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Advanced mathematics, sequence limit, how to go from the second step to the third step.
Answer:

This is the differential element method in the geometric sense of definite integral!

Just remember this type when you do this kind of topic in the future.

The method is:

① Extract 1/n

② If i/n in the limit is changed to X, the limit is ∑ 1/( 1+x).

Where 1/( 1+x) is the integrand of definite integral, and the upper and lower bounds of the integral are fixed at (0, 1).