The integral I = ∫_0^∞ e^{-ax} sin(bx) dx can be solved using integration by parts, which leads to a recursive relationship between the integral and similar integrals involving cosine. By applying integration by parts multiple times, the integral can be expressed in terms of itself, allowing for simplification. The final result is derived as I = b / (a² + b²), showing the relationship between the parameters a and b. Substitutions are necessary to facilitate the integration by parts process, even if they seem complex at first. This method effectively resolves the integration problem while highlighting the interplay between sine and cosine functions.