Integration using Beta and Gamma Functions

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SUMMARY

The discussion centers on evaluating the integral $\int_{0}^{1} \frac{\ln(1+x)}{1+x^2} \,dx$ using the Beta function. Participants explore the relationship between the Beta function, defined as $B(x,y) = \frac{\Gamma(x)\Gamma(y)}{\Gamma(x+y)}$, and logarithmic integrals. They highlight the differentiation of the Beta function with respect to its parameters to derive logarithmic terms, specifically using the relation $-\int^\infty_0 \frac {t^{x-1} \log(1+t)}{(1+t)^{x+y}}\,dx = \frac{\partial}{\partial y}B(x,y)$. The final evaluation leads to the conclusion that the integral evaluates to $-2\ln(2)\pi$.

PREREQUISITES
  • Understanding of Beta function and its properties
  • Familiarity with Gamma function and its relationships
  • Knowledge of logarithmic differentiation
  • Basic calculus, particularly integration techniques
NEXT STEPS
  • Study the properties and applications of the Beta function in integral calculus
  • Learn about the Gamma function and its significance in advanced mathematics
  • Explore differentiation techniques for integrals involving logarithmic functions
  • Investigate series representations and their applications in evaluating integrals
USEFUL FOR

Mathematicians, students studying advanced calculus, and anyone interested in integral evaluation techniques involving special functions.

  • #181
Olok said:
I am assuming you don't derive these generation functions yourself?

So, where do you find these generating functions??

I saw it somewhere on the internet.

$$\sum_{n\geq 1} H^2_n x^n = \frac{\log^2(1-x)+\operatorname{Li}_2(x)}{1-x}$$

$$\sum_{n\geq 1} \frac{H^2_n x^{n+1}}{n+1} = \frac{-\log^3(1-x)}{3}+\int\frac{\operatorname{Li}_2(x)}{1-x} dx$$

The polylogarithmic integral of the RHS is extremely messy, what can be done?

No , it is not that difficult.

Note: It would be much better if you don't have that n+1 in the sum. To avoid it you first divide by x then integrate in the first step.
 
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  • #182
ZaidAlyafey said:
I saw it somewhere on the internet.
No , it is not that difficult.

Note: It would be much better if you don't have that n+1 in the sum. To avoid it you first divide by x then integrate in the first step.

Hello,

It would be extremely hard to integrate.

$$\sum_{n=1}^{\infty}H_{n}^{2}x^{n} = \frac{\log^2(1-x) + Li_2(x)}{(1-x)}$$

$$\sum_{n=1}^{\infty}H_{n}^{2}x^{n-1} = \frac{\log^2(1-x) + Li_2(x)}{x(1-x)}$$

$$\sum_{n=1}^{\infty}\frac{H_{n}^{2}x^{n}}{n} = \int\frac{\log^2(1-x)}{x(1-x)} + \int \frac{Li_2(x)}{x(1-x)} $$

$$\int \frac{\log^2(1-x)}{x(1-x)} dx$$
Let $dv = \frac{\log^2(1-x)}{(1-x)} dx$
Let $u = \frac{1}{x} dx$

$$\int \frac{\log^2(1-x)}{x(1-x)} dx = \frac{-\log^3(1-x)}{3x} - \int \frac{\log^3(1-x)}{3x^2} dx$$

Let $t = 1/x \implies x = 1/t \implies dt = -1/x^2 \implies dx = -1/t^2 dt$

$$ = \log^3(t - 1) - \log^3(t)$$

$$ I = \int \frac{\log^2(1-x)}{x(1-x)} dx = \frac{-\log^3(1-x)}{3x} + \frac{1}{3}\int \frac{\log^3(-(t - t)) - \log^3(t)}{t^2} dt$$

Im lost trying to integrate..
 
  • #183
Olok said:
Hello,

It would be extremely hard to integrate.

$$\sum_{n=1}^{\infty}H_{n}^{2}x^{n} = \frac{\log^2(1-x) + Li_2(x)}{(1-x)}$$

$$\sum_{n=1}^{\infty}H_{n}^{2}x^{n-1} = \frac{\log^2(1-x) + Li_2(x)}{x(1-x)}$$

$$\sum_{n=1}^{\infty}\frac{H_{n}^{2}x^{n}}{n} = \int\frac{\log^2(1-x)}{x(1-x)} + \int \frac{Li_2(x)}{x(1-x)} $$

No no no. Try partial fractions not integration by parts.
 
