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Show the integral $$I=\int_0^1\frac{\mathrm{K}(k)}{\sqrt{3-k}}dk=\frac{1}{96\sqrt{3}\,\pi}\times\Gamma\left(\frac{1}{24}\right)\Gamma\left(\frac{5}{24}\right)\Gamma\left(\frac{7}{24}\right)\Gamma\left(\frac{11}{24}\right)$$ The result of this integral is clearly related to the Watson third integral $$I_3= \frac1{\pi^3}\int_0^\pi\int_0^\pi\int_0^\pi\frac{dxdydz}{3-\cos x-\cos y-\cos z}=\frac{3\sqrt2}{\pi^2}\times I$$

I can't prove the equation, but I know $$I_3=3\times F_C^{(3)}\left(\frac12,1;1,1,1;\frac19,\frac19,\frac19\right)$$ Where $F_C^{(n)}$ is the Lauricella $C$ Function $$F_C^{(n)}(a,b;c_1,\cdots,c_n;x_1,\cdots,x_n)=\sum_{k_1,\cdots,k_n\ge0}\frac{(a)_{k_1+\cdots+k_n}(b)_{k_1+\cdots+k_n}}{(c_1)_{k_1}\cdots(c_n)_{k_n}}\times\frac{x_1^{k_1}\cdots x_n^{k_n}}{k_1!\cdots k_n!}$$ While $n=3$ and $c=c_1=c_2=c_3,t=x_1=x_2=x_3$ there is $$\begin{aligned}F_C^{(3)}& (a,b;c,c,c;t,t,t)=\frac{\Gamma(c)^3}{\Gamma(a)\Gamma(b)\Gamma(c-a)^3}\\\\\times&\iiint(xyz)^{a-1}[(1-x)(1-y)(1-z)]^{c-a-1}[(1-tx)(1-ty)(1-tz)]^{-b}dxdydz\end{aligned}$$ where $xyz\in[0,1]^3$, that implies $$\int_0^1\frac{\mathrm{K}(k)}{\sqrt{3-k}}dk=\frac{\pi^2}{3\sqrt2}\times I_3=\frac{9}{\sqrt2}\iiint\frac{dxdydz}{(9-x)(9-y)(9-z)\sqrt{xyz(1-x)(1-y)(1-z)}}$$ How do I transform the first integral to the right one?

Or is there a better way to prove the original integral equation?Like what $$\frac{\mathrm{K}}{\ \mathrm{K}'}(k_6)=\sqrt{6}\qquad\text{for}\qquad k_6=(2-\sqrt3)(\sqrt3-\sqrt2)$$ Thanks~

Jay Hung
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1 Answers1

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I think my process isn't helpful indeed. And I'll outline my original proof here. We deal with it by two claims.


