I am trying to show that $$ \left(\int_{-1/2}^{1/2} \left|\dfrac{\sin(\pi(2N+1)x)}{\sin(\pi x)}\right|^p dx \right)^{1/p} \approx N^{\frac{p-1}{p}}$$ for all $1<p\leq \infty$ by using the fact that $|\sin(x)| \approx |x|$ if $x \in [-1/2, 1/2)$.
I have tried using the change $y=Nx$ and I end having the result $2N+1$. I do not know what I am doing wrong.
I would appreciate any help.
Let's look at the case $p = \infty$ first. That case is different from the others, so we must treat it separately. From the definition of the Dirichlet kernel as a sum of exponentials, it is clear that $D_N$ is a continuous (periodic) function, and $\lvert D_N(x)\rvert \leqslant 2N+1 = D_N(0)$. This immediately yields $\lVert D_N\rVert_{L^\infty} = 2N+1$.
For $1 < p < \infty$, we want to evaluate (not exactly, only the asymptotic behaviour) the integral
$$I_{p,N} := \int_0^{1/2} \biggl\lvert \frac{\sin \bigl(\pi(2N+1)x\bigr)}{\sin (\pi x)}\biggr\rvert^p \,dx,$$
the rest is multiplying with a constant ($2$) and taking the $p^{\text{th}}$ root. Substitution $u = \pi x$ gives another constant factor ($1/\pi$), which we can also ignore, at least for the moment. Thus we want to determine
$$A_{p,C} := \int_0^{\pi/2} \biggl\lvert \frac{\sin (Cx)}{\sin x}\biggr\rvert^p\,dx.$$
We are only interested in the particular values $C = 2N+1$, but $C$ is shorter, and it doesn't matter whether the constant is an integer or not for the calculations. As a first step, we write
$$A_{p,C} = \underbrace{\int_0^{\pi/2} \frac{\lvert \sin (Cx)\rvert^p}{x^p}\,dx}_{B_{p,C}} + \underbrace{\int_0^{\pi/2} \lvert \sin (Cx)\rvert^p\biggl(\frac{1}{(\sin x)^p} - \frac{1}{x^p}\biggr)dx}_{E_{p,C}}.$$
We bound the error term $E_{p,C}$ first. Since $\frac{\sin x}{x} = 1 - \frac{x^2}{6} + O(x^4)$, we see $\frac{x}{\sin x} = 1 + \frac{x^2}{6} + O(x^4)$, and $(1+y)^p = 1 + py + O(y^2)$ then yields $\bigl(\frac{x}{\sin x}\bigr)^p - 1 = \frac{p}{6} x^2 + O(x^4)$. We thus have
$$0 \leqslant E_{p,C} \leqslant b\int_0^{\pi/2} \lvert \sin (Cx)\rvert^p x^{2-p}\,dx$$
for a suitable constant $b \geqslant p/6$. For $p < 3$, $\lvert \sin (Cx)\rvert \leqslant 1$ gives an upper bound independent of $C$. For $p \geqslant 3$, we split the integral at $\frac{\pi}{2C}$ (assuming $C > 1$) and use $\lvert \sin (Cx)\rvert \leqslant Cx$ on the first part and $\lvert \sin (Cx)\rvert \leqslant 1$ on the second part, to obtain an upper bound of the form $K\cdot C^{p-3}$ for $p > 3$, and $K\cdot \log C$ for $p = 3$.
Now we look at the main part $B_{p,C}$. The substitution $y = Cx$ gives
$$C^{1-p}B_{p,C} = \int_0^{\frac{\pi C}{2}} \frac{\lvert \sin y\rvert^p}{y^p}\,dy = \underbrace{\int_0^\infty \frac{\lvert \sin y\rvert^p}{y^p}\,dy}_{K_p} - \int_{\frac{\pi C}{2}}^{\infty} \frac{\lvert \sin y\rvert^p}{y^p}\,dy.$$
With
$$\int_a^\infty \frac{\lvert\sin y\rvert^p}{y^p}\,dy \leqslant \int_a^\infty \frac{dy}{y^p} = \frac{1}{p-1}a^{1-p},$$
we find
$$B_{p,C} = K_pC^{p-1} + O(1),$$
and hence
$$A_{p,C} \sim K_pC^{p-1},$$
which gives
$$\lVert D_N\rVert_{L^p} \sim \tilde{K}_p \cdot (2N+1)^{\frac{p-1}{p}} \sim M_p\cdot N^{\frac{p-1}{p}}.$$