Firstly, let's define a function I(b) as follows:I(b)=∫∞0sinxxe−bxdxwhere b>=0
Now let's differentiate both sides with respect to b, not x:I′(b)=−∫∞0sinxe−bxdx
Using integration by parts, I(b) can be expressed as follows: I′(b)=e−bx(cosx+bsinx)b2+1|x=∞x=0=−1b2+1
The demonstration of this integration by parts can be found here. Now integrating both sides with respect to b, we get:I(b)=−∫1b2+1db=−arctanb+C
Comparing this result for I(b) with our earlier result, we can write:−arctanb+C=∫∞0sinxxe−bxdx
Now as b→∞, the equation reduces to: −π2+C=0 and so C=π2
Finally, we can write:I(b)=−arctan(b)+π2=∫∞0sinxxe−bxdx
Now setting b=0, we achieve our desired result, namely:I(0)=∫∞0sinxxdx=π2
A video demonstration of this technique (known as Feynman's Technique, presumably after the famous physicist) can be found here:
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