State and prove convolution theorem. Use it to find
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Let
Dn=
π
2
−In=∫
π/2
0
f(x)sin(2n+1)x dx
where
f(x)=
1
sinx
−
1
x
.
We need the fact that if we define f(0)=0 then f has a continuous derivative on the interval [0,π/2]. Integration by parts yields
Dn=
1
2n+1
∫
π/2
0
f′(x)cos(2n+1)x dx=O(1/n).
Hence In→π/2 and we conclude that
∫
∞
0
sinx
x
dx= limn→∞ In=
π
2
.
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