Given
$T_n: [-1, 1] \rightarrow \Bbb R$ with $ n \in \Bbb N_0$,
$$ T_n(x) := \cos(n \arccos x)$$
I have to show that
$\displaystyle\int_{-1}^1 T_n(x){1 \over \sqrt{1 - x^2}}\,dx=\pi$ when $n = 0$,
and otherwise it's identical with $0$.
Approach
I began with substituting $x = \sin u \Rightarrow dx = \cos u\,du$. This simplifies the fraction to
$$ {1 \over \sqrt{1 - x^2}}={\cos u \over \sqrt{1 - \sin^2 u}}={\cos u \over \cos u}=1. $$
So, the fraction disappears, and all that is left is:
$$\int_{-1}^1 \cos(n \arccos(\sin u)) du$$
Now, I wondered how this could be simplified again, and my calculator told me that
$$\int_{-1}^1 \cos(n \arccos(\sin u))\,du = \int_{-1}^1 \cos(nu)\,du$$
I didn't understand why this was true, but it was explained here:
Why is $\int \cos(n\arccos(\sin(x)) = \int \cos(nx)$ on $[-1, 1]$?
Now, I don't know where to go from here.
Evaluating the simplified integral gives me:
$$\sin(nx) \over n$$
But when I put in the integration limits, I don't get either of the necessary solutions from above. Where am I mistaken?
;-)
The difference between substituting $x=a\sin u$ and $x=a\cos u$ is just that in the second case a minus sign sneaks in and it's possible to forget it. – egreg Jul 03 '16 at 09:41