An interesting logarithm integral

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SUMMARY

The integral $$\int^1_0 \frac{\log(x)\log(x+1)}{1-x} \, dx$$ evaluates to $$-\frac{\pi^2}{4}\log(2) + \zeta(3)$$, as established through various integration techniques including integration by parts and the use of dilogarithm identities. The discussion emphasizes the natural logarithm as the standard logarithmic function in complex analysis. Participants explored multiple approaches to solve the integral, ultimately leading to a convergence on the final result.

PREREQUISITES
  • Understanding of integral calculus, specifically integration by parts.
  • Familiarity with logarithmic functions, particularly the natural logarithm.
  • Knowledge of dilogarithm identities and their applications in integrals.
  • Basic concepts of complex analysis related to logarithmic functions.
NEXT STEPS
  • Study the properties and applications of dilogarithms in calculus.
  • Learn advanced integration techniques, including contour integration in complex analysis.
  • Explore the relationship between harmonic numbers and logarithmic integrals.
  • Investigate the implications of the Euler sum $$\sum_{k\geq 1} \frac{H_k}{2^k k^2}$$ in mathematical analysis.
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Mathematicians, students of calculus, and anyone interested in advanced integration techniques and the properties of logarithmic functions in analysis.

alyafey22
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Here is an integral that I seen in another forum

$$\int^1_0 \frac{\log(x)\log(x+1)}{1-x} \approx -0.5 $$

That was a value return by W|A . This thread will be dedicated to try to solve the integral . Any ideas will always be welcomed .

The integral might require some dilogarithm identities . The first step might be integration by parts .
 
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ZaidAlyafey said:
Here is an integral that I seen in another forum

$$\int^1_0 \frac{\log(x)\log(x+1)}{1-x} \approx -0.5 $$

That was a value return by W|A . This thread will be dedicated to try to solve the integral . Any ideas will always be welcomed .

The integral might require some dilogarithm identities . The first step might be integration by parts .
Looking at the dilogarithms I am lead to ask if the "log" operator is base 10 or e?

-Dan
 
It is a based e logarithm . In complex analysis we always assume $$\log$$ to be the natural logarithm , it looks better than $$\ln \,\, $$ (Cool).
 
Ok , I tried integration by parts

$$\int^1_0 \frac{\log(x) \log(1-x)}{1+x}\, dx +\int^1_0 \frac{\log(1+x) \log(1-x)}{x}\, dx$$

The first integral

I might start by the following

$$\int^1_0 \frac{x^{a-1}(1-x)^{b-1}}{1+x} = \int^1_0 \left( \sum_{n \geq 0 }(-x)^n \right) x^{a-1}(1-x)^{b-1} \, dx $$$$\sum_{n \geq 0 }(-1)^n \left( \int^1_0 x^{n+a-1}(1-x)^{b-1} \, dx \right) $$$$\int^1_0 \frac{x^{a-1}(1-x)^{b-1}}{1+x} =\Gamma(b) \sum_{n \geq 0 }(-1)^n \frac{\Gamma(n+a)}{\Gamma(n+a+b)} = \phi (a,b)$$

$$\int^1_0 \frac{x^{a-1} (1-x)^{b-1} \log(x) \log(1-x) }{1+x} = \frac{\partial }{\partial a} \left( \frac{\partial}{\partial b} \phi (a,b) \right)$$

$$\int^1_0 \frac{\log(x) \log(1-x) }{1+x} = \frac{\partial \phi (1,1) }{\partial a \, \partial b} $$

Our best bet is to find the sum

$$\sum_{n \geq 0 }(-1)^n \frac{\Gamma(n+a)}{\Gamma(n+a+b)}$$
 
ZaidAlyafey said:
$$I= \int^1_0 \frac{\log(x)\log(x+1)}{1-x}\, dx $$

I have got a possibly better idea

let $$x = 1-t $$

$$I=\int^1_0 \frac{\log(1-t)\log(2-t)}{t}\, dt = \int^1_0 \frac{\log(1-t)\left ( \log(1-\frac{t}{2}) + \log(2) \right)}{t}\, dt $$

