You don't need trig sub for these, there's a much easier way for say, number 2. Remember he wants a proof, not a derivation. Just differentiate the right side, and if you get the same integral it's proven.
y= arc tan (x)
then x=tan (y)
\frac {dx}{dy} = sec^2 y (proven by using quotient rule, letting u= sin y and v= cos y)
(sec^2 y) = 1 + tan^2 y
\frac {dx}{dy} = 1 + tan^2 y
Remember tan (y) = x
\frac {dx}{dy} = 1 + x^2 then reciprocal both sides
Therefore \frac {d}{dx} arc tan (x) = \frac {1}{1+x^2}
Now that we know that, we shall prove your integral with The Fundamental theorem of Calculus, damn i love it.
<br />
\int \frac {1} {x^2 + a^2} dx <br />
From the denominator, take out the factor of a^2. Now it's: <br />
\int \frac {1} {a^2 (1+\frac {x} {a})^2} dx <br />
We can take out the \frac {1}{a^2} but just take out \frac {1}{a} and leave the other \frac {1}{a} inside, trust me.
Now, inside the integral we have \frac {x}{a}. Let it equal u
u= \frac {x}{a}
\frac {du}{dx} = \frac {1}{a}
Sub the \frac {du}{dx} for \frac {1}{a} and the u for \frac {x}{a} in our previous integral, we get:
\frac {1}{a} \int \frac {1}{1+u^2} \frac {du}{dx} dx
The dx 's cancel out, so we are left with:
\frac {1}{a} \int \frac {1}{1+u^2} du
We know already that \int \frac {1}{1+u^2} du= arc tan (u) + C, so we solve and get:
\frac {1}{a} arc tan (u) + C
Sub back in \frac {x}{a} for u, we finally prove that your second integral equals :
\frac {1}{a} arc tan (\frac {x}{a}) + C as required. Hope i helped. Btw I finally got the hang of laTex :D