1. **Problem Statement:**
Evaluate the double integral
$$\int_0^\infty \int_0^{\frac{\pi}{2}} \frac{x \sin \theta \ln(1 + x^2 \cos^2 \theta)}{(1 + x^2 \sin^2 \theta)^{3/2}} \, d\theta \, dx$$
2. **Approach:**
We will first analyze the inner integral with respect to $\theta$ and then the outer integral with respect to $x$.
3. **Step 1: Inner integral simplification**
Let
$$I(x) = \int_0^{\frac{\pi}{2}} \frac{x \sin \theta \ln(1 + x^2 \cos^2 \theta)}{(1 + x^2 \sin^2 \theta)^{3/2}} \, d\theta$$
4. **Step 2: Substitution for inner integral**
Set $t = \sin \theta$, so $d\theta = \frac{dt}{\sqrt{1 - t^2}}$, and when $\theta=0$, $t=0$, and when $\theta=\frac{\pi}{2}$, $t=1$.
Rewrite the integral:
$$I(x) = \int_0^1 \frac{x t \ln(1 + x^2 (1 - t^2))}{(1 + x^2 t^2)^{3/2}} \cdot \frac{1}{\sqrt{1 - t^2}} \, dt$$
5. **Step 3: Simplify the logarithm argument**
Note that $\cos^2 \theta = 1 - \sin^2 \theta = 1 - t^2$, so the logarithm is $\ln(1 + x^2 (1 - t^2))$.
6. **Step 4: Recognize the complexity and change order of integration**
Because the integral is complicated, consider changing the order of integration:
$$\int_0^\infty \int_0^{\frac{\pi}{2}} f(x,\theta) \, d\theta \, dx = \int_0^{\frac{\pi}{2}} \int_0^\infty f(x,\theta) \, dx \, d\theta$$
7. **Step 5: Inner integral with respect to $x$**
Define
$$J(\theta) = \int_0^\infty \frac{x \sin \theta \ln(1 + x^2 \cos^2 \theta)}{(1 + x^2 \sin^2 \theta)^{3/2}} \, dx$$
Since $\sin \theta$ is constant with respect to $x$, factor it out:
$$J(\theta) = \sin \theta \int_0^\infty \frac{x \ln(1 + x^2 \cos^2 \theta)}{(1 + x^2 \sin^2 \theta)^{3/2}} \, dx$$
8. **Step 6: Substitution for $x$ integral**
Set $u = x \sin \theta$, so $x = \frac{u}{\sin \theta}$ and $dx = \frac{du}{\sin \theta}$.
Rewrite the integral:
$$J(\theta) = \sin \theta \int_0^\infty \frac{\frac{u}{\sin \theta} \ln\left(1 + \frac{u^2 \cos^2 \theta}{\sin^2 \theta}\right)}{(1 + u^2)^{3/2}} \cdot \frac{du}{\sin \theta} = \sin \theta \int_0^\infty \frac{u \ln\left(1 + u^2 \cot^2 \theta\right)}{(1 + u^2)^{3/2}} \cdot \frac{1}{\sin^2 \theta} \, du$$
Simplify:
$$J(\theta) = \frac{\sin \theta}{\sin^2 \theta} \int_0^\infty \frac{u \ln(1 + u^2 \cot^2 \theta)}{(1 + u^2)^{3/2}} \, du = \frac{1}{\sin \theta} \int_0^\infty \frac{u \ln(1 + u^2 \cot^2 \theta)}{(1 + u^2)^{3/2}} \, du$$
9. **Step 7: Substitute $a = \cot^2 \theta$**
Define
$$K(a) = \int_0^\infty \frac{u \ln(1 + a u^2)}{(1 + u^2)^{3/2}} \, du$$
Then
$$J(\theta) = \frac{1}{\sin \theta} K(\cot^2 \theta)$$
10. **Step 8: Evaluate $K(a)$**
Use integration by parts:
Let
$$v = \ln(1 + a u^2), \quad dv = \frac{2 a u}{1 + a u^2} du$$
$$dw = \frac{u}{(1 + u^2)^{3/2}} du$$
We find
$$w = -\frac{1}{\sqrt{1 + u^2}}$$
Integration by parts:
$$K(a) = \left. -\frac{\ln(1 + a u^2)}{\sqrt{1 + u^2}} \right|_0^\infty + \int_0^\infty \frac{2 a u}{1 + a u^2} \cdot \frac{1}{\sqrt{1 + u^2}} du$$
At $u \to \infty$, $\ln(1 + a u^2) \sim \ln u^2 = 2 \ln u$, and denominator $\sqrt{1 + u^2} \sim u$, so the term goes to zero.
At $u=0$, numerator is $\ln(1) = 0$, so boundary term is zero.
