MHB How Does Integration by Parts Solve the Integral of Tanh(x)/(xe^x)?

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The integral of tanh(x)/(xe^x) from 0 to infinity can be expressed using differentiation under the integral sign. It is transformed into a form involving the Digamma function and the Gamma function, specifically leading to I(2) = ln(Γ(5/4)Γ(1/4)/Γ(3/4)²). An alternative method also derives the same result by manipulating the integral into a product form using properties of the Gamma function. Both approaches confirm the relationship between the integral and the Gamma function values. The discussion highlights the versatility of integration techniques in solving complex integrals.
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$$ \int^{\infty}_0 \frac{\tanh(x) }{xe^x} \, dx $$

$\tanh(x) \text{ is the tangent hyperbolic function }$
 
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Cool Problem!(Drunk)

I will solve this using differentiation under the integral sign.

The integral can be written in another form

$$ \int_0^\infty \frac{\tanh(x)}{x e^x}dx = \int_0^1 \frac{t^2-1}{(t^2+1)\ln t}dt$$

Let us define

$$ I(\alpha) = \int_0^1 \frac{t^\alpha-1}{(t^2+1)\ln t}dt$$

$$\begin{aligned} I'(\alpha) &= \int_0^1 \frac{t^\alpha}{t^2+1}dt \\ &= \int_0^1 t^\alpha \sum_{k=0}^{\infty}(-1)^k t^{2k} \ dt \\ &= \sum_{k=0}^\infty (-1)^k \int_0^1 t^{\alpha + 2k}\ dt \\ &= \sum_{k=0}^\infty \frac{(-1)^k}{\alpha +2k+1} \\ &= \frac{1}{\alpha+1}\sum_{k=0}^\infty \frac{(-1)^k}{1+\left( \dfrac{2}{\alpha + 1}\right)k} \\ &= \frac{1}{4}\left\{ \psi \left( \frac{3+\alpha}{4} \right)-\psi \left( \frac{1+\alpha}{4} \right) \right\}\end{aligned}$$

\(\psi (*)\) is the Digamma Function.

$$\begin{aligned} I(\alpha) &= \frac{1}{4}\int \left\{ \psi \left( \frac{3+\alpha}{4} \right)-\psi \left( \frac{1+\alpha}{4} \right) \right\} d\alpha \\ &= \left(\ln \left( \Gamma \left( \frac{3+\alpha}{4}\right)\right)- \ln \left( \Gamma \left( \frac{1+\alpha}{4}\right)\right)\right)+C \end{aligned}$$

By letting \(\alpha = 0\), we obtain

$$ C= \ln \left( \frac{\Gamma \left( \dfrac{1}{4}\right)}{\Gamma \left( \dfrac{3}{4}\right)}\right)$$

Therefore

$$ \begin{aligned} I(\alpha)&= \ln \left( \frac{\Gamma \left( \dfrac{3+\alpha}{4}\right)}{\Gamma \left( \dfrac{1+\alpha}{4}\right)}\right)+\ln \left( \frac{\Gamma \left( \dfrac{1}{4}\right)}{\Gamma \left( \dfrac{3}{4}\right)}\right) \\ &= \ln \left( \frac{\Gamma \left( \dfrac{3+\alpha}{4}\right) \Gamma \left( \dfrac{1}{4}\right)}{\Gamma \left( \dfrac{1+\alpha}{4}\right) \Gamma \left( \dfrac{3}{4}\right)}\right)\end{aligned} $$

Our integral is a special case when \(\alpha = 2\), therefore

$$ I(2) = \int_0^1 \frac{t^2-1}{(t^2+1)\ln t}dt = $$

$$\ln \left( \frac{\Gamma \left( \dfrac{5}{4}\right) \Gamma \left( \dfrac{1}{4}\right)}{\Gamma \left( \dfrac{3}{4}\right)^2} \right) = {2\ln \left( \frac{2\Gamma \left(\dfrac{5}{4} \right)}{\Gamma \left( \dfrac{3}{4}\right)}\right)}$$
 
sbhatnagar said:
I will solve this using differentiation under the integral sign.
I thought only Physicists were allowed to do that! Of course we rarely check to see if we can...

-Dan
 
Here's another method to do it without using differentiation under the integral sign.

$$ \begin{aligned} I &= \int_0^1 \frac{t^2-1}{(t^2+1) \ln(t)}dt \\
&= \int_0^1 \frac{t+1}{t^2+1}\frac{t-1}{\ln(t)}dt \\
&= \int_0^1 \frac{t+1}{t^2+1} \int_0^1 t^x dx \ dt \\
&= \int_0^1 \int_0^1 \frac{t^{x+1}+t^x}{t^2+1}dt \ dx \\
&= \int_0^1 \int_0^1 (t^{x+1}+t^x)\sum_{n=0}^{\infty}(-1)^n t^{2k} dt \ dx \\
&= \int_0^1 \left( \frac{1}{x+1}+\frac{1}{x+2}-\frac{1}{x+3}-\frac{1}{x+4}+\cdots \right)dx \\
&=\ln\left(\frac{2}{1} \right)+\ln\left(\frac{3}{2} \right)-\ln\left(\frac{4}{3} \right)-\ln\left(\frac{5}{4} \right)+\cdots \\
&= \ln \left[ \prod_{k=0}^{\infty}\frac{(4k+3)^2}{(4k+1)(4k+5)} \right] \\
&= \ln \left[ \prod_{k=0}^{\infty}\frac{(k+\frac{4}{3})^2}{(k+ \frac{1}{4} )(k+\frac{5}{4})}\right]
\end{aligned}$$

This product can be tackled using the formula

$$ \prod_{k=0}^{\infty} \frac{(k+a_1)(k+a_2)(k+a_3) \cdots (k+a_j)}{(k+b_1)(k+b_2)(k+b_3) \cdots (k+b_j)} = \frac{\Gamma(b_1) \Gamma(b_2) \Gamma(b_3) \cdots \Gamma (b_j)}{\Gamma(a_1) \Gamma(a_2) \Gamma(a_3) \cdots \Gamma (a_j)}$$

where $a_1+a_2+\cdots +a_j = b_1+b_2+\cdots +b_j$ and no $b_j$ is 0 or a negative integer. Applying this gives

$$ I= \ln \left( \dfrac{\Gamma \left( \frac{1}{4}\right)\Gamma \left( \frac{5}{4}\right)}{\Gamma \left( \frac{3}{4}\right)^2}\right)$$
 
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