I have been told that "universal substitution always works", so I wanted to give it a try on this specific integral.
$\int \cos^4{x}dx$
For some reason it does not work. Please note that I solved this integral in a normal way, just don't understand why the universal substitution does not work.
$\Bigg(t=\tan{x}, \cos^2{x} = \frac{1}{1+t^2},dx=\frac{dt}{1+t^2} \Bigg)$
$\int \cos^4xdx = \int (\cos^2x)^2dx = \int \Big(\frac{1}{1+t^2} \Big)^2 \frac{dt}{1+t^2} = \int \frac{dt}{(1+t^2)(1+t^2)(1+t^2)}$
$\frac{1}{(1+t^2)^3} = \frac{At +B}{1+t^2} + \frac{Ct+D}{(1+t^2)^2} + \frac{Et+F}{(1+t^2)^3}$
$1 = (At+B)(t^4+2t^2+1)+(Ct+D)(1+t^2)+Et+F$
$1 = At^5 + 2At^3 + At + Bt^4 + 2Bt^2 + B + Ct^3 + Ct + Dt^2 + D + Et + F$
Now this boils down to six linear equations:
$0 = A$
$0 = B$
$0 = 2A + C$
$0 = 2B + D$
$0 = A + C + E$
$1 = B + D + F$
Which results in: $A = 0, B = 0, C = 0, D = 0, E = 0, F = 0$ making it unsolvable for me.
Any ideas what went wrong?
You made a mistake in solving your system of equations. The solution is $$A = 0, B = 0, C = 0, D = 0, E = 0, F = 1$$
You could have seen this directly by observing that $\frac{1}{(1+t^2)^3}$ is already in the desired form: $$\frac{1}{(1+t^2)^3} = \frac{0t +0}{1+t^2} + \frac{0t+0}{(1+t^2)^2} + \frac{0t+1}{(1+t^2)^3}$$
You could have skipped this step and go directly to the "reduction formula" $$\int\frac{dt}{(t^2+1)^m}=\frac{t}{2(m-1)(t^2+1)^{m-1}}+\frac{2m-3}{2m-2}\int\frac{dt}{(t^2+1)^{m-1}}$$ (or integration by parts if you are not familiar with this).