Is the improper integral $\int_1^\infty \sin x\, dx$ convergent? How about $\int_1^\infty \sin(x^2)\,dx$? Prove it.
So I will separate the question into two parts (a)$\int_1^\infty \sin x\,dx$ (b)$\int_1^\infty \sin(x^2)\,dx$
What would you do to answer this type of proof questions? For me, I would first check if the integral is convergent or divergent and finally give a formal proof.
For example in part a, I could get the result $\cos1-\cos\infty$ which is divergent.
Then I would start to provide a formal proof by comparison test.
But here is the problem. I need to set $0\leq g(x)\leq \sin x$ on the interval $[1,\infty)$. If I make $g(x)=\sin x-1$ then it seems to be invalid as $1\leq \sin x\leq \sin x+1$.
What value of g(x) should I take would be better? Also for part b I think it should also be divergent, but I have no clue how to prove it.
By definition, $\int_1^\infty \sin(x) dx=\lim_{a\to\infty} \int_1^a\sin(x)dx$, which, as you noted, does not exist, hence the integral does not converge.
For the second integral, substitute $u=x^2$ so $\frac 12 u^{-1/2} du=dx$ and estimate via integration by parts $$\frac 12\int_1^\infty \sin(u)u^{-1/2} du=-\frac{\cos(u)}{2u^{1/2}}\Big|_1^\infty-\int_1^\infty \frac{\cos(u)}{4u^{3/2}}du$$ The first term converges because $|\cos(u)|\le 1$ which also implies that $\left|\int_1^\infty \frac{\cos(u)}{u^{3/2}}du\right|\le \int_1^\infty u^{-3/2}du<\infty$.