Substitute
, so that
. Part of the integrand reduces to
Note that we want this substitution to be reversible, so we tacitly assume
. Then
, and
(since
for all real
)
So, the integral we want transforms to
Expand the integrand using the identity
to write
Now integrate to get
Recall the double angle identity,
By the Pythagorean identity,
Finally, put the result back in terms of
.