I'm having a good amount of trouble evaluating this: $$\int\limits^{\infty}_0\frac{\tan^{-1}(t)dt}{(1+t)^{n+1}},\ n>0$$
Here are some methods I've tried:
$$\int\limits^{\infty}_0\frac{\tan^{-1}(t)dt}{(1+t)^{n+1}}=\frac1n\int\limits^{\infty}_0\frac{dt}{(1+t^2)(1+t)^{n}}$$
using integration by parts. I then tried more integration by parts, residue theorem, and expanding into a power series but failed. I did however use partial fractions for $n=2$ to get $1/4$.
$$\int\limits^{\infty}_0\frac{\tan^{-1}(t)dt}{(1+t)^{n+1}}=\frac{\pi}{2n}-\int\limits^{\infty}_0\frac1{(1+t)^{n+1}}\int\limits^{\infty}_0\frac{\sin(x)}xe^{-xt}dxdt=\frac{\pi}{2n}-\int\limits^{\infty}_0\frac{\sin(x)}xE_{n+1}(x)e^{-x}dx$$
using the Laplace Transform of $\text{sinc}(x)$ and the $E_n$-function.
$$\int\limits^{\infty}_0\frac{\tan^{-1}(t)dt}{(1+t)^{n+1}}=\int\limits^1_0\frac{\tan^{-1}(t)dt}{(1+t)^{n+1}}+\int\limits^1_0\frac{\cot^{-1}(t)t^{n-1}dt}{(1+t)^{n+1}}=\int\limits^1_0\frac{\tan^{-1}(t)\left(1-t^{n-1}\right)dt}{(1+t)^{n+1}}+\frac{\pi}{2^{n+1}n}$$
This one I felt the best about and its also where I got that at $n=1$ the integral is $\pi/4$, but I was unable to go further.
Update: I had a couple more attempts, one of which I posted as an answer, after Claude Leibovici's idea reminded me you can do partial fractions on $\frac1{(1+x^2)(1+x)^n}$.
Notice that if we write
$$\frac1{(1+x^2)(1+x)^n}=\frac{1+x}{1+x^2}-\frac{a_0+a_1x+\dots+a_{m-1}x^{m-1}}{(1+x)^n}$$
then the coefficients $a_k$ follow the pattern
$$a_0=0,\ a_1=C_1^{n+1},\ a_2=C_2^{n+1}-a_0,\ a_3=C_3^{n+1}-a_1,\ a_4=C_4^{n+1}-a_2\dots$$
The only problem is that this sequence is always infinite and the power series does not converge on all of $[0,\infty)$, so I believe the coefficients of $1$ and $x$ in the numerator of $\frac{1+x}{1+x^2}$ could be changed to avoid this.
Best Answer
Note that $\int\limits^{\infty}_0\frac{\tan^{-1}t}{(1+t)^{n+1}}=\frac1nI_n$, where $$I_n=\int\limits^{\infty}_0\frac{dt}{(1+t^2)(1+t)^{n}}$$ The integrand can be decomposed iteratively as $$A_n(t)= \frac{A_{n-1}}{1+t}=\frac{1}{(1+t^2)(1+t)^{n}} =\frac{a_n-b_n t}{1+t^2}+ \sum_{k=1}^{n}\frac{b_{n-k+1}}{(1+t)^k}\tag1 $$ where the coefficients satisfy the iterative relationships $$a_n=\frac{a_{n-1}-b_{n-1}}2,\>\>\>\>\> b_n=\frac{a_{n-1}+b_{n-1}}2\tag2$$ Recognize $a_0=1$, $b_0=0$ and compare $$\cos \frac{n\pi}4= \frac1{2^{\frac12}}\left(\cos \frac{(n-1)\pi}4-\sin\frac{(n-1)\pi}4\right) $$ $$\sin \frac{n\pi}4= \frac1{2^{\frac12}}\left(\cos \frac{(n-1)\pi}4+\sin\frac{(n-1)\pi}4\right) $$ with (2) to get $$a_n=\frac1{2^{\frac n2} }\cos\frac{n\pi}4,\>\>\>\>\> b_n=\frac1{2^{\frac n2} }\sin\frac{n\pi}4\tag3 $$
Then, integrate $A_n(t)$ in (1) to obtain $$I_n= \int_0^\infty A_n(t)dt =\frac{\pi a_n}2+\sum_{j=1}^{n-1}\frac{b_{j}}{n-j} $$ Substitute the coefficients (3) to arrive at the result $$I_n = \frac\pi{2^{\frac{n+1}2}}\cos\frac{n\pi}4 + \sum_{j=1}^{n-1}\frac{1}{(n-j) 2^{\frac j2}}\sin\frac{j\pi}4 $$ Listed below are the first few integral values \begin{align} & I_1 =\frac\pi4 \\ & I_2 =\frac12\\ & I_3 =\frac34-\frac\pi8\\ & I_4 =\frac23-\frac\pi8\\ & I_5 =\frac{5}{12}-\frac\pi{16}\\ \end{align}