In my book, a list of integrals have been given which the author states
... such anti-derivatives "cannot be found".
Some of the members of the list are as under:
$\int\dfrac{\sin x}{x} dx$ , $\int\dfrac{1}{\log x} dx$, $\int\sqrt{1 - k^2\sin^2x}dx$, $\int\sqrt{\sin x}dx$, $\int\cos(x^2) dx$, $\int x\tan xdx$ , $\int e^{-x^2}dx$, $\int\dfrac{x^2}{1 +x ^5}dx$, $\int\sqrt{1 + x^3}dx$.
The author only mentions that:
...not every anti-derivatives, even when it exists, is expressed in closed form ....
Now, can anyone tell me why these integrals "cannot be found"? Are they discontinous, non-differentiable or what? Also, what did the author mean by closed form??
Remember that a function is simply a rule for turning an input into an output. This means that: $$f(x)=\int_0^xe^{-t^2}dt$$ is a perfectly fine function. The fundamental theorem of calculus tells us that $f(x)$ is an antiderivative of $e^{-x^2}$.
However, $f(x)$ cannot be written in closed-form. What that means, in this context, is that $f(x)$ cannot be written as some combination of polynomials, trig functions, exponents, logarithms, additions, subtractions, multiplications, and divisions. (A function that can be written in such a form is usually called an elementary function. $e^{-x^2}$ does not have an elementary antiderivative.)
The proof that $e^{-x^2}$ has no elementary antiderivative is extremely difficult.