$\newcommand{\+}{^{\daga}}
\newcommand{\ángulos}[1]{\left\langle\, nº 1 \,\right\rangle}
\newcommand{\llaves}[1]{\left\lbrace\, nº 1 \,\right\rbrace}
\newcommand{\bracks}[1]{\left\lbrack\, nº 1 \,\right\rbrack}
\newcommand{\ceil}[1]{\,\left\lceil\, nº 1 \,\right\rceil\,}
\newcommand{\dd}{{\rm d}}
\newcommand{\down}{\downarrow}
\newcommand{\ds}[1]{\displaystyle{#1}}
\newcommand{\expo}[1]{\,{\rm e}^{#1}\,}
\newcommand{\fermi}{\,{\rm f}}
\newcommand{\piso}[1]{\,\left\lfloor #1 \right\rfloor\,}
\newcommand{\mitad}{{1 \over 2}}
\newcommand{\ic}{{\rm i}}
\newcommand{\iff}{\Longleftrightarrow}
\newcommand{\imp}{\Longrightarrow}
\newcommand{\isdiv}{\,\left.\a la derecha\vert\,}
\newcommand{\cy}[1]{\left\vert #1\right\rangle}
\newcommand{\ol}[1]{\overline{#1}}
\newcommand{\pars}[1]{\left (\, nº 1 \,\right)}
\newcommand{\partiald}[3][]{\frac{\partial^{#1} #2}{\parcial #3^{#1}}}
\newcommand{\pp}{{\cal P}}
\newcommand{\raíz}[2][]{\,\sqrt[#1]{\vphantom{\large Un}\,#2\,}\,}
\newcommand{\sech}{\,{\rm sech}}
\newcommand{\sgn}{\,{\rm sgn}}
\newcommand{\totald}[3][]{\frac{{\rm d}^{#1} #2}{{\rm d} #3^{#1}}}
\newcommand{\ul}[1]{\underline{#1}}
\newcommand{\verts}[1]{\left\vert\, nº 1 \,\right\vert}
\newcommand{\wt}[1]{\widetilde{#1}}$
\begin{align}
&\int_{-\infty}^{\infty}{%
\exp\pars{r\arctan\pars{ax}} + \exp\pars{-r \arctan(ax)} \over 1+x^2}\,
\cos\pars{{r \over 2}\,\ln\pars{1 + a^{2}x^{2}}}\,\dd x
\\[3mm]&=2\pi\cos\pars{r\ln\pars{1 + a}}:\ {\large }?.\qquad\qquad\qquad
a \in {\mathbb R}^{+}\,,\quad r \in {\mathbb R}.
\end{align}
Tenga en cuenta que
\begin{align}
&\bracks{\exp\pars{r\arctan\pars{ax}} + \exp\pars{-r \arctan(ax)}}\,
\cos\pars{{r \over 2}\,\ln\pars{1 + a^{2}x^{2}}}
\\[3mm]&=2\cosh\pars{r\arctan\pars{ax}}
\cosh\pars{\ic\,{r \over 2}\,\ln\pars{1 + a^{2}x^{2}}}
\\[3mm]&=\cosh\pars{r\arctan\pars{ax} +\ic\,{r \over 2}\,\ln\pars{1 + a^{2}x^{2}}}
\\[3mm]&+\cosh\pars{r\arctan\pars{ax} -\ic\,{r \over 2}\,\ln\pars{1 + a^{2}x^{2}}}
\\[3mm]&=2\Re
\cosh\pars{r\arctan\pars{ax} +\ic\,{r \over 2}\,\ln\pars{1 + a^{2}x^{2}}}
\\[3mm]&=2\Re
\cosh\pars{r\,{\ic \over 2}\,\ln\pars{1 - \ic ax \over 1 + \ic ax}
+\ic\,{r \over 2}\,\bracks{\ln\pars{1 - \ic ax} + \ln\pars{1 + \ic ax}}}
\\[3mm]&=2\Re\cosh\pars{\ic r\ln\pars{1 - \ic ax}}
\end{align}
tal que
\begin{align}
&\!\!\!\!\!\!\!\color{#66f}{\large\int_{-\infty}^{\infty}\!\!{%
\exp\pars{r\arctan\pars{ax}} + \exp\pars{-r \arctan(ax)} \over 1+x^2}\,
\cos\pars{\!{r \over 2}\,\ln\pars{1 + a^{2}x^{2}}\!}\,\dd x}
\\[3mm]&=2\Re\int_{-\infty}^{\infty}
{\cosh\pars{\ic r\ln\pars{1 - \ic\verts{a}x}} \over 1 + x^{2}}\,\dd x
=2\Re\braces{2\pi\ic\,
{\cosh\pars{\ic r\ln\pars{1 - \ic\verts{a}\bracks{\ic}}} \over \ic + \ic}}
\\[3mm]&=2\pi\,\Re\bracks{\cosh\pars{\ic r\ln\pars{1 + \verts{a}}}}
=\color{#66f}{\large 2\pi\cos\pars{r\ln\pars{1 + \verts{a}}}}
\end{align}