If I define the sequence $I_n$:
$$ I_n = \int_0^{\sqrt{\pi n}} \sin(t^2) dt$$
Is this a Cauchy sequence? It appears to be, but I'm not quite sure how to prove it. Here is my attempt so far:
Assume that $\epsilon > 0$ and $m,n \geq N \;(N\in\mathbb{N})$ $$ \left| \int_0^{\sqrt{\pi m}} \sin(t^2)dt - \int_0^{\sqrt{\pi n}} \sin(t^2)dt \right| < \epsilon $$
$$ \left| \int_{\sqrt{\pi n}}^{\sqrt{\pi m}} \sin(t^2)dt \right| < \epsilon$$
and I'm stuck here. Where can I go from this point? In addition, is the same true for $\int_0^{\sqrt{\pi n}} \cos(t^2)dt$?
Write $$I_n=\int_0^{n\pi}\frac{\sin(t)}{2\sqrt{t}}\,dt$$Then we have
$$\begin{align} \left|I_n-I_m\right|&=\left|\int_{m\pi}^{n\pi}\frac{\sin(t)}{2\sqrt{t}}\,dt\,\right|\\\\ &=\frac12\,\left| \sum_{k=m}^{n-1}\int_{k\pi}^{(k+1)\pi}\frac{\sin(t)}{\sqrt{t}}\,dt\,\right| \end{align}$$
Then, note that for $t\in[k\pi,(k+1)\pi]$, $\sin(t)$ is non-negative for even values of $k$ and non-positive for odd values of $k$.
Heuristically, for large $k$, we have
$$\int_{k\pi}^{(k+1)\pi}\frac{\sin(t)}{\sqrt{t}}\,dt\approx \frac{1}{\sqrt{k\pi}}\int_{k\pi}^{(k+1)\pi}\sin(t)\,dt= (-1)^k\frac{2}{\sqrt{k\pi}}$$
Inasmuch as $\lim_{m,n\to \infty}\sum_{k=m}^{n-1}\frac{(-1)^k}{\sqrt{k\pi}}=0$ (Leibniz's Test for alternating series), the sequence $I_n$ is indeed Cauchy.