  • #184
ZaidAlyafey said:
No no no. Try partial fractions not integration by parts.

I was tired yesterday, so I'll say that was my excuse for not realizing partial fractions...

$$\frac{\log^2(x) + Li_2(x)}{x(1-x)} = \frac{\log^2(x) + Li_2(x)}{x} - \frac{\log^2(x) + Li_2(x)}{(1-x)}$$

$$ \int \frac{\log^2(x) + Li_2(x)}{x(1-x)} = \frac{\log^3(x)}{3} + Li_3(x) - \int \frac{\log^2(x) + Li_2(x)}{(1-x)}$$

The integral is extremely difficult and lengthy (W|A) states.

So, what can be done?
 
  • #185
Olok said:
I was tired yesterday, so I'll say that was my excuse for not realizing partial fractions...

$$\frac{\log^2(x) + Li_2(x)}{x(1-x)} = \frac{\log^2(x) + Li_2(x)}{x} - \frac{\log^2(x) + Li_2(x)}{(1-x)}$$

That should be $\log^2(1-x)$ not $\log^2(x)$. I think we can have an antiderivative for $$\int \frac{\mathrm{Li}_2(x)}{1-x}$$
 
  • #186
ZaidAlyafey said:
That should be $\log^2(1-x)$ not $\log^2(x)$. I think we can have an antiderivative for $$\int \frac{\mathrm{Li}_2(x)}{1-x}$$

I really am tired...

$$\frac{\log^2(1-x) + Li_2(x)}{x} - \frac{\log^2(1-x) + Li_2(x)}{(1-x)}$$

The integral gives:

$$\int \frac{\log^2(1-x) + Li_2(x)}{x} - \frac{\log^2(1-x) + Li_2(x)}{(1-x)}dx = Li_3(x) + \int\frac{\log^2(1-x)}{x} dx +\frac{\log^3(1-x)}{3} - \int \frac{Li_2(x)}{1-x} dx$$

I checked WolframAlpha, we do have an antiderivative for the dilog but it is complicated, so I tried this:

$$-\log(x)\log(1-x) - Li_2(1-x) + \zeta(2) = Li_2(x)$$

We get:

$$\int \frac{Li_2(x)}{1-x} dx = (-)\int \frac{\log(x)\log(1-x)}{1-x}dx - Li_3(1-x) -\zeta(2)\log(1-x)$$

It is still complicated to integrate, but I think integration by parts is what we would do next.
 
  • #187
Olok said:
$$\frac{\log^2(1-x) + Li_2(x)}{x} - \frac{\log^2(1-x) + Li_2(x)}{(1-x)}$$

That should be plus sign not minus between the two terms.
 
  • #188
ZaidAlyafey said:
That should be plus sign not minus between the two terms.

But it still doesn't help the integration process?
 
  • #189
Olok said:
But it still doesn't help the integration process?

Sometimes a wrong sign can make your life miserable.
 
  • #190
ZaidAlyafey said:
Sometimes a wrong sign can make your life miserable.

I like your humour.

By the way, I was wondering. Are you familiar with real analysis proofs? Because as I was cruising around, a lot of what you do here is based off of real analysis isn't it?

Can you perhaps link me to a page with all these generating functions? I mean, I tried searching online but got no results.

I did a lot of work on this. And this is what I have to now:

$$\sum_{n=1}^{\infty} \frac{H_{n}^{2}x^n}{n} = \log^2(1-x)\log(x) + 2Li_3(1-x) +2\zeta(2)\log(1-x) - \int \frac{Li_2(x)}{1-x} dx$$

The left over integral is very hard, but I am initially able to do this:

$$\int \frac{Li_2(x)}{1-x} dx = \Li_2(x)\log(1-x) - \int \frac{\log^2(1-x)}{x} dx$$

I remember you showed me a series a while ago, another gen. function.

