We study the sequence $\left(u_{n}\right)_{n \in \mathbb{N}^{*}}$ defined by
$$\forall n \in \mathbb{N}^{*}, \quad u_{n} = \int_{0}^{\infty} \frac{1 - (\cos t)^{n}}{t^{2}} \mathrm{~d}t$$
Show that
$$\left. \left. \forall (n, u) \in \mathbb{N}^{*} \times \right] 0, 1 \right], \quad \left| 1 - (\cos(\sqrt{2u/n}))^{n} \right| \leqslant u$$