$$\begin{align}I&=\int_{0}^{\infty}{e^{-x^2}\cos(2x^2)\,dx}\\ I&\overset{u=2x^2}{=}\frac{\sqrt{2}}{4}\int_{0}^{\infty}e^{-\frac{u}{2}}\cos(u)\,\frac{du}{\sqrt{u}}\\I&=\Re\left(\frac{\sqrt{2}}{4}\int_{0}^{\infty}{e^{-u(\frac{1}{2}-i)}\,u^{\frac{1}{2}-1}\, du}\right)\end{align}$$
How can I continue here? It looks like the gamma function but I'm unsure how to eliminate the $(\frac{1}{2}-i)$ in this case. Usually it involves drawing a rectangular contour to justify a substitution but I don't think it can be applied at this stage (?)