Sorting numbers using Java Collections.sort()
There are a few improvements I can see, but not really related to performance (though it may run a bit faster anyway).

If the files are small (less than 10Megabytes or so), then the relative performance of different approaches are slight (obviously, you can bork your code, but the IO part will remain about the same). So, it comes down to readability.

For readability, I would recommend using the 'cool' toys in Java7. Consider the following:

List&lt;String&gt; lines = Files.readAllLines(Paths.get(args[0]));
for (String line : lines) {
    String[] parts = line.split("\\s+");
    double[] values = new double[parts.length];
    for (int i = 0; i &lt; parts.length; i++) {
        values[i] = Double.parseDouble(values[i]);
    }
    Arrays.sort(values);
    StringBuilder sb = new StringBuilder();
    for (int i = 0; i &lt; values.length; i++) {
        if (i &gt; 0) {
            sb.append(", ");
        }
        sb.append(values[i]);
    }
    System.out.println(sb.toString());       
}


Note the key elements here:


use Files and Paths classes
use StringBuilder for the string concatenation
use String.split, not a scanner....
use primitive data structures (arrays of double, not Double)
that means using Arrays.sort, not Collections.sort


Other things to consider.....


a method called integerFromString ... that returns a double is ... confusing.
using List.toString() and the stripping off the [ and ] is backward.