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We can rewrite $\sin 2x$ using the identity $\sin^2 x + \cos^2 x = 1$. Thus, we have $\sqrt{1 + \sin 2x} = \sqrt{\sin^2 x + \cos^2 x + 2 \sin x \cos x} = \sqrt{(\sin x + \cos x)^2}$. Since $\sin x + \cos x \geq 0$ for $x \in [0, \frac{\pi}{4}]$, we have $\sqrt{(\sin x + \cos x)^2} = |\sin x + \cos x| = \sin x + \cos x$.
Now we can evaluate the integral: $$ \int_{0}^{\frac{\pi}{4}} \sqrt{1 + \sin 2x} \, dx = \int_{0}^{\frac{\pi}{4}} (\sin x + \cos x) \, dx $$ $$ = \left[ -\cos x + \sin x \right]_{0}^{\frac{\pi}{4}} $$ $$ = \left( -\cos \frac{\pi}{4} + \sin \frac{\pi}{4} \right) - \left( -\cos 0 + \sin 0 \right) $$ $$ = \left( -\frac{1}{\sqrt{2}} + \frac{1}{\sqrt{2}} \right) - \left( -1 + 0 \right) $$ $$ = 0 - (-1) = 1 $$
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