Is $$\int_0^\infty\frac{\sin\ln x}{\sqrt x}\,dx$$ convergent? Absolutely convergent?
I found, that in fact it converges, but the only way I found is to say that $$\int_0^{+\infty}\frac{\sin \ln x}{\sqrt x} \, dx \leq \int_0^{+\infty}\frac{1}{\sqrt x }\,dx,$$ but this integral doesn't converge, so this way I can't say something about convergence of this integral.
Use substitution $x=e^u$ to get
$$I=\int_0^{+\infty}\frac{\sin\ln x}{\sqrt x}\,dx = \int_{-\infty}^{+\infty}\frac{\sin u}{e^{u/2}}e^u\,du = \int_{-\infty}^{+\infty}e^{u/2}\sin u\,du$$
and then use partial integration:
\begin{align}I &=\int_{-\infty}^{+\infty}e^{x/2}\sin x\,dx \\ &=\left[\begin{array}{ll} u = \sin x,&du=\cos x\\ v =2e^{x/2},&dv = e^{x/2}\end{array}\right] \\ &= \left.2e^{x/2}\sin x\,\right|_{-\infty}^{+\infty} - 2\int_{-\infty}^{+\infty}e^{x/2}\cos x\,dx \\ &= \left[\begin{array}{ll}u = \cos x,&du=-\sin x\\ v =2e^{x/2},&dv = e^{x/2}\end{array}\right] \\ &= \left.2e^{x/2}\sin x\,\right|_{-\infty}^{+\infty} - 2\left(\left.2e^{x/2}\cos x\,\right|_{-\infty}^{+\infty} + 2\int_{-\infty}^{+\infty}e^{x/2}\sin x\,dx\right) \\ &= \left.2e^{x/2}(\sin x-2\cos x)\,\right|_{-\infty}^{+\infty}-4I\end{align}
We conclude that $I = \frac 25 \left.e^{x/2}(\sin x-2\cos x)\,\right|_{-\infty}^{+\infty}$ which doesn't converge.