10

I meet an integral, but it is beyond my ability. $$ {\rm I}\left(a\right) = \int_{a}^{1}{\arcsin\left(\,\sqrt{\,{1 - x^{2} \over 1 - a^{2}}\,}\,\right) \over x + 1}\,{\rm d}x, 0\le a <1. $$

I can work it out when $a = 0$, but failed otherwise. I don't intend to find a closed-form currently, an approximation expression will be OK. Any Suggestion?

Felix Marin
  • 94,079
Roger209
  • 1,253
  • 6
  • 16
  • 1
    $I(0)=2\cdot\text{Catalan}-\dfrac\pi2\cdot\ln2$. – Lucian Aug 15 '14 at 14:40
  • @Lucian : Yes, you're Right. How about the other occasions, i.e. $a\ieq0$? – Roger209 Aug 16 '14 at 02:19
  • 1
    For $a\neq0$ we have $I(a)\neq2\cdot\text{Catalan}-\dfrac\pi2\cdot\ln2.~$ ;-) – Lucian Aug 16 '14 at 03:04
  • Does Taylor expansion and termwise integration give an acceptable approximation? – user21820 Aug 16 '14 at 04:05
  • @user21820 : Well, it depends on how "good" your result is. In general, if the error bound is within 10^-2 or so in the whole zone will be OK. – Roger209 Aug 16 '14 at 08:39
  • Well I didn't try but I think that wouldn't be hard.. Just use hard bounds on the Taylor series around $\frac{1+a}{2}$. Since the function has a rather simple shape, the Taylor series should converge rather well. And don't differentiate the whole thing; just substitute the Taylor approximations at each step from inside out. – user21820 Aug 16 '14 at 08:51

1 Answers1

3

For $0\le a<1$, $$\small{\mathcal{I}{\left(a\right)}:=\int_{a}^{1}\frac{\arcsin{\left(\sqrt{\frac{1-x^2}{1-a^2}}\right)}}{x+1}\,\mathrm{d}x=-\frac{\pi}{2}\,\ln{\left(\frac{1+a}{2}\right)}-\frac{\pi\left(1-a^2\right)}{16}\,{_4F_3}{\left(1,1,\frac32,\frac32;2,2,2;1-a^2\right)}.}$$


Proof:

Let $a\in\mathbb{R}\land0\le a<1$, and for each such $a$ define $a^{\prime}:=\sqrt{1-a^2}$ to be the complement of $a$. Changing variables in the integral so that the argument of the arcsine function is as simple as possible, we arrive at in integral that starts to more closely resemble an elliptic integral.

$$\begin{align} \mathcal{I}{\left(a\right)} &=\int_{a}^{1}\frac{\arcsin{\left(\sqrt{\frac{1-x^2}{1-a^2}}\right)}}{x+1}\,\mathrm{d}x\\ &=\int_{1}^{0}\frac{\arcsin{\left(y\right)}}{1+\sqrt{1-\left(1-a^2\right)y^2}}\cdot\frac{-\left(1-a^2\right)y}{\sqrt{1-\left(1-a^2\right)y^2}}\,\mathrm{d}y;~~~\small{\left[\sqrt{\frac{1-x^2}{1-a^2}}=y\right]}\\ &=\int_{0}^{1}\frac{\arcsin{\left(y\right)}}{1+\sqrt{1-a^{\prime\,2}y^2}}\cdot\frac{a^{\prime\,2}y}{\sqrt{1-a^{\prime\,2}y^2}}\,\mathrm{d}y\\ &=\int_{0}^{1}\left(\frac{1-\sqrt{1-a^{\prime\,2}y^2}}{y\sqrt{1-a^{\prime\,2}y^2}}\right)\arcsin{\left(y\right)}\,\mathrm{d}y.\\ \end{align}$$

