I need to study the convergence of the following improper integral:
$$\int_{0}^{\infty} \dfrac{\sin(x)}{x+1}\, \mathrm dx$$
I did the following:
$$ -1 \leq \sin(x) \leq 1 \\ \implies \dfrac{-1}{x+1} \leq \dfrac{\sin(x)}{x+1} \leq \dfrac{1}{x+1} \\ \implies \left|\dfrac{\sin(x)}{x+1}\right| \leq \dfrac{1}{x+1} \\ \implies \int_{0}^{\infty} \left|\dfrac{\sin(x)}{x+1}\right| \, \mathrm dx \leq \int_{0}^{\infty}\dfrac{1}{x+1}\, \mathrm dx = \infty $$
I planned to use the comparison criterion and then the absolute convergence criterion. However, the idea did not work for me.
Notice that $$\int_0^\infty \frac{\sin x}{x+1}\,dx = \frac{-\cos x}{x+1}\Bigg|_0^\infty - \int_0^\infty \frac{\cos x}{(x+1)^2}\,dx = 1 - \int_0^\infty \frac{\cos x}{(x+1)^2}\,dx$$
and the last integral converges absolutely since $$\int_0^\infty \frac{\left|\cos x\right|}{(x+1)^2}\,dx \le \int_0^\infty \frac{dx}{(x+1)^2} = \int_1^\infty \frac{dx}{x^2} < +\infty.$$
The original integral however does not converge absolutely. Namely, we have $$x \in \bigcup_{k \in \mathbb{N}_0} \left[\frac\pi6+k\pi,\frac{5\pi}6+k\pi\right] \implies \left|\sin x\right| \ge \frac12$$ so $$\int_0^\infty \frac{\left|\sin x\right|}{x+1}\,dx \ge \frac12\sum_{k=0}^\infty \int_{\frac\pi6+k\pi}^{\frac{5\pi}6+k\pi} \frac{dx}{x+1} = \frac12\sum_{k=0}^\infty \ln \frac{\frac{5\pi}6+k\pi+1}{\frac\pi6+k\pi+1} = +\infty.$$