33.7. EXERCISES 685

Integrate by parts in the inside integral to obtain

=∫

∞

0

1t2 +1

− e−rt(

cosr1+ t2 + t

sinr1+ t2

)dt

=π

2−∫

∞

0

1√1+ t2

e−rt cos(r−φ (t))dt

Explain why the second integral converges to 0 as r → ∞.