Past exam of the mathematics course of the year 1 of the natural sciences course of the University of Cambridge / 2005 / Paper 1 / 8 / c / ii / Solution

For $x>0$ and $\alpha >1$, the preceding antiderivative givesThe integrand is nonnegative, so Tonelli's theorem permits reversing the two integrals without first assuming absolute integrability. Put $u=xy$ in the inner integral to obtain the hyperbolic-secant Frullani integral:Here ${\int }_0^{\infty }\mathrm{sech}u\tanh udu=[-\mathrm{sech}u{]}_0^{\infty }=1$. Near zero, cancellation makes the original integrand $O(x)$; at infinity it decays exponentially. The finite result therefore also establishes ordinary convergence of the improper integral.