If $a > 0$ then show $$\int_0^\infty \frac{e^{-ax}\sin bx}{x} \mathrm dx=\tan^{-1}\frac{b}{a},$$ hence also show that $$(i) \quad \int_0^\infty \frac{\sin bx}{x}\mathrm dx=\frac{\pi}{2} \text{ when } b>0,$$ $$(ii) \quad\int_0^\infty \frac{\sin bx}{x}\mathrm dx=-\frac{\pi}{2} \text{ when } b<0.$$
$$I=\int_0^\infty \frac{e^{-ax}\sin bx}{x}\mathrm dx .$$ $$\frac{dI}{db}=\int_0^\infty \frac{e^{-ax}}{x} \frac{\partial}{\partial b} (\sin bx)\mathrm dx =\int_0^\infty \frac{e^{-ax}}{x}x\cos bx\mathrm dx =\frac{a}{a^2+b^2}.$$
But, how is $$e \int_0^\infty \frac{e^{-ax}}{x}x\cos bx\mathrm dx = \frac{a}{a^2 +b^2}.$$ I was solving the problem by differentiating inside the integral sign. There's an $x$ in denominator. So, It's not my answer.
Note: I am doing differentiation under integral sign.
Question: Show that $\int_0^\infty e^{-ax}\cos bx\mathrm dx=\frac{a}{a^2 +b^2}$ (recent linked question didn't prove it. They were just telling to prove what I will get if I integrate by parts. And, another one prove my question is equal to 1/2. Thats why I am rejecting them. There's no possible answer which matches with mine.)