MHB How Do You Solve the Integral in POTW #222?

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    2016
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The integral in question is $$\int_{-\infty}^\infty \frac{\ln^2\lvert x\rvert}{x^2+1}\, dx$$, which has not received any responses from participants. The original poster has provided their own solution to the problem. The discussion emphasizes the importance of following the guidelines for submissions and participation in the Problem of the Week. Engaging with the problem can enhance understanding of advanced calculus concepts. The lack of responses highlights a potential need for more community involvement in solving challenging integrals.
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Here is this week's POTW:

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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

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

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

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

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