How can I evaluate this? $$ I=\int_0^b \frac{1-\cos ax}{x} dx$$
I tried the following two approaches that do not work well:
Use the power series expansion $$ \frac{1-\cos ax}{x}=\sum_{n=1}^\infty \frac{(-1)^{n+1}}{(2n)!} a^{2n}x^{2n-1}$$ and integrate term by term to obtain $$I=\sum_{n=1}^\infty \frac{(-1)^{n+1}}{2n(2n)!}(ab)^{2n}.$$ But how can I get a closed form expression?
Use the fact that $$ \frac 1x=\int_0^\infty e^{-tx} dt$$ and express $I$ as a double integral. After changing the order of integration, I obtained $$ I=\int_0^\infty \frac{1-e^{-bt}}{t}-\frac{1}{t^2+a^2}\{e^{-bt}(a\sin ab-t\cos ab)+t\}dt$$ which is more compicated.