I'm asked to prove $$\displaystyle\int_0^\infty e^{-x}\frac{\sin^2 x}{x}\text{ dx}=\frac{\text{log }5}{4}\tag{$\ast$}$$
by integration of $e^{-x}\text{sin}(2xy)$ over an suitable measurable subset of $\mathbb{R}^2$. I've no idea how to do this. Can anyone tell me how one would choose such a subset and why integration of $e^{-x}\text{sin}(2xy)$ proofs or helps to proof $(\ast)$?
The idea is to obtain $\dfrac{\sin^2 x}{x}$ as an integral
$$\int_u^v \sin (2xy)\,dy.$$
Now, it's not hard to guess the upper bound $1$, and if we check, we see
$$\frac{d}{dy} \frac{\sin^2 (xy)}{x} = \frac{2\sin(xy)\cos (xy)\cdot x}{x} = 2\sin(xy)\cos(xy) = \sin(2xy).$$
So write
$$\frac{\sin^2 x}{x} = \int_0^1 \sin(2xy)\,dy$$
for $x > 0$.
Then change the order of integration (justify why you can do that),
$$\int_0^\infty e^{-x}\int_0^1 \sin (2xy)\,dy \,dx = \int_0^1 \int_0^\infty e^{-x}\sin (2xy)\,dx\,dy.$$
The inner integral here has a known closed form, and that can be explicitly integrated to obtain the result.