I was challenged to prove this identity $$\int_0^\infty\frac{\log\left(\frac{1+x^{4+\sqrt{15\vphantom{\large A}}}}{1+x^{2+\sqrt{3\vphantom{\large A}}}}\right)}{\left(1+x^2\right)\log x}\mathrm dx=\frac{\pi}{4}\left(2+\sqrt{6}\sqrt{3-\sqrt{5}}\right).$$ I was not successful, so I want to ask for your help. Can it be somehow related to integrals listed in that question?
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A related question. – Lucian Mar 06 '14 at 06:05
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1I got this result from a CAS. By the way, the rhs write $\frac{\pi}{4} \left(2-\sqrt{3}+\sqrt{15}\right)$ in which appear part of the exponents. – Claude Leibovici Mar 06 '14 at 06:29
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9I am curious. Who challenged you? – Potato Mar 06 '14 at 06:29
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See my answer below. It is pretty simple. What you need is substitution and you do not need use other things. – xpaul Aug 15 '14 at 14:50
7 Answers
This integral can be evaluated in a closed form for arbitrary real exponents, and does not seem to be related to Herglotz-like integrals.
Assume $a,b\in\mathbb{R}$. Note that $$\int_0^\infty\frac{\ln\left(\frac{1+x^a}{1+x^b}\right)}{\ln x}\frac{dx}{1+x^2}=\int_0^\infty\frac{\ln\left(\frac{1+x^a}2\right)}{\ln x}\frac{dx}{1+x^2}-\int_0^\infty\frac{\ln\left(\frac{1+x^b}2\right)}{\ln x}\frac{dx}{1+x^2}.\tag1$$ Both integrals on the right-hand side have the same shape, so we only need to evaluate one of them: $$\begin{align}&\phantom=\underbrace{\int_0^\infty\frac{\ln\left(\frac{1+x^a}2\right)}{\ln x}\frac{dx}{1+x^2}}_\text{split the region}\\&=\int_0^1\frac{\ln\left(\frac{1+x^a}2\right)}{\ln x}\frac{dx}{1+x^2}+\underbrace{\int_1^\infty\frac{\ln\left(\frac{1+x^a}2\right)}{\ln x}\frac{dx}{1+x^2}}_{\text{change variable}\ y=1/x}\\&=\int_0^1\frac{\ln\left(\frac{1+x^a}2\right)}{\ln x}\frac{dx}{1+x^2}+\underbrace{\int_1^0\frac{\ln\left(\frac{1+y^{-a}}2\right)}{\ln\left(y^{-1}\right)}\frac1{1+y^{-2}}\left(-\frac1{y^2}\right)dy}_\text{flip the bounds and simplify}\\&=\int_0^1\frac{\ln\left(\frac{1+x^a}2\right)}{\ln x}\frac{dx}{1+x^2}-\underbrace{\int_0^1\frac{\ln\left(\frac{1+y^{-a}}2\right)}{\ln y}\frac{dy}{1+y^2}}_{\text{rename}\ y\ \text{to}\ x}\\&=\underbrace{\int_0^1\frac{\ln\left(\frac{1+x^a}2\right)}{\ln x}\frac{dx}{1+x^2}-\int_0^1\frac{\ln\left(\frac{1+x^{-a}}2\right)}{\ln x}\frac{dx}{1+x^2}}_\text{combine logarithms}\\&=\int_0^1\frac{\ln\left(\frac{1+x^a}{1+x^{-a}}\right)}{\ln x}\frac{dx}{1+x^2}=\underbrace{\int_0^1\frac{\ln\left(\frac{x^a\left(x^{-a}+1\right)}{1+x^{-a}}\right)}{\ln x}\frac{dx}{1+x^2}}_{\text{cancel}\ \ 1+x^{-a}}\\&=\int_0^1\frac{\ln\left(x^a\right)}{\ln x}\frac{dx}{1+x^2}=a\int_0^1\frac{dx}{1+x^2}=a\,\Big(\arctan1-\arctan0\Big)\\&=\vphantom{\Bigg|^0}\frac{\pi\,a}4.\end{align}\tag2$$ So, finally, $$\int_0^\infty\frac{\ln\left(\frac{1+x^a}{1+x^b}\right)}{\ln x}\frac{dx}{1+x^2}=\frac\pi4(a-b).\tag3$$
