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Are there any papers/references on variations of polygamma integrals? For example, while browsing on this site, I found the following integral (in one of the answers), where the answerer did not believe there was a nice closed form.

$$\int_{0}^{1} x^2 \psi(2-x^4) \mathrm dx$$

I am familiar with the following eight results from this site (and MathOverflow). I will continue to add more results that I stumble upon.

$$\int_{1}^{\infty}x \psi^{(n)}(x) \mathrm dx = (-1)^{n+1}\Big[(n-2)!\zeta(n-1) + (n-1)!\zeta(n)\Big]$$

$$\int_{0}^{\infty} x^{\alpha - 1} \Big[\psi(b+x) - \psi(a+x)\Big] \mathrm dx = \frac{\pi}{\sin(\alpha \pi)}\Big[\zeta(1-\alpha, a) - \zeta(1-\alpha, b))\Big]$$

$$\frac{1}{7\pi} \int_{0}^{\pi} x(\pi - x)\Big[\psi \big(\frac{\pi + x}{2 \pi}\big) - \psi \big( \frac{x}{2\pi}\big)\Big] \mathrm dx = \zeta(3)$$

$$\int_{0}^{\infty} \psi^{(2)} (1+x) \ln (x) \, dx = \frac{\pi^2}{6} \left( \gamma + \ln (2\pi)-12 \ln A +1\right)$$

$$\int\limits_0^1 B_n(x)\psi(x+1)dx = (-1)^{n-1} \left(n \,\zeta’(1-n)- B_n H_{n-1}\right) + \sum\limits_{k=1}^n {\binom n k} \frac{B_{n-k}}{k}$$

$$\int_0^1 B_{2k+1}(x)\: \psi (x+1) \:dx=(-1)^{k+1}\frac{(2k+1)!}{(2\pi)^{2k+1}}\pi \: \zeta(2k+1)-\sum_{j=0}^{2k}\!\frac{ {{2k+1}\choose j} B_j}{2k+1-j}$$

$$\frac1{2\pi i} \int\limits_{-i\infty}^{i\infty} \Gamma^4\left(\frac12 + z\right) \Gamma^4\left(\frac12 - z\right) \psi\left(\frac12 - z\right)\ \mathrm dz = -\frac{2\pi^2}3 - \frac{2\gamma \pi^2}{3} - \zeta(3) $$

$$ \int_{0}^{\infty} \ln x\left[\ln \left( \dfrac{x+1}{2} \right) - \dfrac{1}{x+1} - \psi \left( \dfrac{x+1}{2} \right) \right] \mathrm{d}x = \dfrac{\ln^2 2}{2}+\ln2\cdot\ln\pi-1 $$

$$ \int_{-\infty}^{\infty} \frac{\psi \left(a- ip \right)}{\cosh^{2}(\pi p)} \, \mathrm dp = \frac{1}{\pi} \left(2 \psi\left(a+ \frac{1}{2} \right)+ (2a-1) \psi^{(1)}\left(a+ \frac{1}{2} \right) - 2 \right).$$

$$-\frac{\pi}{4}\int_{-\infty}^\infty \frac{\psi\left(\tfrac12+ip\right)+\psi\left(\tfrac12-ip\right)+2\gamma}{\cosh^2\pi p}e^{iap} dp = \frac{e^{a/2} \left(a^2+4 \text{Li}_2\left(1-e^{-a}\right)\right)}{4 \left(e^a-1\right)}$$

The derivations (in order from top to bottom) are ($1$), ($2$), ($3$), ($4$), ($5$), ($6$), ($7$), ($8$), ($9$), ($10$)

Furthermore, I am aware of the identity due to V. Adamchik, Polygamma functions of negative order Proposition $3$, Eq. $(17)$:

Let $n\in\mathbb{Z}_{\ge0}$ and $\Re z>0$, then \begin{align}\int_0^z x^n\psi\left(x\right) dx=&(-1)^{n-1}\zeta'(-n)+\frac{(-1)^n}{n+1}B_{n+1}H_n+\\ & \sum_{k=0}^n(-1)^kz^{n-k}{n \choose k}\left[\zeta'(-k,z)-\frac{B_{k+1}(z)H_k}{k+1}\right],\end{align} where $B_n$ and $B_n(z)$ are Bernoulli numbers and polynomials, $H_n$ are harmonic numbers, and $\zeta(s,z)$ denotes Hurwitz zeta function.

I am also aware of the following paper: A. Apelblat, Some Integrals of Gamma, Polygamma and Volterra Functions, that gives the following results (and many more!).

\begin{align*} &\int_{0}^{\infty} \frac{\psi(\alpha + x)}{\Gamma(\alpha + x)} \mathrm dx = \frac{1}{\Gamma(\alpha + 1)} \\\\ & \int_{1}^{\infty} \frac{\psi^{(1)}(z) - \psi(z)^2}{\Gamma(z)} \mathrm dz = \gamma\\\\ & \int_{0}^{\infty} \frac{1}{\Gamma(\alpha + z + 1)} [\psi(\alpha + z + 1)^2 - \psi^{(-1)}(\alpha + z + 1)] \mathrm dz = \frac{\psi(\alpha + 1)}{\Gamma(\alpha + 1)}\\\\ &\lim_{\alpha \rightarrow -1^+} \int_{0}^{\infty} \frac{1}{\Gamma(\alpha + z + 1)} [\psi^{(2)}(\alpha + z+1) - \psi(\alpha + z+1)^2 - 3\psi^{(1)}(\alpha + z + 1)\psi(\alpha + z+1)] \mathrm dz = 2\gamma \qquad \qquad \end{align*}

I'm very interested in these integrals, as sometimes they have delightful closed forms. Does anyone have any other results/references for integrals of the form/similar to (I am open to a wide range of such integrals, even if they are distantly related -- maybe even a log-polygamma integral)

$$\int_{a}^{b} f(x) \psi^{(m)}(g(x)) \mathrm dx$$


Your comments and inputs are highly appreciated :)

1 Answers1

3

I found some results.

