The question I have been given states;
Consider the function $f:(0,\pi) \rightarrow \mathbb{R}$ defined by $x\longmapsto \sin x$
Show that the Fourier cosine series (i.e. the Fourier series of the even extension of $f$) is given by
$$\sin x\sim \frac{2}{\pi}-\sum_{n=2}^{\infty}\frac{2(1+(-1)^n)}{\pi(n^2-1)}\cos nx$$
Now I know that $f(x)\sim\frac{a_0}{2}+\sum_{n\in\mathbb{N}}a_n\cos nx$
So far I have gotten $a_0=\frac{4}{\pi}$ and I know the equation I must solve for $a_n$ is
$$a_n=\frac{2}{\pi}\int_0^\pi \! \sin x \cos nx \, \mathrm{d}x$$
My next step is to use integration by parts to get
$$=\frac{2}{\pi}((-1)^{n+1}-1)-n\int_0^\pi \cos x \sin nx$$
However, I am stuck from here.
You need to integrate by parts a second time. Let
$$I := \int \sin x \cos nx \, \operatorname{d}\!x$$
As you have done, we apply integration by parts: $u=\cos nx$ and $\operatorname{d}\!v = \sin x$ meaning that $\operatorname{d}\!u = -n\sin nx$ and $v=-\cos x$. Hence
$$I = -\cos x \cos nx - n \int \cos x \sin nx \, \operatorname{d}\!x$$
We now need to work out the integral on the right. Let $I = -\cos x \cos nx - nJ$ where $$J = \int \cos x \sin nx \, \operatorname{d}\!x$$
Integrating by parts a second time: $u = \sin nx$ and $\operatorname{d}\!v = \cos x \, \operatorname{d}\!x$. Meaning that $\operatorname{d}\!u = n\cos nx \, \operatorname{d}\!x$ and $v=\sin x$. Hence
$$J = \sin x \sin nx - n\int \sin x \cos nx \, \operatorname{d}\!x$$
The integral on the right looks familiar! It was our original $I$. Hence: $J = \sin x \sin nx - nI$. From the first integration by parts we got $I = -\cos x \cos nx - nJ$. Putting these together:
$$\begin{eqnarray*} I &=& -\cos x \cos nx - n J \\ \\ &=& -\cos x \cos nx - n(\sin x \sin nx - nI) \\ \\ &=& -\cos x \cos nx - n \sin n \sin nx + n^2 I \end{eqnarray*}$$
Solving this for $I$ gives:
$$I = \frac{\cos x \cos nx + n \sin x \sin nx}{n^2-1}$$
All you need to now is apply your limits, i.e.
$$\int_0^{\pi} \sin x \cos nx \, \operatorname{d}\!x = \left[\frac{\cos x \cos nx + n \sin x \sin nx}{n^2-1}\right]_0^{\pi}$$