0
[1] or any book on almost-periodic functions). Therefore the class of
continuous functions g in Theorem 2.1 is more general than the class of
functions g in Corollary 2.2.

3. Some applications

First of all we derive a result concerning the asymptotic behavior in

(2.10) when a = 0, b = T and f C 1 [0,T].
Theorem 3.1. Let g : [0, ) R be continuous and T-periodic and
1
let C [0,T]. Then
b 1 T b
lim f ( x) g (nx ) dx = g ( x)dx f ( x)dx
n a T 0 a

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 Dorin Andrica, Mihai Piticari - An extensions of the Riemann-Lebesgue
lemma and some aplications

1 T

= ( f (T ) f (0)) G (t ) G ( x)dx
(3.1)
T 0
x
where G ( x) = g (t )dt.
0

T
1
T 0
Proof. Denote by M g = g (t )dt , the Cesaros mean of g on the

interval [0,T]. According to Lemma 2.2 we have G ( x) = M g x + h(h) ,

x [0, ) , where h is continuous and T-periodic.
We can write

T T T
n f ( x) g (nx)dx = f ( x)G (nx)dx = f ( x)G (nx) T0 f ( x)G (nx)dx =
0 0 0
T
= f (T )G (nT ) f ( x)G (nx)dx = f (T )( M g nT + h(nT ))
0
T T
nM g xf ( x)dx f ( x)h(nx)dx =nM g Tf (T )
0 0
T T
nM g Tf (T ) + nM g f ( x)dx f ( x)h(nx)dx =
0 0
T T
= nM g f ( x)dx f ( x)h(nx)dx.
0 0

That is equivalent to

T 1
T T
T
n f ( x) g (nx )dx g ( x)dx f ( x )dx = f ( x )h(nx )dx. (3.2)
0 T 0 0 0

From Corollary 2.2 it follows that

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 Dorin Andrica, Mihai Piticari - An extensions of the Riemann-Lebesgue
lemma and some aplications

T T T
1
lim f ( x)h(nx)dx =
T 0
h( x)dx f ( x)dx =
n
0 0
T T
1
= ( f (T ) f (0)) h( x)dx f ( x)dx =
T 0 0

1 T
= ( f (T ) f (0)) G ( x)dx G (T )
T 0

and the desired formula is obtained from (3.2).

Remark. In the similar way we get the following result when a = kT, b
= (k+1)T, where k is a fixed positive integer:

( k +1)T ( k +1)T
lim f ( x) g (nx )dx g ( x)dx
1 T
f ( x)dx =
n kT T 0 kT

= ( f ((k + 1)T ) f ( xT )) G (T ) G ( x)dx .

1 ( k +1)T
(3.3)
T kT

The asymptotic behavior of the Fourier coefficients is given in the

following result.

Corolary 3.2. Let f : [0, ) R be a function of class C 1 . Then

2 ( k +1)
lim n f ( x) sin nxdx = f( 2k ) - f(2(k+1) ) (3.4)
n 2 k

2 ( k +1)
lim n f ( x) cosnxdx = 0 . (3.5)
n 2 k

Proof. In formula (3.3) take g(x) = sin x , respectively g(x) = cos x and
obtain the desired results.

In what follows we shall present some concrete applications.

Application 1. 1) Let f : [0, ) R be a continuous and periodic
function of period 1. Then

36
 Dorin Andrica, Mihai Piticari - An extensions of the Riemann-Lebesgue
lemma and some aplications

2
1 1
lim
n
0
f ( x) f (nx)dx = f ( x)dx .
0
(3.6)

2) If f is of class C 1 on [0, ) then

1
2

lim n f ( x) f (nx)dx f ( x)dx = 0.
1
(3.7)
n
0 0

Indeed, from Corollary 2.2 we have

2
1 1 1

1 1
lim f ( x) f (nx)dx = f ( x)dx f ( x)dx = f ( x)dx ,
n 0 1 0 0 0

that is (3.6). In order to obtain (3.7) we apply Theorem 3.1 and the relation
f (0) = f (1).
Application 2. The following relation holds:

2 sin nx 2
lim dx = ln 2. (3.8)
n x

1
Let us apply Corollary 2.2 to functions f : [ ,2 ] R, and f ( x) =
x
g : [0, ] R, g(x) = sin x . Taking into account that g is periodic of period
, it follows

2 sin x 1 2 1 2
lim dx = sin x dx dx = ln 2.
n x x 0 x

Application 3. The following relation holds

4 sin nx 3
lim n dx = . (3.9)
n 2
x
2
16 2

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 Dorin Andrica, Mihai Piticari - An extensions of the Riemann-Lebesgue
lemma and some aplications

1
In formula (3.3) take g ( x) = sin x, f ( x) = , T = 2 and k = 1. We
x2
4
have G ( x) = cos x + 1 and G ( x)dx = 2 . Then
2

4 sin nx 1 1 1 3
lim n dx = 2 (2 ) = .
n 2 x 2
2 16 2
4 16 2

For a fixed positive integer k we have

2 ( k +1) sin nx 2k + 1
lim n = (3.10)
n 2 k x 2
4(k (k + 1) 2 2

(see also formula (3.4) in Corollary 3.2).

Application 4. ([9, Problem 9.2]) The following relation holds:

sin x
lim dx = 2 . (3.11)
n 0 1 + cos 2 nx

We apply Corollary 2.2 to functions f : [ ,2 ] R, f ( x) = sin x and

1
g : [0, ] R, g ( x) = . The function g g is periodic of period ,
1 + cos 2 x
hence

sin x 1 1
lim
0 1 + cos 2 x 0
dx = dx sin xdx =
n 0 1 + cos nx 2

2 dx 4 2 dx 4 du
=
0 1 + cos 2 x 0 1 + cos 2 x 0 1 + u 2
= =

4 u
= arctg 0 = 2.
2 2

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 Dorin Andrica, Mihai Piticari - An extensions of the Riemann-Lebesgue
lemma and some aplications

References:

[1] Andrica, D., On a large class of derivatives (Romanian), GM-A, No. 4

(1986), 169-177.
[2] Bleinstein, N., Handelsman, R.A., Lew, J. S., Functions whose Fourier
transforms decay at infinity; An extension of Riemann- Lebesque Lemma,
SIAM j. Math Anal. 3(1972), 485-495.
[3] Canada, A., Urena, A. J., Asymptotic behavior of the solvability set for
pendulum type equations damping and homogeneous Dirichlet conditions,
USA-Chile Workshop on Nonlinear Analysis, Electron. J. Diff. Eqns., Conf.
06, 2001, pp. 55-64.
[4] Canada, A., Riuz D., Periodic perturbations of a class of resonant
problems, Preprint 2001.
[5] Dumitrel, F., Problems in Mathematical Analysis (Romanian), Editura
SCRIBUL, 2002.
[6] Kaczor, W. J., Nowak, M. T., Problems in Mathematical Analysis III,
Student Mathematical Library Volume 21, American Mathematical Society,
2003.
[7] Kantor, P. A., Extension of the Riemann - Lebesque lemma,J. Mathematical
Phys. 11 (1970), 3099 -3103
[8] Knyazyuk, A. V., On a generalization of Riemann lemma (Russian), Dok 1
Akad. Nauk Ukrain SSR Ser A (1982), nr. 1, 19-22
[9] Siretki, Gh, Mathematical Analysis II, Advanced problems in Differential
and Integral Calculus (Romanian), University of Bucharest, 1982.
[10] Stadje, W., Eine Erweiterung des Riemann-Lebesque Lemmas, Monatsh.
Math. 89(1980), no. 4, 315-322.

Authors:
Dorin Andrica - Babes-Bolyai University, Cluj Napoca, Romania, E-mail
address: dandrica@math.ubbcluj.ro
Mihai Piticari Dragos Voda National Colege, Campulung Moldovenesc,
Romania

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