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Definite Integral of ln*algebraic function

 
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Feb7-05, 09:25 AM   #1
 

Definite Integral of ln*algebraic function


Hello...

I got a simple looking integral to solve but unfortunately couldn't do it

[tex]I = \int_{0}^{1}\frac{x^2lnx}{\sqrt{1-x^2}}dx[/tex]

Any suggestions?

Thanks and cheers
Vivek
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Feb7-05, 09:30 AM   #2
 
Here's what I did:

Let [itex]J = \int \frac{x^2lnx}{\sqrt{1-x^2}}dx[/itex]. Integrating J by parts,

[tex]J = lnx\int \frac{x^2}{\sqrt{1-x^2}}dx - \int \int \frac{x^2}{\sqrt{1-x^2}}dx \frac{dx}{x}[/tex]

[tex]\int \frac{x^2}{\sqrt{1-x^2}}dx = -\int \frac{1-x^2}{\sqrt{1-x^2}}dx + \int \frac{1}{\sqrt{1-x^2}}dx = \frac{1}{2}(\sin^{-1}x-x\sqrt{1-x^2})[/tex]

So [tex]J = lnx(\frac{1}{2}(sin^{-1}x-x\sqrt{1-x^2}+) - \frac{1}{2}\int \frac{\sin^{-1}x-x\sqrt{1-x^2}}{x}dx[/tex]

One of the integrals to be further computed is [tex]\int \frac{\sin^{-1}x}{x}dx[/tex]. This leads us nowhere

I can't think of any property of definite integrals (thanks to the ln function) which I can apply here. I know that this is an improper integral as such so I'll have to take limits after I've evaluated the corresponding indefinite integral somehow.

Please help.....

Mathematica gives the answer as [tex]\frac{-\pi}{8}(-1+ln4)[/tex] but I had to do this by hand...

Thanks and cheers
Vivek
Feb7-05, 10:56 AM   #3
 
in your second line of equations with the double integral, are you sure you can bring that 1/x inside? I didnt think you could do that.
Feb7-05, 11:37 AM   #4
 
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Definite Integral of ln*algebraic function


That's NOT integration by parts! and
[tex]\int \int dx \frac{dx}{x}[/tex]
makes no sense at all- you can't do a double integral over the SAME variable!
Feb7-05, 11:48 AM   #5
 
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I've thought of a way you can evaluate the indef. integral. I haven't written out the working, but I'll give you the gist. Be warned, it's tedious. But fairly elementary.

[tex]I = \int \frac{x}{\sqrt{1-x^2}}(x\ln x) dx[/tex]

Integration by parts, udv + vdu = uv

Let [tex]\frac{x}{\sqrt{1-x^2}}[/tex] be dv, and [tex](x\ln x)[/tex] be u

Then v will be [tex]-(1 - x^2)^{\frac{1}{2}}[/tex]

And du will be [tex](1 + \ln x)[/tex]

Now we need to integrate vdu wrt x.

vdu can be expressed as the sum of [tex]-(1 - x^2)^{\frac{1}{2}}dx[/tex] and [tex]-(1 - x^2)^{\frac{1}{2}}(\ln x)dx[/tex]

The first term can be easily evaluated by making the substitution [itex]x = \sin \theta[/itex]

Let's integrate the second term. Make the same substitution [itex]x = sin \theta[/itex].

The second term becomes [tex]-\cos^2(\theta) \ln(|\sin \theta|) d \theta[/tex]

Integrate that by parts. Use [tex]\cos^2(\theta) = dv[/tex] and [tex] \ln(|\sin \theta|) = u[/tex]

Then vdu becomes [tex]-\frac{1}{2} \left( \cot \theta \cos(2\theta) + \cot \theta \right)d\theta[/tex] which can be simplified to [tex](\frac{1}{2}\sin 2\theta - \cot \theta)d \theta[/tex]

Integrating [tex]\sin (2\theta)d\theta[/tex] is trivial.

Integrating [tex]\cot \theta[/tex] is easy because, being the ratio of cosine to sine, it is of the form [tex]f'(x)g(f(x))[/tex] giving the integral as [tex]\ln|\sin\theta|[/tex]

Put everything together and you'll have your answer as an indefinite integral. Evaluate for the bounds for the final numerical answer.
Feb7-05, 11:51 AM   #6
 
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Quote by maverick280857
Hello...

I got a simple looking integral to solve but unfortunately couldn't do it

[tex]I = \int_{0}^{1}\frac{x^2lnx}{\sqrt{1-x^2}}dx[/tex]

Any suggestions?

Thanks and cheers
Vivek
I don't know what mathematica did to get that answer. Try the substitution
[tex] x=\sin u [/tex]
under which the limits of integration become
[tex] u_{1}=0;u_{2}=\frac{\pi}{2} [/tex]

The integral becomes
[tex] J=\int_{0}^{\frac{+\pi}{2}} \sin^{2}u \ \ln\sin u \ du [/tex]

Mathematica on the wolfram's site gives the antiderivative:
(see attachement) which is pretty nasty.Not to mention the fact that applying the FTC will produce a terrible headache.