I got:

$$2\sum_{n=1}^{\infty} \frac{x^{n+1}H_n}{(n+1)^2} = \int \frac{\log^2(1-x)}{x} dx$$

But the issue: How can I do the sum? The $x^{n+1}$ will cause a very big issue.
 
  • #191
Olok said:
By the way, I was wondering. Are you familiar with real analysis proofs? Because as I was cruising around, a lot of what you do here is based off of real analysis isn't it?

I took a course in real analysis a year ago. To justify all the steps we need a firm knowledge of real analysis which I think I don't have.

Can you perhaps link me to a page with all these generating functions? I mean, I tried searching online but got no results.

Well , it is difficult to find them. They are not collected in one paper but scattered in many places.

I did a lot of work on this. And this is what I have to now:

$$\sum_{n=1}^{\infty} \frac{H_{n}^{2}x^n}{n} = \log^2(1-x)\log(x) + 2Li_3(1-x) +2\zeta(2)\log(1-x) - \int \frac{Li_2(x)}{1-x} dx$$

I am not sure how you got that ? Maybe you are messing something ?
 
  • #192
ZaidAlyafey said:
I took a course in real analysis a year ago. To justify all the steps we need a firm knowledge of real analysis which I think I don't have.
Well , it is difficult to find them. They are not collected in one paper but scattered in many places.
I am not sure how you got that ? Maybe you are messing something ?

I have a way of approaching this Ill post tomorrow, it is quite late here in Turkmenistan.

Anyway, have you actually solved this problem yourself?
 
  • #193
Olok said:
Anyway, have you actually solved this problem yourself?

No , we are solving it together. I just thought of it when you posted that problem.
 
  • #194
ZaidAlyafey said:
No , we are solving it together. I just thought of it when you posted that problem.

Thats good. Collaboration for success.

For about two days I do not have time to work on this, since half my 11th grade semester is about to be over, and I am in a time crunch. Is it fine if we start working on this intensively in 2-3 days?

Thanks for cooperating!By the way:

http://mathhelpboards.com/calculus-10/integration-using-beta-gamma-functions-12437-9.htmlWe were using the wrong sum for the log^2 integral!

$$\sum_{n=1}^{\infty} \frac{x^k}{k} = -\log(1-x)$$

It doest equal $\frac{\log(1-x)}{x-1}$

??
 
Last edited:
  • #195
Olok said:
Thats good. Collaboration for success.

For about two days I do not have time to work on this, since half my 11th grade semester is about to be over, and I am in a time crunch. Is it fine if we start working on this intensively in 2-3 days?

Thanks for cooperating!

Ok , no problem.

By the way:

http://mathhelpboards.com/calculus-10/integration-using-beta-gamma-functions-12437-9.htmlWe were using the wrong sum for the log^2 integral!

$$\sum_{n=1}^{\infty} \frac{x^k}{k} = -\log(1-x)$$

It doest equal $\frac{\log(1-x)}{x-1}$

??

I don't see what is wrong !
 
  • #196
ZaidAlyafey said:
Ok , no problem.
I don't see what is wrong !

OK,

I am ready to begin the problem again.

Just a question.

By any chance, do you have any other generating functions?

I don't see a way to use that one.
 
  • #197
Olok said:
Just a question.

By any chance, do you have any other generating functions?

I found an interesting thread .

I don't see a way to use that one.

$$\sum_{n\geq 1} H^2_n x^n = \frac{\log^2(1-x)+\operatorname{Li}_2(x)}{1-x}$$

$$\sum_{n\geq 1} H^2_n x^{n-1} = \frac{\log^2(1-x)}{x}+\frac{\log^2(1-x)}{1-x}+\frac{\operatorname{Li}_2(x)}{1-x}+\frac{\operatorname{Li}_2(x)}{x}$$$$\sum_{n\geq 1} \frac{H^2_n}{n} x^{n} = \int^x_0\frac{\log^2(1-t)}{t}\,dt +\int^x_0\frac{\operatorname{Li}_2(t)}{1-t}\,dt-\frac{1}{3}\log^3(1-x)+\operatorname{Li}_3(x)$$

