Wednesday, 23 April 2014

real analysis - Closed form of $ln^n tan x, dx$




Here is an integral I am really stuck at. I am pretty sure that a general closed form of the integral:



$$\mathcal{J}=\int_0^{\pi/2} \ln^n \tan x\, {\rm d}x, \;\; n \in \mathbb{N}$$



exists. Well if $n$ is odd , then the integral is obviously zero due to symmetry. On the contrary if $n$ is even then the closed form I seek must contain the beta dirichlet function however I am unable to reach it. Setting $m=2n$ then:



$$\int_{0}^{\pi/2}\ln^m \tan x\, {\rm d}x=\int_{0}^{\infty}\frac{\ln^m u}{u^2+1}\, {\rm d}u= 2\int_{0}^{1}\frac{\ln^m u}{u^2+1}\, {\rm d}u$$



If we expand the denominator in a Taylor series, namely $1+x^2=\sum \limits_{n=0}^{\infty} (-1)^n x^n$ then the last integral is written as:




$$2\int_{0}^{1}\ln^m x \sum_{n=0}^{\infty}(-1)^n x^n \, {\rm d}x = 2\sum_{n=0}^{\infty}(-1)^n \int_{0}^{1}x^n \ln^m x \, {\rm d}x = 2 \sum_{n=0}^{\infty}\frac{(-1)^n (-1)^m m!}{\left ( n+1 \right )^{m+1}}= 2 (-1)^m m! \sum_{n=0}^{\infty}\frac{(-1)^n}{\left ( n+1 \right )^{m+1}}$$



Apparently there is something wrong here. I used the result



$$\int_{0}^{1}x^m \ln^n x \, {\rm d}x = \frac{(-1)^n n!}{\left ( m+1 \right )^{n+1}}$$



as presented here.



Edit/ Update: A conjecture of mine is that the closed form actually is:




$$\int_0^{\pi/2} \ln^{m} \tan x \, {\rm d}x=2m! \beta(m+1), \;\; m \;\;{\rm even}$$



For $m=2$ matches the result $\displaystyle \int_0^{\pi/2} \ln^2 \tan x\, {\rm d}x= \frac{\pi^3}{8}$.


Answer



We want to compute:



$$ I_m = \int_{0}^{\pi/2}\left(\log\tan x\right)^{2m}\,dx = \int_{0}^{1}\frac{\left(\log t\right)^{2m}}{1+t^2}\,dt=\sum_{k\geq 0}(-1)^k\int_{0}^{1}t^{2k}(\log t)^{2m}\,dt$$
that is:





$$ I_m = (2m)!\sum_{k\geq 0}\frac{2(-1)^k}{(2k+1)^{2m+1}}=|E_{2m}|\cdot\left(\frac{\pi}{2}\right)^{2m+1}.$$




The last identity was already proved here.


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