We wish to know for which values of $\alpha \in \mathbb R$ does the following integral converge:
$$\int_{\mathbb R^2}\frac{\sin(x^2+y^2)}{(x^2+y^2+1)^\alpha} \, dx\,dy$$
What I did:
Move to polar coordinates -
$$\int_{\mathbb R^2}\frac{\sin(x^2+y^2)}{(x^2+y^2+1)^\alpha} \, dx \, dy = \int_0^\infty \int_0^{2\pi}r \frac{\sin(r^2)}{(r^2+1)^\alpha} \, d\theta \, dr = 2\pi \int_0^\infty r\frac{\sin(r^2)}{(r^2+1)^\alpha} \, dr$$
We can further simplify it by performing the substitution $u = r^2$:
$$2\pi \int_0^\infty r\frac{\sin(r^2)}{(r^2+1)^\alpha} \, dr = \pi \int_0^\infty \frac{\sin u}{(u+1)^\alpha} \, du$$
So essentially, the question now boils down to "to which values of $\alpha$ does $\int_0^\infty \frac{\sin u}{(u+1)^\alpha} \, du$ converge"
But I can't seem to find an anti-derivative. Comparison test won't do us much good here either I think, as we wish to find the boundary of $\alpha$ for which it will or wont converge. What to do? Is my simplification the right direction?
For all $L>0$, $\int_0^L \sin(u)\,du\le 2$ and $\frac{1}{(1+u)^\alpha}$ monotonically decreases to $0$ as $u\to\infty$ for $\alpha>0$. Now, apply Dirichlet's test.