this issue is related to a physics problem, but since it is mathematical I will post it here.
When calculating the following Fourier transform
$$ -i\int_\infty^\infty dt~ e^{i\omega t}\theta(t)e^{-i\xi_k t} = -i\int_0^\infty dt~e^{i(\omega -\xi_k)t}, $$
where $\theta(t)$ is the heaviside step function. The solution then states that in order to make the integral converge in the upper limit, we let $\omega \rightarrow \omega + i\eta$, where $\eta = 0^+$. Then they just write out the result which is
$$ \frac{1}{\omega - \xi_k + i\eta}. $$
However, when I try to do the calculation more detailed, I fail to understand why the addition of the positive infinitesimal helps us, and how do I get 1 in the numerator? So my question is: How does the addition of the positive infinitesimal make the integral converge?
The addition of $i\eta$ helps because what you end up with at that point is an exponential of the form $e^{i(\omega+i\eta-\xi_k)t} = e^{i(\omega-\xi_k)t}e^{-\eta t}$. Notice then that you have exponential decay due to $\eta$ which allows integrals to converge nicely. Otherwise your integral, as it stands, is not convergent in the usual way (since $e^{it}$ oscillates). Then the integral is easy to do:
$$-i\int_0^{\infty} e^{(i\omega-i\xi_k-\eta)t}\,dt = \left.-\frac{i}{i\omega-i\xi_k-\eta}e^{(i\omega-i\xi-\eta)t}\right|_0^{\infty} = \frac{1}{\omega-\xi_k+i\eta}.$$
Personally I don't like "regularization" like this. I prefer to treat such integrals distributionally as it's is a more rigorous approach but both roads lead you to the same answer. However regularizing gives answers more readily. If you do it distributionally, you often have to do quite a bit of work to get an answer. Each has its merits and pitfalls.