grandes-ecoles 2022 Q11

grandes-ecoles · France · mines-ponts-maths1__pc Standard Integrals and Reverse Chain Rule Limit Involving an Integral (FTC Application)
Show that
$$\int _ { 0 } ^ { 1 } \ln \left( \frac { 1 - e ^ { - t u } } { t } \right) \mathrm { d } u \underset { t \rightarrow 0 ^ { + } } { \longrightarrow } - 1$$
You may begin by establishing that $x \mapsto \frac { 1 - e ^ { - x } } { x }$ is decreasing on $\mathbf { R } _ { + } ^ { * }$.
Show that

$$\int _ { 0 } ^ { 1 } \ln \left( \frac { 1 - e ^ { - t u } } { t } \right) \mathrm { d } u \underset { t \rightarrow 0 ^ { + } } { \longrightarrow } - 1$$

You may begin by establishing that $x \mapsto \frac { 1 - e ^ { - x } } { x }$ is decreasing on $\mathbf { R } _ { + } ^ { * }$.