Claim 1. For a positive real $a\ge1$, we have $$ \int_{0}^{1} \frac{K(k)}{\sqrt{a-k} }\text{d}k =\frac{1}{2} \int_{0}^{\frac1a} \frac{K^\prime(k)}{\sqrt{k}\sqrt{1-ak} } \text{d} k -\int_{\frac1a}^1 \frac{K(k)}{\sqrt{k}\sqrt{ak-1} } \text{d} k. $$ Proof. Recalling the analytic continuation of complete elliptic integral $K(k)=\frac{1}{\left | k \right | } \left ( K\left ( \frac{1}{k} \right ) \pm iK^\prime\left (\frac{1}{k} \right ) \right ),\Re(k)>1$, where the symbol is determined by the branch cuts chosen, we integrate the functions along the real axis respectively, $$ f(z)=\frac{K(z)}{\sqrt{a+z} } ,\frac{K\left ( z \right ) }{\sqrt{z} \sqrt{1+az} }. $$ We have $$ 0=\int_{0}^{1} \frac{K(z)}{\sqrt{a+z} }\text{d}z +\int_{0}^{1} \frac{K(z)}{\sqrt{a-z} }\text{d}z +\int_{1}^{\infty} \frac{1}{\sqrt{a+z} } \frac{1}{z} \left ( K\left ( \frac{1}{z} \right ) +i K^\prime\left (\frac{1}{z} \right ) \right )\text{d}z +\int_{1}^{a} \frac{1}{\sqrt{a-z} } \frac{1}{z} \left ( K\left ( \frac{1}{z} \right ) - iK^\prime\left (\frac{1}{z} \right ) \right )\text{d}z +\int_{a}^{\infty} \frac{1}{i\sqrt{z-a} } \frac{1}{z} \left ( K\left ( \frac{1}{z} \right ) - iK^\prime\left (\frac{1}{z} \right ) \right )\text{d}z,$$ $$ 0=\int_{0}^{1} \frac{K(z)}{\sqrt{z}\sqrt{1+az} }\text{d}z +\int_{1}^{\infty} \frac{1}{\sqrt{z}\sqrt{1+az} }\frac{1}{z} \left ( K\left ( \frac{1}{z} \right ) + iK^\prime\left (\frac{1}{z} \right ) \right )\text{d}z +\int_{0}^{\frac{1}{a} } \frac{K(z)}{i\sqrt{z}\sqrt{1-az} }\text{d}z +\int_{\frac{1}{a} }^1 \frac{K(z)}{i\sqrt{z}\cdot i\sqrt{az-1} }\text{d}z +\int_1^\infty \frac{1}{i\sqrt{z}\cdot i\sqrt{az-1} } \frac{1}{z} \left ( K\left ( \frac{1}{z} \right ) - iK^\prime\left (\frac{1}{z} \right ) \right )\text{d}z. $$ By extracting the real part from above, one obtain $$ 0=\int_{0}^{1} \frac{K(z)}{\sqrt{a+z} } \text{d}z +\int_{0}^{1} \frac{K(z)}{\sqrt{a-z} } \text{d}z +\int_{0}^{1} \frac{K(z)}{\sqrt{z}\sqrt{1+az} } \text{d}z +\int_{\frac1a}^{1} \frac{K(z)}{\sqrt{z}\sqrt{az-1} }\text{d}z -\int_{0}^{\frac1a} \frac{K^\prime(z)}{\sqrt{z}\sqrt{1-az} }\text{d}z, $$ $$ 0=\int_{0}^{1} \frac{K(z)}{\sqrt{z}\sqrt{1+az} } \text{d}z +\int_{0}^{1} \frac{K(z)}{\sqrt{a+z} } \text{d}z -\int_{\frac1a}^{1} \frac{K(z)}{\sqrt{z}\sqrt{az-1} }\text{d}z -\int_{0}^{1} \frac{K(z)}{\sqrt{a-z} } \text{d}z. $$ Comparing two equations proves our claim.


Next we substituting $a=3$, Claim 1 allows us to have $$ \int_{0}^{1} \frac{K(k)}{\sqrt{3-k} }\text{d}k =\frac{1}{2} \int_{0}^{\frac13} \frac{K^\prime(k)}{\sqrt{k}\sqrt{1-3k} } \text{d} k -\int_{\frac13}^1 \frac{K(k)}{\sqrt{k}\sqrt{3k-1} } \text{d} k. $$By Landen's transformation, i.e. substituting $k\rightarrow(1-k)/(1+k)$ and $K\left ( \frac{1-k}{1+k} \right ) =\frac{1+k}{2}K^\prime(k),K^\prime\left ( \frac{1-k}{1+k} \right ) =(1+k)K(k),$ one have $$\begin{aligned} &\int_{0}^{\frac13} \frac{K^\prime(k)}{\sqrt{k}\sqrt{1-3k} }=\sqrt{2} \int_{\frac12}^{1} \frac{K(k)}{ \sqrt{1-k}\sqrt{2k-1 } } \text{d}k= 2\int_{0}^{1} \frac{1}{\sqrt{1-k^2} } K\left ( \frac{1+k^2}{2} \right ) \text{d}k,\\ &\int_{\frac13}^1 \frac{K(k)}{\sqrt{k}\sqrt{3k-1} }=\frac1{\sqrt{2}} \int_0^{\frac12} \frac{K^\prime(k)}{ \sqrt{1-k}\sqrt{1-2k } } \text{d}k= \int_{0}^{1} \frac{1}{\sqrt{1+k^2} } K^\prime\left ( \frac{1-k^2}{2} \right ) \text{d}k. \end{aligned} $$ Then we need the second claim.


