Evaluate
Do the inner integral in , holding fixed. The antiderivative of with respect to is
Note that the lower limit is at least on while the upper limit is at most , so the limits run 'backwards'. That is fine: the Fundamental Theorem still applies and simply produces a sign, which we keep rather than swapping the limits.
Evaluate at both endpoints. At : . At , expand the square:
so the lower-endpoint value is .
Subtract and watch the terms cancel. The inner integral collapses to
This cancellation is the point of the problem: what looked like a messy radical expression is now four elementary pieces.
Integrate each piece over .
Combine and check numerically.
Numerically . Evaluating the inner integral on a 2,000,000-point grid in and averaging gives — agreement to twelve decimal places ✓.
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