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.

Integrate by parts; then you get that
$$I(\alpha) = \left [\frac1{2 \alpha} \arctan{(\alpha \sin{2 x})} \log{(\tan{x})} \right ]_0^{\pi/4} - \int_0^{\pi/4} dx \frac{\arctan{(\alpha \sin{2 x})}}{\alpha \sin{2 x}}$$
The first term on the RHS is zero.  To evaluate the integral, expand the arctan into a Taylor series and get
$$I(\alpha) = -\frac12 \sum_{k=0}^{\infty} \frac{(-1)^k}{2 k+1} \alpha^{2 k} \int_0^{\pi/2} du \, \sin^{2 k}{u} = -\frac{\pi}{4} \sum_{k=0}^{\infty} \frac{(-1)^k}{2 k+1} \binom{2 k}{k} \left (\frac{\alpha}{2} \right )^{2 k}$$
A little manipulation leads us to
$$\alpha I'(\alpha) +I(\alpha) = -\frac{\pi}{4} \sum_{k=0}^{\infty} (-1)^k \binom{2 k}{k} \left (\frac{\alpha}{2} \right )^{2 k} = -\frac{\pi}{4} \frac1{\sqrt{1+\alpha^2}}$$
The LHS is just $[\alpha I(\alpha)]'$, so the solution is
$$I(\alpha) = -\frac{\pi}{4} \frac{\operatorname{arcsinh}(\alpha)}{\alpha} $$
