I’n an exercise I’ve been asked to find the values for $a$ such that:
$\int^{\infty}_0 \frac{x^a \sin(x)}{1+x^2} dx $
converges
I think I have to split the integral into two parts at some positive number, $\epsilon $, because the behaviour of the function (call it $f(x)$) is concerning at $0$ and $\infty$.
I can’t evaluate the integral.
Beyond that I don’t know what to do.
Using $1+x^2\leq x^2 $ and $-1 \leq \sin x \leq 1$, I found simpler integrals that are greater than the given integral such as $\int ^{\infty}_\epsilon x^{a-2} dx$ and found where they converge. But this doesn’t tell me whether the given integral converges when the greater integral diverges to infinity.
I’ve also tried using the substitutions $x=\sec u$ and $u=\arctan x$ but both make the integral more complicated. Then I tried $u=x^{a+1}$ which also failed.
I thought of using integration by parts or the maclaurin expansion of sin or that $\sin x \approx x$ near $0$ but didn’t know how’d they help.
This is not a proof.
As I wrote in comments, I think that the integral converges if $|a|<2.
Searching my old cookbook, I found two of them $$I_1=\int_0^\infty \frac{x^{3/2} \sin (x)}{x^2+1}\,dx$$ $$I_1=\frac{e \,\pi }{2 \sqrt{2}}\text{erf}(1)-\frac{\pi }{2 \sqrt{2} e} \text{erfi}(1)+\sqrt{\frac{\pi }{2}}-\frac{\pi \sinh (1)}{\sqrt{2}}$$
$$I_2=\int_0^\infty \frac{x^{-3/2} \sin (x)}{x^2+1}\,dx$$ $$I_2=\sqrt{2\pi}-\frac{\pi }{2 \sqrt{2} e} \left(e^2 \text{erf}(1)+\text{erfi}(1)-2 e \sinh (1)\right)$$