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1@Kugelblitz It is a bound variable. It can have any name provided that it does not clash with names of other variables in scope. – Vladimir Reshetnikov Nov 12 '15 at 17:39
Let the considered integral be $I$. Just to make it easier to write, let $4+\sqrt{15}=a$ and $2+\sqrt{3}=b$. Use the substitution $x=\tan\theta$ to get: $$I=\int_0^{\pi/2} \frac{\ln\left(\dfrac{1+(\tan\theta)^a}{1+(\tan\theta)^b}\right)}{\ln\tan\theta}\,d\theta$$ Next, use the substitution $\theta=\pi/2-t$ to obtain: $$I=\int_0^{\pi/2} \frac{\ln\left(\dfrac{1+(\tan t)^a}{(1+(\tan t)^b)(\tan t)^{a-b}}\right)}{\ln\cot t}\,dt=\int_0^{\pi/2} \frac{-\ln\left(\dfrac{1+(\tan\theta)^a}{1+(\tan\theta)^b}\right)+(a-b)\ln\tan\theta}{\ln\tan\theta}\,d\theta$$ where I used $\ln(\tan(\pi/2-\theta))=\ln(\cot\theta)=-\ln(\tan\theta)$.
Add the two expressions for I and notice that you are left with: $$2I=\int_0^{\pi/2} \frac{(a-b)\ln \tan\theta}{\ln \tan\theta}\,d\theta=\frac{\pi}{2}(a-b)$$ $$I=\frac{\pi}{4}(a-b)$$ Therefore, $$\boxed{I=\dfrac{\pi}{4}(2+\sqrt{15}-\sqrt{3})}$$
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I have a short way to solve this problem. Let $x=\frac{1}{u}, a=4+\sqrt{15},b=2+\sqrt{3}$. Then \begin{eqnarray*} I&=&-\int_\infty^0\frac{\ln\frac{1+u^{-a}}{1+u^{-b}}}{(1+u^{-2})\ln(u^{-1})}u^{-2}du\\ &=&-\int_0^\infty\frac{\ln\frac{1+u^{-a}}{1+u^{-b}}}{(1+u^{2})\ln u}du\\ &=&-\int_0^\infty\frac{\ln \left(u^{b-a}\frac{1+u^{a}}{1+u^{b}}\right)}{(1+u^{2})\ln u}du\\ &=&-\int_0^\infty\frac{\ln \left(\frac{1+u^{a}}{1+u^{b}}\right)}{(1+u^{2})\ln u}du-\int_0^\infty\frac{(b-a)\ln u}{(1+u^{2})\ln u}du \end{eqnarray*} and hence $$ 2I = -\int_0^\infty\frac{(b-a)}{1+u^{2}}du=(a-b)\frac{\pi}{2}. $$ So $$ I = (a-b)\frac{\pi}{4}. $$
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I do not know how to answer your question. However, in order you to challenge your challenger, I give you a few amazing results (obtained using a CAS) for $$f(n)=\int_0^\infty\frac{\log\left(\frac{1+x^a}{1+x^b}\right)}{\left(1+x^2\right)\log x}dx$$ in which $a=2n+\sqrt{4 n^2-1}$ and $b=n+\sqrt{n^2-1}$. $$f(1)=\frac{1}{4} \left(1+\sqrt{3}\right) \pi$$ $$f(2)=\frac{1}{4} \left(2-\sqrt{3}+\sqrt{15}\right) \pi$$ $$f(3)=\frac{1}{4} \left(3-2 \sqrt{2}+\sqrt{35}\right) \pi$$ $$f(4)=\frac{1}{4} \left(4+3 \sqrt{7}-\sqrt{15}\right) \pi$$ $$f(5)=\frac{1}{4} \left(5-2 \sqrt{6}+3 \sqrt{11}\right) \pi$$ $$f(6)=\frac{1}{4} \left(6-\sqrt{35}+\sqrt{143}\right) \pi$$ $$f(7)=\frac{1}{4} \left(7-4 \sqrt{3}+\sqrt{195}\right) \pi$$ $$f(8)=\frac{1}{4} \left(8-3 \sqrt{7}+\sqrt{255}\right) \pi$$ $$f(9)=\frac{1}{4} \left(9-4 \sqrt{5}+\sqrt{323}\right) \pi$$ $$f(10)=\frac{1}{4} \left(10-3 \sqrt{11}+\sqrt{399}\right) \pi$$ which are exactly what Pranav Arora answered (what I missed) $$f(n)=\frac \pi 4(a-b)$$