[Math]I=\int^1_0 \frac{\log(1-t)\log(1-\frac{t}{2})}{t} \, dt +\log(2)\int^1_0 \frac{\log(1-t)}{t}\, dt $$

[Math]I=\int^1_0 \frac{\log(1-t)\log(1-\frac{t}{2})}{t} \, dt -\log(2) \text{Li}_2(1) = \int^1_0 \frac{\log(1-t)\log(1-\frac{t}{2})}{t}- \frac{\pi^2}{6} \log(2)$$

The next step might be to evaluate

$$\int^1_0 \frac{\log(1-t)\log(1-\frac{t}{2})}{t} \, dt $$
 
ZaidAlyafey said:
Here is an integral that I seen in another forum

$$\int^1_0 \frac{\log(x)\log(x+1)}{1-x} \approx -0.5 $$

That was a value return by W|A . This thread will be dedicated to try to solve the integral . Any ideas will always be welcomed .

The integral might require some dilogarithm identities . The first step might be integration by parts .

Integrals of this type are analized in...

http://www.mathhelpboards.com/f49/integrals-natural-logarithm-5286/#post24247

... and in particular for an analytic function...

$$f(x) = \sum_{k=0}^{\infty} a_{k}\ x^{k}\ (1)$$... the following formula holds...

$$\int_{0}^{1} f(x)\ \ln^{n} x\ dx = \sum_{k=0}^{\infty} a_{k}\ \int_{0}^{1} x^{k}\ \ln^{n} x\ dx = (-1)^{n} n!\ \sum_{k=0}^{\infty} \frac{a_{k}}{(k+1)^{n+1}}\ (2) $$

In Your case is $f(x)= \frac{\ln (1+x)}{1-x}$ and is...

$$\frac{\ln (1+x)}{1-x} = x + \frac{x^{2}}{2} + \frac{5\ x^{3}}{6} + \frac{7\ x^{4}}{12} + \frac{47\ x^{5}}{60} + \frac{37\ x^{6}}{60} + \frac{319\ x^{7}}{420} + \frac{533\ x^{8}}{540} + ...\ (3)$$

... so that is...

$$\int_{0}^{1} \frac{\ln (1+x)}{1-x}\ \ln x\ dx = - \frac{1}{4} - \frac{1}{18} - \frac{5}{96} - \frac{7}{300} - \frac{47}{2160} - \frac{37}{2940} - \frac{319}{26680} - \frac{533}{43740} - ...\ (4)$$

Kind regards

$\chi$ $\sigma$
 
In the previous post we got the following integral

$$\int^1_0 \frac{\log(1-t)\log(1-\frac{t}{2})}{t} \, dt $$

After integration by parts we get

$$\int^1_0 \frac{\log(1-t)\log(1-\frac{t}{2})}{t} \, dt = \frac{\pi^2}{6} \log(2) -\int^1_0 \frac{\text{Li}_2(x)}{2-x}\, dx$$

Adding the results together we get $$\int^1_0 \frac{\log(x) \log(1+x)}{1-x}\, dx =\int^1_0 \frac{\text{Li}_2(x)}{x-2}\, dx $$
 
$$\int^1_0 \frac{\text{Li}_2(x)}{x-2}\, dx $$

$$\frac{-1}{2} \int^1_0 \frac{\text{Li}_2(x)}{1-\frac{x}{2}}\, dx $$

$$\frac{-1}{2}\sum_{k\geq 0} \int^1_0 x^k \text{Li}_2(x)\, dx $$

$$\frac{-1}{2}\sum_{k\geq 0} \sum_{n\geq 1}\frac{1}{2^k n^2} \int^1_0 x^{k+n} dx $$

$$\frac{-1}{2}\sum_{k\geq 0} \sum_{n\geq 1}\frac{1}{2^k}\frac{1}{n^2(n+k+1)} $$

$$\frac{-1}{2}\sum_{k\geq 0}\frac{1}{2^k} \sum_{n\geq 1}\frac{1}{n^2(k+1)}+\frac{(k+1)}{n(k+1)^2(n+k+1)} $$

