How can we prove that
\begin{aligned}
&\int_{0}^\infty \mathrm{d}y\int_{0}^\infty \sin(x^2+y^2)\mathrm{d}x\\
=&\int_{0}^\infty \mathrm{d}x\int_{0}^\infty \sin(x^2+y^2)\mathrm{d}y\\=&\cfrac{\pi}{4}
\end{aligned}
I can prove these two are integrable but how can we calculate the exact value?
Answer
I do not know if you are supposed to know this. So, if I am off-topic, please forgive me.
All the problem is around Fresnel integrals. So, using the basic definitions,$$\int_{0}^t \sin(x^2+y^2)dx=\sqrt{\frac{\pi }{2}} \left(C\left(\sqrt{\frac{2}{\pi }} t\right) \sin
\left(y^2\right)+S\left(\sqrt{\frac{2}{\pi }} t\right) \cos
\left(y^2\right)\right)$$ where appear sine and cosine Fresnel integrals. $$\int_{0}^\infty \sin(x^2+y^2)dx=\frac{1}{2} \sqrt{\frac{\pi }{2}} \left(\sin \left(y^2\right)+\cos
\left(y^2\right)\right)$$ Integrating a second time,$$\frac{1}{2} \sqrt{\frac{\pi }{2}}\int_0^t \left(\sin \left(y^2\right)+\cos
\left(y^2\right)\right)dy=\frac{\pi}{4} \left(C\left(\sqrt{\frac{2}{\pi }}
t\right)+S\left(\sqrt{\frac{2}{\pi }} t\right)\right)$$ $$\frac{1}{2} \sqrt{\frac{\pi }{2}}\int_0^\infty \left(\sin \left(y^2\right)+\cos
\left(y^2\right)\right)dy=\frac{\pi}{4} $$
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