Respuesta: $\displaystyle \int_{0}^{\pi/4}\tan^{-1}\sqrt{\frac{\cos 2x}{2\cos^2 x}}\,dx=\frac{\pi^2}{24}$
Prueba:
Estamos haciendo uso de $3$ Lemas que son (muy ) fácil de probar:
1. $\displaystyle \int_{0}^{1}\frac{dx}{\sqrt{x^2+2}\left ( x^2+1 \right )}=\frac{\pi}{6} $
Prueba:
$$\begin{align*}
\int_{0}^{1}\frac{dx}{\sqrt{x^2+2}\left ( x^2+1 \right )} &\overset{x=\sqrt{2}\sinh t}{=\! =\! =\! =\! =\! =\! =\!}\int_{0}^{a}\frac{dt}{1+2\sinh^2 t} \\
&= \int_{0}^{a}\frac{dt}{\cosh (2t)}=\int_{0}^{a}\frac{\cosh (2t)}{1+\sinh^2 (2t)}\,dt\\
&=\frac{1}{2}\tanh^{-1}\left ( \sinh (2a) \right ) \\
&=\frac{1}{2}\tanh^{-1}\left ( \sqrt{\left ( 1+2\sinh^2 a \right )^2-1} \right ) \\
&= \frac{1}{2}\tanh^{-1}\sqrt{3}=\frac{\pi}{6}\\
\end{align*}$$
donde $\displaystyle a=\sinh^{-1}\frac{1}{\sqrt{2}} $.
2. $\displaystyle \int_{0}^{\infty}\frac{dx}{\left ( x^2+a^2 \right )\left ( x^2+\beta^2 \right )}=\frac{\pi}{2a\beta\left ( a+\beta \right )}$
Prueba:
$$\begin{align*}
\int_{0}^{\infty}\frac{dx}{\left ( x^2+a^2 \right )\left ( x^2+\beta^2 \right )} &=\int_{0}^{\infty}\frac{1}{\beta^2-a^2}\left ( \frac{1}{x^2+a^2}-\frac{1}{x^2+\beta^2} \right )\,dx \\
&= \frac{1}{\beta^2-a^2}\left ( \frac{\pi}{2a}-\frac{\pi}{2\beta} \right )\\
&= \frac{\pi}{2a\beta\left ( a+\beta \right )}\\
\end{align*}$$
3. También tiene por definición: $\displaystyle \tan^{-1}a= \int_{0}^{1}\frac{a}{1+a^2x^2}\,dx$.
Y ahora estamos listos para evaluar la integral. Sucesivamente, tenemos:
$$\begin{align*}
\int_{0}^{\pi/4}\tan^{-1}\sqrt{\frac{\cos 2\theta}{2\cos^2 \theta}}\,d\theta &=\int_{0}^{\pi/4}\int_{0}^{1}\frac{\sqrt{\frac{\cos 2\theta}{2\cos^2 \theta}}}{1+\left ( \frac{\cos 2\theta}{2\cos^2 \theta} \right )x^2}\,dx \,d\theta\\
&= \int_{0}^{1}\int_{0}^{\pi/4}\frac{\sqrt{1-2\sin^2 \theta}}{2-2\sin^2 \theta+\left ( 1-2\sin^2 \theta \right )x^2}\sqrt{2}\cos \theta \,\,d\theta \,dx\\
&=\int_{0}^{1}\int_{0}^{\pi/2}\frac{\sqrt{1-\sin^2 \phi}}{2-\sin^2 \phi+\left ( 1-\sin^2 \phi \right )x^2}\cos \phi \,\,d\phi \,dx \\
&=\int_{0}^{1}\int_{0}^{\pi/2}\frac{\cos^2 \phi}{\sin^2 \phi+\left ( x^2+2 \right )\cos^2 \phi}\,\,d\phi \,dx \\
&=\int_{0}^{1}\int_{0}^{\pi/2}\frac{d\phi \,dx}{\tan^2 \phi+x^2+2}=\int_{0}^{1}\int_{0}^{\infty}\frac{dx\,dx}{\left ( y^2+x^2+2 \right )\left ( y^2+1 \right )} \\
&=\frac{\pi}{2}\int_{0}^{1}\frac{dy}{\left ( 1+\sqrt{2+y^2} \right )\sqrt{2+y^2}} \\
&=\frac{\pi}{2}\left ( \frac{\pi}{4}-\frac{\pi}{6} \right )=\frac{\pi^2}{24}
\end{align*}$$
que comprueba numéricamente con la respuesta dada anteriormente.
Si tengo errores de ortografía, porque he escrito tan rápido, por favor hágamelo saber para que yo corregirlos.
T: