Let $S_n=1+\frac{1}{2}+\frac{1}{3}+\ldots+\frac{1}{n}$, where $n$ is a positive integer. Prove that for any real numbers $a,b,0\le a\le b\le 1$, there exist infinite many $n\in\mathbb{N}$ such that $$a<S_n-[S_n]<b$$ where $[x]$ represents the largest integer not exceeding $x$.
This problem is from China 2012 China Second Round (High school math competition) competition last problem, I think this problem has more nice methods, maybe using analytic methods.
I think the direct approach works pretty well here.
Let $N > \max(a^{-1},( b - a ) ^ {-1})$, so that $S_{n+1} - S_{n} < ( b - a )$ and $S_{n+1} - S_{n} < a $ when $n > N$. Now suppose there are only finitely many $n$ with the desired property, and increase $N$ so that it's larger than the greatest index for which the property holds. Finally, let $n_{0} > N$ be smallest such that $a <S_{n_0 + 1} - \lfloor S_{n_0 + 1} \rfloor $. Then $\lfloor S_{n_0} \rfloor = \lfloor S_{n_0 + 1} \rfloor $ and $a > S_{n_0} - \lfloor S_{n_0} \rfloor $ since $S_{n_0 + 1} - S_{n_0} = \frac{1}{n_0 + 1} < a$. Then we also have $S_{n_0+1} - \lfloor S_{n_0 + 1} \rfloor < b$ since $$b > a + \frac{1}{n_0 + 1} > S_{n_0} - \lfloor S_{n_0 } \rfloor + \frac{1}{n_0+1} = S_{n_0 + 1} - \lfloor S_{n_0 + 1} \rfloor $$ Which means we've found another index where the property holds, contradicting the assumption that $N$ is larger than the largest index for which the property holds.