Tuesday, 17 May 2016

integration - Difficult integral involving arctanx




Question: Show that0dxarctanxlog(1+x2)x(1+x2)=π2log22.





I can't tell if I'm being an idiot, or if this is a lot more difficult than it looks. First, I tried integration by parts using the fact that 1x(1+x2)=1xx1+x2.



But quickly I gave up as I wasn't sure what to do with the result. I then decided to make the substitution t=arctanx to get rid of the 1+x2 term in the denominator. ThereforeI=π/20dttcottlogsec2t=2π/20dttcottlogcost.



However, I'm not exactly sure what to do after this. Should I use integration by parts? Differentiation under the integral sign? I'm having trouble getting started with this integral. Any ideas?


Answer



We can use differentiation under the integral sign and a trick to evaluate this. First define
I(a,b)=0arctanaxxlog(1+b2x2)1+x2dx,

so I(a,0)=I(0,b)=0 and I(1,1) is what we want. Differentiating one with respect to a and once wrt b gives
abI=02bx2dx(1+x2)(1+a2x2)(1+b2x2),
which can be done by using partial fractions and the arctangent integral a few times. When the dust settles,
abI=bπ(1+a)(1+b)(a+b),
and thus
I(1,1)=1010bπ(1+a)(1+b)(a+b)dadb
But we can swap a and b and will get the same result for this integral by the symmetry of the region of integration, so we also have
I(1,1)=1010aπ(1+a)(1+b)(a+b)dadb.
Adding gives
I(1,1)=π210101(1+a)(1+b)dadb,

but this splits into a product of two copies of 10dy/(1+y)=log2, so
I(1,1)=π2(log2)2
as desired.


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