Tuesday, 28 June 2016

calculus - A closed form for a triple integral with sines and cosines



$$\small\int^\infty_0 \int^\infty_0 \int^\infty_0 \frac{\sin(x)\sin(y)\sin(z)}{xyz(x+y+z)}(\sin(x)\cos(y)\cos(z) + \sin(y)\cos(z)\cos(x) + \sin(z)\cos(x)\cos(y))\,dx\,dy\,dz$$



I saw this integral $I$ posted on a page on Facebook . The author claims that there is a closed form for it.







My Attempt



This can be rewritten as



$$3\small\int^\infty_0 \int^\infty_0 \int^\infty_0 \frac{\sin^2(x)\sin(y)\cos(y)\sin(z)\cos(z)}{xyz(x+y+z)}\,dx\,dy\,dz$$



Now consider



$$F(a) = 3\int^\infty_0 \int^\infty_0 \int^\infty_0\frac{\sin^2(x)\sin(y)\cos(y)\sin(z)\cos(z) e^{-a(x+y+z)}}{xyz(x+y+z)}\,dx\,dy\,dz$$




Taking the derivative



$$F'(a) = -3\int^\infty_0 \int^\infty_0 \int^\infty_0\frac{\sin^2(x)\sin(y)\cos(y)\sin(z)\cos(z) e^{-a(x+y+z)}}{xyz}\,dx\,dy\,dz$$



By symmetry we have



$$F'(a) = -3\left(\int^\infty_0 \frac{\sin^2(x)e^{-ax}}{x}\,dx \right)\left( \int^\infty_0 \frac{\sin(x)\cos(x)e^{-ax}}{x}\,dx\right)^2$$



Using W|A I got




$$F'(a) = -\frac{3}{16} \log\left(\frac{4}{a^2}+1 \right)\arctan^2\left(\frac{2}{a}\right)$$



By integeration we have



$$F(0) = \frac{3}{16} \int^\infty_0\log\left(\frac{4}{a^2}+1 \right)\arctan^2\left(\frac{2}{a}\right)\,da$$



Let $x = 2/a$



$$\tag{1}I = \frac{3}{8} \int^\infty_0\frac{\log\left(x^2+1 \right)\arctan^2\left(x\right)}{x^2}\,dx$$




Question



I seem not be able to verify (1) is correct nor find a closed form for it, any ideas ?


Answer



Ok I was able to find the integral



$$\int^\infty_0\frac{\log\left(x^2+1 \right)\arctan^2\left(x\right)}{x^2}\,dx$$



First note that




$$\int \frac{\log(1+x^2)}{x^2}\,dx = 2 \arctan(x) - \frac{\log(1 + x^2)}{x}+C$$



Using integration by parts



$$I = \frac{\pi^3}{12}+2\int^\infty_0\frac{\arctan(x)\log(1 + x^2)}{(1+x^2)x}\,dx$$



For the integral let



$$F(a) = \int^\infty_0\frac{\arctan(ax)\log(1 + x^2)}{(1+x^2)x}\,dx$$




By differentiation we have



$$F'(a) = \int^\infty_0 \frac{\log(1+x^2)}{(1 + a^2 x^2)(1+x^2)}\,dx $$



Letting $1/a = b$ we get



$$\frac{1}{(1 + a^2 x^2)(1+x^2)} = \frac{1}{a^2} \left\{ \frac{1}{((1/a)^2+x)(1+x^2)}\right\} =\frac{b^2}{1-b^2}\left\{ \frac{1}{b^2+x^2}-\frac{1}{1+x^2} \right\}$$



We conclude that

$$\frac{b^2}{1-b^2}\int^\infty_0 \frac{\log(1+x^2)}{b^2+x^2}-\frac{\log(1+x^2)}{1+x^2} \,dx = \frac{b^2}{1-b^2}\left\{ \frac{\pi}{b}\log (1+b)-\pi\log(2)\right\}$$



Where we used that



$$\int^\infty_0 \frac{\log(a^2+b^2x^2)}{c^2+g^2x^2}\,dx = \frac{\pi}{cg}\log \frac{ag+bc}{g}$$



By integration we deduce that



$$\int^1_0 \frac{\pi}{a^2-1}\left\{ a\log \left(1+\frac{1}{a} \right)-\log(2)\right\}\,da = \frac{\pi}{2}\log^2(2)$$




For the last one I used wolfram alpha, however it shouldn't be difficult to prove.



Finally we have




$$\int^\infty_0\frac{\log\left(x^2+1
\right)\arctan^2\left(x\right)}{x^2}\,dx = \frac{\pi^3}{12}+\pi
\log^2(2)$$



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