Evaluate
Do the inner integral, where is a constant. The integrand is just , so
Before expanding, note the limits are consistent on : the upper limit is at least while the lower limit is at most , so the region is non-degenerate.
Expand the square — this is where the survives.
The cross term is the only non-polynomial piece; everything else is elementary.
Simplify the inner result.
So the double integral has become the single integral .
Split and evaluate each piece. The first two are immediate:
For the third, on traces the first-quadrant quarter of the unit circle, so its integral is the quarter-disc area — no trigonometric substitution needed.
Combine and check.
Numerically , and adaptive quadrature of over returns — the same to ten decimals.
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