I tried many times to integrate this function using integration by parts, substitution as $x^2+1=t$ without any conclusion... is it integrable? If it is integrable, how can I integrate it? Thank you in advance
Integrate $(x^2+1)^\frac{1}{3}$
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Mathematica suggests $$ \int dx(x^2+1)^{1/3}=\frac{3}{5}x(x^2+1)^{1/3}+\frac{2x}{5} \cdot \ _2F_1[\frac{1}{2},\frac{2}{3},\frac{3}{2},-x^2] $$ where the Hypergeometric function is given by $$ _2F_1(a,b,c;x)=\sum_{k=0}^\infty \frac{(a)_k (b)_k (c)_k x^k}{(c)_k k!}. $$ To answer your questions, it is integrable, however the result is in terms of special functions (HYpergeomtric functions) and NOT elementary functions such as trigonometric, logarithmic, exponential, etc. Methods like integration by parts (and other methods) still work whether you're dealing with special functions or elementary functions however. If you are trying to learn integration, perhaps it is more wise at first to try something integrable in terms of elementary functions such as $$ \int dx(x^2+1)^{1/2}. $$
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Let $u=(x^2+1)^\frac{1}{3}$ ,
Then $x=(u^3-1)^\frac{1}{2}$
$dx=\dfrac{3u^2}{2(u^3-1)^\frac{1}{2}}du$
$\therefore\int(x^2+1)^\frac{1}{3}~dx=\int\dfrac{3u^3}{2(u^3-1)^\frac{1}{2}}du$
Case $1$: $|u|\leq1$ , i.e. $\left|(x^2+1)^\frac{1}{3}\right|\leq1$
Then $\int\dfrac{3u^3}{2(u^3-1)^\frac{1}{2}}du$
$=\int\dfrac{3u^3}{2i(1-u^3)^\frac{1}{2}}du$
$=-\int\dfrac{3u^3i}{2}\sum\limits_{n=0}^\infty\dfrac{(2n)!u^{3n}}{4^n(n!)^2}du$
$=-\int\sum\limits_{n=0}^\infty\dfrac{3i(2n)!u^{3n+3}}{2^{2n+1}(n!)^2}du$
$=-\sum\limits_{n=0}^\infty\dfrac{3i(2n)!u^{3n+4}}{2^{2n+1}(n!)^2(3n+4)}+C$
$=-\sum\limits_{n=0}^\infty\dfrac{3i(2n)!(x^2+1)^{n+\frac{4}{3}}}{2^{2n+1}(n!)^2(3n+4)}+C$
Case $2$: $|u|\geq1$ , i.e. $\left|(x^2+1)^\frac{1}{3}\right|\geq1$
Then $\int\dfrac{3u^3}{2(u^3-1)^\frac{1}{2}}du$
$=\int\dfrac{3u^3}{2u^\frac{3}{2}(1-u^{-3})^\frac{1}{2}}du$
$=\int\dfrac{3u^\frac{3}{2}}{2}\sum\limits_{n=0}^\infty\dfrac{(2n)!u^{-3n}}{4^n(n!)^2}du$
$=\int\sum\limits_{n=0}^\infty\dfrac{3(2n)!u^{\frac{3}{2}-3n}}{2^{2n+1}(n!)^2}du$
$=\sum\limits_{n=0}^\infty\dfrac{3(2n)!u^{\frac{5}{2}-3n}}{2^{2n+1}(n!)^2\left(\dfrac{5}{2}-3n\right)}+C$
$=-\sum\limits_{n=0}^\infty\dfrac{3(2n)!}{4^n(n!)^2(6n-5)u^{3n-\frac{5}{2}}}+C$
$=-\sum\limits_{n=0}^\infty\dfrac{3(2n)!}{4^n(n!)^2(6n-5)(x^2+1)^{n-\frac{5}{6}}}+C$
The excerpt below is from G. H. Hardy's The Integration of Functions of a Single Variable [see p. 51 in the Project Gutenberg version].
For the integral above,
$$\int \left(x^2 + 1\right)^{\frac{1}{3}} dx,$$
we have $m=0,$ $a=1,$ $n=2,$ $b=1,$ and $p = \frac{1}{3}.$ Thus, we use the substitution $x^2 = t.$ For this substitution we have $dx = \frac{1}{2} x^{-1} dt = \frac{1}{2} t^{-\frac{1}{2}}dt,$ which gives
$$\frac{1}{2} \int t^{-\frac{1}{2}}(1 + t)^{\frac{1}{3}} dt$$
Therefore, for the integral above, we have $p = \frac{1}{3}$ and $q = -\frac{1}{2}.$ These values of $p$ and $q$ do not belong to one of the three solvable cases that Hardy singled out, and thus it follows that the integral cannot be evaluated "in finite form".