Daniel.
Attached Thumbnails
Integrate.gif  
Feb8-05, 02:37 AM   #7
 
Quote by HallsofIvy
That's NOT integration by parts! and
[tex]\int \int dx \frac{dx}{x}[/tex]
makes no sense at all- you can't do a double integral over the SAME variable!
First of all, you folks are interpreting the integral incorrectly. I never said you could take the x inside!! The first integral must be evaluated first and then the second one:

[tex]\int udv = uv - \int vdu[/tex]

In my case v is a function defined by an integral (say [itex]v=\int f(x)dx[/itex]). So the above integral can be rewritten in terms of f(x) as:

[tex]\int udv = u(\int f(x)dx) - \int (\int f(x)dx)du[/tex]

It is obviously understood that the two integrals cannot be commuted. So I thought you would understand and hence did not place the parantheses. Sorry for the confusion though.

Also when I entered the original integral in Mathematica with the limits, I got the answer mentioned in my second post. I wonder how you got a different answer dextercioby. Curious3141, I'm going to try out the approach you've suggested in a while. Thanks for your help mates

I did make the obvious substitution but couldn't take it further by hand. (This was a question on a math test ).

Cheers
Vivek
Feb8-05, 02:48 AM   #8
 
To add to my last post (to clear your doubts Healey01 and Hallsofivy),

[itex]u = lnx[/itex]
[itex]dv = \frac{x^2}{\sqrt{1-x^2}}[/itex] or equivalently [itex]v = \int \frac{x^2}{\sqrt{1-x^2}}dx[/itex]

And by the way hallsofivy,

velocity = [itex]v = \frac{dx}{dt}[/tex]
acceleration = [itex]a = \frac{dv}{dt} = \frac{d^2x}{dt^2}[/itex]
position = [itex]x = \int v dt = \int (\int a dt)dt[/itex]

Quote by HallsOfIvy
makes no sense at all- you can't do a double integral over the SAME variable!
Is that wrong? Just because you can find [itex]\int a dt[/itex] first and call it v and then put it inside the first integral doesn't mean you can't write it this way?!????
Feb8-05, 02:58 AM   #9
 
let your [itex] u = \frac{x^2}{\sqrt{1-x^2}}[/itex], and [itex] dv = lnx dx [/itex] and do it by part....
Feb8-05, 07:28 AM   #10
 
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Vivek, I think I may have made a bad error in my computation in the later steps. I tried it again, and I get an integrand of [tex]\theta \cot \theta[/tex] which I cannot integrate easily. It still comes back to [tex]\int \ln|\sin \theta| d\theta[/tex] which I don't think has an elementary integral.

Sorry I misled you. :( I think this isn't an elementary integral at all.
Feb8-05, 11:07 AM   #11
 
Quote by Curious3141
Vivek, I think I may have made a bad error in my computation in the later steps. I tried it again, and I get an integrand of [tex]\theta \cot \theta[/tex] which I cannot integrate easily. It still comes back to [tex]\int \ln|\sin \theta| d\theta[/tex] which I don't think has an elementary integral.

Sorry I misled you. :( I think this isn't an elementary integral at all.
Interestingly, I tried to do this problem in 3 ostensibly different ways on the test but each time I came up with [itex]\int \theta \cot\theta d\theta[/itex] and eventually [itex]\int ln \sin\theta d\theta[/itex]. And thats when I gave up so when I saw your first post, I thought I was indeed missing something....

cheers
vivek
Feb8-05, 11:10 AM   #12
 
why don't you use my method posted above.....
Feb8-05, 11:26 AM   #13
 
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I don't know,because it lead...nowhere...?

Da
Mar7-05, 11:06 PM   #14
 
The definite integral to be done is given by
[latex]
I = \int^{1}_{0} \frac{x^{2} \ln x}{\sqrt{1-x^{2}}} \ dx \ .
[/latex]

The primary difficulty of this integral is that it contains a logarithmic function and a square root in the integrand. However, it can be simplified by an integration of parts.
[latex]
I
= - \int^{1}_{0} x \ln x \cdot \frac{-x}{\sqrt{1-x^{2}}} \ dx
= - \int^{1}_{0} x \ln x \cdot \frac{d}{dx}\sqrt{1-x^{2}} \ dx
[/latex]
[latex]
= - \left[ x \ln x \sqrt{1-x^{2}} \right]^{1}_{0}
+ \int^{1}_{0} \left( 1 + \ln x \right) \sqrt{1-x^{2}} \ dx \ .
[/latex]

It can be easily determined that the first term on the right of the above equation is zero. Hence, we have
[latex]
I
= \int^{1}_{0} \sqrt{1-x^{2}} \ dx + \int^{1}_{0} \ln x \sqrt{1-x^{2}} \ dx \ .
[/latex]

The first term on the RHS can be easily solved by using the substitution [latex]x=\sin\theta[/latex], which yields
[latex]
\int \sqrt{1-x^{2}} \ dx
= \frac{1}{2} \left( \sin^{-1}x + x\sqrt{1-x^{2}} \right) \ .
[/latex]

