I am asked to solve the following integral:
$$\int_{0}^{\infty} \frac{x \arctan(x) \ dx}{(1+x^2)^2}$$
I've made a couple of guesses but none of them took me anywhere. One of my ideas was to do, at first, an u-substitution:
$$ u = 1+x^2\\ du = 2x dx\\ \frac{du}{2} = x dx\\ \\ x = 0 \Rightarrow u = 1\\ x = a \Rightarrow u = 1+a^2 $$
but then there's a $\arctan(x)$ left there untouched. Does anyone have an idea I can pursue?
Source: James Stewart's Calculus book.
Thank you.
Set $u = \arctan(x)$, $du = \frac{dx}{1+x^2}.$ Your integral becomes $$\int_0^{\pi/2}\frac{u\tan(u)}{1+\tan^2(u)}du = \int_0^{\pi/2}u\tan(u)\cos^2(u)du = \int_0^{\pi/2}u\sin(u)\cos(u)du \\= \frac{1}{2}\int_0^{\pi/2}u\sin(2u)du=\frac{1}{2}\left[-\frac{1}{2}u\cos(2u)+\frac{1}{4}\sin(2u)\right]_0^{\pi/2}=\frac{\pi}{8}.$$