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Evaluate the integral $$\int_0^\infty \dfrac{\sin(ax)}{x^b} \, dx,\quad a\in \mathbb{R},\quad 0<b<2.$$

I know $a=1$ ,and $ b\in \mathbb{N}$, I can find the value,

How to evaluate this integral for general $a,b$? Thank you.

Shuhao Cao
  • 18,935
math110
  • 93,304

2 Answers2

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Process 1:$$\int_0^\infty \dfrac{\sin(ax)}{x^b} \, dx.$$$$=-\Im\left(\int_0^\infty\large e^{-iax}x^{-b}\, dx\right)$$$$=-\Im\left(\frac{1}{(ia)^{1-b}}\int_0^\infty\large e^{-t}t^{-b}\, dt\right)$$$$=-\Im\left(\frac{1}{(ia)^{1-b}}\Gamma(1-b)\right)=a^{b-1}\Gamma(1-b)\cos \left({\pi b\over 2}\right)$$

Process 2: Use Mellin Transformation.

Let, $$I(a,b)=\int_0^\infty \dfrac{\sin(ax)}{x^b} \, dx=a^{b-1}\int_0^\infty \sin(x)x^{-b}\,dx$$ Now, using Mellin transformation of $\sin x$, we will have, $$I(a,b)=a^{b-1}\Gamma(1-b)\sin\left(\frac{\pi(1-b)}{2}\right)=a^{b-1}\Gamma(1-b)\cos \left({\pi b\over 2}\right)$$

Kunnysan
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Note that $\sin x$ can be decomposed into the exponents $\exp(\pm i a x)$, and transforming $i a x\to t$, you get an integral which is equivilent to the Incomplete gamma function.