Claim 2. Denoting $I=\int_{0}^{\infty} e^{-3x}(\pi I_0(x))^3\text{d}x=\int_{\left [ 0,\pi \right ]^3 } \frac{1}{3-\cos x-\cos y-\cos z}\text{d}x\text{d}y\text{d}z,$ the following relations holds $$ \int_{0}^{1} \frac{1}{\sqrt{1-k^2} } K\left ( \frac{1+k^2}{2} \right ) \text{d}k=\frac{1}{\pi\sqrt{2}}I,\qquad \int_{0}^{1} \frac{1}{\sqrt{1+k^2} } K^\prime\left ( \frac{1-k^2}{2} \right ) \text{d}k=\frac{\sqrt{2}}{3\pi}I. $$ Proof. The first is by direct computation(see @Prezmo's answer). For the second, we start from substituting $\frac{1-k^2}2=\frac2{3+x}$, which gives $$ \int_{0}^{1} \frac{1}{\sqrt{1+k^2} } K^\prime\left ( \frac{1-k^2}{2} \right ) \text{d}k = \sqrt{2} \int_{1}^{\infty} \frac{1}{\sqrt{x^2-1}\left ( 3+x \right ) } K^\prime\left ( \frac{2}{3+x} \right )\text{d}x. $$ Now using the following identity valid for $x>2$, $$ \int_{1}^{\infty} \frac{1}{\sqrt{t^2-1} \sqrt{\left ( x+t \right )^2-1 } } \text{d}t =\frac{1}{x} K^\prime\left ( \frac{2}{x} \right ), $$ we see that$$ \int_{0}^{1} \frac{1}{\sqrt{1+k^2} } K^\prime\left ( \frac{1-k^2}{2} \right ) \text{d}k =\sqrt{2} \int_{1}^{\infty} \int_{1}^{\infty} \frac{1}{\sqrt{x^2-1}\sqrt{y^2-1} \sqrt{\left ( 3+x+y \right )^2-1} } \text{d} x\text{d}y. $$ Empolying a simple integral $\frac{1}{\sqrt{a^2-1} } =\frac{1}{\pi} \int_{-1}^{1} \frac{1}{\sqrt{1-z^2} \left ( a+z \right ) }\text{d}z$, we obtain $$ \begin{aligned} \int_{0}^{1} \frac{1}{\sqrt{1+k^2} } K^\prime\left ( \frac{1-k^2}{2} \right ) \text{d}k & = \sqrt{2} \int_{1}^{\infty} \int_{1}^{\infty} \frac{1}{\sqrt{x^2-1}\sqrt{y^2-1} \sqrt{\left ( 3+x+y \right )^2-1} } \text{d} x\text{d}y,\\ &=\frac{\sqrt{2} }{\pi} \int_{1}^{\infty} \int_{1}^{\infty} \int_{-1}^{1} \frac{1}{\sqrt{1-x^2}\sqrt{y^2-1}\sqrt{z^2-1} } \frac{1}{3+x+y+z} \text{d}x\text{d}y\text{d}z,\\ &=\frac{\sqrt{2} }{\pi} \int_{0}^{\infty} e^{-3x}K_0(x)^2\cdot \pi I_0(x) \text{d}x, \end{aligned} $$ by invoking modified Bessel functions of the first kind $I_0(x)=\frac1\pi\int_{-1}^{1} \frac{e^{-xy}}{\sqrt{1-y^2} } \text{d}y$ and second kind $K_0(x)=\int_{1}^{\infty} \frac{e^{-xy}}{\sqrt{y^2-1} } \text{d}y$ with zero order. Again by recalling the analytic continuation of $K_0(z)$, and integrating $ f(z)=e^{-3z}\left(K_0(z)+\pi i I_0(z)\right)^3$ along the real axis, we have $$ \begin{aligned} 0=&\int_{0}^{\infty} e^{-3z}\left(K_0(z)+\pi i I_0(z)\right)^3 \text{d}z+ \int_{0}^{\infty} e^{3z}\left(K_0(-z)+\pi i I_0(z)\right)^3\text{d}z\\ =&\int_{0}^{\infty} e^{-3z}\left(K_0(z)+\pi i I_0(z)\right)^3 \text{d}z+ \int_{0}^{\infty} e^{3z}K_0(z)^3\text{d}z. \end{aligned} $$ Extract the imaginary part to obtain $$ \int_{0}^{\infty} e^{-3x}K_0(x)^2\cdot \pi I_0(x)\text{d}x =\frac{1}{3} \int_{0}^{\infty} e^{-3x}\left ( \pi I_0(x) \right )^3 \text{d} x=\frac13I, $$ which leads to the Claim 2.


