I want to show that this integral converges:
$$I := \int_0^\infty \frac{\sin x^2}{\sqrt{x}}dx$$
My attempt is to say that $$ I < \int_0^\infty {\sin x^2}dx := J $$, and this one converges ( Prove: $\int_0^\infty \sin (x^2) \, dx$ converges. the first answer is awesome).
Do you have any other idea to show that $I$ converges? I tried to use substitution and int. by part but in vain :/. I was lucky to find that $J$ converges, but I would never have been able to guess this result alone.
Seems to me integration by parts does work. You can't write down a formula for the antiderivative of $\sin(x^2)$, but that doesn't mean it doesn't have an antiderivative. Define $$F(x)=\int_0^x\sin(t^2)\,dt.$$Now $$\int\frac{\sin(x^2)}{\sqrt x}\,dx=\frac{F(x)}{\sqrt x}+\frac12\int\frac{F(x)}{x^{3/2}}.$$
And whether you realize it or not, you already know that $\lim_{x\to\infty} F(x)$ exists, hence $F$ is bounded...