solving a particularly hard integral

thumbnail Last month, my friend at https://ceti.kaush.com/ sent me a particularly challenging integral. Back then, I had no idea how to approach the question — I barely knew what an integral even was.

But I’ve done a lot since a month ago (mostly through Apostol Calc 1, recommended by the same friend), so I decided to revisit this and give it a shot. Ceti wrote a post on this himself, so if you’re looking for something more coherent and organized, make sure to check that out!

The problem statement is as follows:

I=01x12ln(x1x) dxI = \int_{0}^{1} \frac{x-\frac{1}{2}}{\ln{\left(\frac{x}{1-x}\right)}}\ dx

This integral was a lot of fun to solve, so I recommend anybody who’s reading this to try it yourself before reading the solution. :)

1. Substitution

My first thought is to use substitution to simplify the problem. We can write uu as the following and rewrite each part in terms of uu:

u=x1x,x=u1+uu = \frac{x}{1-x}, \qquad x = \frac{u}{1+u}

We can also differentiate with respect to uu using the quotient rule:

dxdu=dduu1+u=(1)(1+u)(u)(1)(1+u)2=1(1+u)2\frac{dx}{du} = \frac{d}{du}\frac{u}{1+u} = \frac{(1)(1+u) - (u)(1)}{(1+u)^2} = \frac{1}{(1+u)^2}

We can now rewrite the entire integral, and with simple algebraic manipulation:

I=120u1(1+u)3lnuduI = \frac{1}{2} \int_{0}^{\infty} \frac{u-1}{(1+u)^3\ln{u}}du

(Just to note, when x=1x=1, u=10=u = \frac{1}{0} = \infty)

We successfully took apart our integral into something a little simpler. For ease, we set I=12JI = \frac{1}{2}J.

2. Make the integral J more symmetrical

We can transform the integral JJ over [0,][0, \infty] to [0,1][0, 1] to make it more manageable. We split the integral:

0=01+1\int_{0}^{\infty} = \int_{0}^{1} + \int_{1}^{\infty}

To map the interval [1,)[1, \infty) to [0,1][0,1], we set u=1vu = \frac{1}{v}. When u=1u=1, v=1v=1 and when u=u = \infty, v=0v = 0:

1u1(1+u)3lnudu=011v(1+v)3lnvdv\int_{1}^{\infty}\frac{u-1}{(1+u)^3\ln{u}}du = - \int_{0}^{1}\frac{1-v}{(1+v)^3\ln{v}}dv

Now both integrals are over [0,1][0,1]. Since vv is a dummy variable we rewrite it as uu, and combine:

01u1(1+u)3lnudu011u(1+u)3lnudu=201u1(1+u)3lnudu\int_0^{1} \frac{u-1}{(1+u)^3\ln{u}}du - \int_0^{1} \frac{1-u}{(1+u)^3\ln{u}}du = 2\int_0^{1} \frac{u-1}{(1+u)^3\ln{u}}du

Since J=2IJ = 2I, we divide by 2 to work with II from now on:

I=01u1(1+u)3lnuduI = \int_0^{1} \frac{u-1}{(1+u)^3 \ln{u}}du

3. Power Series

We split our integral:

01u1(1+u)31lnudu\int_0^{1} \frac{u-1}{(1+u)^3}\frac{1}{\ln{u}}du

The first part has a rational denominator without a convenient antiderivative. We can use the binomial theorem to get rid of it:

1(1+u)3=n=0(1)n(n+22)un(u<1)\frac{1}{(1+u)^3} = \sum_{n=0}^{\infty}(-1)^n \binom{n+2}{2} u^n \quad (|u|<1)

Multiplying by u1u-1:

u1(1+u)3=(u1)n=0(1)n(n+22)un\frac{u-1}{(1+u)^3} = (u-1)\sum_{n=0}^{\infty}(-1)^n\binom{n+2}{2}u^n

Setting an=(1)n(n+22)a_n = (-1)^n\binom{n+2}{2} and distributing:

