I am asked to show that limt→∞∫t1tsin(ax)xdx
For the first part, I want to apply a previously proven result that if f is continuous and g′ is locally integrable on [a,b) with limx→b−g(x)=0 and F(t)=∫taf is bounded on [a,b), and g′ has a constant sign then ∫bafg converges. Can I use this theorem here? If we take g(x)=1x and f(x)=sin(ax) then clearly F(t) is bounded and g′ has a constant sign and g(x) tends to 0. But the condition of local integrability is throwing me off.
If I cannot use this theorem. How may I alternatively prove that the above integral converges? additionally, the proof that the value of the integral is the same for all positive a is eluding me. Any help is greatly appreciated.
Answer
We assume a>0, t>0.
Hint. One may first perform an integration by parts,
∫t1/tsin(ax)xdx=[1x⋅1−cos(ax)a]t1/t+∫t1/t1−cos(ax)ax2dx
limt→∞∫t1/tsin(ax)xdx=limt→∞∫t1/t1−cos(ax)ax2dx
|1−cos(ax)ax2|≤2ax2,x≥1,
From (1), using a standard result one has
limt→∞∫t1/tsin(ax)xdx=∫∞01−cos(ax)ax2dx=π2,a>0.
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