Definite Integral to Infinity of Cosine p x minus Cosine q x over x Squared

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Theorem

$\ds \int_0^\infty \frac {\cos p x - \cos q x} {x^2} \rd x = \frac {\pi \paren {\size q - \size p} } 2$

where $p, q$ are real numbers.


Proof

\(\ds \int_0^\infty \frac {\cos p x - \cos q x} {x^2} \rd x\) \(=\) \(\ds \int_0^\infty \frac {1 - \cos q x - \paren {1 - \cos p x} } {x^2} \rd x\)
\(\ds \) \(=\) \(\ds \int_0^\infty \frac {1 - \cos q x} {x^2} \rd x - \int_0^\infty \frac {1 - \cos p x} {x^2} \rd x\)
\(\ds \) \(=\) \(\ds \frac \pi 2 \size q - \frac \pi 2 \size p\) Integral to Infinity of $\dfrac {1 - \cos p x} {x^2}$
\(\ds \) \(=\) \(\ds \frac {\pi \paren {\size q - \size p} } 2\)

$\blacksquare$


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