Wednesday, 16 January 2013

calculus - Integral int10fraclnleft(x+sqrt2right)sqrt2x,sqrt1x,sqrtvphantom1xmathrmdx




Is there a closed form for the integral
10ln(x+2)2x1x1xdx.
I do not have a strong reason to be sure it exists, but I would be very interested to see an approach to find one if it does exist.


Answer



For a>0, let b=12+1a and I(a) be the integral
I(a)=10log(a+x)x(1x)(2x)dx
Substitute x by 1p+12, it is easy to check we can rewrite I(a) as



I(a)=212log[a(p+b)/(p+12)]4p3pdp
Let (z),ζ(z) and σ(z) be the Weierstrass elliptic, zeta and sigma functions associated with the ODE:



(z)2=4(z)3g2(z)g3 for g2=1 and g3=0.



In terms of (z), we can express I(a) as



I(a)=2ω0log[a((z)+b(z)+12)]dz=12ωωlog[a((z)+b(z)+12)]dz



where ω=12dp4p3p=π3/22Γ(34)2 is the half period for (z) lying on real axis. Since g3=0, the double poles of (z) lies on a square lattice
L={2ω(m+in):m,nZ} and and we can pick
the other half period ω as iω.



Notice (±iω)=12. If we pick u(0,ω) such that (±iu)=b, the function inside the square brackets in above integral is an ellitpic function

with zeros at ±iu+L and poles at ±iω+L. We can express I(a) in terms of σ(z) as



I(a)=12ωωlog[Cσ(ziu)σ(z+iu)σ(ziω)σ(z+iω)]dz where C=a(σ(iω)σ(iω)σ(iu)σ(iu)).



Let φ±(τ) be the integral ωωlogσ(z+τ)dz for (τ)>0 and <0 respectively. Notice σ(z)
has a simple zero at z=0. We will choose the branch cut of logσ(z) there
to be the ray along the negative real axis.




When we move τ around, as long as we don't cross the real axis, the line segment [τω,τ+ω] won't touch the branch cut and everything will be
well behaved. We have



φ±(τ)



Let \eta = \zeta(\omega) and \eta' = \zeta(\omega'). For elliptic functions with general g_2, g_3, there is always an identity
\eta \omega' - \omega \eta' = \frac{\pi i}{2}
as long as \omega' is chosen to satisfy \Im(\frac{\omega'}{\omega}) > 0.
In our case, \omega' = i\omega and the symmetric of \mathbb{L} forces \eta = \frac{\pi}{4\omega}. This implies




\varphi_{\pm}(\tau) = \frac{\pi}{4\omega}\tau^2 + A_{\pm}\tau + B_{\pm}



Because of the branch cut, A_{+} \ne A_{-} and B_{+} \ne B_{+}. In fact, we can evaluate
their differences as



\begin{align} A_{+} - A_{-} &= \lim_{\epsilon\to 0} \left( -\log\sigma(i\epsilon-\omega) + \log\sigma(-i\epsilon-\omega) \right) = - 2 \pi i\\ B_{+} - B_{-} &= \lim_{\epsilon\to 0} \int_{-\omega}^0 \left( \log\sigma(i\epsilon+z) - \log\sigma(-i\epsilon+z) \right) dz = 2\pi i\omega \end{align}
Apply this to our expression of I(a), we get



\begin{align} I(a) &= \frac{1}{\sqrt{2}}\left(2\omega\log C + \varphi_{-}(-iu)+\varphi_{+}(iu)-\varphi_{-}(-i\omega)-\varphi_{+}(i\omega)\right)\\ &= \frac{1}{\sqrt{2}}\left\{ 2\omega\log\left[a\left(\frac{\sigma(-i\omega)\sigma(i\omega)}{\sigma(-iu)\sigma(iu)}\right)\right] + \frac{\pi}{2\omega}(\omega^2 - u^2) + 2\pi(u-\omega) \right\} \end{align}



Back to our original problem where a = \sqrt{2} \iff b = \frac{1+\sqrt{2}}{2}. One can use the duplication formula for \wp(z) to vertify u = \frac{\omega}{2}. From this, we find:
I(\sqrt{2}) = \sqrt{2}\omega\left\{ \log\left[\sqrt{2}\left(\frac{\sigma(-i\omega)\sigma(i\omega)}{\sigma(-i\frac{\omega}{2})\sigma(i\frac{\omega}{2})}\right)\right] - \frac{5\pi}{16}\right\}



It is known that | \sigma(\pm i\omega) | = e^{\pi/8}\sqrt[4]{2}. Furthermore, we have

the identity:



\wp'(z) = - \frac{\sigma(2z)}{\sigma(z)^4} \quad\implies\quad \left|\sigma\left( \pm i\frac{\omega}{2} \right)\right| = \left|\frac{\sigma(\pm i \omega)}{\wp'\left(\pm i\frac{\omega}{2}\right)}\right|^{1/4} = \left(\frac{\sigma(\omega)}{1+\sqrt{2}}\right)^{1/4}
Combine all these, we get a result matching other answer.



\begin{align} I(\sqrt{2}) &= \sqrt{2}\omega\left\{\log\left[\sqrt{2}\sigma(\omega)^{3/2}\sqrt{1+\sqrt{2}}\right] - \frac{5\pi}{16}\right\}\\ &= \frac{\pi^{3/2}}{\sqrt{2}\Gamma\left(\frac34\right)^2}\left\{\frac78\log 2 + \frac12\log(\sqrt{2}+1) - \frac{\pi}{8} \right\} \end{align}


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