Prove that $\int_{0}^{\infty} \sin(t^2)\,dt$ equals $\sqrt{\pi/8}$ Why is $$\int_{0}^{\infty} \sin(t^2)\,dt=\sqrt{\frac{\pi}{8}}$$ I am kinda new to this kind of calculus and I only know that $$\int_{-1}^{1}\sqrt{1-x^2}dx=\frac{\pi}{2}$$
The problem in which I have to use it is:
$$\lim_{x\to\infty}\frac{\int_{0}^{x} \sin(t^2)\,dt}{x^3}$$
 A: You do not need to evaluate that integral in order to calculate the limit. Just note that
$$
\Bigl|\int_0^x\sin (t^2)\,dt\Bigr|\leq\int_0^x|\sin(t^2)|\,dt
$$
by the triangle inequality for integrals. Next, $|\sin(t^2)|\leq 1$ for all $0\leq t\leq x$, and hence
$$
\Bigl|\int_0^x\sin (t^2)\,dt\Bigr|\leq\int_0^x1\,dt=x.
$$
Thus, we find that, for all $x>0$,
$$
-\frac{1}{x^2}=-\frac{x}{x^3}\leq\frac{\int_0^x\sin(t^2)\,dt}{x^3}\leq\frac{x}{x^3}=\frac{1}{x^2}.
$$
Then, the squeeze theorem gives you that
$$
\lim_{x\to+\infty}\frac{\int_0^x\sin(t^2)\,dt}{x^3}=0.
$$
A: Hint. By setting, for any real number $t$ such that $t>0$,
$$
I_t:=\int_0^\infty e^{-tx^2}\cos (x^2)\:dx,\quad J_t:=\int_0^\infty e^{-tx^2}\sin (x^2)\:dx. \tag1
$$ One may prove that
$$
\begin{align}
\left(I_t\right)^2-\left(J_t\right)^2 &=\left(\int_0^\infty e^{-tx^2}\cos (x^2)\:dx\right)^2-\left(\int_0^\infty e^{-tx^2}\sin (x^2)\:dx\right)^2
\\\\&=\int_0^\infty\!\int_0^\infty e^{-t(x^2+y^2)}\left(\cos (x^2)\cos (y^2)-\sin (x^2)\sin (y^2)\right)dxdy
\\\\&=\int_0^\infty\!\int_0^\infty e^{-t(x^2+y^2)}\cos (x^2+y^2)\:dxdy
\\\\&=\int_0^{\pi/2}d\theta\int_0^\infty r\:e^{-tr^2}\cos(r^2)\:dr
\\\\&=\frac{\pi}4\:\frac t{1+t^2}. \tag2
\end{align}
$$ Similarly
$$
\begin{align}
2\:I_tJ_t &=\int_0^\infty\!\int_0^\infty e^{-t(x^2+y^2)}\sin (x^2+y^2)\:dxdy
\\\\&=\int_0^{\pi/2}d\theta\int_0^\infty r\:e^{-tr^2}\sin (r^2)\:dr
\\\\&=\frac{\pi}4\:\frac1{1+t^2}. \tag3
\end{align}
$$ From $(2)$ and $(3)$, one easily gets
$$
I_t=\sqrt{\frac{\pi}8}\:\sqrt{\frac{\sqrt{1+t^2}+t}{1+t^2}},\quad J_t=\sqrt{\frac{\pi}8}\:\sqrt{\frac{\sqrt{1+t^2}-t}{1+t^2}} \tag4
$$ As $t\to 0$, this leads to

$$
\int_0^\infty \cos (x^2)\:dx=\int_0^\infty \sin (x^2)\:dx=\sqrt{\frac{\pi}8}. \tag5
$$

