MHB Log Integral: $\displaystyle \frac{\pi^2}{b^2} \csc^2\left(\frac{\pi}{b}\right)$

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For \( b > 1 \), the integral \( \int_{0}^{\infty} \frac{\ln x}{x^{b}-1} \, dx \) evaluates to \( \frac{\pi^{2}}{b^{2}} \csc^{2} \left(\frac{\pi}{b}\right) \). The discussion involves various methods to prove this result, including substitutions and contour integration techniques. Participants explore the use of the residue theorem and Fourier transforms, highlighting the analytic properties of the function involved. The integral's evaluation is confirmed through different approaches, emphasizing the importance of identifying singularities and applying the Cauchy integral formula. Ultimately, the integral's result is derived, showcasing the interplay between complex analysis and logarithmic integrals.
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Show that for $ \displaystyle b>1, \ \int_{0}^{\infty} \frac{\ln x}{x^{b}-1} \ dx = \frac{\pi^{2}}{b^{2}} \csc^{2} \left(\frac{\pi}{b} \right)$.
 
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Re: a "simple" log integral

Random Variable said:
Show that for $ \displaystyle b>1, \ \int_{0}^{\infty} \frac{\ln x}{x^{b}-1} \ dx = \frac{\pi^{2}}{b^{2}} \csc^{2} \left(\frac{\pi}{b} \right)$.

With the substitution $b\ \ln x = t$ the integral becomes...

$\displaystyle \frac{1}{b^{2}}\ \int_{- \infty}^{+ \infty} \frac{t}{e^{t}-1}\ e^{\frac{t}{b}}\ dt\ (1)$ ... and the (1) can be attacked with the residue theorem or Fourier Transform technique...

Kind regards

$\chi$ $\sigma$
 
Re: "simple" log integral

I will confess that kook me a while to figure out I was looking for a real method but failed horribly (Angry)

Consider the following function

$$f(z) = \frac{\log(z)}{e^{b\log(z)}-1}$$

Now consider a sector with an angle of $\frac{\pi}{b}$

View attachment 1095

The integration of the whole sector is $0$ since the function is analytic in and on the contour by taking the principle branch of the logarithm .The integration along the x-axis is

$$\int^{R}_{r} \frac{\log(x)}{x^b-1}$$

The integration along the big and small circular sectors

It can be proven easily by taking $$r\to 0 , R \to \infty$$ that they vanish.

The integration along the tilted line

can be viewed using the transformation $z=te^{i\frac{\pi}{b}}$ , $R<t<r$

$$-e^{\frac{\pi i}{b}}\int^{R}_r \frac{\log(te^{\frac{\pi i}{b}})}{e^{b\log\left(\frac{\pi i}{b} \right)}-1}\, dt$$

$$e^{\frac{\pi i}{b}}\int^{R}_r \frac{\log(t)+i\frac{\pi}{b}}{t^b+1}\, dt$$

$$e^{\frac{\pi i}{b}}\int^{R}_r \frac{\log(t)}{t^b+1}\, dt+ie^{\frac{\pi i}{b}}\int^{R}_0\frac{\frac{\pi}{b}}{t^b+1}\, dt\,\,\, (1)$$

The integrals can be easily found using the beta function by taking the principle value and
$$r\to 0 \,\,\,\, , \,\,\,\, R \to \infty$$

$$e^{\frac{\pi i}{b}} \left( -\frac{\pi^2}{b^2} \csc\left( \frac{\pi}{b}\right) \cot\left( \frac{\pi}{b}\right)+i\frac{\pi^2}{b^2} \csc\left( \frac{\pi}{b}\right)\right)$$

This can be written as $$-\frac{\pi^2e^{\frac{\pi i}{b}}}{b^2} \csc\left( \frac{\pi}{b}\right) \left( \cot\left( \frac{\pi}{b}\right)-i\right)$$

$$-\frac{\pi^2e^{\frac{\pi i}{b}}}{b^2} \csc^2\left( \frac{\pi}{b}\right) \left( \cos\left( \frac{\pi}{b}\right)-i\sin\left( \frac{\pi}{b}\right)\right)$$

Now using the Euler formula we have

$$-\frac{\pi^2}{b^2} \csc^2\left( \frac{\pi}{b}\right)$$

Summing the curves together and using Cauchy integral formula gives the desired result .

Note : If someone is interested on the evaluations of (1) , I can show them .
 

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Re: "simple" log integral

EDIT :

We have to find the zeros of the equation $$z^b = 1$$ for $$b>1$$ then we have

$$z = e^{\frac{ 2 \pi }{b}i }$$

According to W|A the residue is equal to $0$ , but we have to prove it .
 
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Re: "simple" log integral

Another approach using contour integration is to evaluate $ \displaystyle \text{PV} \int_{0}^{\infty} \frac{x^{a-1}}{x^{b}-1} \ dx$ and then differentiate inside of the integral.Let $ \displaystyle f(z) = \frac{z^{a-1}}{z^{b}-1}$ and integrate around a wedge of radius $R$ that makes an angle of $ \displaystyle \frac{2 \pi}{b}$ with the positive real axis and is indented at $z=0, z=1$, and $ \displaystyle z = e^{\frac{2 \pi i}{b}}$.

