Step 1: \ \
\The integral is 
(Since
) \ \
Consider
.

Differentiate on each side.
\
Substitute
and
in the integral.
\ \
Consider the first integral in (1), 
Assume
.
Differentiate on each side.
\
Step 2:
\Substitute
and
in the integral.

Substitute
in above expression. \ \

Consider the second integral in (1),
.

Integral formula:
.
Substitute the two integral results in (1).
\ \ \

Substitute back
.

Solution:
\