Definite Integral to Infinity of Exponential of -a x by Cosine of b x
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Theorem
- $\ds \int_0^\infty e^{-a x} \cos b x \rd x = \frac a {a^2 + b^2}$
where $a$ and $b$ are real numbers with $a > 0$.
Proof
\(\ds \int_0^\infty e^{-a x} \cos b x \rd x\) | \(=\) | \(\ds \intlimits {\frac {e^{-a x} \paren {-a \cos b x + b \sin b x} } {a^2 + b^2} } 0 \infty\) | Primitive of $e^{a x} \cos b x$ | |||||||||||
\(\ds \) | \(=\) | \(\ds \lim_{x \mathop \to \infty} \paren {\frac {e^{-a x} \paren {-a \cos b x + b \sin b x} } {a^2 + b^2} } + \frac {e^0 \paren {a \cos 0 - b \sin 0} } {a^2 + b^2}\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds \lim_{x \mathop \to \infty} \paren {\frac {e^{-a x} \paren {-a \cos b x + b \sin b x} } {a^2 + b^2} } + \frac a {a^2 + b^2}\) | Exponential of Zero, Cosine of Zero is One, Sine of Zero is Zero |
Note that we have, by Linear Combination of Sine and Cosine:
- $\ds 0 \le \size {\frac {e^{-a x} \paren {-a \cos b x + b \sin x} } {a^2 + b^2} } \le \frac {e^{-a x} \sqrt {a^2 + b^2} } {a^2 + b^2} = \frac {e^{-a x} } {\sqrt {a^2 + b^2} }$
By Exponential Tends to Zero and Infinity:
- $\ds \lim_{x \mathop \to \infty} \paren {\frac {e^{-a x} } {\sqrt {a^2 + b^2} } } = 0$
So by the Squeeze Theorem:
- $\ds \lim_{x \mathop \to \infty} \paren {\frac {e^{-a x} \paren {-a \cos b x + b \sin x} } {a^2 + b^2} } = 0$
So:
- $\ds \int_0^\infty e^{-a x} \cos b x \rd x = \frac a {a^2 + b^2}$
$\blacksquare$
Sources
- 1968: Murray R. Spiegel: Mathematical Handbook of Formulas and Tables ... (previous) ... (next): $\S 15$: Definite Integrals involving Exponential Functions: $15.68$