The equation for the ellipse states $x^2+y^2-2x=0$ (...) from which I have $\rho(\theta)= \displaystyle\frac{\cos\theta}{1+\cos^2\theta}$ with $0\leq\theta\leq\pi$.
The equation of the ellipse is
\begin{equation*}
2x^{2}+y^{2}-2x=0
\end{equation*}
from which I've obtained
\begin{equation*}
\rho (\theta)=\frac{2\cos \theta }{\cos ^{2}\theta +1},\qquad \text{with }-\pi/2 \leq
\theta <\pi/2,
\end{equation*}
because the tangent to the ellipse at $(x,y)=(0,0)$ is the vertical line $x=0$. With these corrections the volume integral becomes
\begin{eqnarray*}
V &=&\int_{-\pi /2}^{\pi /2}\left( \int_{0}^{\frac{2\cos \theta }{\cos
^{2}\theta +1}}2\rho \sqrt{1-\rho ^{2}}d\rho \right) \,d\theta \\
&=&-\frac{2}{3}\int_{-\pi /2}^{\pi /2}\left. \left( 1-\rho ^{2}\right)
^{3/2}\right\vert _{0}^{\frac{2\cos \theta }{\cos ^{2}\theta +1}}\,d\theta
\\
&=&-\frac{2}{3}\int_{-\pi /2}^{\pi /2}\left( 1-\left( \frac{2\cos \theta }{
\cos ^{2}\theta +1}\right) ^{2}\right) ^{3/2}-1\,\ d\theta
\end{eqnarray*}
Simplifying, we have that
\begin{eqnarray*}
V &=&\frac{2}{3}\pi -\frac{2}{3}\int_{-\pi /2}^{\pi /2}\left( \left( \frac{
\sin ^{2}\theta }{\cos ^{2}\theta +1}\right) ^{2}\right) ^{3/2}\,d\theta \\
&=&\frac{2}{3}\pi -\frac{2}{3}\int_{-\pi /2}^{\pi /2}\left( \frac{\sin
^{2}\theta }{\cos ^{2}\theta +1}\right) ^{3}\,d\theta \\
&=&\frac{2}{3}\pi -\frac{4}{3}\int_{0}^{\pi /2}\left( \frac{\sin ^{2}\theta
}{\cos ^{2}\theta +1}\right) ^{3}\,d\theta ,
\end{eqnarray*}
because the integrand is an even function. The remaining integral can be
converted into a rational function of $t=\tan \frac{\theta }{2}$ by the
Weirstrass substitution $t=\tan \frac{
\theta }{2}$, which I then evaluated in SWP (Scientific Work
Place):
\begin{eqnarray*}
V &=&\frac{2}{3}\pi -\frac{4}{3}\int_{0}^{\pi /2}\left( \frac{\sin
^{2}\theta }{\cos ^{2}\theta +1}\right) ^{3}\,d\theta ,\qquad t=\tan \frac{
\theta }{2} \\
&=&\frac{2}{3}\pi -\frac{64}{3}\int_{0}^{1}\frac{t^{6}}{\left(
1+t^{4}\right) ^{3}\left( 1+t^{2}\right) }\,dt \\
&=&\cdots \\
&=&\frac{4}{3}\pi -\frac{7}{12}\sqrt{2}\pi =\frac{16-7\sqrt{2}}{12}\pi .
\end{eqnarray*}
ADDED. The integrand in $t$ can be expanded into partial fractions as follows
\begin{equation*}
\frac{t^{6}}{\left( 1+t^{4}\right) ^{3}\left( 1+t^{2}\right) }=\frac{1}{8}
\frac{t^{2}-1}{1+t^{4}}+\frac{1}{4}\frac{3+t^{2}}{\left( 1+t^{4}\right) ^{2}}
-\frac{1}{2}\frac{1+t^{2}}{\left( 1+t^{4}\right) ^{3}}-\frac{1}{8\left(
1+t^{2}\right) }.
\end{equation*}
ADDED 2. WolframAlpha computation of $V =\frac{2}{3}\pi -\frac{4}{3}\int_{0}^{\pi /2}\left( \frac{\sin^{2}\theta }{\cos ^{2}\theta +1}\right) ^{3}\,d\theta$ confirms the result above.
The sphere and the cylinder intersect where $r=2$ and $\rho=5$, so $r=\rho\sin\phi\implies5\sin\phi=2\implies$
$\phi=\sin^{-1}\frac{2}{5}=\cos^{-1}\frac{\sqrt{21}}{5}$.
(Alternatively, $x^2+y^2=4$ and $x^2+y^2+z^2=25\implies$
$z^2=21\implies\rho^{2}\cos^{2}\phi=21\implies25\cos^{2}\phi=21\implies\cos\phi=\frac{\sqrt{21}}{5}\implies\phi=\cos^{-1}\frac{\sqrt{21}}{5}.)$
A line segment starting at the origin and passing through the cylinder intersects the cylinder where
$r=2$, so $\rho\sin\phi=2\implies \rho=\frac{2}{\sin\phi}=2\csc\phi$, so
this gives the lower limit for $\rho$.
Best Answer
Conceptually, what this integral is doing is this: Start at the origin, then move out until you reach $a\cos \theta$. This draws a line segment, and is what the inner integral does. Then the outer integral, takes that line segment, and sweeps out the semi-circular arc which goes from the point (in rectangular coordinates) $(a,0,0)$ to the point $(0,0,0)$ (also in rectangular coordinates). This gives the area of the semicircle. Finally, the integrand itself gives the height above this semicircular region to the sphere, thereby filling in the desired volume. Note that this is only $\frac{1}{4}$ of the total desired volume, hence we multiply by $4$ to get the entire volume. Does that make sense? All iterated integrals can be thought of in this way (This fact is captured most generally by the generalized Stokes' Theorem).