This integral is not absolutely convergent, and so the integral is not even defined in the sense of Lebesgue integration, but it is defined in the sense of the improper Riemann integral or the Henstock–Kurzweil integral. The value of the integral (in the Riemann or Henstock sense) can be derived in various ways. For example, the value can be determined from attempts to evaluate a double improper integral, or by using differentiation under the integral sign.
Double improper integral method
One of the well-known properties of Laplace transforms is
which allows one to evaluate the Dirichlet integral succinctly in the following manner:
where is the Laplace transform of the function sin t. This is equivalent to attempting to evaluate the same double definite integral in two different ways, by reversal of the order of integration, viz.,
Differentiation under the integral sign (Feynman's trick)
First rewrite the integral as a function of the additional variable . Let
In order to evaluate the Dirichlet integral, we need to determine.
Differentiate with respect to and apply the Leibniz rule for differentiating under the integral sign to obtain
Now, using Euler's formula, one can express a sinusoid in terms of complex exponential functions. We thus have
Integrating with respect to gives
where is a constant of integration to be determined. Since using the principal value. This means
Finally, for , we have , as before.
The same result can be obtained via complex integration. Consider
As a function of the complex variable z, it has a simple pole at the origin, which prevents the application of Jordan's lemma, whose other hypotheses are satisfied.
The pole has been moved away from the real axis, so g(z) can be integrated along the semicircle of radius R centered at z = 0 and closed on the real axis; then the limit ε → 0 should be taken.
The complex integral is zero by the residue theorem, as there are no poles inside the integration path
The second term vanishes as R goes to infinity. As for the first integral, one can use one version of the Sokhotski–Plemelj theorem for integrals over the real line: for a complex-valued function f defined and continuously differentiable on the real line and real constants a and b with a < 0 < b one finds
where denotes the Cauchy principal value. Back to the above original calculation, one can write
By taking the imaginary part on both sides and noting that the function is even so
the desired result is obtained as
Alternatively, choose as the integration contour for the union of upper half-plane semicircles of radii and together with two segments of the real line that connect them. On one hand the contour integral is zero, independently of and ; on the other hand as and the integral's imaginary part converges to (here is any branch of logarithm on upper half-plane), leading to .
Via the Dirichlet kernel
be the Dirichlet kernel.
This is clearly symmetric about zero, that is,
for all x, and
since sin(πk) = 0 ∀k ∈ ℤ.
This is continuous on the interval [0, 1/2], so it is bounded by |f(x)| ≤ A , ∀ x, for some constant A ∈ ℝ≥0, and hence by the Riemann–Lebesgue lemma,
by the above.