I noticed that $\displaystyle \int_{-a}^{b} \frac{x^3}{(x^2+4)(x^2+1)}$ will converge to $0$ whenever $a=b$ and will converge to some value whenever $a,b$ are in the reals (excluding infinity). How would you show that this integral does not converge over the interval $(-\infty, \infty)$ to someone who is not convinced?
When I evaluated this integral using complex residues for the interval $(-\infty, \infty)$ $(Res[z=2i] + Res[z=i])$,I got a complex value as an answer.
$\displaystyle \frac{x^3}{(x^2+4)(x^2+1)} \geq \frac{x^3}{4x^4}=\frac{1}{4x}$
for sufficiently large $x$.
OBS: And what do you mean by "will converge to $0$ whenever $a=b$ and will converge to some value whenever a,b are in the reals (excluding infinity)"? The integral on those values is a bona fide, well-defined, riemann-integral. There is no "convergence".