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Dirichlet integral
(section)
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=== Double integration === Evaluating the Dirichlet integral using the Laplace transform is equivalent to calculating the same double definite integral by changing the [[Order of integration (calculus)|order of integration]], namely, <math display="block"> \left( I_1 = \int_0^\infty \int _0^\infty e^{-st} \sin t \,dt \,ds \right) = \left( I_2 = \int_0^\infty \int _0^\infty e^{-st} \sin t \,ds \,dt \right),</math> <math display="block">\left( I_1 = \int_0^\infty \frac{1}{s^2 + 1} \,ds = \frac{\pi}{2} \right) = \left( I_2 = \int_0^\infty \frac{\sin t}{t} \,dt \right), \text{ provided } s > 0. </math> The change of order is justified by the fact that for all <math>s > 0</math>, the integral is absolutely convergent.
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