How would I go about proving that, $$\int_0^\pi \frac{\log(1+x\cos (y))}{\cos (y)}\,dy=\pi \arcsin (x)$$ I have tried to do this by computing the integral directly, but it appears to be too difficult. Maybe there is a better approach to this that I do not know of.
3 Answers
HINT:
Using Feynman's Trick (differentiating under the integral), we have for $|x|<1$
$$\begin{align} \frac{d}{dx}\int_0^\pi \frac{\log(1+x\cos(y))}{\cos(y)}\,dy&=\int_0^\pi \frac{1}{1+x\cos(y)}\,dy\tag1 \end{align}$$
Use contour integration or apply the Weierstrass substitution to evaluate the integral on the right-hand side of $(1)$. Then, integrate the result.

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Was there a reason for revoking your accepting this solution? That is a bit unconventional given that (1) this was posted four hours before the post you have recently accepted and (2) the post that you accepted used Feynman's Trick and the Weiersrass substitution as outline herein. – Mark Viola Oct 31 '18 at 16:15
Let $|x|<1$ and use the log power series (which is in this particular case uniformly convergent) to write \begin{align} \int^\pi_0 \frac{\log(1+x\cos(y))} {\cos(y)}\, dy&=\int^\pi_0 \sum_{n=0}^\infty \frac{(-1)^{n}x^{n+1}\cos^{n}(y) } {n+1}\, dy\\ &= \sum_{n=0}^\infty \frac{(-1)^{n}x^{n+1} } {n+1}\int^\pi_0 \cos^{n}(y)\, dy\\ \end{align} The integral with $\cos^{n}(y)$ is easily found using the binomial theorem and it is for $n$ even $$\int^\pi_0 \cos^{n}(y)\, dy = \frac{\pi} {2^{n}}\binom{n}{n/2}, $$ and zero for $n$ odd. Hence \begin{align} \int^\pi_0 \frac{\log(1+x\cos(y))} {\cos(y)}\, dy=\pi\sum_{n=0}^\infty \frac{x^{2n+1} } {2n+1}\cdot \frac{1} {2^{2n}}\binom{2n}{n} \end{align} We see the arcsine series in that. We conclude \begin{align} \int^\pi_0 \frac{\log(1+x\cos(y))} {\cos(y)}\, dy=\pi\arcsin(x) \end{align}

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This states that: $$\frac{d}{dx}\int_a^b f(x,y)dy=\int_a^b\frac{\partial}{\partial_x}[f(x,y)]dy$$ so we can apply this: $$I(x)=\int_0^\pi\frac{\ln(1+x\cos y)}{\cos y}dy$$ $$I'(x)=\int_0^\pi\frac{\cos y}{(1+x\cos y)\cos y}dy=\int_0^\pi\frac{1}{1+x\cos y}dy$$ $$I'(x)=2\int_0^\infty\frac{1}{1+x\frac{1-t^2}{1+t^2}}\frac{1}{1+t^2}dt=2\int_0^\infty\frac{1}{(1+t^2)+x(1-t^2)}dt$$$$=2\int_0^\infty\frac{1}{(1+x)+(1-x)t^2}dt$$$$=\frac{2}{1+x}\int_0^\infty\frac{1}{1+\frac{1-x}{1+x}t^2}dt$$ now by using $$\sqrt{\frac{1-x}{1+x}}t=\tan(u)$$ we can obtain: $$I'(x)=\frac{2}{\sqrt{(1+x)(1-x)}}\int_0^{\pi/2}du=\frac{\pi}{\sqrt{1-x^2}}$$ now finally we get: $$I(x)=\int\frac{\pi}{\sqrt{1-x^2}}dx=\pi\arcsin(x)+C$$ and we can prove by evaluating $I(0)$ that $C=0$

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2Henry, just curious … but how does this approach differ from the one outlined in the answer I posted? – Mark Viola Oct 21 '18 at 20:47
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