I came across the interesting family of integrals that was studied by Ramanujan and was one of subjects of his first letter to Hardy.
$$ \phi(n):=\int_{0}^{\infty} \frac{\cos n x}{e^{2 \pi \sqrt{x}}-1} d x $$
He offers a functional equation
$$ \int_{0}^{\infty} \frac{\sin n x}{e^{2 \pi \sqrt{x}}-1} d x=\phi(n)-\frac{1}{2 n}+\phi\left(\frac{\pi^{2}}{n}\right) \sqrt{\frac{2 \pi^{3}}{n^{3}}} $$
And give some special cases,
$$ \phi(0)=\frac{1}{12} ; \quad \phi\left(\frac{\pi}{2}\right)=\frac{1}{4 \pi} ; \quad \phi(\pi)=\frac{2-\sqrt{2}}{8} ; \quad \phi(2 \pi)=\frac{1}{16} $$
$$ \begin{gathered} \phi\left(\frac{2 \pi}{5}\right)=\frac{8-3 \sqrt{5}}{16} ; \quad \phi\left(\frac{\pi}{5}\right)=\frac{6+\sqrt{5}}{4}-\frac{5 \sqrt{10}}{8} \\ \phi\left(\frac{2 \pi}{3}\right)=\frac{1}{3}-\sqrt{3}\left(\frac{3}{16}-\frac{1}{8 \pi}\right) \end{gathered} $$
The particular case $\phi(0)=\frac{1}{12}$ is easy to proof:
$$ \begin{aligned} \phi(0)&=\int_{0}^{\infty} \frac{1}{e^{2 \pi \sqrt{x}}-1} d x \qquad (x \mapsto x^2)\\ &=2 \int_{0}^{\infty} \frac{x}{e^{2 \pi x}-1} d x \qquad (2\pi x \mapsto x)\\ &=\frac{1}{2 \pi^2} \int_{0}^{\infty} \frac{x}{e^{ x}-1} d x\\ &=\frac{1}{2 \pi^2} \zeta(2)\\ &=\frac{1}{12} \qquad \blacksquare \end{aligned} $$
I am interesting in computing $\phi(\pi)=\frac{2-\sqrt{2}}{8}$
$$ \phi(n)=\int_{0}^{\infty} \frac{\cos n x}{e^{2 \pi \sqrt{x}}-1} d x $$
Letting $x \mapsto x^2$ we obtain
$$ \begin{aligned} \phi(n)&=2\int_{0}^{\infty} \frac{x\cos n x^2}{e^{2 \pi x}-1} d x \qquad (2 \pi x \mapsto x)\\ &=\frac{1}{2 \pi^2}\int_{0}^{\infty} \frac{x\cos \frac{n x^2}{4 \pi^2} }{e^{ x}-1} d x \end{aligned} $$
Recall the Bernoulli polynomials generating function
$$\sum_{k=0}^{\infty} \frac{B_{k} \, x^k}{k!} = \frac{x}{e^{x} - 1}$$
Then, letting $ n \rightarrow \pi$ we get
$$ \begin{aligned} \phi(\pi)&=\frac{1}{2 \pi^2}\sum_{k=0}^{\infty} \frac{B_{k} }{k!}\int_{0}^{\infty} x^k\cos \frac{ x^2}{4 \pi} d x \qquad (\frac{x^2}{4 \pi}=w)\\ &=\frac{1}{2 \pi^2}\sum_{k=0}^{\infty} \frac{B_{k} }{k!}(2 \sqrt{\pi})^{k+1}\int_{0}^{\infty} w^{\frac{k-1}{2}}\cos w d w\\ &=\frac{1}{2 \pi^2}\sum_{k=0}^{\infty} \frac{B_{k} }{k!}(2 \sqrt{\pi})^{k+1}\Gamma \left(\frac{k+1}{2} \right)\cos\left(\frac{(k+1) \pi}{4} \right) \end{aligned} $$
Which does not seem very promising!
Any idea how to proceed?