Evaluate $$I=\int_{0}^{\frac{\pi}{4}} \tan^{-1}\left(\sqrt{\frac{\cos 2x}{2\cos^2 x}}\right)\:dx$$
I tried with substitution:
$$\frac{\cos 2x}{2\cos^2 x}=\tan^2 y$$ So we have
$$\sec^2 x=2-2\tan^2 y$$ Differentiating we get:
$$2\sec^2 x\tan x\:dx=-4\tan y\sec^2 y\:dy$$ So
$$dx=\frac{-\tan y\sec^2 y\:dy}{(1-\tan^2 y)\sqrt{1-2\tan^2 y}}$$ So we get $$I=-\int_{\tan^{-1}\left(\frac{1}{\sqrt{2}}\right)}^0\:\frac{y \tan y \sec^2 y\:dy}{(1-\tan^2 y)\sqrt{1-2\tan^2 y}}$$
I am stuck here?
\begin{align}J&=\int_{0}^{\frac{\pi}{4}} \tan^{-1}\left(\sqrt{\frac{\cos 2x}{2\cos^2 x}}\right)\,dx\\ &=\int_{0}^{\frac{\pi}{4}}\left(\int_0^1 \frac{\sqrt{\frac{2\cos^2 x}{\cos(2x)}}}{a^2+\frac{2\cos^2 x}{\cos(2x)}}\,da\right)\,dx\\ &\overset{u=\tan x}=\int_0^1 \int_0^1 \frac{\sqrt{2}\sqrt{1-u^2}}{\left(a^2(1-u^2)+2\right)(1+u^2)}\,da\,du\\ &=\int_0^1 \left[\frac{\arctan\left(\frac{\sqrt{2}u}{\sqrt{1-u^2}}\right)}{a^2+1}-\frac{\arctan\left(\frac{u}{\sqrt{1+\frac{a^2}{2}}\sqrt{1-u^2}}\right)}{(a^2+1)\sqrt{a^2+2}}\right]_{u=0}^{u=1} \,da\\ &=\frac{\pi}{2}\int_0^1 \frac{1}{1+a^2}\,da-\frac{\pi}{2}\int_0^1 \frac{1}{(a^2+1)\sqrt{a^2+2}}\,da\\ &=\frac{\pi^2}{8}-\frac{\pi}{2}\left[\arctan\left(\frac{a}{\sqrt{a^2+2}}\right)\right]_0^1 \\ &=\frac{\pi^2}{8}-\frac{\pi}{2}\arctan\left(\frac{1}{\sqrt{3}}\right)\\ &=\frac{\pi^2}{8}-\frac{\pi}{2}\times \frac{\pi}{6}\\ &=\boxed{\frac{\pi^2}{24}} \end{align}
NB: I have used $\displaystyle \arctan(1/u)=\int_0^1 \frac{u}{t^2+u^2}\,dt$