I am trying to prove $\int_0^1 \frac{\log x}{x^2} \cos x$ is convergent. I have tried various approaches but none of those work.
For example using by parts to change the integral.
For example using the fact that $\cos x = 1 - \frac{x^2}{2} + \operatorname{o}(x^3)$ to establish that:
for all $\varepsilon > 0$ we can find $\delta > 0$ such that for all $x \in (0, \delta)$ we have $0 < \cos x < 1 - \frac{x^2}{2} + \varepsilon x^3$
and then try to show the Cauchy criterion, i.e.
for all $\varepsilon > 0$ we can find $\delta > 0$ and $\epsilon_1 > 0$ such that for all $a, a' \in (0, \delta)$ we have $|\int_a^{a'} \frac{\log x}{x^2}(1 - \frac{x}{2} + \varepsilon_1x^3)| < \epsilon$
I think the main problem here is that I don't know how to bound $\cos x$. Thanks for your help!
The only problem occurs at $x=0$, and at $x=0$, $\cos x$ is nowhere near $0$ so you can more or less just ignore it.
You probably know that $$\int_0^1 \frac{-1}{x^2}dx$$ does not exist, and using the fact that if $\log x < -1$ for all $x<\frac1e$, you can see that $$\frac{\log x}{x^2} < \frac{-1}{x^2}$$
which should be enough to prove that the integral does not converge.