Existence of closed form for indefinite integral

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During calculus studies, I tried to find a primitive for the following indefinite integral, in a simple form using standard functions:

$\int \sqrt{\sin x} \mathrm{d}x$

I always failed. It may be possible to prove that the primitive exists, or even to find an infinite series expansion for it. But I suspect that it is not possible to find a simple closed-form expression for it.

Am I right? If so, how to prove it?

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Depends on what functions you call "standard". It has no elementary antiderivative, but does have one in terms of elliptic functions.

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Maple and Mathematica both give answers in terms of elliptic integral functions, which are not elementary functions and so probably don't qualify as "simple closed form". A proof that the antiderivative is not elementary would involve the Risch algorithm, but since this is the mixed transcendental-algebraic case (which isn't even implemented in Maple) I think this would be very complicated.