Saturday, 19 December 2015

integration - Closed form or expansion of integral - intNNe1/efracarcsin(cosu)mathrmW(lnu)+1fracmathrmduu



I asked this question a couple days ago, where the solution was brought down to



limN(π(N1e)2NNe1/earcsin(cosu)W(lnu)+1duu)



by @user3002473. I'm stuck on the integral part,





\int_{e^{-1/e}}^{N^N} \frac{\arcsin(\cos u)}{\mathrm{W}(\ln u) + 1} \frac{\mathrm{d}u}{u}




I'd like to find a closed form or its asymptotic behavior at \infty to evaluate the limit. I was incapable of finding accurate numerical approximations via mathematica or scipy due to the rapid oscillations within the integrand. I also tried IBP, but got stuck there as well.


Answer



We have that \arcsin(\cos u) is a triangle wave and the term W(\log u) is approximately constant on short intervals, since it behaves like \log\log u. The similar integral
I= \int_{0}^{+\infty}\frac{\arcsin\sin u}{u}\,du
has a simple closed form due to a well-known Fourier series:

I = \frac{4}{\pi}\sum_{n\geq 0}\frac{(-1)^n}{(2n+1)^2}\int_{0}^{+\infty}\frac{\sin((2n+1)u)}{u}\,du =2\sum_{n\geq 0}\frac{(-1)^n}{(2n+1)^2}=\color{red}{2G}
where G is Catalan's constant. By using integration by parts and this lemma you can achieve good numerical approximation of your integral.


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