(u1)n=0anun=n=0anun+1n=0anun(u-1)\sum_{n=0}^\infty a_nu^n = \sum_{n=0}^{\infty} a_n u^{n+1} - \sum_{n=0}^\infty a_nu^n

Using an index shift m=n+1m = n+1 on the first sum and combining (setting a0=(22)=1a_0 = \binom{2}{2} = 1):

n=0(1)n(n+22)(un+1un)\sum_{n=0}^{\infty} (-1)^n \binom{n+2}{2} (u^{n+1} - u^n)

Since this converges uniformly, we can take the summation outside the integral:

n=0(1)n(n+22)01(un+1un)1lnudu\sum_{n=0}^{\infty}(-1)^n\binom{n+2}{2}\int_0^{1}(u^{n+1} - u^n)\frac{1}{\ln{u}}du

4. Integral identity

It is easily proved that:

01ym1lnydy=ln(m+1),m0\int_0^1 \frac{y^m-1}{\ln y}\,dy = \ln(m+1), \quad m \ge 0

Therefore:

01un+1unlnudu=ln(n+2)ln(n+1)=lnn+2n+1\int_0^1 \frac{u^{n+1}-u^n}{\ln u}\,du = \ln(n+2) - \ln(n+1) = \ln\frac{n+2}{n+1}

So:

I=n=0(1)n(n+22)lnn+2n+1I = \sum_{n=0}^\infty (-1)^n \binom{n+2}{2} \ln\frac{n+2}{n+1}

5. Series + Zeta Function

Because of the nature of the sum, it’s easy to spot that we want to rewrite our equation in terms of ζ\zeta.

We first write each log as:

S=n=0an(ln(n+2)ln(n+1))=n=0anln(n+2)n=0anln(n+1)S = \sum_{n=0}^{\infty}a_n(\ln(n+2)-\ln(n+1)) = \sum_{n=0}^{\infty}a_n\ln(n+2) - \sum_{n=0}^{\infty}a_n\ln(n+1)

Rewriting in terms of k=n+2k=n+2 and k=n+1k=n+1 and combining:

k=1(ak2ak1)lnk\sum_{k=1}^{\infty}(a_{k-2} - a_{k-1})\ln k

After careful algebra:

I=k=1(1)kk2lnkI = \sum_{k=1}^\infty (-1)^k k^2 \ln k

The structure of this sum corresponds to the derivative of the Dirichlet eta function:

η(s)=k=1(1)k1ks,η(s)=k=1(1)k1kslnk\eta(s) = \sum_{k=1}^{\infty}\frac{(-1)^{k-1}}{k^s}, \qquad \eta'(s) = -\sum_{k=1}^{\infty}(-1)^{k-1}k^{-s}\ln k

Setting s=2s=-2:

η(2)=k=1(1)k1k2lnk=k=1(1)kk2lnk\eta'(-2) = -\sum_{k=1}^{\infty}(-1)^{k-1}k^{2}\ln k = \sum_{k=1}^\infty (-1)^k k^2 \ln k

This observation was made through a lot of trial and error — you aren’t expected to recognize this immediately!

We relate η(2)\eta'(-2) to ζ(2)\zeta'(-2). Using η(s)=(121s)ζ(s)\eta(s) = (1-2^{1-s})\zeta(s) and differentiating (the 8ζ(2)8\zeta(-2) term vanishes since ζ(2)=0\zeta(-2) = 0):

η(2)=7ζ(2)\eta'(-2) = -7\zeta'(-2)

Using the known value ζ(2)=ζ(3)4π2\zeta'(-2) = -\frac{\zeta(3)}{4\pi^2}:

η(2)=7ζ(2)=7ζ(3)4π2\eta'(-2) = -7\zeta'(-2) = \frac{7\zeta(3)}{4\pi^2}

Quick numerical check: 7ζ(3)4π20.2131\frac{7\zeta(3)}{4\pi^2} \approx 0.2131

This is the first integral I’ve ever actually sat down and solved, so I’m rather proud of my solution. For questions, comments, concerns, or other proofs, email me at kikisadventures37@gmail.com.


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