How would I find the (definite) integral of a function looking something like this,
$\sin\left( \frac{x}{a^x} \right)$
...where $a$ is a constant. I thought it would have something to do with making the function fit the form of $\sin(A+B)$, which I can then easily integrate, but I am unable to do this.
not a solution. Just some observations.
I used the case $a=e$, so I wanted the integral $$ A = \int \sin\left(\frac{x}{e^x}\right)\;dx $$ Substitute $y=x/e^x$ to get $$ A = \int\frac{\sin(y) W(y)}{y(1+W(y))}\;dy $$ where $W$ is the Lambert $W$ function. Integrate by parts to get $$ A = \cos(y) W(y) - \int \cos(y)W(y)\;dy . $$
For this integral we might substitute $z=\sin(y)$ to get $$ \int \cos(y) W(y)\;dy = \int W(\arcsin z)\;dz . $$
Of course, none of these integrals seems to have a "closed form" in terms of known functions.