Basic trigonometry tells us that $\cos(2\theta) = \cos^2\theta - \sin^2\theta = (\cos\theta)^2 - (\sin\theta)^2$. That's how you deal with the $2$.
Then you have $\cos(\arctan a) = \dfrac{\text{adjacent}}{\text{hypotenuse}} = \dfrac 1 {\sqrt{1+a^2}}.$ This is in a triangle in which the "opposite" side is $a$ and the "adjacent" is $1$, so that the angle is $\arctan a = \arctan \dfrac a 1.$ The Pythagorean theorem gives us the hypotenuse.
And you can deal similarly with $\sin(\arctan a)$, but with "opposite" rather than "adjacent".
Finally, put $x^2$ in place of $a$.