I don't know where is my mistake to solve this two limits :
Prove that :
$$\lim_{n\to +\infty}\int_{\mathbb{R}}\sin (nx)\Phi (x)dx=0$$
$$\lim_{n\to +\infty}\int_{\mathbb{R}}\sin^{2} (nx)\Phi (x)dx≠0$$
For all : $\Phi \in D(\mathbb{R})$
Mean that : $\Phi (x)≠0\implies |x|<a,a>0$
My solution is :
In first limite $y=nx$ we get :
$$\lim_{n\to +\infty}\frac{1}{n}\int_{\mathbb{R}}\sin (x)\Phi (\frac{x}{n})dx=\lim_{n\to +\infty}\frac{1}{n}\int_{[-a,a]}\sin (x)\Phi (\frac{x}{n})dx≤\lim_{n\to +\infty}\frac{sup_{[-a,a]}|\Phi (x)|}{n}\int_{[-a,a]}\sin (x)dx$$
And its clearly go to zero
But when I applied in second limit give me also zero ? Why ?
$$\lim_{n\to +\infty}\frac{1}{n}\int_{\mathbb{R}}\sin^{2} (x)\Phi (\frac{x}{n})dx=\lim_{n\to +\infty}\frac{1}{n}\int_{[-a,a]}\sin^{2} (x)\Phi (\frac{x}{n})dx≤\lim_{n\to +\infty}\frac{sup_{[-a,a]}|\Phi (x)|}{n}\int_{[-a,a]}\sin^{2} (x)dx=0$$ ??
When you make the change of variable $y= nx$ you should integrate over $[-na,na]$, not $[-a,a]$. Same mistake is leading to a wrong answer in the second question.
To find the correct limit for $\int \sin^{2} (nx) \Phi(x)dx$ write $\sin ^{2}(nx)=\frac 1 2 (1-\cos (2nx))$ and show that $\int \cos (2nx) \Phi (x) dx \to 0$. So we get the answer as $ \frac 1 2 \int \Phi(x)dx$.
The fact that $\int \sin (nx) \Phi(x)dx $ and $\int \sin (nx) \Phi(x)dx $ both tend to $0$ is called Riemann Lebesgue Lemma. See https://en.wikipedia.org/wiki/Riemann%E2%80%93Lebesgue_lemma