<s>[INST] Evaluate $\int_{0}^{\infty} \frac{\ln x}{\left(x^{2}+1\right)^{n}} d x$. Latest Edit
By the contributions of the writers, we finally get the closed form for the integral as:
$$\boxed{\int_{0}^{\infty} \frac{\ln x}{(x^{2}+1)^n} d x =-\frac{\pi(2 n-3) ! !}{2^{n}(n-1) !} \sum_{j=1}^{n-1} \frac{1}{2j-1}}$$

I first evaluate $$I_1=\int_{0}^{\infty} \frac{\ln x}{x^{2}+1} d x \stackrel{x\mapsto\frac{1}{x}}{=}  -I_1 \Rightarrow I_1= 0.$$
and then start to raise up the power of the denominator
$$I_n=\int_{0}^{\infty} \frac{\ln x}{(x^{2}+1)^n} d x .$$
In order to use differentiation, I introduce a more general integral
$$I_n(a)=\int_{0}^{\infty} \frac{\ln x}{(x^{2}+a)^n} d x. $$
Now we can start with $I_1(a)$. Using $I_1=0$ yields
$$\displaystyle  1_1(a)=\int_{0}^{\infty} \frac{\ln x}{x^{2}+a} d x \stackrel{x\mapsto\frac{x}{a}}{=} \frac{\pi \ln a}{4 \sqrt a} \tag*{}$$
Now we are going to deal with $I_n$ by differentiating it by $(n-1)$ times
$$
\frac{d^{n-1}}{d a^{n-1}} \int_{0}^{\infty} \frac{\ln x}{x^{2}+a} d x=\frac{\pi}{4} \frac{d^{n-1}}{d a^{n-1}}\left(\frac{\ln a}{a}\right)
$$
$$
\int_{0}^{\infty} \ln x\left[\frac{\partial^{n-1}}{\partial a^{n-1}}\left(\frac{1}{x^{2}+a}\right)\right] d x=\frac{\pi}{4} \frac{d^{n-1}}{d a^{n-1}}\left(\frac{\ln a}{\sqrt a}\right)
$$
$$
\int_{0}^{\infty} \frac{\ln x}{\left(x^{2}+a\right)^{n}} d x=\frac{(-1)^{n-1} \pi}{4(n-1) !} \frac{d^{n-1}}{d a^{n-1}}\left(\frac{\ln a}{\sqrt{a}}\right)
$$
In particular, when $a=1$, we get a formula for $$
\boxed{\int_{0}^{\infty} \frac{\ln x}{\left(x^{2}+1\right)^{n}} d x=\left.\frac{(-1)^{n-1} \pi}{4(n-1)!} \frac{d^{n-1}}{d a^{n-1}}\left(\frac{\ln a}{\sqrt{a}}\right)\right|_{a=1}}
$$
For example, $$
\int_{0}^{\infty} \frac{\ln x}{\left(x^{2}+1\right)^{5}} d x=\frac{\pi}{4 \cdot 4 !}(-22)=-\frac{11 \pi}{48}
$$
and
$$
\int_{0}^{\infty} \frac{\ln x}{\left(x^{2}+1\right)^{10}} d x=\frac{-\pi}{4(9 !)}\left(\frac{71697105}{256}\right)=-\frac{1593269 \pi}{8257536}
$$
which is check by WA.
MY question
Though a formula for $I_n(a)$ was found, the last derivative is hard and tedious.
Is there any formula for $$\frac{d^{n-1}}{d a^{n-1}}\left(\frac{\ln a}{\sqrt{a}}\right)? $$
 [/INST] Let $I\left(\lambda\right)=\int_0^{\infty} \frac{x^{2 \lambda-1}}{\left(a^2+x^2\right)^n} d x,$ then
$$I_n=\int_0^{\infty} \frac{\ln x}{\left(a^2 +x^2\right)^n} d t= \frac{1}{2} I^{\prime}\left(\frac{1}{2}\right) .$$
Now we are going to express $I\left(\lambda\right)$ as a beta function by letting $x=a\tan \theta$, then
$$
\begin{aligned}
I(\lambda) &= a^{2(\lambda-n)}\int_0^{\frac{\pi}{2}} \sin ^{2 \lambda-1} \theta \cos ^{2(n-\lambda)-1} \theta d \theta \\
&=\frac{a^{2(\lambda-n)}}{2} B(\lambda, n-\lambda) \\
&=\frac{a^{2(\lambda-n)}}{2\Gamma(n) } \Gamma(\lambda) \Gamma(n-\lambda)
\end{aligned}
$$
By logarithmic differentiation, we get
$$
\begin{aligned}
&\frac{I^{\prime}(\lambda)}{I(\lambda)}=2\ln a+\psi(\lambda)-\psi(n-\lambda) \\
&I^{\prime}(\lambda)=\frac{a^{2(\lambda-n)}}{2 \Gamma(n)} \Gamma(\lambda) \Gamma(n-\lambda)[ 2\ln a+\psi(\lambda)-\psi(n-\lambda)]
\end{aligned}
$$
Putting $\lambda=\frac{1}{2} $ yields
$$
I^{\prime}\left(\frac{1}{2}\right)=\frac{a^{1-2n}\sqrt{\pi}}{2} \cdot \frac{\Gamma\left(n-\frac{1}{2}\right)}{\Gamma(n)}\left[2\ln a+\psi\left(\frac{1}{2}\right)-\psi\left(n-\frac{1}{2}\right)\right]
$$
Hence $$\boxed{\int_0^{\infty} \frac{\ln x}{\left(a^2+x^2\right)^n} d x= \frac{1}{2} I^{\prime}\left(\frac{1}{2}\right) = \frac{a^{1-2n}\sqrt{\pi}\Gamma\left(n-\frac{1}{2}\right)}{4\Gamma(n)}\left[2\ln a+\psi\left(\frac{1}{2}\right)-\psi\left(n-\frac{1}{2}\right)\right] },$$
Back to our integral,
$$\boxed{\int_0^{\infty} \frac{\ln x}{\left(1+x^2\right)^n} d t= \frac{1}{2} I^{\prime}\left(\frac{1}{2}\right) = \frac{\sqrt{\pi}\Gamma \left(n-\frac{1}{2}\right)}{4\Gamma(n)}\left[\psi\left(\frac{1}{2}\right)-\psi\left(n-\frac{1}{2}\right)\right] }$$
By Wolfram-Alpha, $\psi\left(\frac{1}{2}\right)-\psi\left(n-\frac{1}{2}\right) = -H_{n-\frac{3}{2}}-2 \log (2) $ yields
$$I_n= -\frac{\sqrt{\pi}\Gamma\left(n-\frac{1}{2}\right)}{4\Gamma(n)}\left(H_{n-\frac{3}{2}}+2\ln 2\right),$$
</s>