In evaluating integral $\int\sin^{3}x dx $ I am pretty sure we need to use substitution $e^x=t$, but can't go next step.
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1Why would you substitute $e^x$ when you have nothing like it in the integral? Wouldn't it help to rather substitute some trigonometric term? – Arpan Mar 24 '15 at 12:22
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possible duplicate of Evaluating $\int P(\sin x, \cos x) \text{d}x$ – Hans Lundmark Mar 24 '15 at 12:42
4 Answers
$$\sin^3 x \,dx = \sin^2 x \sin x = (1 - \cos^2 x) \sin x$$
Let $u = \cos x\implies du = -\sin x$.
That gives us: $$\int \sin^3 x \,dx = -\int (1 -u^2)\,du = \int (u^2 - 1)\,du$$

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Use this trignometric identity
$$\sin 3x=3\sin x-4\sin^3 x$$
$$\therefore \sin^3 x=\frac{3\sin x - \sin 3x}{4}$$
I think you can proceed from here.

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$$ \int\sin^{3}x~dx =\int \left( \dfrac{3\sin x-\sin 3x }{4}\right) ~dx =\dfrac{3}{4}\int \sin x~dx-\dfrac{1}{12}\int \sin 3x~d(3x)\\=-\dfrac{3\cos x}{4}+\dfrac{\cos 3x}{12}+C $$

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I don't know about the substitution you suggested, but you might have success if you use $\sin^2(x) + \cos^2(x) = 1$ so that $\sin^2(x) = 1 - \cos^2(x)$. Then this changes your problem:
$$\int \sin^3(x) \, dx = \int \sin(x) \, dx - \int \cos^2(x) \sin(x) \, dx$$
These two new integrals should be easier.

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