Thus, we have
[latex]
I
=
\frac{1}{2} \left[ \sin^{-1}x + x\sqrt{1-x^{2}} \right]^{1}_{0} +
\int^{1}_{0} \ln x \sqrt{1-x^{2}} \ dx
=
\frac{\pi}{4} + \int^{1}_{0} \ln x \sqrt{1-x^{2}} \ dx \ .
[/latex]

The second term can be simplified by applying another integration by part.
[latex]
I
=
\frac{\pi}{4} + \int^{1}_{0} \ln x \sqrt{1-x^{2}} \ dx
\nonumber \\
=
\frac{\pi}{4} +
\frac{1}{2} \int^{1}_{0} \ln x \cdot
\frac{d}{dx}\left( \sin^{-1}x + x\sqrt{1-x^{2}} \right) \ dx
\nonumber \\
[/latex]
[latex]
=
\frac{\pi}{4} +
\frac{1}{2} \left[\left(\sin^{-1}x + x\sqrt{1-x^{2}}\right)\right]^{1}_{0} -
\frac{1}{2} \int^{1}_{0} \frac{1}{x} \left(\sin^{-1}x + x\sqrt{1-x^{2}}\right) \ dx
\nonumber \\
=
\frac{\pi}{8} - \frac{1}{2} \int^{1}_{0} \frac{\sin^{-1}x}{x} \ dx \ .
[/latex]

The integral [latex]I[/latex] is now more tractable now that we have got rid of the [latex]\log[/latex] function. The solution can be completed once we evaluate the integral term in the last eqation. Using the substitution [latex]x=\sin t[/latex] and applying an integration by part,
[latex]
\int^{1}_{0} \frac{\sin^{-1}x}{x} \ dx
=
\int^{\pi/2}_{0} t \cot t \ dt
=
\int^{\pi/2}_{0} t \frac{d}{dt}\ln(\sin t) \ dt
[/latex]
[latex]
=
\left[t \ln(\sin t)\right]^{\pi/2}_{0} -
\int^{\pi/2}_{0} \ln(\sin t) \ dt
=
- \int^{\pi/2}_{0} \ln(\sin t) \ dt \ .
[/latex]

Thus, it simplifies to
[latex]
I
= \frac{\pi}{8} + \frac{1}{2} \int^{\pi/2}_{0} \ln(\sin t) \ dt \ .
[/latex]

Fortunately, the definite integral term in the above equation can be readily evaluated.
[latex]
\int^{\pi/2}_{0} \ln(\sin t) \ dt
=
\frac{1}{2} \int^{\pi}_{0} \ln(\sin t) \ dt
=
\frac{1}{2} \int^{\pi}_{0} \ln\left(2\sin(t/2)\cos(t/2)\right) \ dt
[/latex]
[latex]
=
\frac{1}{2} \int^{\pi}_{0} \ln 2 \ dt +
\frac{1}{2} \int^{\pi}_{0} \ln(\sin(t/2)) \ dt +
\frac{1}{2} \int^{\pi}_{0} \ln(\cos(t/2)) \ dt
=
\frac{\pi}{2} \ln 2 + 2 \int^{\pi/2}_{0} \ln(\sin t) \ dt
[/latex]

since
[latex]
\frac{1}{2} \int^{\pi}_{0} \ln(\sin(t/2)) \ dt = \int^{\pi/2}_{0} \ln(\sin t) \ dt
[/latex]
and
[latex]
\frac{1}{2} \int^{\pi}_{0} \ln(\cos(t/2)) \ dt
= \int^{\pi/2}_{0} \ln(\cos t) \ dt
= \int^{\pi/2}_{0} \ln(\sin t) \ dt \ .
[/latex]

Therefore, it is obvious that
[latex]
\int^{\pi/2}_{0} \ln(\sin t) \ dt
= -\frac{\pi}{2} \ln 2
[/latex]

and that the final answer is
[latex]
I = \frac{\pi}{8}\left(1-\ln 4\right) \ .
[/latex]
Mar7-05, 11:34 PM   #15
 
My answer is consistent with Mathematica's so it's alright!
Mar8-05, 05:54 AM   #16
 
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Yes,i didn't claim it could't be done (congratulations!!),just that it was very difficult to find the antiderivative and the apply the FTC...You made use however of the fact that it was a definite integral...

Daniel.
Mar8-05, 08:42 AM   #17
 
My first stab three weeks ago at evaluating that integral ended up horribly as I attempted to evaluate [latex]\int^{\pi}_{0} \ln(\sin t) \ dt[/latex] using complex integrals. Functions like [latex]\ln z[/latex] are neither very analytic nor friendly with branch cuts appearing in unwanted places. I gave up after trying for an hour. Then, I had to report to camp for reservist training for the next three weeks...

In the course of doing the complex integrals, I fiddled around with the limits of the integral and discovered some nice symmetries in the definite integral. After that, it was all downhill.
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