Evaluate the integral of
(1/(π (-1 + y^2))) 8 x ((2 + (-3 + u^2) x^2 - 2 y^2) Sqrt[1 - u^2 x^2 - y^2] (-1 + y^2) +
3 u^2 (-1 + u^2) x^4 Sqrt[1 - y^2]
ArcTanh[Sqrt[(-1 + u^2 x^2 + y^2)/(-1 + y^2)]])
over $x \in [0,1]$, $y \in [-1,1]$, subject to $u \geq 1$, thereby obtaining a (complex-valued) function of $u$. More specifically (as Anton Antonov requested in a comment),
Integrate[
(1/(π (-1 + y^2))) 8 x
((2 + (-3 + u^2) x^2 - 2 y^2) Sqrt[1 - u^2 x^2 - y^2] (-1 + y^2) +
3 u^2 (-1 + u^2) x^4 Sqrt[1 - y^2]
ArcTanh[Sqrt[(-1 + u^2 x^2 + y^2)/(-1 + y^2)]]),
{x, 0, 1},
{y, -1, 1},
Assumptions -> u > 1]
This problem started as a four-dimensional integration with (three-dimensional) integrand
(π^2 x (1 + (-1 + u^2) x^2 - y^2 - z^2) (-1 + u^2 x^2 + y^2 + z^2)) /
(2 (-1 + y^2 + z^2))
over
u > 1 && -(1/u) < x Sin[θ] < 1/u &&
-(Sqrt[1 - u^2 x^2 Sin[θ]^2]/u) < x Cos[θ] < Sqrt[1 - u^2 x^2 Sin[θ]^2]/u &&
-Sqrt[1 - u^2 x^2] < y < Sqrt[1 - u^2 x^2] &&
-Sqrt[1 - u^2 x^2 - y^2] < z < Sqrt[1 - u^2 x^2 - y^2] && 0 < θ < 2 π &&
1 > x > 0
That is,
Integrate[
(π^2 x (1 + (-1 + u^2) x^2 - y^2 - z^2) (-1 + u^2 x^2 + y^2 + z^2)) /
(2 (-1 + y^2 + z^2))
Boole[
u > 1 && -(1/u) < x Sin[θ] < 1/u &&
-(Sqrt[1 - u^2 x^2 Sin[θ]^2]/u) < x Cos[θ] < Sqrt[1 - u^2 x^2 Sin[θ]^2]/u &&
-Sqrt[1 - u^2 x^2] < y < Sqrt[1 - u^2 x^2] &&
-Sqrt[1 - u^2 x^2 - y^2] < z < Sqrt[1 - u^2 x^2 - y^2]],
{x, 0, 1}, {θ, 0, 2 Pi}, {y, -1, 1}, {z, -1, 1}]
I integrated out the $z$ variable, arriving at the two-dimensional problem (the angular variable $\theta$ being absent from the resulting integrand).
I am trying to obtain the $\tilde{\chi_2}(\varepsilon)$ counterpart to $\tilde{\chi_1}(\varepsilon)$, reported in eq. (9) of https://arxiv.org/pdf/1610.01410.pdf.
I am somewhat puzzled as to the complex-valued nature of the two-dimensional integration result. (For $u=1$, one obtains $1-\frac{16 i}{15 \pi }$.)