This problem will help me to solve the very hard problem
$$\int_0^{\infty} \frac {x\sin^{2n+1}x}{x^2+1}dx$$
This problem will help me to solve the very hard problem
$$\int_0^{\infty} \frac {x\sin^{2n+1}x}{x^2+1}dx$$
Claim: For any $n\in\Bbb N$, $$J_n:=\int_0^\infty \frac{x\sin^{2n+1}x}{1+x^2}\,\mathrm dx=\frac {(-1)^n\pi}{(2e)^{2n+1}}\sum_{k=0}^n\binom{2n+1}{k}(-e^2)^k.$$
One may use the power-reduction formula
For any $n\in \Bbb N$ and $x\in\Bbb R$, $$\sin^{2n+1}x=\frac 1{2^{2n}}\sum_{k=0}^n(-1)^{n+k}\binom{2n+1}{k}\sin(2n-2k+1)x.\tag{*}$$
Thus, $$J_n=\frac {(-1)^n}{2^{2n}}\sum_{k=0}^n(-1)^{k}\binom{2n+1}{k}I_{2n-2k+1},$$ where $$I_m:=\int_0^\infty \frac{x\sin mx}{1+x^2}\,\mathrm dx=\frac\pi2e^{-m},\tag{**}$$ here is the proof of $(**)$. Therefore the claim follows.
We can further "simplify" the expression using the hypergeometric function by considering \begin{align*} \sum_{k=0}^n\binom{2n+1}{k}x^k=&\sum_{k=0}^{2n+1}\binom{2n+1}{k}x^k-\sum_{k=n+1}^{2n+1}\binom{2n+1}{k}x^k\\ =&(1+x)^{2n+1}-x^{n+1}\sum_{k=0}^{n}\binom{2n+1}{n+k+1}x^k\\ %=&(1+x)^{2n+1}-\binom{2n+1}{n+1}x^{n+1}\sum_{k=0}^n(-1)^k\binom{n}{k}\frac{1}{(n+2)_k}(-x)^k\\ =&(1+x)^{2n+1}-\binom{2n+1}{n+1}x^{n+1} \,_2F_1(-n,1;n+2;-x). \end{align*} We arrive the result
$$J_n=\frac {(-1)^n\pi}{(2e)^{2n+1}}\left((1-e^2)^{2n+1}-\binom{2n+1}{n+1}(-e^2)^{n+1} \,_2F_1(-n,1;n+2;e^2)\right).$$