Where does the $\frac{2n-1}{2n}$ come from?
I've tried using integration by parts and got $\int \sin^{2n}(x)dx = \frac {\cos^3 x}{3} +\cos x +C$, which doesn't have any connection with $\frac{2n-1}{2n}$.
Here's my derivation of $\int \sin^{2n}(x)dx = \frac {\cos^3 x}{3} +\cos x +C$:
$\sin^{2n+1}xdx=\int(1-\cos^2x)\sin xdx=\int -(1-u^2)du=\int(u^2-1)du=\frac{u^3}{3}+u+C=\frac{\cos^3x}{3}+\cos x +C$
where
$u=\cos x$;$du=-\sin x dx$
Credits to Xiang, Z. for the question.
Best Answer
Given the identity $$\int \sin^n x dx = - \frac{\sin^{n-1} x \cos x}{n}+\frac{n-1}{n}\int \sin^{n-2} xdx$$ plugging in $2n$ yields $$\int \sin^{2n} x dx = - \frac{\sin^{2n-1} x \cos x}{2n}+\frac{2n-1}{2n}\int \sin^{2n-2} xdx$$
Since
$$\int_0^{\pi/2} \sin^{2n} x dx = - \frac{\sin^{2n-1} x \cos x}{2n}|_0^{\pi/2}+\frac{2n-1}{2n}\int_0^{\pi/2} \sin^{2n-2} xdx$$ and $\frac{\sin^{2n-1} x \cos x}{2n}|_0^{\pi/2}=0$ for $n \ge 1$, we get $$\int_0^{\pi/2} \sin^{2n} x dx = \frac{2n-1}{2n}\int_0^{\pi/2} \sin^{2n-2} xdx$$
(We only care about $n \ge 1$ because in the original question, $a_0=\frac{\pi}{2}$ is given and only integer values of n with $n \ge 1$ need to satisfy $a_n=\frac{2n-1}{2n}a_{n-1}$.)