Integrating by parts next,

$$\begin{align} \mathcal{I}{\left(a\right)} &=\int_{0}^{1}\left(\frac{1-\sqrt{1-a^{\prime\,2}y^2}}{y\sqrt{1-a^{\prime\,2}y^2}}\right)\arcsin{\left(y\right)}\,\mathrm{d}y\\ &=\left[-\arcsin{\left(y\right)}\,\ln{\left(1+\sqrt{1-a^{\prime\,2}y^2}\right)}\right]_{0}^{1}+\int_{0}^{1}\frac{\ln{\left(1+\sqrt{1-a^{\prime\,2}y^2}\right)}}{\sqrt{1-y^2}}\,\mathrm{d}y\\ &=-\frac{\pi}{2}\,\ln{\left(1+\sqrt{1-a^{\prime\,2}}\right)}+\int_{0}^{1}\frac{\ln{\left(1+\sqrt{1-a^{\prime\,2}y^2}\right)}}{\sqrt{1-y^2}}\,\mathrm{d}y\\ &=-\frac{\pi}{2}\,\ln{\left(1+a\right)}+\int_{0}^{1}\frac{\ln{\left(1+\sqrt{1-a^{\prime\,2}y^2}\right)}}{\sqrt{1-y^2}}\,\mathrm{d}y.\\ \end{align}$$

Using trigonometric substitution,

$$\begin{align} \mathcal{I}{\left(a\right)} &=-\frac{\pi}{2}\,\ln{\left(1+a\right)}+\int_{0}^{\frac{\pi}{2}}\ln{\left(1+\sqrt{1-a^{\prime\,2}\sin^2{\left(\theta\right)}}\right)}\,\mathrm{d}\theta;~~~\small{\left[y=\sin{\theta}\right]}.\\ \end{align}$$

At this point I recognized the integral as essentially equivalent to this one. It seems that the best one can hope for is a closed form in terms of generalized hypergeometric functions. The closed form in terms of hypergeometric functions can be found via differentiating under the integral sign. Define the function $\mathcal{J}{\left(\alpha\right)}$ for $0<\alpha\le1$ as

$$\mathcal{J}{\left(\alpha\right)}:=\int_{0}^{1}\frac{\ln{\left(1+\sqrt{1-\alpha^2y^2}\right)}}{\sqrt{1-y^2}}\,\mathrm{d}y.$$

Then,

$$\begin{align} \mathcal{J}{\left(a^{\prime}\right)} &=\int_{0}^{1}\frac{\ln{\left(1+\sqrt{1-a^{\prime\,2}y^2}\right)}}{\sqrt{1-y^2}}\,\mathrm{d}y\\ &=\mathcal{J}{\left(0\right)}+\int_{0}^{a^{\prime}}\mathrm{d}\alpha\,\frac{\partial}{\partial\alpha}\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(1+\sqrt{1-\alpha^2y^2}\right)}}{\sqrt{1-y^2}}\\ &=\int_{0}^{1}\frac{\ln{\left(2\right)}}{\sqrt{1-y^2}}\,\mathrm{d}y+\int_{0}^{a^{\prime}}\mathrm{d}\alpha\int_{0}^{1}\mathrm{d}y\,\frac{\partial}{\partial\alpha}\frac{\ln{\left(1+\sqrt{1-\alpha^2y^2}\right)}}{\sqrt{1-y^2}}\\ &=\ln{(2)}\int_{0}^{1}\frac{\mathrm{d}y}{\sqrt{1-y^2}}+\int_{0}^{a^{\prime}}\mathrm{d}\alpha\int_{0}^{1}\mathrm{d}y\,\frac{\left(-\alpha\,y^2\right)}{\sqrt{1-y^2}\sqrt{1-\alpha^2y^2}\left(1+\sqrt{1-\alpha^2y^2}\right)}\\ &=\frac{\pi}{2}\ln{(2)}+\int_{0}^{a^{\prime}}\mathrm{d}\alpha\int_{0}^{1}\mathrm{d}y\,\frac{\sqrt{1-\alpha^2y^2}-1}{\alpha\sqrt{1-y^2}\sqrt{1-\alpha^2y^2}}\\ &=\frac{\pi}{2}\ln{(2)}+\int_{0}^{a^{\prime}}\mathrm{d}\alpha\,\frac{1}{\alpha}\int_{0}^{1}\mathrm{d}y\,\frac{\sqrt{1-\alpha^2y^2}-1}{\sqrt{1-y^2}\sqrt{1-\alpha^2y^2}}\\ &=\frac{\pi}{2}\ln{(2)}+\int_{0}^{a^{\prime}}\mathrm{d}\alpha\,\frac{1}{\alpha}\left[\frac{\pi}{2}-K{\left(\alpha\right)}\right],\\ \end{align}$$

