The Dirichlet integral ∫₀^∞ sin x / x dx = π / 2 #
WorkedExamples/HalfDisc/Dirichlet.lean evaluates the Hungerbühler--Wasem motivating example in
its complex form: the Cauchy principal values of e^{iaz}/z along the real segment [-R, R]
converge to π i as R → ∞, the pole at the origin sitting on the contour and contributing
only half its residue. This file cashes that in for the classical real statement it exists to
prove — the Dirichlet integral
lim_{R → ∞} ∫_0^R sin (a x) / x dx = π / 2 for every frequency a > 0,
and in particular lim_{R → ∞} ∫_0^R sin x / x dx = π / 2. The limit is genuinely improper:
x ↦ sin x / x is not Lebesgue integrable on [0, ∞), so there is no Bochner integral over
Ioi 0 to state this about, and the result is a statement about the truncated integrals.
The bridge is a second, independent evaluation of the same principal value. Along the real axis the Dirichlet integrand splits as
e^{i a t} / t = cos (a t) / t + i · sin (a t) / t,
and the symmetric ε-excision at the origin treats the two parts completely differently:
- the real part
cos (a t) / tis odd, so each excised integral over[-R, R]vanishes identically — this is exactly why the principal value exists at all, the divergence of∫ dt / tcancelling between the two sides; - the imaginary part
sin (a t) / tis bounded (by|a|, since|sin u| ≤ |u|), so its excised integrals converge to the ordinary integral over[-R, R]by dominated convergence — no principal value is needed there.
So the principal value equals i · ∫_{-R}^{R} sin (a t) / t dt, and comparing with the half-disc
evaluation of Dirichlet.lean through uniqueness of the principal value (HasCauchyPV.unique)
turns the complex identity into a real one. Jordan's lemma disposes of the arc as R → ∞, and
evenness of t ↦ sin (a t) / t halves the symmetric integral.
The frequency a is arbitrary in the principal-value identity — neither the cancellation nor the
bound above needs anything of it — and only the passage to the limit R → ∞ requires a > 0,
since that is where Jordan's lemma enters.
Main results #
TauCeti.Contour.hasCauchyPVAt_realSegment_dirichlet— the principal value ofe^{iat}/talong[-R, R]isi · ∫_{-R}^{R} sin (a t) / t dt, for every frequency.TauCeti.Contour.integral_sin_mul_div_neg_self_eq— comparing the two evaluations of that principal value: the symmetric integral isπminus the arc contribution.TauCeti.Contour.tendsto_integral_sin_mul_div_neg_self_atTop— the symmetric integrals∫_{-R}^{R} sin (a t) / t dtconverge toπfora > 0.TauCeti.Contour.tendsto_integral_sin_mul_div_atTop— the Dirichlet integral:∫_0^R sin (a x) / x dx → π / 2fora > 0.TauCeti.Contour.tendsto_integral_sin_div_atTopandTauCeti.Contour.tendsto_integral_sinc_atTop— the unit-frequency case, in thesin x / xand theReal.sincspellings.
References #
- N. Hungerbühler, M. Wasem, Non-integer valued winding numbers and a generalized Residue Theorem, arXiv:1808.00997 (2018), Thm 3.3 and the improper-integral application motivating it.
The Dirichlet integrand along the real axis #
The real and imaginary parts of the Dirichlet integrand along the real axis. For real t,
e^{iat}/t = cos (a t)/t + i · sin (a t)/t. Both sides are 0 at t = 0 under the
division-by-zero convention, so no hypothesis on t is needed.
Integrability of the excised real parts #
The two halves of the excised integral #
The principal value along the real segment, evaluated twice #
The principal value along the real segment, evaluated directly. For every frequency a
and every real R, the Cauchy principal value of e^{iat}/t along [-R, R], excising the
origin symmetrically, is i times the ordinary integral of sin (a t) / t.
Both defining clauses come from the split of the integrand into cos (a t)/t + i · sin (a t)/t:
the excised real part integrates to 0 by oddness for every ε, while the imaginary part is
bounded and its excised integrals converge by dominated convergence. Reversing a negative-radius
interval negates both sides. No positivity of a is needed.
The two evaluations agree. Comparing the direct evaluation above with the half-disc
evaluation of Dirichlet.lean through uniqueness of the principal value turns the complex
identity into a real one: for each radius, i · ∫_{-R}^{R} sin (a t)/t dt is π i minus the arc
contribution.
The improper integral #
The symmetric Dirichlet integral. For a positive frequency the integrals over [-R, R]
converge to π: Jordan's lemma kills the arc contribution of
integral_sin_mul_div_neg_self_eq.
The Dirichlet integral, for an arbitrary positive frequency.
∫_0^R sin (a x) / x dx → π / 2 as R → ∞, for every a > 0 — the value is independent of the
frequency. This is the Hungerbühler--Wasem motivating application: the pole of e^{iaz}/z sits
on the contour of integration, so the classical residue theorem does not apply directly to this
contour. The generalized theorem handles it without an indentation and weights the residue by the
winding number ½ of a point on a smooth arc.
The limit is genuinely improper: x ↦ sin (a x) / x is not Lebesgue integrable on [0, ∞), so
this is a statement about the truncated integrals and not about an integral over Ioi 0.
The Dirichlet integral: ∫_0^R sin x / x dx → π / 2 as R → ∞.
The Dirichlet integral in Mathlib's Real.sinc spelling. The two integrands differ only
at the single point 0, so the integrals agree.