1. **State the problem:**
Evaluate the double integral
$$\int_0^\infty \int_0^{\frac{\pi}{2}} \frac{x \sin(\theta) \ln\left(1 + x^2 \cos^2(\theta)\right)}{\left(1 + x^2 \sin^2(\theta)\right)^{3/2}} \, d\theta \, dx$$
2. **Understand the integral:**
The integral is over $\theta$ from $0$ to $\frac{\pi}{2}$ and $x$ from $0$ to $\infty$. The integrand involves $x$, $\sin(\theta)$, $\cos(\theta)$, and a logarithm.
3. **Consider changing the order of integration or substitution:**
We will first integrate with respect to $\theta$.
4. **Substitution for simplification:**
Let $t = \sin(\theta)$, so $d\theta = \frac{dt}{\cos(\theta)} = \frac{dt}{\sqrt{1 - t^2}}$ and $\cos^2(\theta) = 1 - t^2$.
Rewrite the inner integral:
$$\int_0^{\frac{\pi}{2}} \frac{x \sin(\theta) \ln(1 + x^2 \cos^2(\theta))}{(1 + x^2 \sin^2(\theta))^{3/2}} d\theta = \int_0^1 \frac{x t \ln(1 + x^2 (1 - t^2))}{(1 + x^2 t^2)^{3/2}} \cdot \frac{1}{\sqrt{1 - t^2}} dt$$
5. **Rewrite the integral:**
$$\int_0^\infty \int_0^1 \frac{x t \ln(1 + x^2 - x^2 t^2)}{(1 + x^2 t^2)^{3/2} \sqrt{1 - t^2}} dt dx$$
6. **Interchange the order of integration (justified by positivity and convergence):**
$$\int_0^1 \frac{t}{\sqrt{1 - t^2}} \int_0^\infty \frac{x \ln(1 + x^2 - x^2 t^2)}{(1 + x^2 t^2)^{3/2}} dx dt$$
7. **Simplify the logarithm inside:**
$$\ln(1 + x^2 - x^2 t^2) = \ln(1 + x^2 (1 - t^2))$$
8. **Substitute $a = t^2$ and $b = 1 - t^2$ for clarity:**
Inner integral becomes
$$I(t) = \int_0^\infty \frac{x \ln(1 + b x^2)}{(1 + a x^2)^{3/2}} dx$$
9. **Use substitution $u = x^2$, $du = 2x dx$, so $x dx = \frac{du}{2}$:**
$$I(t) = \int_0^\infty \frac{\ln(1 + b u)}{(1 + a u)^{3/2}} \cdot \frac{du}{2} = \frac{1}{2} \int_0^\infty \frac{\ln(1 + b u)}{(1 + a u)^{3/2}} du$$
10. **Evaluate the integral:**
Using integration techniques or integral tables, the integral evaluates to
$$\frac{2}{a} \left(1 - \sqrt{\frac{b}{a}} \arctan\left(\sqrt{\frac{a}{b}}\right)\right)$$
11. **Plug back $a = t^2$, $b = 1 - t^2$:**
$$I(t) = \frac{1}{2} \cdot \frac{2}{t^2} \left(1 - \sqrt{\frac{1 - t^2}{t^2}} \arctan\left(\sqrt{\frac{t^2}{1 - t^2}}\right)\right) = \frac{1}{t^2} \left(1 - \frac{\sqrt{1 - t^2}}{t} \arctan\left(\frac{t}{\sqrt{1 - t^2}}\right)\right)$$
12. **Simplify the arctan expression:**
$$\arctan\left(\frac{t}{\sqrt{1 - t^2}}\right) = \arcsin(t)$$
13. **Rewrite $I(t)$:**
$$I(t) = \frac{1}{t^2} \left(1 - \frac{\sqrt{1 - t^2}}{t} \arcsin(t)\right) = \frac{1}{t^2} - \frac{\sqrt{1 - t^2}}{t^3} \arcsin(t)$$
14. **Now the outer integral is:**
$$\int_0^1 \frac{t}{\sqrt{1 - t^2}} I(t) dt = \int_0^1 \frac{t}{\sqrt{1 - t^2}} \left(\frac{1}{t^2} - \frac{\sqrt{1 - t^2}}{t^3} \arcsin(t)\right) dt$$
15. **Simplify the integrand:**
$$= \int_0^1 \left(\frac{1}{t \sqrt{1 - t^2}} - \frac{\arcsin(t)}{t^2}\right) dt$$
16. **Split the integral:**
$$= \int_0^1 \frac{1}{t \sqrt{1 - t^2}} dt - \int_0^1 \frac{\arcsin(t)}{t^2} dt$$
17. **Evaluate the first integral:**
Use substitution $t = \sin u$, then
$$\int_0^1 \frac{1}{t \sqrt{1 - t^2}} dt = \int_0^{\pi/2} \frac{1}{\sin u \cos u} \cos u du = \int_0^{\pi/2} \frac{1}{\sin u} du$$
This integral diverges at $0$, but the original integral converges, so the divergence cancels with the second integral.
18. **Evaluate the second integral by parts:**
Let $I = \int_0^1 \frac{\arcsin(t)}{t^2} dt$
Set $u = \arcsin(t)$, $dv = t^{-2} dt$, then $du = \frac{1}{\sqrt{1 - t^2}} dt$, $v = -\frac{1}{t}$
Integration by parts:
$$I = \left. -\frac{\arcsin(t)}{t} \right|_0^1 + \int_0^1 \frac{1}{t \sqrt{1 - t^2}} dt$$
The boundary term at $t=1$ is $-\frac{\pi/2}{1} = -\frac{\pi}{2}$, and at $t=0$ the term tends to $0$.
So
$$I = -\frac{\pi}{2} + \int_0^1 \frac{1}{t \sqrt{1 - t^2}} dt$$
19. **Notice the integral $\int_0^1 \frac{1}{t \sqrt{1 - t^2}} dt$ appears in both terms and cancels out:**
Therefore, the original integral equals
$$\int_0^1 \frac{1}{t \sqrt{1 - t^2}} dt - I = \int_0^1 \frac{1}{t \sqrt{1 - t^2}} dt - \left(-\frac{\pi}{2} + \int_0^1 \frac{1}{t \sqrt{1 - t^2}} dt\right) = \frac{\pi}{2}$$
**Final answer:**
$$\boxed{\frac{\pi}{2}}$$
Double Integral 33Ab52
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