$$ \lim_{n\to \infty } n^2\int_0^ \frac{1}{n}x^{2019x+1}dx= \lim_{n\to \infty } \frac{\int_0^ \frac{1}{n}x^{2019x+1}dx}{ \frac{1}{n^2}}=\lim_{n\to0^+} \frac{\int_0^nx^{2019x+1}dx}{n^2}$$
$$=\lim_{n\to0^+} \frac{n^{2019n+1}}{2n}=\lim_{n\to0^+} \frac{n^{2019n}}{2}= \frac{1}{2}(\lim_{n\to0^+}n^n)^{2019}$$
$$= \frac{1}{2} \times 1^{2019}= \frac{1}{2}$$
$\Box$