fresh_42 said:
7. a) Determine ##\int_1^\infty \frac{\log(x)}{x^3}\,dx\,.##
7. b) Determine for which ##\alpha## the integral ##\int_0^\infty x^2\exp(-\alpha x)\,dx## converges.
7. c) Find a sequence of functions ##f_n\, : \,\mathbb{R}\longrightarrow \mathbb{R}\, , \,n\in \mathbb{N}## such that $$\sum_\mathbb{N}\int_\mathbb{R}f_n(x)\,dx \neq \int_\mathbb{R}\left(\sum_\mathbb{N}f_n(x) \right) \,dx$$
7. d) Find a family of functions ##f_r\, : \,\mathbb{R}^+\longrightarrow \mathbb{R}\, , \,r\in \mathbb{R}## such that
$$
\lim_{r \to 0}\int_\mathbb{R}f_r(x)\,dx \neq \int_\mathbb{R} \lim_{r \to 0} f_r(x) \,dx
$$
7. e) Find an example for which
$$
\dfrac{d}{dx}\int_\mathbb{R}f(x,y)\,dy \neq \int_\mathbb{R}\dfrac{\partial}{\partial x}f(x,y)\,dy
$$
(by
@fresh_42 )
Note: I'm going to post this incomplete answer so you can get started, then come back and do the rest later...
7. a) Let ##I_a:=\int_1^\infty \frac{\log(x)}{x^3}\,dx##. Let ##x=e^u\Rightarrow dx=e^u du## hence
$$I_a=\int_0^\infty ue^{-3u}e^u \, du=\int_0^\infty ue^{-2u}\, du=\int_0^\infty \tfrac{v}{2}e^{-v}\, \tfrac{dv}{2}=\tfrac{1}{4}\Gamma (2)=\boxed{\tfrac{1}{4}}$$
7. b) Determine for which ##\alpha## the integral ##\int_0^\infty x^2\exp(-\alpha x)\,dx## converges.
Let ##I_{\alpha}:=\int_0^\infty x^2e^{-\alpha x}\,dx##. For ##\alpha## positive, let ##u=\alpha x##, then
$$I_{\alpha}=\int_0^\infty \left( \tfrac{u}{\alpha}\right) ^2e^{-u}\,\tfrac{du}{\alpha}=\tfrac{1}{\alpha ^3}\int_0^\infty u^2e^{-u}\,du=\tfrac{1}{\alpha ^3}\Gamma (3)=\tfrac{2}{\alpha ^3}$$
Hence ##I_{\alpha}## converges for positive ##\alpha##. ##I_{\alpha}## obviously diverges for ##\alpha## non-positive. Let ##\alpha :=a+b i## then ##\left| I_{a+b i}\right| \leq\tfrac{2}{a^3}## whenever ##a>0##. Hence ##I_{\alpha}## converges for ##\Re \left[\alpha \right] >0##.
7. c) Find a sequence of functions ##f_n\, : \,\mathbb{R}\longrightarrow \mathbb{R}\, , \,n\in \mathbb{N}## such that $$\sum_\mathbb{N}\int_\mathbb{R}f_n(x)\,dx \neq \int_\mathbb{R}\left(\sum_\mathbb{N}f_n(x) \right) \,dx$$
Define ##f_n (x):=\begin{cases}xne^{-\tfrac{1}{2}nx^2} & \text{if } x \geq 0 \\0 & \text{if } x \leq 0\end{cases}##
Aside: Let ##|a|<1##. Consider the sequence ##\left\{ na^n\right\}##: this sequence trivially converges to zero if ##a=0##. For ##0<|a|<1##, we may write, with ##\theta >0##
$$|a|=\tfrac{1}{1+\theta}\Rightarrow |a^n|=\tfrac{1}{1+\binom{n}{1}\theta +\cdots +\binom{n}{n}\theta ^n}$$
so we have for ##n=1, 2, 3,\ldots##,
$$|a^n|<\tfrac{1}{1+\binom{n}{2}\theta ^2}\Rightarrow |na^n|<\tfrac{1\cdot 2}{(n-1)\theta ^2}$$
Thus we have ##|na^n|<\epsilon ,## as soon as, ##\tfrac{1\cdot 2}{(n-1)\theta ^2}< \epsilon##
i.e. for every $$n>1+\tfrac{2}{\epsilon \cdot \theta ^2}$$
Hence ##na^n\rightarrow 0## for ##|a|<1##. End Aside.
Back to our sequence of functions ##\left\{ f_n\right\}##: Let
##\sum_\mathbb{N}\int_\mathbb{R}f_n(x)\,dx=\sum_{n=1}^\infty \int_{0}^\infty xne^{-\tfrac{1}{2}nx^2}\,dx=\sum_{n=1}^\infty \int_{0}^\infty u^{0}e^{-u}\,du=\sum_{n=1}^\infty \Gamma (1) \rightarrow +\infty##
By the aside with ##a=e^{-\tfrac{1}{2}x^2}<1\forall x>0##, we have
##\int_\mathbb{R}\left(\sum_\mathbb{N}f_n(x) \right) \,dx=\int_\mathbb{R} 0 \, dx=0##
hence
$$\sum_\mathbb{N}\int_\mathbb{R}f_n(x)\,dx \neq \int_\mathbb{R}\left(\sum_\mathbb{N}f_n(x) \right) \,dx$$.
7. d) Find a family of functions ##f_r\, : \,\mathbb{R}^+\longrightarrow \mathbb{R}\, , \,r\in \mathbb{R}## such that
$$\lim_{r \to 0}\int_\mathbb{R}f_r(x)\,dx\neq \int_\mathbb{R} \lim_{r \to 0} f_r(x) \,dx$$
Define ##f_r(x):=\begin{cases}\left\|\tfrac{1}{r}\right\| x(1-x^2)^{\left\|\tfrac{1}{r}\right\| }& \text{if } 0\leq x \leq 1 \\0 & \text{ otherwise } \end{cases}##
where ##\left\| y\right\|:=\text{nint}(y)##. Let n be the integer ##n:=\left\| \tfrac{1}{r}\right\|##,
$$\lim_{r \to 0}\int_\mathbb{R}f_r(x)\,dx=\lim_{r \to 0}\int_{0}^{1}\left\|\tfrac{1}{r}\right\| x(1-x^2)^{\left\|\tfrac{1}{r}\right\| }\, dx$$
$$ =\lim_{n \to \infty}\tfrac{n}{2}\int_{0}^{1}u^{n}\, du =\lim_{n \to \infty}\tfrac{n}{2(n+1)}=\tfrac{1}{2} $$
but
$$ \int_{\mathbb{R}} \lim_{r \to 0} f_r(x) \, dx = \int_{0}^{1} \lim_{r \to 0} \left\| \tfrac{1}{r} \right\| x(1-x^2)^{ \left\| \tfrac{1}{r} \right\|} \, dx $$
$$ = \int_{0}^{1} \lim_{n \to\infty} n x(1-x^2)^{n}\,dx =0 $$
where the limit was evaluated by the aside to problem 7 c). Hence
$$\lim_{r \to 0}\int_\mathbb{R}f_r(x)\,dx\neq \int_\mathbb{R} \lim_{r \to 0} f_r(x) \,dx$$