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I need help on proving $(1)$. $$I=\int_{0}^{\pi\over 4}\arctan{(\cot^2{x})}\mathrm dx={2\pi^2-\ln^2({3+2\sqrt{2})}\over 16}\tag1$$ This is what I have attempted;

Enforcing a sub: $u=\cot^2{x}$ then $du=-2\cot{x}\csc^2{x}dx$

Recall $1+\cot^2{x}=\csc^2{x}$

$$I={1\over2}\int_{1}^{\infty}\arctan{u}\cdot{\mathrm dx\over u^{1/2}+u^{3/2}}$$

Recall $u^3+1=(u+1)(u^2-u+1)$

$$I={1\over2}\int_{1}^{\infty}\arctan{u}\left({A\over u^{1/2}}+{B\over u+1}+{Cu+D\over u^2-u+1}\right)\mathrm du$$

I am stuck at this point.

Can anyone help to prove $(1)$?

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    1) Where do you get these integrals from? 2) If you let $u=\cot x$ you almost end up with the integral you posted yesterday (I have not seen if that leads all the way).2017-01-11
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    @mickep do I get a cup of tea if I tell you where I got the idea of this integral from? http://math.stackexchange.com/questions/1287169/a-curious-equation-containing-an-integral-int-0-pi-4-arctan-left-tanx-the2017-01-11
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    Providing such information may improve your chance of getting an answer. For instance, your link clearly shows the relationship between your integral and the Legendre chi function, which indeed turns out to be a crucial hint toward the computation.2017-01-11

2 Answers 2

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We first write $I$ as

$$ I= \frac{\pi^2}{16} + \int_{0}^{\frac{\pi}{4}} \left( \arctan(\cot^2 x) - \arctan(1) \right) \, dx. $$

Now using addition formulas for $\arctan$ and $\cos$, we have

$$ \arctan(\cot^2 x) - \arctan(1) = \arctan\left(\frac{\cot^2 x - 1}{\cot^2 x + 1} \right) = \arctan(\cos 2x). $$

Consequently we have

\begin{align*} I &= \frac{\pi^2}{16} + \int_{0}^{\frac{\pi}{4}} \arctan(\cos 2x) \, dx \\ &= \frac{\pi^2}{16} + \frac{1}{2}\int_{0}^{\frac{\pi}{2}} \arctan(\sin \theta) \, d\theta, \end{align*}

where the last line follows from the substitution $\theta = \frac{\pi}{2} - 2x$. The last integral can be computed in terms of the Legendre chi function $\chi_2$:

$$ \int_{0}^{\frac{\pi}{2}} \arctan(\sin \theta) \, d\theta = 2\chi_2(\sqrt{2}-1). \tag{1} $$

For a proof of $\text{(1)}$, see my previous answer for instance. There are only a handful of known special values of $\chi_2$, but thankfully

$$\chi_2(\sqrt{2}-1) = \frac{\pi^2}{16} - \frac{1}{4}\log^2(\sqrt{2}+1) \tag{2} $$

is one of them. Summarizing, we have

$$ I = \frac{\pi^2}{8} - \frac{1}{4}\log^2(\sqrt{2}+1), $$

which coincides with the proposed answer.


Addendum. The identity $\text{(2)}$ follows by plugging $x = \sqrt{2}-1$ to the identity

$$ \chi_2\left(\frac{1-x}{1+x}\right) + \chi_2(x) = \frac{\pi^2}{8} - \frac{1}{2}\log x \log\left(\frac{1-x}{1+x}\right), $$

which can be easily checked by differentiating both sides.

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    Solid, as always. Sometimes I think you are a machine! :)2017-01-11
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    @mickep, Thank you! I was lucky enough that I quickly recognized the similarity between the proposed answer and the special value $\text{(2)}$. As I already knew the relation $\text{(1)}$, the rest was to manipulate the integral so that it fits into $\text{(1)}$.2017-01-11
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    (+1) Man you didn't give me time to think about an approach.2017-01-11
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    @SangchulLee, I did get the expression for $I$ before the relation $(1)$ as in your answer and was thinking how to proceed, but by that time you already posted the answer with an addendum. (+1) for the superb speed!2017-01-11
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    what a nice approach! (+1)super 440!2017-01-11
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    @SangchulLee First of all, great answer(+1)! I think your identity (1) should be proveable without refering to special functions by employing Feynman's trick, right?2017-01-11
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    @tired, Feynman's trick depends on how you introduce a parameter, but a natural choice seems not helpful since it leads to $$ \int_{0}^{\frac{\pi}{2}} \arctan(r \sin \theta) \, d\theta = \int_{0}^{\arctan r} \frac{\operatorname{artanh}(\sin\theta)}{\sin\theta} \, d\theta = 2\chi_2\left(\frac{\sqrt{r^2 + 1} - 1}{r}\right). $$2017-01-11
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    For evaluation of $\int_{0}^{\frac{\pi}{2}} \arctan(\sin \theta) \, d\theta$ see http://math.stackexchange.com/questions/855517/evaluating-a-sum-involving-binomial-coefficient-in-denominator/1052675#10526752017-01-12
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    BTW, $\frac{\pi^2}{8} - \frac{1}{4}\log^2(\sqrt{2}+1)=1.013...$ and $I=1.039...$2017-01-12
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    @FDP, I am pretty sure you made a mistake when computing $\frac{\pi^2}{8} - \frac{1}{4}\log^2(\sqrt{2}+1)$ as Mathematica 11 gives the same value at least up to 100 digits. Also notice that your answer is exactly the same as I presented.2017-01-12
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    You're right, i have forgotten the square and i have forgotten that$(1+\sqrt{2})^2=3+2\sqrt{2}$2017-01-12
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For the evaluation of $\displaystyle J=\int_0^{\tfrac{\pi}{2}}\arctan(\sin x)dx$

