Saturday 26 December 2015

calculus - Proving of Integral $int_{0}^{infty}frac{e^{-bx}-e^{-ax}}{x}dx = lnleft(frac{a}{b}right)$




Prove that



$$
\int_{0}^{\infty}\frac{e^{-bx}-e^{-ax}}{x}\,dx = \ln\left(\frac{a}{b}\right)
$$





My Attempt:



Define the function $I(a,b)$ as



$$
I(a,b) = \int_{0}^{\infty}\frac{e^{-bx}-e^{-ax}}{x}\,dx
$$



Differentiate both side with respect to $a$ to get




$$
\begin{align}
\frac{dI(a,b)}{da} &= \int_{0}^{\infty}\frac{0-e^{-ax}(-x)}{x}\,dx\\
&= \int_{0}^{\infty}e^{-ax}\,dx\\
&= -\frac{1}{a}(0-1)\\
&= \frac{1}{a}
\end{align}
$$




How can I complete the proof from here?


Answer



A problem-specific solution is as follows:



\begin{align*}
\int_{0}^{\infty} \frac{e^{-bx} - e^{-ax}}{x} \, dx
&= - \int_{0}^{\infty} \int_{a}^{b} e^{-xt} dt \, dx \\
&= - \int_{a}^{b} \int_{0}^{\infty} e^{-xt} dx \, dt \\
&= - \int_{a}^{b} \frac{dt}{t}
= - \left[ \log x \right]_{a}^{b} = \log\left(\frac{a}{b}\right).

\end{align*}



Interchanging the order of integration is justified either by Fubini's theorem or Tonelli's theorem.


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