Saturday 28 December 2019

integration - $lim_{A to infty} int_0^{A} int_0^{infty} sin(x) e^{-xt}dtdx$




I would like to compute the following integral:



$$\lim_{A \to \infty} \int_0^{A} \int_0^{\infty} \sin(x) e^{-xt}dtdx \qquad (1)$$



I would like to swap the order of integration because then the integral becomes easier (I could evaluate it by taking its imaginary part as was done Here or i could do a partial integration two times to get that:



$$\lim_{A \to \infty} \int_0^{A} \int_0^{\infty} \sin(x) e^{-xt}dxdt = \lim_{A \to \infty}\int_0^A\dfrac{1}{1+t^2}dt=\frac{\pi}{2}$$



In order to do that i need to apply Fubini-Lebesgue, because the function $\sin(x)e^{-xt}$ takes also negative values, but i can't show that




$$\lim_{A \to \infty} \int_0^{A} \int_0^{\infty} |\sin(x)| e^{-xt}dtdx < \infty$$



I tried to approximate the function in this way:



$$|\sin(x)e^{-xt}|\le e^{-xt}$$



but



$$\lim_{A \to \infty} \int_0^{A} \int_0^{\infty}e^{-xt}dtdx = \infty$$




How can i use Fubini-Lebesuge to evaluate $(1)$? Any hint would be really appreciated, thank you!



I also tried to bound



$$\lim_{A \to \infty} \int_0^{A} \int_0^{\infty} |\sin(x)| e^{-xt}dtdx \le \lim_{A\to \infty}A$$



but $\lim_{A\to \infty} = \infty$ hence again this argument does not work


Answer



How about, since $x\geq 0$ the following holds for all $t\geq 0$,




$$|\sin(x)e^{-tx}|\leq xe^{-tx}$$
then,
$$\int_0^A\int_0^{\infty}xe^{-tx}dtdx=\int_0^Ax\cdot\frac{1}{x}dx=A$$


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