Perform the change of variable $y=\sin x$,

$\displaystyle J=\int_0^1 \dfrac{\arctan x}{\sqrt{1-x^2}}dx$

Perform the change of variable $y=\sqrt{\dfrac{1-x}{1+x}}$,

$\begin{align}\displaystyle J&=2\int_0^1 \dfrac{\arctan\left(\tfrac{1-x^2}{1+x^2}\right)}{1+x^2}dx\\ &=2\int_0^1 \dfrac{\arctan(1)}{1+x^2}dx-2\int_0^1 \dfrac{\arctan(x^2)}{1+x^2}dx\\ &=\dfrac{\pi^2}{8}-2\int_0^1 \dfrac{\arctan(x^2)}{1+x^2}dx\\ \end{align}$

$\begin{align} \displaystyle\int_0^1 \dfrac{\arctan(x^2)}{1+x^2}dx&=\Big[\arctan x\arctan(x^2)\Big]_0^1-\int_0^1 \dfrac{2x\arctan x}{1+x^4}dx\\ &=\dfrac{\pi^2}{16}-\int_0^1 \dfrac{2x\arctan x}{1+x^4}dx\\ \end{align}$

Since,

$\displaystyle \arctan x=\int_0^1 \dfrac{x}{1+t^2x^2}dx$

then,

$\begin{align} \displaystyle K&=\int_0^1 \dfrac{2x\arctan x}{1+x^4}dx\\ \displaystyle &=\int_0^1\int_0^1 \dfrac{2x^2}{(1+t^2x^2)(1+x^4)}dtdx\\ \displaystyle &=\int_0^1\int_0^1 \left(\dfrac{2t^2}{(1+t^4)(1+x^4)}+\dfrac{2x^2}{(1+x^4)(1+t^4)}-\dfrac{2t^2}{(1+t^4)(1+t^2x^2}\right)dtdx\\ &=\displaystyle 4\left(\int_0^1 \dfrac{t^2}{1+t^4}dt\right)\left(\int_0^1 \dfrac{1}{1+x^4}dx\right)-K \end{align}$

Therefore,

$\displaystyle K=2\left(\int_0^1 \dfrac{x^2}{1+x^4}dx\right)\left(\int_0^1 \dfrac{1}{1+x^4}dx\right)$

Since,

$\begin{align}\displaystyle \int_0^1 \dfrac{x^2}{1+x^4}dx&=\left[\dfrac{1}{4\sqrt{2}}\ln\left(\dfrac{x^2-\sqrt{2}x+1}{x^2+\sqrt{2}x+1}\right)+\dfrac{1}{2\sqrt{2}}\arctan\left(\sqrt{2}x+1\right)+\dfrac{1}{2\sqrt{2}}\arctan\left(\sqrt{2}x-1\right)\right]_0^1\\ &=\dfrac{1}{4\sqrt{2}}\Big(\pi+\ln\left(3-2\sqrt{2}\right)\Big) \end{align}$

and,

$\begin{align}\displaystyle \int_0^1 \dfrac{1}{1+x^4}dx&=\left[\dfrac{1}{4\sqrt{2}}\ln\left(\dfrac{x^2+\sqrt{2}x+1}{x^2-\sqrt{2}x+1}\right)+\dfrac{1}{2\sqrt{2}}\arctan\left(\sqrt{2}x+1\right)+\dfrac{1}{2\sqrt{2}}\arctan\left(\sqrt{2}x-1\right)\right]_0^1\\ &=\dfrac{1}{4\sqrt{2}}\Big(\pi-\ln\left(3-2\sqrt{2}\right)\Big) \end{align}$

Therefore,

$\boxed{K=\displaystyle \dfrac{\pi^2}{16}-\dfrac{1}{16}\Big(\ln\left(3-2\sqrt{2}\right)\Big)^2}$

Therefore,

$\boxed{\displaystyle\int_0^1 \dfrac{\arctan(x^2)}{1+x^2}dx=\dfrac{1}{16}\Big(\ln\left(3-2\sqrt{2}\right)\Big)^2}$

Therefore,

$\boxed{\displaystyle J=\dfrac{\pi^2}{8}-\dfrac{1}{8}\Big(\ln\left(3-2\sqrt{2}\right)\Big)^2}$

Addendum:

$\displaystyle I=\int_0^{\tfrac{\pi}{4}} \arctan\left(\cot^2(x)\right)dx$

Perform the change of variable,

$y=\tan x$,

$\begin{align}I&=\displaystyle \int_0^1 \dfrac{\arctan\left(\tfrac{1}{x^2}\right)}{1+x^2}dx\\ &=\displaystyle \int_0^1 \dfrac{\tfrac{\pi}{2}-\arctan\left(x^2\right)}{1+x^2}dx\\ &=\displaystyle \dfrac{\pi^2}{8}-\int_0^1 \dfrac{\arctan\left(x^2\right)}{1+x^2}dx \end{align}$

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    Oh man, this is an amazing answer, especially since it doesn't rely on any other nontrivial prerequisite theorems (like special values of the Legendre Chi function). Nicely done, sir! (+1)2018-06-23