I am trying to find closed form for this integral:
$$I(a)=\int_0^1\frac{\arctan{ax}}{\sqrt{1-x^{2}}}dx$$
Where $a>0$.
My try: Let: $$I(a)=\int_0^1\frac{\arctan{ax}}{\sqrt{1-x^{2}}}dx$$
Then: $$\frac{dI(a)}{da}=\int_0^1\frac{x}{(1+(ax)^2)\sqrt {1-x^2}}dx$$
How I can complete this work or is there another way to approach it?
The integral can be expressed in terms of Legendre chi function: $$I(a)=\int_0^1\frac{\arctan\left(ax\right)}{\sqrt{1-x^{2}}}dx\overset{x=\sin \theta}=\int_0^\frac{\pi}{2}\arctan(a\sin \theta)d\theta =2\chi_2\left(\frac{\sqrt{1+a^2}-1}{a}\right)$$
For the first case you asked (before the edit) we can take a special value from here (see $8$): $$\chi_2\left({\sqrt{5}-2}\right)=\frac{\pi^2}{24}-\frac34 \ln^2 (\phi), \quad \phi=\frac{1+\sqrt 5}{2}$$
So for $a=\frac12$ we have: $$I=\int_0^1 \frac{\arctan\left(\frac{x}{2}\right)}{\sqrt{1-x^2}}dx=2\chi_2\left({\sqrt{5}-2}\right)=\frac{\pi^2}{12}-\frac32 \ln^2 (\phi)$$