How do you evaluate $\int e^{-\sqrt{t}}\sin{t}\,dt$ for positive value of $t$?
I've tried substituting $x=\sqrt{t}$ which got me to $\int e^{-x} 2x \sin {x^2} dx$, and then I got stuck there. I mean this substitution works with integrating $e^{-\sqrt{t}}$ but not so much here.
The problem is not that easy. I'll give my solution, then que sera sera.
Since $t > 0$ we could use a Taylor expansion for the exponential part, getting
$$\int\sum_{k = 0}^{+\infty}\frac{(-\sqrt{t})^k}{k!}\ \sin t\ \text{d}t = \sum_{k = 0}^{+\infty}\frac{(-1)^k}{k!}\int t^{k/2}\sin t\ \text{d}t$$
Now we can use the exponential representation for the sine function:
$$\sin t = \frac{e^{it} - e^{-it}}{2i}$$
Obtaining two integrals:
$$\sum_{k = 0}^{+\infty}\frac{(-1)^k}{2ik!}\left(\int t^{k/2}e^{it} \text{d}t - \int t^{k/2} e^{-it} \text{d}t\right)$$
If you're familiar with special functions like the Gamma function or the Error Function, then you will notice that those integrals are given by:
$$\int t^{k/2}e^{it} \text{d}t = -i(-it)^{k/2}t^{k/2}\Gamma\left[1 + \frac{k}{2}, -it\right]$$
$$\int t^{k/2} e^{-it} \text{d}t = i(it)^{k/2}t^{k/2}\Gamma\left[1 + \frac{k}{2}, it\right]$$
Putting all together you obtain a solution in terms of a series:
$$\sum_{k = 0}^{+\infty}\frac{(-1)^k}{2ik!}\left(-i(-it)^{k/2}t^{k/2}\Gamma\left[1 + \frac{k}{2}, -it\right] - i(it)^{k/2}t^{k/2}\Gamma\left[1 + \frac{k}{2}, it\right]\right)$$
Or arranging things a bit:
$$\sum_{k = 0}^{+\infty}\frac{(-1)^{k+1}(i)^{k/2}t^k}{2k!}\left((-1)^{k/2}\Gamma\left[1 + \frac{k}{2}, -it\right] + \Gamma\left[1 + \frac{k}{2}, it\right]\right)$$
However
Mathematica has a direct output for the integral you wrote here, so I wonder if my series does converge to that result. Probably yes.
Mathematica Output
$$\int\ e^{-\sqrt{t}}\sin t\ \text{d}t = \frac{1}{4} \left(\sqrt[4]{-1} e^{-\frac{i}{4}} \sqrt{\pi } \text{erfi}\left(\frac{1}{2} (-1)^{3/4} \left(2 \sqrt{t}-i\right)\right)+(-1)^{3/4} e^{i/4} \sqrt{\pi } \text{erfi}\left(\frac{1}{2} \sqrt[4]{-1} \left(2 \sqrt{t}+i\right)\right)-2 e^{-\sqrt{t}-i t} \left(1+e^{2 i t}\right)\right)$$
More on Special Functions
Gamma function
https://en.wikipedia.org/wiki/Gamma_function
Error Function
https://en.wikipedia.org/wiki/Error_function