We're generating a sequence of functions
with

where
, so that the sequence
converges to
as
.
:

:

:

Unless you're familiar with Fresnel integrals, you won't be able to simplify this any further.
:

My computer takes a really long time to compute
, and even longer to plot it, so I've ultimately omitted
from the plot. (I wonder now if by "until to 3-th aproximation" it's intended that you only go up to
...)
I've attached a plot of the approximations (dashed and colored) along with a more precisely computed numerical solution (black)