<s>[INST] Nice way to solve $\int\int \frac{1}{1-(xy)^2} dydx$? This is something I've been thinking about lately;
$$\int_0^1 \int_0^1 \frac{1}{1-(xy)^2} dydx$$ 
Solutions I've read involve making the substitutions: $x= \frac{sin(u)}{cos(v)}$ and $y= \frac{sin(v)}{cos(u)}$. This reduces the integral to the area of a right triangle with both legs of length $\frac{\pi}{2}$. My problem is that coming up with this substitution is not at all obvious to me, and realizing how the substitution distorts the unit square into a right triangle seems to require a lot of reflection. My approach without fancy tricks involves letting $u = xy$ and then the integral "simplifies" accordingly:
$\begin{align*} \int_0^1 \int_0^1 \frac{1}{1-(xy)^2} dydx &= \int_0^1\frac{1}{x}\int_0^x \frac{1}{1-u^2}dudx\\
&= \int_0^1\frac{1}{2x}\int_0^x \frac{1}{1-u}+\frac{1}{1+u}dudx\\
&= \int_0^1\frac{1}{2x}ln\left(\frac{1+x}{1-x}\right)dx
 \end{align*}$ 
If I've done everything right this should be $\frac{\pi^2}{8}$ but I haven't figured out how to solve it.
 [/INST] Here is an alternative derivation. The form of the integrand suggest expanding it a geometrical series
$$\frac{1}{1-(xy)^2} = \sum_{n=0}^\infty x^{2n}y^{2n}$$
Now integrating term by term we get
$$\int_0^1\int_0^1\frac{{\rm d}x{\rm d}y}{1-(xy)^2} = \sum_{n=0}^\infty \frac{1}{(2n+1)^2}$$
and from the well known result $\frac{\pi^2}{6} = \sum_{n=1}^\infty \frac{1}{n^2} = \sum_{n=0}^\infty\frac{1}{(2n+1)^2} + \sum_{n=1}^\infty\frac{1}{(2n)^2}$ we get
$$\int_0^1\int_0^1\frac{{\rm d}x{\rm d}y}{1-(xy)^2} = \frac{\pi^2}{8}$$
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