How Do You Solve the Integral in POTW #222?

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    2016
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SUMMARY

The integral evaluated in Problem of the Week #222 is $$\int_{-\infty}^\infty \frac{\ln^2\lvert x\rvert}{x^2+1}\, dx$$. This integral remains unsolved in the forum, indicating a level of complexity that may require advanced techniques in calculus and analysis. The discussion emphasizes the importance of following the guidelines provided in the forum for submitting solutions and engaging with the community.

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Here is this week's POTW:

-----
Evaluate the integral

$$\int_{-\infty}^\infty \frac{\ln^2\lvert x\rvert}{x^2+1}\, dx$$-----

Remember to read the http://www.mathhelpboards.com/showthread.php?772-Problem-of-the-Week-%28POTW%29-Procedure-and-Guidelines to find out how to http://www.mathhelpboards.com/forms.php?do=form&fid=2!
 
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No one answered this week's problem. You can read my solution below.
The integral evaluates to $\pi^3/4$. To see this, consider the contour integral

$$\oint_{C(R,\epsilon)} \frac{\log^2 z}{z^2 + 1}\, dz$$

where the branch cut for $\log z$ is taken along the nonpositive real axis, and $C(r,\epsilon)$ is the keyhole contour in the upper-half plane with arcs of radii $\epsilon$ and $R$, with $0 < \epsilon < 1 < R$. By the residue theorem, this integral evaluates to $$2\pi i \operatorname*{Res}_{z = i} \frac{\log^2 z}{z^2 + 1} = 2\pi i \frac{\log^2 i}{2i} = \pi\left(-\frac{\pi^2}{4}\right) = -\frac{\pi^3}{4}.$$

On the arc of radius $R$, the integrand is bounded by $(\log^2 R + \pi^2)/(R^2 - 1)$. Therefore, by the ML-estimate, integral along the arc of radius $R$ is bounded by $\pi R(\log^2R + \pi^2)/(R^2 - 1)$, which is negligible as $R\to \infty$. The integral along the arc of radius $\epsilon$ is bounded by $\pi \epsilon(\log^2 \epsilon + \pi^2)/(1 - \epsilon^2)$, which is negligible as $\epsilon \to 0$. Consequently,

$$\lim_{\epsilon \to 0,\, R\to \infty} \left(\int_{[-R,-\epsilon]} \frac{\log^2 z}{z^2 + 1}\, dz + \int_{[\epsilon,R]} \frac{\log^2 z}{z^2 + 1}\, dz\right) = -\frac{\pi^3}{4}.\tag{*}\label{eq1}$$

Now

$$\int_{[-R,-\epsilon]} \frac{\log^2 z}{z^2 + 1}\, dz = \int_\epsilon^R \frac{\log^2(-x)}{x^2 + 1}\, dx = \int_\epsilon^R \frac{(\ln\lvert x\rvert + \pi i)^2}{x^2 + 1}\, dx = \int_\epsilon^R \frac{\ln^2 \lvert x\rvert - \pi^2}{x^2 + 1}\, dx + i \int_\epsilon^R \frac{\pi \ln\lvert x\rvert}{x^2 + 1}\, dx$$

Therefore

$$\int_{[-R,-\epsilon]} \frac{\log^2 z}{z^2 + 1}\, dz + \int_{[\epsilon, R]} \frac{\log^2 z}{z^2 + 1}\, dz = 2\int_\epsilon^R \frac{\ln^2\lvert x\rvert}{x^2 + 1}\, dx - \pi^2 \int_\epsilon^R \frac{dx}{x^2 + 1} + i\int_\epsilon^R \frac{\ln\lvert x\rvert}{x^2 + 1}\, dx$$

Letting $\epsilon \to 0$, $R\to \infty$, and using limiting equation \eqref{eq1}, we deduce

$$2\int_0^\infty \frac{\ln^2\lvert x\rvert}{x^2 + 1}\, dx - \pi^2 \int_0^\infty \frac{dx}{x^2 + 1} = -\frac{\pi^3}{4}$$

$$\int_{-\infty}^\infty \frac{\ln^2\lvert x\rvert}{x^2 + 1}\, dx - \pi^2\left(\frac{\pi}{2}\right) = -\frac{\pi^3}{4}$$

$$\int_{-\infty}^\infty \frac{\ln^2\lvert x\rvert}{x^2 + 1}\, dx - \frac{\pi^3}{2} = -\frac{\pi^3}{4}$$

$$ \bbox[yellow,5px,border:2px solid red]{\int_{-\infty}^\infty \frac{\ln^2\lvert x\rvert}{x^2 + 1}\, dx = \frac{\pi^3}{4}} $$
 

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