[Math] $\int_0^\infty\exp(-x^2)\sin(x)~dx$ Evaluate Integral

definite integralsimproper-integralsintegrationreal-analysis

I try to show that

$$\int_0^\infty\exp(-x^2)\sin(x) \, \mathrm dx=\frac{1}{2}\sum_{k=0}^\infty(-1)^k\frac{k!}{(2k+1)!}$$

using

$$\frac{d}{dt}\int_0^\infty\exp(-tx) \, \mathrm dx=\int_0^\infty(-x)\exp(-tx) \, \mathrm dx$$
somehow.
Tried several approaches to get the $\exp(-x^2)$ away, but none of it worked. Always fall back to an integral with $\exp(-x^2)$ .

Best Answer

$\sin(x) = x - \dfrac{x^3}{3!} + \dfrac{x^5}{5!} - \dfrac{x^7}{7!} + \ldots$ So look at $\displaystyle\int_0^\infty e^{-x^2}x^{2k+1}dx = \frac12\int_0^\infty e^{-t}t^kdt = \dfrac{k!}2$ and you are done. Note: this is more elementary than the proposed method. Let me try the other way.