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please give me how did you got them ..please I am tired of trying. – Shivam Patel May 25 '14 at 10:59
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Though this isn't an answer, this is interesting enough to me but too large for a comment. Based on Vladimir's solution, if we know $$f(a) = \int_0^\infty \frac{\ln[(1+x^a)/2]}{\ln x} \frac{1}{1+x^2}dx = a\frac{\pi}{4}$$ then we should have $$f'(a) = \int_0^\infty \frac{\ln x e^{a\ln x}}{\ln x (1+e^{a \ln x})} \frac{1}{1+x^2} dx = \pi/4$$ or $$f'(a) = \int_0^\infty \frac{x^a}{1+x^a} \frac{1}{1+x^2}dx = \int_0^\infty \left(1-\frac{1}{1+x^a} \right) \frac{1}{1+x^2}dx = \pi/4.$$ This is quite interesting because I would not expect the integral to be constant as a function of $a$. Furthermore, we should expect
$$f''(a) = \int_0^\infty \frac{\ln x \cdot x^a}{(1+x^a)^2}\frac{1}{1+x^2} dx = 0.$$ I didn't bother to check carefully for convergence issues (passing the derivative through), but I think everything cis okay. Does anyone know how to compute the above integrals without referring to Vladimir's answer?
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3Indeed, $\forall a,\int_0^\infty\frac{dx}{\left(1+x^2\right),\left(1+x^a\right)}=\frac{\pi}{4}.,$ I think this is quite well-known folklore. – Vladimir Reshetnikov Mar 07 '14 at 04:04
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Really? It was unknown to me. Rather pleased to have been introduced to it! – abnry Mar 07 '14 at 04:23
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3Then you might enjoy another one: $\forall{a},\int_{0}^{\infty}\frac{\operatorname{arccot}\left(x^{a}\right)}{1+x^{2}}dx=\frac{{\pi}^{2}}{8}.$ – Vladimir Reshetnikov Mar 07 '14 at 04:45
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1@nayrb: the integral for $f''(a)$ is easy. Split in two parts, one for $[0,1]$ and other for $[1,\infty]$ and put $x=1/y$ in second integral. – Paramanand Singh Mar 07 '14 at 04:50
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Contd from my last comment. Since $f''(a)=0$ we see that $f'(a)=f'(0) = \pi/4$. – Paramanand Singh Mar 07 '14 at 04:54
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@ParamanandSingh, great! Though, since the method is identical to evaluating $f(a)$ outright I guess Vladimir's answer is the more straightforward one. – abnry Mar 07 '14 at 04:56
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3Found the relevant question: http://math.stackexchange.com/questions/87735/is-the-integral-int-0-infty-frac-mathrmd-x1x21xa-equal-for-a – abnry Mar 07 '14 at 04:59
