Calculate $$\int_0^\infty \frac{\sin\left(x^2 - \arctan\left(\frac{1}{x^2}\right)\right)}{\sqrt{1 + x^4}} \, dx =? $$
$$\sin(\arctan(x^2)) = \frac{x^2}{\sqrt{1 + x^4}}; \quad \cos(\arctan(x^2)) = \frac{1}{\sqrt{1 + x^4}}; \quad \arctan(x^2) + \arctan\left(\frac{1}{x^2}\right) = \frac{\pi}{2}$$
$$\frac{{\sin(x^2 - \arctan(1/(x^2)))}}{{\sqrt{1 + x^4}}} = \frac{{x^2 \cdot \sin(x^2) - \cos(x^2)}}{{1 + x^4}}$$
We know that $$\int_0^1 e^{-ay} \cdot \cos(by) \, dy = \frac{a + b e^{-a} \cdot \sin(b) - a e^{-a} \cdot \cos(b)}{a^2 + b^2}$$
Now back to our original topic
$$\int_0^1 e^{-y} \cdot \cos(x^2 \cdot y) \, dy = \frac{1}{{1 + x^4}} + \frac{{x^2 \cdot \sin(x^2) - \cos(x^2)}}{{e(1 + x^4)}}$$
$$\iint\limits_{0}^{\infty} \int_0^1 e^{-y} \cdot \cos(x^2 y) \, dy \, dx = \int_0^{\infty} \frac{1}{1+x^4} \, dx + \frac{1}{e} \int_0^{\infty} \frac{{x^2 \cdot \sin(x^2) - \cos(x^2)}}{{1 + x^4}} \, dx$$