Answer
$$\eqalign{
& {\text{Proved:}} \cr
& \int {{{\sin }^2}ax} dx = \frac{x}{2} - \frac{{\sin \left( {2ax} \right)}}{{4a}} + C \cr
& {\text{ and }} \cr
& \int {{{\cos }^2}ax} dx = \frac{x}{2} + \frac{{\sin \left( {2ax} \right)}}{{4a}} + C \cr} $$
Work Step by Step
$$\eqalign{
& \int {{{\sin }^2}ax} dx \cr
& {\text{We need to use the identity si}}{{\text{n}}^2}\theta = \frac{{1 - \cos 2\theta }}{2}, \cr
& \int {{{\sin }^2}ax} dx = \int {\frac{{1 - \cos \left( {2ax} \right)}}{2}} dx \cr
& \,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\, = \int {\left( {\frac{1}{2} - \frac{1}{2}\cos \left( {2ax} \right)} \right)} dx \cr
& \,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\, = \frac{1}{2}\int {dx} - \frac{1}{2}\int {\cos \left( {2ax} \right)} dx \cr
& \,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\, = \frac{x}{2} - \frac{1}{2}\int {\cos \left( {2ax} \right)} dx \cr
& {\text{Let }}u = 2ax,\,\,\,du = 2adx \cr
& \,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\, = \frac{x}{2} - \frac{1}{2}\int {\cos u\left( {\frac{1}{{2a}}} \right)} du \cr
& \,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\, = \frac{x}{2} - \frac{1}{{4a}}\int {\cos u} du \cr
& \,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\, = \frac{x}{2} - \frac{{\sin u}}{{4a}} + C \cr
& {\text{Replace back }}u = 2ax \cr
& \,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\, = \frac{x}{2} - \frac{{\sin \left( {2ax} \right)}}{{4a}} + C \cr
& \cr
& \int {{{\cos }^2}ax} dx \cr
& {\text{We need to use the identity }}{\cos ^2}\theta = \frac{{1 + \cos 2\theta }}{2}, \cr
& \int {{{\cos }^2}ax} dx = \int {\frac{{1 + \cos \left( {2ax} \right)}}{2}} dx \cr
& \,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\, = \int {\left( {\frac{1}{2} + \frac{1}{2}\cos \left( {2ax} \right)} \right)} dx \cr
& \,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\, = \frac{1}{2}\int {dx} + \frac{1}{2}\int {\cos \left( {2ax} \right)} dx \cr
& \,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\, = \frac{x}{2} + \frac{1}{2}\int {\cos \left( {2ax} \right)} dx \cr
& {\text{Let }}u = 2ax,\,\,\,du = 2adx \cr
& \,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\, = \frac{x}{2} + \frac{1}{2}\int {\cos u\left( {\frac{1}{{2a}}} \right)} du \cr
& \,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\, = \frac{x}{2} + \frac{1}{{4a}}\int {\cos u} du \cr
& \,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\, = \frac{x}{2} + \frac{{\sin u}}{{4a}} + C \cr
& {\text{Replace back }}u = 2ax \cr
& \,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\, = \frac{x}{2} + \frac{{\sin \left( {2ax} \right)}}{{4a}} + C \cr} $$