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

Hence we get

$$\sum_{n\geq 1} \frac{H^2_n}{n} x^{n} = -\log(1-t)\operatorname{Li}_2(t)-\frac{1}{3}\log^3(1-x)+\operatorname{Li}_3(x)$$

$$\sum_{n\geq 1} \frac{H^2_n}{n} x^{n-1} = -\frac{\log(1-x)\operatorname{Li}_2(x)}{x}-\frac{1}{3}\frac{\log^3(1-x)}{x}+\frac{\operatorname{Li}_3(x)}{x}$$

$$\sum_{n\geq 1} \frac{H^2_n}{n^2} x^{n} =\frac{ \operatorname{Li}^2_2(x)}{2}-\frac{1}{3}\int^x_0\frac{\log^3(1-t)}{t}\,dt+\operatorname{Li}_4(x)$$

$$\frac{1}{3}\int^x_0\frac{\log^3(1-t)}{t}\,dt =\operatorname{Li}_4(x)+\frac{ \operatorname{Li}^2_2(x)}{2}-\sum_{n\geq 1} \frac{H^2_n}{n^2} x^{n} $$
 
  • #198
ZaidAlyafey said:
I found an interesting thread .
$$\sum_{n\geq 1} H^2_n x^n = \frac{\log^2(1-x)+\operatorname{Li}_2(x)}{1-x}$$

$$\sum_{n\geq 1} H^2_n x^{n-1} = \frac{\log^2(1-x)}{x}+\frac{\log^2(1-x)}{1-x}+\frac{\operatorname{Li}_2(x)}{1-x}+\frac{\operatorname{Li}_2(x)}{x}$$$$\sum_{n\geq 1} \frac{H^2_n}{n} x^{n} = \int^x_0\frac{\log^2(1-t)}{t}\,dt +\int^x_0\frac{\operatorname{Li}_2(t)}{1-t}\,dt-\frac{1}{3}\log^3(1-x)+\operatorname{Li}_3(x)$$

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

Hence we get

$$\sum_{n\geq 1} \frac{H^2_n}{n} x^{n} = -\log(1-t)\operatorname{Li}_2(t)-\frac{1}{3}\log^3(1-x)+\operatorname{Li}_3(x)$$

$$\sum_{n\geq 1} \frac{H^2_n}{n} x^{n-1} = -\frac{\log(1-x)\operatorname{Li}_2(x)}{x}-\frac{1}{3}\frac{\log^3(1-x)}{x}+\frac{\operatorname{Li}_3(x)}{x}$$

$$\sum_{n\geq 1} \frac{H^2_n}{n^2} x^{n} =\frac{ \operatorname{Li}^2_2(x)}{2}-\frac{1}{3}\int^x_0\frac{\log^3(1-t)}{t}\,dt+\operatorname{Li}_4(x)$$

$$\frac{1}{3}\int^x_0\frac{\log^3(1-t)}{t}\,dt =\operatorname{Li}_4(x)+\frac{ \operatorname{Li}^2_2(x)}{2}-\sum_{n\geq 1} \frac{H^2_n}{n^2} x^{n} $$

This is good, but we still cannot do our integral. Here we don't have $\log^3(t)$ as a factor.
 
  • #199
$$\int^x_0\frac{\log^3(1-t)}{t}\,dt =3\operatorname{Li}_4(x)+\frac{3}{2}\operatorname{Li}^2_2(x)-3\sum_{n\geq 1} \frac{H^2_n}{n^2} x^{n} $$

$$\int^1_0 \frac{\log^3(1-x)\log^3(x)}{x}\,dx$$

Integration by parts

$$\int^1_0 \frac{\log^3(1-x)\log^3(x)}{x}\,dx = 9\int^1_0 \frac{\operatorname{Li}_4(x)\log^2(x)}{x}\,dx+\frac{9}{2}\int^1_0 \frac{\operatorname{Li}^2_2(x)\log^2(x)}{x}\,dx-9\sum_{n\geq 1} \frac{H^2_n}{n^2} \int^1_0x^{n-1}\log^2(x)\,dx $$

$$\int^1_0 \frac{\log^3(1-x)\log^3(x)}{x}\,dx = 9\int^1_0 \frac{\operatorname{Li}_4(x)\log^2(x)}{x}\,dx+\frac{9}{2}\int^1_0 \frac{\operatorname{Li}^2_2(x)\log^2(x)}{x}\,dx-18\sum_{n\geq 1} \frac{H^2_n}{n^5} $$