$$\frac{-1}{2}\sum_{k\geq 0}\frac{1}{2^k} \sum_{n\geq 1}\frac{1}{n^2(k+1)}\,\,+\,\,\frac{1}{2}\sum_{k\geq 0}\frac{1}{2^k} \sum_{n\geq 1}\frac{(k+1)}{n(k+1)^2(n+k+1)} $$

$$\frac{-\zeta(2)}{2}\sum_{k\geq 0}\frac{1}{2^k(k+1)}\,\, +\,\, \frac{1}{2}\sum_{k\geq 0}\frac{1}{2^k(k+1)^2 } \sum_{n\geq 1}\frac{(k+1)}{n(n+k+1)} $$

$$-\zeta(2) \log(2) +\sum_{k\geq 0}\frac{\psi(k+2) + \gamma}{2^{k+1}(k+1)^2 } $$

$$-\zeta(2) \log(2) +\sum_{k\geq 0}\frac{H_{k+1}}{2^{k+1}(k+1)^2 } $$

$$-\zeta(2) \log(2) +\sum_{k\geq 1}\frac{H_{k}}{2^{k}k^2 } $$

Last step is solve the Euler sum

$$\sum_{k\geq 1}\frac{H_{k}}{2^{k}k^2 } $$
 
In the previous post I used the following relation

$$\psi(n) = H_{n-1}-\gamma$$

Proof

By definition we have

$$\psi(n) = -\gamma +\sum_{k\geq 0}\frac{1}{k+1}-\frac{1}{k+n} $$

Since $n$ is an integer we can do the following

$$\sum_{k\geq 0}\frac{1}{k+n} = \sum_{k \geq n}\frac{1}{k} $$

$$\psi(n) = -\gamma +\sum_{k\geq 1}\frac{1}{k}- \sum_{k \geq n}\frac{1}{k} = -\gamma + \sum_{k=1}^{n-1}\frac{1}{k} $$

Now since harmonic numbers are defined as follows

$$\sum_{k=1}^{n}\frac{1}{k} = H_n$$

The proof is complete $$\square $$.
 
  • #10
An attempt to solve the Euler sum

$$\sum_{k\geq 1} \frac{H_k}{2^k k^2}$$

Rather we will try to generalize a little bit

$$\sum_{k\geq 1} \frac{H_k}{ k^2} x^k $$

Start by the following

$$\sum_{k\geq 1} H_k \, x^k = -\frac{\log(1-x)}{1-x}$$

$$\sum_{k\geq 1} H_k \, x^{k-1} = -\frac{\log(1-x)}{x(1-x)} = - \frac{\log(1-x)}{x}- \frac{\log(1-x)}{1-x}$$

Integrating both sides we have

$$\sum_{k\geq 1} \frac{H_k}{k} \, x^{k} = \text{Li}_2(x)+\frac{\log^2(1-x)}{2}$$

$$\sum_{k\geq 1} \frac{H_k}{k} \, x^{k-1} = \frac{\text{Li}_2(x)}{x}+\frac{1}{2}\frac{\log^2(1-x)}{x}$$

Integrating again we obtain

$$\sum_{k\geq 1} \frac{H_k}{k^2} \, x^{k} = \text{Li}_3(x)+\frac{1}{2} \int^x_0 \frac{\log^2(1-t)}{t}\, dt$$

A further attempt will be in the next post .
 
  • #11
$$\int^x_0 \frac{\log^2(1-t)}{t}\, dt $$

Integrating by parts we get the following

$$\int^x_0 \frac{\log^2(1-t)}{t}\, dt = - \log(1-x) \text{Li}_2(x) -\int^x_0\frac{\text{Li}_2 (t)}{1-t} \, dt $$

Now we are left with the following integral

$$\int^x_0\frac{\text{Li}_2 (t)}{1-t} \, dt = \int^{1}_{1-x} \frac{\text{Li}_2 (1-t)}{t} \, dt $$

$$\int^{1}_{1-x} \frac{\frac{\pi^2}{6} -\text{Li}_2(t) - \log(1-t) \log(t)}{t} \, dt $$

$$ -\frac{\pi^2}{6}\log(1-x)- \int^{1}_{1-x} \frac{\text{Li}_2(t)}{t}\,dt -\int^{1}_{1-x}\frac{ \log(1-t) \log(t)}{t} \, dt $$