where $K{\left(k\right)}$ is the complete elliptic integral of the first kind, defined here with the argument convention,

$$K{\left(k\right)}:=\int_{0}^{1}\frac{\mathrm{d}t}{\sqrt{1-t^2}\sqrt{1-k^2t^2}};~~~\small{\left[0<k^2<1\right]}.$$

In terms of hypergeometric functions, the complete elliptic integral of the first kind may be written (see eq.3 here) as

$$K{\left(k\right)}=\frac{\pi}{2}\,{_2F_1}{\left(\frac12,\frac12;1;k^2\right)}.$$

Thus,

$$\begin{align} \mathcal{I}{\left(a\right)} &=-\frac{\pi}{2}\,\ln{\left(1+a\right)}+\mathcal{J}{\left(a^{\prime}\right)}\\ &=-\frac{\pi}{2}\,\ln{\left(1+a\right)}+\frac{\pi}{2}\ln{(2)}+\int_{0}^{a^{\prime}}\mathrm{d}\alpha\,\frac{\left[\frac{\pi}{2}-K{\left(\alpha\right)}\right]}{\alpha}\\ &=-\frac{\pi}{2}\,\ln{\left(\frac{1+a}{2}\right)}+\int_{0}^{a^{\prime}}\mathrm{d}\alpha\,\frac{\left[\frac{\pi}{2}-\frac{\pi}{2}\,{_2F_1}{\left(\frac12,\frac12;1;\alpha^2\right)}\right]}{\alpha}\\ &=-\frac{\pi}{2}\,\ln{\left(\frac{1+a}{2}\right)}-\frac{\pi}{2}\int_{0}^{a^{\prime}}\mathrm{d}\alpha\,\frac{\left[{_2F_1}{\left(\frac12,\frac12;1;\alpha^2\right)}-1\right]}{\alpha}.\\ \end{align}$$

The following reduction identity will be useful:

$${_3F_2}{\left(1,b,c;2,d;z\right)}=\frac{d-1}{\left(b-1\right)\left(c-1\right)z}\left[{_2F_1}{\left(b-1,c-1;d-1;z\right)}-1\right].$$

Setting $b=c=\frac32\land d=2\land z=\alpha^2$ yields

$${_3F_2}{\left(1,\frac32,\frac32;2,2;\alpha^2\right)}=\frac{4}{\alpha^2}\left[{_2F_1}{\left(\frac12,\frac12;1;\alpha^2\right)}-1\right].$$

