How to solve this integral?
$$\int_0^a\!\!\!\int_0^a\frac{dx\,dy}{(x^2+y^2+a^2)^\frac32}$$
my attempt
$$ \int_0^a\!\!\!\int_0^a\frac{dx \, dy}{(x^2+y^2+a^2)^\frac{3}{2}}= \int_0^a\!\!\!\int_0^a\frac{dx}{(x^2+\rho^2)^\frac{3}{2}}dy\\ \rho^2=y^2+a^2\\ x=\rho\tan\theta\\ dx=\rho\sec^2\theta \, d\theta\\ x^2+\rho^2=\rho^2\sec^2\theta\\ \int_0^a\!\!\!\int_0^{\arctan\frac{a}{\rho}}\frac{\rho\sec\theta}{\rho^3\sec^3\theta}d\theta \, dy= \int_0^a\!\!\!\frac{1}{\rho^2}\!\!\!\int_0^{\arctan\frac{a}{\rho}}\cos\theta \, d\theta \, dy=\\ \int_0^a\frac{1}{\rho^2}\sin\theta\bigg|_0^{\arctan\frac{a}{\rho}} d\theta \, dy= \int_0^a\frac{1}{\rho^2}\frac{x}{\sqrt{x^2+\rho^2}}\bigg|_0^ady=\\ \int_0^a\frac{a}{(y^2+a^2)\sqrt{y^2+2a^2}}dy$$
Update:
$$\int_0^a\frac{a}{(y^2+a^2)\sqrt{y^2+2a^2}}dy=\frac{\pi}{6a}$$
Let us consider your last integral $$I=\int_0^a\frac{a}{(y^2+a^2)\sqrt{y^2+2a^2}}dy$$ Changing variable $y=a z$, it becomes $$I=\frac 1 a \int_0^1 \frac{dz}{\left(z^2+1\right) \sqrt{z^2+2}}$$ Now, make a change of variable such that $$z=\frac{\sqrt{2} t}{\sqrt{1-t^2}}$$ (it did not come immediately to my mind, I must confess) $$dz=\frac{\sqrt{2}}{\left(1-t^2\right)^{3/2}}$$ and so $$\int \frac{dz}{\left(z^2+1\right) \sqrt{z^2+2}}=\int\frac{dt}{1+t^2}=\tan ^{-1}(t)=\tan ^{-1}\left(\frac{z}{\sqrt{z^2+2}}\right)$$ Now, use the bounds for the integral.