Prove that the following limits exist and evaluate them.
c) $\lim_{n \to \infty} \int_{0}^{3} \sqrt{\sin \frac{x}{n} + x + 1}\ \text dx$
I need to use the following theorem from analysis;
Suppose $f_n \to f$ uniformly on a closed interval [a,b]. If each $f_n$ is integrable on $[a,b]$, then so is $f$ and $\lim_{n \to \infty} \int_{a}^{b}f_n(x) \text dx = \int_{a}^{b}[\lim_{n \to \infty}f_n(x) ]\text dx $.
My attempt: Let $f_n = \sqrt{\sin \frac{x}{n} + x + 1}$. Recall |$\sin\frac{x}{n}| \leq 1$ for all x in [0,3].
First we try to find the $\lim_{n\to \infty} f_n = f(x)$ so it we can for every $\epsilon > 0$ there is an $N$ such that $n \geq N$ implies $|f_n(x) - f(x) | < \epsilon$ However, the limit does not exists when for $f_n = \sqrt{\sin \frac{x}{n} + x + 1}$ because of sine.
Can someone please help me? I would really appreciate it.
Let $f_n(x)=\sqrt{\sin{\frac{x}{n}}+x+1}$ and $f(x)=\sqrt{x+1}$. Then $f_n\to f$ uniformly on $[0,3]$ (this requires proof but not too difficult) and then use your Uniform Convergence Theorem to get $$ \lim_{n\to\infty}\int_0^3\sqrt{\sin{\frac{x}{n}}+x+1}\,dx=\int_0^3\lim_{n\to\infty}\sqrt{\sin{\frac{x}{n}}+x+1}\,dx=\int_0^3\sqrt{x+1}\,dx $$ which you finish off with a quick $u-$ substitution.
UPDATE: I just reread your post and I see the problem is the uniform convergence part of the proof. Recall that for sufficiently large $n$ we have $\sin\frac{x}{n}\approx\frac{x}{n}$.
UPDATE 2: Rather than an $\varepsilon-\delta$ proof, another way we can demonstrate uniform convergence is if $$ \sup_{x\in X}|f_n(x)-f(x)|\to 0\,\,\text{ as }\,\,n\to\infty. $$ So $$ \begin{align*} \sup_{x\in X}|f_n(x)-f(x)|&=\sup_{x\in [0,3]}\left\lvert\sqrt{\sin{\frac{x}{n}}+x+1}-\sqrt{x+1}\,\right\rvert\\ &=\sqrt{\sin{\frac{3}{n}}+3+1}-\sqrt{3+1}\to 0\,\,\text{ as }\,\,n\to\infty. \end{align*} $$