Does the integral $$\int_0^{\pi} \frac{1}{\sqrt{u^2+2u\cos x +1}} \text d x \hspace{30pt} (u \le 1) $$ has a closed form? If it has, how do we evaluate it?
I was solving a physics problem which I have asked on physics SE as well (here), and this integral popped out. How do I solve it?

You'll need an elliptic integral for this. (I love them a lot. So much that I put together a whole monograph on them.)
Let the integral be $I(u)$. By symmetry we easily see that $I(u)=I(-u)$, so we may restrict to $u\ge0$. Byrd and Friedman 289.00 then gives $$I(u)=\frac2{u+1}K\left(\frac{4u}{(u+1)^2}\right)$$ If $|u|<1$ this may be simplified by a descending Gauss transformation to just $2K(u^2)$. Note that I am using the parameter $m$ rather than the elliptic modulus $k=\sqrt m$.