The first integral

$$\int^1_0 \frac{\operatorname{Li}_4(x)\log^2(x)}{x}\,dx = 2\zeta(7)$$

I still have to think of a way to solve

$$\int^1_0 \frac{\operatorname{Li}^2_2(x)\log^2(x)}{x}\,dx$$
 
  • #200
ZaidAlyafey said:
$$\int^x_0\frac{\log^3(1-t)}{t}\,dt =3\operatorname{Li}_4(x)+\frac{3}{2}\operatorname{Li}^2_2(x)-3\sum_{n\geq 1} \frac{H^2_n}{n^2} x^{n} $$

$$\int^1_0 \frac{\log^3(1-x)\log^3(x)}{x}\,dx$$

Integration by parts

$$\int^1_0 \frac{\log^3(1-x)\log^3(x)}{x}\,dx = 9\int^1_0 \frac{\operatorname{Li}_4(x)\log^2(x)}{x}\,dx+\frac{9}{2}\int^1_0 \frac{\operatorname{Li}^2_2(x)\log^2(x)}{x}\,dx-9\sum_{n\geq 1} \frac{H^2_n}{n^2} \int^1_0x^{n-1}\log^2(x)\,dx $$

$$\int^1_0 \frac{\log^3(1-x)\log^3(x)}{x}\,dx = 9\int^1_0 \frac{\operatorname{Li}_4(x)\log^2(x)}{x}\,dx+\frac{9}{2}\int^1_0 \frac{\operatorname{Li}^2_2(x)\log^2(x)}{x}\,dx-18\sum_{n\geq 1} \frac{H^2_n}{n^5} $$

The first integral

$$\int^1_0 \frac{\operatorname{Li}_4(x)\log^2(x)}{x}\,dx = 2\zeta(7)$$

I still have to think of a way to solve

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

Lets actually pass on this integral, I have a different contour integration question, which may or may not help with this later on.

Anyway, I hope Ill catch you there!
 
  • #201
Here is the evaluation of the last integral. There might be a mistake in a constant

$$\int^1_0 \frac{\operatorname{Li}^2_2(x)\log^2(x)}{x}\,dx = \sum_{n,k\geq 1}\frac{1}{(nk)^2}\int^1_0x^{n+k-1}\log^2(x)\,dx= 2\sum_{n,k\geq 1}\frac{1}{(nk)^2(n+k)^3}$$

$$\sum_{n,k\geq 1}\frac{1}{n^2k^2(n+k)^3} = \sum_{n,k\geq 1}\frac{n+k-k}{n^3k^2(n+k)^3} = \sum_{n,k\geq 1}\frac{1}{n^3k^2(n+k)^2}-\sum_{n,k\geq 1}\frac{1}{n^3k(n+k)^3}$$

First sum

$$\begin{align}\sum_{n,k\geq 1}\frac{1}{n^3k^2(n+k)^2} &= \sum_{n,k\geq 1}\frac{1}{n^4k^2(n+k)}-\sum_{n,k\geq 1}\frac{1}{n^4k(n+k)^2}\\
&=\sum_{n,k\geq 1}\frac{1}{n^5k^2}-\sum_{n,k\geq 1}\frac{1}{n^5k(n+k)}-\sum_{n,k\geq 1}\frac{1}{n^5k(n+k)}+\sum_{n,k\geq 1}\frac{1}{n^5(n+k)^2}\\
&=\zeta(5)\zeta(2)-2\sum_{n \geq 1}\frac{H_n}{n^5}+\sum_{n \geq 1}\frac{H^{(2)}_n}{n^5}
\end{align}$$

$$\begin{align}\sum_{n,k\geq 1}\frac{1}{n^3k(n+k)^3} &= \sum_{n,k\geq 1}\frac{1}{n^4k(n+k)^2}-\sum_{n \geq 1}\frac{H_n^{(3)}}{n^4}\\
&= \sum_{n,k\geq 1}\frac{H^{(2)}_n}{n^5}-\sum_{n,k\geq 1}\frac{H_n}{n^5}-\sum_{n \geq 1}\frac{H_n^{(3)}}{n^4}
\end{align}$$
 

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