Para $x>0$ ,
$$ \begin{align}\int_{0}^{\infty} \frac{1- \cos(tx)}{e^{t}-1} \, dt &= \int_{0}^{\infty} \left(1- \cos (tx) \right)\frac{e^{-t}}{1-e^{-t}} \, dt \\ &= \int_{0}^{\infty} \left(1- \cos (tx) \right) \sum_{n=1}^{\infty} e^{-tn} \, dt \\ &= \sum_{n=1}^{\infty} \int_{0}^{\infty} \left(1- \cos (tx) \right) e^{-tn} \, dt \\ &= \sum_{n=1}^{\infty} \left(\frac{1}{n} - \frac{n}{n^{2}+x^{2}} \right) \\ &= \sum_{n=1}^{\infty} \frac{x^{2}}{n(n^{2}+x^{2})}. \end{align}$$
(El cambio de orden de la suma y la integración se justifica por el teorema de Tonelli).
Utilizando el representación en serie de la función digamma vemos que
$$\begin{align} \psi(1+ix) + \psi(1-ix) &= - 2 \gamma + \sum_{n=1}^{\infty} \left(\frac{ix}{n(n+ix)} + \frac{-ix}{n(n-ix)}\right) \\ &= -2 \gamma +2 \sum_{n=1}^{\infty} \frac{x^{2}}{n(n^{2}+x^{2})}. \end{align}$$
Por lo tanto, $$\begin{align}\int_{0}^{\infty} \frac{1-\cos(tx)}{e^{t}-1} \, dt &= \frac{1}{2} \left(\psi(1+ix)+\psi(1-ix) \right)+ \gamma \\ &= \Re \left(\psi(1+ix) \right) + \gamma \tag{1} \\ &= \Re \left(\psi(ix) + \frac{1}{ix}\right) + \gamma \tag{2} \\ &= \Re \left(\psi(ix)\right) + \gamma.\end{align}$$
$(1)$ https://en.wikipedia.org/wiki/Schwarz_reflection_principle
$(2)$ https://en.wikipedia.org/wiki/Digamma_function#Reflection_formula