Here's an imgur album of my work:
http://imgur.com/a/AttQ7
It's not at all rigorous and tidied up, but I believe it easily leads to a solution. I'll type out what is said in my notes and post a more rigorous solution when I'm away from job. I'm too lazy to integrate right now, but I'll leave that up to future Jason and all you people out there.
I decided to integrate the area of the holes from top-down to find the volume of the holes, then double it, then subtract from the volume of the cube. To integrate the area to get a volume of the holes, I just created a coordinate, z, which will parametrize moving from top to the middle of the cube. I will integrate areas of constant z times dz to get the volume.
To better understand what these areas look like, I imagined slices of these figures at constant z. At the z=0 slice, the area is a circle. At the z=r slice, the area is a square. Any slice in between looks like a circle + some curvy triangles, as shown in the images.
Analyzing the area of the circle + the curvy triangles is easy until the triangles begin to meet and overlap. At which point, you have to subtract the overlapping portions from the area. First I will talk about the area before the triangles overlap.
The area of the curvy triangles can be found by integrating some height away from the circle, h(x), times a small piece of dx from 0 to x(z). x is shown in the images, and grows with z. For example, x(z=0) = 0, and x(z=r) = r. x(z) is just the length of the curvy triangle. There area is then the area of a circle plus 8 curvy triangles before they start overlapping.
When the two curvy triangles meet, which is at x = r/(sqrt2), they begin to overlap with each other. The extra area is in the shape of an "L" type figure, which has an area of two rectangles minus a square. The images show how simple it is to find this area and find it using the variables l(z) and s, where l(z) is the length of the square and s is the width of the rectangle. The area then will be the circle, plus the eight curvy triangles when x=r/(sqrt2), plus the 8 rectangles, minus 4 little squares.
So to find the volume, we just integrate these two areas in their proper bounds times dz from z=0 to z=r. This gives us half the volume of the holes, which we then double to find the total volume of the holes. We then subtract this volume from the volume of the cube to find the volume of what's left of the cube.
Cheers y'all, hopefully you can follow it. Good luck with your solutions!EDIT: Found some errors in my work. Will update later when I get to my desktop at home. The procedure should hold true, though.