# Evaluate the definite integral $\int_0^\infty \frac{x\sin mx}{x^2+a^2}dx$

Evaluate the definite integral $$\int_0^\infty \frac{x\sin mx}{x^2+a^2}\, \mathrm dx \quad (m,a>0)$$

I tried a trigonometric substitution but did not get anywhere with that I think the multiple variable are throwing me off.

For first, we get rid of one parameter by substituting $x=az$. Then we have to compute: $$I(k) = \int_{0}^{+\infty}\frac{x}{x^2+1}\cdot\sin(kx)\,dx=\frac{1}{2}\int_{\mathbb{R}}\frac{x}{x^2+1}\cdot\sin(kx)\,dx$$ that is half the imaginary part of $\int_{\mathbb{R}}\frac{x e^{ikx}}{x^2+1}\,dx$. By computing the residue of the integrand function at $x=i$ it follows that: $$I(k) = \frac{\pi}{2}\cdot e^{-k},$$ hence:
$$\int_{0}^{+\infty}\frac{x\sin(mx)}{x^2+a^2}\,dx = \color{red}{\frac{\pi}{2}\cdot e^{-am}}.$$
• @Gaffney: the integration path should be a rectangle enclosing $x=i$, indeed. – Jack D'Aurizio Apr 7 '16 at 17:11
• @Gaffney: the situation is almost the same as the usual proof of $\int_{0}^{+\infty}\frac{\sin x}{x}\,dx=\frac{\pi}{2}$. Have a look at robjohn's proof here: math.stackexchange.com/questions/594641/… – Jack D'Aurizio Apr 7 '16 at 17:39