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1@nayrb: My comment was not to find an alternative solution (because frankly speaking Vladimir's solution is best), but rather to show that the integrals $f'(a)$ and $f''(a)$ can also be evaluated directly using Vladimir technique. This was an answer to the question you asked in last line of your answer. – Paramanand Singh Mar 07 '14 at 05:14
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@ParamanandSingh, thanks for your insight. I was just commenting on what method I thought best. – abnry Mar 07 '14 at 05:26
Feynman’s Trick
Let the parametrized integral in $a$ be $$I(a)=\int_0^{\infty} \frac{\ln \left(\frac{1+x^a}{1+x^b}\right)}{\ln x} \cdot \frac{1}{1+x^2} d x$$ Differentiating $I(a)$ w.r.t. $a$ brings us $$ \begin{aligned} I^{\prime}(a) & =\int_0^{\infty} \frac{x^a}{\left(1+x^a\right)\left(1+x^2\right)} d x \\ & =\int_0^{\infty} \frac{\frac{1}{x^a}}{\left(1+\frac{1}{x^a}\right)\left(1+\frac{1}{x^2}\right)} \frac{d x}{x^2}\quad \left(\textrm{ via } x \mapsto \frac{1}{x}\right)\\ & =\int_0^{\infty} \frac{1}{\left(1+x^a\right)\left(1+x^2\right)} d x \end{aligned} $$ Averaging them yields $$ \begin{aligned} I^{\prime}(a) & =\frac{1}{2} \int_0^{\infty}\left[\frac{x^a}{\left(1+x^a\right)\left(1+x^2\right)}+\frac{1}{\left(1+x^a\right)\left(1+x^2\right)}\right] d x \\ & =\frac{1}{2} \int_0^{\infty} \frac{1}{1+x^2} d x\\&=\frac{\pi}{4} \end{aligned} $$ Integrating $I^{\prime}(x)$ from $x=b$ to $x=a$ concludes that $$ \boxed{I(a) =I(a)-I(b) =\int_b^a \frac{\pi}{4} d x =\frac{\pi}{4}(a-b)} $$ In particular,
$$\int_0^\infty\frac{\log\left(\frac{1+x^{4+\sqrt{15}}}{1+x^{2+\sqrt{3}}}\right)}{\left(1+x^2\right)\log x}\mathrm dx= \frac{\pi}{4}(2+\sqrt{15}-\sqrt{3}) $$
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Double integral $$ \begin{aligned} \int_0^{\infty} \frac{\ln \left(\frac{1+x^a}{1+x^b}\right)}{\ln x} \cdot \frac{1}{1+x^2} d x = & \int_0^{\infty} \frac{1}{1+x^2} \int_b^a \frac{1}{1+x^t} d t d x \\ = & \int_b^a \int_0^{\infty} \frac{1}{\left(1+x^2\right)\left(1+x^t\right)} d x d t \\ = & \int_b^a \frac{\pi}{4} d t \\ = & \frac{\pi}{4}(a-b) \end{aligned} $$ where $$ \begin{aligned} \int_0^{\infty} \frac{1}{\left(1+x^2\right)\left(1+x^t\right)} d x &\stackrel{x \rightarrow \frac{1}{x} }{=} \int_0^{\infty} \frac{x^t}{\left(1+x^2\right)\left(1+x^t\right)} d t \\ \Rightarrow \quad \int_0^{\infty} \frac{1}{\left(1+x^2\right)\left(1+x^t\right)} d x & =\frac{1}{2} \int_0^{\infty} \frac{1+x^t}{\left(1+x^2\right)\left(1+x^t\right)} d t =\frac{\pi}{4} \end{aligned} $$ In particular,
$$\int_0^\infty\frac{\log\left(\frac{1+x^{4+\sqrt{15}}}{1+x^{2+\sqrt{3}}}\right)}{\left(1+x^2\right)\log x}\mathrm dx= \frac{\pi}{4}(2+\sqrt{15}-\sqrt{3}) $$
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