I found the integral in the Fermi gas theory. There is an approximate formula for specific integrals: $$\int_{-\infty}^{+\infty}F(\epsilon)\frac{\partial f(\epsilon)}{\partial \epsilon}d\epsilon\approx-F(\mu)-\frac{\pi^2T^2}{6}F''(\mu)$$ where $f(\epsilon)=\left(\exp\left( \frac{\epsilon-\mu}{T} \right)+1\right)^{-1}$ is the Fermi-Dirac distribution.
The formula can be obtained after substitution of $F(\epsilon)$ in form of Taylor series: $$F(\epsilon)\approx F(\mu)+F'(\mu)(\epsilon -\mu)+\frac{F''(\mu)}{2}(\epsilon -\mu)^2$$ Because $\frac{\partial f(\epsilon)}{\partial \epsilon}=-\left(4T\cosh^2\left( \frac{\epsilon-\mu}{2T} \right)\right)^{-1}$, it can be proved that: $$\int_{-\infty}^{+\infty}F(\mu)\frac{\partial f(\epsilon)}{\partial \epsilon}d\epsilon=-F(\mu)$$ $$\int_{-\infty}^{+\infty}F'(\mu)(\epsilon -\mu)\frac{\partial f(\epsilon)}{\partial \epsilon}d\epsilon=0$$ But I have a problem with the last integral: $$\int_{-\infty}^{+\infty}\frac{F''(\mu)}{2}(\epsilon -\mu)^2\frac{\partial f(\epsilon)}{\partial \epsilon}d\epsilon=-F''(\mu)T^2\int_{-\infty}^{+\infty} \frac{x^2}{\cosh(x)^2} dx$$