Method 1:

The integral is .

Let 

Apply the derivative on each side with respect to .

.

Substitute  and  in .

.

Substitute .

.

.

Method 2:

The integral is .

Let 

Apply the derivative on each side with respect to .

.

Substitute  and  in .

.

Substitute .

.

.

Method 3:

The integral is .

Apply the double-angle formula: .

.

Let 

Apply the derivative on each side with respect to .

.

Substitute  and  in .

Substitute .

.

.

 or

 or

.