This can be a tricky one, first we need to find a way to express the function to remove the power of 3.
To do this, we can try:
#cos^3(theta)=cos(theta)*cos^2(theta)#
Use #cos^2theta = 1/2+1/2cos2theta# to obtain:
#cos(theta)(1/2+1/2cos2theta)#
#=1/2cos(theta)+1/2cos(theta)cos(2theta)#
Finally we can use: #cos(A)cos(B) = 1/2{cos(A-B)+cos(A+B)}# to rearrange the last term and get:
#1/2cos(theta)+1/4cos(theta-2theta)+1/4cos(theta+2theta)#
=#1/2cos(theta)+1/4cos(-theta)+1/4cos(3theta)#
Of course, the cosine function has even symmetry so:
#cos(-theta)=cos(theta)#
Which will give us the exression:
#3/4cos(theta)+1/4cos(3theta)#
So it will naturally follow that:
#intcos^3(3x)dx=int3/4cos(3x)+1/4cos(9x)dx#
Which easily integrates to give:
#1/4sin(3x)+1/36sin(9x)+C#