Evaluating
∫∞0∫∞0e−(x+y)⋅sin(π⋅yx+y)dydx
Using the transformation x+y=u and y=v (Is there a better transformation than this?)
The absolute value of Jacobian |J|=1, therefore dx⋅dy=du⋅dv
∫∞0∫∞0e−(x+y)⋅sin(π⋅yx+y)dydx=∬
Now this integration is easy but the problem I'm facing is difficulty figuring out the new region E and setting the limits of u and v. This is particularly because \infty is involved in the limits of x and y
Answer
Let us use the change of variables (x,y)\to(u,v) such that u=x+y and v=\frac{y}{x+y}.
Then x=u(1-v),y=uv which means x,y\ge0\implies u\ge0 and 0\le v\le1.
Absolute value of jacobian of transformation is u. The integral then simplifies as
I=\int_0^1\int_0^\infty ue^{-u}\sin(\pi v)\,du\,dv=\int_0^1\sin(\pi v)\,dv\int_0^\infty ue^{-u}\,du
I think this transformation works better here.
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