The first integral

  • $$\int^{1}_{1-x} \frac{\text{Li}_2(t)}{t}\,dt =\text{Li}_3(1)-\text{Li}_3(1-x) $$

The second integral by parts we obtain

  • $$ \int^{1}_{1-x}\frac{ \log(1-t) \log(t)}{t} =\text{Li}_3(1) +\log(1-x)\text{Li}_2(1-x)-\text{Li}_3(1-x) $$
Collecting the results together we obtain $$\int^x_0\frac{\text{Li}_2 (t)}{1-t} \, dt =-\frac{\pi^2}{6}\log(1-x)-\text{Li}_2(1-x) \log(1-x)+2\, \text{Li}_3(1-x)- 2 \zeta(3) $$Hence we solved the integral $$\int^x_0 \frac{\log^2(1-t)}{t}\, dt = - \log(1-x) \text{Li}_2(x) +\frac{\pi^2}{6}\log(1-x)+\text{Li}_2(1-x) \log(1-x)-2\, \text{Li}_3(1-x)+ 2 \zeta(3) $$

So we have got our Harmonic sum $$\sum_{k\geq 1} \frac{H_k}{k^2} \, x^{k} = \text{Li}_3(x)+\frac{1}{2} \left( - \log(1-x) \text{Li}_2(x) +\frac{\pi^2}{6}\log(1-x)+\text{Li}_2(1-x) \log(1-x)-2\, \text{Li}_3(1-x)+ 2 \zeta(3) \right) $$$$\sum_{k\geq 1} \frac{H_k}{k^2} \, x^{k} = \text{Li}_3(x)-\, \text{Li}_3(1-x)+\, \log(1-x) \text{Li}_2(1-x) +\frac{1}{2}\log(x) \log^2(1-x)+\zeta(3) $$The expression can be further simplified but I will leave it like this
So we finally we got our solution (Whew)
 
  • #12
ZaidAlyafey said:
It is a based e logarithm . In complex analysis we always assume $$\log$$ to be the natural logarithm , it looks better than $$\ln \,\, $$ (Cool).

That's debatable. I think it looks better as ln, and it is clearly less time consuming to write ln :P
 
  • #13
We already proved that

$$\int^1_0 \frac{\log(x) \log(1+x)}{1-x} \, dx = -\zeta(2) \log(2) +\sum_{k\geq 1}\frac{H_{k}}{2^{k}k^2 }$$

We found that

$$\sum_{k\geq 1} \frac{H_k}{k^2} \, x^{k} = \text{Li}_3(x)-\, \text{Li}_3(1-x)+\, \log(1-x) \text{Li}_2(1-x) +\frac{1}{2}\log(x) \log^2(1-x)+\zeta(3)$$

putting $$x =1/2 $$ we get

$$\sum_{k\geq 1} \frac{H_k}{2^k k^2} = -\log(2) \text{Li}_2\left( \frac{1}{2}\right) -\frac{1}{2}\log^3(2)+\zeta(3)$$

$$\sum_{k\geq 1} \frac{H_k}{2^k k^2} = -\log(2) \left( \frac{\pi^2}{12}- \frac{1}{2}\log^2(2) \right) -\frac{1}{2}\log^3(2)+\zeta(3)$$

$$\sum_{k\geq 1} \frac{H_k}{2^k k^2} = -\frac{\pi^2}{12} \log(2)+\zeta(3)$$

$$\int^1_0 \frac{\log(x) \log(1+x)}{1-x} \, dx = -\frac{\pi^2}{6}\log(2) -\frac{\pi^2}{12} \log(2)+\zeta(3)$$

Hence we found the result was seeking for

$$\int^1_0 \frac{\log(x) \log(1+x)}{1-x} \, dx = -\frac{\pi^2}{4}\log(2)+\zeta(3) $$​
 

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