A: I'm not sure what the top integral is useful for computing the final limit, which can be done with a straightforward application of l'Hôpital (in the form “whatever/$\infty$”), via the fundamental theorem of calculus:
$$
\lim_{x\to\infty}\frac{\displaystyle\int_0^x\sin(t^2)\,dt}{x^3}=
\lim_{x\to\infty}\frac{\sin(x^2)}{3x^2}=0
$$
However, it's not difficult to show that the integral converges. Let's do
$$
\int\sin(t^2)\,dt=
\frac{1}{2}\int\frac{\sin u}{\sqrt{u}}\,du=
-\frac{1}{2}\frac{\cos u}{\sqrt{u}}
  -\frac{1}{4}\int\frac{\cos u}{\sqrt{u^3}}\,du
$$
The first step is $u=\sqrt{t}$, the second is integration by parts. Now
$$
\int_1^{\infty}\frac{\cos u}{\sqrt{u^3}}\,du
$$
converges absolutely, because
$$
\frac{|\cos u|}{\sqrt{u^3}}\le\frac{1}{\sqrt{u^3}}
$$
and
$$
\int_1^{\infty}\frac{1}{\sqrt{u^3}}\,du
$$
is convergent. Set
$$
k=\int_1^{\infty}\frac{\cos u}{\sqrt{u^3}}\,du
$$
so we have
$$
\int_1^{\infty}\sin(t^2)\,dt=
-\frac{k}{4}
  -\frac{1}{2}\lim_{v\to\infty}\left[\frac{\cos u}{\sqrt{u}}\right]_1^v
$$
which is finite, say $K$. Then your integral is
$$
\int_0^{\infty}\sin(t^2)\,dt=K+\int_0^1\sin(t^2)\,dt
$$
The fact that this integral is $\sqrt{\pi/8}$ is much more complicated to establish and requires higher level methods.
A: I thought it might be instructive to present a way forward that uses contour integration in the complex plane.  To that end, let $I$ be the integral given by 
$$\begin{align}
I&=\int_0^\infty e^{it^2}\,dt\\\\
&= \lim_{R\to \infty}\int_{0}^R e^{it^2}\,dt
\end{align}$$

Next, we analyze the closed-contour integral $J$ given by
$$J=\oint_{C_1+C_2+C_3}  e^{iz^2}\,dz$$
where  
(i) $C_1$ is the straight line segment from $(0,0)$ to $(R,0)$;
(ii) $C_2$ is the circular arc of radius $R$ from $(R,0)$ to $(R/\sqrt 2,R/\sqrt 2)$;
(iii) $C_3$ is the straight line segment from $(R/\sqrt 2,R/\sqrt 2)$ to $(0,0)$.  

Therefore, we can write 
$$\begin{align}
J&=\int_0^R e^{ix^2}\,dx+\int_0^{\pi/4} e^{i R^2e^{i2\theta}}\,iRe^{i\theta}\,d\theta+\int_{R}^{0} e^{i(1+i)^2t^2/2}\,\frac{1+i}{\sqrt 2}\,dt\\\\
&\int_0^R e^{ix^2}\,dx+\int_0^{\pi/4} e^{i R^2e^{i2\theta}}\,iRe^{i\theta}\,d\theta-\frac{1+i}{\sqrt 2}\int_{0}^{R}e^{-t^2}\,dt \tag 1
\end{align}$$ 

Since $e^{iz^2}$ is analytic in and on $C_1+C_2+C_3$, Cauchy's Integral Theorem guarantees that $J=0$. 
And as $R\to \infty$, the first integral on the right-hand side of $(1)$ approaches $I$, the second integral approaches $0$, and the third approaches $(1+i)\sqrt{\pi/8}$ (see Gaussian Integral).  
Thus, we conclude that 
$$I=\int_0^\infty \cos(t^2)\,dt+i\int_0^\infty \sin(t^2)\,dt=(1+i)\sqrt{\pi/8}$$
whereupon equating real and imaginary parts reveals
$$\bbox[5px,border:2px solid #C0A000]{\int_0^\infty \cos(t^2)\,dt=\int_0^\infty \sin(t^2)\,dt=\sqrt{\pi/8}}$$
as was to be shown!
