Maurice7510 said:
Thanks a lot! The thing I'm trying to show in the end is that the integral is proportional to ##e^{-mx}##, which clearly this is.
No, I don't think so: I get the answer
F(x) \equiv \int_0^{\infty} \frac{r \sin(rx)}{\sqrt{r^2+m^2}} \, dr = m K_1(mx),
where ##K_a(y)## is the modified Bessel function of the second kind. It is the solution of the modified Bessel DE
x^2 \frac{d^2 y}{dx^2} + x \frac{dy}{dx} - (a^2+x^2) y = 0,
with an appropriate boundary condition, specified in such a way that its asymptotic expansion for large ##y## is
K_a(y) \sim \frac{e^y}{\sqrt{2 \pi y}} \left( 1 + \frac{4 a^2-1}{8y} + \cdots \right)
See, eg.,
http://mathworld.wolfram.com/ModifiedBesselFunctionoftheSecondKind.html
and
https://en.wikipedia.org/wiki/Bessel_function.
The function ##K_a## is non-elementary, but is tabulated and is available in several algebraic computer packages: Maple calls it BesselK(a,y), while Mathematica uses BesselK[a,y].
The basic problem you must face is that
D(x) = -\frac{i}{4 \pi^2 x} F(x)
(with ##\pi^2## in the denominator, not ##\pi##!)
involves a
divergent integral. The integrand of ##F(x)## is of the form ##\sin(rx) g(r)##, where ##g(r) = r/ \sqrt{r^2+m^2} \to 1## as ##r \to +\infty##, so the integral is not well-defined. As is often done in Physics, we can try to re-interpret the integration as some type of "generalized function", similar to a Dirac delta-function or the like; in this case, it turns out that the generalized function we get is actually an ordinary function, taking the form of a Bessel function.
Basically (as in several intuitive treatments of generalized functions) we can regard the integral as the ##p \to 0+## limit of
F_p(x) \equiv \int_0^{\infty} e^{-px} \sin(rx) g(r) \, dr
We can further isolate the troublesome part by writing ##g(r) = [g(r)-1] + 1 \equiv h(r) + 1##, to get
F_p(x) = \int_0^{\infty} e^{-px} \sin(rx) \, dr + \int_0^{\infty} e^{-px} \sin(rx) h(r) \, dr
The first integral is do-able, and the second one can be simplified by putting ##p = 0## right away, since ##h(r) \sim - \frac{m^2}{2 r^2} + O(1/r^4)## for large ##r > 0##, so the integral converges nicely without the exponential damping factor. We end up with
\lim_{p \to 0+} F_p(x) = \frac{1}{x} + \int_0^{\infty} \sin(rx) h(r) \, dr,
You can use integration by parts in the second integral, with ##u = h(r)## and ##dv = \sin(rx)\, dr##; eventually, this gives the second integral as
\int_0^{\infty} \sin(rx) h(r) \, dr =- \frac{1}{x} + m K_1(mx).
This uses integral expressions for ##K_a## as found in the cited links.
A basic question here is whether or not to trust any particular interpretation of a divergent integral. If the problem was part of a design plan for a life-critical system, would you really be willing to trust your survival to such an interpretation? It is a pretty common approach in physics, at least, but could you defend it in court?