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It's reduced to show that the $\ul{following\ expression}$ is an integer:
\begin{align}
\bracks{\pars{1 + \root{2}}^{n} + \pars{1 + \root{2}}^{-n} \over 2}^{2} =
{1 \over 4}\bracks{\pars{1 + \root{2}}^{2n} + \pars{1 - \root{2}}^{2n}} + \half
\end{align}
\begin{align}
&\color{#f00}{\half +
{1 \over 4}\bracks{\pars{1 + \root{2}}^{2n} + \pars{1 - \root{2}}^{2n}}}
\\[5mm] & =
\half + {1 \over 4}\bracks{\sum_{k = 0}^{2n}{2n \choose k}2^{k/2} +
\sum_{k = 0}^{2n}{2n \choose k}\pars{-1}^{k}2^{k/2}}
\\[5mm] & =
\half + {1 \over 4}\bracks{2\sum_{k = 0}^{n}{2n \choose 2k}2^{k}} =
\half + \half\bracks{1 + \sum_{k = 1}^{n}{2n \choose 2k}2^{k}} =
\color{#f00}{1 + \sum_{k = 1}^{n}{2n \choose 2k}2^{k - 1}}
\end{align}
$\ul{which\ is\ an\ integer\,\,\,}$.
Indeed, the right hand side is $\ds{\ul{the\ value}\ \mbox{of}\ p}$:
$$
\color{#f00}{\pars{1 + \root{2}}^{n}} =
\color{#f00}{\root{1 + \sum_{k = 1}^{n}{2n \choose 2k}2^{k - 1}} +
\root{\sum_{k = 1}^{n}{2n \choose 2k}2^{k - 1}}}
$$
$$6a_n=[(3-2\sqrt{2})^n+(3+2\sqrt{2})^n][(3-2\sqrt{2})+(3+2\sqrt{2})]$$ $$6a_n=a_{n-1}+a_{n+1}$$ Converting to $p_n$ as $4p_n-2=a_n$, we have $6p_{n}=p_{n+1}+p_{n-1}+2$, with $p_1=2$ and $p_2=9$. Now its easy to see that $p_n$ is always a positive integer :)
– Sawarnik Jul 26 '16 at 20:09