Finally our desired integral is $$ \begin{aligned} \int_{0}^{1} \frac{K(k)}{\sqrt{3-k} } \text{d}k & = \int_{0}^{1} \frac{1}{\sqrt{1-k^2} } K\left ( \frac{1+k^2}{2} \right ) \text{d}k -\int_{0}^{1} \frac{1}{\sqrt{1+k^2} } K^\prime\left ( \frac{1-k^2}{2} \right ) \text{d}k,\\ &=\frac{\sqrt{2} }{6\pi} I,\\ &=\frac{1}{96\pi\sqrt{3} } \Gamma\left ( \frac1{24} \right ) \Gamma\left ( \frac5{24} \right ) \Gamma\left ( \frac7{24} \right ) \Gamma\left ( \frac{11}{24} \right ). \end{aligned} $$ The last line is due to the third Watson's triple integral, which is well-known but non-trivial conclusion.


Remark 1. A possible method is by considering differential equations. Define $$ I(a)=\int_{0}^{1} \frac{K(k)}{\sqrt{a-k} } \text{d}k,\quad a\ge1, $$ we have $$ \left ( 8a(a^2-1)\partial_a^3 +12(3a^2-1) \partial_a^2 +26a\partial_a+1\right ) I(a) =-\frac{4}{\left ( a-1 \right )^{3/2} } , $$ where $\partial_a^n=\frac{\mathrm{d}^n}{\mathrm{d}a^n}.$
Remark 2. Another integral could be done by series manipulation $$ \begin{aligned} &\int_{0}^{1}K^\prime(k)\left ( \frac{1}{\sqrt{1+ak} } +\frac{1}{\sqrt{1-ak} } \right ) \text{d}k\\ =& 2\sum_{n=0}^{\infty} a^{2n}\frac{\left ( \frac12 \right )_{2n} }{ (1)_{2n}} \int_{0}^{1}x^{2n} K^\prime(x)\text{d}x=\frac{\pi^2}{2}\,_3F_2\left ( \frac14,\frac12,\frac34;1,1;a^2 \right ). \end{aligned} $$ Let $a=1/3$, $$ \int_{0}^{1}K^\prime(k)\left ( \frac{1}{\sqrt{3+k} } +\frac{1}{\sqrt{3-k} } \right ) \text{d}k=\frac{1}{48\pi\sqrt{2} } \Gamma\left ( \frac1{24} \right ) \Gamma\left ( \frac5{24} \right ) \Gamma\left ( \frac7{24} \right ) \Gamma\left ( \frac{11}{24} \right ). $$ That's why I believe an alternative proof exists.

  • Awesome, you helped me a lot, thank @SetnessRamesory . – Jay Hung Feb 05 '25 at 03:57
  • This puzzle has been bothering me for almost a month, and it has finally been solved, I didn't expect $$\int_0^1\frac{K(x)}{\sqrt{3-x}}dx=\int_0^1\frac{K(\frac{1+x^2}2)}{\sqrt{1-x^2}}dx-\int_0^1\frac{K(\frac{1-x^2}2)}{\sqrt{1+x^2}}dx$$ and I know only before $$ \frac1{\pi^3}\iiint\frac{dxdydz}{3-\cos x-\cos y-\cos z}=\int_0^1e^{-3x}I_0(x)^3dx=\frac3{\pi^2}\int_0^\infty e^{-3x}K_0(x)^2I_0(x)dx $$ I also calculated $$ \int_0^\infty e^{-sx}I_0(ax)^d dx=\frac1s\times F_C^{(d)}\left(\frac12,1;1,\cdots,1;\frac{a^2}{s^2},\cdots,\frac{a^2}{s^2}\right) $$ Thanks again~ – Jay Hung Feb 05 '25 at 04:18
  • Thank you~ https://zhuanlan.zhihu.com/p/21291808603 – Jay Hung Feb 05 '25 at 16:13
  • I've tried for a long time and can't get the following identity $$\int_1^\infty\frac{dt}{\sqrt{(t^2-1)((t-x)^2-1)}}=\frac1x\ \mathbf{K}'\left(\frac2x\right)$$ How do I get it ? Thanks~ – Jay Hung Feb 24 '25 at 02:43