What technique we should use for this integral:
∫10lnxln(1−x2)1−x2dx
Can anyone give a brief way to evaluate this?
Answer
One possible, although not very short, way is to reduce the integral to derivatives of the beta integral:
∫10log(x)log(1−x2)1−x2dxu=x2=14∫10log(u)√ulog(1−u)1−udu=14lim
Now we would do a series expansion around \beta=0:
\frac{\Gamma(\alpha) \Gamma(\beta+1)}{\beta \, \Gamma(\alpha+\beta)} = \frac{1}{\beta} + \left(-\gamma - \psi(a)\right) + \frac{\beta}{2} \left( \frac{\pi^2}{6} + \gamma^2+2 \gamma \psi(a) + \psi(a)^2 -\psi^{(1)}(a) \right) + \mathcal{o}(\beta)
Differentation with respect to \alpha kills the singular term, one we find:
\int_0^1 \frac{\log(x) \log(1-x^2)}{1-x^2} \mathrm{d}x = \frac{1}{4} \lim_{\alpha \to \frac{1}{2}} \left( \gamma \psi^{(1)}(a) + \psi(a) \psi^{(1)}(a) - \frac{1}{2} \psi^{(2)}(a) \right)
Now, using \psi(1/2) = -\gamma - 2 \log(2), \psi^{(1)}(1/2) = \frac{\pi^2}{2} and \psi^{(2)}(1/2) = -14 \zeta(3) we finally arrive at the answer:
\int_0^1 \frac{\log(x) \log(1-x^2)}{1-x^2} \mathrm{d}x = \frac{1}{4} \left( 7 \zeta(3) - \pi^2 \log(2) \right)
Notice also that
\frac{\log(1-x^2)}{1-x^2} = -\sum_{n=1}^\infty H_n x^{2n}
This leads, together with \int_0^1 x^{2n} \log(x) \mathrm{d}x = -\frac{1}{(2n+1)^2}:
\int_0^1 \frac{\log(x) \log(1-x^2)}{1-x^2} \mathrm{d}x = \sum_{n=1}^\infty \frac{H_n}{(2n+1)^2}
Sum of these types have been discussed before.
Edit: In fact exactly this sum was asked about by the OP, as noted by @MhenniBenghorbal in the comments, and @joriki provided an excellent answer.
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