Then $ \displaystyle \text{PV} \int_{0}^{\infty} f(z) \ dz - \pi i \text{Res} [f,1]+ \lim_{R \to \infty} \int_{0}^{\frac{2 \pi}{b}} f(Re^{it}) iRe^{it} \ dt - \pi i \int_{0}^{\infty} f(te^{\frac{2 \pi i }{b}}) e^{\frac{2 \pi i}{b}} \ dt $

$ - \displaystyle \pi i \text{Res}[f,e^{\frac{2 \pi i}{b}}] - \lim_{r \to 0} \int_{0}^{\frac{2 \pi}{b}} f(re^{it}) ire^{it} \ dt = 0$$ \displaystyle \text{Res}[f,1] = \lim_{z \to 1} \frac{z^{a-1}}{bz^{b-1}} = \frac{1}{b}$$ \displaystyle \Big| \int_{0}^{\frac{2 \pi}{b}} f(Re^{it}) iRe^{it} \ dt \Big| \le \int_{0}^{\frac{2 \pi}{b}} \Big|\frac{R^{a-1} e^{it(a-1)}}{R^{b}e^{itb}-1} i Re^{it} \Big| dt \le \frac{2 \pi}{b} \frac{R^{a}}{R^{b}-1} \to 0$ as $R \to \infty$$ \displaystyle \int_{0}^{\infty} f(te^{\frac{2 \pi i }{b}}) e^{\frac{2 \pi i}{b}} \ dt = e^{\frac{2 \pi i}{b}} \int_{0}^{\infty} \frac{t^{a-1} e^{\frac{2 \pi i(a-1)}{b}}}{t^{b} e^{2 \pi i} - 1} \ dt = e^{\frac{2 \pi i}{b}} e^{\frac{2 \pi i(a-1)}{b}} \text{PV} \int_{0}^{\infty} \frac{t^{a-1}}{t^{b}-1} \ dt$$\displaystyle \text{Res}[f, e^{\frac{2 \pi i}{b}}] = \lim_{z \to e^{\frac{2 \pi i}{b}}} \frac{z^{a-1}}{bz^{b-1}} = \frac{e^{\frac{2 \pi i (a-1)}{b}}}{b e^{\frac{2 \pi i(b-1)}{b}}} = \frac{1}{b} e^{\frac{2 \pi i}{b}} e^{\frac{2 \pi i (a-1)}{b}}$$ \displaystyle \Big| \int_{0}^{\frac{2 \pi}{b}} f(re^{it}) ire^{it} \ dt \Big| \le \frac{2 \pi}{b} \frac{r^{a}}{1-r^{b}} \to 0$ as $r \to 0$So $ \displaystyle \text{PV} \int_{0}^{\infty} \frac{x^{a-1}}{x^{b}-1} \ dx - \frac{\pi i}{b} - e^{\frac{2 \pi i}{b}} e^{\frac{2 \pi i(a-1)}{b}} \text{PV} \int_{0}^{\infty} \frac{t^{a-1}}{t^{b}-1} \ dt - \frac{\pi i}{b} e^{\frac{2 \pi i}{b}} e^{\frac{2 \pi i (a-1)}{b}} = 0$

$ \displaystyle \implies \text{PV} \int_{0}^{\infty} \frac{x^{a-1}}{x^{b}-1} \ dx = \frac{\pi i}{b} \frac{1 + e^{\frac{2 \pi i}{b}} e^{\frac{2 \pi i (a-1)}{b}}}{1-e^{\frac{2 \pi i}{b}} e^{\frac{2 \pi i (a-1)}{b}}} = \frac{\pi i}{b} \frac{1 + e^{\frac{2 \pi i a}{b}}}{1-e^{\frac{2 \pi i a}{b}}} = - \frac{\pi}{b} \cot \left(\frac{\pi a}{b} \right)$Then $ \displaystyle \int_{0}^{\infty} \frac{x^{a-1} \ln x}{x^{b}-1} \ dx = - \frac{\partial}{\partial a} \frac{\pi}{b} \cot \left(\frac{\pi a}{b} \right) = \frac{\pi^{2}}{b^{2}} \csc^{2} \left(\frac{\pi a}{b} \right)$And $ \displaystyle \int_{0}^{\infty} \frac{\ln x}{x^{b} - 1} \ dx = \frac{\pi^{2}}{b^{2}} \csc^{2} \left(\frac{\pi}{b} \right)$
 
Re: "simple" log integral

ZaidAlyafey said:
I have to do some adjustments , I thought the pole is at $z=-1$ :eek:, but actually there is another at $z=1$ so we have to indent at $z=1$ and evaluate again

$\displaystyle \frac{\log z}{z^{b}-1}$ does not have a pole at $z=1$ but rather a removable singularity
 
Re: "simple" log integral

Random Variable said:
$\displaystyle \frac{\log z}{z^{b}-1}$ does not have a pole at $z=1$ but rather a removable singularity

Yup I wasn't thinking properly ..

$$\lim_{z \to 1}\frac{\log(z)}{z^b -1}=\frac{1}{b}$$

It remains the poles at the point $e^{\frac{2\pi }{b} i }$ , since the function is not multivalued , we are going only once around the circle .

It should lie out side the contour !
 
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Re: "simple" log integral

Seems you have taken a completely different approach , I was thinking completely different .

Have you thought of real methods ?
 
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