$\int_{0}^{\infty} \frac{\cos x - e^{-x^2}}{x} \ dx$ Evaluate Integral

Question

Evaluate

$$\int_{0}^{\infty} \frac{\cos x - e^{-x^2}}{x} \ dx$$

Answer 1

A related problem. Recalling the Mellin transform of a function $f$

$$ F(s) = \int_{0}^{\infty} x^{s-1}f(x) \,dx \,$$

Then we consider the more general integral

$$ F(s) = \int_{0}^{\infty} x^{s-1}\left(\cos x - e^{-x^2}\right) \, dx \,. $$

The value of the integral in our problem follows by taking the limit as $s\to 0 $ in the above integral. Evaluating the above integral gives

$$ F(s) = \Gamma \left( s \right) \cos \left( \frac{\pi \,s}{2} \right) - \frac{1}{2}\, \Gamma \left(\frac{s}{2} \right) \,.$$

Taking the limit as $s \to 0 \,,$ we get the desired result

$$ \int_{0}^{\infty} \frac{\cos x - e^{-x^2}}{x} \ dx = -\frac{\gamma}{2}\,. $$

Answer 2

The result is

$$ \int_{0}^{\infty} \frac{\cos x - e^{-x^2}}{x} \, dx = -\frac{\gamma}{2},$$

where $\gamma$ is the Euler-Mascheroni constant.

Some direct calculations are available, but I prefer to consider it as a difference of some sort of log-singularities. you can find a slightly general method in this line of approach to calculate integrals of this form in my blog posting.