I need advice on how to solve the following integral:
$$\int_0^\infty J_0(bx) \sin(ax) dx$$
I've seen it referenced, e.g. here on MathSE, so I know the solution is $(a^2-b^2)^{-1/2}$ for $a>b$ and $0$ for $b>a$, but I don't know how to get there.
I have tried to solve it by using the integral representation of the Bessel function and switching the integrals, resulting in $$ \frac{1}{\pi}\int_0^\pi \int_0^\infty \sin(ax)\cos(bx\sin(\theta))dx d\theta. $$ Doing the dx-integration, I get $$ =\frac{1}{\pi}\int_0^\pi \frac{2a}{a^2-b^2\sin^2(\theta)}\left(1-\lim_{x\to\infty}\cos(ax)\cos(bx\sin(\theta)\right)d\theta $$ and have no idea how to proceed from there.
Is there anything wrong with my calculations? Should I use a totally different approach? Any help appreciated.
Then you shall receive it ! ;-$)$
Use Euler's formula in conjunction with the series expansion of the Bessel function. This will
require switching the order of summation and integration, and recognizing the binomial series
of $~\dfrac1{\sqrt{b^2\color{red}+c^2}}~=~\displaystyle\int_0^\infty J_0(bx)~e^{cx}~dx,~$ where the latter converges for $~c<0.~$ Now let
$c=\epsilon+ia,~$ where $\epsilon\to0.\quad$ :-$)$