I came across a different approach on the proof: ∫∞0sin(x)x dx=π2 First, recall the identity: sin(A)−sin(B)=2sin(A2−B2)cos(A2+B2) Applying the identity for: A=kx+x2 ∧ B=kx−x2 We obtain:sin(kx+x2)−sin(kx−x2)=2sin(x2)cos(kx)⇒cos(kx)=sin(kx+x2)−sin(kx−x2)2sin(x2) Using the previous result, we can easily show that: 12+cos(x)+cos(2x)+⋯+cos(λx)=sin(λx+x2)2sin(x2)where λ∈N Integrating the last expression: ∫π0sin(λx+x2)sin(x2) dx=∫π0(1+2cos(x)+2cos(2x)+⋯+2cos(λx)) dx=π We can also prove (since f(x) is continuous on [0,π]), using Riemann-Lebesgue Lemma, that: lim Therefore: \left(1\right)\ \lim_{\lambda\to\infty}\int_0^\pi\frac{2\sin\left(\lambda t+\frac{t}2\right)}t=\lim_{\lambda\to\infty}\int_0^\pi\frac{\sin\left(\lambda t+\frac{t}2\right)}{\sin\left(\frac{t}2\right)}=\pi Returning to the initial problem: \\ Let: x=\lambda t+\frac{t}2 Thus: \int_0^\infty \frac{\sin(x)}x\ dx \stackrel{\eqref{*}}=\frac12\lim_{\lambda\to\infty}\int_0^{\color{teal}{\pi}}\frac{2\sin\left(\lambda t+\frac{t}2\right)}{t}\ dt Using the result obtained from (1):\int_0^\infty \frac{\sin(x)}x\ dx=\boxed{\frac{\pi}2} My question comes from \color{teal}{(???)}, Why is it correct to have \pi instead of \infty when changing the limits of integration?
Answer
Let x = (\lambda + \frac{1}{2}) t. Then \int_0^T \frac{\sin((\lambda + \frac{1}{2}) t)}{t} \mathrm{d}t = \int_0^{(\lambda + \frac{1}{2}) T} \frac{\sin(x)}{\frac{x}{\lambda + \frac{1}{2}}}\frac{\mathrm{d}x}{(\lambda + \frac{1}{2})}=\int_0^{(\lambda + \frac{1}{2}) T} \frac{\sin(x)}{x} \mathrm{d}x Take the limit: \lim_{\lambda\to\infty} \int_0^{(\lambda + \frac{1}{2}) T} \frac{\sin(x)}{x} \mathrm{d}x = \int_0^{\infty} \frac{\sin(x)}{x} \mathrm{d}x
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