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.
[tex]y= arc tan (x)[/tex]
then [tex]x=tan (y)[/tex]
[tex]\frac {dx}{dy} = sec^2 y[/tex] (proven by using quotient rule, letting u= sin y and v= cos y)
[tex](sec^2 y) = 1 + tan^2 y[/tex]
[tex]\frac {dx}{dy} = 1 + tan^2 y[/tex]
Remember [tex]tan (y) = x[/tex]
[tex]\frac {dx}{dy} = 1 + x^2[/tex] then reciprocal both sides
Therefore [tex]\frac {d}{dx} arc tan (x) = \frac {1}{1+x^2}[/tex]
Now that we know that, we shall prove your integral with The Fundamental theorem of Calculus, damn i love it.
[tex]
\int \frac {1} {x^2 + a^2} dx [/tex]
From the denominator, take out the factor of [tex]a^2[/tex]. Now it's: [tex]
\int \frac {1} {a^2 (1+\frac {x} {a})^2} dx [/tex]
We can take out the [tex]\frac {1}{a^2}[/tex] but just take out [tex]\frac {1}{a}[/tex] and leave the other [tex]\frac {1}{a}[/tex] inside, trust me.
Now, inside the integral we have [tex]\frac {x}{a}[/tex]. Let it equal [tex]u[/tex]
[tex]u= \frac {x}{a}[/tex]
[tex]\frac {du}{dx} = \frac {1}{a}[/tex]
Sub the [tex]\frac {du}{dx}[/tex] for [tex]\frac {1}{a}[/tex] and the [tex]u[/tex] for [tex]\frac {x}{a}[/tex] in our previous integral, we get:
[tex]\frac {1}{a} \int \frac {1}{1+u^2} \frac {du}{dx} dx[/tex]
The [tex]dx[/tex] 's cancel out, so we are left with:
[tex]\frac {1}{a} \int \frac {1}{1+u^2} du[/tex]
We know already that [tex]\int \frac {1}{1+u^2} du= arc tan (u) + C[/tex], so we solve and get:
[tex]\frac {1}{a} arc tan (u) + C[/tex]
Sub back in [tex]\frac {x}{a}[/tex] for [tex]u[/tex], we finally prove that your second integral equals :
[tex]\frac {1}{a} arc tan (\frac {x}{a}) + C[/tex] as required. Hope i helped. Btw I finally got the hang of laTex :D