Tuesday 11 November 2014

real analysis - Integral $I=int_0^infty frac{ln(1+x)ln(1+x^{-2})}{x} dx$



Hi I am stuck on showing that
$$
\int_0^\infty \frac{\ln(1+x)\ln(1+x^{-2})}{x} dx=\pi G-\frac{3\zeta(3)}{8}

$$
where G is the Catalan constant and $\zeta(3)$ is the Riemann zeta function. Explictly they are given by
$$
G=\beta(2)=\sum_{n=0}^\infty \frac{(-1)^n}{(2n+1)^2}, \ \zeta(3)=\sum_{n=1}^\infty \frac{1}{n^3}.
$$
I have tried using
$$
\ln(1+x)=\sum_{n=1}^\infty \frac{(-1)^{n+1} x^n}{n},
$$
but didn't get very far.



Answer



The infinite sum in Chen Wang's answer, that is, $ \displaystyle \sum_{n=1}^{\infty} \frac{H_{4n}}{n^{2}}$, can be evaluated using contour integration by considering the function $$f(z) = \frac{\pi \cot(\pi z) [\gamma + \psi(-4z)]}{z^{2}}, $$



where $\psi(z)$ is the digamma function and $\gamma$ is the Euler-Mascheroni constant.



The function $f(z)$ has poles of order $2$ at the positive integers, simple poles at the negative integers, simple poles at the positive quarter-integers, and a pole of order $4$ at the origin.



The function $\psi(-4z)$ does have simple poles at the positive half-integers, but they are cancelled by the zeros of $\cot( \pi z)$.



Now consider a square on the complex plane (call it $C_{N}$) with vertices at $\pm (N + \frac{1}{2}) \pm i (N +\frac{1}{2})$.




On the sides of the square, $\cot (\pi z)$ is uniformly bounded.



And when $z$ is large in magnitude and not on the positive real axis, $\psi(-4z) \sim \ln(-4z)$.



So $ \displaystyle \int_{C_{N}} f(z) \ dz $ vanishes as $N \to \infty$ through the positive integers.



Therefore,



$$\sum_{n=1}^{\infty} \text{Res} [f(z), n] + \sum_{n=1}^{\infty} \text{Res}[f(z),-n] + \text{Res}[f(z),0] + \sum_{n=0}^{\infty} \text{Res}\Big[f(z), \frac{2n+1}{4} \Big] =0 .$$




To determine the residues, we need the following Laurent expansions.



At the positive integers,



$$ \gamma + \psi (-4z) = \frac{1}{4} \frac{1}{z-n} + H_{4n} + \mathcal{O}(z-n) $$



and



$$ \pi \cot (\pi z) = \frac{1}{z-n} + \mathcal{O}(z-n) .$$




At the origin,



$$ \gamma+ \psi(-4z) = \frac{1}{4z} -4 \zeta(2) z -16 \zeta(3) z^{2} + \mathcal{O}(z^{3})$$



and
$$ \pi \cot (\pi z) = \frac{1}{z} - 2 \zeta(2) z + \mathcal{O}(z^{3}) .$$



And at the positive quarter-integers,




$$ \gamma + \psi(-4z) = \frac{1}{4} \frac{1}{z-\frac{2n+1}{4}} + \mathcal{O}(1)$$



and



$$ \pi \cot (\pi z) = (-1)^{n} \pi + \mathcal{O}\Big(z- \frac{2n+1}{4} \Big) .$$



Then at the positive integers,



$$f(z) = \frac{1}{z^{2}} \Big( \frac{1}{4} \frac{1}{(z-n)^{2}} + \frac{H_{4n}}{z-n} + \mathcal{O}(1) \Big), $$




which implies



$$\begin{align} \text{Res} [f(z),n] &= \text{Res} \Big[ \frac{1}{4z^{2}} \frac{1}{(z-n)^{2}} , n \Big] + \text{Res} \Big[ \frac{1}{z^{2}} \frac{H_{4n}}{z-n}, n \Big] \\ &= - \frac{1}{2n^{3}} + \frac{H_{4n}}{n^{2}} .\end{align}$$



At the negative integers,



$$ \text{Res}[f(z),-n] = \frac{\gamma + \psi(4n)}{n^{2}} = \frac{H_{4n-1}}{n^{2}} = \frac{H_{4n}}{n^{2}} - \frac{1}{4n^{3}} . $$



At the origin,




$$ f(z) = \frac{1}{z^{2}} \Big( \frac{1}{4z^{2}} - \frac{\zeta(2)}{2} - 4 \zeta(2) - 16 \zeta(3) z + \mathcal{O}(z^{2}) \Big),$$



which implies



$$\text{Res}[f(z),0] = -16 \zeta(3) .$$



And at the positive quarter-integers,



$$ f(z) = \frac{\pi}{4z^{2}} \frac{(-1)^{n}}{z- \frac{2n+1}{4}} + \mathcal{O}(1),$$




which implies



$$ \begin{align} \text{Res} \Big[ f(z),\frac{2n+1}{4} \Big] &= \text{Res} \Big[\frac{\pi}{4z^{2}} \frac{(-1)^n}{z- \frac{2n+1}{4}}, \frac{2n+1}{4} \Big] \\ &= 4 \pi \ \frac{(-1)^{n}}{(2n+1)^{2}} . \end{align} $$



Putting everything together, we have



$$ - \frac{1}{2} \sum_{n=1}^{\infty} \frac{1}{n^{3}} + 2 \sum_{n=1}^{\infty} \frac{H_{4n}}{n^{2}} - \frac{1}{4} \sum_{n=1}^{\infty} \frac{1}{n^{3}} - 16 \zeta(3) + 4 \pi \sum_{n=0}^{\infty} \frac{(-1)^{n}}{(2n+1)^{2}} $$



$$ = - \frac{1}{2} \zeta(3) + 2 \sum_{n=1}^{\infty} \frac{H_{4n}}{n^{2}} - \frac{1}{4} \zeta(3) - 16 \zeta(3) + 4 \pi G = 0 .$$




Therefore,



$$ \sum_{n=1}^{\infty} \frac{H_{4n}}{n^{2}} = \frac{67}{8} \zeta(3) - 2 \pi G .$$



EDIT:



I found the Laurent expansion of $\psi(-4z)$ at the positive integers by using the functional equation of the digamma function to express $\psi(4z)$ as



$$ \psi(4z) = \psi(4z+4n+1) - \frac{1}{4z+4n} - \frac{1}{4z+4n-1} - \ldots - \frac{1}{4z} .$$




Then I evaluated the limit $$\lim_{z \to -n} (z+n) \psi(4z) = - \frac{1}{4}$$ and the limit $$\lim_{z \to -n} \Big(\psi(4z) + \frac{1}{4} \frac{1}{z+n} \Big) = - \gamma +H_{4n} .$$



This leads to the expansion $$\gamma + \psi (-4z) = \frac{1}{4} \frac{1}{z-n} + H_{4n} + \mathcal{O}(z-n) .$$



I did something similar to find the expansion at the positive quarter-integers.


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