[Math] Differentiation under the integral sign.

definite integralsintegration

I'm working through an integral suggested for practice at the end of the Wikipedia article on differentiation under the integral sign, and I'm stuck.

I am attempting to evaluate this integral:

$$\int_0^{\pi/2} \frac{x}{\tan x} \ dx.$$

The article suggests the following parameterization:

$$F(a)=\int_0^{\pi/2} \frac{\tan^{-1}(a\tan (x))}{\tan x} \ dx.$$

Differentiating with respect to $a$, we get

$$F'(a)=\int_0^{\pi/2} \frac{1}{1+a^2\tan^2 x} \ dx.$$

I can't find a way to evaluate this, and neither can Wolfram Alpha. The special values $a=0,1$ are easy, but I fail to see how they help.

How can I finish evaluating this integral?

Edit: I think it's just substitution, maybe. I'll update the post accordingly soon.

Edit 2:
Indeed, the substitution $u=\tan x$ and identity $\sec^2 = 1 + \tan^2$ transform the above integral into

$$F'(a) = \int_0^{\pi/2} \frac{1}{(1+u^2)(1+a^2u^2)}.$$

This can be solved with partial fractions.

Best Answer

You have that

$$\frac{1}{{\left( {1 + {u^2}} \right)\left( {1 + {a^2}{u^2}} \right)}} = \left( {\frac{A}{{1 + {u^2}}} + \frac{B}{{1 + {a^2}{u^2}}}} \right)$$

Thus you want (after cross mult.)

$$1 = A + A{a^2}{u^2} + B + B{u^2}$$

This is

$$\eqalign{ & A + B = 1 \cr & A{a^2} + B = 0 \cr} $$

Which gives

$$A = \frac{1}{{1 - {a^2}}}$$

and in turn

$$B = 1 - A = \frac{{{a^2}}}{{{a^2} - 1}}$$

which means

$$\frac{1}{{\left( {1 + {u^2}} \right)\left( {1 + {a^2}{u^2}} \right)}} = \frac{1}{{{a^2} - 1}}\left( {\frac{{{a^2}}}{{1 + {a^2}{u^2}}} - \frac{1}{{1 + {u^2}}}} \right)$$

Can you move on?

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