So I have a test next week and I saw this question:
proof that $\ \int_{0}^{1} \frac{\cos(x)}{x} \, \mathrm{d}x $ is not convergent.
So first of all I know this is improper integral.
When I saw the solution (a student done few years ago) it says that:
since $\forall\ 0 \leq x \leq 1$ $ 0 \leq \frac{\cos(x)}{x}$
And therefore we can use the limit comparison in order to check if it is not convergent. So
$\lim \frac{\frac{\cos(x)}{x}}{\frac{1}{x}}= 1 $ while $x\rightarrow 0$
and because $\ \int_{0}^{1} \frac{1}{x} \, \mathrm{d}x $ is not convergent then
$\ \int_{0}^{1} \frac{\cos(x)}{x} \, \mathrm{d}x $ is not covergent also.
but as far as I know he should checked that
$\lim \frac{\frac{\cos(x)}{x}}{\frac{1}{x}} < \infty $ while $x\rightarrow \infty$ in order to determine something and not zero.
Am I missing something, because clearly he is right in the final answer but is way is true ?
Thanks in advanced
Assume the contrary that $\displaystyle \int_0^1 \frac{\cos x}{x} dx $ does exist. Let $M > 0$ be any upper bound of the integral. Notice $\cos(x) \ge \cos(1) > 0$ on $[0,1]$, we find for any $\epsilon \in (0,1)$, we have
$$M \ge \int_0^1 \frac{\cos x}{x} dx \ge \int_\epsilon^1 \frac{\cos x}{x} dx \ge \int_\epsilon^1 \frac{\cos(1)}{x} dx = \cos(1)\log\frac{1}{\epsilon}\tag{*}$$
If we choose $\epsilon < e^{-\frac{M}{\cos(1)}}$, L.H.S of $(*)$ will be greater than $M$. This is a contradiction and hence the original assumption that $\displaystyle \int_0^1 \frac{\cos x}{x} dx$ exists is wrong.
When you get into latter part of your course which allow you to be a little bit sloppy about the most elementary stuff. You can prove the same statement by first claiming $\displaystyle \frac{\cos x}{x} \ge 0 $ on $[0,1]$ and then compare your integral with one that is known to diverge. In this case, $\displaystyle \int_0^1 \frac{\cos(1)}{x} dx\;$ is again a good choice.