Fourier Integrals
1. **State the problem:**
Show that
$$\int_0^\infty \frac{w \sin(wx)}{1+x^2} \, dw = \frac{\pi}{2} e^x$$
and
$$\int_0^\infty \frac{\cos(wx)}{1+x^2} \, dw = \frac{\pi}{2} e^x$$
2. **Recall the Fourier integral representation:**
The Fourier sine and cosine transforms of functions involving exponential decay often yield expressions involving $e^x$.
3. **Step 1: Consider the integral involving sine:**
We use the known integral formula:
$$\int_0^\infty \frac{w \sin(aw)}{w^2 + b^2} \, dw = \frac{\pi}{2} e^{-ab}$$
for $a,b > 0$.
4. **Match the given integral:**
Rewrite denominator $1+x^2$ as $w^2 + b^2$ with $b=1$ and variable $x$ as $a$.
5. **Apply the formula:**
$$\int_0^\infty \frac{w \sin(wx)}{1 + w^2} \, dw = \frac{\pi}{2} e^{-x}$$
6. **Check the sign in the exponent:**
The problem states $e^x$ but the integral formula yields $e^{-x}$, so likely the problem has a typo or $x$ is negative.
7. **Similarly for cosine integral:**
Use the formula:
$$\int_0^\infty \frac{\cos(ax)}{x^2 + b^2} \, dx = \frac{\pi}{2b} e^{-a b}$$
8. **Apply to given integral:**
$$\int_0^\infty \frac{\cos(wx)}{1 + w^2} \, dw = \frac{\pi}{2} e^{-x}$$
9. **Summary:**
Both integrals equal $\frac{\pi}{2} e^{-x}$, assuming $x > 0$.
**Final answers:**
$$\int_0^\infty \frac{w \sin(wx)}{1 + w^2} \, dw = \frac{\pi}{2} e^{-x}$$
$$\int_0^\infty \frac{\cos(wx)}{1 + w^2} \, dw = \frac{\pi}{2} e^{-x}$$
This matches the Fourier integral representation results.