In Japanese there are words which mean "to try something or attempt at doing
something", e.g. 試す, 試みる and つとめる.

However, at the same time we also have two grammatical constructions
"verb＋て＋みる" and "verb＋(よ)う＋とする".

In English we just say "try (to do) something" or "attempt (to do) something",
but in Japanese it is not that simple. So what is the difference between all
these different expressions? Precisely when is each used?
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question
meaning word-choice nuances phrases
What is the difference between "verb＋て＋みる" and "verb＋(よ)う+とする"?
There is a fairly big difference in meaning between 「～～てみる」 and 「～～ようとする」 that
makes them virtually noninterchangeable for the better speakers/writers.

> 「～～てみる」 means " **to try something out (usually for the first time)** (to
> find out how it is, how you like it, etc.)".

whereas

> 「～～ようとする」 means " **to attempt to ~~ to achieve some kind of goal** (however
> insignificant it may be)". It is **_highly volitional_** in meaning.

The difference would become even clearer if one used actual words in front and
turned the phrases in question into their past tense forms.

> 「フグを[食]{た}べてみた。」 vs. 「フグを食べようとした。」 フグ = a poisonous blow fish

If you say 「フグを食べてみた。」, **_you actually ate it_**. If you say, however,
「フグを食べようとした。」, **_we do not know if you actually ate it_**. This should
already be a huge enough difference.

「フグを食べてみた。」 means that you tried it out because, for instance, you had heard
so much about how yummy fugu was and you had been very curious to find out how
it tasted.  
Thus, this sentence would often be followed by a sentence explaining your
impression of the experience such as 「とてもおいしかった」、「あまりおいしくなかった」, etc.

「フグを食べようとした。」 means that you actually intended to eat it but with this
sentence alone, we do not know if you actually ate it. You probably went to a
fugu restaurant with all your good intentions of trying the fish but you may
have backed off at the last minute fearing you might not return home alive.
Thus, this sentence would often be followed by a sentence telling whether you
actually ate it or not such as 「でも、こわくて食べられなかった。」、「 **食べてみた。** おいしかった。」, etc.

Finally, to group all the verb phrases mentioned in your question for meaning:

Group A: ～～てみる、[試]{ため}す、[試]{こころ}みる

Group B: ～～ようとする、つとめる
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answer
The difference between "verb + しようとする" and "verb + してみる" has been already
answered. In short, the former is "try to do something," and the latter is
"(actually) try doing something."

～を試す is used with various kinds of _nouns_. I don't know how to combine this
with another verb (although you can say "試しに + verb + してみる"). It means
"test/check" how something works/tastes/looks/etc. The 漢語 version of this is
試験(する), which sounds more scientific/technical.

>   * 新しいソフトウェアを試す。さっき作った料理の味を試す。数学の能力を試す。
>   * 刺激を与えて反応を試す。 apply stimulus and check the reaction.
>

～を試みる is combined with nouns which can be followed by "する". The meaning of
this depends on the context and the noun used with 試みる. Let's see the
following examples:

> #1 質問に回答しようとした。 made an attempt to answer the question (maybe in vain)  
>  #2. 質問に回答してみた。 (actually) tried answering the question.  
>  #3. 質問に回答を試みた。

Now you know the big difference between #1 and #2? Sentence #3 usually is a
formal equivalent of #2. But you can still use it in the same sense as #1.
(質問に回答を試みたが、いい言葉が思いつかなかったので、やめた。)

Other context-dependent examples:

>   * 世界征服を試みる make an attempt to conquer the world (rather than "actually
> conquer the world as a test")
>   * その問題の検討を試みる (actually) investigate the issue (not "try to investigate")
>   * 対話を試みる try to communicate / (actually) try communicating (not "check the
> communication")
>   * 反応を試みる try to react / react as a test (not "check the reaction")
>

Note that these nouns can be used with する: 征服する, 検討する, 対話する, 反応する.

(noun)に努める is an explicit and formal way to say "work hard / make an effort at
something."
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answer