How can one evaluate $\int_0^{\pi/4} \tan^3x \,\mathrm dx$ ?
I tried using the following reduction formula.
$$\int \tan^3x \,\mathrm dx = \frac{1}{2}\tan^2x - \int \tan x \,\mathrm dx = \frac{1}{2}\tan^2x - \ln|\sec x|$$
But the range of $\sec x$ is $(-\infty,-1] \cup [1, \infty)$
If you make $x=\tan^{-1}(t)$ $$I=\int_0^{\frac \pi 4} \tan^3(x)\,dx=\int_0^1 \frac {t^3}{1+t^2}\,dt$$ Now $t=\sqrt u$ $$I=\frac 12 \int_0^1 \frac u{1+u}\,du=\frac 12 \int_0^1 \frac {1+u-1}{1+u}\,du=\frac 12 \int_0^1\,du-\frac 12 \int_0^1 \frac {1}{1+u}\,du$$ $$I=\frac{1}{2} (1-\log (2))$$