Thus,

$$\begin{align} \mathcal{I}{\left(a\right)} &=-\frac{\pi}{2}\,\ln{\left(\frac{1+a}{2}\right)}-\frac{\pi}{2}\int_{0}^{a^{\prime}}\mathrm{d}\alpha\,\frac{\left[{_2F_1}{\left(\frac12,\frac12;1;\alpha^2\right)}-1\right]}{\alpha}\\ &=-\frac{\pi}{2}\,\ln{\left(\frac{1+a}{2}\right)}-\frac{\pi}{2}\int_{0}^{a^{\prime}}\mathrm{d}\alpha\,\frac{\alpha}{4}\,{_3F_2}{\left(1,\frac32,\frac32;2,2;\alpha^2\right)}\\ &=-\frac{\pi}{2}\,\ln{\left(\frac{1+a}{2}\right)}-\frac{\pi}{8}\int_{0}^{a^{\prime}}\mathrm{d}\alpha\,\alpha\,{_3F_2}{\left(1,\frac32,\frac32;2,2;\alpha^2\right)}\\ &=-\frac{\pi}{2}\,\ln{\left(\frac{1+a}{2}\right)}-\frac{\pi\,a^{\prime\,2}}{8}\int_{0}^{1}\mathrm{d}u\,u\,{_3F_2}{\left(1,\frac32,\frac32;2,2;a^{\prime\,2}u^2\right)};~~~\small{\left[\frac{\alpha}{a^{\prime}}=u\right]}\\ &=-\frac{\pi}{2}\,\ln{\left(\frac{1+a}{2}\right)}-\frac{\pi\,a^{\prime\,2}}{16}\int_{0}^{1}\mathrm{d}t\,{_3F_2}{\left(1,\frac32,\frac32;2,2;a^{\prime\,2}t\right)};~~~\small{\left[u^2=t\right]}.\\ \end{align}$$

For $\Re{\left(r\right)}>\Re{\left(d\right)}>0$, we have the integral representation,

$${_4F_3}{\left(a,b,c,d;p,q,r;z\right)}=\frac{\Gamma{\left(r\right)}}{\Gamma{\left(d\right)}\,\Gamma{\left(r-d\right)}}\int_{0}^{1}\mathrm{d}t\,t^{d-1}\left(1-t\right)^{r-d-1}\,{_3F_2}{\left(a,b,c;p,q;zt\right)}.$$

Setting $d=1\land r=2$, we then have the integral representation,

$${_4F_3}{\left(a,b,c,1;p,q,2;z\right)}=\int_{0}^{1}\mathrm{d}t\,{_3F_2}{\left(a,b,c;p,q;zt\right)}.$$

Finally,

$$\begin{align} \mathcal{I}{\left(a\right)} &=-\frac{\pi}{2}\,\ln{\left(\frac{1+a}{2}\right)}-\frac{\pi\,a^{\prime\,2}}{16}\int_{0}^{1}\mathrm{d}t\,{_3F_2}{\left(1,\frac32,\frac32;2,2;a^{\prime\,2}t\right)}\\ &=-\frac{\pi}{2}\,\ln{\left(\frac{1+a}{2}\right)}-\frac{\pi\,a^{\prime\,2}}{16}\,{_4F_3}{\left(1,\frac32,\frac32,1;2,2,2;a^{\prime\,2}\right)}\\ &=-\frac{\pi}{2}\,\ln{\left(\frac{1+a}{2}\right)}-\frac{\pi\left(1-a^2\right)}{16}\,{_4F_3}{\left(1,\frac32,\frac32,1;2,2,2;1-a^2\right)}\\ &=-\frac{\pi}{2}\,\ln{\left(\frac{1+a}{2}\right)}-\frac{\pi\left(1-a^2\right)}{16}\,{_4F_3}{\left(1,1,\frac32,\frac32;2,2,2;1-a^2\right)}.\\ \end{align}$$

David H
  • 32,536
  • I find this very impressive. Have you checked this numerically? – marty cohen May 06 '15 at 03:55
  • @martycohen I have. The first thing I checked was to make sure my closed form returned the same known value at $a=0$ that Lucian mentioned in his comment above. and that it had the correct limiting behavior $I(a)\to0$ as $a\to1^{-}$. Both of these checked out. I also checked for numerical consistency at a few rational values of $a$ between $0$ and $1$ to about six decimal places using WolframAlpha, and there was no disparity. – David H May 06 '15 at 04:51