Possible Duplicate:
Solving the integral $\int_{0}^{\infty} \frac{\sin{x}}{x} \ dx = \frac{\pi}{2}$?
How to prove $\operatorname{si}(0) = -\pi/2$ without contour integration ? Where $\operatorname{si}(x)$ is the sine integral.
Possible Duplicate:
Solving the integral $\int_{0}^{\infty} \frac{\sin{x}}{x} \ dx = \frac{\pi}{2}$?
How to prove $\operatorname{si}(0) = -\pi/2$ without contour integration ? Where $\operatorname{si}(x)$ is the sine integral.
HINT:
Note that our integral may be rewritten as $$\int_{0}^{\infty} \int_{0}^{\infty} e^{-xy} \sin x \ dy \ dx = \int_{0}^{\infty} \frac{\sin x}{x} \ dx$$ but integrating with respect to x we get that $$\int_{0}^{\infty} \int_{0}^{\infty} e^{-xy} \sin x \ dx \ dy = \int_{0}^{\infty} \frac{1}{1+y^2} \ dy$$ Hence I hope you can handle it on your own.