<s>[INST] Integral $\int_0^{\pi/4}\log \tan x \frac{\cos 2x}{1+\alpha^2\sin^2 2x}dx=-\frac{\pi}{4\alpha}\text{arcsinh}\alpha$ Hi I am trying to prove this
$$
I:=\int_0^{\pi/4}\log\left(\tan\left(x\right)\right)\,
\frac{\cos\left(2x\right)}{1+\alpha^{2}\sin^{2}\left(2x\right)}\,{\rm d}x
=-\,\frac{\pi}{4\alpha}\,\text{arcsinh}\left(\alpha\right),\qquad \alpha^2<1.
$$
What an amazing result this is!  I tried to write
$$
I=\int_0^{\pi/4} \log  \sin x\frac{\cos 2x}{1+\alpha^2\sin^2 2x}-\int_0^{\pi/4}\log \cos x \frac{\cos 2x}{1+\alpha^2\sin^2 2x}dx 
$$
and played around enough here to realize it probably isn't the best idea.
Now back to the original integral I, we can possibly change variables $y=\tan x$ and
re-writing the original integral to obtain
$$
\int_0^{\pi/4}\log \tan x \frac{\cos 2x}{1+{\alpha^2}\big(1-\cos^2 (2x)\big)}dx=\int_0^1 \log y \frac{1-y^2}{1+y^2}\frac{1}{1+{\alpha^2}\big(1-(\frac{1-y^2}{1+y^2})^2\big)}\frac{dy}{1+y^2}.
$$
Simplifying this we have
$$
I=\int_0^1\log y \frac{1-y^2}{1+y^2}\frac{(1+y^2)^2}{(1+y^2)^2+4\alpha^2y^2}\frac{dy}{1+y^2}=\int_0^1\log  y \frac{1-y^2}{(1+y^2)^2+4\alpha^2y^2}dy
$$
Another change of variables $y=e^{-t}$ and we have
$$
I=-\int_0^\infty \frac{t(1-e^{-2t})}{(1+e^{-2t})^2+4\alpha^2 e^{-2t}} e^{-t}dt
$$
but this is where I am stuck...How can we calculate I?  Thanks.
 [/INST] I use on Ron's results from integrating by parts:  
$$\alpha I(\alpha) = - \int_0^{\pi/4} dx \frac{\arctan{(\alpha \sin{2 x})}}{\sin{2 x}},$$
As an alternative way to complete the problem, use the method differentiating under the integral sign:
$$\frac{d}{d\alpha}(\alpha I(\alpha)) = -\int_{0}^{\pi/4}\frac{dx}{\alpha^2\sin^2{2x}+1}=-\frac{\pi}{4\sqrt{1+\alpha^2}}\\
\implies \alpha I(\alpha) = -\frac{\pi}{4}\int_{0}^{\alpha}\frac{d\tilde\alpha}{\sqrt{1+\tilde\alpha^2}} = -\frac{\pi}{4}\sinh^{-1}{\alpha}.$$
</s>