How do you show that
$$\int_{0}^{\infty}\frac{\mathrm{d}t}{t}\,\mathrm{e}^{\cos\left(t\right)}\,
\sin\left(\sin\left(t\right)\right) =
\frac{\pi}{2}\,\left(\,\mathrm{e} - 1\right)$$
I managed to get the left-hand side to equal the imaginary part of$$I=\int\limits_0^{\infty}\frac {dt}te^{e^{it}}$$But I’m not very sure what to do next. I’m thinking of a substitute $t\mapsto e^{it}$, but I’m not very sure how to evaluate the limit as $t\to\infty$. I also tried contour integration, but I’m not exactly sure what contour to draw.
Answer
$$e^{\cos t}\sin\sin t=\text{Im}\exp\left(e^{it}\right)=\text{Im}\sum_{n\geq 0}\frac{e^{nit}}{n!}=\sum_{n\geq 1}\frac{\sin(nt)}{n!} $$
and since for any $a>0$ we have $\int_{0}^{+\infty}\frac{\sin(at)}{t}\,dt=\frac{\pi}{2}$ it follows that
$$\int_{0}^{+\infty}e^{\cos t}\sin\sin t\frac{dt}{t} = \frac{\pi}{2}\sum_{n\geq 1}\frac{1}{n!}=\frac{\pi}{2}(e-1), $$
pretty simple.
I have a counter-proposal:
$$\begin{eqnarray*} \int_{0}^{+\infty}\left(e^{\cos t}\sin\sin t\right)^2\frac{dt}{t^2} &=&\frac{\pi}{2}\sum_{m,n\geq 1}\frac{\min(m,n)}{m!n!}\\&=&-\frac{\pi}{2}I_1(2)+\pi e(e-1)-2\pi e\int_{0}^{1}I_1(2x)e^{-x^2}\,dx. \end{eqnarray*}$$
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