(1) see here

$$ \int_0^\infty \frac{ \psi(\frac{1}{4} + i \frac{x}{2}) + \psi(\frac{1}{4} - i \frac{x}{2}) }{x^2 + 1/4} \, \mathrm{d} x = 2\pi \left( \psi\left(\frac{3}{2}\right) - 2\right)$$

(2) see here

$$\frac{1}{\pi}\int_0^{\infty } \frac{\sin (t z)}{t}\psi\left(1+\frac{t}{2 \pi }\right)\, \mathrm dt =-\frac{1}{2}\gamma-\left( z-\frac{1}{2} \right)\ln z+z-\frac{1}{2}\ln\left( 2 \pi \right)+\ln\left( \Gamma(z) \right)$$

where $\gamma$ is the Euler-Mascheroni constant.

(3) see here

$$\int_0^{\pi/4}\tan(x)\sum_{n=1}^{\infty}(-1)^{n-1}\left(\psi\left(\frac{n}{2}\right)-\psi\left(\frac{n+1}{2}\right)+\frac{1}{n}\right)\sin(2nx)\,\mathrm{d}x+\int_0^{\pi/4}\cot(x)\sum_{n=1}^{\infty}\left(\psi\left(\frac{n+1}{2}\right)-\psi\left(\frac{n}{2}\right)-\frac{1}{n}\right)\sin(2nx)\,\mathrm{d}x =G$$ where $G$ is Catalan's constant.

(4) see here

$$ \int_0^{\infty} \left(\log(1+x^2) -\psi(1+x^2)\right) \mathrm dx = \frac{\pi}{2} \left(\zeta \left(\tfrac{1}{2} \right)+2 \right) $$

According to this answer, for $0<r<s$, $$ \int_0^{\infty} x^{r-1} \left(\psi(1+x^s)-\log(1+x^s) \right) \, \mathrm dx = - \frac{\pi}{s \sin \left(\frac{\pi r}{s} \right)} \left(\zeta \left(1-\tfrac{r}{s} \right) + \frac{s}{r} \right)$$

(5) see here

$$\int_0^{+\infty} x^{s-1}\psi^{(n)}(x+1)\mathrm dx=(-1)^{n+1}\Gamma(s)\Gamma(n-s+1)\zeta(n-s+1)$$

(6) see here

$$\int_0^{\infty } \frac{\psi(z+1)+\gamma }{z^{15/8}} \, \mathrm dz = \frac{2 \pi}{\sqrt{2-\sqrt{2}}} \zeta\bigg(\frac{15}{8}\bigg) $$

(7) see here

$$ \int_0^1 x^2 \psi(x) \, \mathrm dx = \ln\left(\dfrac{A^2}{\sqrt{2\pi}} \right)$$ where $A$ is the Glaisher–Kinkelin constant.


FYI, according to here,

$$\int z^{\alpha-1}\psi^{(\nu)}(z)\mathrm dz$$ $$=-\frac{\gamma z^{\alpha -\nu}}{\Gamma(1 -\nu) (\alpha-\nu)}+\frac{z^{\alpha-\nu-1}}{(\alpha-\nu-1) \Gamma(-\nu)}\bigg(\psi(-\nu)+\frac{1}{\alpha-\nu-1} + \gamma - \log(z)\bigg)+ \frac{z^{\alpha-\nu+1}}{( \alpha-\nu+1) \Gamma(2-\nu)} \sum_{k=0}^{\infty}\frac{1}{(k + 1)^2}\ {}_3F_2\bigg(1, 2, \alpha-\nu+1; 2 - \nu, \alpha - \nu+2;-\frac{z}{k+1}\bigg)$$

where $\gamma$ is the Euler-Mascheroni constant, and ${}_3F_2(a_1,a_2,a_3;b_1,b_2;z)$ is a generalized hypergeometric series.

Also, for $n\in\mathbb N$ and $m\in\mathbb N$, $$\int z^n\psi^{(-m)}(z)\mathrm dz=\sum_{j=0}^{n} (-1)^j (n - j + 1)_j z^{n - j} \psi^{(-j - m - 1)}(z)$$ where $(a)_n$ is Pochhammer symbol.

mathlove
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    This is great! How did you find all of these? :D – Maxime Jaccon Jan 27 '25 at 18:10
  • @Maxime Jaccon : I started with search by "polygamma integral" which has 225 results. After looking at them, I searched by "digamma integral" (digamma is the first of the polygamma) which has 605 results. Most of the examples I wrote in my answer were found by the latter. – mathlove Jan 28 '25 at 05:02