\dps∫∞0sin2xx2\rdx=π2.
证明: 由分部积分, \bee\label{1}\bea \int_0^\infty\frac{\sin^2x}{x^2}\rd x &=-\int_0^\infty \sin^2x\rd\frac{1}{x}\\ &=-\left.\frac{\sin^2x}{x}\right|^\infty_0 +\int_0^\infty \frac{\sin 2x}{x}\rd x\\ &=\int_0^\infty\frac{\sin 2x}{2x}\rd(2x)\\ &=\int_0^\infty \frac{\sin t}{t}\rd t. \eea\eee
往求 \dps∫∞0sintt\rdt. 为此, 我们用 Fubini 定理得到 \bee \label{2} \bea\int_0^\infty \frac{\sin t}{t}\rd t &=\int_0^\infty \sin t\rd t \int_0^\infty e^{-tx}\rd x\\ &=\int_0^\infty \rd x\int_0^\infty e^{-tx}\sin t\rd t. \eea\eee
为求 \dpsI(x)=∫∞0e−txsint\rdt, 进行两次分部积分, \beex\bea I(x)&=-\int_0^\infty e^{-tx}\rd\cos t\\ &=-e^{-tx}\cos t|^\infty_0 +\int_0^\infty (-x)e^{-tx}\cos t\rd t\\ &=1-x\int_0^\infty e^{-tx}\rd\sin t\\ &=1-x\sez{0+x\int_0^\infty e^{-tx}\sin t\rd t}\\ &=1-x^2I(x). \eea\eeex
于是 \beex\beaI(x)=11+x2,\eea\eeex
而由 (???), (???) 即知 \beex\bea∫∞0sin2xx2\rdx=∫∞0I(x)\rdx=π2.\eea\eeex