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Evaluate:

$$ \int_{0}^{1} \int_{0}^{1} \frac{1}{1 - (xy)^2}\, dx \, dy $$

Can someone provide a hint to tackle this problem? I only know how to do substitution and integration by parts for one variable. My difficulty so far is to express the term $ \dfrac{1}{1 - (xy)^2} $ in term of $ x $ treating $ y $ as a constant so that I can use substitution.

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@Bye_World: it is faster to treat the integrand function as a geometric series and apply Fubini's theorem termwise. – Jack D'Aurizio 2 hours ago

$$\iint_{(0,1)^2}\frac{dx\,dy}{1-(xy)^2}=\iint_{(0,1)^2}\sum_{n\geq 0}x^{2n}y^{2n}\,dx\,dy =\sum_{n\geq 0}\frac{1}{(2n+1)^2}=\color{red}{\frac{\pi^2}{8}}.$$

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second equality is not clear – ILoveMath 2 hours ago
    
@ILoveMath: $\frac{1}{1-z^2}=1+z^2+z^4+\ldots$ even if $z=xy$. – Jack D'Aurizio 2 hours ago
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got it now! nice +1 – ILoveMath 2 hours ago
    
And by Fubini's theorem $$\iint_{(0,1)^2}x^{2n}y^{2n}\,dx dy = \int_{0}^{1}x^{2n}\,dx \int_{0}^{1}y^{2n}\,dy = \frac{1}{(2n+1)^2}.$$ – Jack D'Aurizio 2 hours ago

A much less elegant solution.

Consider $$I=\int\frac{dx}{1 - (xy)^2} $$ and change variable $$xy=t\implies x=\frac ty\implies dx=\frac{dt}{y}$$ This make $$I=\frac 1y\int\frac{dt}{1 - t^2}= \frac {\tanh ^{-1}(t)}y=\frac {\tanh ^{-1}(xy)}y\implies \int_0^1\frac{dx}{1 - (xy)^2}=\frac {\tanh ^{-1}(y)}y$$ Now, using $$\tanh ^{-1}(y)=\sum_{n=0}^\infty \frac {y^{2n+1}}{2n+1}\implies \frac{\tanh ^{-1}(y)}y=\sum_{n=0}^\infty \frac {y^{2n}}{2n+1}$$ which makes $$J=\int \frac{\tanh ^{-1}(y)}y \,dy=\sum_{n=0}^\infty \frac {y^{2n+1}}{(2n+1)^2}$$ $$\int_0^1 \frac{\tanh ^{-1}(y)}y \,dy=\sum_{n=0}^\infty \frac {1}{(2n+1)^2}=\frac{\pi ^2}{8}$$

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