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Friday, October 10, 2014

A note on the Riemann integral of sin(x)/x

In this post, we will prove the famous result that \int_{0}^{\infty}\frac{\sin x}{x}dx=\frac{\pi}{2}. We first fix some 0<a<\infty and consider e^{-xy}\sin x. We shall show that e^{-xy}\sin x is integrable on 0<x< a and y>0. As \left|\sin x\right|\le1, one may instead try to prove the integrability of e^{-xy} for this purpose. Unfortunately, the attempt would fail since \int_{0}^{a}\int_{0}^{\infty}e^{-xy}\,dy\,dx=\int_{0}^{a}\frac{1}{x}dx=\infty diverges. Bounding e^{-xy}\sin x with e^{-xy} turns out to be too rough near x=0, because 1/x\rightarrow\infty but \sin x/x\rightarrow1 when x\searrow0. We therefore need to use a tighter bound near x=0 to make the integral finite. Observe that, since \sin x/x\rightarrow1, given \varepsilon>0 there exists \delta>0 such that \left|\sin x/x-1\right|< \varepsilon for 0< x< \delta. Hence, \begin{eqnarray*} \int_{0}^{a}\int_{0}^{\infty}e^{-xy}\sin x\,dy\,dx & = & \int_{0}^{\delta}\int_{0}^{\infty}e^{-xy}\sin x\,dy\,dx+\int_{\delta}^{a}\int_{0}^{\infty}e^{-xy}\sin x\,dy\,dx\\ & \le & \int_{0}^{\delta}\frac{\sin x}{x}dx+\int_{\delta}^{a}\frac{1}{x}dx\\ & \le & \left(1+\varepsilon\right)\delta+\ln a-\ln\delta < \infty. \end{eqnarray*} Similarly, \int_{0}^{a}\int_{0}^{\infty}e^{-xy}\sin x\,dy\,dx \ge \left(1-\varepsilon\right)\delta-\ln a+\ln\delta > -\infty. It follows that the integral indeed exists. Now we can perform the double integral in two orders to obtain \int_{0}^{a}\left(\int_{0}^{\infty}e^{-xy}\, dy \right)\sin x\, dx=\int_{0}^{a}\frac{\sin x}{x}dx and \begin{eqnarray*} \int_{0}^{\infty}\left(\int_{0}^{a}e^{-xy}\sin x \, dx \right) dy & = & \int_{0}^{\infty}\left(\dfrac{1}{y^{2}+1}-\dfrac{\left( \cos a + y\,\sin a \right)e^{-ay}}{y^{2}+1}\right) dy \\ & = & \frac{\pi}{2}-\cos a\int_{0}^{\infty}\frac{e^{-ay}}{1+y^{2}}dy-\sin a\int_{0}^{\infty}\frac{y\,e^{-ay}}{1+y^{2}} dy \end{eqnarray*} Hence, \begin{eqnarray*} \left|\int_{0}^{a}\frac{\sin x}{x}dx-\frac{\pi}{2}\right| & = & \cos a\int_{0}^{\infty}\frac{e^{-ay}}{1+y^{2}}dy+\sin a\int_{0}^{\infty}\frac{y\,e^{-ay}}{1+y^{2}}dy\\ & \le & \int_{0}^{\infty}\left(1+y\right)e^{-ay}\, dy\\ & = & a^{-2}+a^{-1}. \end{eqnarray*} By taking a\rightarrow\infty we obtain the desired result.
You can find different proofs of the same result here. Besides, this thread shows why \sin{x}/x is Riemann integrable but not Lebesgue integrable on (0,\infty).

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