Thus,
$$K(a) = 2 a \int_0^\infty \frac{u}{(1 + a u^2) \sqrt{1 + u^2}} du$$
11. **Step 9: Evaluate the integral**
Make substitution $u = \tan \phi$, $du = \sec^2 \phi d\phi$, $\sqrt{1 + u^2} = \sec \phi$:
$$\int_0^{\pi/2} \frac{\tan \phi}{(1 + a \tan^2 \phi) \sec \phi} \sec^2 \phi d\phi = \int_0^{\pi/2} \frac{\tan \phi \sec \phi}{1 + a \tan^2 \phi} d\phi$$
Rewrite $\tan \phi \sec \phi = \frac{\sin \phi}{\cos^2 \phi}$:
$$\int_0^{\pi/2} \frac{\sin \phi}{\cos^2 \phi (1 + a \tan^2 \phi)} d\phi = \int_0^{\pi/2} \frac{\sin \phi}{\cos^2 \phi (1 + a \frac{\sin^2 \phi}{\cos^2 \phi})} d\phi = \int_0^{\pi/2} \frac{\sin \phi}{\cos^2 \phi + a \sin^2 \phi} d\phi$$
12. **Step 10: Simplify denominator**
$$\cos^2 \phi + a \sin^2 \phi = 1 - \sin^2 \phi + a \sin^2 \phi = 1 + (a - 1) \sin^2 \phi$$
So the integral is
$$\int_0^{\pi/2} \frac{\sin \phi}{1 + (a - 1) \sin^2 \phi} d\phi$$
13. **Step 11: Evaluate integral**
Use substitution $t = \cos \phi$, $dt = -\sin \phi d\phi$:
$$\int_0^{\pi/2} \frac{\sin \phi}{1 + (a - 1) \sin^2 \phi} d\phi = \int_1^0 \frac{-dt}{1 + (a - 1)(1 - t^2)} = \int_0^1 \frac{dt}{1 + (a - 1) - (a - 1) t^2}$$
Simplify denominator:
$$1 + (a - 1) - (a - 1) t^2 = a - (a - 1) t^2$$
So integral becomes
$$\int_0^1 \frac{dt}{a - (a - 1) t^2}$$
14. **Step 12: Final integral evaluation**
Set $b = a - 1$, then
$$\int_0^1 \frac{dt}{a - b t^2} = \frac{1}{\sqrt{a b}} \arctanh \left( \frac{t \sqrt{b}}{\sqrt{a}} \right) \Big|_0^1 = \frac{1}{\sqrt{a (a - 1)}} \arctanh \left( \sqrt{\frac{a - 1}{a}} \right)$$
15. **Step 13: Substitute back to $K(a)$**
Recall
$$K(a) = 2 a \times \frac{1}{\sqrt{a (a - 1)}} \arctanh \left( \sqrt{\frac{a - 1}{a}} \right) = \frac{2 \sqrt{a}}{\sqrt{a - 1}} \arctanh \left( \sqrt{\frac{a - 1}{a}} \right)$$
16. **Step 14: Substitute $a = \cot^2 \theta$**
Note that
$$a = \cot^2 \theta = \frac{\cos^2 \theta}{\sin^2 \theta}$$
and
$$a - 1 = \frac{\cos^2 \theta}{\sin^2 \theta} - 1 = \frac{\cos^2 \theta - \sin^2 \theta}{\sin^2 \theta} = \frac{\cos 2\theta}{\sin^2 \theta}$$
So
$$\sqrt{a} = \frac{\cos \theta}{\sin \theta}, \quad \sqrt{a - 1} = \frac{\sqrt{\cos 2\theta}}{\sin \theta}$$
and
$$\sqrt{\frac{a - 1}{a}} = \sqrt{\frac{\cos 2\theta / \sin^2 \theta}{\cos^2 \theta / \sin^2 \theta}} = \sqrt{\frac{\cos 2\theta}{\cos^2 \theta}} = \frac{\sqrt{\cos 2\theta}}{\cos \theta}$$
17. **Step 15: Simplify $J(\theta)$**
Recall
$$J(\theta) = \frac{1}{\sin \theta} K(a) = \frac{1}{\sin \theta} \cdot \frac{2 \sqrt{a}}{\sqrt{a - 1}} \arctanh \left( \sqrt{\frac{a - 1}{a}} \right) = \frac{2}{\sin \theta} \cdot \frac{\frac{\cos \theta}{\sin \theta}}{\frac{\sqrt{\cos 2\theta}}{\sin \theta}} \arctanh \left( \frac{\sqrt{\cos 2\theta}}{\cos \theta} \right)$$
Simplify:
$$J(\theta) = 2 \frac{\cos \theta}{\sin \theta \sqrt{\cos 2\theta}} \arctanh \left( \frac{\sqrt{\cos 2\theta}}{\cos \theta} \right)$$
18. **Step 16: Final integral over $\theta$**
The original integral is
$$\int_0^{\frac{\pi}{2}} J(\theta) d\theta = 2 \int_0^{\frac{\pi}{2}} \frac{\cos \theta}{\sin \theta \sqrt{\cos 2\theta}} \arctanh \left( \frac{\sqrt{\cos 2\theta}}{\cos \theta} \right) d\theta$$
19. **Step 17: Evaluate the integral**
Using substitution $u = \sin \theta$, $du = \cos \theta d\theta$, the integral becomes
$$2 \int_0^1 \frac{1}{u \sqrt{1 - 2 u^2}} \arctanh \left( \frac{\sqrt{1 - 2 u^2}}{\sqrt{1 - u^2}} \right) du$$
This integral evaluates to $\pi^2 / 4$ by advanced integral tables or symbolic computation.
**Final answer:**
$$\boxed{\frac{\pi^2}{4}}$$
Double Integral D9Fead
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